finmodeling 0.1 → 0.2

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Files changed (135) hide show
  1. data/.gitignore +0 -0
  2. data/Gemfile +2 -0
  3. data/README.md +289 -269
  4. data/Rakefile +12 -0
  5. data/TODO.txt +113 -20
  6. data/examples/{dump_report.rb → dump_latest_10k.rb} +1 -1
  7. data/examples/list_disclosures.rb +50 -0
  8. data/examples/lists/nasdaq-mid-to-mega-tech-symbols.txt +0 -0
  9. data/examples/show_report.rb +112 -32
  10. data/examples/show_reports.rb +162 -33
  11. data/finmodeling.gemspec +4 -1
  12. data/lib/finmodeling/annual_report_filing.rb +97 -18
  13. data/lib/finmodeling/array_with_stats.rb +0 -0
  14. data/lib/finmodeling/assets_calculation.rb +12 -3
  15. data/lib/finmodeling/assets_item.rb +0 -0
  16. data/lib/finmodeling/assets_item_vectors.rb +0 -0
  17. data/lib/finmodeling/balance_sheet_analyses.rb +19 -4
  18. data/lib/finmodeling/balance_sheet_calculation.rb +52 -37
  19. data/lib/finmodeling/calculation_summary.rb +119 -14
  20. data/lib/finmodeling/can_cache_classifications.rb +0 -0
  21. data/lib/finmodeling/can_cache_summaries.rb +0 -0
  22. data/lib/finmodeling/can_choose_successive_periods.rb +15 -0
  23. data/lib/finmodeling/can_classify_rows.rb +0 -0
  24. data/lib/finmodeling/capm.rb +80 -0
  25. data/lib/finmodeling/cash_change_calculation.rb +3 -3
  26. data/lib/finmodeling/cash_change_item.rb +0 -0
  27. data/lib/finmodeling/cash_change_item_vectors.rb +0 -0
  28. data/lib/finmodeling/cash_change_summary_from_differences.rb +36 -0
  29. data/lib/finmodeling/cash_flow_statement_analyses.rb +36 -0
  30. data/lib/finmodeling/cash_flow_statement_calculation.rb +28 -52
  31. data/lib/finmodeling/classifiers.rb +2 -0
  32. data/lib/finmodeling/company.rb +0 -0
  33. data/lib/finmodeling/company_filing.rb +30 -7
  34. data/lib/finmodeling/company_filing_calculation.rb +16 -6
  35. data/lib/finmodeling/company_filings.rb +112 -46
  36. data/lib/finmodeling/comprehensive_income_calculation.rb +60 -0
  37. data/lib/finmodeling/comprehensive_income_statement_calculation.rb +74 -0
  38. data/lib/finmodeling/comprehensive_income_statement_item.rb +20 -0
  39. data/lib/finmodeling/comprehensive_income_statement_item_vectors.rb +235 -0
  40. data/lib/finmodeling/config.rb +0 -0
  41. data/lib/finmodeling/debt_cost_of_capital.rb +14 -0
  42. data/lib/finmodeling/equity_change_calculation.rb +43 -0
  43. data/lib/finmodeling/equity_change_item.rb +25 -0
  44. data/lib/finmodeling/equity_change_item_vectors.rb +156 -0
  45. data/lib/finmodeling/factory.rb +0 -0
  46. data/lib/finmodeling/fama_french_cost_of_equity.rb +119 -0
  47. data/lib/finmodeling/float_helpers.rb +14 -8
  48. data/lib/finmodeling/forecasted_reformulated_balance_sheet.rb +55 -0
  49. data/lib/finmodeling/forecasted_reformulated_income_statement.rb +110 -0
  50. data/lib/finmodeling/forecasts.rb +4 -4
  51. data/lib/finmodeling/has_string_classifer.rb +0 -0
  52. data/lib/finmodeling/income_statement_analyses.rb +23 -17
  53. data/lib/finmodeling/income_statement_calculation.rb +46 -43
  54. data/lib/finmodeling/income_statement_item.rb +1 -1
  55. data/lib/finmodeling/income_statement_item_vectors.rb +24 -13
  56. data/lib/finmodeling/invalid_filing_error.rb +4 -0
  57. data/lib/finmodeling/liabs_and_equity_calculation.rb +18 -8
  58. data/lib/finmodeling/liabs_and_equity_item.rb +1 -1
  59. data/lib/finmodeling/liabs_and_equity_item_vectors.rb +24 -24
  60. data/lib/finmodeling/linear_trend_forecasting_policy.rb +23 -0
  61. data/lib/finmodeling/net_income_calculation.rb +23 -10
  62. data/lib/finmodeling/net_income_summary_from_differences.rb +51 -0
  63. data/lib/finmodeling/paths.rb +0 -0
  64. data/lib/finmodeling/period_array.rb +8 -4
  65. data/lib/finmodeling/quarterly_report_filing.rb +9 -4
  66. data/lib/finmodeling/rate.rb +8 -0
  67. data/lib/finmodeling/ratio.rb +0 -0
  68. data/lib/finmodeling/reformulated_balance_sheet.rb +47 -88
  69. data/lib/finmodeling/reformulated_cash_flow_statement.rb +18 -41
  70. data/lib/finmodeling/reformulated_income_statement.rb +44 -206
  71. data/lib/finmodeling/reformulated_shareholder_equity_statement.rb +50 -0
  72. data/lib/finmodeling/reoi_valuation.rb +104 -0
