from edgar import * import ast import ujson from tqdm import tqdm from datetime import datetime from collections import defaultdict #Tell the SEC who you are set_identity("Max Mustermann max.mustermann@indigo.com") # Define quarter-end dates for a given year #The last quarter Q4 result is not shown in any sec files #But using the https://www.sec.gov/Archives/edgar/data/1045810/000104581024000029/nvda-20240128.htm 10-K you see the annual end result which can be subtracted with all Quarter results to obtain Q4 (dumb af but works so don't judge me people) def add_value_growth(data): """ Adds a new key 'valueGrowth' to each entry in the data list. Parameters: - data (list): A list of dictionaries containing date and value lists. Returns: - list: A new list with the 'valueGrowth' key added to each dictionary. """ # Initialize a new list for the output data updated_data = [] # Loop through the data from the latest to the oldest for i in range(len(data)): try: current_entry = data[i].copy() # Create a copy of the current entry current_values = current_entry['value'] # Initialize the growth percentages list if i < len(data) - 1: # Only compute growth if there is a next entry next_values = data[i + 1]['value'] growth_percentages = [] for j in range(len(current_values)): # Convert values to integers if they are strings next_value = int(next_values[j]) if isinstance(next_values[j], (int, str)) else 0 current_value = int(current_values[j]) if isinstance(current_values[j], (int, str)) else 0 # Calculate growth percentage if next_value is not zero if next_value != 0: growth = round(((current_value - next_value) / next_value) * 100,2) else: growth = None # Cannot calculate growth if next value is zero growth_percentages.append(growth) current_entry['valueGrowth'] = growth_percentages # Add the growth percentages else: current_entry['valueGrowth'] = [None] * len(current_values) # No growth for the last entry updated_data.append(current_entry) # Append the updated entry to the output list except: pass return updated_data def sort_by_latest_date_and_highest_value(data): # Define a key function to convert the date string to a datetime object # and use the negative of the integer value for descending order def sort_key(item): date = datetime.strptime(item['date'], '%Y-%m-%d') value = -int(item['value']) # Negative for descending order return (date, value) # Sort the list sorted_data = sorted(data, key=sort_key, reverse=True) return sorted_data def aggregate_other_values(data): aggregated = defaultdict(int) result = [] # First pass: aggregate 'Other' values and keep non-'Other' items for item in data: date = item['date'] value = int(item['value']) if item['name'] == 'Other': aggregated[date] += value else: result.append(item) # Second pass: add aggregated 'Other' values for date, value in aggregated.items(): result.append({'name': 'Other', 'value': int(value), 'date': date}) return sorted(result, key=lambda x: (x['date'], x['name'])) # Define quarter-end dates for a given year def closest_quarter_end(date_str): date = datetime.strptime(date_str, "%Y-%m-%d") year = date.year # Define quarter end dates for the current year q1 = datetime(year, 3, 31) q2 = datetime(year, 6, 30) q3 = datetime(year, 9, 30) q4 = datetime(year, 12, 31) # If the date is in January, return the last day of Q4 of the previous year if date.month == 1: closest = datetime(year - 1, 12, 31) # Last quarter of the previous year else: # Adjust to next year's Q4 if the date is in the last quarter of the current year if date >= q4: closest = q4.replace(year=year + 1) # Next year's last quarter else: # Find the closest quarter date closest = min([q1, q2, q3, q4], key=lambda d: abs(d - date)) # Return the closest quarter date in 'YYYY-MM-DD' format return closest.strftime("%Y-%m-%d") def compute_q4_results(dataset): # Group data by year and name yearly_data = defaultdict(lambda: defaultdict(dict)) for item in dataset: date = datetime.strptime(item['date'], '%Y-%m-%d') year = date.year quarter = (date.month - 1) // 3 + 1 yearly_data[year][item['name']][quarter] = item['value'] # Calculate Q4 results and update dataset for year in sorted(yearly_data.keys(), reverse=True): for name, quarters in yearly_data[year].items(): if 4 in quarters: # This is the year-end total total = quarters[4] q1 = quarters.get(1, 0) q2 = quarters.get(2, 0) q3 = quarters.get(3, 0) q4_value = total - (q1 + q2 + q3) # Update the original dataset for item in dataset: if item['name'] == name and item['date'] == f'{year}-12-31': item['value'] = q4_value break return dataset def generate_revenue_dataset(dataset): name_replacements = { "datacenter": "Data Center", "professionalvisualization": "Visualization", "oemandother": "OEM & Other", "automotive": "Automotive", "oemip": "OEM & Other", "gaming": "Gaming" } dataset = [revenue for revenue in dataset if revenue['name'] not