minor refactoring & adjustments
This commit is contained in:
parent
38dd29f35b
commit
c93fb9692e
@ -1,4 +1,3 @@
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DEV_MODE = False
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MAIN_LOGGER_NAME = 'mwfin'
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HTML_PARSER = 'html.parser'
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@ -13,213 +12,3 @@ FIN_STMT_URL_SUFFIX = {
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CF: '/cash-flow'
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}
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END_DATE = 'End Date'
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# All items marked `False` do not need to be scraped
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# because they are calculated from other items (e.g. growth or ratios).
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FIN_STMT_ITEMS = {
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#################
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# Balance Sheet #
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#################
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"Cash & Short Term Investments": True,
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"Cash & Short Term Investments Growth": False,
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"Cash Only": True,
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"Short-Term Investments": True,
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"Cash & ST Investments / Total Assets": False,
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"Total Accounts Receivable": True,
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"Total Accounts Receivable Growth": False,
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"Accounts Receivables, Net": True,
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"Accounts Receivables, Gross": True,
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"Bad Debt/Doubtful Accounts": True,
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"Other Receivable": True,
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"Accounts Receivable Turnover": False,
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"Inventories": True,
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"Finished Goods": True,
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"Work in Progress": True,
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"Raw Materials": True,
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"Progress Payments & Other": True,
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"Other Current Assets": True,
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"Miscellaneous Current Assets": True,
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"Total Current Assets": True,
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"Net Property, Plant & Equipment": True,
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"Property, Plant & Equipment - Gross": True,
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"Buildings": True,
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"Land & Improvements": True,
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"Computer Software and Equipment": True,
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"Other Property, Plant & Equipment": True,
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"Accumulated Depreciation": True,
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"Total Investments and Advances": True,
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"Other Long-Term Investments": True,
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"Long-Term Note Receivables": True,
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"Intangible Assets": True,
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"Net Goodwill": True,
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"Net Other Intangibles": True,
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"Other Assets": True,
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"Total Assets": True,
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"Total Assets Growth": False,
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"ST Debt & Current Portion LT Debt": True,
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"Short Term Debt": True,
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"Current Portion of Long Term Debt": True,
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"Accounts Payable": True,
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"Accounts Payable Growth": False,
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"Income Tax Payable": True,
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"Other Current Liabilities": True,
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"Dividends Payable": True,
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"Accrued Payroll": True,
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"Miscellaneous Current Liabilities": True,
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"Total Current Liabilities": True,
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"Long-Term Debt": True,
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"Long-Term Debt excl. Capitalized Leases": True,
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"Non-Convertible Debt": True,
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"Convertible Debt": True,
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"Capitalized Lease Obligations": True,
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"Provision for Risks & Charges": True,
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"Deferred Taxes": True,
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"Deferred Taxes - Credits": True,
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"Deferred Taxes - Debit": True,
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"Other Liabilities": True,
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"Other Liabilities (excl. Deferred Income)": True,
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"Deferred Income": True,
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"Total Liabilities": True,
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"Non-Equity Reserves": True,
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"Total Liabilities / Total Assets": False,
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"Preferred Stock (Carrying Value)": True,
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"Redeemable Preferred Stock": True,
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"Non-Redeemable Preferred Stock": True,
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"Common Equity (Total)": True,
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"Common Equity / Total Assets": False,
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"Common Stock Par/Carry Value": True,
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"Retained Earnings": True,
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"ESOP Debt Guarantee": True,
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"Cumulative Translation Adjustment/Unrealized For. Exch. Gain": True,
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"Unrealized Gain/Loss Marketable Securities": True,
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"Revaluation Reserves": True,
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"Treasury Stock": True,
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"Total Shareholders' Equity": True,
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"Total Shareholders' Equity / Total Assets": False,
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"Accumulated Minority Interest": True,
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"Total Equity": True,
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"Liabilities & Shareholders' Equity": True,
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####################
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# Income Statement #
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####################
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"Sales/Revenue": True,
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"Sales Growth": False,
