sec-edgar-api 0.2.3 → 0.2.4

package/build/services/ReportBuilder/FactRecordBuilder.js

@@ -7,7 +7,7 @@ var FactRecordBuilder = /** @class */ (function () {
     function FactRecordBuilder() {
     }
     FactRecordBuilder.prototype.createFacts = function (data, filterDuplicates) {
-        if (filterDuplicates === void 0) { filterDuplicates = true; }
+        if (filterDuplicates === void 0) { filterDuplicates = false; }
         var facts = data.facts, cik = data.cik;
         var factsByKey = new Map();
         var keyIndex = 0;

package/build/services/ReportBuilder/FactSplitAdjuster.d.ts

@@ -6,6 +6,7 @@ interface SplitData {
     value: number;
     firstFiled: string;
     fiscalYear: number;
+    fiscalPeriod: FiscalPeriod;
 }
 type FactItemWithFiscalsNumeric = Omit<FactItemWithFiscals, 'cik' | 'value'> & {
     value: number;
@@ -22,7 +23,10 @@ export default class FactSplitAdjuster {
     private readonly resolvedProperties;
     private sortedSplits;
     private getMap;
-    add(fact: FactItemWithFiscalsNumeric): void;
+    private filedFirstLastBySplitKey;
+    add(fact: FactItemWithFiscalsNumeric & {
+        filedLast?: string;
+    }): void;
     getSplitsAsc(): SplitData[];
     isSplitProperty(propertyName: string): boolean;
     addSplitData(data: Omit<SplitData, 'firstFiled'>): void;

