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v0.6.0 — Quality Ratios, Concurrent Peers, Caching & Output Formats

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@zoharbabin zoharbabin released this 17 Apr 18:05
· 26 commits to main since this release
v0.6.0
fe583b0

Summary

New Financial Metrics

  • Quality/Accruals factors: Accruals Ratio, Earnings Quality, Cash Flow Coverage
  • Extended leverage ratios: Quick Ratio, Cash Ratio, Debt/Total Capital, Fixed Charge Coverage
  • Sloan Accrual: Working capital delta-based accrual measure (requires prior-year data)

Orchestrator Enhancements

  • TTM auto-integration: compute_ttm() now runs automatically in analyze(), results in multiyear.ttm
  • Concurrent peer fetching: ThreadPoolExecutor with Semaphore(10) SEC rate limiting
  • Expanded multi-period tracking: Cost of Revenue, Interest Expense, Income Tax Expense + derived margin % series

New Modules

  • CacheLayer (edgar_analytics.cache): SQLite-backed disk caching with TTL support via diskcache. Install with pip install edgar-analytics[cache]
  • CompanyFactsClient (edgar_analytics.company_facts): Cross-validation against SEC XBRL CompanyFacts API. Logs discrepancies as warnings, never modifies parsed metrics

Output Formats

  • to_dataframe(): One row per ticker, columns for every metric
  • to_panel(): MultiIndex DataFrame (ticker × period × metric) for quant research
  • to_parquet(path): Write snapshot data to Parquet. Install with pip install edgar-analytics[parquet]

Polish

  • py.typed marker (PEP 561) for downstream type checking
  • Expanded integration tests: IFRS filer (UL/20-F), bank (JPM/10-K), amended filings
  • 242 unit tests passing (50+ new)

Install

pip install edgar-analytics==0.6.0
# With optional extras:
pip install edgar-analytics[cache,parquet]==0.6.0

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