Portfolio

Portfolio is used to interact with SEC submissions.

Quickstart

Initialization

from datamule import Portfolio

# Create a Portfolio object
portfolio = Portfolio('climate') # need to modify this docs

# Filter submissions
portfolio.filter_text('"climate change" risks', filing_date=('2019-01-01', '2019-01-31'), submission_type='10-K')

Downloading Submissions

# Download submissions - note that filters are applied here
portfolio.download_submissions(submission_type='10-K', filing_date=('2019-01-01', '2019-01-31'), provider='sec')

Processing Submissions

def callback_function(submission):
   try:
      print(submission.metadata['cik'])
   except:
      print(submission.metadata['central index key'])

# Process submissions - note that filters are applied here
portfolio.process_submissions(submission_type='10-K', filing_date=('2019-01-01', '2019-01-31'), provider='sec', submission_callback=callback_function)

Functions

Submissions

process_submissions(submission_callback, cik=None, ticker=None, submission_type=None, filing_date=None, provider=None, **kwargs)

Processes submissions.

param submission_callback:: Function to call for each submission
param provider:: Data provider to use for retrieval

download_submissions(output_dir='submissions', cik=None, ticker=None, submission_type=None, filing_date=None, provider=None, **kwargs)

Retrieves the submissions and saves them to disk.

param output_dir:: Directory to save the submissions
param provider:: Data provider to use for retrieval

Filters

Run this before Submissions.

filter_text(text_query, cik=None, submission_type=None, filing_date=None, requests_per_second=5.0, **kwargs)

filters submissions by text.

param text_query:: Text to search for in the submission. Use double quotes for exact matches. E.g. ‘“Climate Change”’ or ‘“Climate Change” risks’

filter_xbrl(taxonomy, concept, unit, period, logic, value)

param taxonomy:: XBRL taxonomy e.g. ‘dei’
param concept:: XBRL concept e.g. ‘EntityCommonStockSharesOutstanding’
param unit:: XBRL unit e.g. ‘shares’
param period:: XBRL period e.g. ‘CY2019Q4I’
param logic:: Logic operator to use for filtering, e.g. ‘>’, ‘<’, ‘>=’, ‘<=’, ‘==’, ‘!=’
param value:: Value to compare against

Note

parameters for a company can be found here

Shared Parameters for download_submissions, process_submissions, and filter_text

param cik:: Central Index Key identifier for the company
param ticker:: Stock ticker symbol
param submission_type:: Type of filing (e.g. “10-K”, “10-Q”, “8-K”)
param filing_date:: Date of the filing
param **kwargs:: Additional search criteria including name, entityType, sic, sicDescription, ownerOrg, insiderTransactionForOwnerExists, insiderTransactionForIssuerExists, exchanges, ein, description, website, investorWebsite, category, fiscalYearEnd, stateOfIncorporation, stateOfIncorporationDescription, phone, flags, mailing_street1, mailing_street2, mailing_city, mailing_stateOrCountry, mailing_zipCode, mailing_stateOrCountryDescription, business_street1, business_street2, business_city, business_stateOrCountry, business_zipCode, business_stateOrCountryDescription

Monitoring

monitor_submissions(self,data_callback=None, poll_callback=None, submission_type=None, cik=None,

polling_interval=200, requests_per_second=5, quiet=False, start_date=None, ticker=None, **kwargs)

monitor_submissions(data_callback,poll_callback, submission_type, cik, polling_interval, requests_per_second, quiet, start_date, ticker, **kwargs)

Monitors for new submissions.

param data_callback:: Function to call for each submission
param poll_callback:: Function to call after each poll
param requests_per_second:: Number of requests per second to make. Default is 5. You will be rate limited if you exceed this.
param polling_interval:: Time in seconds to wait between polls. Default is 200.
param quiet:: If True, suppresses output. Default is False.
param start_date:: Date to start monitoring from. Default is today.

Submission Class

Submissions are the core of the Portfolio class.

Note

submission.metadata is useful

Document Class

Documents are the core of the Submission class.

Note

document.parse() is useful

Note

I will make the documentation better soon.