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Cleaned up files for publication on github
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Alexander Falk
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Sep 20, 2014
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| Original file line number | Diff line number | Diff line change |
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| @@ -0,0 +1,168 @@ | ||
| # 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://www.apache.org/licenses/LICENSE-2.0 | ||
| # | ||
| # 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 | ||
| from altova import xml, xsd, xbrl | ||
| import os | ||
| import fcntl | ||
|
|
||
| sec_ns = '/dei/' # was: 'http://xbrl.sec.gov/dei/' | ||
| fasb_ns = '/us-gaap/' # was: 'http://fasb.org/us-gaap/' | ||
|
|
||
| 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: | ||
| lock = Lock("/tmp/extract_ratios_lock.tmp") | ||
| 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 ) ) | ||
|
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||
|
|
||
| # 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() |
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