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"Cost of Goods Sold (COGS) incl. D&A": True,
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"COGS Growth": False,
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"COGS excluding D&A": True,
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"Depreciation & Amortization Expense": True,
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"Depreciation": True,
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"Amortization of Intangibles": True,
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"Gross Income": True,
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"Gross Income Growth": False,
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"Gross Profit Margin": False,
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"SG&A Expense": True,
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"SGA Growth": False,
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"Research & Development": True,
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"Other SG&A": True,
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"Other Operating Expense": True,
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"Unusual Expense": True,
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"EBIT after Unusual Expense": True,
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"Non Operating Income/Expense": True,
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"Non-Operating Interest Income": True,
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"Equity in Affiliates (Pretax)": True,
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"Interest Expense": True,
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"Interest Expense Growth": False,
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"Gross Interest Expense": True,
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"Interest Capitalized": True,
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"Pretax Income": True,
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"Pretax Income Growth": False,
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"Pretax Margin": False,
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"Income Tax": True,
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"Income Tax - Current Domestic": True,
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"Income Tax - Current Foreign": True,
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"Income Tax - Deferred Domestic": True,
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"Income Tax - Deferred Foreign": True,
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"Income Tax Credits": True,
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"Equity in Affiliates": True,
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"Other After Tax Income (Expense)": True,
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"Consolidated Net Income": True,
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"Minority Interest Expense": True,
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"Net Income": True,
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"Net Income Growth": False,
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"Net Margin Growth": False,
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"Extraordinaries & Discontinued Operations": True,
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"Extra Items & Gain/Loss Sale Of Assets": True,
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"Cumulative Effect - Accounting Chg": True,
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"Discontinued Operations": True,
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"Net Income After Extraordinaries": True,
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"Preferred Dividends": True,
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"Net Income Available to Common": True,
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"EPS (Basic)": True,
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"EPS (Basic) Growth": False,
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"Basic Shares Outstanding": True,
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"EPS (Diluted)": True,
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"EPS (Diluted) Growth": False,
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"Diluted Shares Outstanding": True,
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"EBITDA": True,
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"EBITDA Growth": False,
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"EBITDA Margin": False,
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#######################
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# Cash Flow Statement #
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#######################
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"Net Income before Extraordinaries": True,
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# "Net Income Growth": False,
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"Depreciation, Depletion & Amortization": True,
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"Depreciation and Depletion": True,
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"Amortization of Intangible Assets": True,
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"Deferred Taxes & Investment Tax Credit": True,
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# "Deferred Taxes": True,
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"Investment Tax Credit": True,
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"Other Funds": True,
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"Funds from Operations": True,
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"Extraordinaries": True,
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"Changes in Working Capital": True,
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"Receivables": True,
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# "Accounts Payable": True,
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"Other Assets/Liabilities": True,
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"Net Operating Cash Flow": True,
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"Net Operating Cash Flow Growth": False,
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"Net Operating Cash Flow / Sales": False,
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"Capital Expenditures": True,
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"Capital Expenditures Growth": False,
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"Capital Expenditures / Sales": False,
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"Capital Expenditures (Fixed Assets)": True,
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"Capital Expenditures (Other Assets)": True,
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"Net Assets from Acquisitions": True,
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"Sale of Fixed Assets & Businesses": True,
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"Purchase/Sale of Investments": True,
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"Purchase of Investments": True,
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"Sale/Maturity of Investments": True,
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"Other Uses": True,
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"Other Sources": True,
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"Net Investing Cash Flow": True,
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"Net Investing Cash Flow Growth": False,
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"Net Investing Cash Flow / Sales": False,
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"Cash Dividends Paid - Total": True,
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"Common Dividends": True,
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# "Preferred Dividends": True,
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"Change in Capital Stock": True,
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"Repurchase of Common & Preferred Stk.": True,
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"Sale of Common & Preferred Stock": True,
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"Proceeds from Stock Options": True,
