720 lines
35 KiB
Python
720 lines
35 KiB
Python
_QUERY1_URL_ = 'https://query1.finance.yahoo.com'
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_BASE_URL_ = 'https://query2.finance.yahoo.com'
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_ROOT_URL_ = 'https://finance.yahoo.com'
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_SENTINEL_ = object()
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fundamentals_keys = {
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'financials': ["TaxEffectOfUnusualItems", "TaxRateForCalcs", "NormalizedEBITDA", "NormalizedDilutedEPS",
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"NormalizedBasicEPS", "TotalUnusualItems", "TotalUnusualItemsExcludingGoodwill",
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"NetIncomeFromContinuingOperationNetMinorityInterest", "ReconciledDepreciation",
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"ReconciledCostOfRevenue", "EBITDA", "EBIT", "NetInterestIncome", "InterestExpense",
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"InterestIncome", "ContinuingAndDiscontinuedDilutedEPS", "ContinuingAndDiscontinuedBasicEPS",
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"NormalizedIncome", "NetIncomeFromContinuingAndDiscontinuedOperation", "TotalExpenses",
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"RentExpenseSupplemental", "ReportedNormalizedDilutedEPS", "ReportedNormalizedBasicEPS",
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"TotalOperatingIncomeAsReported", "DividendPerShare", "DilutedAverageShares", "BasicAverageShares",
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"DilutedEPS", "DilutedEPSOtherGainsLosses", "TaxLossCarryforwardDilutedEPS",
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"DilutedAccountingChange", "DilutedExtraordinary", "DilutedDiscontinuousOperations",
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"DilutedContinuousOperations", "BasicEPS", "BasicEPSOtherGainsLosses", "TaxLossCarryforwardBasicEPS",
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"BasicAccountingChange", "BasicExtraordinary", "BasicDiscontinuousOperations",
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"BasicContinuousOperations", "DilutedNIAvailtoComStockholders", "AverageDilutionEarnings",
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"NetIncomeCommonStockholders", "OtherunderPreferredStockDividend", "PreferredStockDividends",
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"NetIncome", "MinorityInterests", "NetIncomeIncludingNoncontrollingInterests",
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"NetIncomeFromTaxLossCarryforward", "NetIncomeExtraordinary", "NetIncomeDiscontinuousOperations",
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"NetIncomeContinuousOperations", "EarningsFromEquityInterestNetOfTax", "TaxProvision",
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"PretaxIncome", "OtherIncomeExpense", "OtherNonOperatingIncomeExpenses", "SpecialIncomeCharges",
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"GainOnSaleOfPPE", "GainOnSaleOfBusiness", "OtherSpecialCharges", "WriteOff",
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"ImpairmentOfCapitalAssets", "RestructuringAndMergernAcquisition", "SecuritiesAmortization",
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"EarningsFromEquityInterest", "GainOnSaleOfSecurity", "NetNonOperatingInterestIncomeExpense",
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"TotalOtherFinanceCost", "InterestExpenseNonOperating", "InterestIncomeNonOperating",
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"OperatingIncome", "OperatingExpense", "OtherOperatingExpenses", "OtherTaxes",
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"ProvisionForDoubtfulAccounts", "DepreciationAmortizationDepletionIncomeStatement",
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"DepletionIncomeStatement", "DepreciationAndAmortizationInIncomeStatement", "Amortization",
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"AmortizationOfIntangiblesIncomeStatement", "DepreciationIncomeStatement", "ResearchAndDevelopment",
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"SellingGeneralAndAdministration", "SellingAndMarketingExpense", "GeneralAndAdministrativeExpense",
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"OtherGandA", "InsuranceAndClaims", "RentAndLandingFees", "SalariesAndWages", "GrossProfit",
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"CostOfRevenue", "TotalRevenue", "ExciseTaxes", "OperatingRevenue", "LossAdjustmentExpense",
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"NetPolicyholderBenefitsAndClaims", "PolicyholderBenefitsGross", "PolicyholderBenefitsCeded",
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"OccupancyAndEquipment", "ProfessionalExpenseAndContractServicesExpense", "OtherNonInterestExpense"],
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'balance-sheet': ["TreasurySharesNumber", "PreferredSharesNumber", "OrdinarySharesNumber", "ShareIssued", "NetDebt",
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"TotalDebt", "TangibleBookValue", "InvestedCapital", "WorkingCapital", "NetTangibleAssets",
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"CapitalLeaseObligations", "CommonStockEquity", "PreferredStockEquity", "TotalCapitalization",
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"TotalEquityGrossMinorityInterest", "MinorityInterest", "StockholdersEquity",
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"OtherEquityInterest", "GainsLossesNotAffectingRetainedEarnings", "OtherEquityAdjustments",
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"FixedAssetsRevaluationReserve", "ForeignCurrencyTranslationAdjustments",
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"MinimumPensionLiabilities", "UnrealizedGainLoss", "TreasuryStock", "RetainedEarnings",
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"AdditionalPaidInCapital", "CapitalStock", "OtherCapitalStock", "CommonStock", "PreferredStock",
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"TotalPartnershipCapital", "GeneralPartnershipCapital", "LimitedPartnershipCapital",
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"TotalLiabilitiesNetMinorityInterest", "TotalNonCurrentLiabilitiesNetMinorityInterest",
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"OtherNonCurrentLiabilities", "LiabilitiesHeldforSaleNonCurrent", "RestrictedCommonStock",
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"PreferredSecuritiesOutsideStockEquity", "DerivativeProductLiabilities", "EmployeeBenefits",
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"NonCurrentPensionAndOtherPostretirementBenefitPlans", "NonCurrentAccruedExpenses",
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"DuetoRelatedPartiesNonCurrent", "TradeandOtherPayablesNonCurrent",
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"NonCurrentDeferredLiabilities", "NonCurrentDeferredRevenue",
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"NonCurrentDeferredTaxesLiabilities", "LongTermDebtAndCapitalLeaseObligation",
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"LongTermCapitalLeaseObligation", "LongTermDebt", "LongTermProvisions", "CurrentLiabilities",
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"OtherCurrentLiabilities", "CurrentDeferredLiabilities", "CurrentDeferredRevenue",
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"CurrentDeferredTaxesLiabilities", "CurrentDebtAndCapitalLeaseObligation",
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"CurrentCapitalLeaseObligation", "CurrentDebt", "OtherCurrentBorrowings", "LineOfCredit",
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"CommercialPaper", "CurrentNotesPayable", "PensionandOtherPostRetirementBenefitPlansCurrent",
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"CurrentProvisions", "PayablesAndAccruedExpenses", "CurrentAccruedExpenses", "InterestPayable",
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"Payables", "OtherPayable", "DuetoRelatedPartiesCurrent", "DividendsPayable", "TotalTaxPayable",
