Datasets:
File size: 3,032 Bytes
06a67ad | 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 | from __future__ import annotations
import sys
from datetime import UTC, date, datetime
from pathlib import Path
import polars as pl
import pytest
ROOT = Path(__file__).resolve().parents[1]
if str(ROOT) not in sys.path:
sys.path.insert(0, str(ROOT))
def statement(cik, sic, day, *, source="xbrl", ref="acc-1", dated=True):
return {
"cik": cik, "sic": sic, "stated_on": day,
"knowledge_time": datetime.combine(day, datetime.min.time(), tzinfo=UTC),
"source": source, "source_ref": ref, "is_dated": dated,
"inserted_at": datetime.now(UTC),
}
@pytest.fixture
def observations() -> pl.DataFrame:
"""A de-SPAC, a steady company, and a filer EDGAR only knows about today.
Filer 1 is the case the point-in-time columns exist for: it filed as a
blank check, merged with a car maker and was reclassified. A dataset that
stated only today's code would put an automotive sector on its 2020
filings, when it was an empty shell.
"""
rows = [
statement("0000000001", "6770", date(2020, 3, 2), ref="a1"),
statement("0000000001", "6770", date(2020, 8, 2), ref="a2"),
statement("0000000001", "3711", date(2021, 5, 2), ref="a3"),
statement("0000000001", "3711", date(2024, 5, 2), ref="a4"),
statement("0000000002", "2834", date(2012, 1, 5), ref="b1"),
statement("0000000002", "2834", date(2023, 1, 5), ref="b2"),
statement("0000000003", "6022", date(2026, 10, 1), source="submissions",
ref="CIK0000000003.json", dated=False),
]
return pl.DataFrame(rows)
@pytest.fixture
def tickers() -> pl.DataFrame:
"""Ticker spans as the security master publishes them."""
return pl.DataFrame([
{"cik": "0000000001", "ticker": "SPAC", "valid_from": date(2020, 3, 2),
"valid_to": date(2021, 2, 1), "is_current": False},
{"cik": "0000000001", "ticker": "CARZ", "valid_from": date(2021, 5, 2),
"valid_to": date(2024, 5, 2), "is_current": True},
{"cik": "0000000002", "ticker": "PILL", "valid_from": date(2012, 1, 5),
"valid_to": date(2023, 1, 5), "is_current": True},
# Delisted in 2007: the only code EDGAR holds for it is today's.
{"cik": "0000000003", "ticker": "GONE", "valid_from": date(2006, 4, 1),
"valid_to": date(2007, 9, 1), "is_current": False},
# A filer nothing knows a code for at all.
{"cik": "0000000004", "ticker": "HUH", "valid_from": date(2011, 1, 1),
"valid_to": date(2012, 1, 1), "is_current": False},
])
@pytest.fixture
def directory() -> pl.DataFrame:
return pl.DataFrame([
{"cik": f"000000000{n}", "name": name, "primary_ticker": ticker,
"all_tickers": ticker, "exchange": "NYSE", "is_active": active,
"first_seen": date(2006, 1, 1)}
for n, name, ticker, active in (
(1, "Car Co", "CARZ", True), (2, "Pill Co", "PILL", True),
(3, "Gone Co", "GONE", False), (4, "Huh Co", "HUH", False),
)
])
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