earningspy 0.1.3__tar.gz

earningspy-0.1.3/LICENSE

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+MIT License
+
+Copyright (c) 2017 c4road
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.

earningspy-0.1.3/MANIFEST.in

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+exclude Makefile
+exclude tests/*
+exclude docs/*
+exclude build/*
+exclude dist/*
+exclude .eggs/*
+exclude *.egg-info
+exclude *.egg
+exclude __pycache__/*
+exclude *.pyc
+exclude *.pyo
+exclude .tox/*
+exclude .pytest_cache/*
+exclude .coverage
+exclude NOTES.md
+exclude NOTES-AWS.md
+exclude BACKLOG.md
+exclude old_local_data/*
+exclude legacy_data/*
+exclude .env
+exclude .DS_Store
+exclude .vscode/*
+exclude .idea/*

earningspy-0.1.3/PKG-INFO

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+Metadata-Version: 2.4
+Name: earningspy
+Version: 0.1.3
+Summary: Python toolkit for PEAD research and earnings calendar analysis.
+Author-email: Alberto Rincones <alberto.rincones@code4road.com>
+License: MIT
+Project-URL: Homepage, https://github.com/c4road/earningspy
+Keywords: earnings,finance,AI,scraper,PEAD,quant
+Classifier: Development Status :: 4 - Beta
+Classifier: Intended Audience :: Information Technology
+Classifier: License :: OSI Approved :: MIT License
+Classifier: Topic :: Scientific/Engineering :: Information Analysis
+Classifier: Programming Language :: Python :: 3.9
+Classifier: Programming Language :: Python :: 3.10
+Classifier: Programming Language :: Python :: 3.11
+Requires-Python: ==3.10.*
+Description-Content-Type: text/markdown
+License-File: LICENSE
+Requires-Dist: aiohappyeyeballs==2.4.4
+Requires-Dist: aiohttp==3.11.10
+Requires-Dist: aiosignal==1.3.1
+Requires-Dist: async-timeout==5.0.1
+Requires-Dist: attrs==24.2.0
+Requires-Dist: beautifulsoup4==4.12.3
+Requires-Dist: certifi==2024.8.30
+Requires-Dist: charset-normalizer==3.4.0
+Requires-Dist: contourpy==1.3.2
+Requires-Dist: cssselect==1.2.0
+Requires-Dist: cycler==0.12.1
+Requires-Dist: fonttools==4.59.0
+Requires-Dist: frozenlist==1.5.0
+Requires-Dist: idna==3.10
+Requires-Dist: kiwisolver==1.4.8
+Requires-Dist: lxml==5.3.0
+Requires-Dist: matplotlib==3.10.3
+Requires-Dist: multidict==6.1.0
+Requires-Dist: numpy==2.2.0
+Requires-Dist: packaging==25.0
+Requires-Dist: pandas==2.2.3
+Requires-Dist: pillow==11.3.0
+Requires-Dist: propcache==0.2.1
+Requires-Dist: pyparsing==3.2.3
+Requires-Dist: python-dateutil==2.9.0.post0
+Requires-Dist: pytz==2024.2
+Requires-Dist: requests==2.32.3
+Requires-Dist: six==1.17.0
+Requires-Dist: soupsieve==2.6
+Requires-Dist: tenacity==9.0.0
+Requires-Dist: tqdm==4.67.1
+Requires-Dist: typing-extensions==4.12.2
+Requires-Dist: tzdata==2024.2
+Requires-Dist: urllib3==2.2.3
+Requires-Dist: user-agent==0.1.10
+Requires-Dist: yarl==1.18.3
+Dynamic: license-file
+
+# EarningsPy 📈
+
+EarningsPy is the elegant Python alternative for studying Post Earnings Announcement Drift (PEAD) in financial markets. Designed for quant researchers, data scientists, and finance professionals, this package provides robust tools to analyze earnings calendars, automate data collection, and perform advanced event studies with ease.
+
+## Features
+
+- 🗓️ **Earnings Calendar Access**: Effortlessly retrieve earnings dates by sector, industry, index, or market capitalization.
+- 🚀 **PEAD Analysis**: Built-in utilities to compute post-earnings drift and related statistics.
+- 🏦 **Data Integration**: Seamless integration with Finviz for comprehensive earnings and 20 min delayed market data.
+- 🔍 **Flexible Filtering**: Filter earnings events by week, month, or custom criteria.
+- 🛠️ **Quant-Friendly API**: Pandas-based workflows for easy integration into quant research pipelines.
+- 📊 **Excel-Ready Data**: Generate profiled, ready-to-use datasets for calculations and modeling directly in Excel.
+
+## Requirements
+
+- Tested in Python 3.10 only
+
+
+## Installation
+
+```bash
+pip install earningspy
+```