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"IncomeTaxPayable", "AccountsPayable", "TotalAssets", "TotalNonCurrentAssets",
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"OtherNonCurrentAssets", "DefinedPensionBenefit", "NonCurrentPrepaidAssets",
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"NonCurrentDeferredAssets", "NonCurrentDeferredTaxesAssets", "DuefromRelatedPartiesNonCurrent",
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"NonCurrentNoteReceivables", "NonCurrentAccountsReceivable", "FinancialAssets",
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"InvestmentsAndAdvances", "OtherInvestments", "InvestmentinFinancialAssets",
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"HeldToMaturitySecurities", "AvailableForSaleSecurities",
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"FinancialAssetsDesignatedasFairValueThroughProfitorLossTotal", "TradingSecurities",
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"LongTermEquityInvestment", "InvestmentsinJointVenturesatCost",
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"InvestmentsInOtherVenturesUnderEquityMethod", "InvestmentsinAssociatesatCost",
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"InvestmentsinSubsidiariesatCost", "InvestmentProperties", "GoodwillAndOtherIntangibleAssets",
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"OtherIntangibleAssets", "Goodwill", "NetPPE", "AccumulatedDepreciation", "GrossPPE", "Leases",
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"ConstructionInProgress", "OtherProperties", "MachineryFurnitureEquipment",
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"BuildingsAndImprovements", "LandAndImprovements", "Properties", "CurrentAssets",
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"OtherCurrentAssets", "HedgingAssetsCurrent", "AssetsHeldForSaleCurrent", "CurrentDeferredAssets",
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"CurrentDeferredTaxesAssets", "RestrictedCash", "PrepaidAssets", "Inventory",
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"InventoriesAdjustmentsAllowances", "OtherInventories", "FinishedGoods", "WorkInProcess",
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"RawMaterials", "Receivables", "ReceivablesAdjustmentsAllowances", "OtherReceivables",
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"DuefromRelatedPartiesCurrent", "TaxesReceivable", "AccruedInterestReceivable", "NotesReceivable",
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"LoansReceivable", "AccountsReceivable", "AllowanceForDoubtfulAccountsReceivable",
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"GrossAccountsReceivable", "CashCashEquivalentsAndShortTermInvestments",
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"OtherShortTermInvestments", "CashAndCashEquivalents", "CashEquivalents", "CashFinancial",
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"CashCashEquivalentsAndFederalFundsSold"],
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'cash-flow': ["ForeignSales", "DomesticSales", "AdjustedGeographySegmentData", "FreeCashFlow",
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"RepurchaseOfCapitalStock", "RepaymentOfDebt", "IssuanceOfDebt", "IssuanceOfCapitalStock",
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"CapitalExpenditure", "InterestPaidSupplementalData", "IncomeTaxPaidSupplementalData",
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"EndCashPosition", "OtherCashAdjustmentOutsideChangeinCash", "BeginningCashPosition",
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"EffectOfExchangeRateChanges", "ChangesInCash", "OtherCashAdjustmentInsideChangeinCash",
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"CashFlowFromDiscontinuedOperation", "FinancingCashFlow", "CashFromDiscontinuedFinancingActivities",
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"CashFlowFromContinuingFinancingActivities", "NetOtherFinancingCharges", "InterestPaidCFF",
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"ProceedsFromStockOptionExercised", "CashDividendsPaid", "PreferredStockDividendPaid",
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"CommonStockDividendPaid", "NetPreferredStockIssuance", "PreferredStockPayments",
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"PreferredStockIssuance", "NetCommonStockIssuance", "CommonStockPayments", "CommonStockIssuance",
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"NetIssuancePaymentsOfDebt", "NetShortTermDebtIssuance", "ShortTermDebtPayments",
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"ShortTermDebtIssuance", "NetLongTermDebtIssuance", "LongTermDebtPayments", "LongTermDebtIssuance",
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"InvestingCashFlow", "CashFromDiscontinuedInvestingActivities",
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"CashFlowFromContinuingInvestingActivities", "NetOtherInvestingChanges", "InterestReceivedCFI",
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"DividendsReceivedCFI", "NetInvestmentPurchaseAndSale", "SaleOfInvestment", "PurchaseOfInvestment",
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"NetInvestmentPropertiesPurchaseAndSale", "SaleOfInvestmentProperties",
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"PurchaseOfInvestmentProperties", "NetBusinessPurchaseAndSale", "SaleOfBusiness",
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"PurchaseOfBusiness", "NetIntangiblesPurchaseAndSale", "SaleOfIntangibles", "PurchaseOfIntangibles",
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"NetPPEPurchaseAndSale", "SaleOfPPE", "PurchaseOfPPE", "CapitalExpenditureReported",
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"OperatingCashFlow", "CashFromDiscontinuedOperatingActivities",
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"CashFlowFromContinuingOperatingActivities", "TaxesRefundPaid", "InterestReceivedCFO",
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"InterestPaidCFO", "DividendReceivedCFO", "DividendPaidCFO", "ChangeInWorkingCapital",
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"ChangeInOtherWorkingCapital", "ChangeInOtherCurrentLiabilities", "ChangeInOtherCurrentAssets",
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"ChangeInPayablesAndAccruedExpense", "ChangeInAccruedExpense", "ChangeInInterestPayable",
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"ChangeInPayable", "ChangeInDividendPayable", "ChangeInAccountPayable", "ChangeInTaxPayable",
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"ChangeInIncomeTaxPayable", "ChangeInPrepaidAssets", "ChangeInInventory", "ChangeInReceivables",
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"ChangesInAccountReceivables", "OtherNonCashItems", "ExcessTaxBenefitFromStockBasedCompensation",
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"StockBasedCompensation", "UnrealizedGainLossOnInvestmentSecurities", "ProvisionandWriteOffofAssets",
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"AssetImpairmentCharge", "AmortizationOfSecurities", "DeferredTax", "DeferredIncomeTax",
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"DepreciationAmortizationDepletion", "Depletion", "DepreciationAndAmortization",
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"AmortizationCashFlow", "AmortizationOfIntangibles", "Depreciation", "OperatingGainsLosses",
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"PensionAndEmployeeBenefitExpense", "EarningsLossesFromEquityInvestments",
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"GainLossOnInvestmentSecurities", "NetForeignCurrencyExchangeGainLoss", "GainLossOnSaleOfPPE",
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"GainLossOnSaleOfBusiness", "NetIncomeFromContinuingOperations",
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"CashFlowsfromusedinOperatingActivitiesDirect", "TaxesRefundPaidDirect", "InterestReceivedDirect",
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"InterestPaidDirect", "DividendsReceivedDirect", "DividendsPaidDirect", "ClassesofCashPayments",
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"OtherCashPaymentsfromOperatingActivities", "PaymentsonBehalfofEmployees",
