sec-edgar-api 0.5.2 → 0.5.4

package/build/index.d.ts

@@ -2,6 +2,7 @@ import ReportParser from './services/ReportParser';
 import SecEdgarApi from './services/SecEdgarApi';
 import ReportResolvable from './services/ReportParser/ReportResolvable';
 import { utilMap } from './util/util-map';
+import FactFiscalCalculator from './services/ReportRawBuilder/FactFiscalCalculator';
 /**
  * Takes company facts data from the SEC and translates them to
  * reports as json objects.
@@ -14,5 +15,5 @@ declare const reportParser: ReportParser;
  * @see https://www.sec.gov/edgar/sec-api-documentation
  */
 declare const secEdgarApi: SecEdgarApi;
-export { reportParser, secEdgarApi, ReportResolvable, utilMap };
+export { reportParser, secEdgarApi, ReportResolvable, utilMap, FactFiscalCalculator };
 export type * from './types';

package/build/index.js

@@ -1,12 +1,14 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.utilMap = exports.ReportResolvable = exports.secEdgarApi = exports.reportParser = void 0;
+exports.FactFiscalCalculator = exports.utilMap = exports.ReportResolvable = exports.secEdgarApi = exports.reportParser = void 0;
 var ReportParser_1 = require("./services/ReportParser");
 var SecEdgarApi_1 = require("./services/SecEdgarApi");
 var ReportResolvable_1 = require("./services/ReportParser/ReportResolvable");
 exports.ReportResolvable = ReportResolvable_1.default;
 var util_map_1 = require("./util/util-map");
 Object.defineProperty(exports, "utilMap", { enumerable: true, get: function () { return util_map_1.utilMap; } });
+var FactFiscalCalculator_1 = require("./services/ReportRawBuilder/FactFiscalCalculator");
+exports.FactFiscalCalculator = FactFiscalCalculator_1.default;
 /**
  * Takes company facts data from the SEC and translates them to
  * reports as json objects.

package/build/services/DocumentParser/parsers/parse-xbrl.d.ts

@@ -1,9 +1,17 @@
 import type { FactItemExtended, ReportRaw, XMLParams } from '../../../types';
 import { GetDocumentXbrlParams } from '../../SecEdgarApi';
 import { XbrlParseResult } from '../XBRLParser/XBRLParser';
+interface ReportWithPeriod extends ReportRaw {
+    period: number;
+    startDate: string;
+    endDate: string;
+}
 export interface DocumentXbrlResult extends XbrlParseResult {
     report: ReportRaw | null;
     facts: FactItemExtended[];
     xml: string;
+    /** Facts grouped into reports by their start and end dates */
+    periodReports: ReportWithPeriod[];
 }
 export declare function parseXbrl(params: XMLParams & GetDocumentXbrlParams): DocumentXbrlResult;
+export {};

