def process_row(self, index, row):
ticker_code = clean_nulls(row['ticker'])
ticker = Ticker.find_by_ticker(self.session, ticker_code)
corp_action_date = row['date']
corp_action_type_code = row['action']
corp_action_type = CorporateActionType.get_or_create(
self.session, corp_action_type_code)
name = row['name']
value = clean_nulls(row['value'])
contra_ticker = clean_nulls(row['contraticker'])
contra_name = clean_nulls(row['contraname'])
corp_action = CorporateAction.find(self.session, ticker_code,
corp_action_date,
corp_action_type_code)
if corp_action is None:
corp_action = CorporateAction(corp_action_date=corp_action_date,
ticker_code=ticker_code,
ticker=ticker,
corp_action_type=corp_action_type,
name=name,
value=value,
contra_ticker=contra_ticker,
contra_name=contra_name)
else:
corp_action.ticker = ticker
corp_action.name = name
corp_action.value = value
corp_action.contra_ticker = contra_ticker
corp_action.contra_name = contra_name
self.session.add(corp_action)
def process_row(self, index, row):
ticker_code = row['ticker']
ticker = Ticker.find_by_ticker(self.session, ticker_code)
investor_name = row['investorname']
investor = InstitutionalInvestor.get_or_create(self.session,
investor_name)
security_type_code = row['securitytype']
security_type = SecurityType.get_or_create(self.session,
security_type_code)
calendar_date = row['calendardate']
value = row['value']
units = row['units']
price = clean_nulls(row['price'])
holdings = InstitutionalHoldings.find(self.session, ticker_code,
investor, security_type,
calendar_date)
if holdings is None:
holdings = InstitutionalHoldings(ticker=ticker,
investor=investor,
security_type=security_type,
calendar_date=calendar_date,
value=value,
units=units,
price=price)
else:
holdings.value = value
holdings.units = units
holdings.price = price
self.session.add(holdings)
def process_row(self, index, row):
ticker_code = row['ticker']
date = row['date']
open_px = clean_price(row['open'])
high_px = clean_price(row['high'])
low_px = clean_price(row['low'])
close_px = clean_price(row['close'])
volume = clean_nulls(row['volume'])
dividends = row['dividends']
close_unadj = row['closeunadj']
last_updated = row['lastupdated']
ticker = Ticker.find_by_ticker(self.session, ticker_code)
equity_price = EquityPrice.find(self.session, ticker_code, date)
if equity_price is None:
equity_price = EquityPrice(ticker_code=ticker_code,
ticker=ticker,
date=date,
open_px=open_px,
high_px=high_px,
low_px=low_px,
close_px=close_px,
volume=volume,
dividends=dividends,
close_unadj=close_unadj,
last_updated=last_updated)
else:
equity_price.ticker = ticker
equity_price.open_px = open_px
equity_price.high_px = high_px
equity_price.low_px = low_px
equity_price.close_px = close_px
equity_price.volume = volume
equity_price.dividends = dividends
equity_price.close_unadj = close_unadj
equity_price.last_updated = last_updated
self.session.add(equity_price)
def process_row(self, index, row):
ticker_code = row['ticker']
ticker = Ticker.find_by_ticker(self.session, ticker_code)
dimension_type_code = row['dimension']
dimension_type = DimensionType.get_or_create(self.session,
dimension_type_code)
calendar_date = row['calendardate']
date_key = row['datekey']
report_period = row['reportperiod']
last_updated = row['lastupdated']
accoci = clean_nulls(row['accoci'])
assets = clean_nulls(row['assets'])
assets_avg = clean_nulls(row['assetsavg'])
