code/collect_fundamentals.py

"""Step 2: Collect company fundamentals.

For each ticker in the universe: yfinance .info (PE, EPS, margins, ROE,
ROA, market cap, revenue, EBITDA) and quarterly financial statements
(quarterly_income_stmt, quarterly_balance_sheet, quarterly_cashflow).

Processes tickers sequentially with a mandatory delay between requests
to stay under yfinance rate limits.  Includes retry with exponential
backoff on rate-limit errors.

Output:
  data/fundamentals/company_info.csv         -- summary info per ticker
  data/fundamentals/{TICKER}_income.csv      -- quarterly income statement
  data/fundamentals/{TICKER}_balance.csv     -- quarterly balance sheet
  data/fundamentals/{TICKER}_cashflow.csv    -- quarterly cash flow statement
"""

from __future__ import annotations

import logging
import time
from pathlib import Path
from typing import Any

import pandas as pd
import yfinance as yf

from . import config

logger = logging.getLogger(__name__)

# Fields to pull from yfinance Ticker.info
INFO_FIELDS = [
    "marketCap",
    "trailingPE",
    "forwardPE",
    "trailingEps",
    "forwardEps",
    "priceToSalesTrailing12Months",
    "priceToBook",
    "enterpriseValue",
    "enterpriseToRevenue",
    "enterpriseToEbitda",
    "profitMargins",
    "operatingMargins",
    "grossMargins",
    "returnOnEquity",
    "returnOnAssets",
    "debtToEquity",
    "totalRevenue",
    "revenueGrowth",
    "ebitda",
    "totalDebt",
    "totalCash",
    "freeCashflow",
    "operatingCashflow",
    "sector",
    "industry",
    "fullTimeEmployees",
]


def _collect_single_ticker(ticker: str, out_dir: Path, max_retries: int = 3) -> dict[str, Any] | None:
    """Collect info + statements for one ticker.  Returns info dict or None."""
    info_path = out_dir / f"{ticker}_info_done.flag"
    if info_path.exists():
        return None  # already collected

    info = None
    for attempt in range(max_retries):
        try:
            t = yf.Ticker(ticker)
            info = t.info
            break
        except Exception as exc:
            err_str = str(exc)
            if "Too Many Requests" in err_str or "Rate" in err_str:
                wait = 2 ** attempt * 5  # 5s, 10s, 20s
                time.sleep(wait)
                continue
            logger.warning("Skipping %s (.info failed): %s", ticker, exc)
            return None

    if info is None:
        logger.warning("Rate-limited for %s after %d retries", ticker, max_retries)
        return None

    row: dict[str, Any] = {"ticker": ticker}
    for field in INFO_FIELDS:
        row[field] = info.get(field)  # type: ignore[union-attr]

    # Quarterly financial statements (native quarterly granularity)
    for attr, suffix in [
        ("quarterly_income_stmt", "income"),
        ("quarterly_balance_sheet", "balance"),
        ("quarterly_cashflow", "cashflow"),
    ]:
        try:
            stmt: pd.DataFrame = getattr(t, attr)
            if stmt is not None and not stmt.empty:
                stmt.to_csv(out_dir / f"{ticker}_{suffix}.csv")
        except Exception as exc:
            logger.debug("Could not get %s for %s: %s", attr, ticker, exc)

    # Mark as done
    _ = info_path.write_text("done")
    return row


def run(tickers: list[str] | None = None) -> pd.DataFrame:
    """Execute Step 2 and return the company_info DataFrame."""
    config.FUNDAMENTALS_DIR.mkdir(parents=True, exist_ok=True)
    out_path = config.FUNDAMENTALS_DIR / "company_info.csv"

    if tickers is None:
        universe_path = config.UNIVERSE_DIR / "benchmark_universe.csv"
        if not universe_path.exists():
            raise FileNotFoundError(f"Run Step 1 first: {universe_path}")
        tickers = pd.read_csv(universe_path)["ticker"].tolist()

    # Filter to tickers not yet collected (resume-safe via flag files)
    already_done = {f.stem.replace("_info_done", "")
                    for f in config.FUNDAMENTALS_DIR.glob("*_info_done.flag")}
    remaining = [t for t in tickers if t not in already_done]
    logger.info("Collecting fundamentals for %d tickers (%d already done) ...",
                len(remaining), len(already_done))

    rows: list[dict] = []
    # Sequential with delay to avoid yfinance rate limits
    for i, ticker in enumerate(remaining):
        result = _collect_single_ticker(ticker, config.FUNDAMENTALS_DIR)
        if result is not None:
            rows.append(result)
        # Checkpoint every 10 tickers (more frequent = less data loss on crash,
        # and the flag file is only written AFTER statements are saved so the
        # checkpoint is the only window where data could be lost)
        if (i + 1) % 10 == 0:
            if rows:
                _df = pd.DataFrame(rows)
                if out_path.exists():
                    _existing = pd.read_csv(out_path)
                    _df = pd.concat([_existing, _df]).drop_duplicates(subset="ticker", keep="last")
                _df.sort_values("ticker").to_csv(out_path, index=False)
                rows.clear()  # flush — already persisted
            if (i + 1) % 50 == 0:
                logger.info("Fundamentals progress: %d / %d", i + 1, len(remaining))
        # Mandatory delay between requests to stay under yfinance limits
        time.sleep(1.5)

    if rows:
        new_df = pd.DataFrame(rows)
        # Merge with any existing data (resume-safe)
        if out_path.exists():
            existing = pd.read_csv(out_path)
            combined = pd.concat([existing, new_df]).drop_duplicates(subset="ticker", keep="last")
        else:
            combined = new_df
        combined.sort_values("ticker").to_csv(out_path, index=False)
        logger.info("Saved company_info (%d rows) to %s", len(combined), out_path)
        return combined

    if out_path.exists():
        return pd.read_csv(out_path)
    return pd.DataFrame()