_QUERY1_URL_ = 'https://query1.finance.yahoo.com' _BASE_URL_ = 'https://query2.finance.yahoo.com' _ROOT_URL_ = 'https://finance.yahoo.com' _SENTINEL_ = object() fundamentals_keys = { 'financials': ["TaxEffectOfUnusualItems", "TaxRateForCalcs", "NormalizedEBITDA", "NormalizedDilutedEPS", "NormalizedBasicEPS", "TotalUnusualItems", "TotalUnusualItemsExcludingGoodwill", "NetIncomeFromContinuingOperationNetMinorityInterest", "ReconciledDepreciation", "ReconciledCostOfRevenue", "EBITDA", "EBIT", "NetInterestIncome", "InterestExpense", "InterestIncome", "ContinuingAndDiscontinuedDilutedEPS", "ContinuingAndDiscontinuedBasicEPS", "NormalizedIncome", "NetIncomeFromContinuingAndDiscontinuedOperation", "TotalExpenses", "RentExpenseSupplemental", "ReportedNormalizedDilutedEPS", "ReportedNormalizedBasicEPS", "TotalOperatingIncomeAsReported", "DividendPerShare", "DilutedAverageShares", "BasicAverageShares", "DilutedEPS", "DilutedEPSOtherGainsLosses", "TaxLossCarryforwardDilutedEPS", "DilutedAccountingChange", "DilutedExtraordinary", "DilutedDiscontinuousOperations", "DilutedContinuousOperations", "BasicEPS", "BasicEPSOtherGainsLosses", "TaxLossCarryforwardBasicEPS", "BasicAccountingChange", "BasicExtraordinary", "BasicDiscontinuousOperations", "BasicContinuousOperations", "DilutedNIAvailtoComStockholders", "AverageDilutionEarnings", "NetIncomeCommonStockholders", "OtherunderPreferredStockDividend", "PreferredStockDividends", "NetIncome", "MinorityInterests", "NetIncomeIncludingNoncontrollingInterests", "NetIncomeFromTaxLossCarryforward", "NetIncomeExtraordinary", "NetIncomeDiscontinuousOperations", "NetIncomeContinuousOperations", "EarningsFromEquityInterestNetOfTax", "TaxProvision", "PretaxIncome", "OtherIncomeExpense", "OtherNonOperatingIncomeExpenses", "SpecialIncomeCharges", "GainOnSaleOfPPE", "GainOnSaleOfBusiness", "OtherSpecialCharges", "WriteOff", "ImpairmentOfCapitalAssets", "RestructuringAndMergernAcquisition", "SecuritiesAmortization", "EarningsFromEquityInterest", "GainOnSaleOfSecurity", "NetNonOperatingInterestIncomeExpense", "TotalOtherFinanceCost", "InterestExpenseNonOperating", "InterestIncomeNonOperating", "OperatingIncome", "OperatingExpense", "OtherOperatingExpenses", "OtherTaxes", "ProvisionForDoubtfulAccounts", "DepreciationAmortizationDepletionIncomeStatement", "DepletionIncomeStatement", "DepreciationAndAmortizationInIncomeStatement", "Amortization", "AmortizationOfIntangiblesIncomeStatement", "DepreciationIncomeStatement", "ResearchAndDevelopment", "SellingGeneralAndAdministration", "SellingAndMarketingExpense", "GeneralAndAdministrativeExpense", "OtherGandA", "InsuranceAndClaims", "RentAndLandingFees", "SalariesAndWages", "GrossProfit", "CostOfRevenue", "TotalRevenue", "ExciseTaxes", "OperatingRevenue", "LossAdjustmentExpense", "NetPolicyholderBenefitsAndClaims", "PolicyholderBenefitsGross", "PolicyholderBenefitsCeded", "OccupancyAndEquipment", "ProfessionalExpenseAndContractServicesExpense", "OtherNonInterestExpense"], 