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"PaymentstoSuppliersforGoodsandServices", "ClassesofCashReceiptsfromOperatingActivities",
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"OtherCashReceiptsfromOperatingActivities", "ReceiptsfromGovernmentGrants", "ReceiptsfromCustomers"]}
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_PRICE_COLNAMES_ = ['Open', 'High', 'Low', 'Close', 'Adj Close']
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quote_summary_valid_modules = (
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"summaryProfile", # contains general information about the company
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"summaryDetail", # prices + volume + market cap + etc
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"assetProfile", # summaryProfile + company officers
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"fundProfile",
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"price", # current prices
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"quoteType", # quoteType
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"esgScores", # Environmental, social, and governance (ESG) scores, sustainability and ethical performance of companies
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"incomeStatementHistory",
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"incomeStatementHistoryQuarterly",
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"balanceSheetHistory",
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"balanceSheetHistoryQuarterly",
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"cashFlowStatementHistory",
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"cashFlowStatementHistoryQuarterly",
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"defaultKeyStatistics", # KPIs (PE, enterprise value, EPS, EBITA, and more)
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"financialData", # Financial KPIs (revenue, gross margins, operating cash flow, free cash flow, and more)
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"calendarEvents", # future earnings date
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"secFilings", # SEC filings, such as 10K and 10Q reports
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"upgradeDowngradeHistory", # upgrades and downgrades that analysts have given a company's stock
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"institutionOwnership", # institutional ownership, holders and shares outstanding
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"fundOwnership", # mutual fund ownership, holders and shares outstanding
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"majorDirectHolders",
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"majorHoldersBreakdown",
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"insiderTransactions", # insider transactions, such as the number of shares bought and sold by company executives
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"insiderHolders", # insider holders, such as the number of shares held by company executives
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"netSharePurchaseActivity", # net share purchase activity, such as the number of shares bought and sold by company executives
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"earnings", # earnings history
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"earningsHistory",
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"earningsTrend", # earnings trend
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"industryTrend",
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"indexTrend",
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"sectorTrend",
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"recommendationTrend",
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"futuresChain",
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)
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# map last updated as of 2025.12.19
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SECTOR_INDUSTY_MAPPING = {
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'Basic Materials': {'Specialty Chemicals',
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'Gold',
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'Building Materials',
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'Copper',
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'Steel',
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'Agricultural Inputs',
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'Chemicals',
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'Other Industrial Metals & Mining',
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'Lumber & Wood Production',
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'Aluminum',
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'Other Precious Metals & Mining',
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'Coking Coal',
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'Paper & Paper Products',
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'Silver'},
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'Communication Services': {'Advertising Agencies',
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'Broadcasting',
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'Electronic Gaming & Multimedia',
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'Entertainment',
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'Internet Content & Information',
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'Publishing',
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'Telecom Services'},
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'Consumer Cyclical': {'Apparel Manufacturing',
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'Apparel Retail',
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'Auto & Truck Dealerships',
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'Auto Manufacturers',
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'Auto Parts',
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'Department Stores',
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'Footwear & Accessories',
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'Furnishings, Fixtures & Appliances',
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'Gambling',
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'Home Improvement Retail',
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'Internet Retail',
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'Leisure',
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'Lodging',
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'Luxury Goods',
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'Packaging & Containers',
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'Personal Services',
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'Recreational Vehicles',
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'Residential Construction',
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'Resorts & Casinos',
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'Restaurants',
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'Specialty Retail',
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'Textile Manufacturing',
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'Travel Services'},
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'Consumer Defensive': {'Beverages—Brewers',
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'Beverages—Non-Alcoholic',
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'Beverages—Wineries & Distilleries',
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'Confectioners',
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'Discount Stores',
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'Education & Training Services',
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'Farm Products',
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'Food Distribution',
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'Grocery Stores',
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'Household & Personal Products',