assets_c = clean_nulls(row['assetsc'])
assets_nc = clean_nulls(row['assetsnc'])
asset_turnover = clean_nulls(row['assetturnover'])
bvps = clean_nulls(row['bvps'])
capex = clean_nulls(row['capex'])
cash_neq = clean_nulls(row['cashneq'])
cash_neq_usd = clean_nulls(row['cashnequsd'])
cor = clean_nulls(row['cor'])
consol_inc = clean_nulls(row['consolinc'])
current_ratio = clean_nulls(row['currentratio'])
de = clean_nulls(row['de'])
debt = clean_nulls(row['debt'])
debt_c = clean_nulls(row['debtc'])
debt_nc = clean_nulls(row['debtnc'])
debt_usd = clean_nulls(row['debtusd'])
deferred_rev = clean_nulls(row['deferredrev'])
dep_amor = clean_nulls(row['depamor'])
deposits = clean_nulls(row['deposits'])
div_yield = clean_nulls(row['divyield'])
dps = clean_nulls(row['dps'])
ebit = clean_nulls(row['ebit'])
ebitda = clean_nulls(row['ebitda'])
ebitda_margin = clean_nulls(row['ebitdamargin'])
ebitda_usd = clean_nulls(row['ebitdausd'])
ebit_usd = clean_nulls(row['ebitusd'])
ebt = clean_nulls(row['ebt'])
eps = clean_nulls(row['eps'])
eps_dil = clean_nulls(row['epsdil'])
eps_usd = clean_nulls(row['epsusd'])
equity = clean_nulls(row['equity'])
equity_avg = clean_nulls(row['equityavg'])
equity_usd = clean_nulls(row['equityusd'])
ev = clean_nulls(row['ev'])
ev_ebit = clean_nulls(row['evebit'])
ev_ebitda = clean_nulls(row['evebitda'])
fcf = clean_nulls(row['fcf'])
fcf_ps = clean_nulls(row['fcfps'])
fx_usd = clean_nulls(row['fxusd'])
gp = clean_nulls(row['gp'])
gross_margin = clean_nulls(row['grossmargin'])
int_exp = clean_nulls(row['intexp'])
inv_cap = clean_nulls(row['invcap'])
inv_cap_avg = clean_nulls(row['invcapavg'])
inventory = clean_nulls(row['inventory'])
investments = clean_nulls(row['investments'])
investments_c = clean_nulls(row['investmentsc'])
investments_nc = clean_nulls(row['investmentsnc'])
liabilities = clean_nulls(row['liabilities'])
liabilities_c = clean_nulls(row['liabilitiesc'])
liabilities_nc = clean_nulls(row['liabilitiesnc'])
market_cap = clean_nulls(row['marketcap'])
ncf = clean_nulls(row['ncf'])
ncf_bus = clean_nulls(row['ncfbus'])
ncf_common = clean_nulls(row['ncfcommon'])
ncf_debt = clean_nulls(row['ncfdebt'])
ncf_div = clean_nulls(row['ncfdiv'])
ncf_f = clean_nulls(row['ncff'])
ncf_i = clean_nulls(row['ncfi'])
ncf_inv = clean_nulls(row['ncfinv'])
ncf_o = clean_nulls(row['ncfo'])
ncf_x = clean_nulls(row['ncfx'])
net_inc = clean_nulls(row['netinc'])
net_inc_cmn = clean_nulls(row['netinccmn'])
net_inc_cmn_usd = clean_nulls(row['netinccmnusd'])
net_inc_dis = clean_nulls(row['netincdis'])
net_inc_nci = clean_nulls(row['netincnci'])
net_margin = clean_nulls(row['netmargin'])
op_ex = clean_nulls(row['opex'])
op_inc = clean_nulls(row['opinc'])
payables = clean_nulls(row['payables'])
payout_ratio = clean_nulls(row['payoutratio'])
pb = clean_nulls(row['pb'])
pe = clean_nulls(row['pe'])
pe1 = clean_nulls(row['pe1'])
ppne_net = clean_nulls(row['ppnenet'])
pref_div_is = clean_nulls(row['prefdivis'])
price = clean_nulls(row['price'])
ps = clean_nulls(row['ps'])
ps1 = clean_nulls(row['ps1'])
receivables = clean_nulls(row['receivables'])
ret_earn = clean_nulls(row['retearn'])
revenue = clean_nulls(row['revenue'])
revenue_usd = clean_nulls(row['revenueusd'])
rnd = clean_nulls(row['rnd'])
roa = clean_nulls(row['roa'])
roe = clean_nulls(row['roe'])
roic = clean_nulls(row['roic'])
ros = clean_nulls(row['ros'])
sb_comp = clean_nulls(row['sbcomp'])
