"""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()