package/build/services/DocumentParser/parsers/parse-xbrl.js

@@ -24,15 +24,19 @@ var __rest = (this && this.__rest) || function (s, e) {
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.parseXbrl = void 0;
 var constants_1 = require("../../../util/constants");
+var FactFiscalCalculator_1 = require("../../ReportRawBuilder/FactFiscalCalculator");
+var FactPeriodResolver_1 = require("../../ReportRawBuilder/FactPeriodResolver");
 var XBRLParser_1 = require("../XBRLParser/XBRLParser");
 function isWithinDays(params) {
     var dateA = params.dateA, dateB = params.dateB, days = params.days;
+    if (dateA === dateB)
+        return true;
     var timeDiff = Math.abs(new Date(dateA).getTime() - new Date(dateB).getTime());
     var daysDiff = timeDiff / (1000 * 3600 * 24);
     return daysDiff < days;
 }
 function buildReportsFromFacts(params) {
-    var _a, _b, _c, _d, _e, _f, _g, _h, _j, _k, _l, _m, _o, _p, _q, _r, _s;
+    var _a, _b, _c, _d, _e, _f, _g, _h, _j, _k, _l, _m, _o, _p, _q, _r, _s, _t, _u, _v, _w;
     var filing = params.filing, facts = params.facts, fiscalPeriod = params.fiscalPeriod, fiscalYear = params.fiscalYear, pathSeparator = params.pathSeparator, cikProp = params.cik;
     var urlParts = (_a = filing === null || filing === void 0 ? void 0 : filing.url.split('/')) !== null && _a !== void 0 ? _a : [];
     var cik = cikProp !== null && cikProp !== void 0 ? cikProp : urlParts[(_b = urlParts.indexOf('data')) !== null && _b !== void 0 ? _b : -1];
@@ -59,22 +63,49 @@ function buildReportsFromFacts(params) {
     var roundPlacesByName = new Map();
     var scaleByName = new Map();
     var isFocusFactByDateKey = new Map();
+    var dateYearEnd = new Date(reportFocus.dateReport);
+    var offsetByFiscalPeriod = { Q1: 9, Q2: 6, Q3: 3, Q4: 0, FY: 0 };
+    dateYearEnd.setMonth(dateYearEnd.getMonth() + ((_h = offsetByFiscalPeriod[reportFocus.fiscalPeriod]) !== null && _h !== void 0 ? _h : 0));
+    var fiscalCalculator = new FactFiscalCalculator_1.default({
+        filings: filing ? [filing] : undefined,
+        facts: facts,
+        fiscalYearEnd: { day: dateYearEnd.getDate(), month: dateYearEnd.getMonth() + 1 },
+    });
+    var fiscalsByDateKey = new Map();
     for (var _i = 0, facts_1 = facts; _i < facts_1.length; _i++) {
         var fact = facts_1[_i];
         var dateKey = fact.start ? "".concat(fact.start, "_").concat(fact.end) : fact.end;
-        (_h = reportByDateRange[dateKey]) !== null && _h !== void 0 ? _h : (reportByDateRange[dateKey] = {
-            startDate: (_j = fact.start) !== null && _j !== void 0 ? _j : '',
+        if (!fiscalsByDateKey.has(dateKey)) {
+            var _x = fiscalCalculator.getFiscalYearQuarter({ dateStr: fact.end }), quarter = _x.quarter, year = _x.year;
+            var period = FactPeriodResolver_1.default.getPeriod({ end: fact.end, start: fact.start });
+            var fiscalPeriod_1 = (period === 12 && quarter === 4 ? 'FY' : "Q".concat(quarter));
+            fiscalsByDateKey.set(dateKey, { fiscalYear: year, fiscalPeriod: fiscalPeriod_1 });
+        }
+        (_j = reportByDateRange[dateKey]) !== null && _j !== void 0 ? _j : (reportByDateRange[dateKey] = {
+            cik: reportFocus.cik,
+            url: '',
+            splitDate: (_k = splitFact === null || splitFact === void 0 ? void 0 : splitFact.end) !== null && _k !== void 0 ? _k : null,
+            splitRatio: (splitFact === null || splitFact === void 0 ? void 0 : splitFact.value) ? Number(splitFact.value) : null,
+            dateFiled: reportFocus.dateFiled,
+            dateReport: fact.end,
+            fiscalPeriod: (_l = fiscalsByDateKey.get(dateKey)) === null || _l === void 0 ? void 0 : _l.fiscalPeriod,
+            startDate: (_m = fact.start) !== null && _m !== void 0 ? _m : '',
             endDate: fact.end,
