File size: 6,137 Bytes
af136d8 | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 | USE sec_fsnds;
GO
/*
============================================================================
dbo.usp_fsnds_get_statement_series_combined
============================================================================
Raw combined time-series: 10-K and 10-Q filings laid out side by side for
one company. No math, no derivation - every value is pulled straight from
the filing that reported it.
When to use this one
--------------------
* You want an auditable, "what did this company actually file" view.
* You want BS trended across every filing regardless of form.
* You want IS/CF with 10-Q quarterly slices shown alongside 10-K annual
totals, and you're OK reading two different period-lengths in the same
grid.
What it does NOT do
-------------------
* It does NOT derive Q4. For IS/CF, 10-K columns are full-year totals,
10-Q columns are 3-month slices. Rows do NOT sum across quarters to
reconcile with the FY column.
* It does NOT show YTD 6-month or 9-month flows - only qtrs=1 from 10-Qs.
Shape of the output
-------------------
plabel | tag | 2023-09-30 | 2023-12-31_FY | 2024-03-31 | 2024-06-30 | ...
* 10-K columns are suffixed with "_FY".
* BS uses the same suffix to make filing provenance visible.
Parameters
----------
@cik company CIK (int)
@stmt 'BS' | 'IS' | 'CF' | 'CI' | 'EQ'
@fromDate optional lower bound on filing period end
@toDate optional upper bound on filing period end
@menucat default 'S'
@inpth default 0
@iprx default 0
============================================================================
*/
IF OBJECT_ID('dbo.usp_fsnds_get_statement_series_combined', 'P') IS NOT NULL
DROP PROCEDURE dbo.usp_fsnds_get_statement_series_combined;
GO
CREATE PROCEDURE dbo.usp_fsnds_get_statement_series_combined
@cik INT,
@stmt VARCHAR(5),
@fromDate DATE = NULL,
@toDate DATE = NULL,
@menucat VARCHAR(1) = 'S',
@inpth INT = 0,
@iprx INT = 0
AS
BEGIN
SET NOCOUNT ON;
DECLARE @stmtID INT = (SELECT stmtID FROM dbo.lkp_stmt WHERE stmt = @stmt);
IF @stmtID IS NULL
BEGIN
RAISERROR('Unknown @stmt=%s (expected BS/IS/CF/CI/EQ)', 16, 1, @stmt);
RETURN;
END;
IF OBJECT_ID('tempdb..#filings') IS NOT NULL DROP TABLE #filings;
CREATE TABLE #filings (
subID INT PRIMARY KEY,
adsh VARCHAR(20) COLLATE DATABASE_DEFAULT,
form VARCHAR(20) COLLATE DATABASE_DEFAULT,
fy INT,
fp VARCHAR(2) COLLATE DATABASE_DEFAULT,
period DATE,
use_qtrs INT,
period_col VARCHAR(20) COLLATE DATABASE_DEFAULT
);
INSERT INTO #filings (subID, adsh, form, fy, fp, period, use_qtrs, period_col)
SELECT
s.subID
,s.adsh
,s.form
,s.fy
,s.fp
,CONVERT(date, s.period)
,CASE
WHEN @stmt = 'BS' THEN 0
WHEN s.form = '10-K' THEN 4
ELSE 1
END
,CASE
WHEN s.form = '10-K'
THEN CONVERT(varchar(10), CONVERT(date, s.period), 120) + '_FY'
ELSE CONVERT(varchar(10), CONVERT(date, s.period), 120)
END
FROM dbo.sub s
WHERE s.cik = @cik
AND s.form IN ('10-K','10-Q')
AND (@fromDate IS NULL OR CONVERT(date, s.period) >= @fromDate)
AND (@toDate IS NULL OR CONVERT(date, s.period) <= @toDate);
IF NOT EXISTS (SELECT 1 FROM #filings)
BEGIN
RAISERROR('No 10-K or 10-Q filings for cik=%d in the requested range', 16, 1, @cik);
RETURN;
END;
DECLARE @cols NVARCHAR(MAX);
SELECT @cols = STRING_AGG(QUOTENAME(period_col), ',')
WITHIN GROUP (ORDER BY period, form)
FROM #filings;
DECLARE @sql NVARCHAR(MAX) = N'
;WITH src AS (
SELECT
f.period
,f.period_col
,t.tag
,p.plabel
,p.report
,p.line
,IIF(p.negating=1, n.value*-1, n.value) AS val
FROM #filings f
INNER JOIN dbo.pre p
ON p.subID = f.subID
AND p.stmtID = @stmtID
AND p.inpth = @inpth
INNER JOIN dbo.ren r
ON r.subID = p.subID
AND r.report = p.report
AND r.menucat = @menucat
INNER JOIN dbo.num n
ON n.subID = p.subID
AND n.tagID = p.tagID
AND n.qtrs = f.use_qtrs
AND n.ddate = f.period
INNER JOIN dbo.tag t
ON t.tagID = n.tagID
WHERE n.iprx = @iprx
AND n.dimn = 0
AND n.coregID IS NULL
AND n.value IS NOT NULL
AND n.value <> 0
),
dedup AS (
SELECT
period, period_col, tag, plabel, report, line, val
,ROW_NUMBER() OVER (PARTITION BY tag, period_col ORDER BY report, line) AS rn
FROM src
),
ref AS (
SELECT
tag, plabel, report, line
,ROW_NUMBER() OVER (PARTITION BY tag ORDER BY period DESC, report, line) AS rn_ref
FROM dedup
WHERE rn = 1
)
SELECT
r.plabel
,r.tag
,' + @cols + N'
FROM (
SELECT tag, period_col, val FROM dedup WHERE rn = 1
) s
PIVOT (
MAX(val) FOR period_col IN (' + @cols + N')
) pvt
INNER JOIN ref r
ON r.tag = pvt.tag
AND r.rn_ref = 1
ORDER BY r.report, r.line
OPTION (RECOMPILE);
';
EXEC sp_executesql @sql,
N'@stmtID INT, @menucat VARCHAR(1), @inpth INT, @iprx INT',
@stmtID=@stmtID, @menucat=@menucat, @inpth=@inpth, @iprx=@iprx;
DROP TABLE #filings;
END;
GO
/*
============================================================================
Example calls
============================================================================
EXEC dbo.usp_fsnds_get_statement_series_combined
@cik = 789019,
@stmt = 'BS';
EXEC dbo.usp_fsnds_get_statement_series_combined
@cik = 320193,
@stmt = 'IS',
@fromDate = '2020-01-01';
*/
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