sgna = clean_nulls(row['sgna'])
share_factor = clean_nulls(row['sharefactor'])
shares_bas = clean_nulls(row['sharesbas'])
shares_wa = clean_nulls(row['shareswa'])
shares_wa_dil = clean_nulls(row['shareswadil'])
sps = clean_nulls(row['sps'])
tangibles = clean_nulls(row['tangibles'])
tax_assets = clean_nulls(row['taxassets'])
tax_exp = clean_nulls(row['taxexp'])
tax_liabilities = clean_nulls(row['taxliabilities'])
tbvps = clean_nulls(row['tbvps'])
working_capital = clean_nulls(row['workingcapital'])
fundamentals = Fundamentals.find(self.session, ticker_code,
dimension_type, date_key,
report_period)
if fundamentals is None:
fundamentals = Fundamentals(ticker_code=ticker_code,
ticker=ticker,
dimension_type=dimension_type,
calendar_date=calendar_date,
date_key=date_key,
report_period=report_period,
last_updated=last_updated,
accoci=accoci,
assets=assets,
assets_avg=assets_avg,
assets_c=assets_c,
assets_nc=assets_nc,
asset_turnover=asset_turnover,
bvps=bvps,
capex=capex,
cash_neq=cash_neq,
cash_neq_usd=cash_neq_usd,
cor=cor,
consol_inc=consol_inc,
current_ratio=current_ratio,
de=de,
debt=debt,
debt_c=debt_c,
debt_nc=debt_nc,
debt_usd=debt_usd,
deferred_rev=deferred_rev,
dep_amor=dep_amor,
deposits=deposits,
div_yield=div_yield,
dps=dps,
ebit=ebit,
ebitda=ebitda,
ebitda_margin=ebitda_margin,
ebitda_usd=ebitda_usd,
ebit_usd=ebit_usd,
ebt=ebt,
eps=eps,
eps_dil=eps_dil,
eps_usd=eps_usd,
equity=equity,
equity_avg=equity_avg,
equity_usd=equity_usd,
ev=ev,
ev_ebit=ev_ebit,
ev_ebitda=ev_ebitda,
fcf=fcf,
fcf_ps=fcf_ps,
fx_usd=fx_usd,
gp=gp,
gross_margin=gross_margin,
int_exp=int_exp,
inv_cap=inv_cap,
inv_cap_avg=inv_cap_avg,
inventory=inventory,
investments=investments,
investments_c=investments_c,
investments_nc=investments_nc,
liabilities=liabilities,
liabilities_c=liabilities_c,
liabilities_nc=liabilities_nc,
market_cap=market_cap,
ncf=ncf,
ncf_bus=ncf_bus,
ncf_common=ncf_common,
ncf_debt=ncf_debt,
ncf_div=ncf_div,
ncf_f=ncf_f,
ncf_i=ncf_i,
ncf_inv=ncf_inv,
ncf_o=ncf_o,
ncf_x=ncf_x,
net_inc=net_inc,
net_inc_cmn=net_inc_cmn,
net_inc_cmn_usd=net_inc_cmn_usd,
net_inc_dis=net_inc_dis,
net_inc_nci=net_inc_nci,
net_margin=net_margin,
op_ex=op_ex,
op_inc=op_inc,
payables=payables,
payout_ratio=payout_ratio,
pb=pb,
pe=pe,
pe1=pe1,
ppne_net=ppne_net,
pref_div_is=pref_div_is,
price=price,
ps=ps,
ps1=ps1,
receivables=receivables,
ret_earn=ret_earn,
revenue=revenue,
revenue_usd=revenue_usd,
rnd=rnd,
roa=roa,
roe=roe,
roic=roic,
ros=ros,
sb_comp=sb_comp,
sgna=sgna,
share_factor=share_factor,
shares_bas=shares_bas,
shares_wa=shares_wa,
shares_wa_dil=shares_wa_dil,
sps=sps,
tangibles=tangibles,
tax_assets=tax_assets,
tax_exp=tax_exp,
tax_liabilities=tax_liabilities,
tbvps=tbvps,
working_capital=working_capital)
else:
fundamentals.ticker = ticker
fundamentals.calendar_date = calendar_date
fundamentals.last_updated = last_updated
fundamentals.accoci = accoci
fundamentals.assets = assets
fundamentals.assets_avg = assets_avg
fundamentals.assets_c = assets_c
fundamentals.assets_nc = assets_nc
fundamentals.asset_turnover = asset_turnover
fundamentals.bvps = bvps
fundamentals.capex = capex
fundamentals.cash_neq = cash_neq
fundamentals.cash_neq_usd = cash_neq_usd
fundamentals.cor = cor
fundamentals.consol_inc = consol_inc
fundamentals.current_ratio = current_ratio
fundamentals.de = de
fundamentals.debt = debt
fundamentals.debt_c = debt_c
