Implement fetch sec-filings

README.md

@@ -100,6 +100,8 @@ msft.capital_gains  # only for mutual funds & etfs
 msft.get_shares_full(start="2022-01-01", end=None)
 
 # show financials:
+msft.calendar
+msft.sec_filings
 # - income statement
 msft.income_stmt
 msft.quarterly_income_stmt

yfinance/base.py

@@ -171,6 +171,10 @@ def get_calendar(self, proxy=None) -> dict:
         self._quote.proxy = proxy or self.proxy
         return self._quote.calendar
 
+    def get_sec_filings(self, proxy=None) -> dict:
+        self._quote.proxy = proxy or self.proxy
+        return self._quote.sec_filings
+
     def get_major_holders(self, proxy=None, as_dict=False):
         self._holders.proxy = proxy or self.proxy
         data = self._holders.major

yfinance/scrapers/quote.py

@@ -496,6 +496,7 @@ def __init__(self, data: YfData, symbol: str, proxy=None):
         self._recommendations = None
         self._upgrades_downgrades = None
         self._calendar = None
+        self._sec_filings = None
 
         self._already_scraped = False
         self._already_fetched = False
@@ -563,6 +564,13 @@ def calendar(self) -> dict:
             self._fetch_calendar()
         return self._calendar
 
+    @property
+    def sec_filings(self) -> dict:
+        if self._sec_filings is None:
+            f = self._fetch_sec_filings()
+            self._sec_filings = {} if f is None else f
+        return self._sec_filings
+
     @staticmethod
     def valid_modules():
         return quote_summary_valid_modules
@@ -710,3 +718,35 @@ def _fetch_calendar(self):
                 self._calendar['Revenue Average'] = earnings.get('revenueAverage', None)
         except (KeyError, IndexError):
             raise YFDataException(f"Failed to parse json response from Yahoo Finance: {result}")
+
+
+    def _fetch_sec_filings(self):
+        result = self._fetch(self.proxy, modules=['secFilings'])
+        if result is None:
+            return None
+
+        filings = result["quoteSummary"]["result"][0]["secFilings"]["filings"]
+
+        # Improve structure
+        for f in filings:
+            if 'exhibits' in f:
+                f['exhibits'] = {e['type']:e['url'] for e in f['exhibits']}
+            f['date'] = datetime.datetime.strptime(f['date'], '%Y-%m-%d').date()
+
+        # Experimental: convert to pandas
+        # for i in range(len(filings)):
+        #     f = filings[i]
+        #     if 'exhibits' in f:
+        #         for e in f['exhibits']:
+        #             f[e['type']] = e['url']
+        #         del f['exhibits']
+        #     filings[i] = f
+        # filings = pd.DataFrame(filings)
+        # for c in filings.columns:
+        #     if c.startswith('EX-'):
+        #         filings[c] = filings[c].astype(str)
+        #         filings.loc[filings[c]=='nan', c] = ''
+        # filings = filings.drop('epochDate', axis=1)
+        # filings = filings.set_index('date')
+
+        return filings

yfinance/ticker.py

@@ -168,6 +168,10 @@ def calendar(self) -> dict:
         """
         return self.get_calendar()
 
+    @property
+    def sec_filings(self) -> dict:
+        return self.get_sec_filings()
+
     @property
     def recommendations(self):
         return self.get_recommendations()