earningspy-0.1.3/README.md

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+# EarningsPy 📈
+
+EarningsPy is the elegant Python alternative for studying Post Earnings Announcement Drift (PEAD) in financial markets. Designed for quant researchers, data scientists, and finance professionals, this package provides robust tools to analyze earnings calendars, automate data collection, and perform advanced event studies with ease.
+
+## Features
+
+- 🗓️ **Earnings Calendar Access**: Effortlessly retrieve earnings dates by sector, industry, index, or market capitalization.
+- 🚀 **PEAD Analysis**: Built-in utilities to compute post-earnings drift and related statistics.
+- 🏦 **Data Integration**: Seamless integration with Finviz for comprehensive earnings and 20 min delayed market data.
+- 🔍 **Flexible Filtering**: Filter earnings events by week, month, or custom criteria.
+- 🛠️ **Quant-Friendly API**: Pandas-based workflows for easy integration into quant research pipelines.
+- 📊 **Excel-Ready Data**: Generate profiled, ready-to-use datasets for calculations and modeling directly in Excel.
+
+## Requirements
+
+- Tested in Python 3.10 only
+
+
+## Installation
+
+```bash
+pip install earningspy
+```

earningspy-0.1.3/earningspy/calendars/__init__.py

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+from .earnings import *

earningspy-0.1.3/earningspy/calendars/earnings.py

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+import pandas as pd
+from earningspy.generators.finviz.data import (
+    get_filters,
+    get_by_industry,
+    get_by_sector,
+    get_by_index,
+    get_by_industry,
+    get_micro_caps,
+    get_small_caps,
+    get_medium_caps,
+    get_by_earnings_date,
+)
+
+from earningspy.calendars.utils import calendar_pre_formatter, days_left
+from earningspy.common.constants import (  
+    FINVIZ_EARNINGS_DATE_KEY,
+    DAYS_LEFT_KEY,
+    ALLOWED_CAPITALIZATIONS,
+)
+
+class EarningSpy:
+
+    @classmethod
+    def filters(cls, *args, **kwargs):
+        return get_filters(*args, **kwargs)
+
+    @classmethod
+    def get_calendar(cls, sector=None, industry=None, index=None, future_only=True):
+        
+        finviz_data = cls.get_finviz(sector=sector, 
+                                     industry=industry, 
+                                     index=index)
+
+        finviz_data = cls._arrange(finviz_data)
+        if future_only:
+            finviz_data = finviz_data[finviz_data[DAYS_LEFT_KEY] >= 0]
+        return finviz_data
+
+    @classmethod
+    def get_finviz(cls,
+                   sector=None,
+                   industry=None,
+                   index=None):
+        
+        if industry and not index and not sector:
+            finviz_data = get_by_industry(industry)
+        elif sector and not index and not industry:
+            finviz_data = get_by_sector(sector)
+        elif index and not sector and not industry:
+            finviz_data = get_by_index(index)
+        else:
+            raise Exception('You can only pass sector, industry, or index not several of them')
+
+        return finviz_data
+
+    @classmethod
+    def get_finviz_get_by_industry(cls, tickers):
+        data = get_by_industry(tickers)
+        return cls._arrange(data)
+
+    @classmethod
+    def get_this_week_earnings(cls):
+        data = get_by_earnings_date(scope="this_week")
+        return cls._arrange(data)
+
+    @classmethod
+    def get_previous_week_earnings(cls):
+        data = get_by_earnings_date(scope="last_week")
+        return cls._arrange(data)
+
+    @classmethod
+    def get_next_week_earnings(cls):
+        data = get_by_earnings_date(scope="next_week")
+        return cls._arrange(data)
+
+    @classmethod
+    def get_this_month_earnings(cls):
+        data = get_by_earnings_date(scope="this_month")
+        return cls._arrange(data)
+
+    @classmethod
+    def get_today_bmo(cls):
+        data = get_by_earnings_date(scope="today_bmo")
+        return cls._arrange(data)
+
+    @classmethod
+    def get_yesterday_amc(cls):
+        data = get_by_earnings_date(scope="yesterday_amc")
+        return cls._arrange(data)
+
+    @classmethod
+    def get_by_capitalization(cls, cap='micro'):
+
+        if cap not in ALLOWED_CAPITALIZATIONS:
+            raise Exception(f"Invalid scope valid scopes {ALLOWED_CAPITALIZATIONS}")
+
+        factory = {
+            'micro': get_micro_caps,
+            'small': get_small_caps,
+            'medium': get_medium_caps, 
+        }
+
+        finviz_data = factory[cap]()
+
+        return cls._arrange(finviz_data)
+
+    @classmethod
+    def _check_missing_dates(cls, finviz_data):
+        missing_count = finviz_data.index.to_series().apply(
+            lambda row: isinstance(row, pd._libs.tslibs.nattype.NaTType) or pd.isna(row) or row is None
+        ).sum()
+        if missing_count > 0:
+            print(f"[WARNING] Found {missing_count} missing earnings dates in the data.")
+
+    @classmethod
+    def _compute_days_left(cls, finviz_data):
+        
+        cls._check_missing_dates(finviz_data)
+        finviz_data[DAYS_LEFT_KEY] = finviz_data.apply(lambda row: days_left(row), axis=1)
+        return finviz_data
+
+    @classmethod
+    def _arrange(cls, data):
+        data = data.set_index(FINVIZ_EARNINGS_DATE_KEY, drop=True)
+        data = data.sort_index(ascending=True)
+        data = cls._compute_days_left(data)
+        return calendar_pre_formatter(data)