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'Packaged Foods',
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'Tobacco'},
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'Energy': {'Oil & Gas Drilling',
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'Oil & Gas E&P',
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'Oil & Gas Equipment & Services',
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'Oil & Gas Integrated',
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'Oil & Gas Midstream',
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'Oil & Gas Refining & Marketing',
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'Thermal Coal',
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'Uranium'},
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'Financial Services': {'Asset Management',
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'Banks—Diversified',
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'Banks—Regional',
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'Capital Markets',
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'Credit Services',
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'Financial Conglomerates',
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'Financial Data & Stock Exchanges',
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'Insurance Brokers',
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'Insurance—Diversified',
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'Insurance—Life',
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'Insurance—Property & Casualty',
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'Insurance—Reinsurance',
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'Insurance—Specialty',
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'Mortgage Finance',
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'Shell Companies'},
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'Healthcare': {'Biotechnology',
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'Diagnostics & Research',
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'Drug Manufacturers—General',
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'Drug Manufacturers—Specialty & Generic',
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'Health Information Services',
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'Healthcare Plans',
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'Medical Care Facilities',
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'Medical Devices',
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'Medical Instruments & Supplies',
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'Medical Distribution',
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'Pharmaceutical Retailers'},
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'Industrials': {'Aerospace & Defense',
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'Airlines',
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'Airports & Air Services',
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'Building Products & Equipment',
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'Business Equipment & Supplies',
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'Conglomerates',
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'Consulting Services',
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'Electrical Equipment & Parts',
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'Engineering & Construction',
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'Farm & Heavy Construction Machinery',
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'Industrial Distribution',
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'Infrastructure Operations',
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'Integrated Freight & Logistics',
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'Marine Shipping',
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'Metal Fabrication',
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'Pollution & Treatment Controls',
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'Railroads',
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'Rental & Leasing Services',
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'Security & Protection Services',
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'Specialty Business Services',
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'Specialty Industrial Machinery',
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'Staffing & Employment Services',
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'Tools & Accessories',
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'Trucking',
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'Waste Management'},
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'Real Estate': {'Real Estate—Development',
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'Real Estate Services',
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'Real Estate—Diversified',
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'REIT—Healthcare Facilities',
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'REIT—Hotel & Motel',
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'REIT—Industrial',
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'REIT—Office',
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'REIT—Residential',
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'REIT—Retail',
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'REIT—Mortgage',
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'REIT—Specialty',
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'REIT—Diversified'},
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'Technology': {'Communication Equipment',
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'Computer Hardware',
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'Consumer Electronics',
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'Electronic Components',
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'Electronics & Computer Distribution',
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'Information Technology Services',
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'Scientific & Technical Instruments',
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'Semiconductor Equipment & Materials',
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'Semiconductors',
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'Software—Application',
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'Software—Infrastructure',
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'Solar'},
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'Utilities': {'Utilities—Diversified',
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'Utilities—Independent Power Producers',
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'Utilities—Regulated Electric',
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'Utilities—Regulated Gas',
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'Utilities—Regulated Water',
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'Utilities—Renewable'},
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}
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SECTOR_INDUSTY_MAPPING_LC = {}
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for k in SECTOR_INDUSTY_MAPPING.keys():
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k2 = k.lower().replace('& ', '').replace('- ', '').replace(', ', ' ').replace(' ', '-')
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SECTOR_INDUSTY_MAPPING_LC[k2] = []
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for v in SECTOR_INDUSTY_MAPPING[k]:
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v2 = v.lower().replace('& ', '').replace('- ', '').replace(', ', ' ').replace(' ', '-')
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SECTOR_INDUSTY_MAPPING_LC[k2].append(v2)
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# _MIC_TO_YAHOO_SUFFIX maps Market Identifier Codes (MIC) to Yahoo Finance market suffixes.
