finmodeling 0.1 → 0.2

metadata

@@ -1,7 +1,7 @@
 --- !ruby/object:Gem::Specification
 name: finmodeling
 version: !ruby/object:Gem::Version
-  version: '0.1'
+  version: '0.2'
   prerelease: 
 platform: ruby
 authors:
@@ -9,12 +9,11 @@ authors:
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2012-03-31 00:00:00.000000000 -04:00
-default_executable: 
+date: 2013-08-23 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: fileutils
-  requirement: &83594790 !ruby/object:Gem::Requirement
+  requirement: !ruby/object:Gem::Requirement
     none: false
     requirements:
     - - ! '>='
@@ -22,10 +21,15 @@ dependencies:
         version: '0'
   type: :runtime
   prerelease: false
-  version_requirements: *83594790
+  version_requirements: !ruby/object:Gem::Requirement
+    none: false
+    requirements:
+    - - ! '>='
+      - !ruby/object:Gem::Version
+        version: '0'
 - !ruby/object:Gem::Dependency
   name: sec_query
-  requirement: &83594580 !ruby/object:Gem::Requirement
+  requirement: !ruby/object:Gem::Requirement
     none: false
     requirements:
     - - ! '>='
@@ -33,10 +37,15 @@ dependencies:
         version: '0'
   type: :runtime
   prerelease: false
-  version_requirements: *83594580
+  version_requirements: !ruby/object:Gem::Requirement
+    none: false
+    requirements:
+    - - ! '>='
+      - !ruby/object:Gem::Version
+        version: '0'
 - !ruby/object:Gem::Dependency
   name: edgar
-  requirement: &83594370 !ruby/object:Gem::Requirement
+  requirement: !ruby/object:Gem::Requirement
     none: false
     requirements:
     - - ! '>='
@@ -44,32 +53,63 @@ dependencies:
         version: '0'
   type: :runtime
   prerelease: false
-  version_requirements: *83594370
+  version_requirements: !ruby/object:Gem::Requirement
+    none: false
+    requirements:
+    - - ! '>='
+      - !ruby/object:Gem::Version
+        version: '0'
 - !ruby/object:Gem::Dependency
   name: xbrlware-ruby19
-  requirement: &83594120 !ruby/object:Gem::Requirement
+  requirement: !ruby/object:Gem::Requirement
     none: false
     requirements:
-    - - =
+    - - '='
       - !ruby/object:Gem::Version
         version: 1.1.2.19.2
   type: :runtime
   prerelease: false
-  version_requirements: *83594120
+  version_requirements: !ruby/object:Gem::Requirement
+    none: false
+    requirements:
+    - - '='
+      - !ruby/object:Gem::Version
+        version: 1.1.2.19.2
 - !ruby/object:Gem::Dependency
   name: xbrlware-extras
-  requirement: &83593870 !ruby/object:Gem::Requirement
+  requirement: !ruby/object:Gem::Requirement
     none: false
     requirements:
-    - - =
+    - - '='
       - !ruby/object:Gem::Version
-        version: 1.1.2.19.2
+        version: 1.1.2.19.3
   type: :runtime
   prerelease: false
-  version_requirements: *83593870
+  version_requirements: !ruby/object:Gem::Requirement
+    none: false
+    requirements:
+    - - '='
+      - !ruby/object:Gem::Version
+        version: 1.1.2.19.3
+- !ruby/object:Gem::Dependency
+  name: nasdaq_query
+  requirement: !ruby/object:Gem::Requirement
+    none: false
+    requirements:
+    - - ! '>='
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    none: false
+    requirements:
+    - - ! '>='
+      - !ruby/object:Gem::Version
+        version: '0'
 - !ruby/object:Gem::Dependency
   name: sec_query
-  requirement: &83593680 !ruby/object:Gem::Requirement