'balance-sheet': ["TreasurySharesNumber", "PreferredSharesNumber", "OrdinarySharesNumber", "ShareIssued", "NetDebt", "TotalDebt", "TangibleBookValue", "InvestedCapital", "WorkingCapital", "NetTangibleAssets", "CapitalLeaseObligations", "CommonStockEquity", "PreferredStockEquity", "TotalCapitalization", "TotalEquityGrossMinorityInterest", "MinorityInterest", "StockholdersEquity", "OtherEquityInterest", "GainsLossesNotAffectingRetainedEarnings", "OtherEquityAdjustments", "FixedAssetsRevaluationReserve", "ForeignCurrencyTranslationAdjustments", "MinimumPensionLiabilities", "UnrealizedGainLoss", "TreasuryStock", "RetainedEarnings", "AdditionalPaidInCapital", "CapitalStock", "OtherCapitalStock", "CommonStock", "PreferredStock", "TotalPartnershipCapital", "GeneralPartnershipCapital", "LimitedPartnershipCapital", "TotalLiabilitiesNetMinorityInterest", "TotalNonCurrentLiabilitiesNetMinorityInterest", "OtherNonCurrentLiabilities", "LiabilitiesHeldforSaleNonCurrent", "RestrictedCommonStock", "PreferredSecuritiesOutsideStockEquity", "DerivativeProductLiabilities", "EmployeeBenefits", "NonCurrentPensionAndOtherPostretirementBenefitPlans", "NonCurrentAccruedExpenses", "DuetoRelatedPartiesNonCurrent", "TradeandOtherPayablesNonCurrent", "NonCurrentDeferredLiabilities", "NonCurrentDeferredRevenue", "NonCurrentDeferredTaxesLiabilities", "LongTermDebtAndCapitalLeaseObligation", "LongTermCapitalLeaseObligation", "LongTermDebt", "LongTermProvisions", "CurrentLiabilities", "OtherCurrentLiabilities", "CurrentDeferredLiabilities", "CurrentDeferredRevenue", "CurrentDeferredTaxesLiabilities", "CurrentDebtAndCapitalLeaseObligation", "CurrentCapitalLeaseObligation", "CurrentDebt", "OtherCurrentBorrowings", "LineOfCredit", "CommercialPaper", "CurrentNotesPayable", "PensionandOtherPostRetirementBenefitPlansCurrent", "CurrentProvisions", "PayablesAndAccruedExpenses", "CurrentAccruedExpenses", "InterestPayable", "Payables", "OtherPayable", "DuetoRelatedPartiesCurrent", "DividendsPayable", "TotalTaxPayable", "IncomeTaxPayable", "AccountsPayable", "TotalAssets", "TotalNonCurrentAssets", "OtherNonCurrentAssets", "DefinedPensionBenefit", "NonCurrentPrepaidAssets", "NonCurrentDeferredAssets", "NonCurrentDeferredTaxesAssets", "DuefromRelatedPartiesNonCurrent", "NonCurrentNoteReceivables", "NonCurrentAccountsReceivable", "FinancialAssets", "InvestmentsAndAdvances", "OtherInvestments", "InvestmentinFinancialAssets", "HeldToMaturitySecurities", "AvailableForSaleSecurities", "FinancialAssetsDesignatedasFairValueThroughProfitorLossTotal", "TradingSecurities", "LongTermEquityInvestment", "InvestmentsinJointVenturesatCost", "InvestmentsInOtherVenturesUnderEquityMethod", "InvestmentsinAssociatesatCost", "InvestmentsinSubsidiariesatCost", "InvestmentProperties", "GoodwillAndOtherIntangibleAssets", "OtherIntangibleAssets", "Goodwill", "NetPPE", "AccumulatedDepreciation", "GrossPPE", "Leases", "ConstructionInProgress", "OtherProperties", "MachineryFurnitureEquipment", "BuildingsAndImprovements", "LandAndImprovements", "Properties", "CurrentAssets", "OtherCurrentAssets", "HedgingAssetsCurrent", "AssetsHeldForSaleCurrent", "CurrentDeferredAssets", "CurrentDeferredTaxesAssets", "RestrictedCash", "PrepaidAssets", "Inventory", "InventoriesAdjustmentsAllowances", "OtherInventories", "FinishedGoods", "WorkInProcess", "RawMaterials", "Receivables", "ReceivablesAdjustmentsAllowances", "OtherReceivables", "DuefromRelatedPartiesCurrent", "TaxesReceivable", "AccruedInterestReceivable", "NotesReceivable", "LoansReceivable", "AccountsReceivable", "AllowanceForDoubtfulAccountsReceivable", "GrossAccountsReceivable", "CashCashEquivalentsAndShortTermInvestments", "OtherShortTermInvestments", "CashAndCashEquivalents", "CashEquivalents", "CashFinancial", "CashCashEquivalentsAndFederalFundsSold"], 