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# c.f. :
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# https://help.yahoo.com/kb/finance-for-web/SLN2310.html;_ylt=AwrJKiCZFo9g3Y8AsDWPAwx.;_ylu=Y29sbwMEcG9zAzEEdnRpZAMEc2VjA3Ny?locale=en_US
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# https://www.iso20022.org/market-identifier-codes
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_MIC_TO_YAHOO_SUFFIX = {
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'XCBT': 'CBT', 'XCME': 'CME', 'IFUS': 'NYB', 'CECS': 'CMX', 'XNYM': 'NYM', 'XNYS': '', 'XNAS': '', # United States
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'XBUE': 'BA', # Argentina
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'XVIE': 'VI', # Austria
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'XASX': 'AX', 'XAUS': 'XA', # Australia
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'XBRU': 'BR', # Belgium
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'BVMF': 'SA', # Brazil
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'CNSX': 'CN', 'NEOE': 'NE', 'XTSE': 'TO', 'XTSX': 'V', # Canada
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'XSGO': 'SN', # Chile
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'XSHG': 'SS', 'XSHE': 'SZ', # China
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'XBOG': 'CL', # Colombia
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'XPRA': 'PR', # Czech Republic
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'XCSE': 'CO', # Denmark
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'XCAI': 'CA', # Egypt
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'XTAL': 'TL', # Estonia
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'CEUX': 'XD', 'XEUR': 'NX', # Europe (Cboe Europe, Euronext)
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'XHEL': 'HE', # Finland
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'XPAR': 'PA', # France
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'XBER': 'BE', 'XBMS': 'BM', 'XDUS': 'DU', 'XFRA': 'F', 'XHAM': 'HM', 'XHAN': 'HA', 'XMUN': 'MU', 'XSTU': 'SG', 'XETR': 'DE', # Germany
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'XATH': 'AT', # Greece
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'XHKG': 'HK', # Hong Kong
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'XBUD': 'BD', # Hungary
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'XICE': 'IC', # Iceland
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'XBOM': 'BO', 'XNSE': 'NS', # India
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'XIDX': 'JK', # Indonesia
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'XDUB': 'IR', # Ireland
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'XTAE': 'TA', # Israel
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'MTAA': 'MI', 'EUTL': 'TI', # Italy
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'XTKS': 'T', # Japan
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'XKFE': 'KW', # Kuwait
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'XRIS': 'RG', # Latvia
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'XVIL': 'VS', # Lithuania
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'XKLS': 'KL', # Malaysia
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'XMEX': 'MX', # Mexico
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'XAMS': 'AS', # Netherlands
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'XNZE': 'NZ', # New Zealand
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'XOSL': 'OL', # Norway
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'XPHS': 'PS', # Philippines
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'XWAR': 'WA', # Poland
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'XLIS': 'LS', # Portugal
