ZipLime commited on
Commit
e7277b7
·
verified ·
1 Parent(s): 7c29dbb

Update the earnings calendar

Browse files
PIPELINE.md CHANGED
@@ -174,6 +174,11 @@ instant is used for those — 23.1% of rows — and every other event is dated t
174
  early, which is the direction a knowledge date may be wrong in.
175
  `knowledge_estimated` marks which is which.
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177
  One consequence is visible in the data and is not an error: 63 065 events carry
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  an exact timestamp earlier than their own filing date, because EDGAR stamps
179
  anything accepted after 17:30 with the next business day. The quality gate
 
174
  early, which is the direction a knowledge date may be wrong in.
175
  `knowledge_estimated` marks which is which.
176
 
177
+ The same convention decided a smaller thing: `announcements` and `earnings`
178
+ carry `knowledge_date` as well, as an alias of the acceptance instant they
179
+ already published under `announced_at`. Verified against the adapter itself --
180
+ before the alias it resolved two configs of four, now it resolves all four.
181
+
182
  One consequence is visible in the data and is not an error: 63 065 events carry
183
  an exact timestamp earlier than their own filing date, because EDGAR stamps
184
  anything accepted after 17:30 with the next business day. The quality gate
README.md CHANGED
@@ -217,6 +217,12 @@ date: EDGAR stamps anything accepted after 17:30 with the next business day.)
217
  | `events` | 4 382 182 | one 8-K item: a dated corporate event of any kind |
218
  | `pit` | 258 482 | one point-in-time earnings knowledge event, plus a Delta table |
219
 
 
 
 
 
 
 
220
  `entity_id` in `pit` is the issuer CIK, the same key as every sibling dataset,
221
  so an earnings date joins directly to
222
  [company-fundamentals](https://huggingface.co/datasets/ZipLime/company-fundamentals),
 
217
  | `events` | 4 382 182 | one 8-K item: a dated corporate event of any kind |
218
  | `pit` | 258 482 | one point-in-time earnings knowledge event, plus a Delta table |
219
 
220
+ **All four configs carry `knowledge_date`**, so all four mount, not only
221
+ `pit`: in `announcements` and `earnings` it is the acceptance instant itself,
222
+ in `events` it is exact where a header was read and the end of the filing day
223
+ otherwise. A config whose knowledge column is named anything else is refused by
224
+ ziplime rather than indexed on an event date.
225
+
226
  `entity_id` in `pit` is the issuer CIK, the same key as every sibling dataset,
227
  so an earnings date joins directly to
228
  [company-fundamentals](https://huggingface.co/datasets/ZipLime/company-fundamentals),
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manifest.json CHANGED
@@ -33,6 +33,7 @@
33
  "form": "String",
34
  "inserted_at": "Datetime(time_unit='us', time_zone='UTC')",
35
  "items": "String",
 
36
  "period_of_report": "Date",
37
  "primary_document": "String",
38
  "session": "String",
@@ -57,6 +58,7 @@
57
  "fiscal_year": "Int32",
58
  "form": "String",
59
  "inserted_at": "Datetime(time_unit='us', time_zone='UTC')",
 
60
  "net_income": "Float64",
61
  "period_end": "Date",
62
  "quarters": "Int32",
@@ -144,7 +146,7 @@
144
  "event_date": "event_date",
145
  "event_date_type": "date",
146
  "frequency_seconds": null,
147
- "generated_at": "2026-09-08T07:01:01.799920+00:00",
148
  "knowledge_date": "knowledge_date",
149
  "knowledge_date_policy": {
150
  "never_before_event_date": true,
@@ -170,7 +172,7 @@
170
  "origin": "SEC EDGAR bulk submissions and filing headers; figures from ZipLime/company-fundamentals",
171
  "package_version": "1.0.0",
172
  "recipe": "recipe/",
173
- "recipe_hash": "sha256:a9c76329ea70004a8b3f0b4c57a9e5d7d1a4f6f220aaaa0fcb300ba5b735a566",
174
  "schedule": "10 9 * * 1",
175
  "siblings": {
176
  "calendar": "XNYS via exchange_calendars",
 
33
  "form": "String",
34
  "inserted_at": "Datetime(time_unit='us', time_zone='UTC')",
35
  "items": "String",
36
+ "knowledge_date": "Datetime(time_unit='us', time_zone='UTC')",
37
  "period_of_report": "Date",
38
  "primary_document": "String",
39
  "session": "String",
 
58
  "fiscal_year": "Int32",
59
  "form": "String",
60
  "inserted_at": "Datetime(time_unit='us', time_zone='UTC')",
61
+ "knowledge_date": "Datetime(time_unit='us', time_zone='UTC')",
62
  "net_income": "Float64",
63
  "period_end": "Date",
64
  "quarters": "Int32",
 
146
  "event_date": "event_date",
147
  "event_date_type": "date",
148
  "frequency_seconds": null,
149
+ "generated_at": "2026-09-08T08:35:30.733063+00:00",
150
  "knowledge_date": "knowledge_date",
151
  "knowledge_date_policy": {
152
  "never_before_event_date": true,
 
