accrual anomaly snippet.py

def CalculateAccruals(self, current, previous):
    accruals = []
    for stock_data in current:
        try:
            prev_data = None
            for x in previous:
                if x.Symbol == stock_data.Symbol:
                    prev_data = x
                    break
            
            delta_assets = float(stock_data.FinancialStatements.BalanceSheet.CurrentAssets.Value)-float(prev_data.FinancialStatements.BalanceSheet.CurrentAssets.Value)
            delta_cash = float(stock_data.FinancialStatements.BalanceSheet.CashAndCashEquivalents.Value)-float(prev_data.FinancialStatements.BalanceSheet.CashAndCashEquivalents.Value)
            delta_liabilities = float(stock_data.FinancialStatements.BalanceSheet.CurrentLiabilities.Value)-float(prev_data.FinancialStatements.BalanceSheet.CurrentLiabilities.Value)
            delta_debt = float(stock_data.FinancialStatements.BalanceSheet.CurrentDebt.Value)-float(prev_data.FinancialStatements.BalanceSheet.CurrentDebt.Value)
            delta_tax = float(stock_data.FinancialStatements.BalanceSheet.IncomeTaxPayable.Value)-float(prev_data.FinancialStatements.BalanceSheet.IncomeTaxPayable.Value)
            dep = float(stock_data.FinancialStatements.IncomeStatement.DepreciationAndAmortization.Value)
            avg_total = (float(stock_data.FinancialStatements.BalanceSheet.TotalAssets.Value)+float(prev_data.FinancialStatements.BalanceSheet.TotalAssets.Value))/2
 
            stock_data.bs_acc = ((delta_assets-delta_cash)-(delta_liabilities-delta_debt-delta_tax)-dep)/avg_total
            accruals.append(stock_data)
        except:
            pass
    return accruals