datamule 0.416__cp39-cp39-macosx_10_9_universal2.whl → 0.418__cp39-cp39-macosx_10_9_universal2.whl

datamule/__init__.py

@@ -12,12 +12,21 @@ def __getattr__(name):
     elif name == 'Parser':
         from .parser.document_parsing.sec_parser import Parser
         return Parser
+    elif name == 'Monitor':
+        from .monitor import Monitor
+        return Monitor
+    elif name == 'PackageUpdater':
+        from .packageupdater import PackageUpdater
+        return PackageUpdater
     elif name == 'Submission':
         from .submission import Submission
         return Submission
     elif name == 'Portfolio':
         from .portfolio import Portfolio
         return Portfolio
+    elif name == 'Document':
+        from .document import Document
+        return Document
     elif name == "parse_sgml_submission":
         from .parser.sgml_parsing.sgml_parser_cy import parse_sgml_submission
         return parse_sgml_submission

datamule/downloader/downloader.py

@@ -0,0 +1,364 @@
+import asyncio
+import aiohttp
+import os
+from tqdm import tqdm
+from datetime import datetime
+from urllib.parse import urlencode
+import aiofiles
+import json
+import time
+from collections import deque
+
+from ..helper import identifier_to_cik, load_package_csv, fix_filing_url, headers
+from ..parser.sgml_parsing.sgml_parser_cy import parse_sgml_submission
+
+class RetryException(Exception):
+    def __init__(self, url, retry_after=601):
+        self.url = url
+        self.retry_after = retry_after
+
+class PreciseRateLimiter:
+    def __init__(self, rate, interval=1.0):
+        self.rate = rate  # requests per interval
+        self.interval = interval  # in seconds
+        self.token_time = self.interval / self.rate  # time per token
+        self.last_time = time.time()
+        self.lock = asyncio.Lock()
+
+    async def acquire(self):
+        async with self.lock:
+            now = time.time()
+            wait_time = self.last_time + self.token_time - now
+            if wait_time > 0:
+                await asyncio.sleep(wait_time)
+            self.last_time = time.time()
+            return True
+
+    async def __aenter__(self):
+        await self.acquire()
+        return self
+
+    async def __aexit__(self, exc_type, exc, tb):
+        pass
+
+class RateMonitor:
+    def __init__(self, window_size=1.0):
+        self.window_size = window_size
+        self.requests = deque()
+        self._lock = asyncio.Lock()
+    
+    async def add_request(self, size_bytes):
+        async with self._lock:
+            now = time.time()
+            self.requests.append((now, size_bytes))
+            while self.requests and self.requests[0][0] < now - self.window_size:
+                self.requests.popleft()
+    
+    def get_current_rates(self):
+        now = time.time()
+        while self.requests and self.requests[0][0] < now - self.window_size:
+            self.requests.popleft()
+        
+        if not self.requests:
+            return 0, 0
+        
+        request_count = len(self.requests)
+        byte_count = sum(size for _, size in self.requests)
+        
+        requests_per_second = request_count / self.window_size
+        mb_per_second = (byte_count / 1024 / 1024) / self.window_size
+        
+        return round(requests_per_second, 1), round(mb_per_second, 2)
+
+class Downloader:
+    def __init__(self):
+        self.headers = headers
+        self.limiter = PreciseRateLimiter(5)  # 10 requests per second
+        self.session = None
+        self.parse_filings = True
+        self.download_queue = asyncio.Queue()
+        self.rate_monitor = RateMonitor()
+        self.current_pbar = None
+        self.connection_semaphore = asyncio.Semaphore(5)
+    
+    def update_progress_description(self):
+        if self.current_pbar:
+            reqs_per_sec, mb_per_sec = self.rate_monitor.get_current_rates()
+            self.current_pbar.set_description(
+                f"Progress [Rate: {reqs_per_sec}/s | {mb_per_sec} MB/s]"
+            )
+
+    async def __aenter__(self):
+        await self._init_session()
+        return self
+
+    async def __aexit__(self, exc_type, exc_val, exc_tb):
+        await self._close()
+
+    async def _init_session(self):
+        if not self.session:
+            self.session = aiohttp.ClientSession(headers=self.headers)
+
+    async def _close(self):
+        if self.session:
+            await self.session.close()
+            self.session = None
+
+    async def _fetch_json(self, url):
+        """Fetch JSON with rate monitoring."""