package/build/services/ReportBuilder/FactSplitAdjuster.js

@@ -23,15 +23,17 @@ var FactSplitAdjuster = /** @class */ (function () {
         this.factsAnnaulByYearByPropertyName = new Map();
         this.resolvedProperties = new Set();
         this.sortedSplits = null;
+        this.filedFirstLastBySplitKey = new Map();
     }
     FactSplitAdjuster.prototype.getMap = function (map, propertyName) {
         var _a;
         return (_a = map.get(propertyName)) !== null && _a !== void 0 ? _a : map.set(propertyName, new Map()).get(propertyName);
     };
     FactSplitAdjuster.prototype.add = function (fact) {
+        var _a;
         var propertyName = fact.name, year = fact.year, fiscalPeriod = fact.fiscalPeriod, unit = fact.unit, filed = fact.filed, value = fact.value, end = fact.end;
         if (this.isSplitProperty(propertyName)) {
-            this.addSplitData({ end: end, filed: filed, fiscalYear: year, value: Number(value) });
+            this.addSplitData({ end: end, filed: filed, fiscalYear: year, value: Number(value), fiscalPeriod: fiscalPeriod });
             return;
         }
         if (!this.isSplitAdjustableUnit(unit))
@@ -44,6 +46,10 @@ var FactSplitAdjuster = /** @class */ (function () {
             ? this.getMap(this.factsAnnaulByYearByPropertyName, propertyName)
             : this.getMap(this.factsByYearQuarterByPropertyName, propertyName);
         var key = "".concat(year, "_").concat(fiscalPeriod);
+        this.filedFirstLastBySplitKey.set(key, {
+            firstFiled: filed,
+            lastFiled: (_a = fact.filedLast) !== null && _a !== void 0 ? _a : filed,
+        });
         map.set(key, fact);
     };
     FactSplitAdjuster.prototype.getSplitsAsc = function () {
@@ -92,29 +98,29 @@ var FactSplitAdjuster = /** @class */ (function () {
      * TODO: Find a more reliable way of checking if the split has already been applied.
      */
     FactSplitAdjuster.prototype.didApplySplit = function (params) {
-        var nextValue = params.nextValue, prevValue = params.prevValue, split = params.split, isShareRatio = params.isShareRatio, value = params.value, filed = params.filed;
-        if (filed > split.filed) {
+        var _a;
+        var isShareRatio = params.isShareRatio, nextFact = params.nextFact, prevFact = params.prevFact, fact = params.fact, split = params.split;
+        var _b = (_a = this.filedFirstLastBySplitKey.get("".concat(split.fiscalYear, "_").concat(split.fiscalPeriod))) !== null && _a !== void 0 ? _a : {}, firstFiled = _b.firstFiled, lastFiled = _b.lastFiled;
+        if (fact.filed > lastFiled) {
             return true;
         }
-        var dateFiled = new Date(filed);
-        // TODO: adust by adding a year because sometimes the already adjusted facts are filed within the
-        // year before the split. this might be because the split is listed under a different property? Look into this...
-        if (dateFiled.setFullYear(dateFiled.getFullYear() + 1) < new Date(split.firstFiled).getTime()) {
+        if (fact.filed < firstFiled) {
             return false;
         }
-        var valWithSplit = isShareRatio ? value / split.value : value * split.value;
-        // if we still don't know, see if applying the split puts us closer or further from the prev/next quarter value.
-        if (prevValue !== null) {
-            var difference = Math.abs(prevValue - value);
-            var differenceSplit = Math.abs(prevValue - valWithSplit);
+        var val = fact.value;
+        var splitVal = split.value;
+        var valWithSplit = isShareRatio ? splitVal * val : val / splitVal;
+        if (nextFact) {
+            var difference = Math.abs(nextFact.value - val);
+            var differenceSplit = Math.abs(nextFact.value - valWithSplit);
             return difference < differenceSplit;
         }
-        if (nextValue !== null) {
-            var difference = Math.abs(nextValue - value);
-            var differenceSplit = Math.abs(nextValue - valWithSplit);
+        if (prevFact) {
+            var difference = Math.abs(prevFact.value - val);
+            var differenceSplit = Math.abs(prevFact.value - valWithSplit);
             return difference < differenceSplit;
         }
-        return true;
+        return false;
     };
     FactSplitAdjuster.prototype.isSplitAdjustableUnit = function (unit) {
         return unit.toLowerCase().includes('share');
@@ -165,7 +171,7 @@ var FactSplitAdjuster = /** @class */ (function () {
         });
     };
     FactSplitAdjuster.prototype.adjustValuesForSplits = function (params) {
-        var _a, _b, _c, _d;
+        var _a, _b;
         var facts = params.facts;
         var splits = this.getSplitsAsc();
         if (facts.length === 0 || splits.length === 0)
@@ -176,15 +182,20 @@ var FactSplitAdjuster = /** @class */ (function () {
             for (var factIndex = facts.length - 1; factIndex >= 0; factIndex--) {
                 var fact = facts[factIndex];
                 var value = fact.value, filed = fact.filed;
-                var nextValue = (_b = (_a = facts[factIndex + 1]) === null || _a === void 0 ? void 0 : _a.value) !== null && _b !== void 0 ? _b : null;
-                var prevValue = (_d = (_c = facts[factIndex - 1]) === null || _c === void 0 ? void 0 : _c.value) !== null && _d !== void 0 ? _d : null;
+                var nextFact = (_a = facts[factIndex + 1]) !== null && _a !== void 0 ? _a : null;
+                var prevFact = (_b = facts[factIndex - 1]) !== null && _b !== void 0 ? _b : null;
+                // const nextValue = facts[factIndex + 1]?.value ?? null
+                // const prevValue = facts[factIndex - 1]?.value ?? null
                 var didApplySplit = this.didApplySplit({
-                    filed: filed,
+                    // filed,
                     isShareRatio: isShareRatio,
-                    nextValue: nextValue,
-                    prevValue: prevValue,
+                    // nextValue,
+                    // prevValue,
+                    fact: fact,
+                    nextFact: nextFact,
+                    prevFact: prevFact,
                     split: split,
-                    value: value,
+                    // value,
                 });
                 if (didApplySplit || !split.value) {
                     continue;

