edgar.financials — com.github.clojure-finance/edgarjure 0.1.8

Financial statement extraction with normalization.

Three output layers for each statement: raw-* - all matching observations, unprocessed *-statement - normalized, restatement-deduplicated, long-format get-financials - all three statements, optionally wide-format

Concept fallback chains: each line item is a vector of concept names tried in order; the first one present in the facts data wins.

Duration vs instant: Income statement + cash flow -> duration observations (row has :start date) Balance sheet -> instant observations (row has no :start date)

Point-in-time / look-ahead-safe mode: Pass :as-of "YYYY-MM-DD" to any public function to restrict to filings where :filed <= as-of-date. Without :as-of the latest restated value is returned (as-reported / always-latest behaviour).

Quarterly and LTM derivation (10-Q only, flow variables only): :val-q - single-quarter value derived by subtracting prior YTD from current YTD. Q1 = reported value; Q2 = H1 - Q1; etc. :val-ltm - last-twelve-months: sum of four consecutive :val-q values. nil when any of the four quarters is missing.

balance-sheet clj

(balance-sheet ticker-or-cik
               &
               {:keys [form concepts shape as-of]
                :or {form "10-K" shape :long}})

Return normalized balance sheet as a long-format dataset.

Options: :form - "10-K" (default) or "10-Q" :concepts - override balance-sheet-concepts :shape - :long (default) or :wide :as-of - ISO date string "YYYY-MM-DD" (default nil). When set, excludes filings where :filed > as-of-date, giving point-in-time / look-ahead-safe results.

balance-sheet-concepts clj

cash-flow clj

(cash-flow ticker-or-cik
           &
           {:keys [form concepts shape as-of] :or {form "10-K" shape :long}})

Return normalized cash flow statement as a long-format dataset.

Options: :form - "10-K" (default) or "10-Q" :concepts - override cash-flow-concepts :shape - :long (default) or :wide :as-of - ISO date string "YYYY-MM-DD" (default nil). When set, excludes filings where :filed > as-of-date, giving point-in-time / look-ahead-safe results.

For 10-Q queries, long-format output includes :val-q (single-quarter value) and :val-ltm (trailing twelve months) columns derived from YTD subtraction.

cash-flow-concepts clj

get-financials clj

(get-financials ticker-or-cik
                &
                {:keys [form shape as-of] :or {form "10-K" shape :long}})

Return all three normalized statements for a company.

Returns {:income-statement ds :balance-sheet ds :cash-flow ds}

Options: :form - "10-K" (default) or "10-Q" :shape - :long (default) or :wide :as-of - ISO date string "YYYY-MM-DD" (default nil). All three statements use point-in-time deduplication: filings where :filed > as-of-date are excluded.

For 10-Q queries, long-format income and cash flow include :val-q and :val-ltm columns. Balance sheet is unaffected (instant observations).

income-statement clj

(income-statement ticker-or-cik
                  &
                  {:keys [form concepts shape as-of]
                   :or {form "10-K" shape :long}})

Return normalized income statement as a long-format dataset.

Options: :form - "10-K" (default) or "10-Q" :concepts - override income-statement-concepts :shape - :long (default) or :wide :as-of - ISO date string "YYYY-MM-DD" (default nil). When set, excludes filings where :filed > as-of-date, giving point-in-time / look-ahead-safe results suitable for backtesting and event studies.

For 10-Q queries, long-format output includes :val-q (single-quarter value) and :val-ltm (trailing twelve months) columns derived from YTD subtraction.

income-statement-concepts clj