import datetime from enum import Enum from pathlib import Path import bs4 from typing import Generator, Iterable, Optional from dataclasses import dataclass from .stocks import StockMarketAnalyzer, load_stock_prices def clean_paragraph(paragraph: str): return paragraph.strip().replace("\n", " ").replace("\r", "").replace("--", "") def process_transcript(transcript: str, min_words: int = 30): paragraphs = transcript.split("\n\n") for i, paragraph in enumerate(paragraphs): if len(paragraph.split()) > min_words: yield i, clean_paragraph(paragraph) class Sentiment(str, Enum): positive = "positive" negative = "negative" def __repr__(self) -> str: return self.value def __str__(self) -> str: return self.value @dataclass class EarningsPrompt: company: str date: datetime.datetime para_no: int label: Sentiment text: str def to_dict(self): return { "company": self.company, "date": self.date, "para_no": self.para_no, "label": self.label, "text": self.text, } @dataclass class EarningsCall: company: str date: datetime.datetime file_path: Path sentiment: Optional[Sentiment] = None transcript: Optional[str] = None def load_transcript(self): if self.transcript is None: self.transcript = bs4.BeautifulSoup( self.file_path.read_text(), "html.parser" ).text def generate_prompts(self, min_words: int = 30): if self.sentiment is None: raise ValueError("EarningsCall sentiment must be set") if self.transcript is None: self.load_transcript() for para_no, paragraph in process_transcript( self.transcript, min_words=min_words ): yield EarningsPrompt( company=self.company, date=self.date, para_no=para_no, label=self.sentiment, text=paragraph, ) def set_sentiment( self, market_analyzer: StockMarketAnalyzer, days_before: int = 1, days_after: int = 1, ): beats_market = market_analyzer.beats_market( self.company, self.date, days_before=days_before, days_after=days_after ) self.sentiment = Sentiment.positive if beats_market else Sentiment.negative @classmethod def from_file(cls, path: Path): """ Given a path to an earnings call transcript file, extracts the company name, date, and file path and returns an EarningsCall object containing this information. Args: path (Path): The path to the earnings call transcript file. Returns: EarningsCall: An object containing the company name, date, and file path. """ company = path.parent.stem date = datetime.datetime.strptime(path.stem[: -(1 + len(company))], "%Y-%b-%d") return cls(company=company, date=date, file_path=path) def load_earnings_calls(files: Iterable[Path]) -> Generator[EarningsCall, None, None]: return (EarningsCall.from_file(f) for f in files) def process_earnings_calls( market_data_directory: Path, days_before: int = 1, days_after: int = 1 ) -> Generator[EarningsCall, None, None]: stock_prices = load_stock_prices(market_data_directory.glob("**/*.csv")) earnings_calls = load_earnings_calls(market_data_directory.glob("**/*.txt")) market_analyzer = StockMarketAnalyzer(stock_prices) for call in earnings_calls: call.set_sentiment(market_analyzer, days_before, days_after) yield call def generate_prompts(calls: Iterable[EarningsCall], min_words: int = 30): for call in calls: yield from call.generate_prompts(min_words=min_words)