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from typing import Any, Dict, List
from finnlp.data_sources.sec_filings.prepline_sec_filings.sec_document import (
REPORT_TYPES,
VALID_FILING_TYPES,
SECDocument,
)
from finnlp.data_sources.sec_filings.prepline_sec_filings.sections import (
ALL_SECTIONS,
SECTIONS_10K,
SECTIONS_10Q,
SECTIONS_S1,
section_string_to_enum,
validate_section_names,
)
from finnlp.data_sources.sec_filings.utils import get_filing_urls_to_download
import re
import signal
from datetime import date
from enum import Enum
from typing import Optional
import requests
from ratelimit import limits, sleep_and_retry
import os
try:
from unstructured.staging.base import convert_to_isd
except Exception:
class Element:
pass
def convert_to_isd(elements: List[Element]) -> List[Dict[str, Any]]:
"""Represents the document elements as an Initial Structured Document (ISD)."""
isd: List[Dict[str, str]] = []
for element in elements:
section = element.to_dict()
isd.append(section)
return isd
DATE_FORMAT_TOKENS = "%Y-%m-%d"
DEFAULT_BEFORE_DATE = date.today().strftime(DATE_FORMAT_TOKENS)
DEFAULT_AFTER_DATE = date(2000, 1, 1).strftime(DATE_FORMAT_TOKENS)
class timeout:
def __init__(self, seconds=1, error_message="Timeout"):
self.seconds = seconds
self.error_message = error_message
def handle_timeout(self, signum, frame):
raise TimeoutError(self.error_message)
def __enter__(self):
try:
signal.signal(signal.SIGALRM, self.handle_timeout)
signal.alarm(self.seconds)
except ValueError:
pass
def __exit__(self, type, value, traceback):
try:
signal.alarm(0)
except ValueError:
pass
# pipeline-api
def get_regex_enum(section_regex):
"""Get sections using regular expression
Args:
section_regex (str): regular expression for the section name
Returns:
CustomSECSection.CUSTOM: Custom regex section name
"""
class CustomSECSection(Enum):
CUSTOM = re.compile(section_regex)
@property
def pattern(self):
return self.value
return CustomSECSection.CUSTOM
class SECExtractor:
def __init__(
self,
tickers: List[str],
amount: int,
filing_type: str,
start_date: str = DEFAULT_AFTER_DATE,
end_date: str = DEFAULT_BEFORE_DATE,
sections: List[str] = ["_ALL"],
include_amends: bool = True,
):
"""_summary_
Args:
tickers (List[str]): list of ticker
amount (int): amount of documenteds
filing_type (str): 10-K or 10-Q
start_date (str, optional): start date of getting files. Defaults to DEFAULT_AFTER_DATE.
end_date (str, optional): end date of getting files. Defaults to DEFAULT_BEFORE_DATE.
sections (List[str], optional): sections required, check sections names. Defaults to ["_ALL"].