'cash-flow': ["ForeignSales", "DomesticSales", "AdjustedGeographySegmentData", "FreeCashFlow", "RepurchaseOfCapitalStock", "RepaymentOfDebt", "IssuanceOfDebt", "IssuanceOfCapitalStock", "CapitalExpenditure", "InterestPaidSupplementalData", "IncomeTaxPaidSupplementalData", "EndCashPosition", "OtherCashAdjustmentOutsideChangeinCash", "BeginningCashPosition", "EffectOfExchangeRateChanges", "ChangesInCash", "OtherCashAdjustmentInsideChangeinCash", "CashFlowFromDiscontinuedOperation", "FinancingCashFlow", "CashFromDiscontinuedFinancingActivities", "CashFlowFromContinuingFinancingActivities", "NetOtherFinancingCharges", "InterestPaidCFF", "ProceedsFromStockOptionExercised", "CashDividendsPaid", "PreferredStockDividendPaid", "CommonStockDividendPaid", "NetPreferredStockIssuance", "PreferredStockPayments", "PreferredStockIssuance", "NetCommonStockIssuance", "CommonStockPayments", "CommonStockIssuance", "NetIssuancePaymentsOfDebt", "NetShortTermDebtIssuance", "ShortTermDebtPayments", "ShortTermDebtIssuance", "NetLongTermDebtIssuance", "LongTermDebtPayments", "LongTermDebtIssuance", "InvestingCashFlow", "CashFromDiscontinuedInvestingActivities", "CashFlowFromContinuingInvestingActivities", "NetOtherInvestingChanges", "InterestReceivedCFI", "DividendsReceivedCFI", "NetInvestmentPurchaseAndSale", "SaleOfInvestment", "PurchaseOfInvestment", "NetInvestmentPropertiesPurchaseAndSale", "SaleOfInvestmentProperties", "PurchaseOfInvestmentProperties", "NetBusinessPurchaseAndSale", "SaleOfBusiness", "PurchaseOfBusiness", "NetIntangiblesPurchaseAndSale", "SaleOfIntangibles", "PurchaseOfIntangibles", "NetPPEPurchaseAndSale", "SaleOfPPE", "PurchaseOfPPE", "CapitalExpenditureReported", "OperatingCashFlow", "CashFromDiscontinuedOperatingActivities", "CashFlowFromContinuingOperatingActivities", "TaxesRefundPaid", "InterestReceivedCFO", "InterestPaidCFO", "DividendReceivedCFO", "DividendPaidCFO", "ChangeInWorkingCapital", "ChangeInOtherWorkingCapital", "ChangeInOtherCurrentLiabilities", "ChangeInOtherCurrentAssets", "ChangeInPayablesAndAccruedExpense", "ChangeInAccruedExpense", "ChangeInInterestPayable", "ChangeInPayable", "ChangeInDividendPayable", "ChangeInAccountPayable", "ChangeInTaxPayable", "ChangeInIncomeTaxPayable", "ChangeInPrepaidAssets", "ChangeInInventory", "ChangeInReceivables", "ChangesInAccountReceivables", "OtherNonCashItems", "ExcessTaxBenefitFromStockBasedCompensation", "StockBasedCompensation", "UnrealizedGainLossOnInvestmentSecurities", "ProvisionandWriteOffofAssets", "AssetImpairmentCharge", "AmortizationOfSecurities", "DeferredTax", "DeferredIncomeTax", "DepreciationAmortizationDepletion", "Depletion", "DepreciationAndAmortization", "AmortizationCashFlow", "AmortizationOfIntangibles", "Depreciation", "OperatingGainsLosses", "PensionAndEmployeeBenefitExpense", "EarningsLossesFromEquityInvestments", "GainLossOnInvestmentSecurities", "NetForeignCurrencyExchangeGainLoss", "GainLossOnSaleOfPPE", "GainLossOnSaleOfBusiness", "NetIncomeFromContinuingOperations", "CashFlowsfromusedinOperatingActivitiesDirect", "TaxesRefundPaidDirect", "InterestReceivedDirect", "InterestPaidDirect", "DividendsReceivedDirect", "DividendsPaidDirect", "ClassesofCashPayments", "OtherCashPaymentsfromOperatingActivities", "PaymentsonBehalfofEmployees", "PaymentstoSuppliersforGoodsandServices", "ClassesofCashReceiptsfromOperatingActivities", "OtherCashReceiptsfromOperatingActivities", "ReceiptsfromGovernmentGrants", "ReceiptsfromCustomers"]} _PRICE_COLNAMES_ = ['Open', 'High', 'Low', 'Close', 'Adj