R/get_financial.R

In finreportr: Financial Data from U.S. Securities and Exchange Commission

#' @import dplyr curl

GetFinancial <- function(statement.type, symbol, year) {
     
     ##   This is here to please R CMD check
     description <- NULL
     roleId <- NULL
     labelRole <- NULL
     labelString <- NULL
     unitId <- NULL
     fact <- NULL
     contextId <- NULL
     startDate <- NULL
     endDate <- NULL
     
     ##   Function to acquire Instance Document URL
     GetURL <- function(symbol, year) {
          
          lower.symbol <- tolower(symbol)
          
          accession.no.raw <- GetAccessionNo(symbol, year, foreign = FALSE)
          accession.no <- gsub("-", "" , accession.no.raw)
          
          CIK <- CompanyInfo(symbol)
          CIK <- as.numeric(CIK$CIK)
          
          report.period <- ReportPeriod(symbol, CIK, accession.no, accession.no.raw)
          report.period <- gsub("-", "" , report.period)
          
          inst.url <- paste0("https://www.sec.gov/Archives/edgar/data/", CIK, "/", 
                             accession.no, "/", lower.symbol, "-", report.period, ".xml")
          return(inst.url)
     }
     
     
     ##   Function to download Instance Document
     GetInstFile <- function(url) {
          XBRL::xbrlDoAll(url, cache.dir="XBRLcache", prefix.out ="out", verbose=FALSE)
     }
     
     inst.url <- GetURL(symbol, year)
     
     ##   Check if url exits
     
     check <- tryCatch(is.list(httr::GET(inst.url)), error = function(e) {return(FALSE)})
     if(check == FALSE) {
          stop("no XBRL-format filings detected")
     }
     
     ##   Download Instance Document
     instFile <- GetInstFile(inst.url)
     
     ##   Clear Cache Dir
     file.remove("out_calculations.csv", "out_contexts.csv", "out_definitions.csv", 
                 "out_elements.csv", "out_facts.csv", "out_footnotes.csv", 
                 "out_labels.csv", "out_presentations.csv", "out_roles.csv", "out_units.csv")
     
     unlink("XBRLcache", recursive = TRUE)
     
     ##   Get Role ID from Instance Document
     role.df <- instFile$role %>%
          filter(toupper(description) %in% statement.type)

     role.id <- as.character(role.df$roleId)

     ##   Create statement template from Presentation Linkbase
     statement.skeleton <-
          instFile$presentation %>%
          filter(roleId == role.id)

     rowid <- c(1:nrow(statement.skeleton))
     statement.skeleton <- mutate(statement.skeleton, rowid = rowid)

     ##   Merge with Label Linkbase
     statement <-
          merge(statement.skeleton, instFile$label, by.x = "toElementId", 
                by.y = "elementId") %>%
          filter(labelRole == "http://www.xbrl.org/2003/role/label")

     ##   Merge with Fact Linkbase
     statement <- merge(statement, instFile$fact, by.x = "toElementId", 
                        by.y = "elementId")

     ##   Merge with Context Linkbase
     statement <- merge(statement, instFile$context, by.x = "contextId", 
                        by.y = "contextId") %>%
          arrange(rowid)

     ##   Clean combined table
     statement <- subset(statement, is.na(statement$dimension1))

     clean.statement <- select(statement, labelString, unitId, fact, contextId, 
                               startDate, endDate, rowid)
     clean.statement <- select(clean.statement, -contextId)

     colnames(clean.statement)[1] <- "Metric"
     colnames(clean.statement)[2] <- "Units"
     colnames(clean.statement)[3] <- "Amount"

     clean.statement <- arrange(clean.statement, rowid)
     clean.statement <- select(clean.statement, -rowid)
     return(clean.statement)
}