quandl-fund-xlsx 0.1.2

A CLI tool which uses the Quandl Fundmentals API and writes results to Excel Spreadsheets.

quandl_fund_xlsx

A unofficial CLI tool which uses the Quandl API and the Sharadar Essential Fundamentals Database to extract financial fundamentals, Sharadar provided ratios as well as calculate additional ratios. Results are written to an Excel Workbook with a separate worksheet per ticker analysed.

Read the file called LICENCE and pay special attention to the terms of the Apache 2.0 license.

• Free software: Apache Software License 2.0

• Documentation: https://quandl_fund_xlsx.readthedocs.io.

Features

For a given ticker, fundamental data is obtained using the Quandl API and the Sharadar Fundamentals database. This data is then used to calculate various useful, financial ratios. The ratios provide profitability indicators, a number of financial leverage indicators providing a sense of the amount of debt a company has on it’s balance sheet as well as its ability to service it’s debt and pay a dividend.

Some REIT specific ratios such as FFO and AFFO are roughly approximated. These specific ratios are only roughly approximated since certain data, namely Real estate sales data for the period does not appear to be available via the API.

Within each ticker’s excel worksheets it’s divided into three main areas:

• Quandl statement indicators. This is data obtained from the three main financial statements; the Income Statement, the Balance Sheet and the Cash Flow Statement.

• Quandl Metrics and Ratio Indicators. These are quandl provided financial ratios.

• Calculated Metrics and Ratios. These are calculated by the package from the Sharadars data provided and tabulated by the statement indicators and the ‘Metrics and Ratio’ indicators.

The python Quandl API provides the ability to return data within python pandas dataframes. This makes calculating various ratios as simple as dividing two variables by each other.

The calculations support the data offered by the free SF0 database, and the paid for SF1 database, a richer set of data is available as well as a larger coverage universe of stocks is supported by the paid SF1 database.

The generated Excel workbook with one sheet per ticker.

Installation

pip install quandl_fund_xlsx

Usage:

quandl_fund_xlsx -h
quandl_fund_xlsx

Usage:
quandl_fund_xlsx (-i <ticker-file> | -t <ticker>) [-o <output-file>]
                                                                [-y <years>] [-d <sharadar-db>]
                                                                [--dimension <dimension>]

quandl_fund_xlsx.py (-h | --help)
quandl_fund_xlsx.py --version

Options:
-h --help             Show this screen.
-i --input <file>     File containing one ticker per line
-t --ticker <ticker>  Ticker symbol
-o --output <file>    Output file [default: stocks.xlsx]
-y --years <years>    How many years of results (max 7 with SF0) [default: 5]
-d --database <database>    Sharadar Fundamentals database to use, SFO or
                                                        SF1 [default: SF0]
--dimension <dimension>     Sharadar database dimension, MRY, MRT, ART [default: MRY]
--version             Show version.

quandl_fund_xlsx -t INTC -o excel_files/intc.xlsx
{'--database': 'SF0',
'--input': None,
'--output': 'excel_files/intc.xlsx',
'--ticker': 'INTC',
'--years': '5'}
('Ticker =', 'INTC')
2017-08-22 06:08:59,751 INFO     Processing the stock INTC
2017-08-22 06:09:06,012 INFO     Processed the stock INTC

ls -lh excel_files
total 12K
-rw-rw-r-- 1 test test 8.7K Aug 22 06:09 intc.xlsx

Credits

This packge was created with Cookiecutter and the audreyr/cookiecutter-pypackage project template.

History

0.1.1 (2017-08-31)

• First release on PyPI.