10k_to_mda.py

# -*- coding:utf-8 -*-

import argparse
import codecs
import os
import time
import re

from pathos.pools import ProcessPool
from pathos.helpers import cpu_count

class MDAParser(object):
    def __init__(self):
        pass

    def extract(self, txt_dir, mda_dir, parsing_log):
        self.txt_dir = txt_dir
        if not os.path.exists(txt_dir):
            os.makedirs(txt_dir)

        self.mda_dir = mda_dir
        if not os.path.exists(mda_dir):
            os.makedirs(mda_dir)

        def text_gen(txt_dir):
            # Yields markup & name
            for path, subdirs, filenames in os.walk(txt_dir):
                for filename in filenames:
                    if not filename.endswith('.txt'):
                        continue
                    path_split = path.split("/")
                    cik = path_split[-1]
                    yield cik, filename

        def parsing_job(obj):
            cik, filename = obj
            print("Parsing: {}".format(filename))

            # Read text
            filepath = os.path.join(self.txt_dir, cik, filename)
            with codecs.open(filepath,'rb',encoding='utf-8') as fin:
                text = fin.read()

            name, ext = os.path.splitext(filename)
            # Parse MDA part
            msg = ""
            
            mda, end = self.parse_mda(text)
            
            # Parse second time if first parse results in index
            if mda and len(mda.encode('utf-8')) < 1000:
                mda, _ = self.parse_mda(text, start=end)
            
            if mda: # Has value
                msg = "SUCCESS"
                p = re.compile('\n[0-9]{1,2}(\n|$)')
                mda = p.sub('', mda)
                p = re.compile('\n\n.{0,60}\n\n')
                while len(p.findall(mda)) is not 0:
                    mda = p.sub('\n\n', mda)
                file_dir = os.path.join(self.mda_dir, cik)
                if not os.path.exists(file_dir):
                    os.makedirs(file_dir)
                
                mda_path = os.path.join(file_dir, name + '.mda')
                with codecs.open(mda_path,'w', encoding='utf-8') as fout:
                    fout.write(mda)
            else:
                msg = msg if mda else "MDA NOT FOUND"
            #print("{},{}".format(name,msg))
            return name + '.txt', msg #


        ncpus = cpu_count() if cpu_count() <= 8 else 8
        pool = ProcessPool( ncpus )

        _start = time.time()
        parsing_failed = pool.map( parsing_job, \
                                   text_gen(self.txt_dir) )
        _end = time.time()

        print("MDA parsing time taken: {} seconds.".format(_end-_start))

        # Write failed parsing list
        count = 0
        with open(parsing_log,'w') as fout:
            print("Writing parsing results to {}".format(parsing_log))
            for name, msg in parsing_failed:
                fout.write('{},{}\n'.format(name,msg))
                if msg != "SUCCESS":
                    count = count + 1

        print("Number of failed text:{}".format(count))

    def parse_mda(self, text, start=0):
        debug = False
        """
            Return Values
        """

        mda = ""
        end = 0

        """
            Parsing Rules
        """


        # Define start & end signal for parsing
        item7_begins = [ u'\nITEM 7.', u'\nITEM 7 –', u'\nITEM 7:', u'\nITEM 7 ', u'\nITEM 7\n' ]
        item7_ends   = [ u'\nITEM 7A' ]
        if start != 0:
            item7_ends.append(u'\nITEM 7') # Case: ITEM 7A does not exist
        item8_begins = [ u'\nITEM 8'  ]

        """
            Parsing code section
        """

        # Get begin
        for item7 in item7_begins:
            begin = text.rfind(item7)
            if debug:
                print(item7,begin)
            if begin != -1:
                break

        if begin != -1: # Begin found
            for item7A in item7_ends:
                end = text.rfind(item7A, begin+1)
                if debug:
                    print(item7A,end)
                if end != -1:
                    break

            if end == -1: # ITEM 7A does not exist
                for item8 in item8_begins:
                    end = text.rfind(item8, begin+1)
                    if debug:
                        print(item8,end)
                    if end != -1:
                        break

            # Get MDA
            if end > begin:
                mda = text[begin:end].strip()
            else:
                end = 0

        return mda, end

if __name__ == "__main__":
    parser = argparse.ArgumentParser("Parse MDA section of Edgar Form 10k")
    parser.add_argument('--txt_dir',type=str,default='./data/txt')
    parser.add_argument('--mda_dir',type=str,default='./data/mda')
    parser.add_argument('--log_file',type=str,default='./parsing.log')
    args = parser.parse_args()

    # Extract MD&A from processed text
    # Note that the parser parses every text in the text_dir, not according to the index file
    parser = MDAParser()
    parser.extract(txt_dir=args.txt_dir, mda_dir=args.mda_dir, parsing_log=args.log_file)