R/get_financial.R

In Lambeek/finqreportr: Financial statments (quarterly reports) scraper

#' @import dplyr curl

GetFinancial <- function(statement.type, symbol, year, quarter) {

     ##   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
     month <- NULL
     ##   Acquire possible filling month
     if(quarter == "Q1") {
             month <- c(4, 5)
             }
     else if(quarter == "Q2"){
                     month <- c(7, 8)
                     }
     else if(quarter == "Q3"){
                     month <- c(10, 11)
                     }
     else {
             stop("wrong quarters")
     }

     ##   Function to acquire Instance Document URL
     GetURL <- function(symbol, year, month) {
             filingsonEdgar <-
                     edgarWebR::company_filings(x = symbol,
                                                type = "10-Q")
             filingsonEdgar <- mutate(filingsonEdgar,
                                      filing_year =
                                              lubridate::
                                              year(filingsonEdgar$
                                                             filing_date),
                                        filing_month = lubridate::
                                                month(filingsonEdgar$
                                                             filing_date)) %>%
                     filter(filing_year == year &
                                    (filing_month == month[1] |
                                             filing_month == month[2]))
             documentsonEdgar <-
                     edgarWebR::filing_documents(x = filingsonEdgar$href[1])
             inst.url <- documentsonEdgar[documentsonEdgar[5] == 'XML' |
                                                  documentsonEdgar[5] ==
                                                  'EX-101.INS', 4]
             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, month)

     ##   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)
     clean.statement <- unique(clean.statement)
     clean.statement$Amount <- as.numeric(clean.statement$Amount)

     return(clean.statement)
}