The code I posted is modified to extract, print and write to CSV additional data points that the orginal code did not cover (like for example: Entity Common Stock Shares Outstanding"). I have enclosed the original code below.
Note, I should add that for the above security (Ford) there are two values for Entity Common Stock Shares Outstanding as one is for Common Stock and other is for Class B stock but as per SEC's website the XBRL for Ford's 10 Q shows the above values on two different lines but both have same name: EntityCommomStockSharesOutstanding
The modified code returns the values for both common stock and class B stock (both shown separately on my mac terminal screen under heading Entity Common Stock Shares Outstanding but the written CSV file only picks up one of the two values for Entity Common Stock Shares Oustanding
# Copyright 2014 Altova GmbH
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http:
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
import os, re, sys
from altova import xml, xsd, xbrl
sec_ns = '/dei/' # was: 'http:
fasb_ns = '/us-gaap/' # was: 'http:
# We need to implement a simple locking class that allows us to avoid having
# on_xbrl_valid called from multiple threads in RaptorXML at the same time.
if sys.platform == 'win32':
import msvcrt
# fcntl is not available under Windows, so we'll use a
# file locking function from the msvcrt library instead...
class Lock:
def __init__(self, filename):
self.filename = filename
# This will create it if it does not exist already
self.handle = open(filename, 'w')
# Bitwise OR fcntl.LOCK_NB if you need a non-blocking lock
def acquire(self):
msvcrt.locking(self.handle.fileno(), msvcrt.LK_LOCK, 1)
def release(self):
msvcrt.locking(self.handle.fileno(), msvcrt.LK_UNLCK, 1)
def __del__(self):
self.handle.close()
else:
import fcntl
# Under Linux and MacOS we can use the fcntl library to implement
# the simple file locking mechanism...
class Lock:
def __init__(self, filename):
self.filename = filename
# This will create it if it does not exist already
self.handle = open(filename, 'w')
# Bitwise OR fcntl.LOCK_NB if you need a non-blocking lock
def acquire(self):
fcntl.flock(self.handle, fcntl.LOCK_EX)
def release(self):
fcntl.flock(self.handle, fcntl.LOCK_UN)
def __del__(self):
self.handle.close()
def camelToSpaces( label ):
# Utility for pretty-printing the labels
s1 = re.sub('(.)([A-Z][a-z]+)', r'\1 \2', label)
return re.sub('([a-z0-9])([A-Z])', r'\1 \2', s1)
def factFinder( instance, namespace, label ):
# Locate facts in the instance document by namespace and label, ignoring facts that have a context with a segment_element
l = []
for f in instance.items:
if f.qname.namespace_name.find( namespace ) and f.qname.local_name == label:
segment = None
try:
entElement = f.context.entity.element
for childElement in entElement.children:
if childElement.local_name=="segment":
segment = childElement
except:
pass
if segment==None:
l.append( f )
return l
def printFacts( facts, indent=1, targetDate=None ):
# Find the fact for the relevant target date and print it
factValue = 0
for fact in facts:
if targetDate==None or fact.context.period.instant == targetDate:
if fact.concept.item_type==fact.concept.MONETARY_ITEM_TYPE:
factValue = fact.effective_numeric_value
print( indent * "\t", camelToSpaces( fact.qname.local_name ).ljust(100-indent*8), "$", '{0:>16,}'.format( factValue ) )
else:
factValue = fact.normalized_value
print( indent * "\t", camelToSpaces( fact.qname.local_name ).ljust(100-indent*8), factValue )
return factValue
def on_xbrl_valid( job, instance ):
try:
# a portable solution to get the tmp dir
import tempfile
tmp = tempfile.gettempdir()
tmplk = os.path.join( tmp, "extract_ratios_lock.tmp" )
lock = Lock(tmplk)
lock.acquire()
# Create output CSV file if it doesn't exist yet
if not os.path.isfile( "ratios.csv" ):
with open("ratios.csv", "a") as ratiofile:
ratiofile.write( "DocumentType,EntityName,CIK,PeriodEndDate,CurrentRatio,QuickRatio,CashRatio\n" )
ratiofile.close()