Close'] quote_summary_valid_modules = ( "summaryProfile", # contains general information about the company "summaryDetail", # prices + volume + market cap + etc "assetProfile", # summaryProfile + company officers "fundProfile", "price", # current prices "quoteType", # quoteType "esgScores", # Environmental, social, and governance (ESG) scores, sustainability and ethical performance of companies "incomeStatementHistory", "incomeStatementHistoryQuarterly", "balanceSheetHistory", "balanceSheetHistoryQuarterly", "cashFlowStatementHistory", "cashFlowStatementHistoryQuarterly", "defaultKeyStatistics", # KPIs (PE, enterprise value, EPS, EBITA, and more) "financialData", # Financial KPIs (revenue, gross margins, operating cash flow, free cash flow, and more) "calendarEvents", # future earnings date "secFilings", # SEC filings, such as 10K and 10Q reports "upgradeDowngradeHistory", # upgrades and downgrades that analysts have given a company's stock "institutionOwnership", # institutional ownership, holders and shares outstanding "fundOwnership", # mutual fund ownership, holders and shares outstanding "majorDirectHolders", "majorHoldersBreakdown", "insiderTransactions", # insider transactions, such as the number of shares bought and sold by company executives "insiderHolders", # insider holders, such as the number of shares held by company executives "netSharePurchaseActivity", # net share purchase activity, such as the number of shares bought and sold by company executives "earnings", # earnings history "earningsHistory", "earningsTrend", # earnings trend "industryTrend", "indexTrend", "sectorTrend", "recommendationTrend", "futuresChain", ) # map last updated as of 2024.09.18 SECTOR_INDUSTY_MAPPING = { 'Basic Materials': {'Specialty Chemicals', 'Gold', 'Building Materials', 'Copper', 'Steel', 'Agricultural Inputs', 'Chemicals', 'Other Industrial Metals & Mining', 'Lumber & Wood Production', 'Aluminum', 'Other Precious Metals & Mining', 'Coking Coal', 'Paper & Paper Products', 'Silver'}, 'Communication Services': {'Advertising Agencies', 'Broadcasting', 'Electronic Gaming & Multimedia', 'Entertainment', 'Internet Content & Information', 'Publishing', 'Telecom Services'}, 'Consumer Cyclical': {'Apparel Manufacturing', 'Apparel Retail', 'Auto & Truck Dealerships', 'Auto Manufacturers', 'Auto Parts', 'Department Stores', 'Footwear & Accessories', 'Furnishings, Fixtures & Appliances', 'Gambling', 'Home Improvement Retail', 'Internet Retail', 'Leisure', 'Lodging', 'Luxury Goods', 'Packaging & Containers', 'Personal Services', 'Recreational Vehicles', 'Residential Construction', 'Resorts & Casinos', 'Restaurants', 'Specialty Retail', 'Textile Manufacturing', 'Travel Services'}, 'Consumer Defensive': {'Beverages - Brewers', 'Beverages - Non-Alcoholic', 'Beverages - Wineries & Distilleries', 'Confectioners', 'Discount Stores', 'Education & Training Services', 'Farm Products', 'Food Distribution', 'Grocery Stores', 'Household & Personal Products', 'Packaged Foods', 'Tobacco'}, 'Energy': {'Oil Gas Drilling', 'Oil Gas E P', 'Oil Gas Equipment Services', 'Oil Gas Integrated', 'Oil Gas Midstream', 'Oil Gas Refining Marketing', 'Thermal Coal', 'Uranium'}, 'Financial Services': {'Asset Management', 'Banks Diversified', 'Banks Regional', 'Capital Markets', 'Credit Services', 'Financial Conglomerates', 'Financial Data Stock Exchanges', 'Insurance Brokers', 'Insurance Diversified', 'Insurance Life', 