fundamentals.debt_nc = debt_nc
fundamentals.debt_usd = debt_usd
fundamentals.deferred_rev = deferred_rev
fundamentals.dep_amor = dep_amor
fundamentals.deposits = deposits
fundamentals.div_yield = div_yield
fundamentals.dps = dps
fundamentals.ebit = ebit
fundamentals.ebitda = ebitda
fundamentals.ebitda_margin = ebitda_margin
fundamentals.ebitda_usd = ebitda_usd
fundamentals.ebit_usd = ebit_usd
fundamentals.ebt = ebt
fundamentals.eps = eps
fundamentals.eps_dil = eps_dil
fundamentals.eps_usd = eps_usd
fundamentals.equity = equity
fundamentals.equity_avg = equity_avg
fundamentals.equity_usd = equity_usd
fundamentals.ev = ev
fundamentals.ev_ebit = ev_ebit
fundamentals.ev_ebitda = ev_ebitda
fundamentals.fcf = fcf
fundamentals.fcf_ps = fcf_ps
fundamentals.fx_usd = fx_usd
fundamentals.gp = gp
fundamentals.gross_margin = gross_margin
fundamentals.int_exp = int_exp
fundamentals.inv_cap = inv_cap
fundamentals.inv_cap_avg = inv_cap_avg
fundamentals.inventory = inventory
fundamentals.investments = investments
fundamentals.investments_c = investments_c
fundamentals.investments_nc = investments_nc
fundamentals.liabilities = liabilities
fundamentals.liabilities_c = liabilities_c
fundamentals.liabilities_nc = liabilities_nc
fundamentals.market_cap = market_cap
fundamentals.ncf = ncf
fundamentals.ncf_bus = ncf_bus
fundamentals.ncf_common = ncf_common
fundamentals.ncf_debt = ncf_debt
fundamentals.ncf_div = ncf_div
fundamentals.ncf_f = ncf_f
fundamentals.ncf_i = ncf_i
fundamentals.ncf_inv = ncf_inv
fundamentals.ncf_o = ncf_o
fundamentals.ncf_x = ncf_x
fundamentals.net_inc = net_inc
fundamentals.net_inc_cmn = net_inc_cmn
fundamentals.net_inc_cmn_usd = net_inc_cmn_usd
fundamentals.net_inc_dis = net_inc_dis
fundamentals.net_inc_nci = net_inc_nci
fundamentals.net_margin = net_margin
fundamentals.op_ex = op_ex
fundamentals.op_inc = op_inc
fundamentals.payables = payables
fundamentals.payout_ratio = payout_ratio
fundamentals.pb = pb
fundamentals.pe = pe
fundamentals.pe1 = pe1
fundamentals.ppne_net = ppne_net
fundamentals.pref_div_is = pref_div_is
fundamentals.price = price
fundamentals.ps = ps
fundamentals.ps1 = ps1
fundamentals.receivables = receivables
fundamentals.ret_earn = ret_earn
fundamentals.revenue = revenue
fundamentals.revenue_usd = revenue_usd
fundamentals.rnd = rnd
fundamentals.roa = roa
fundamentals.roe = roe
fundamentals.roic = roic
fundamentals.ros = ros
fundamentals.sb_comp = sb_comp
fundamentals.sgna = sgna
fundamentals.share_factor = share_factor
fundamentals.shares_bas = shares_bas
fundamentals.shares_wa = shares_wa
fundamentals.shares_wa_dil = shares_wa_dil
fundamentals.sps = sps
fundamentals.tangibles = tangibles
fundamentals.tax_assets = tax_assets
fundamentals.tax_exp = tax_exp
fundamentals.tax_liabilities = tax_liabilities
fundamentals.tbvps = tbvps
fundamentals.working_capital = working_capital
self.session.add(fundamentals)
def process_row(self, index, row):
table_name = row['table']
perma_ticker_id = row['permaticker']
ticker = row['ticker']
if ticker == 'N/A':
ticker = None
name = row['name']
exchange = Exchange.get_or_create(self.session,
clean_nulls(row['exchange']))
is_delisted = yes_no_to_bool(row['isdelisted'])
category = TickerCategory.get_or_create(self.session,
clean_nulls(row['category']))
cusips = row['cusips']
sic_sector_code = clean_nulls(row['siccode'])
sic_sector = clean_nulls(row['sicsector'])