"""
self.tickers = tickers
self.amount = amount
self.filing_type = filing_type
self.start_date = start_date
self.end_date = end_date
self.sections = sections
self.include_amends = include_amends
def get_accession_numbers(self, tic: str) -> dict:
"""Get accession numbers and download URL for the SEC filing
Args:
tic (str): ticker symbol
Returns:
dict: final dictionary for all the urls and years mentioned
"""
final_dict = {}
filing_metadata = get_filing_urls_to_download(
self.filing_type,
tic,
self.amount,
self.start_date,
self.end_date,
include_amends=self.include_amends,
)
# fm.append(filing_metadata)
acc_nums_yrs = [
[
self.get_year(fm.filing_details_url),
fm.accession_number.replace("-", ""),
fm.full_submission_url,
]
for fm in filing_metadata
]
for idx, fm in enumerate(acc_nums_yrs[:-1]):
if fm[0] is None:
fm[0] = acc_nums_yrs[idx + 1][0]
for acy in acc_nums_yrs:
if tic not in final_dict:
final_dict.update({tic: []})
final_dict[tic].append(
{"year": acy[0], "accession_number": acy[1], "url": acy[2]}
)
return final_dict
def get_year(self, filing_details: str) -> str:
"""Get the year for 10-K and year,month for 10-Q
Args:
filing_details (str): filing url
Returns:
str: year for 10-K and year,month for 10-Q
"""
details = filing_details.split("/")[-1]
if self.filing_type == "10-K":
matches = re.findall("20\d{2}", details)
elif self.filing_type == "10-Q":
matches = re.findall("20\d{4}", details)
if matches:
return matches[-1] # Return the first match
else:
return None # In case no match is found
def get_all_text(self, section, all_narratives):
"""Join all the text from a section
Args:
section (str): section name
all_narratives (dict): dictionary of section names and text
Returns:
_type_: _description_
"""
all_texts = []
for text_dict in all_narratives[section]:
for key, val in text_dict.items():
if key == "text":
all_texts.append(val)
return " ".join(all_texts)
def get_text_from_url(self, url: str):
"""Get the text from filing document URL
Args:
url (str): url link
Returns:
_type_: all texts of sections and filing type of the document
"""
text = self.get_filing(
url, company="Unstructured Technologies", email="[email protected]"
)
all_narratives, filing_type = self.pipeline_api(text, m_section=self.sections)
all_narrative_dict = dict.fromkeys(all_narratives.keys())
for section in all_narratives:
all_narrative_dict[section] = self.get_all_text(section, all_narratives)
return all_narrative_dict, filing_type
def pipeline_api(self, text, m_section=[], m_section_regex=[]):
"""Unsturcured API to get the text
Args:
text (str): Text from the filing document URL
m_section (list, optional): Section required. Defaults to [].
m_section_regex (list, optional): Custom Section required using regex . Defaults to [].
Raises:
ValueError: Invalid document names
ValueError: Invalid section names
Returns:
section and correspoding texts
"""
validate_section_names(m_section)
sec_document = SECDocument.from_string(text)
if sec_document.filing_type not in VALID_FILING_TYPES:
raise ValueError(
f"SEC document filing type {sec_document.filing_type} is not supported,"
f" must be one of {','.join(VALID_FILING_TYPES)}"
)
results = {}
if m_section == [ALL_SECTIONS]:
filing_type = sec_document.filing_type
if filing_type in REPORT_TYPES:
if filing_type.startswith("10-K"):
m_section = [enum.name for enum in SECTIONS_10K]
elif filing_type.startswith("10-Q"):
m_section = [enum.name for enum in SECTIONS_10Q]
else:
raise ValueError(f"Invalid report type: {filing_type}")
else:
m_section = [enum.name for enum in SECTIONS_S1]
for section in m_section:
results[section] = sec_document.get_section_narrative(
section_string_to_enum[section]
)
for i, section_regex in enumerate(m_section_regex):
regex_num = get_regex_enum(section_regex)
with timeout(seconds=5):
section_elements = sec_document.get_section_narrative(regex_num)
results[f"REGEX_{i}"] = section_elements
return {
section: convert_to_isd(section_narrative)
for section, section_narrative in results.items()
}, sec_document.filing_type
@sleep_and_retry
@limits(calls=10, period=1)
def get_filing(self, url: str, company: str, email: str) -> str:
"""Fetches the specified filing from the SEC EDGAR Archives. Conforms to the rate
limits specified on the SEC website.
ref: https://www.sec.gov/os/accessing-edgar-data"""
session = self._get_session(company, email)
response = session.get(url)
response.raise_for_status()
return response.text
def _get_session(
self, company: Optional[str] = None, email: Optional[str] = None
) -> requests.Session:
"""Creates a requests sessions with the appropriate headers set. If these headers are not
set, SEC will reject your request.
ref: https://www.sec.gov/os/accessing-edgar-data"""
if company is None:
company = os.environ.get("SEC_API_ORGANIZATION")
if email is None:
email = os.environ.get("SEC_API_EMAIL")
assert company
assert email
session = requests.Session()
session.headers.update(
{
"User-Agent": f"{company} {email}",
"Content-Type": "text/html",
}
)
return session
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