GitHub - pranaydharmale/datamule-python: A package to work with SEC data. Incorporates datamule endpoints.

A Python package for working with SEC filings at scale. Full Documentation | Website

Related packages:

datamule-data Contains datasets for use with datamule-python
datamule-indicators Create economic indicators from SEC filings
txt2dataset Create datasets from unstructured text
secsgml Parse SEC filings in SGML format
doc2dict Convert documents to dictionaries. Not ready for public use.

Features

Download SEC filings quickly and efficiently
Monitor EDGAR for new filings in real-time
Parse filings at scale
Access comprehensive datasets (10-Ks, SIC codes, etc.)

Quick Start

Basic Installation

Basic Usage

Portfolio

from datamule import Portfolio

# Create a Portfolio object
portfolio = Portfolio('output_dir') # can be an existing directory or a new one

# Download submissions
portfolio.download_submissions(
   filing_date=('2023-01-01','2023-01-03'),
   submission_type=['10-K']
)

# Iterate through documents by document type
for ten_k in portfolio.document_type('10-K'):
   ten_k.parse()
   print(ten_k.data['document']['part2']['item7'])

# Iterate through documents by what strings they contain
for document in portfolio.contains_string('United States'):
   print(document.path)

# You can also use regex patterns
for document in portfolio.contains_string(r'(?i)covid-19'):
   print(document.type)

# For faster operations, you can take advantage of built in threading with callback function
def callback(submission):
   print(submission.path)

submission_results = portfolio.process_submissions(callback)

Sheet

from datamule import Sheet

sheet = Sheet('apple')

sheet.download_xbrl(ticker='AAPL')

Index

from datamule import Index

index = Index()

results = index.search_submissions(
   text_query='tariff NOT canada',
   submission_type="10-K",
   start_date="2023-01-01",
   end_date="2023-01-31",
   quiet=False,
   requests_per_second=3)

Examples (Out of Date - Will be updated soon)

Create a discord bot, use insider trading disclosures to map relationships in Silicon Valley, and more in examples.

Data Provider

Default is the SEC, but for faster downloads you can use datamule.

from datamule import Config

config = Config()
config.set_default_source("datamule") # set default source to datamule, can also be "sec"
print(f"Default source: {config.get_default_source()}")

To use datamule as a provider, you need an API key.

Articles

License

MIT License