+            fiscalYear: (_o = fiscalsByDateKey.get(dateKey)) === null || _o === void 0 ? void 0 : _o.fiscalYear,
+            period: FactPeriodResolver_1.default.getPeriod({ start: fact.start, end: fact.end }),
         });
         var isSplitFact = fact === splitFact;
-        var isFocusFact = (_k = isFocusFactByDateKey.get(dateKey)) !== null && _k !== void 0 ? _k : (isWithinDays({ dateA: fact.end, dateB: reportFocus.dateReport, days: 45 }) || isSplitFact);
+        var isFocusFact = (_p = isFocusFactByDateKey.get(dateKey)) !== null && _p !== void 0 ? _p : (isWithinDays({ dateA: fact.end, dateB: reportFocus.dateReport, days: 45 }) || isSplitFact);
+        if (isFocusFact) {
+            fact.isCurrentPeriod = true;
+        }
         if (!isSplitFact) {
             isFocusFactByDateKey.set(dateKey, isFocusFact);
         }
         var el = fact;
-        var scale = Number((_l = el.scale) !== null && _l !== void 0 ? _l : 0) || 0;
-        var decimals = Number((_m = el.decimals) !== null && _m !== void 0 ? _m : 0) || 0;
-        var suffix = (_o = fact === null || fact === void 0 ? void 0 : fact.segments) === null || _o === void 0 ? void 0 : _o.map(function (_a) {
+        var scale = Number((_q = el.scale) !== null && _q !== void 0 ? _q : 0) || 0;
+        var decimals = Number((_r = el.decimals) !== null && _r !== void 0 ? _r : 0) || 0;
+        var suffix = (_s = fact === null || fact === void 0 ? void 0 : fact.segments) === null || _s === void 0 ? void 0 : _s.map(function (_a) {
             var dimension = _a.dimension, value = _a.value;
             return "".concat(dimension).concat(pathSeparator).concat(value);
         }).join(pathSeparator);
@@ -88,8 +119,8 @@ function buildReportsFromFacts(params) {
             var prevRounding = roundPlacesByName.get(prevFactKey);
             var prevScale = scaleByName.get(prevFactKey);
             var prevFact_1 = factByName.get(prevFactKey);
-            var prevUnit = (_q = (_p = prevFact_1 === null || prevFact_1 === void 0 ? void 0 : prevFact_1.unit) === null || _p === void 0 ? void 0 : _p.split('_').pop()) === null || _q === void 0 ? void 0 : _q.toLowerCase();
-            var unit = (_s = (_r = fact.unit) === null || _r === void 0 ? void 0 : _r.split('_').pop()) === null || _s === void 0 ? void 0 : _s.toLowerCase();
+            var prevUnit = (_u = (_t = prevFact_1 === null || prevFact_1 === void 0 ? void 0 : prevFact_1.unit) === null || _t === void 0 ? void 0 : _t.split('_').pop()) === null || _u === void 0 ? void 0 : _u.toLowerCase();
+            var unit = (_w = (_v = fact.unit) === null || _v === void 0 ? void 0 : _v.split('_').pop()) === null || _w === void 0 ? void 0 : _w.toLowerCase();
             var shouldSkip = [
                 (prevUnit === null || prevUnit === void 0 ? void 0 : prevUnit.length) === 3 && (unit === null || unit === void 0 ? void 0 : unit.length) === 3 && prevUnit !== unit && prevUnit === 'usd',
                 (prevRounding !== null && prevRounding !== void 0 ? prevRounding : 0) < roundPlaces,
@@ -177,7 +208,7 @@ function parseXbrl(params) {
             url: "https://www.sec.gov/Archives/edgar/data/".concat(cik, "/").concat(accessionNumberNoHyphens, "/").concat(accessionNumber, ".txt"),
             urlPrimaryDocument: '',
         },
-    }), factsFiltered = _p.factsFiltered, reportFocus = _p.reportFocus;
-    return __assign(__assign({}, response), { facts: factsFiltered, report: factsFiltered.length > 0 ? reportFocus : null, xml: xml });
+    }), factsFiltered = _p.factsFiltered, reportFocus = _p.reportFocus, reportByDateRange = _p.reportByDateRange;
+    return __assign(__assign({}, response), { facts: factsFiltered, report: factsFiltered.length > 0 ? reportFocus : null, xml: xml, periodReports: Object.values(reportByDateRange) });
 }
 exports.parseXbrl = parseXbrl;

