Code

Python

  • Dependencies (i.e., modules you must download that are accessed by the program):

    EDGAR_Forms_v2.1.py - module that can be imported to provide convenient lists of form variants.

    EDGAR_Pac_v2.1.py - module containing utility subroutines to facilitate downloading the EDGAR master index files.

    General_Utilities_v2.1.py - module with generic utilities, in this case used for downloading files to a string or to a file.

 

  • Generic_Parser.py

    Program to generate sentiment counts for all files contained within a specified folder.  Sentiment counts are based on the Loughran-McDonald dictionary.
     
  • Class_LM10XSummaries.py

    This module provides a class for the the LM_10X_Summary files (documented here). The file contains a record for each 10-X filing with ID information, sentiment counts, and document characteristics (e.g., # of tables). The class, when invoked, expects to receive a string line from the data file which is then converted into a module with attributes associated with each variable. Optionally the user may also provide a string variable for missing values (which is converted to the appropriate type for a given variable).

    A brief __main__ program provides a simple example of usage.