A package to parse SEC filings
Project description
SEC Parsers
Parses non-standardized SEC filings into structured xml. Use cases include LLMs, NLP, and textual analysis. Package is a WIP.
Supported filing types are 10-K, 10-Q, 8-K, S-1, 20-F. More will be added soon, or you can write your own! How to write a Custom Parser in 5 minutes
Note: syntax change for find_nodes_by_title, to find_all_sections_by_title and associated functions.
URGENT: Advice on how to name functions used by users is urgently needed. SEC Parsers has started to get a lot of users, and I don't want to deprecate function names in the future. Link
Installation
pip install sec-parsers
Quickstart
from sec_parsers import Filing, download_sec_filing
html = download_sec_filing('https://www.sec.gov/Archives/edgar/data/1318605/000162828024002390/tsla-20231231.htm')
filing = Filing(html)
filing.parse() # parses filing
filing.visualize() # opens filing in webbrowser with highlighted section headers
filing.find_sections_from_title(title) # finds section by title, e.g. 'item 1a'
filing.find_sections_from_text(text) # finds sections which contains your text
filing.get_tree(node) # if no argument specified returns xml tree, if node specified, returns that nodes tree
filing.get_title_tree() # returns xml tree using titles instead of tags. More descriptive than get_tree.
filing.set_filing_type(type) # e.g. 'S-1'. Use when automatic detection fails
filing.save_xml(file_name,encoding='utf-8')
filing.save_csv(file_name,encoding='ascii')
Additional Resources:
- quickstart
- [In Progress] Article explaining how to write custom filing parsers.
- Archive of Parsed XMLs / CSVs - Last updated 7/24/24.
- example parsed filing
- example parsed filing exported to csv.
Features:
- lots of filing types
- export to xml, csv, with option to convert to ASCII
- visualization
Feature Requests:
- Extract title of section along with its text (sharif)
- Extract subsections from section (sharif)
- Export to dta (Denis)
- DEF 14A, DEFM14A (Denis)
- Export to markdown (Astarag)
Statistics
- Speed: On average, 10-K filings parse in 0.25 seconds. There were 7,118 10-K annual reports filed in 2023, so to parse all 10-Ks from 2023 should take about half an hour.
Updates
Towards Version 1:
- Most/All SEC text filings supported
- Few errors
- xml
Might be done along the way:
- Faster parsing, probably using streaming approach, and combining modules together.
- Introduction section parsing
- Signatures section parsing
- Better visualization interface (e.g. like pdfviewer for sections)
Beyond Version 1:
To improve the package beyond V1 it looks like I need compute and storage. Not sure how to get that. Working on it.
Metadata
- Clustering similar section titles using ML (e.g. seasonality headers)
- Adding tags to individual sections using small LLMs (e.g. tag for mentions supply chains, energy, etc)
Other
- Table parsing
- Image OCR
- Parsing non-html filings
Current Priority list:
-
Fix xml tree issue with parsing type
-
look at code duplication w.r.t to style detectors, e.g. all caps and emphasis. may want to combine into one detector
- yep this is a priority. have to handle e.g. Introduction and Segment Overview as same rule. Bit difficult. Will think over.
- fix items being on same level as company designated headers
- better function names - need to decide terminology soon.
- consider adding table of contents, forward looking information, etc
- forward looking information, DOCUMENTS INCORPORATED BY REFERENCE, TABLE OF CONTENTS - go with a bunch,
- fix layering issue - e.g. top div hides sections
- make trees nicer
- add more filing types
- fix all caps and emphasis issue
- clean text
- Better historical conversion: handle if PART I appears multiple times as header, e.g. logic here item 1 continued.
Project details
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