# Extract some basic facts from the filing, such as the effective end-date for balance sheet etc.
docEndDate = "2013-12-31"
documentType = factFinder( instance, sec_ns, "DocumentType" )
documentFiscalYearFocus = factFinder( instance, sec_ns, "DocumentFiscalYearFocus" )
documentFiscalPeriodFocus = factFinder( instance, sec_ns, "DocumentFiscalPeriodFocus" )
documentPeriodEndDate = factFinder( instance, sec_ns, "DocumentPeriodEndDate" )
if len(documentPeriodEndDate) > 0:
docEndDate = documentPeriodEndDate[0].normalized_value
# Extract Filer Name and other key data
entityRegistrantName = factFinder( instance, sec_ns, "EntityRegistrantName" )
entityCentralIndexKey = factFinder( instance, sec_ns, "EntityCentralIndexKey" )
entityCommonStockSharesOutstanding = factFinder( instance, sec_ns, "EntityCommonStockSharesOutstanding" )
# Print information about filing and entity
print( "Document and Entity Information:" )
docType = printFacts( documentType )
entityName = printFacts( entityRegistrantName )
entityCIK = printFacts( entityCentralIndexKey )
printFacts( documentPeriodEndDate )
printFacts( documentFiscalPeriodFocus )
printFacts( documentFiscalYearFocus )
if docType=="10-K" or docType=="10-Q":
# Now let's calculate some useful ratios from the balance sheet
print( "Analytical Ratios:" )
print( "\tBalance Sheet:" )
# Current Ratio
currentRatio = 0
print( "\t\tCurrent Ratio = Current Assets / Current Liabilities:" )
currentAssetsFacts = factFinder( instance, fasb_ns, "AssetsCurrent" )
currentLiabilitiesFacts = factFinder( instance, fasb_ns, "LiabilitiesCurrent" )
currentAssets = printFacts( currentAssetsFacts, 3, docEndDate )
currentLiabilities = printFacts( currentLiabilitiesFacts, 3, docEndDate )
if not currentLiabilities==0:
currentRatio = currentAssets / currentLiabilities
print( 3 * "\t", "Current Ratio = ".ljust(100-3*8), '{0:.2f}'.format( currentRatio ) )
# Quick Ratio
quickRatio = 0
print( "\t\tQuick Ratio = ( Cash + Short-Term Marketable Securities + Accounts Receivable ) / Current Liabilities:" )
cashFacts = factFinder( instance, fasb_ns, "Cash" )
if len(cashFacts)==0:
cashFacts = factFinder( instance, fasb_ns, "CashAndCashEquivalentsAtCarryingValue" )
if len(cashFacts)==0:
cashFacts = factFinder( instance, fasb_ns, "CashCashEquivalentsAndShortTermInvestments" )
marketableSecuritiesFacts = factFinder( instance, fasb_ns, "MarketableSecuritiesCurrent" )
if len(marketableSecuritiesFacts)==0:
marketableSecuritiesFacts = factFinder( instance, fasb_ns, "AvailableForSaleSecuritiesCurrent" )
if len(marketableSecuritiesFacts)==0:
marketableSecuritiesFacts = factFinder( instance, fasb_ns, "ShortTermInvestments" )
if len(marketableSecuritiesFacts)==0:
marketableSecuritiesFacts = factFinder( instance, fasb_ns, "OtherShortTermInvestments" )
accountsReceivableFacts = factFinder( instance, fasb_ns, "AccountsReceivableNetCurrent" )
currentLiabilitiesFacts = factFinder( instance, fasb_ns, "LiabilitiesCurrent" )
cash = printFacts( cashFacts, 3, docEndDate )
marketableSecurities = printFacts( marketableSecuritiesFacts, 3, docEndDate )
accountsReceivable = printFacts( accountsReceivableFacts, 3, docEndDate )
currentLiabilities = printFacts( currentLiabilitiesFacts, 3, docEndDate )
if not currentLiabilities==0:
quickRatio = ( cash + marketableSecurities + accountsReceivable ) / currentLiabilities
print( 3 * "\t", "Quick Ratio = ".ljust(100-3*8), '{0:.2f}'.format( quickRatio ) )
# Cash Ratio
cashRatio = 0
print( "\t\tCash Ratio = ( Cash + Short-Term Marketable Securities ) / Current Liabilities:" )
cash = printFacts( cashFacts, 3, docEndDate )
marketableSecurities = printFacts( marketableSecuritiesFacts, 3, docEndDate )
currentLiabilities = printFacts( currentLiabilitiesFacts, 3, docEndDate )
if not currentLiabilities==0:
cashRatio = ( cash + marketableSecurities ) / currentLiabilities
print( 3 * "\t", "Cash Ratio = ".ljust(100-3*8), '{0:.2f}'.format( cashRatio ) )
# Append ratios to a CSV file for further analysis
with open("ratios.csv", "a") as ratiofile:
ratiofile.write( docType + ',"' + entityName + '",' + entityCIK + "," + docEndDate + "," + '{0:.2f}'.format( currentRatio ) + "," + '{0:.2f}'.format( quickRatio ) + "," + '{0:.2f}'.format( cashRatio ) + "\n" )
ratiofile.close()
finally:
lock.release()Note, I should add that for the above security (Ford) there are two values for Entity Common Stock Shares Outstanding as one is for Common Stock and other is for Class B stock but as per SEC's website the XBRL for Ford's 10 Q shows the above values on two different lines but both have same name: EntityCommomStockSharesOutstanding
The modified code returns the values for both common stock and class B stock (both shown separately on my mac terminal screen under heading Entity Common Stock Shares Outstanding but the written CSV file only picks up one of the two values for Entity Common Stock Shares Oustanding