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"Other Proceeds from Sale of Stock": True,
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"Issuance/Reduction of Debt, Net": True,
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"Change in Current Debt": True,
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"Change in Long-Term Debt": True,
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"Issuance of Long-Term Debt": True,
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"Reduction in Long-Term Debt": True,
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# "Other Funds": True,
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# "Other Uses": True,
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# "Other Sources": True,
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"Net Financing Cash Flow": True,
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"Net Financing Cash Flow Growth": False,
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"Net Financing Cash Flow / Sales": False,
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"Exchange Rate Effect": True,
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"Miscellaneous Funds": True,
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"Net Change in Cash": True,
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"Free Cash Flow": True,
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"Free Cash Flow Growth": False,
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"Free Cash Flow Yield": False,
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}
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@ -4,7 +4,3 @@ class WrongAssumptions(Exception):
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class UnexpectedMarkup(WrongAssumptions):
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pass
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class UnknownFinancialStatementItem(WrongAssumptions):
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pass
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@ -1,16 +1,13 @@
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import logging
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import asyncio
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from typing import Union, List, Dict
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from datetime import datetime
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from aiohttp.client import ClientSession
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from bs4 import BeautifulSoup
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from bs4.element import Tag
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from webutils import in_async_session, gather_in_batches
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from .constants import (DEV_MODE, HTML_PARSER, BASE_URL, END_DATE, BS, IS, CF, FIN_STMT_URL_SUFFIX, FIN_STMT_ITEMS,
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DEFAULT_CONCURRENT_BATCH_SIZE)
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from .exceptions import UnknownFinancialStatementItem
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from .constants import HTML_PARSER, BASE_URL, END_DATE, BS, IS, CF, FIN_STMT_URL_SUFFIX, DEFAULT_CONCURRENT_BATCH_SIZE
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log = logging.getLogger(__name__)
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@ -19,7 +16,7 @@ log = logging.getLogger(__name__)
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# while its values will always be tuples with a length corresponding to the number of periods (columns)
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# and elements being the actual numbers, with the exception of the first key-value-pair, which will represent
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# the end dates of the reporting periods as strings (either years or quarters).
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ResultDict = dict[str, Union[tuple[int], tuple[str]]]
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ResultDict = dict[str, Union[tuple[float], tuple[str]]]
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@in_async_session
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@ -41,36 +38,14 @@ def extract_end_dates(soup: BeautifulSoup) -> tuple[str]:
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return tuple(str(th.string).strip() for th in ths[1:-1])
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def is_relevant_table_row(tr: Tag) -> bool:
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"""
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Returns True if the item in the table row is marked as relevant. Additionally warns when an item is unknown.
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"""
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item_name = str(tr.td.div.string).strip()
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try:
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return FIN_STMT_ITEMS[item_name]
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except KeyError:
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log.warning(f"Unknown item name '{item_name}' found in financial statement.")
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raise UnknownFinancialStatementItem
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def find_relevant_table_rows(soup: BeautifulSoup) -> List[Tag]:
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def get_all_table_rows(soup: BeautifulSoup) -> List[Tag]:
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"""
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Returns the table rows containing the data of interest.
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"""
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now = datetime.utcnow()
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trs = []
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for tr in soup.find('div', attrs={'class': 'financials'}).tbody.find_all('tr'):
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try:
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if is_relevant_table_row(tr):
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trs.append(tr)
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except UnknownFinancialStatementItem:
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if DEV_MODE:
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with open(f'mwfin_unknown_items_{now.strftime("%Y-%m-%d_%H-%M-%S")}.html', 'w') as f:
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f.write(str(soup))
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return trs
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return soup.find('div', attrs={'class': 'financials'}).tbody.find_all('tr')
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def extract_row_data(tr: Tag) -> tuple[str, tuple[int]]:
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def extract_row_data(tr: Tag) -> tuple[str, tuple[float]]:
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"""
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Returns the name of the item displayed in the table row (of a financial statement)
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as well as a number for each reporting period.
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@ -78,7 +53,7 @@ def extract_row_data(tr: Tag) -> tuple[str, tuple[int]]:
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item_name = str(tr.td.div.string).strip()
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data_div = tr.find_all('td')[-1].div.div
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values_str: str = data_div.attrs['data-chart-data']
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values = tuple(int(float(s if s != '' else 0)) for s in values_str.split(','))
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values = tuple(float(s if s != '' else 0) for s in values_str.split(','))
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return item_name, values
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@ -87,7 +62,7 @@ def extract_all_data(soup: BeautifulSoup) -> ResultDict:
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Extracts financials from the page.