+  requirement: !ruby/object:Gem::Requirement
     none: false
     requirements:
     - - ! '>='
@@ -77,10 +117,15 @@ dependencies:
         version: '0'
   type: :runtime
   prerelease: false
-  version_requirements: *83593680
+  version_requirements: !ruby/object:Gem::Requirement
+    none: false
+    requirements:
+    - - ! '>='
+      - !ruby/object:Gem::Version
+        version: '0'
 - !ruby/object:Gem::Dependency
   name: naive_bayes
-  requirement: &83593450 !ruby/object:Gem::Requirement
+  requirement: !ruby/object:Gem::Requirement
     none: false
     requirements:
     - - ! '>='
@@ -88,10 +133,31 @@ dependencies:
         version: '0'
   type: :runtime
   prerelease: false
-  version_requirements: *83593450
+  version_requirements: !ruby/object:Gem::Requirement
+    none: false
+    requirements:
+    - - ! '>='
+      - !ruby/object:Gem::Version
+        version: '0'
 - !ruby/object:Gem::Dependency
   name: statsample
-  requirement: &83637330 !ruby/object:Gem::Requirement
+  requirement: !ruby/object:Gem::Requirement
+    none: false
+    requirements:
+    - - ! '>='
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    none: false
+    requirements:
+    - - ! '>='
+      - !ruby/object:Gem::Version
+        version: '0'
+- !ruby/object:Gem::Dependency
+  name: yahoofinance
+  requirement: !ruby/object:Gem::Requirement
     none: false
     requirements:
     - - ! '>='
@@ -99,21 +165,47 @@ dependencies:
         version: '0'
   type: :runtime
   prerelease: false
-  version_requirements: *83637330
+  version_requirements: !ruby/object:Gem::Requirement
+    none: false
+    requirements:
+    - - ! '>='
+      - !ruby/object:Gem::Version
+        version: '0'
+- !ruby/object:Gem::Dependency
+  name: gsl
+  requirement: !ruby/object:Gem::Requirement
+    none: false
+    requirements:
+    - - ! '>='
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    none: false
+    requirements:
+    - - ! '>='
+      - !ruby/object:Gem::Version
+        version: '0'
 - !ruby/object:Gem::Dependency
   name: rspec
-  requirement: &83637080 !ruby/object:Gem::Requirement
+  requirement: !ruby/object:Gem::Requirement
     none: false
     requirements:
-    - - =
+    - - '='
       - !ruby/object:Gem::Version
         version: '2.5'
   type: :development
   prerelease: false
-  version_requirements: *83637080
+  version_requirements: !ruby/object:Gem::Requirement
+    none: false
+    requirements:
+    - - '='
+      - !ruby/object:Gem::Version
+        version: '2.5'
 - !ruby/object:Gem::Dependency
   name: rake
-  requirement: &83636870 !ruby/object:Gem::Requirement
+  requirement: !ruby/object:Gem::Requirement
     none: false
     requirements:
     - - ! '>='
@@ -121,7 +213,12 @@ dependencies:
         version: '0'
   type: :development
   prerelease: false
-  version_requirements: *83636870
+  version_requirements: !ruby/object:Gem::Requirement
+    none: false
+    requirements:
+    - - ! '>='
+      - !ruby/object:Gem::Version
+        version: '0'
 description: A gem for manipulating XBRL financial filings
 email:
 - jim.lindstrom@gmail.com
@@ -134,7 +231,8 @@ files:
 - README.md
 - Rakefile
 - TODO.txt
-- examples/dump_report.rb
+- examples/dump_latest_10k.rb
+- examples/list_disclosures.rb
 - examples/lists/nasdaq-mid-to-mega-tech-symbols.txt
 - examples/show_report.rb
 - examples/show_reports.rb