sic_industry = clean_nulls(row['sicindustry'])
sic_sector_map = Sector.get_or_create(self.session,
sector_code_type_code='SIC',
sector_code=sic_sector_code,
sector=sic_sector,
industry=sic_industry)
fama_sector = clean_nulls(row['famasector'])
fama_industry = clean_nulls(row['famaindustry'])
fama_sector_map = Sector.get_or_create(self.session,
sector_code_type_code='FAMA',
sector_code=None,
sector=fama_sector,
industry=fama_industry)
sector = clean_nulls(row['sector'])
industry = clean_nulls(row['industry'])
sharadar_sector_map = Sector.get_or_create(
self.session,
sector_code_type_code='Sharadar',
sector_code=None,
sector=sector,
industry=industry)
market_cap_scale_code = clean_nulls(row['scalemarketcap'])
market_cap_scale = Scale.get_or_create(self.session,
market_cap_scale_code)
revenue_scale_code = clean_nulls(row['scalerevenue'])
revenue_scale = Scale.get_or_create(self.session, revenue_scale_code)
related_tickers = row['relatedtickers']
currency_code = row['currency']
currency = Currency.get_or_create(self.session, currency_code)
location = row['location']
last_updated = clean_nulls(row['lastupdated'])
first_added = clean_nulls(row['firstadded'])
first_price_date = clean_nulls(row['firstpricedate'])
last_price_date = clean_nulls(row['lastpricedate'])
first_quarter = clean_nulls(row['firstquarter'])
last_quarter = clean_nulls(row['lastquarter'])
sec_filings = row['secfilings']
company_site = row['companysite']
ticker_entity = Ticker.find_by_perma_id(self.session, perma_ticker_id)
if ticker_entity is not None:
ticker_entity.table_name = table_name
ticker_entity.ticker = ticker
ticker_entity.name = name
ticker_entity.exchange = exchange
ticker_entity.is_delisted = is_delisted
ticker_entity.ticker_category = category
ticker_entity.cusips = cusips
ticker_entity.sic_sector = sic_sector_map
ticker_entity.fama_sector = fama_sector_map
ticker_entity.sector = sharadar_sector_map
ticker_entity.market_cap_scale = market_cap_scale
ticker_entity.revenue_scale = revenue_scale
ticker_entity.related_tickers = related_tickers
ticker_entity.currency = currency
ticker_entity.location = location
ticker_entity.last_updated = last_updated
ticker_entity.first_added = first_added
ticker_entity.first_price_date = first_price_date
ticker_entity.last_price_date = last_price_date
ticker_entity.first_quarter = first_quarter
ticker_entity.last_quarter = last_quarter
ticker_entity.secfilings = sec_filings
ticker_entity.company_site = company_site
else:
# noinspection PyTypeChecker
ticker_entity = Ticker(table_name=table_name,
ticker=ticker,
name=name,
perma_ticker_id=perma_ticker_id,
exchange=exchange,
is_delisted=is_delisted,
ticker_category=category,
cusips=cusips,
sic_sector=sic_sector_map,
fama_sector=fama_sector_map,
sector=sharadar_sector_map,
market_cap_scale=market_cap_scale,
revenue_scale=revenue_scale,
related_tickers=related_tickers,
currency=currency,
location=location,
last_updated=last_updated,
first_added=first_added,
first_price_date=first_price_date,
last_price_date=last_price_date,
first_quarter=first_quarter,
last_quarter=last_quarter,
secfilings=sec_filings,
company_site=company_site)
self.session.add(ticker_entity)
def process_row(self, index, row):
ticker_code = row['ticker']
ticker = Ticker.find_by_ticker(self.session, ticker_code)
filing_date = row['filingdate']
form_type_code = row['formtype']
form_type = FormType.get_or_create(self.session, form_type_code)