earningspy-0.1.3/earningspy/calendars/utils.py

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+from datetime import datetime
+import pandas as pd
+from earningspy.common.constants import (
+    FIELDS_ORDER
+)
+
+
+def calendar_pre_formatter(data):
+
+    data.columns = data.columns.str.replace(' ', '_')
+    data.columns = data.columns.str.upper()
+    data.columns = data.columns.str.strip()
+
+    data = data.convert_dtypes().infer_objects()
+
+    data = data.round(4)
+    data = data[FIELDS_ORDER]
+    return data
+
+
+def days_left(row):
+    if isinstance(row.name, pd._libs.tslibs.nattype.NaTType) or pd.isna(row.name) or row.name is None:
+        return None
+    
+    earnings_date = row.name
+
+    if hasattr(earnings_date, "date"):
+        earnings_date = earnings_date.date()
+
+    today = datetime.today().date()
+    diff = (earnings_date - today).days
+    return diff

earningspy-0.1.3/earningspy/common/constants.py

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+TICKER_KEY = 'Ticker'
+TICKER_KEY_CAPITAL = 'TICKER'
+COMPANY_KEY_CAPITAL = 'COMPANY'
+DAYS_TO_EARNINGS_KEY_CAPITAL='DAYS_LEFT'
+DAYS_TO_EARNINGS_KEY_BEFORE_FORMAT='days_left'
+
+MARKET_DATA_TICKERS = ['^GSPC', '^TNX', '^RUT', '^VIX']
+TBILL_10_YEAR = '^TNX'
+
+FINVIZ_EARNINGS_DATE_KEY = 'EARNINGS_DATE'
+DAYS_LEFT_KEY = 'DAYS_LEFT'
+ALLOWED_CAPITALIZATIONS = ['micro', 'small', 'medium']
+
+# Post processing fields 
+ABS_RET_KEY='1+{}_RET'
+EXP_RET_KEY='EXP.RET_{}'
+BETA_KEY='BETA'
+RF_KEY='1+{}_RF'
+SP_500_TICKER='^GSPC'
+MARK_EXP_KEY='MARK_EXP_{}'
+CAPM_KEY='CAPM_{}'
+TBILL_10_YEAR='^TNX'
+VIX_TICKER='^VIX'
+VIX_KEY='1+{}_VIX'
+EARNING_VIX_KEY='EARNING_VIX'
+CAR_KEY='CAR_{}'
+BHAR_KEY='BHAR_{}'
+DATADATE_KEY='DATADATE'
+ALLOWED_WINDOWS = [3, 30, 60]
+
+AVAILABLE_CHECK_COLUMNS = [
+    EXP_RET_KEY,
+    ABS_RET_KEY,
+    MARK_EXP_KEY,
+    CAPM_KEY,
+    CAR_KEY,
+    BHAR_KEY,
+]
+
+FIELDS_ORDER = [
+'DAYS_LEFT',
+'TICKER',
+'COMPANY',
+'PRICE',
+'52W_NORM',
+'AVG_VOLUME',
+'DIVIDEND_EX_DATE',
+'DIVIDEND',
+'PAYOUT_RATIO',
+'SECTOR',
+'INDUSTRY',
+'COUNTRY',
+'MARKET_CAP',
+'P/E',
+'FWD_P/E',
+'PEG',
+'P/S',
+'P/B',
+'P/C',
+'P/FCF',
+'EPS',
+'EPS_NEXT_Q',
+'EPS_THIS_Y',
+'EPS_NEXT_Y',
+'EPS_PAST_5Y',
+'EPS_NEXT_5Y',
+'SALES_PAST_5Y',
+'SALES_Q/Q',
+'SALES_YOY_TTM',
+'EPS_Q/Q',
+'SALES',
+'INCOME',
+'EPS_SURPRISE',
+'REVENUE_SURPRISE',
+'OUTSTANDING',
+'VOLUME',
+'REL_VOLUME',
+'FLOAT',
+'FLOAT_%',
+'INSIDER_OWN',
+'INSIDER_TRANS',
+'INST_OWN',
+'INST_TRANS',
+'SHORT_FLOAT',
+'SHORT_RATIO',
+'SHORT_INTEREST',
+'ROA',
+'ROE',
+'ROIC',
+'CURR_R',
+'QUICK_R',
+'LTDEBT/EQ',
+'DEBT/EQ',
+'GROSS_M',
+'OPER_M',
+'PROFIT_M',
+'PERF_WEEK',
+'PERF_MONTH',
+'PERF_QUART',
+'PERF_HALF',
+'PERF_YEAR',
+'PERF_YTD',
+'BETA',
+'ATR',
+'VOLATILITY_W',
+'VOLATILITY_M',
+'SMA20',
+'SMA50',
+'SMA200',
+'RSI',
+'TARGET_PRICE',
+'BOOK/SH',
+'CASH/SH',
+'EMPLOYEES',
+'OPTIONABLE',
+'PREV_CLOSE',
+'SHORTABLE',
+'RECOM',
+'CHANGE',
+'DIVIDEND_TTM',
+'EPS_YOY_TTM',
+'IS_S&P500',
+'IS_RUSSELL',
+'IS_NASDAQ',
+'IS_DOW_JONES',
+'IS_AMC',
+'IS_BMO',
+'IS_USA',
+'DATADATE'
+]

earningspy-0.1.3/earningspy/generators/finviz/__init__.py

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+from earningspy.generators.finviz.main_func import (get_all_news, get_analyst_price_targets,
+                              get_insider, get_news, get_stock)
+from earningspy.generators.finviz.portfolio import Portfolio
+from earningspy.generators.finviz.screener import Screener

earningspy-0.1.3/earningspy/generators/finviz/config.py

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+connection_settings = dict(
+    CONCURRENT_CONNECTIONS=30,
+    CONNECTION_TIMEOUT=30000,
+)