+        async with self.limiter:
+            try:
+                url = fix_filing_url(url)
+                async with self.session.get(url) as response:
+                    if response.status == 429:
+                        raise RetryException(url)
+                    response.raise_for_status()
+                    content = await response.read()
+                    await self.rate_monitor.add_request(len(content))
+                    self.update_progress_description()
+                    return await response.json()
+            except aiohttp.ClientResponseError as e:
+                if e.status == 429:
+                    raise RetryException(url)
+                raise
+
+    async def _get_filing_urls_from_efts(self, base_url):
+        """Fetch filing URLs from EFTS in batches."""
+        start = 0
+        page_size = 100
+        urls = []
+        
+        data = await self._fetch_json(f"{base_url}&from=0&size=1")
+        if not data or 'hits' not in data:
+            return []
+            
+        total_hits = data['hits']['total']['value']
+        if not total_hits:
+            return []
+
+        pbar = tqdm(total=total_hits, desc="Fetching URLs [Rate: 0/s | 0 MB/s]")
+        self.current_pbar = pbar
+        
+        while start < total_hits:
+            try:
+                tasks = [
+                    self._fetch_json(f"{base_url}&from={start + i * page_size}&size={page_size}") 
+                    for i in range(10)
+                ]
+                
+                results = await asyncio.gather(*tasks)
+                
+                for data in results:
+                    if data and 'hits' in data:
+                        hits = data['hits']['hits']
+                        if hits:
+                            batch_urls = [
+                                f"https://www.sec.gov/Archives/edgar/data/{hit['_source']['ciks'][0]}/{hit['_id'].split(':')[0]}.txt" 
+                                for hit in hits
+                            ]
+                            urls.extend(batch_urls)
+                            pbar.update(len(hits))
+                            self.update_progress_description()
+                
+                start += 10 * page_size
+
+            except RetryException as e:
+                print(f"\nRate limited. Sleeping for {e.retry_after} seconds...")
+                await asyncio.sleep(e.retry_after)
+                continue
+            except Exception as e:
+                print(f"\nError fetching URLs batch at {start}: {str(e)}")
+                break
+
+        pbar.close()
+        self.current_pbar = None
+        return urls
+
+    async def _download_file(self, url, filepath):
+        """Download single file with precise rate limiting."""
+        async with self.connection_semaphore:
+            async with self.limiter:
+                try:
+                    url = fix_filing_url(url)
+                    async with self.session.get(url) as response:
+                        if response.status == 429:
+                            raise RetryException(url)
+                        response.raise_for_status()
+                        content = await response.read()
+                        await self.rate_monitor.add_request(len(content))
+                        self.update_progress_description()
+                        
+                        parsed_data = None
+                        if self.parse_filings:
+                            try:
+                                os.makedirs(os.path.dirname(filepath), exist_ok=True)
+                                async with aiofiles.open(filepath, 'wb') as f:
+                                    await f.write(content)
+
+                                parsed_data = parse_sgml_submission(
+                                    content=content.decode(), 
+                                    output_dir=os.path.dirname(filepath) + f'/{url.split("/")[-1].split(".")[0].replace("-", "")}'
+                                )
+                                
+                                try:
+                                    os.remove(filepath)
+                                except Exception as e:
+                                    print(f"\nError deleting original file {filepath}: {str(e)}")
+                                    
+                            except Exception as e:
+                                print(f"\nError parsing {url}: {str(e)}")
+                                try:
+                                    os.remove(filepath)
+                                    parsed_dir = os.path.dirname(filepath) + f'/{url.split("/")[-1].split(".")[0].replace("-", "")}'
+                                    if os.path.exists(parsed_dir):
+                                        import shutil
+                                        shutil.rmtree(parsed_dir)
+                                except Exception as e:
+                                    print(f"\nError cleaning up files for {url}: {str(e)}")
+                        else:
+                            os.makedirs(os.path.dirname(filepath), exist_ok=True)
+                            async with aiofiles.open(filepath, 'wb') as f:
+                                await f.write(content)
+                        
+                        return filepath, parsed_data
+
+                except Exception as e:
+                    print(f"\nError downloading {url}: {str(e)}")
+                    return None
+
+    async def _download_worker(self, pbar):
+        """Worker to process download queue."""
+        while True:
+            try:
+                url, filepath = await self.download_queue.get()
+                result = await self._download_file(url, filepath)
+                if result:
+                    pbar.update(1)
+                self.download_queue.task_done()
+            except asyncio.CancelledError:
+                break
+            except Exception as e:
+                print(f"\nWorker error processing {url}: {str(e)}")
+                self.download_queue.task_done()
+
+    async def _download_and_process(self, urls, output_dir):
+        """Queue-based download processing."""