in ['Compute', 'Networking']] for item in dataset: item['date'] = closest_quarter_end(item['date']) name = item.get('name').lower() value = int(item.get('value')) if name in name_replacements: item['name'] = name_replacements[name] item['value'] = int(value) # Custom order for specific countries custom_order = { 'Data Center': 4, 'Gaming': 3, 'Visualization': 2, 'Automotive': 1, 'OEM & Other': 0 } dataset = sorted( dataset, key=lambda item: (datetime.strptime(item['date'], '%Y-%m-%d'), custom_order.get(item['name'], 4)), reverse = True ) dataset = compute_q4_results(dataset) unique_names = sorted( list(set(item['name'] for item in dataset if item['name'] not in {'CloudServiceAgreements'})), key=lambda item: custom_order.get(item, 4), # Use 4 as default for items not in custom_order reverse=True) result = {} # Iterate through the original data for item in dataset: # Get the date and value date = item['date'] value = item['value'] # Initialize the dictionary for the date if not already done if date not in result: result[date] = {'date': date, 'value': []} # Append the value to the list result[date]['value'].append(value) # Convert the result dictionary to a list res_list = list(result.values()) # Print the final result res_list = add_value_growth(res_list) final_result = {'names': unique_names, 'history': res_list} return final_result def generate_geography_dataset(dataset): country_replacements = { "country:us": "United States", "country:cn": "China", "chinaincludinghongkong": "China" } # Custom order for specific countries custom_order = { 'United States': 2, 'China': 1, 'Other': 0 } for item in dataset: item['date'] = closest_quarter_end(item['date']) name = item.get('name').lower() value = int(float(item.get('value'))) if name in country_replacements: item['name'] = country_replacements[name] item['value'] = value else: item['name'] = 'Other' item['value'] = value dataset = aggregate_other_values(dataset) dataset = sorted( dataset, key=lambda item: (datetime.strptime(item['date'], '%Y-%m-%d'), custom_order.get(item['name'], 3)), reverse = True ) dataset = compute_q4_results(dataset) result = {} unique_names = sorted( list(set(item['name'] for item in dataset if item['name'] not in {'CloudServiceAgreements'})), key=lambda item: custom_order.get(item, 4), # Use 4 as default for items not in custom_order reverse=True) result = {} # Iterate through the original data for item in dataset: # Get the date and value date = item['date'] value = item['value'] # Initialize the dictionary for the date if not already done if date not in result: result[date] = {'date': date, 'value': []} # Append the value to the list result[date]['value'].append(value) # Convert the result dictionary to a list res_list = list(result.values()) # Print the final result res_list = add_value_growth(res_list) final_result = {'names': unique_names, 'history': res_list} return final_result def run(symbol): revenue_sources = [] geography_sources = [] filings = Company(symbol).get_filings(form=["10-K","10-Q"]).latest(20) #print(filings[0].xbrl()) for i in range(0,17): try: filing_xbrl = filings[i].xbrl() facts = filing_xbrl.facts.data latest_rows = facts.groupby('dimensions').head(1) for index, row in latest_rows.iterrows(): dimensions_str = row.get("dimensions", "{}") try: dimensions_dict = ast.literal_eval(dimensions_str) if isinstance(dimensions_str, str) else dimensions_str except (ValueError, SyntaxError): dimensions_dict = {} for column_name in ["srt:StatementGeographicalAxis","srt:ProductOrServiceAxis"]: product_dimension = dimensions_dict.get(column_name) if isinstance(dimensions_dict, dict) else None #print(product_dimension) #print(row["namespace"], row["fact"], product_dimension, row["value"]) if column_name == "srt:ProductOrServiceAxis": if row["namespace"] == "us-gaap" and product_dimension is not None and (product_dimension.startswith(symbol.lower() + ":") or product_dimension.startswith('country' + ":")): revenue_sources.append({ "name": product_dimension.replace("Member", "").replace(f"{symbol.lower()}:", ""), "value": row["value"], "date": row["end_date"] }) else: if row["namespace"] == "us-gaap" and product_dimension is not None and (product_dimension.startswith(symbol.lower() + ":") or product_dimension.startswith('country' + ":")): geography_sources.append({ "name": product_dimension.replace("Member", "").replace(f"{symbol.lower()}:", ""), "value": row["value"], "date": row["end_date"] }) except Exception as e: print(e) revenue_dataset = generate_revenue_dataset(revenue_sources) geographic_dataset = generate_geography_dataset(geography_sources) final_dataset = {'revenue': revenue_dataset, 'geographic': geographic_dataset} print(final_dataset) with open(f"json/business-metrics/{symbol}.json", "w") as file: ujson.dump(final_dataset, file) if __name__ == "__main__": symbol = 'NVDA' run(symbol)