earningspy-0.1.3/earningspy/generators/finviz/constants.py

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+CUSTOM_TABLE_FIELDS_ON_URL = """&c=0,1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16,17,18,19,20,21,23,22,78,127,128,24,25,85,26,27,28,29,30,31,32,33,34,35,36,37,
+38,39,40,41,42,43,44,45,46,47,48,49,50,51,52,53,54,57,58,59,62,63,64,65,66,67,68,69,73,74,76,77,79,80,81,82,83,84,120,130,131,132,133,134"""
+
+FINVIZ_DROP_COLUMNS = ["Earnings", "52W Range", "Return% 1Y", "Index", "52W High", "52W Low"]
+
+
+CUSTOM_TABLE_ALL_FIELDS_NEW = [
+    'Ticker',
+    'Company',
+    'Sector',
+    'Industry',
+    'Country',
+    'Market Cap',
+    'P/E',
+    'Fwd P/E',
+    'PEG',
+    'P/S',
+    'P/B',
+    'P/C',
+    'P/FCF',
+    'Dividend',
+    'Payout Ratio',
+    'EPS',
+    'EPS next Q',
+    'EPS This Y',
+    'EPS Next Y',
+    'EPS Past 5Y',
+    'EPS Next 5Y',
+    'Sales Past 5Y',
+    'Sales Q/Q',
+    'Sales YoY TTM',
+    'EPS Q/Q',
+    'Sales',
+    'Income',
+    'EPS Surprise',
+    'Revenue Surprise',
+    'Outstanding',
+    'Float',
+    'Float %',
+    'Insider Own',
+    'Insider Trans',
+    'Inst Own',
+    'Inst Trans',
+    'Short Float',
+    'Short Ratio',
+    'Short Interest',
+    'ROA',
+    'ROE',
+    'ROIC',
+    'Curr R',
+    'Quick R',
+    'LTDebt/Eq',
+    'Debt/Eq',
+    'Gross M',
+    'Oper M',
+    'Profit M',
+    'Perf Week',
+    'Perf Month',
+    'Perf Quart',
+    'Perf Half',
+    'Perf Year',
+    'Perf YTD',
+    'Beta',
+    'ATR',
+    'Volatility W',
+    'Volatility M',
+    'SMA20',
+    'SMA50',
+    'SMA200',
+    '52W High',
+    '52W Low',
+    'RSI',
+    'Earnings',
+    'Target Price',
+    'Book/sh',
+    'Cash/sh',
+    'Employees',
+    'Index',
+    'Optionable',
+    'Prev Close',
+    'Shortable',
+    'Recom',
+    'Avg Volume',
+    'Rel Volume',
+    'Volume',
+    'Price',
+    'Change',
+    'Return% 1Y',
+    'Dividend TTM',
+    'Dividend Ex Date',
+    'EPS YoY TTM',
+    '52W Range'
+]
+
+POST_GENERATED_FIELDS = [
+    '52W_NORM',
+    'LTDEBT/EQ',
+    'DIVIDEND_YIELD_EST',