|
|
'XQAT': 'QA', # Qatar
|
|
'XBSE': 'RO', # Romania
|
|
'XSES': 'SI', # Singapore
|
|
'XJSE': 'JO', # South Africa
|
|
'XKRX': 'KS', 'KQKS': 'KQ', # South Korea
|
|
'BMEX': 'MC', # Spain
|
|
'XSAU': 'SR', # Saudi Arabia
|
|
'XSTO': 'ST', # Sweden
|
|
'XSWX': 'SW', # Switzerland
|
|
'ROCO': 'TWO', 'XTAI': 'TW', # Taiwan
|
|
'XBKK': 'BK', # Thailand
|
|
'XIST': 'IS', # Turkey
|
|
'XDFM': 'AE', # UAE
|
|
'AQXE': 'AQ', 'XCHI': 'XC', 'XLON': 'L', 'ILSE': 'IL', # United Kingdom
|
|
'XCAR': 'CR', # Venezuela
|
|
'XSTC': 'VN' # Vietnam
|
|
}
|
|
|
|
def merge_two_level_dicts(dict1, dict2):
|
|
result = dict1.copy()
|
|
for key, value in dict2.items():
|
|
if key in result:
|
|
# If both are sets, merge them
|
|
if isinstance(value, set) and isinstance(result[key], set):
|
|
result[key] = result[key] | value
|
|
# If both are dicts, merge their contents
|
|
elif isinstance(value, dict) and isinstance(result[key], dict):
|
|
result[key] = {
|
|
k: (result[key].get(k, set()) | v if isinstance(v, set)
|
|
else v) if k in result[key]
|
|
else v
|
|
for k, v in value.items()
|
|
}
|
|
else:
|
|
result[key] = value
|
|
return result
|
|
|
|
EQUITY_SCREENER_EQ_MAP = {
|
|
"exchange": {
|
|
'ar': {'BUE'},
|
|
'at': {'VIE'},
|
|
'au': {'ASX'},
|
|
'be': {'BRU'},
|
|
'br': {'SAO'},
|
|
'ca': {'CNQ', 'NEO', 'TOR', 'VAN'},
|
|
'ch': {'EBS'},
|
|
'cl': {'SGO'},
|
|
'cn': {'SHH', 'SHZ'},
|
|
'co': {'BVC'},
|
|
'cz': {'PRA'},
|
|
'de': {'BER', 'DUS', 'FRA', 'HAM', 'GER', 'MUN', 'STU'},
|
|
'dk': {'CPH'},
|
|
'ee': {'TAL'},
|
|
'eg': {'CAI'},
|
|
'es': {'MCE'},
|
|
'fi': {'HEL'},
|
|
'fr': {'PAR'},
|
|
'gb': {'AQS', 'IOB', 'LSE'},
|
|
'gr': {'ATH'},
|
|
'hk': {'HKG'},
|
|
'hu': {'BUD'},
|
|
'id': {'JKT'},
|
|
'ie': {'ISE'},
|
|
'il': {'TLV'},
|
|
'in': {'BSE', 'NSI'},
|
|
'is': {'ICE'},
|
|
'it': {'MIL'},
|
|
'jp': {'FKA', 'JPX', 'SAP'},
|
|
'kr': {'KOE', 'KSC'},
|
|
'kw': {'KUW'},
|
|
'lk': {},
|
|
'lt': {'LIT'},
|
|
'lv': {'RIS'},
|
|
'mx': {'MEX'},
|
|
'my': {'KLS'},
|
|
'nl': {'AMS'},
|
|
'no': {'OSL'},
|
|
'nz': {'NZE'},
|
|
'pe': {},
|
|
'ph': {'PHP', 'PHS'},
|
|
'pk': {},
|
|
'pl': {'WSE'},
|
|
'pt': {'LIS'},
|
|
'qa': {'DOH'},
|
|
'ro': {'BVB'},
|
|
'ru': {},
|
|
'sa': {'SAU'},
|
|
'se': {'STO'},
|
|
'sg': {'SES'},
|
|
'sr': {},
|
|
'sw': {'EBS'},
|
|
'th': {'SET'},
|
|
'tr': {'IST'},
|
|
'tw': {'TAI', 'TWO'},
|
|
'us': {'ASE', 'BTS', 'CXI', 'NCM', 'NGM', 'NMS', 'NYQ', 'OEM', 'OQB', 'OQX', 'PCX', 'PNK', 'YHD'},
|
|
've': {'CCS'},
|
|
'vn': {},
|
|
'za': {'JNB'}
|
|
},
|
|
"sector": {
|
|
"Basic Materials", "Industrials", "Communication Services", "Healthcare",
|
|
"Real Estate", "Technology", "Energy", "Utilities", "Financial Services",
|
|
"Consumer Defensive", "Consumer Cyclical"
|
|
},
|
|
"industry": SECTOR_INDUSTY_MAPPING,
|
|
"peer_group": {
|
|
"US Fund Equity Energy",
|
|
"US CE Convertibles",
|
|
"EAA CE UK Large-Cap Equity",
|
|
"EAA CE Other",
|
|
"US Fund Financial",
|
|
"India CE Multi-Cap",
|
|
"US Fund Foreign Large Blend",
|
|
"US Fund Consumer Cyclical",
|
|
"EAA Fund Global Equity Income",
|
|
"China Fund Sector Equity Financial and Real Estate",
|
|
"US Fund Equity Precious Metals",
|
|
"EAA Fund RMB Bond - Onshore",
|
|
"China Fund QDII Greater China Equity",
|
|
"US Fund Large Growth",
|
|
"EAA Fund Germany Equity",
|
|
"EAA Fund Hong Kong Equity",
|
|
"EAA CE UK Small-Cap Equity",
|
|
"US Fund Natural Resources",
|
|
"US CE Preferred Stock",
|
|
"India Fund Sector - Financial Services",
|
|
"US Fund Diversified Emerging Mkts",
|
|
"EAA Fund South Africa & Namibia Equity",
|
|
"China Fund QDII Sector Equity",
|
|
"EAA CE Sector Equity Biotechnology",
|
|
"EAA Fund Switzerland Equity",
|
|
"US Fund Large Value",
|
|
"EAA Fund Asia ex-Japan Equity",
|
|
"US Fund Health",
|
|
"US Fund China Region",
|
|