'Insurance Property Casualty', 'Insurance Reinsurance', 'Insurance Specialty', 'Mortgage Finance', 'Shell Companies'}, 'Healthcare': {'Biotechnology', 'Diagnostics Research', 'Drug Manufacturers General', 'Drug Manufacturers Specialty Generic', 'Health Information Services', 'Healthcare Plans', 'Medical Care Facilities', 'Medical Devices', 'Medical Distribution', 'Medical Instruments Supplies', 'Pharmaceutical Retailers'}, 'Industrials': {'Aerospace Defense', 'Airlines', 'Airports Air Services', 'Building Products Equipment', 'Business Equipment Supplies', 'Conglomerates', 'Consulting Services', 'Electrical Equipment Parts', 'Engineering Construction', 'Farm Heavy Construction Machinery', 'Industrial Distribution', 'Infrastructure Operations', 'Integrated Freight Logistics', 'Marine Shipping', 'Metal Fabrication', 'Pollution Treatment Controls', 'Railroads', 'Rental Leasing Services', 'Security Protection Services', 'Specialty Business Services', 'Specialty Industrial Machinery', 'Staffing Employment Services', 'Tools Accessories', 'Trucking', 'Waste Management'}, 'Real Estate': {'Real Estate Development', 'Real Estate Diversified', 'Real Estate Services', 'Reit Diversified', 'Reit Healthcare Facilities', 'Reit Hotel Motel', 'Reit Industrial', 'Reit Mortgage', 'Reit Office', 'Reit Residential', 'Reit Retail', 'Reit Specialty'}, 'Technology': {'Communication Equipment', 'Computer Hardware', 'Consumer Electronics', 'Electronic Components', 'Electronics Computer Distribution', 'Information Technology Services', 'Scientific Technical Instruments', 'Semiconductor Equipment Materials', 'Semiconductors', 'Software Application', 'Software Infrastructure', 'Solar'}, 'Utilities': {'Utilities Diversified', 'Utilities Independent Power Producers', 'Utilities Regulated Electric', 'Utilities Regulated Gas', 'Utilities Regulated Water', 'Utilities Renewable'}, } SECTOR_INDUSTY_MAPPING_LC = {} for k in SECTOR_INDUSTY_MAPPING.keys(): k2 = k.lower().replace('& ', '').replace('- ', '').replace(', ', ' ').replace(' ', '-') SECTOR_INDUSTY_MAPPING_LC[k2] = [] for v in SECTOR_INDUSTY_MAPPING[k]: v2 = v.lower().replace('& ', '').replace('- ', '').replace(', ', ' ').replace(' ', '-') SECTOR_INDUSTY_MAPPING_LC[k2].append(v2) # _MIC_TO_YAHOO_SUFFIX maps Market Identifier Codes (MIC) to Yahoo Finance market suffixes. # c.f. : # https://help.yahoo.com/kb/finance-for-web/SLN2310.html;_ylt=AwrJKiCZFo9g3Y8AsDWPAwx.;_ylu=Y29sbwMEcG9zAzEEdnRpZAMEc2VjA3Ny?locale=en_US # https://www.iso20022.org/market-identifier-codes _MIC_TO_YAHOO_SUFFIX = { 'XCBT': 'CBT', 'XCME': 'CME', 'IFUS': 'NYB', 'CECS': 'CMX', 'XNYM': 'NYM', 'XNYS': '', 'XNAS': '', # United States 'XBUE': 'BA', # Argentina 'XVIE': 'VI', # Austria 'XASX': 'AX', 'XAUS': 'XA', # Australia 'XBRU': 'BR', # Belgium 'BVMF': 'SA', # Brazil 'CNSX': 'CN', 'NEOE': 'NE', 'XTSE': 'TO', 'XTSX': 'V', # Canada 'XSGO': 'SN', # Chile 'XSHG': 'SS', 'XSHE': 'SZ', # China 'XBOG': 'CL', # Colombia 'XPRA': 'PR', # Czech Republic 'XCSE': 'CO', # Denmark 'XCAI': 'CA', # Egypt 'XTAL': 'TL', # Estonia 'CEUX': 'XD', 'XEUR': 'NX', # Europe (Cboe Europe, Euronext) 'XHEL': 'HE', # Finland 'XPAR': 'PA', # France 'XBER': 'BE', 'XBMS': 'BM', 'XDUS': 'DU', 'XFRA': 'F', 'XHAM': 'HM', 'XHAN': 'HA', 'XMUN': 'MU', 'XSTU': 'SG', 'XETR': 'DE', # Germany 'XATH': 'AT', # Greece 'XHKG': 'HK', # Hong Kong 'XBUD': 'BD', # Hungary 'XICE': 'IC', # Iceland 'XBOM': 'BO', 'XNSE': 'NS', # India 'XIDX': 