@@ -150,31 +248,47 @@ files:
 - lib/finmodeling/calculation_summary.rb
 - lib/finmodeling/can_cache_classifications.rb
 - lib/finmodeling/can_cache_summaries.rb
+- lib/finmodeling/can_choose_successive_periods.rb
 - lib/finmodeling/can_classify_rows.rb
+- lib/finmodeling/capm.rb
 - lib/finmodeling/cash_change_calculation.rb
 - lib/finmodeling/cash_change_item.rb
 - lib/finmodeling/cash_change_item_vectors.rb
+- lib/finmodeling/cash_change_summary_from_differences.rb
+- lib/finmodeling/cash_flow_statement_analyses.rb
 - lib/finmodeling/cash_flow_statement_calculation.rb
 - lib/finmodeling/classifiers.rb
 - lib/finmodeling/company.rb
 - lib/finmodeling/company_filing.rb
 - lib/finmodeling/company_filing_calculation.rb
 - lib/finmodeling/company_filings.rb
+- lib/finmodeling/comprehensive_income_calculation.rb
+- lib/finmodeling/comprehensive_income_statement_calculation.rb
+- lib/finmodeling/comprehensive_income_statement_item.rb
+- lib/finmodeling/comprehensive_income_statement_item_vectors.rb
 - lib/finmodeling/config.rb
-- lib/finmodeling/constant_forecasting_policy.rb
+- lib/finmodeling/debt_cost_of_capital.rb
+- lib/finmodeling/equity_change_calculation.rb
+- lib/finmodeling/equity_change_item.rb
+- lib/finmodeling/equity_change_item_vectors.rb
 - lib/finmodeling/factory.rb
+- lib/finmodeling/fama_french_cost_of_equity.rb
 - lib/finmodeling/float_helpers.rb
+- lib/finmodeling/forecasted_reformulated_balance_sheet.rb
+- lib/finmodeling/forecasted_reformulated_income_statement.rb
 - lib/finmodeling/forecasts.rb
-- lib/finmodeling/generic_forecasting_policy.rb
 - lib/finmodeling/has_string_classifer.rb
 - lib/finmodeling/income_statement_analyses.rb
 - lib/finmodeling/income_statement_calculation.rb
 - lib/finmodeling/income_statement_item.rb
 - lib/finmodeling/income_statement_item_vectors.rb
+- lib/finmodeling/invalid_filing_error.rb
 - lib/finmodeling/liabs_and_equity_calculation.rb
 - lib/finmodeling/liabs_and_equity_item.rb
 - lib/finmodeling/liabs_and_equity_item_vectors.rb
+- lib/finmodeling/linear_trend_forecasting_policy.rb
 - lib/finmodeling/net_income_calculation.rb
+- lib/finmodeling/net_income_summary_from_differences.rb
 - lib/finmodeling/paths.rb
 - lib/finmodeling/period_array.rb
 - lib/finmodeling/quarterly_report_filing.rb
@@ -183,8 +297,15 @@ files:
 - lib/finmodeling/reformulated_balance_sheet.rb
 - lib/finmodeling/reformulated_cash_flow_statement.rb
 - lib/finmodeling/reformulated_income_statement.rb
+- lib/finmodeling/reformulated_shareholder_equity_statement.rb
+- lib/finmodeling/reoi_valuation.rb
+- lib/finmodeling/shareholder_equity_statement_calculation.rb
 - lib/finmodeling/string_helpers.rb
+- lib/finmodeling/time_series_estimator.rb
+- lib/finmodeling/trailing_avg_forecasting_policy.rb
 - lib/finmodeling/version.rb
+- lib/finmodeling/weighted_avg_cost_of_capital.rb
+- lib/finmodeling/yahoo_finance_helpers.rb
 - spec/annual_report_filing_spec.rb
 - spec/assets_calculation_spec.rb
 - spec/assets_item_spec.rb
@@ -195,19 +316,25 @@ files:
 - spec/cash_change_calculation_spec.rb
 - spec/cash_change_item_spec.rb
 - spec/cash_flow_statement_calculation_spec.rb
+- spec/company_beta_spec.rb
 - spec/company_filing_calculation_spec.rb
 - spec/company_filing_spec.rb
 - spec/company_filings_spec.rb
 - spec/company_spec.rb
-- spec/constant_forecasting_policy_spec.rb
+- spec/comprehensive_income_statement_calculation_spec.rb
