Script to Export Fidelity Fundamental data to CSV

Author: maximgl

Creation Date: 7/28/2020 3:50 AM

Wealth Lab » Data » Script to Export Fidelity Fundamental data to CSV

maximgl

7/28/2020 3:50 AM

If you are using WeathLab Pro and want to keep your fundamental data, I wrote a script to dump Analyst Ratings, Earning Estimates, Sentiment and Fundamental data into CSV files.

Apologize for messy code, it was done in a rush. Make sure to change path variable to a valid path and run it on all Fidelity datasets you have:

CODE:
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If you are using WeathLab Pro and want to keep your fundamental data, I wrote a script to dump Analyst Ratings, Earning Estimates, Sentiment and Fundamental data into CSV files.

Apologize for messy code, it was done in a rush. Make sure to change path variable to a valid path and run it on all Fidelity datasets you have:

[code]
using System;
using System.Collections.Generic;
using System.Text;
using WealthLab;
using System.IO;

namespace WealthLab.Strategies
{
	public class MyStrategy0 : WealthScript
	{
		const string sep = ",";
		const string qt = "\"";
		const string fmt = "0.00########";
		const string lnbrk = "\n";
		const string dtefmt = "yyyy-MM-dd";
		const string path = @"D:\_dt\data\fidelity\1\";

protected override void Execute()
		{
			ClearDebug();

if (!Directory.Exists(path))
				throw new Exception("You must create the directory " + path);

PrintStatusBar("Exporting: " + Bars.Symbol);
			
			string[] Fitems = {
				"accounts payable", "adjustment factor", "assets", "cash", "cash dividends", "common shares outstanding",
				"common shares used to calculate eps diluted", "current assets", "current liabilities", "earnings per share",
				"ebit", "employee", "fiscal quarter", "fiscal year", "goodwill", "interest expense", "liabilities",
				"long term debt", "net income", "operating activities", "operating income before depreciation", "pretax income",
				"property plant and equipment", "research and development expense", "sales turnover", "stock compensation expense",
				"stockholder equity", "total inventories", "total receivables" };

string[] Fitems_cols = {
				"period","fiscal year","current quarter"
			};

string[] Sitems = {
				"insider sell","insider buy" };

string[] Sitems_cols = {
				"transaction type","insider1","title1","shares1","insider2","title2","shares2","insider3","title3","shares3","count"
			};

string[] Eitems = {
				"estimated earnings" };

string[] Eitems_cols = {
				"period","calendar year","fiscal year","current quarter","current qtr month","sum TTM mean value","sum FTM mean value"
			};

string[] Aitems = {
				"analyst upgrade","analyst downgrade" };

string[] Aitems_cols = {
				"action code","firm name","normalized rating","prev normalized rating","analyst name"
			};

WriteItems(path + Bars.Symbol.Replace("/", "_") + "_Fundamental.csv", Fitems, Fitems_cols);
			WriteItems(path + Bars.Symbol.Replace("/", "_") + "_Sentiment.csv", Sitems, Sitems_cols);
			WriteItems(path + Bars.Symbol.Replace("/", "_") + "_Earnings.csv", Eitems, Eitems_cols);
			WriteItems(path + Bars.Symbol.Replace("/", "_") + "_AnalystRating.csv", Aitems, Aitems_cols);

PrintStatusBar("Complete!");
		}
		
		public void WriteItems(string file,string[] Fitems,string[] Fcols)
		{
			StringBuilder lines = new StringBuilder(1000000);

string ins = "Date,Name,Value";
			int lcount = 1;
			
			foreach (string colname in Fcols)
			{
				ins += sep + qt + colname + qt;
			}
			ins += ",Value_Text" + lnbrk;
			lines.Append(ins);

foreach (string value in Fitems)
			{
				ins = GetFDFundamentalString(value, Bars.Symbol, Fcols);

if (ins.Length > 1)
				{
					lines.Append(ins);
					lcount++;
				}
			}

if (lcount > 1)
			{
				File.WriteAllText(file, lines.ToString());
			}
			lines = null;

}

public string GetFDFundamentalString(string item, string symbol, string[] cols)
		{
			String ins = "";
			IList<FundamentalItem> fList = FundamentalDataItems(item);

foreach (FundamentalItem fi in fList)
			{
				if (String.Compare(fi.Date.ToString(dtefmt), "1900-01-01") > 0)
				{
					ins += fi.Date.ToString(dtefmt) + sep + qt + item.Replace(sep, sep+sep) + qt+ sep + fi.Value.ToString(fmt);
					foreach (string colname in cols)
					{
						ins += sep + qt + fi.GetDetail(colname).Replace(lnbrk, " ").Replace(qt, qt+qt) + qt;
					}
					ins += sep + qt + fi.FormatValue().Replace(lnbrk, " ").Replace(qt, qt+qt) + qt + lnbrk;
				}
			}
			return ins;

}

}
}
[/code]

Wealth Lab » Data » Script to Export Fidelity Fundamental data to CSV