'JK', # Indonesia 'XDUB': 'IR', # Ireland 'XTAE': 'TA', # Israel 'MTAA': 'MI', 'EUTL': 'TI', # Italy 'XTKS': 'T', # Japan 'XKFE': 'KW', # Kuwait 'XRIS': 'RG', # Latvia 'XVIL': 'VS', # Lithuania 'XKLS': 'KL', # Malaysia 'XMEX': 'MX', # Mexico 'XAMS': 'AS', # Netherlands 'XNZE': 'NZ', # New Zealand 'XOSL': 'OL', # Norway 'XPHS': 'PS', # Philippines 'XWAR': 'WA', # Poland 'XLIS': 'LS', # Portugal 'XQAT': 'QA', # Qatar 'XBSE': 'RO', # Romania 'XSES': 'SI', # Singapore 'XJSE': 'JO', # South Africa 'XKRX': 'KS', 'KQKS': 'KQ', # South Korea 'BMEX': 'MC', # Spain 'XTAD': 'SAU', # Saudi Arabia 'XSTO': 'ST', # Sweden 'XSWX': 'SW', # Switzerland 'ROCO': 'TWO', 'XTAI': 'TW', # Taiwan 'XBKK': 'BK', # Thailand 'XIST': 'IS', # Turkey 'XDFM': 'AE', # UAE 'AQXE': 'AQ', 'XCHI': 'XC', 'XLON': 'L', 'ILSE': 'IL', # United Kingdom 'XCAR': 'CR', # Venezuela 'XSTC': 'VN' # Vietnam } def merge_two_level_dicts(dict1, dict2): result = dict1.copy() for key, value in dict2.items(): if key in result: # If both are sets, merge them if isinstance(value, set) and isinstance(result[key], set): result[key] = result[key] | value # If both are dicts, merge their contents elif isinstance(value, dict) and isinstance(result[key], dict): result[key] = { k: (result[key].get(k, set()) | v if isinstance(v, set) else v) if k in result[key] else v for k, v in value.items() } else: result[key] = value return result EQUITY_SCREENER_EQ_MAP = { "exchange": { 'ar': {'BUE'}, 'at': {'VIE'}, 'au': {'ASX'}, 'be': {'BRU'}, 'br': {'SAO'}, 'ca': {'CNQ', 'NEO', 'TOR', 'VAN'}, 'ch': {'EBS'}, 'cl': {'SGO'}, 'cn': {'SHH', 'SHZ'}, 'co': {'BVC'}, 'cz': {'PRA'}, 'de': {'BER', 'DUS', 'FRA', 'HAM', 'GER', 'MUN', 'STU'}, 'dk': {'CPH'}, 'ee': {'TAL'}, 'eg': {'CAI'}, 'es': {'MCE'}, 'fi': {'HEL'}, 'fr': {'PAR'}, 'gb': {'AQS', 'IOB', 'LSE'}, 'gr': {'ATH'}, 'hk': {'HKG'}, 'hu': {'BUD'}, 'id': {'JKT'}, 'ie': {'ISE'}, 'il': {'TLV'}, 'in': {'BSE', 'NSI'}, 'is': {'ICE'}, 'it': {'MIL'}, 'jp': {'FKA', 'JPX', 'SAP'}, 'kr': {'KOE', 'KSC'}, 'kw': {'KUW'}, 'lk': {}, 'lt': {'LIT'}, 'lv': {'RIS'}, 'mx': {'MEX'}, 'my': {'KLS'}, 'nl': {'AMS'}, 'no': {'OSL'}, 'nz': {'NZE'}, 'pe': {}, 'ph': {'PHP', 'PHS'}, 'pk': {}, 'pl': {'WSE'}, 'pt': {'LIS'}, 'qa': {'DOH'}, 'ro': {'BVB'}, 'ru': {}, 'sa': {'SAU'}, 'se': {'STO'}, 'sg': {'SES'}, 'sr': {}, 'sw': {'EBS'}, 'th': {'SET'}, 'tr': {'IST'}, 'tw': {'TAI', 'TWO'}, 'us': {'ASE', 'BTS', 'CXI', 'NCM', 'NGM', 'NMS', 'NYQ', 'OEM', 'OQB', 'OQX', 'PCX', 'PNK', 'YHD'}, 've': {'CCS'}, 'vn': {}, 'za': {'JNB'} }, "sector": { "Basic Materials", "Industrials", "Communication Services", "Healthcare", "Real Estate", "Technology", "Energy", "Utilities", "Financial Services", "Consumer Defensive", "Consumer Cyclical" }, "industry": SECTOR_INDUSTY_MAPPING, "peer_group": { "US Fund Equity Energy", "US CE Convertibles", "EAA CE UK Large-Cap Equity", "EAA CE Other", "US Fund Financial", "India CE Multi-Cap", "US Fund Foreign Large Blend", "US Fund Consumer Cyclical", "EAA Fund Global Equity Income", "China Fund Sector Equity Financial and Real Estate", "US Fund Equity Precious Metals", "EAA Fund RMB Bond - Onshore", "China Fund QDII Greater China Equity", "US Fund Large Growth", "EAA Fund Germany Equity", "EAA Fund Hong Kong Equity", "EAA CE UK Small-Cap Equity", "US Fund Natural Resources", "US CE Preferred Stock", "India Fund Sector - Financial Services", "US Fund Diversified Emerging Mkts", "EAA Fund South Africa & Namibia Equity", "China