+- spec/comprehensive_income_statement_item_spec.rb
+- spec/debt_cost_of_capital_spec.rb
+- spec/equity_change_calculation_spec.rb
+- spec/equity_change_item_spec.rb
 - spec/factory_spec.rb
 - spec/forecasts_spec.rb
-- spec/generic_forecasting_policy_spec.rb
 - spec/income_statement_analyses_spec.rb
 - spec/income_statement_calculation_spec.rb
 - spec/income_statement_item_spec.rb
 - spec/liabs_and_equity_calculation_spec.rb
 - spec/liabs_and_equity_item_spec.rb
+- spec/linear_trend_forecasting_policy_spec.rb
+- spec/matchers/custom_matchers.rb
 - spec/mocks/calculation.rb
 - spec/mocks/income_statement_analyses.rb
 - spec/mocks/sec_query.rb
@@ -219,13 +346,20 @@ files:
 - spec/reformulated_balance_sheet_spec.rb
 - spec/reformulated_cash_flow_statement_spec.rb
 - spec/reformulated_income_statement_spec.rb
+- spec/reformulated_shareholder_equity_statement_spec.rb
+- spec/reoi_valuation_spec.rb
+- spec/shareholder_equity_statement_calculation_spec.rb
 - spec/spec_helper.rb
 - spec/string_helpers_spec.rb
+- spec/time_series_estimator_spec.rb
+- spec/trailing_avg_forecasting_policy_spec.rb
+- spec/weighted_avg_cost_of_capital_spec.rb
 - tools/create_balance_sheet_training_vectors.rb
 - tools/create_cash_change_training_vectors.rb
 - tools/create_credit_debit_training_vectors.rb
+- tools/create_equity_change_training_vectors.rb
 - tools/create_income_statement_training_vectors.rb
-has_rdoc: true
+- tools/time_specs.sh
 homepage: https://github.com/jimlindstrom/FinModeling
 licenses: []
 post_install_message: 
@@ -246,7 +380,7 @@ required_rubygems_version: !ruby/object:Gem::Requirement
       version: '0'
 requirements: []
 rubyforge_project: 
-rubygems_version: 1.6.2
+rubygems_version: 1.8.24
 signing_key: 
 specification_version: 3
 summary: A gem for manipulating XBRL financial filings
@@ -261,19 +395,25 @@ test_files:
 - spec/cash_change_calculation_spec.rb
 - spec/cash_change_item_spec.rb
 - spec/cash_flow_statement_calculation_spec.rb
+- spec/company_beta_spec.rb
 - spec/company_filing_calculation_spec.rb
 - spec/company_filing_spec.rb
 - spec/company_filings_spec.rb
 - spec/company_spec.rb
-- spec/constant_forecasting_policy_spec.rb
+- spec/comprehensive_income_statement_calculation_spec.rb
+- spec/comprehensive_income_statement_item_spec.rb
+- spec/debt_cost_of_capital_spec.rb
+- spec/equity_change_calculation_spec.rb
+- spec/equity_change_item_spec.rb
 - spec/factory_spec.rb
 - spec/forecasts_spec.rb
-- spec/generic_forecasting_policy_spec.rb
 - spec/income_statement_analyses_spec.rb
 - spec/income_statement_calculation_spec.rb
 - spec/income_statement_item_spec.rb
 - spec/liabs_and_equity_calculation_spec.rb
 - spec/liabs_and_equity_item_spec.rb
+- spec/linear_trend_forecasting_policy_spec.rb
+- spec/matchers/custom_matchers.rb
 - spec/mocks/calculation.rb
 - spec/mocks/income_statement_analyses.rb
 - spec/mocks/sec_query.rb
@@ -285,5 +425,11 @@ test_files:
 - spec/reformulated_balance_sheet_spec.rb
 - spec/reformulated_cash_flow_statement_spec.rb
 - spec/reformulated_income_statement_spec.rb
+- spec/reformulated_shareholder_equity_statement_spec.rb
+- spec/reoi_valuation_spec.rb
+- spec/shareholder_equity_statement_calculation_spec.rb
 - spec/spec_helper.rb
 - spec/string_helpers_spec.rb
+- spec/time_series_estimator_spec.rb
+- spec/trailing_avg_forecasting_policy_spec.rb
+- spec/weighted_avg_cost_of_capital_spec.rb

