quantwise 1.2.0 → 1.2.2

package/.claude/skills/weekly-trade-strategy/skills/earnings-calendar/scripts/generate_report.py

@@ -0,0 +1,366 @@
+#!/usr/bin/env python3
+"""
+Earnings Calendar Report Generator
+
+Generates formatted markdown reports from earnings data JSON.
+
+Usage:
+    # Output to stdout
+    python generate_report.py earnings_data.json
+
+    # Output to file
+    python generate_report.py earnings_data.json earnings_calendar.md
+
+    # Help
+    python generate_report.py --help
+"""
+
+import sys
+import json
+from datetime import datetime
+from collections import defaultdict
+from typing import List, Dict
+
+
+def load_earnings_data(filepath: str) -> List[Dict]:
+    """
+    Load earnings data from JSON file
+
+    Args:
+        filepath: Path to JSON file
+
+    Returns:
+        List of earnings announcements
+    """
+    try:
+        with open(filepath, 'r') as f:
+            content = f.read()
+
+            # Handle case where file has progress messages before JSON
+            json_start = content.find('[')
+            if json_start != -1:
+                content = content[json_start:]
+
+            data = json.loads(content)
+
+            if not isinstance(data, list):
+                print("ERROR: JSON file must contain an array of earnings data", file=sys.stderr)
+                sys.exit(1)
+
+            return data
+
+    except FileNotFoundError:
+        print(f"ERROR: File not found: {filepath}", file=sys.stderr)
+        sys.exit(1)
+    except json.JSONDecodeError as e:
+        print(f"ERROR: Invalid JSON in file: {e}", file=sys.stderr)
+        sys.exit(1)
+    except Exception as e:
+        print(f"ERROR: Unexpected error reading file: {e}", file=sys.stderr)
+        sys.exit(1)
+
+
+def group_by_date(earnings: List[Dict]) -> Dict:
+    """
+    Group earnings by date and timing
+
+    Args:
+        earnings: List of earnings announcements
+
+    Returns:
+        Dictionary grouped by date and timing
+    """
+    by_date = defaultdict(lambda: {'BMO': [], 'AMC': [], 'TAS': []})
+
+    for stock in earnings:
+        date = stock.get('date')
+        timing = stock.get('timing', 'TAS')
+
+        if date:
+            by_date[date][timing].append(stock)
+
+    return by_date
+
+
+def calculate_summary_stats(earnings: List[Dict]) -> Dict:
+    """
+    Calculate summary statistics
+
+    Args:
+        earnings: List of earnings announcements
+
+    Returns:
+        Dictionary with summary statistics
+    """
+    total = len(earnings)
+    large_cap = sum(1 for s in earnings if s.get('marketCap', 0) >= 10_000_000_000)
+    mid_cap = total - large_cap
+
+    # Sector distribution
+    sectors = defaultdict(int)
+    for stock in earnings:
+        sector = stock.get('sector', 'N/A')
+        sectors[sector] += 1
+
+    # Peak day
+    by_date = group_by_date(earnings)
+    peak = max(by_date.items(), key=lambda x: sum(len(v) for v in x[1].values()))
+    peak_date, peak_data = peak
+    peak_count = sum(len(v) for v in peak_data.values())
+
+    return {
+        'total': total,
+        'large_cap': large_cap,
+        'mid_cap': mid_cap,
+        'sectors': dict(sectors),
+        'peak_date': peak_date,
+        'peak_count': peak_count
+    }
+
+
+def get_day_name(date_str: str) -> str:
+    """
+    Convert date string to full day name
+
+    Args:
+        date_str: Date in YYYY-MM-DD format
+
+    Returns:
+        Formatted day name (e.g., "Monday, November 03, 2025")
+    """
+    date_obj = datetime.strptime(date_str, '%Y-%m-%d')
+    return date_obj.strftime('%A, %B %d, %Y')
+
+
+def format_revenue(revenue: float) -> str:
+    """
+    Format revenue in human-readable format
+
+    Args:
+        revenue: Revenue in dollars
+
+    Returns:
+        Formatted string (e.g., "$3.5B", "$150M")
+    """
+    if revenue >= 1e12:
+        return f"${revenue/1e12:.1f}T"
+    elif revenue >= 1e9:
+        return f"${revenue/1e9:.1f}B"
+    elif revenue >= 1e6:
+        return f"${revenue/1e6:.0f}M"
+    else:
+        return f"${revenue:,.0f}"
+
+
+def generate_report(earnings: List[Dict]) -> str:
+    """
+    Generate markdown earnings calendar report
+
+    Args:
+        earnings: List of earnings announcements
+
+    Returns:
+        Formatted markdown report
+    """
+    if not earnings:
+        return "# Earnings Calendar\n\nNo earnings data available.\n"
+
+    # Calculate statistics
+    stats = calculate_summary_stats(earnings)
+    by_date = group_by_date(earnings)
+
+    # Get date range