Fund QDII Sector Equity", "EAA CE Sector Equity Biotechnology", "EAA Fund Switzerland Equity", "US Fund Large Value", "EAA Fund Asia ex-Japan Equity", "US Fund Health", "US Fund China Region", "EAA Fund Emerging Europe ex-Russia Equity", "EAA Fund Sector Equity Industrial Materials", "EAA Fund Japan Large-Cap Equity", "EAA Fund EUR Corporate Bond", "US Fund Technology", "EAA CE Global Large-Cap Blend Equity", "Mexico Fund Mexico Equity", "US Fund Trading--Leveraged Equity", "EAA Fund Sector Equity Consumer Goods & Services", "US Fund Large Blend", "EAA Fund Global Flex-Cap Equity", "EAA Fund EUR Aggressive Allocation - Global", "EAA Fund China Equity", "EAA Fund Global Large-Cap Growth Equity", "US CE Options-based", "EAA Fund Sector Equity Financial Services", "EAA Fund Europe Large-Cap Blend Equity", "EAA Fund China Equity - A Shares", "EAA Fund USD Corporate Bond", "EAA Fund Eurozone Large-Cap Equity", "China Fund Aggressive Allocation Fund", "EAA Fund Sector Equity Technology", "EAA Fund Global Emerging Markets Equity", "EAA Fund EUR Moderate Allocation - Global", "EAA Fund Other Bond", "EAA Fund Denmark Equity", "EAA Fund US Large-Cap Blend Equity", "India Fund Large-Cap", "Paper & Forestry", "Containers & Packaging", "US Fund Miscellaneous Region", "Energy Services", "EAA Fund Other Equity", "Homebuilders", "Construction Materials", "China Fund Equity Funds", "Steel", "Consumer Durables", "EAA Fund Global Large-Cap Blend Equity", "Transportation Infrastructure", "Precious Metals", "Building Products", "Traders & Distributors", "Electrical Equipment", "Auto Components", "Construction & Engineering", "Aerospace & Defense", "Refiners & Pipelines", "Diversified Metals", "Textiles & Apparel", "Industrial Conglomerates", "Household Products", "Commercial Services", "Food Retailers", "Semiconductors", "Media", "Automobiles", "Consumer Services", "Technology Hardware", "Transportation", "Telecommunication Services", "Oil & Gas Producers", "Machinery", "Retailing", "Healthcare", "Chemicals", "Food Products", "Diversified Financials", "Real Estate", "Insurance", "Utilities", "Pharmaceuticals", "Software & Services", "Banks" } } EQUITY_SCREENER_EQ_MAP['region'] = EQUITY_SCREENER_EQ_MAP['exchange'].keys() ordered_keys = ['region'] + [k for k in EQUITY_SCREENER_EQ_MAP.keys() if k != 'region'] EQUITY_SCREENER_EQ_MAP = {k:EQUITY_SCREENER_EQ_MAP[k] for k in ordered_keys} FUND_SCREENER_EQ_MAP = { "exchange": { 'us': {'NAS'} } } COMMON_SCREENER_FIELDS = { "price":{ "eodprice", "intradaypricechange", "intradayprice" }, "eq_fields": { "exchange"}, } FUND_SCREENER_FIELDS = { "eq_fields": { "categoryname", "performanceratingoverall", "initialinvestment", "annualreturnnavy1categoryrank", "riskratingoverall"} } FUND_SCREENER_FIELDS = merge_two_level_dicts(FUND_SCREENER_FIELDS, COMMON_SCREENER_FIELDS) EQUITY_SCREENER_FIELDS = { "eq_fields": { "region", "sector", "peer_group", "industry"}, "price":{ "lastclosemarketcap.lasttwelvemonths", "percentchange", "lastclose52weekhigh.lasttwelvemonths", "fiftytwowkpercentchange", "lastclose52weeklow.lasttwelvemonths", "intradaymarketcap"}, "trading":{ "beta", "avgdailyvol3m", "pctheldinsider", "pctheldinst", "dayvolume", "eodvolume"}, "short_interest":{ "short_percentage_of_shares_outstanding.value", "short_interest.value", "short_percentage_of_float.value", "days_to_cover_short.value", "short_interest_percentage_change.value"}, "valuation":{ "bookvalueshare.lasttwelvemonths", "lastclosemarketcaptotalrevenue.lasttwelvemonths", "lastclosetevtotalrevenue.lasttwelvemonths", "pricebookratio.quarterly", "peratio.lasttwelvemonths", "lastclosepricetangiblebookvalue.lasttwelvemonths", "lastclosepriceearnings.lasttwelvemonths", "pegratio_5y"}, "profitability":{ "consecutive_years_of_dividend_growth_count", "returnonassets.lasttwelvemonths", "returnonequity.lasttwelvemonths", "forward_dividend_per_share", "forward_dividend_yield", "returnontotalcapital.lasttwelvemonths"}, "leverage":{ "lastclosetevebit.lasttwelvemonths", "netdebtebitda.lasttwelvemonths", "totaldebtequity.lasttwelvemonths", "ltdebtequity.lasttwelvemonths", "ebitinterestexpense.lasttwelvemonths", "ebitdainterestexpense.lasttwelvemonths", "lastclosetevebitda.lasttwelvemonths", "totaldebtebitda.lasttwelvemonths"}, "liquidity":{ "quickratio.lasttwelvemonths", "altmanzscoreusingtheaveragestockinformationforaperiod.lasttwelvemonths", "currentratio.lasttwelvemonths", "operatingcashflowtocurrentliabilities.lasttwelvemonths"}, "income_statement":{ "totalrevenues.lasttwelvemonths", "netincomemargin.lasttwelvemonths", "grossprofit.lasttwelvemonths", "ebitda1yrgrowth.lasttwelvemonths", "dilutedepscontinuingoperations.lasttwelvemonths", "quarterlyrevenuegrowth.quarterly", "epsgrowth.lasttwelvemonths", "netincomeis.lasttwelvemonths", "ebitda.lasttwelvemonths", "dilutedeps1yrgrowth.lasttwelvemonths", "totalrevenues1yrgrowth.lasttwelvemonths", "operatingincome.lasttwelvemonths", "netincome1yrgrowth.lasttwelvemonths", "grossprofitmargin.lasttwelvemonths", "ebitdamargin.lasttwelvemonths", "ebit.lasttwelvemonths", "basicepscontinuingoperations.lasttwelvemonths", "netepsbasic.lasttwelvemonths" "netepsdiluted.lasttwelvemonths"}, "balance_sheet":{ "totalassets.lasttwelvemonths", "totalcommonsharesoutstanding.lasttwelvemonths", "totaldebt.lasttwelvemonths", "totalequity.lasttwelvemonths", "totalcurrentassets.lasttwelvemonths", "totalcashandshortterminvestments.lasttwelvemonths", "totalcommonequity.lasttwelvemonths", "totalcurrentliabilities.lasttwelvemonths", "totalsharesoutstanding"}, "cash_flow":{ "forward_dividend_yield", "leveredfreecashflow.lasttwelvemonths", "capitalexpenditure.lasttwelvemonths", "cashfromoperations.lasttwelvemonths", "leveredfreecashflow1yrgrowth.lasttwelvemonths", "unleveredfreecashflow.lasttwelvemonths", "cashfromoperations1yrgrowth.lasttwelvemonths"}, "esg":{ "esg_score", "environmental_score", "governance_score", "social_score", "highest_controversy"} } EQUITY_SCREENER_FIELDS = merge_two_level_dicts(EQUITY_SCREENER_FIELDS, COMMON_SCREENER_FIELDS) USER_AGENTS = [ # Chrome "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/133.0.0.0 Safari/537.36", "Mozilla/5.0 (Macintosh; Intel Mac OS X 10_15_7) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/133.0.0.0 Safari/537.36", "Mozilla/5.0 (X11; Linux x86_64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/133.0.0.0 Safari/537.36", # Firefox "Mozilla/5.0 (Windows NT 10.0; Win64; x64; rv:135.0) Gecko/20100101 Firefox/135.0", "Mozilla/5.0 (Macintosh; Intel Mac OS X 14.7; rv:135.0) Gecko/20100101 Firefox/135.0", "Mozilla/5.0 (X11; Linux i686; rv:135.0) Gecko/20100101 Firefox/135.0", # Safari "Mozilla/5.0 (Macintosh; Intel Mac OS X 14_7_4) AppleWebKit/605.1.15 (KHTML, like Gecko) Version/18.3 Safari/605.1.15", # Edge "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/133.0.0.0 Safari/537.36 Edg/131.0.2903.86" ]