package/build/services/ReportParser/ReportParser.d.ts

@@ -40,7 +40,7 @@ export default class ReportParser {
      *
      * @see https://www.sec.gov/edgar/sec-api-documentation
      */
-    parseReportsRaw(companyFactListData: CompanyFactListData, options: Omit<BuildReportsParams, 'facts'> & {
+    parseReportsRaw(companyFactListData: CompanyFactListData, options?: Omit<BuildReportsParams, 'facts'> & {
         includeNamePrefix?: boolean;
     }): ReportRaw[];
     /**

package/build/services/ReportParser/ReportParser.js

@@ -86,7 +86,7 @@ var ReportParser = /** @class */ (function () {
      * @see https://www.sec.gov/edgar/sec-api-documentation
      */
     ReportParser.prototype.parseReportsRaw = function (companyFactListData, options) {
-        var includeNamePrefix = options.includeNamePrefix;
+        var includeNamePrefix = (options !== null && options !== void 0 ? options : {}).includeNamePrefix;
         var facts = this.reportBuilder.createFacts(companyFactListData, includeNamePrefix).facts;
         return this.reportBuilder.buildReports(__assign({ facts: facts }, options));
     };

package/build/services/ReportRawBuilder/FactFiscalCalculator.d.ts

@@ -18,9 +18,14 @@ export default class FactFiscalCalculator {
     private readonly endDateCountMap;
     private readonly filedDateCountByEndDate;
     private didResolve;
+    private readonly fiscalYearEnd;
     constructor(params?: {
         facts?: Pick<FactItem, 'end' | 'filed'>[];
         filings?: Pick<FilingListItemTranslated, 'form' | 'reportDate' | 'filingDate' | 'accessionNumber'>[];
+        fiscalYearEnd?: {
+            month: number;
+            day: number;
+        } | null;
     });
     private useFilingsForDates;
     add(fact: {
@@ -42,13 +47,21 @@ export default class FactFiscalCalculator {
     getFiscalYearQuarter(params: {
         dateStr: string;
         endDateByYear?: Map<number, Date>;
+        fiscalYearEnd?: {
+            month: number;
+            day: number;
+        } | null;
     }): {
         year: number;
         quarter: number;
     };
     static getFiscalYearQuarter(params: {
         dateStr: string;
-        endDateByYear: Map<number, Date>;
+        endDateByYear?: Map<number, Date>;
+        fiscalYearEnd?: {
+            month: number;
+            day: number;
+        } | null;
     }): {
         quarter: number;
         year: number;

package/build/services/ReportRawBuilder/FactFiscalCalculator.js

@@ -1,5 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
+var constants_1 = require("../../util/constants");
 /**
  * Gets the fiscal period for a given date. does this by checking when the FY end periods are,
  * Then measures the offset from the end date to the next/previous fiscal year end.
@@ -14,7 +15,9 @@ var FactFiscalCalculator = /** @class */ (function () {
         this.endDateCountMap = new Map();
         this.filedDateCountByEndDate = new Map();
         this.didResolve = false;
-        var _a = params !== null && params !== void 0 ? params : {}, _b = _a.facts, facts = _b === void 0 ? [] : _b, _c = _a.filings, filings = _c === void 0 ? [] : _c;
+        this.fiscalYearEnd = null;
+        var _a = params !== null && params !== void 0 ? params : {}, _b = _a.facts, facts = _b === void 0 ? [] : _b, _c = _a.filings, filings = _c === void 0 ? [] : _c, fiscalYearEnd = _a.fiscalYearEnd;
+        this.fiscalYearEnd = fiscalYearEnd !== null && fiscalYearEnd !== void 0 ? fiscalYearEnd : null;
         this.useFilingsForDates({ filings: filings });
         facts.forEach(function (fact) { return _this.add(fact); });
     }
@@ -24,12 +27,12 @@ var FactFiscalCalculator = /** @class */ (function () {
         var endDateByYear = new Map();
         filings.forEach(function (_a) {
             var reportDate = _a.reportDate, form = _a.form;
-            if (form === '10-K' || form === '20-F') {
+            if (constants_1.FORMS_EARNINGS_ANNUAL.includes(form)) {
                 endDateByYear.set(Number(reportDate.substring(0, 4)), new Date(reportDate));
             }
         });
         filings.forEach(function (filing) {
-            if (filing.form === '10-K' || filing.form === '10-Q' || filing.form === '20-F' || filing.form === '40-F') {
+            if (constants_1.FORMS_EARNINGS.includes(filing.form)) {
                 var _a = _this.getFiscalYearQuarter({
                     dateStr: filing.reportDate,
                     endDateByYear: endDateByYear,
@@ -201,17 +204,25 @@ var FactFiscalCalculator = /** @class */ (function () {
         return (_a = this.datesByFiscals.get("".concat(params.year, "_").concat(params.quarter))) !== null && _a !== void 0 ? _a : null;
     };
     FactFiscalCalculator.prototype.getFiscalYearQuarter = function (params) {
-        var dateStr = params.dateStr, _a = params.endDateByYear, endDateByYear = _a === void 0 ? this.endDateByYear : _a;
+        var dateStr = params.dateStr, _a = params.endDateByYear, endDateByYear = _a === void 0 ? this.endDateByYear : _a, _b = params.fiscalYearEnd, fiscalYearEnd = _b === void 0 ? this.fiscalYearEnd : _b;
         if (this.fiscalsByEndDate.has(dateStr)) {
             return this.fiscalsByEndDate.get(dateStr);
         }
-        var fiscals = FactFiscalCalculator.getFiscalYearQuarter({ dateStr: dateStr, endDateByYear: endDateByYear });
+        var fiscals = FactFiscalCalculator.getFiscalYearQuarter({ dateStr: dateStr, endDateByYear: endDateByYear, fiscalYearEnd: fiscalYearEnd });
         this.fiscalsByEndDate.set(dateStr, fiscals);
         return fiscals;
     };
     FactFiscalCalculator.getFiscalYearQuarter = function (params) {
-        var dateStr = params.dateStr, endDateByYear = params.endDateByYear;
-        if (endDateByYear.size === 0) {
+        var _a;
+        var dateStr = params.dateStr, endDateByYearProp = params.endDateByYear, fiscalYearEnd = params.fiscalYearEnd;
+        var endDateByYear = endDateByYearProp !== null && endDateByYearProp !== void 0 ? endDateByYearProp : new Map();
+        if (fiscalYearEnd) {
+            var month = fiscalYearEnd.month, day = fiscalYearEnd.day;
+            var year = new Date().getFullYear();
+            var yearEndDate_1 = new Date("".concat(year, "-").concat(month, "-").concat(day));
+            endDateByYear.set(year, (_a = endDateByYear.get(year)) !== null && _a !== void 0 ? _a : yearEndDate_1);
+        }
+        if (!(endDateByYear === null || endDateByYear === void 0 ? void 0 : endDateByYear.size)) {
             throw new Error('No annual report dates provided');
         }
         var getYearEndDate = function (year) {