+    dates = sorted(by_date.keys())
+    if dates:
+        start_date = datetime.strptime(dates[0], '%Y-%m-%d')
+        end_date = datetime.strptime(dates[-1], '%Y-%m-%d')
+        date_range = f"{start_date.strftime('%B %d')} to {end_date.strftime('%B %d, %Y')}"
+    else:
+        date_range = "Unknown"
+
+    # Top 5 by market cap
+    top5 = sorted(earnings, key=lambda x: x.get('marketCap', 0), reverse=True)[:5]
+
+    # Generate report
+    report = f"""# Upcoming Earnings Calendar - Week of {date_range}
+
+**Report Generated**: {datetime.now().strftime('%B %d, %Y')}
+**Data Source**: FMP API (US stocks, Mid-cap and above, >$2B market cap)
+**Coverage Period**: Next 7 days
+**Total Companies**: {stats['total']}
+
+---
+
+## Executive Summary
+
+- **Total Companies Reporting**: {stats['total']}
+- **Mega/Large Cap (>$10B)**: {stats['large_cap']}
+- **Mid Cap ($2B-$10B)**: {stats['mid_cap']}
+- **Peak Day**: {get_day_name(stats['peak_date']).split(',')[0]} ({stats['peak_count']} companies)
+
+---
+
+"""
+
+    # Generate day-by-day sections
+    for date in dates:
+        day_name = get_day_name(date)
+        report += f"## {day_name}\n\n"
+
+        timings = ['BMO', 'AMC', 'TAS']
+        timing_labels = {
+            'BMO': 'Before Market Open (BMO)',
+            'AMC': 'After Market Close (AMC)',
+            'TAS': 'Time Not Announced (TAS)'
+        }
+
+        for timing in timings:
+            stocks = by_date[date][timing]
+
+            report += f"### {timing_labels[timing]}\n\n"
+
+            if not stocks:
+                report += "*No earnings announcements*\n\n"
+            else:
+                report += "| Ticker | Company | Market Cap | Sector | EPS Est. | Revenue Est. |\n"
+                report += "|--------|---------|------------|--------|----------|--------------|\n"
+
+                # Top 30 by market cap
+                display_stocks = sorted(stocks, key=lambda x: x.get('marketCap', 0), reverse=True)[:30]
+
+                for stock in display_stocks:
+                    ticker = stock.get('symbol', 'N/A')
+                    company = stock.get('companyName', 'N/A')[:35]
+                    mcap = stock.get('marketCapFormatted', 'N/A')
+                    sector = stock.get('sector', 'N/A')[:18]
+
+                    eps = stock.get('epsEstimated')
+                    eps_str = f"${eps:.2f}" if eps is not None else 'N/A'
+
+                    rev = stock.get('revenueEstimated')
+                    rev_str = format_revenue(rev) if rev else 'N/A'
+
+                    report += f"| {ticker} | {company} | {mcap} | {sector} | {eps_str} | {rev_str} |\n"
+
+                if len(stocks) > 30:
+                    report += f"\n*Showing top 30 of {len(stocks)} companies by market cap*\n"
+
+                report += "\n"
+
+        report += "---\n\n"
+
+    # Key observations
+    report += "## Key Observations\n\n### Highest Market Cap Companies This Week\n"
+    for i, stock in enumerate(top5, 1):
+        date_str = datetime.strptime(stock['date'], '%Y-%m-%d').strftime('%a')
+        company = stock.get('companyName', stock.get('symbol'))
+        ticker = stock.get('symbol', 'N/A')
+        mcap = stock.get('marketCapFormatted', 'N/A')
+        timing = stock.get('timing', 'TAS')
+        report += f"{i}. {company} ({ticker}) - {mcap} - {date_str} {timing}\n"
+
+    report += "\n### Sector Distribution\n"
+    top_sectors = sorted(stats['sectors'].items(), key=lambda x: x[1], reverse=True)[:5]
+    for sector, count in top_sectors:
+        report += f"- **{sector}**: {count} companies\n"
+
+    peak_day_name = get_day_name(stats['peak_date']).split(',')[0]
+    report += f"""
+### Trading Considerations
+- **Peak Day**: {peak_day_name} with {stats['peak_count']} earnings announcements
+- **Pre-Market Focus**: BMO announcements before 9:30 AM ET
+- **After-Hours Focus**: AMC announcements after 4:00 PM ET
+
+---
+
+## Timing Reference
+
+- **BMO (Before Market Open)**: Announcements typically around 6:00-8:00 AM ET before market opens at 9:30 AM ET
+- **AMC (After Market Close)**: Announcements typically around 4:00-5:00 PM ET after market closes at 4:00 PM ET
+- **TAS (Time Not Announced)**: Specific time not yet disclosed - monitor company investor relations
+
+---
+
+## Data Notes
+
+- **Market Cap Categories**:
+  - Mega Cap: >$200B
+  - Large Cap: $10B-$200B
+  - Mid Cap: $2B-$10B
+
+- **Filter Criteria**: This report includes US companies with market cap $2B and above (mid-cap+) with earnings scheduled for the next week.
