Tips

Clone this repository with

git clone https://github.com/semapheur/py-dash-quantapp

Virtual environment

venv

Create a Python virtual environment with

python -m venv ./<name>

Activate the virtual environment using

# Windows
<name>\scripts\activate.ps1

Conda

conda create --name <env> --file <this file>

Libraries

Install required Python libraries with

pip install -r requirements.txt

TailwindCSS

Install TailwindCSS with

# Node
npm install

Build the CSS file with

npm tw-build

Application

Run the application with

python app.py

XBRL taxonomy

https://xbrl.us/home/filers/sec-reporting/taxonomies/

Jupyter

DataFrame to HTML table

from IPython.display import display

Accounting terms

Revenue

• Revenues =
  • RevenueFromContractWithCustomerIncludingAssessedTax + RevenueNotFromContractWithCustomer
  • InterestAndDividendIncomeOperating + RevenuesExcludingInterestAndDividends
  • InterestIncomeExpenseAfterProvisionForLoanLoss + NoninterestIncome
• SalesRevenueNet
• RevenuesExcludingInterestAndDividends =
  • BrokerageCommissionsRevenue + InvestmentBankingRevenue + UnderwritingIncomeLoss + PrincipalTransactionsRevenue + (FeesAndCommissions) + (InsuranceServicesRevenue) + MarketDataRevenue
• FinancialServicesRevenue =
  • FeesAndCommissions + GainsLossesOnSalesOfAssets + PrincipalTransactionsRevenue + PremiumsEarnedNet + RevenueOtherFinancialServices
• InsuranceServicesRevenue =
  • PremiumsEarnedNet + InsuranceInvestmentIncome + GainLossOnSaleOfInsuranceBlock + InsuranceAgencyManagementFee + InsuranceCommissionsAndFees

revenue_noninterest = dividend_income_operating + investment_banking_advisory_brokerage_underwriting_fees_commissions + revenue_principal_transaction + revenue_premiums + gain_loss_sale_financial_assets + gain_loss_sale_leased_assets_operating + gain_loss_sale_stock_subsidiary + gain_loss_sale_property_plant_equipment + gain_loss_sale_business + gain_loss_derivative_intstruments_pretax + revenue_noninterest_other + gain_loss_venture_capital + income_bank_owned_life_insurance + income_loss_real_estate_operation + revenue_real_estate_investment_partnership + gain_loss_conversion_investments_foreign + gain_loss_sale_stock_unissued + impairment_recovery_mortgage_servicing_rights + gain_loss_foreign_currency_transaction_pretax + gain_debt_conversion + gain_loss_extinguishment_debt + other_noninterest_operating_income

Profit/Loss

• IncomeLossFromContinuingOperationsIncludingPortionAttributableToNoncontrollingInterest =
  • IncomeLossFromContinuingOperationsBeforeIncomeTaxesMinorityInterestAndIncomeLossFromEquityMethodInvestments - IncomeTaxExpenseBenefit + IncomeLossFromEquityMethodInvestments
  • IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest - IncomeTaxExpenseBenefit
• IncomeLossFromContinuingOperations = IncomeLossFromContinuingOperationsIncludingPortionAttributableToNoncontrollingInterest - IncomeLossFromContinuingOperationsAttributableToNoncontrollingEntity
• IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest = IncomeLossFromContinuingOperationsBeforeIncomeTaxesMinorityInterestAndIncomeLossFromEquityMethodInvestments + IncomeLossFromEquityMethodInvestments
• IncomeLossFromContinuingOperationsBeforeIncomeTaxesMinorityInterestAndIncomeLossFromEquityMethodInvestments = IncomeLossFromContinuingOperationsBeforeIncomeTaxesDomestic + IncomeLossFromContinuingOperationsBeforeIncomeTaxesForeign
• NetIncomeLossFromContinuingOperationsAvailableToCommonShareholdersBasic
• NetIncomeLossFromContinuingOperationsAvailableToCommonShareholdersDiluted
• IncomeLossBeforeExtraordinaryItemsAndCumulativeEffectOfChangeInAccountingPrinciple = IncomeLossFromContinuingOperationsIncludingPortionAttributableToNoncontrollingInterest + IncomeLossFromDiscontinuedOperationsNetOfTax
• ProfitLoss =
  • ExtraordinaryItemNetOfTax + IncomeLossBeforeExtraordinaryItemsAndCumulativeEffectOfChangeInAccountingPrinciple
  • NetIncomeLossIncludingPortionAttributableToNonredeemableNoncontrollingInterest - NetIncomeLossAttributableToRedeemableNoncontrollingInterest
  • IncomeLossFromContinuingOperationsIncludingPortionAttributableToNoncontrollingInterest + IncomeLossFromDiscontinuedOperationsNetOfTax
• NetIncomeLoss = ProfitLoss - NetIncomeLossAttributableToNoncontrollingInterest
• NetIncomeLossAvailableToCommonStockholdersBasic = NetIncomeLoss - PreferredStockDividendsAndOtherAdjustments
• NetIncomeLossAvailableToCommonStockholdersDiluted = NetIncomeLossAvailableToCommonStockholdersBasic + InterestOnConvertibleDebtNetOfTax + ConvertiblePreferredDividendsNetOfTax + DilutiveSecurities

Marketable securities

• Available for Sale (AFS)
• Held to Maturity (HTM)
• Held for Trading (HFT)
• Fair Value through Net Income (FVNI)
• Fair Value through Other Comprehensive Income (FVOCI)