package/build/services/ReportRawBuilder/ReportRawBuilder.d.ts

@@ -17,6 +17,10 @@ export interface BuildReportsParams {
      * For member facts (facts with segments), the separator between the fact name and the segments.
      */
     pathSeparatorForMemberFacts?: string;
+    fiscalYearEnd?: {
+        month: number;
+        day: number;
+    } | null;
 }
 /**
  * Builds ReportRaw objects from company facts. Adjusts for splits and resolves period values.

package/build/services/ReportRawBuilder/ReportRawBuilder.js

@@ -37,7 +37,7 @@ var ReportRawBuilder = /** @class */ (function () {
     };
     ReportRawBuilder.prototype.buildReports = function (params) {
         var _this = this;
-        var factsProp = params.facts, filings = params.filings, splitsProp = params.splits, _a = params.resolvePeriodValues, resolvePeriodValues = _a === void 0 ? true : _a, _b = params.adjustForSplits, adjustForSplits = _b === void 0 ? true : _b, _c = params.pathSeparatorForMemberFacts, pathSeparatorForMemberFacts = _c === void 0 ? '>' : _c;
+        var factsProp = params.facts, filings = params.filings, splitsProp = params.splits, _a = params.resolvePeriodValues, resolvePeriodValues = _a === void 0 ? true : _a, _b = params.adjustForSplits, adjustForSplits = _b === void 0 ? true : _b, _c = params.pathSeparatorForMemberFacts, pathSeparatorForMemberFacts = _c === void 0 ? '>' : _c, fiscalYearEnd = params.fiscalYearEnd;
         // Rename member facts to prevent overwriting parent facts.
         var facts = factsProp.map(function (fact) {
             var factKey = _this.getFactKey(fact, pathSeparatorForMemberFacts);
@@ -50,6 +50,7 @@ var ReportRawBuilder = /** @class */ (function () {
         var fiscalCalculator = new FactFiscalCalculator_1.default({
             filings: filings === null || filings === void 0 ? void 0 : filings.filter(function (f) { return constants_1.FORMS_EARNINGS.includes(f.form); }),
             facts: facts,
+            fiscalYearEnd: fiscalYearEnd,
         });
         var accessionByYearQuarter = new Map();
         filings === null || filings === void 0 ? void 0 : filings.forEach(function (f) {

package/build/types/company-facts.type.d.ts

@@ -76,6 +76,7 @@ export interface FactItem {
 }
 export interface FactItemExtended extends FactItem {
     isUsedInReport?: boolean;
+    isCurrentPeriod?: boolean;
     decimals?: number;
     scale?: number;
 }

package/package.json

@@ -1,6 +1,6 @@
 {
     "name": "sec-edgar-api",
-    "version": "0.5.2",
+    "version": "0.5.4",
     "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)",