172
  "origin": "SEC EDGAR bulk submissions and filing headers; figures from ZipLime/company-fundamentals",
173
  "package_version": "1.0.0",
174
  "recipe": "recipe/",
175
+ "recipe_hash": "sha256:a3eff0036d141fbceecb193332cd7e5433c90600568618791f014cce34d0ccd1",
176
  "schedule": "10 9 * * 1",
177
  "siblings": {
178
  "calendar": "XNYS via exchange_calendars",
recipe/build.py CHANGED
@@ -66,6 +66,7 @@ def build_announcements(
66
  pl.col("reportDate").str.strptime(pl.Date, "%Y-%m-%d", strict=False)
67
  .alias("period_of_report"),
68
  pl.col("accepted_at").alias("announced_at"),
 
69
  pl.when(pl.col("accepted_at").is_not_null())
70
  .then(pl.lit("filing_header"))
71
  .otherwise(pl.lit("unavailable"))
 
66
  pl.col("reportDate").str.strptime(pl.Date, "%Y-%m-%d", strict=False)
67
  .alias("period_of_report"),
68
  pl.col("accepted_at").alias("announced_at"),
69
+ pl.col("accepted_at").alias("knowledge_date"),
70
  pl.when(pl.col("accepted_at").is_not_null())
71
  .then(pl.lit("filing_header"))
72
  .otherwise(pl.lit("unavailable"))
recipe/earnings.py CHANGED
@@ -172,7 +172,8 @@ def build_earnings(
172
  candidates = (
173
  announcements.select(
174
  "cik", "accession_number", "form", "ticker", "ticker_confidence",
175
- "announced_at", "announced_date_et", "session", "first_tradeable_session",
 
176
  )
177
  .join(periodic, on="cik", how="inner")
178
  .filter(
 
172
  candidates = (
173
  announcements.select(
174
  "cik", "accession_number", "form", "ticker", "ticker_confidence",
175
+ "announced_at", "knowledge_date", "announced_date_et", "session",
176
+ "first_tradeable_session",
177
  )
178
  .join(periodic, on="cik", how="inner")
179
  .filter(
recipe/schema.py CHANGED
@@ -33,6 +33,11 @@ ANNOUNCEMENT_SCHEMA: dict[str, pl.DataType] = {
33
  "filed_date": pl.Date,
34
  "period_of_report": pl.Date,
35
  "announced_at": UTC_DATETIME,
 
 
 
 
 
36
  "announced_date_et": pl.Date,
37
  "announced_time_et": pl.Time,
38
  "session": pl.String,
@@ -58,6 +63,7 @@ EARNINGS_SCHEMA: dict[str, pl.DataType] = {
58
  "ticker": pl.String,
59
  "ticker_confidence": pl.String,
60
  "announced_at": UTC_DATETIME,
 
61
  "announced_date_et": pl.Date,
62
  "session": pl.String,
63
  "first_tradeable_session": pl.Date,
 
33
  "filed_date": pl.Date,
34
  "period_of_report": pl.Date,
35
  "announced_at": UTC_DATETIME,
36
+ # The same instant under the name ziplime indexes on. Its adapter refuses a
37
+ # config whose knowledge column is not one of the conventional names rather
38
+ # than fall back to an event date, so without this alias the table is
39
+ # unmountable however correct `announced_at` is.
40
+ "knowledge_date": UTC_DATETIME,
41
  "announced_date_et": pl.Date,
42
  "announced_time_et": pl.Time,
43
  "session": pl.String,
 
63
  "ticker": pl.String,
64
  "ticker_confidence": pl.String,
65
  "announced_at": UTC_DATETIME,
66
+ "knowledge_date": UTC_DATETIME,
67
  "announced_date_et": pl.Date,
68
  "session": pl.String,
69
  "first_tradeable_session": pl.Date,
tests/test_docs_and_jobs.py CHANGED
@@ -108,3 +108,18 @@ def test_a_truncated_archive_is_rejected(tmp_path, monkeypatch):
108
  archive.write_bytes(archive.read_bytes()[:-64]) # lose the central directory
109
  with pytest.raises(RuntimeError, match=r"not a readable zip archive"):
110
  bulk.check_archive(archive)
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
108
  archive.write_bytes(archive.read_bytes()[:-64]) # lose the central directory
109
  with pytest.raises(RuntimeError, match=r"not a readable zip archive"):
110
  bulk.check_archive(archive)
111
+
112
+
113
+ def test_every_config_can_be_mounted_by_ziplime():
114
+ """ziplime indexes on a knowledge date and refuses a config that has none.
115
+
116
+ The names come from its adapter's preference list; a table whose knowledge
117
+ column is called something else is unusable as published, however correct
118
+ the column is. `events` was in exactly that position when first published.
119
+ """
120
+ conventional = {
121
+ "feature_available_at", "knowledge_date", "knowledge_day",
122
+ "available_at", "disclosure_date", "notification_date", "date",
123
+ }
124
+ for name, schema in CONFIG_SCHEMAS.items():
125
+ assert conventional & set(schema), f"{name} has no knowledge-date column"