+
+- **Data Source**: Financial Modeling Prep (FMP) API
+
+- **Data Freshness**: Earnings dates and times can change. Verify critical dates through company investor relations websites for the most current information.
+
+- **EPS and Revenue Estimates**: Analyst consensus estimates from FMP API. Actual results will be reported on earnings date.
+
+---
+
+## Additional Resources
+
+- **FMP API Documentation**: https://site.financialmodelingprep.com/developer/docs
+- **Seeking Alpha Calendar**: https://seekingalpha.com/earnings/earnings-calendar
+- **Yahoo Finance Calendar**: https://finance.yahoo.com/calendar/earnings
+
+---
+
+*Report generated using FMP Earnings Calendar API with US stocks mid-cap+ filter (>$2B market cap). Data current as of report generation time. Always verify earnings dates through official company sources.*
+"""
+
+    return report
+
+
+def print_usage():
+    """Print usage instructions"""
+    print("Usage:", file=sys.stderr)
+    print("  python generate_report.py INPUT_JSON [OUTPUT_FILE]", file=sys.stderr)
+    print("", file=sys.stderr)
+    print("Arguments:", file=sys.stderr)
+    print("  INPUT_JSON   Path to earnings data JSON file (required)", file=sys.stderr)
+    print("  OUTPUT_FILE  Path to output markdown file (optional, defaults to stdout)", file=sys.stderr)
+    print("", file=sys.stderr)
+    print("Examples:", file=sys.stderr)
+    print("  python generate_report.py earnings_data.json", file=sys.stderr)
+    print("  python generate_report.py earnings_data.json earnings_calendar.md", file=sys.stderr)
+    print("", file=sys.stderr)
+    print("Input JSON format:", file=sys.stderr)
+    print("  Array of earnings objects with fields: symbol, companyName, date, timing,", file=sys.stderr)
+    print("  marketCap, marketCapFormatted, sector, epsEstimated, revenueEstimated", file=sys.stderr)
+
+
+def main():
+    """Main execution"""
+    # Check for help flag
+    if len(sys.argv) > 1 and sys.argv[1] in ["-h", "--help", "help"]:
+        print_usage()
+        sys.exit(0)
+
+    # Validate arguments
+    if len(sys.argv) < 2:
+        print("ERROR: Missing required argument", file=sys.stderr)
+        print("", file=sys.stderr)
+        print_usage()
+        sys.exit(1)
+
+    input_file = sys.argv[1]
+    output_file = sys.argv[2] if len(sys.argv) > 2 else None
+
+    print(f"📄 Loading earnings data from: {input_file}", file=sys.stderr)
+    earnings = load_earnings_data(input_file)
+    print(f"✓ Loaded {len(earnings)} companies", file=sys.stderr)
+
+    print("📝 Generating markdown report...", file=sys.stderr)
+    report = generate_report(earnings)
+
+    if output_file:
+        with open(output_file, 'w') as f:
+            f.write(report)
+        print(f"✓ Report saved to: {output_file}", file=sys.stderr)
+    else:
+        print(report)
+
+
+if __name__ == "__main__":
+    main()