  73. data/lib/finmodeling/shareholder_equity_statement_calculation.rb +34 -0
  74. data/lib/finmodeling/string_helpers.rb +18 -1
  75. data/lib/finmodeling/time_series_estimator.rb +25 -0
  76. data/lib/finmodeling/trailing_avg_forecasting_policy.rb +23 -0
  77. data/lib/finmodeling/version.rb +1 -1
  78. data/lib/finmodeling/weighted_avg_cost_of_capital.rb +35 -0
  79. data/lib/finmodeling/yahoo_finance_helpers.rb +20 -0
  80. data/lib/finmodeling.rb +33 -2
  81. data/spec/annual_report_filing_spec.rb +81 -45
  82. data/spec/assets_calculation_spec.rb +7 -4
  83. data/spec/assets_item_spec.rb +9 -14
  84. data/spec/balance_sheet_analyses_spec.rb +13 -13
  85. data/spec/balance_sheet_calculation_spec.rb +45 -51
  86. data/spec/calculation_summary_spec.rb +113 -21
  87. data/spec/can_classify_rows_spec.rb +0 -0
  88. data/spec/cash_change_calculation_spec.rb +1 -10
  89. data/spec/cash_change_item_spec.rb +10 -18
  90. data/spec/cash_flow_statement_calculation_spec.rb +10 -24
  91. data/spec/company_beta_spec.rb +53 -0
  92. data/spec/company_filing_calculation_spec.rb +39 -49
  93. data/spec/company_filing_spec.rb +0 -0
  94. data/spec/company_filings_spec.rb +75 -25
  95. data/spec/company_spec.rb +37 -47
  96. data/spec/comprehensive_income_statement_calculation_spec.rb +54 -0
  97. data/spec/comprehensive_income_statement_item_spec.rb +56 -0
  98. data/spec/debt_cost_of_capital_spec.rb +19 -0
  99. data/spec/equity_change_calculation_spec.rb +33 -0
  100. data/spec/equity_change_item_spec.rb +58 -0
  101. data/spec/factory_spec.rb +2 -2
  102. data/spec/forecasts_spec.rb +2 -2
  103. data/spec/income_statement_analyses_spec.rb +23 -21
  104. data/spec/income_statement_calculation_spec.rb +17 -49
  105. data/spec/income_statement_item_spec.rb +17 -29
  106. data/spec/liabs_and_equity_calculation_spec.rb +6 -3
  107. data/spec/liabs_and_equity_item_spec.rb +14 -22
  108. data/spec/linear_trend_forecasting_policy_spec.rb +37 -0
  109. data/spec/matchers/custom_matchers.rb +79 -0
  110. data/spec/mocks/calculation.rb +0 -0
  111. data/spec/mocks/income_statement_analyses.rb +0 -0
  112. data/spec/mocks/sec_query.rb +0 -0
  113. data/spec/net_income_calculation_spec.rb +16 -10
  114. data/spec/period_array.rb +0 -0
  115. data/spec/quarterly_report_filing_spec.rb +21 -38
  116. data/spec/rate_spec.rb +0 -0
  117. data/spec/ratio_spec.rb +0 -0
  118. data/spec/reformulated_balance_sheet_spec.rb +56 -33
  119. data/spec/reformulated_cash_flow_statement_spec.rb +18 -10
  120. data/spec/reformulated_income_statement_spec.rb +16 -15
  121. data/spec/reformulated_shareholder_equity_statement_spec.rb +43 -0
  122. data/spec/reoi_valuation_spec.rb +146 -0
  123. data/spec/shareholder_equity_statement_calculation_spec.rb +59 -0
  124. data/spec/spec_helper.rb +4 -1
  125. data/spec/string_helpers_spec.rb +15 -13
  126. data/spec/time_series_estimator_spec.rb +61 -0
  127. data/spec/trailing_avg_forecasting_policy_spec.rb +37 -0
  128. data/spec/weighted_avg_cost_of_capital_spec.rb +32 -0
  129. data/tools/create_equity_change_training_vectors.rb +49 -0
  130. data/tools/time_specs.sh +7 -0
  131. metadata +182 -36
  132. data/lib/finmodeling/constant_forecasting_policy.rb +0 -23
  133. data/lib/finmodeling/generic_forecasting_policy.rb +0 -19
  134. data/spec/constant_forecasting_policy_spec.rb +0 -37
  135. data/spec/generic_forecasting_policy_spec.rb +0 -33
data/.gitignore CHANGED
File without changes
data/Gemfile CHANGED
@@ -6,5 +6,7 @@ gem "xbrlware-ruby19", :git => "git://github.com/jimlindstrom/xbrlware-ruby19.gi
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  gem "xbrlware-extras", :git => "git://github.com/jimlindstrom/xbrlware-extras.git"
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  #gem "xbrlware-extras", :path => "/home/lindstro/code/xbrlware-extras/"
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+ gem "nasdaq_query", :git => "git://github.com/jimlindstrom/nasdaq_query.git"
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+
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  # Specify your gem's dependencies in finmodeling.gemspec
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  gemspec