issuer_name = row['issuername']
owner_name = row['ownername']
officer_title = row['officertitle']
is_director = yes_no_to_bool(row['isdirector'])
is_officer = yes_no_to_bool(row['isofficer'])
is_ten_percent_owner = yes_no_to_bool(row['istenpercentowner'])
transaction_date = clean_nulls(row['transactiondate'])
security_ad_type_code = clean_nulls(row['securityadcode'])
security_ad_type = SecurityAdType.get_or_create(
self.session, security_ad_type_code)
transaction_type_code = clean_nulls(row['transactioncode'])
transaction_type = TransactionType.get_or_create(
self.session, transaction_type_code)
shares_owned_before_transaction = clean_nulls(
row['sharesownedbeforetransaction'])
transaction_shares = clean_nulls(row['transactionshares'])
shares_owned_following_transaction = clean_nulls(
row['sharesownedfollowingtransaction'])
transaction_price_per_share = clean_nulls(
row['transactionpricepershare'])
transaction_value = clean_nulls(row['transactionvalue'])
security_title_type_code = clean_nulls(row['securitytitle'])
security_title_type = SecurityTitleType.get_or_create(
self.session, security_title_type_code)
direct_or_indirect = clean_nulls(row['directorindirect'])
nature_of_ownership = clean_nulls(row['natureofownership'])
date_exercisable = clean_nulls(row['dateexercisable'])
price_exercisable = clean_nulls(row['priceexercisable'])
expiration_date = clean_nulls(row['expirationdate'])
row_num = row['rownum']
holdings = InsiderHoldings.find(self.session, ticker_code, filing_date,
owner_name, form_type, row_num)
if holdings is None:
holdings = InsiderHoldings(
ticker_code=ticker_code,
ticker=ticker,
filing_date=filing_date,
form_type=form_type,
issuer_name=issuer_name,
owner_name=owner_name,
officer_title=officer_title,
is_director=is_director,
is_officer=is_officer,
is_ten_percent_owner=is_ten_percent_owner,
transaction_date=transaction_date,
security_ad_type=security_ad_type,
transaction_type=transaction_type,
shares_owned_before_transaction=shares_owned_before_transaction,
transaction_shares=transaction_shares,
shares_owned_following_transaction=
shares_owned_following_transaction,
transaction_price_per_share=transaction_price_per_share,
transaction_value=transaction_value,
security_title_type=security_title_type,
direct_or_indirect=direct_or_indirect,
nature_of_ownership=nature_of_ownership,
date_exercisable=date_exercisable,
price_exercisable=price_exercisable,
expiration_date=expiration_date,
row_num=row_num)
else:
holdings.ticker = ticker
holdings.issuer_name = issuer_name
holdings.officer_title = officer_title
holdings.is_director = is_director
holdings.is_officer = is_officer
holdings.is_ten_percent_owner = is_ten_percent_owner
holdings.transaction_date = transaction_date
holdings.shares_owned_before_transaction = shares_owned_before_transaction
holdings.transaction_shares = transaction_shares
holdings.shares_owned_following_transaction = shares_owned_following_transaction
holdings.transaction_price_per_share = transaction_price_per_share
holdings.transaction_value = transaction_value
holdings.security_title_type = security_title_type
holdings.direct_or_indirect = direct_or_indirect
holdings.nature_of_ownership = nature_of_ownership
holdings.date_exercisable = date_exercisable
holdings.price_exercisable = price_exercisable
holdings.expiration_date = expiration_date
self.session.add(holdings)