package/build/services/ReportBuilder/ReportBuilder.js

@@ -15,7 +15,7 @@ var ReportBuilder = /** @class */ (function () {
         return this.factRecordBuilder.createFacts(companyFacts);
     };
     ReportBuilder.prototype.buildReports = function (params) {
-        var _a, _b, _c, _d, _e;
+        var _a, _b, _c, _d, _e, _f, _g, _h, _j, _k, _l;
         var facts = params.facts, reportDates = params.reportDates;
         if (facts.length === 0) {
             return [];
@@ -38,6 +38,7 @@ var ReportBuilder = /** @class */ (function () {
         var maxYear = -Infinity;
         var countByAccnByYearQuarter = new Map();
         var filedByPropertyYearQuarterValue = new Map();
+        var filedLastByPropertyYearQuarterValue = new Map();
         for (var _i = 0, facts_1 = facts; _i < facts_1.length; _i++) {
             var fact = facts_1[_i];
             var end = fact.end, name_1 = fact.name, unit = fact.unit, segments = fact.segments, start = fact.start, value = fact.value, cik = fact.cik, form = fact.form, filed = fact.filed, accn = fact.accn;
@@ -47,7 +48,7 @@ var ReportBuilder = /** @class */ (function () {
             var segmentValue = segments === null || segments === void 0 ? void 0 : segments.map(function (seg) { return "".concat(seg.dimension, "_").concat(seg.value); }).join('&');
             var propertyName = (_a = name_1.split(':').pop()) !== null && _a !== void 0 ? _a : '';
             var propertyNameWithSegment = propertyName + (segmentValue ? "_".concat(segmentValue) : '');
-            var _f = factFiscalCalculator.getFiscalYearQuarter({ dateStr: end }), quarter = _f.quarter, year = _f.year;
+            var _m = factFiscalCalculator.getFiscalYearQuarter({ dateStr: end }), quarter = _m.quarter, year = _m.year;
             if (year < minYear)
                 minYear = year;
             if (year > maxYear)
@@ -56,17 +57,30 @@ var ReportBuilder = /** @class */ (function () {
             var factFiledKey = "".concat(year, "_").concat(quarter, "_").concat(propertyNameWithSegment, "_").concat(value);
             var isSplit = factSplitAdjuster.isSplitProperty(propertyName);
             unitByPropertyName.set(propertyNameWithSegment, unit);
-            filedByPropertyYearQuarterValue.set(factFiledKey, filed);
-            if (isSplit && new Date(end) > new Date((_c = (_b = splitDateDataByKey.get(splitKey)) === null || _b === void 0 ? void 0 : _b.end) !== null && _c !== void 0 ? _c : 0)) {
-                splitDateDataByKey.set(splitKey, { end: end, quarter: quarter });
+            var prevFirstFiled = filedByPropertyYearQuarterValue.get(factFiledKey);
+            var prevLastFiled = filedLastByPropertyYearQuarterValue.get(factFiledKey);
+            if (!prevFirstFiled || prevFirstFiled > filed) {
+                filedByPropertyYearQuarterValue.set(factFiledKey, filed);
+            }
+            if (!prevLastFiled || prevLastFiled < filed) {
+                filedLastByPropertyYearQuarterValue.set(factFiledKey, filed);
+            }
+            if (isSplit) {
+                var isNewLatestDate = new Date(end) > new Date((_c = (_b = splitDateDataByKey.get(splitKey)) === null || _b === void 0 ? void 0 : _b.end) !== null && _c !== void 0 ? _c : 0);
+                splitDateDataByKey.set(splitKey, {
+                    end: isNewLatestDate ? end : (_e = (_d = splitDateDataByKey.get(splitKey)) === null || _d === void 0 ? void 0 : _d.end) !== null && _e !== void 0 ? _e : end,
+                    quarter: isNewLatestDate ? quarter : (_g = (_f = splitDateDataByKey.get(splitKey)) === null || _f === void 0 ? void 0 : _f.quarter) !== null && _g !== void 0 ? _g : quarter,
+                    firstFiled: (_h = filedByPropertyYearQuarterValue.get(factFiledKey)) !== null && _h !== void 0 ? _h : filed,
+                    lastFiled: (_j = filedLastByPropertyYearQuarterValue.get(factFiledKey)) !== null && _j !== void 0 ? _j : filed,
+                });
             }
             var accnKey = "".concat(year, "_").concat(quarter);
             var accnGiven = accessionByYearQuarter.get(accnKey);
             var filedDistance = Math.abs(new Date(filed).getTime() - new Date(end !== null && end !== void 0 ? end : 0).getTime()) / 86400000;
             var isFiledRecent = filedDistance < 60;
             if (!accnGiven && isFiledRecent && accn && (!form || form === '10-K' || form === '10-Q')) {
-                var countByAccn = (_d = countByAccnByYearQuarter.get(accnKey)) !== null && _d !== void 0 ? _d : new Map();
-                countByAccn.set(accn, ((_e = countByAccn.get(accn)) !== null && _e !== void 0 ? _e : 0) + 1);
+                var countByAccn = (_k = countByAccnByYearQuarter.get(accnKey)) !== null && _k !== void 0 ? _k : new Map();
+                countByAccn.set(accn, ((_l = countByAccn.get(accn)) !== null && _l !== void 0 ? _l : 0) + 1);
                 countByAccnByYearQuarter.set(accnKey, countByAccn);
             }
             factPeriodResolver.add({

package/package.json

@@ -1,6 +1,6 @@
 {
     "name": "sec-edgar-api",
-    "version": "0.2.3",
+    "version": "0.2.4",
     "description": "Fetch and parse SEC earnings reports and other filings. Useful for financial analysis.",
     "main": "build/index.js",
     "author": "Andrew Evers (https://github.com/andyevers)",