+    'DIVIDEND_YIELD_TTM',
+    'IS_S&P500',
+    'IS_RUSSELL',
+    'IS_NASDAQ',
+    'IS_AMC',
+    'IS_BMO',
+    'DIVIDEND_EX-DATE',
+    'IS_OPTIONABLE',
+    'IS_SHORTABLE',
+    'VOLATILITY_RANGE',
+    'IS_USA',
+    'DATADATE',
+]
+
+
+MONEY_COLUMNS = [
+    'Avg Volume', 
+    'Outstanding',
+    'Market Cap',
+    'Float',
+    'Income',
+    'Sales',
+    'Short Interest',
+    'Outstanding',
+    'Float'
+]
+
+PERCENTAJE_COLUMNS = [
+    'Perf Week', 
+    'Perf Month', 
+    'Perf Quart', 
+    'Perf Year', 
+    'Perf YTD', 
+    'Volatility W', 
+    'Volatility M', 
+    'Change', 
+    'Insider Own',
+    'EPS Next Y',
+    'EPS This Y',
+    'EPS Past 5Y',
+    'EPS Next 5Y',
+    'Sales Past 5Y',
+    'Insider Trans',
+    'Inst Own',
+    'Perf Quart',
+    'Inst Trans',
+    'Perf Half',
+    'ROA',
+    'ROE',
+    'ROIC',
+    '52W High',
+    'Gross M',
+    '52W Low',
+    'Sales Q/Q',
+    'Oper M',
+    'EPS Q/Q',
+    'Profit M',
+    'Payout Ratio',
+    'SMA20',
+    'SMA50',
+    'SMA200',
+    'Dividend',
+    'Payout Ratio',
+    'EPS Surprise',
+    'Revenue Surprise',
+    'Float %',
+    'Oper M',
+    'Profit M',
+    'Short Float',
+    'EPS YoY TTM',
+    'Sales YoY TTM',
+]
+
+NUMERIC_COLUMNS = [
+    'Dividend TTM',
+    'P/FCF',
+    'Beta',
+    'EPS YoY TTM',
+    'ATR',
+    'Employees',
+    'Curr R',
+    'Quick R',
+    'RSI',
+    'Debt/Eq',
+    'LTDebt/Eq',
+    'Recom',
+    'Rel Volume',
+    'Price',
+    'Volume',
+    'P/E',
+    'Fwd P/E',
+    'PEG',
+    'P/S',
+    'Book/sh',
+    'P/B',
+    'Target Price',
+    'Cash/sh',
+    'P/C',
+    'EPS next Q',
+    'Fwd P/E',
+    'EPS',
+    'Short Ratio',
+    'Short Interest',
+    'RSI',
+    'Avg Volume',
+    'Return% 1Y',
+    'Outstanding',
+    'Float',
+    'ATR',
+    'Prev Close',
+]
+
+BOOLEAN_COLUMNS = [
+    'Optionable',
+    'Shortable'
+]
+
+TICKER_KEY = 'Ticker'
+VALID_SCOPES_EARNING_SCOPES = [
+    'last_week', 
+    'this_week', 
+    'next_week', 
+    'today_bmo', 
+    'yesterday_amc', 
+    'today',
+    'this_month'
+]