"EAA Fund Emerging Europe ex-Russia Equity",
|
|
"EAA Fund Sector Equity Industrial Materials",
|
|
"EAA Fund Japan Large-Cap Equity",
|
|
"EAA Fund EUR Corporate Bond",
|
|
"US Fund Technology",
|
|
"EAA CE Global Large-Cap Blend Equity",
|
|
"Mexico Fund Mexico Equity",
|
|
"US Fund Trading--Leveraged Equity",
|
|
"EAA Fund Sector Equity Consumer Goods & Services",
|
|
"US Fund Large Blend",
|
|
"EAA Fund Global Flex-Cap Equity",
|
|
"EAA Fund EUR Aggressive Allocation - Global",
|
|
"EAA Fund China Equity",
|
|
"EAA Fund Global Large-Cap Growth Equity",
|
|
"US CE Options-based",
|
|
"EAA Fund Sector Equity Financial Services",
|
|
"EAA Fund Europe Large-Cap Blend Equity",
|
|
"EAA Fund China Equity - A Shares",
|
|
"EAA Fund USD Corporate Bond",
|
|
"EAA Fund Eurozone Large-Cap Equity",
|
|
"China Fund Aggressive Allocation Fund",
|
|
"EAA Fund Sector Equity Technology",
|
|
"EAA Fund Global Emerging Markets Equity",
|
|
"EAA Fund EUR Moderate Allocation - Global",
|
|
"EAA Fund Other Bond",
|
|
"EAA Fund Denmark Equity",
|
|
"EAA Fund US Large-Cap Blend Equity",
|
|
"India Fund Large-Cap",
|
|
"Paper & Forestry",
|
|
"Containers & Packaging",
|
|
"US Fund Miscellaneous Region",
|
|
"Energy Services",
|
|
"EAA Fund Other Equity",
|
|
"Homebuilders",
|
|
"Construction Materials",
|
|
"China Fund Equity Funds",
|
|
"Steel",
|
|
"Consumer Durables",
|
|
"EAA Fund Global Large-Cap Blend Equity",
|
|
"Transportation Infrastructure",
|
|
"Precious Metals",
|
|
"Building Products",
|
|
"Traders & Distributors",
|
|
"Electrical Equipment",
|
|
"Auto Components",
|
|
"Construction & Engineering",
|
|
"Aerospace & Defense",
|
|
"Refiners & Pipelines",
|
|
"Diversified Metals",
|
|
"Textiles & Apparel",
|
|
"Industrial Conglomerates",
|
|
"Household Products",
|
|
"Commercial Services",
|
|
"Food Retailers",
|
|
"Semiconductors",
|
|
"Media",
|
|
"Automobiles",
|
|
"Consumer Services",
|
|
"Technology Hardware",
|
|
"Transportation",
|
|
"Telecommunication Services",
|
|
"Oil & Gas Producers",
|
|
"Machinery",
|
|
"Retailing",
|
|
"Healthcare",
|
|
"Chemicals",
|
|
"Food Products",
|
|
"Diversified Financials",
|
|
"Real Estate",
|
|
"Insurance",
|
|
"Utilities",
|
|
"Pharmaceuticals",
|
|
"Software & Services",
|
|
"Banks"
|
|
}
|
|
}
|
|
EQUITY_SCREENER_EQ_MAP['region'] = EQUITY_SCREENER_EQ_MAP['exchange'].keys()
|
|
ordered_keys = ['region'] + [k for k in EQUITY_SCREENER_EQ_MAP.keys() if k != 'region']
|
|
EQUITY_SCREENER_EQ_MAP = {k:EQUITY_SCREENER_EQ_MAP[k] for k in ordered_keys}
|
|
FUND_SCREENER_EQ_MAP = {
|
|
"exchange": {
|
|
'us': {'NAS'}
|
|
}
|
|
}
|
|
COMMON_SCREENER_FIELDS = {
|
|
"price":{
|
|
"eodprice",
|
|
"intradaypricechange",
|
|
"intradayprice"
|
|
},
|
|
"eq_fields": {
|
|
"exchange"},
|
|
}
|
|
FUND_SCREENER_FIELDS = {
|
|
"eq_fields": {
|
|
"categoryname",
|
|
"performanceratingoverall",
|
|
"initialinvestment",
|
|
"annualreturnnavy1categoryrank",
|
|
"riskratingoverall"}
|
|
}
|
|
FUND_SCREENER_FIELDS = merge_two_level_dicts(FUND_SCREENER_FIELDS, COMMON_SCREENER_FIELDS)
|
|
EQUITY_SCREENER_FIELDS = {
|
|
"eq_fields": {
|
|
"region",
|
|
"sector",
|
|
"peer_group",
|
|
"industry"},
|
|
"price":{
|
|
"lastclosemarketcap.lasttwelvemonths",
|
|
"percentchange",
|
|
"lastclose52weekhigh.lasttwelvemonths",
|
|
"fiftytwowkpercentchange",
|
|
"lastclose52weeklow.lasttwelvemonths",
|
|
"intradaymarketcap"},
|
|
"trading":{
|
|
"beta",
|
|
"avgdailyvol3m",
|
|
"pctheldinsider",
|
|
"pctheldinst",
|
|
"dayvolume",
|
|
"eodvolume"},
|
|
"short_interest":{
|
|
"short_percentage_of_shares_outstanding.value",
|
|
"short_interest.value",
|
|
"short_percentage_of_float.value",
|
|
"days_to_cover_short.value",
|
|
"short_interest_percentage_change.value"},
|
|
"valuation":{
|
|
"bookvalueshare.lasttwelvemonths",
|