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"""
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output = {END_DATE: extract_end_dates(soup)}
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for row in find_relevant_table_rows(soup):
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for row in get_all_table_rows(soup):
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row_data = extract_row_data(row)
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output[row_data[0]] = row_data[1]
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return output
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@ -7,7 +7,6 @@ from bs4 import BeautifulSoup
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from mwfin import functions
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from mwfin.constants import HTML_PARSER, BASE_URL, FIN_STMT_URL_SUFFIX, IS, BS, CF, END_DATE
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from mwfin.exceptions import UnknownFinancialStatementItem
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THIS_DIR = Path(__file__).parent
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@ -64,18 +63,18 @@ class FunctionsTestCase(IsolatedAsyncioTestCase):
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def test_extract_row_data(self):
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test_row = self.test_soup.find('div', attrs={'class': 'financials'}).tbody.tr
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expected_output = ('Cash & Short Term Investments', (11000000, -22000000))
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expected_output = ('foo', (1., -2.))
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output = functions.extract_row_data(test_row)
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self.assertTupleEqual(expected_output, output)
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@patch.object(functions, 'extract_row_data')
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@patch.object(functions, 'find_relevant_table_rows')
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@patch.object(functions, 'get_all_table_rows')
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@patch.object(functions, 'extract_end_dates')
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def test_extract_all_data(self, mock_extract_end_dates, mock_find_relevant_table_rows, mock_extract_row_data):
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def test_extract_all_data(self, mock_extract_end_dates, mock_get_all_table_rows, mock_extract_row_data):
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test_end_dates = ('foo', 'bar')
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mock_extract_end_dates.return_value = test_end_dates
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test_relevant_rows = ['tr1', 'tr2']
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mock_find_relevant_table_rows.return_value = test_relevant_rows
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mock_get_all_table_rows.return_value = test_relevant_rows
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test_row_data = ('item_name', (123, 456))
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mock_extract_row_data.return_value = test_row_data
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expected_output = {
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@ -86,7 +85,7 @@ class FunctionsTestCase(IsolatedAsyncioTestCase):
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output = functions.extract_all_data(self.test_soup)
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self.assertDictEqual(expected_output, output)
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mock_extract_end_dates.assert_called_once_with(self.test_soup)
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mock_find_relevant_table_rows.assert_called_once_with(self.test_soup)
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mock_get_all_table_rows.assert_called_once_with(self.test_soup)
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mock_extract_row_data.assert_has_calls([call(test_relevant_rows[0]), call(test_relevant_rows[1])])
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@patch.object(functions, 'extract_all_data')
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@ -198,9 +197,9 @@ class FunctionsTestCase(IsolatedAsyncioTestCase):
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symbol = 'foo'
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# Since the web request is mocked we always receive the same HTML markup.
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expected_output = {
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BS: {END_DATE: ('End_Date_1', 'End_Date_2'), 'Cash & Short Term Investments': (11000000, -22000000)},
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IS: {END_DATE: ('End_Date_1', 'End_Date_2'), 'Cash & Short Term Investments': (11000000, -22000000)},
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CF: {END_DATE: ('End_Date_1', 'End_Date_2'), 'Cash & Short Term Investments': (11000000, -22000000)}
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BS: {END_DATE: ('End_Date_1', 'End_Date_2'), 'foo': (1., -2.), 'bar': (2., -3.)},
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IS: {END_DATE: ('End_Date_1', 'End_Date_2'), 'foo': (1., -2.), 'bar': (2., -3.)},
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CF: {END_DATE: ('End_Date_1', 'End_Date_2'), 'foo': (1., -2.), 'bar': (2., -3.)}
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}
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output = await functions.get_all_financials(symbol, session=mock_session_obj)
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self.assertDictEqual(expected_output, output)
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@ -23,16 +23,16 @@
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</thead>
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<tbody>
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<tr>
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<td><div> Cash & Short Term Investments </div><div> Cash & Short Term Investments </div></td>
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<td><div> foo </div><div> foo </div></td>
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<td></td>
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<td></td>
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<td><div> <div data-chart-data="11000000.0,-22000000.0"><div></div></td>
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<td><div> <div data-chart-data="1.0,-2.0"><div></div></td>
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</tr>
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<tr>
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<td><div> Cash & Short Term Investments Growth </div><div> Cash & Short Term Investments Growth </div></td>
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<td></td>
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<td><div> bar </div><div> bar </div></td>
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<td></td>
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<td></td>
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<td><div> <div data-chart-data="2.0,-3.0"><div></div></td>
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</tr>
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</tbody>
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</table>
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