+        results = []
+        parsed_results = []
+        
+        pbar = tqdm(total=len(urls), desc="Downloading files [Rate: 0/s | 0 MB/s]")
+        self.current_pbar = pbar
+        
+        for url in urls:
+            filename = url.split('/')[-1]
+            filepath = os.path.join(output_dir, filename)
+            await self.download_queue.put((url, filepath))
+        
+        workers = [asyncio.create_task(self._download_worker(pbar)) 
+                  for _ in range(5)]  # Match number of workers to semaphore
+        
+        await self.download_queue.join()
+        
+        for worker in workers:
+            worker.cancel()
+        
+        await asyncio.gather(*workers, return_exceptions=True)
+        
+        pbar.close()
+        self.current_pbar = None
+        return results, parsed_results
+
+    def download_submissions(self, output_dir='filings', cik=None, ticker=None, submission_type=None, date=None, parse=True):
+        """Main method to download SEC filings."""
+        self.parse_filings = parse
+        
+        async def _download():
+            async with self as downloader:
+                if ticker is not None:
+                    cik_value = identifier_to_cik(ticker)
+                else:
+                    cik_value = cik
+
+                params = {}
+                if cik_value:
+                    if isinstance(cik_value, list):
+                        params['ciks'] = ','.join(str(c).zfill(10) for c in cik_value)
+                    else:
+                        params['ciks'] = str(cik_value).zfill(10)
+
+                params['forms'] = ','.join(submission_type) if isinstance(submission_type, list) else submission_type if submission_type else "-0"
+
+                if isinstance(date, list):
+                    dates = [(d, d) for d in date]
+                elif isinstance(date, tuple):
+                    dates = [date]
+                else:
+                    date_str = date if date else f"2001-01-01,{datetime.now().strftime('%Y-%m-%d')}"
+                    start, end = date_str.split(',')
+                    dates = [(start, end)]
+
+                all_filepaths = []
+                all_parsed_data = []
+                
+                for start_date, end_date in dates:
+                    params['startdt'] = start_date
+                    params['enddt'] = end_date
+                    base_url = "https://efts.sec.gov/LATEST/search-index"
+                    efts_url = f"{base_url}?{urlencode(params, doseq=True)}"
+                    
+                    urls = await self._get_filing_urls_from_efts(efts_url)
+                    if urls:
+                        filepaths, parsed_data = await self._download_and_process(urls, output_dir)
+                        all_filepaths.extend(filepaths)
+                        all_parsed_data.extend(parsed_data)
+
+                return all_filepaths, all_parsed_data
+
+        return asyncio.run(_download())
+
+    def download_company_concepts(self, output_dir='company_concepts', cik=None, ticker=None):
+        """Download company concept data."""
+        async def _download_concepts():
+            async with self as downloader:
+                if ticker is not None:
+                    ciks = identifier_to_cik(ticker)
+                elif cik:
+                    ciks = [cik] if not isinstance(cik, list) else cik
+                else:
+                    company_tickers = load_package_csv('company_tickers')
+                    ciks = [company['cik'] for company in company_tickers]
+
+                os.makedirs(output_dir, exist_ok=True)
+                urls = [f'https://data.sec.gov/api/xbrl/companyfacts/CIK{str(cik).zfill(10)}.json' for cik in ciks]
+                
+                pbar = tqdm(total=len(urls), desc="Downloading concepts [Rate: 0/s | 0 MB/s]")
+                self.current_pbar = pbar
+                
+                for url in urls:
+                    filename = url.split('/')[-1]
+                    filepath = os.path.join(output_dir, filename)
+                    await self.download_queue.put((url, filepath))
+                
+                workers = [asyncio.create_task(self._download_worker(pbar)) 
+                          for _ in range(5)]
+                
+                await self.download_queue.join()
+                
+                for worker in workers:
+                    worker.cancel()
+                
+                await asyncio.gather(*workers, return_exceptions=True)
+                
+                pbar.close()
+                self.current_pbar = None
+                
+                results = []
+                for url in urls:
+                    filename = url.split('/')[-1]
+                    filepath = os.path.join(output_dir, filename)
+                    if os.path.exists(filepath):
+                        results.append(filepath)
+                
+                return results
+
+        return asyncio.run(_download_concepts())