|
"lastclosemarketcaptotalrevenue.lasttwelvemonths",
|
|
"lastclosetevtotalrevenue.lasttwelvemonths",
|
|
"pricebookratio.quarterly",
|
|
"peratio.lasttwelvemonths",
|
|
"lastclosepricetangiblebookvalue.lasttwelvemonths",
|
|
"lastclosepriceearnings.lasttwelvemonths",
|
|
"pegratio_5y"},
|
|
"profitability":{
|
|
"consecutive_years_of_dividend_growth_count",
|
|
"returnonassets.lasttwelvemonths",
|
|
"returnonequity.lasttwelvemonths",
|
|
"forward_dividend_per_share",
|
|
"forward_dividend_yield",
|
|
"returnontotalcapital.lasttwelvemonths"},
|
|
"leverage":{
|
|
"lastclosetevebit.lasttwelvemonths",
|
|
"netdebtebitda.lasttwelvemonths",
|
|
"totaldebtequity.lasttwelvemonths",
|
|
"ltdebtequity.lasttwelvemonths",
|
|
"ebitinterestexpense.lasttwelvemonths",
|
|
"ebitdainterestexpense.lasttwelvemonths",
|
|
"lastclosetevebitda.lasttwelvemonths",
|
|
"totaldebtebitda.lasttwelvemonths"},
|
|
"liquidity":{
|
|
"quickratio.lasttwelvemonths",
|
|
"altmanzscoreusingtheaveragestockinformationforaperiod.lasttwelvemonths",
|
|
"currentratio.lasttwelvemonths",
|
|
"operatingcashflowtocurrentliabilities.lasttwelvemonths"},
|
|
"income_statement":{
|
|
"totalrevenues.lasttwelvemonths",
|
|
"netincomemargin.lasttwelvemonths",
|
|
"grossprofit.lasttwelvemonths",
|
|
"ebitda1yrgrowth.lasttwelvemonths",
|
|
"dilutedepscontinuingoperations.lasttwelvemonths",
|
|
"quarterlyrevenuegrowth.quarterly",
|
|
"epsgrowth.lasttwelvemonths",
|
|
"netincomeis.lasttwelvemonths",
|
|
"ebitda.lasttwelvemonths",
|
|
"dilutedeps1yrgrowth.lasttwelvemonths",
|
|
"totalrevenues1yrgrowth.lasttwelvemonths",
|
|
"operatingincome.lasttwelvemonths",
|
|
"netincome1yrgrowth.lasttwelvemonths",
|
|
"grossprofitmargin.lasttwelvemonths",
|
|
"ebitdamargin.lasttwelvemonths",
|
|
"ebit.lasttwelvemonths",
|
|
"basicepscontinuingoperations.lasttwelvemonths",
|
|
"netepsbasic.lasttwelvemonths"
|
|
"netepsdiluted.lasttwelvemonths"},
|
|
"balance_sheet":{
|
|
"totalassets.lasttwelvemonths",
|
|
"totalcommonsharesoutstanding.lasttwelvemonths",
|
|
"totaldebt.lasttwelvemonths",
|
|
"totalequity.lasttwelvemonths",
|
|
"totalcurrentassets.lasttwelvemonths",
|
|
"totalcashandshortterminvestments.lasttwelvemonths",
|
|
"totalcommonequity.lasttwelvemonths",
|
|
"totalcurrentliabilities.lasttwelvemonths",
|
|
"totalsharesoutstanding"},
|
|
"cash_flow":{
|
|
"forward_dividend_yield",
|
|
"leveredfreecashflow.lasttwelvemonths",
|
|
"capitalexpenditure.lasttwelvemonths",
|
|
"cashfromoperations.lasttwelvemonths",
|
|
"leveredfreecashflow1yrgrowth.lasttwelvemonths",
|
|
"unleveredfreecashflow.lasttwelvemonths",
|
|
"cashfromoperations1yrgrowth.lasttwelvemonths"},
|
|
"esg":{
|
|
"esg_score",
|
|
"environmental_score",
|
|
"governance_score",
|
|
"social_score",
|
|
"highest_controversy"}
|
|
}
|
|
EQUITY_SCREENER_FIELDS = merge_two_level_dicts(EQUITY_SCREENER_FIELDS, COMMON_SCREENER_FIELDS)
|
|
|
|
USER_AGENTS = [
|
|
# Chrome
|
|
"Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/133.0.0.0 Safari/537.36",
|
|
"Mozilla/5.0 (Macintosh; Intel Mac OS X 10_15_7) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/133.0.0.0 Safari/537.36",
|
|
"Mozilla/5.0 (X11; Linux x86_64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/133.0.0.0 Safari/537.36",
|
|
|
|
# Firefox
|
|
"Mozilla/5.0 (Windows NT 10.0; Win64; x64; rv:135.0) Gecko/20100101 Firefox/135.0",
|
|
"Mozilla/5.0 (Macintosh; Intel Mac OS X 14.7; rv:135.0) Gecko/20100101 Firefox/135.0",
|
|
"Mozilla/5.0 (X11; Linux i686; rv:135.0) Gecko/20100101 Firefox/135.0",
|
|
|
|
# Safari
|
|
"Mozilla/5.0 (Macintosh; Intel Mac OS X 14_7_4) AppleWebKit/605.1.15 (KHTML, like Gecko) Version/18.3 Safari/605.1.15",
|
|
|
|
# Edge
|
|
"Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/133.0.0.0 Safari/537.36 Edg/131.0.2903.86"
|
|
]
|