sec-edgar-api 0.0.1 → 0.0.2

package/README.md

@@ -3,8 +3,134 @@
 Fetch and parse earnings reports and other documents filed with the SEC using the EDGAR API.
 This package is focused on the earnings reports for stock analysis.
 
+## Report Interface
+
+Reports are all returned as a uniform interface:
+
+```TS
+interface ReportTranslated {
+	dateReport: string
+	dateFiled: string
+	fiscalPeriod: FiscalPeriod
+	fiscalYear: number
+	form: string
+	isTTM: boolean
+
+	assetTotal: number | null
+	assetCurrent: number | null
+	assetCurrentCashEquivalents: number | null
+	assetCurrentInvestments: number | null
+	assetCurrentAccountsReceivable: number | null
+	assetCurrentInventory: number | null
+
+	assetNonCurrent: number | null
+	assetNonCurrentPPENet: number | null
+	assetNonCurrentPPEGross: number | null
+	assetNonCurrentInvestments: number | null
+	assetNonCurrentGoodwill: number | null
+	assetNonCurrentIntangibleLessGoodwill: number | null
+
+	liabilityTotal: number | null
+	liabilityCurrent: number | null
+	liabilityCurrentAccountsPayable: number | null
+	liabilityCurrentDebt: number | null
+	liabilityNonCurrent: number | null
+	liabilityNonCurrentDebt: number | null
+
+	equityTotal: number | null
+	equityRetainedEarnings: number | null
+	equityStockPreferred: number | null
+
+	sharesOutstanding: number | null
+	sharesOutstandingDiluted: number | null
+
+	eps: number | null
+	epsDiluted: number | null
+
+	ebit: number | null
+	ebitda: number | null
+
+	profitGross: number | null
+
+	revenueTotal: number | null
+	revenueCost: number | null
+	revenueOperating: number | null
+
+	expenseTotal: number | null
+	expenseOperating: number | null
+	expenseResearchDevelopment: number | null
+	expenseInterest: number | null
+	expenseDepreciation: number | null
+	expenseTax: number | null
+
+	expenseDepreciationAccumulated: number | null
+	expenseStockCompensation: number | null
+	expenseNonCashOther: number | null
+
+	incomeOperating: number | null
+	incomeNet: number | null
+
+	cashFlowFree: number | null
+	cashFlowDividendsPaid: number | null
+	cashFlowDividendsPaidPreferred: number | null
+
+	cashFlowCapex: number | null
+	cashFlowOperating: number | null
+	cashFlowDeferredTax: number | null
+
+	cashFlowWorkingCapitalNonCash: number | null
+}
+```
+
+## Usage
+
+import package contents
+
+```TS
+import { factFileReader, reportParser, secEdgarApi } from 'sec-edgar-api'
+```
+
+You can fetch reports individually directly from the SEC website, (throttled to 10 requests per second)
+
+```TS
+// returns array of ReportWrapper (which implements ReportTranslated)
+const reports = await secEdgarApi.getReports({ symbol: 'AAPL' })
+```
+
+or download all data from the SEC website and read directly from the files so you don't have to worry about rate limiting.
+
+```TS
+const downloadDirectory = './downloads/companyfacts'
+
+// Download companyfacts directory from sec.gov (over 15GB)
+await secEdgarApi.downloadCompanyFactsDirectory({
+    outputDirname: downloadDirectory,
+    onDownloadComplete: () => process.stdout.write('\n'),
+    onChunk: ({ percentComplete, stage }) => {
+        // Write progress bar to console
+        const countBarsComplete = Math.ceil(percentComplete * 30)
+        const barStr = `${'='.repeat(countBarsComplete)}${' '.repeat(30 - countBarsComplete)}`
+        const percentStr = `${(Math.round(percentComplete * 10000) / 100).toFixed(2)}%`
+        const statusStr = stage === 'download' ? 'Downloading...' : 'Unzipping...'
+
+        process.stdout.write(`\r<${barStr}> ${percentStr} ${statusStr}`)
+    },
+})
+
+// read companyfacts directory
+const companyFacts = factFileReader.readFactFile({
+    companyFactsDirname: downloadDirectory,
+    symbol: 'AAPL',
+})
+
+// parse reports (same return value as secEdgarApi.getReports())
+const reports = reportParser.parseReports(companyFacts)
+```
+
 ## Resolvers
 
+**WARNING** Still in testing. Values may not be accurate for all companies since the properties provided in the reports differ.
+
 The main problem with the edgar API is that the property names and data provided are not uniform. You have to deal with companies omitting important data
 in some filings, or using different property keys for the same data point.
 
@@ -25,3 +151,30 @@ Resolvers attempt to get information from each report and output a uniform inter
 | resolveFiscalYearCumulativeProperties | Q1 + Q2 + Q3 + Q4 = FY (for quarterly properties that add to annual)                                                     |
 | resolveQ4FiscalYearMatchingProperties | Q4 = FY (for non-cumulative properties such as sharesOutstanding)                                                        |
 | resolveRevenueTotal                   | revenueCost + profitGross = revenueTotal                                                                                 |
+
+## Contributing
+
+Getting all the properties in a uniform interface accurately is proving to be very difficult due to the differences in all the reports.
+Please contribute if you know how to improve this.
+
+Files for mapping & resolving properties:
+
+-   Mapping properties: `src/util/key-translations.ts`
+-   Resolving properties: `src/services/ReportParser.ts` (add resolvers to the `resolvers/` directory, import to `/resolver/index.ts`, and add to ReportParser.resolveAll)
+
+These are the scripts I used to get keys commonly used across reports, which you can use to add to `key-translations.ts`
+
+```TS
+import { readAllCompanyFactFiles, getPropertyUsageCounts } from './scripts/script-helpers'
+
+const companyFactsList = readAllCompanyFactFiles(path.resolve('./downloads/companyfacts'), 10)
+const propertyUsageCounts = getPropertyUsageCounts(companyFactsList)
+
+fs.writeFileSync('./downloads/property-usage-counts.json', JSON.stringify(propertyUsageCounts, null, 2))
+```
+
+### Resources
+
+-   Validate resolved values: https://finance.yahoo.com/
+-   Financial calculations: https://www.gurufocus.com/
+-   Calculate change in working capital: https://www.oldschoolvalue.com/stock-valuation/change-in-working-capital/

package/package.json

@@ -1,8 +1,8 @@
 {
     "name": "sec-edgar-api",
-    "version": "0.0.1",
+    "version": "0.0.2",
     "description": "Fetch and parse SEC earnings reports and other filings. Useful for financial analysis.",
-    "main": "index.js",
+    "main": "build/index.js",
     "author": "Andrew Evers (https://github.com/andyevers)",
     "homepage": "https://github.com/andyevers/sec-edgar-api#readme",
     "license": "ISC",