data/lib/finmodeling/constant_forecasting_policy.rb

@@ -1,23 +0,0 @@
-module FinModeling
-  class ConstantForecastingPolicy 
-    def initialize(args)
-      @vals = args
-    end
-
-    def revenue_growth
-      @vals[:revenue_growth]
-    end
-  
-    def sales_pm
-      @vals[:sales_pm]
-    end
-  
-    def fi_over_nfa
-      @vals[:fi_over_nfa]
-    end
-  
-    def sales_over_noa
-      @vals[:sales_over_noa]
-    end
-  end
-end

data/lib/finmodeling/generic_forecasting_policy.rb

@@ -1,19 +0,0 @@
-module FinModeling
-  class GenericForecastingPolicy 
-    def revenue_growth
-      0.04
-    end
-  
-    def sales_pm
-      0.20
-    end
-  
-    def fi_over_nfa
-      0.01
-    end
-  
-    def sales_over_noa
-      2.00
-    end
-  end
-end

data/spec/constant_forecasting_policy_spec.rb

@@ -1,37 +0,0 @@
-# constant_forecasting_policy_spec.rb
-
-require 'spec_helper'
-
-describe FinModeling::ConstantForecastingPolicy  do
-  before (:all) do
-    @vals = { :revenue_growth => 0.04,
-              :sales_pm       => 0.20,
-              :fi_over_nfa    => 0.01,
-              :sales_over_noa => 2.00 }
-    @policy = FinModeling::ConstantForecastingPolicy.new(@vals)
-  end
-
-  describe ".revenue_growth" do
-    subject { @policy.revenue_growth }
-    it { should be_an_instance_of Float }
-    it { should be_within(0.01).of(@vals[:revenue_growth]) }
-  end
-
-  describe ".sales_pm" do
-    subject { @policy.sales_pm }
-    it { should be_an_instance_of Float }
-    it { should be_within(0.01).of(@vals[:sales_pm]) }
-  end
-
-  describe ".fi_over_nfa" do
-    subject { @policy.fi_over_nfa }
-    it { should be_an_instance_of Float }
-    it { should be_within(0.01).of(@vals[:fi_over_nfa]) }
-  end
-
-  describe ".sales_over_noa" do
-    subject { @policy.sales_over_noa }
-    it { should be_an_instance_of Float }
-    it { should be_within(0.01).of(@vals[:sales_over_noa]) }
-  end
-end

data/spec/generic_forecasting_policy_spec.rb

@@ -1,33 +0,0 @@
-# generic_forecasting_policy_spec.rb
-
-require 'spec_helper'
-
-describe FinModeling::GenericForecastingPolicy  do
-  before (:all) do
-    @policy = FinModeling::GenericForecastingPolicy.new
-  end
-
-  describe ".revenue_growth" do
-    subject { @policy.revenue_growth }
-    it { should be_an_instance_of Float }
-    it { should be_within(0.01).of(0.04) } # FIXME: Make this not hard-coded
-  end
-
-  describe ".sales_pm" do
-    subject { @policy.sales_pm }
-    it { should be_an_instance_of Float }
-    it { should be_within(0.01).of(0.20) } # FIXME: Make this not hard-coded
-  end
-
-  describe ".fi_over_nfa" do
-    subject { @policy.fi_over_nfa }
-    it { should be_an_instance_of Float }
-    it { should be_within(0.01).of(0.01) } # FIXME: Make this not hard-coded
-  end
-
-  describe ".sales_over_noa" do
-    subject { @policy.sales_over_noa }
-    it { should be_an_instance_of Float }
-    it { should be_within(0.01).of(2.00) } # FIXME: Make this not hard-coded
-  end
-end