finsec_fund_analysis_step02.py

# --- Function for running quick statistics on the dataframe ---
def dataframe_statistics(df, manager_name:str, cik:str):
    '''
    Build out the holdings dataframes with some basic statistics. 
    '''
    df['Portfolio percentage'] = (df['Holding value'] / df['Holding value'].sum()) * 100
    df['Manager Name'] = manager_name
    df['CIK'] = cik
    return df

# --- Initialize empty dataframes ---
all_this_qtr_holdings = pd.DataFrame()
all_last_qtr_holdings = pd.DataFrame()

# --- Iterate through the list of investment managers, collect this quarters holdings and last --- 
managers = json.load(open("fund_managers.json"))    # Get the list of fund managers under review. 
for manager in managers:
    cik, manager_name = manager['cik'], manager['name'] # Get the cik and manager name.
    fs = finsec.Filing(cik) # Initialize the finsec object. 
    this_qtr_cover_page, detailed_this_qtr_holdings, this_qtr_holdings = fs.get_a_13f_filing("Q3-2022") # Get the latest filing. 
    last_qtr_cover_page, detailed_last_qtr_holdings, last_qtr_holdings = fs.get_a_13f_filing("Q2-2022") # Get the last (available) quarterly filing. 
    this_qtr_holdings = dataframe_statistics(this_qtr_holdings, manager_name, cik)
    last_qtr_holdings = dataframe_statistics(last_qtr_holdings, manager_name, cik)
    all_this_qtr_holdings = pd.concat([all_this_qtr_holdings, this_qtr_holdings], ignore_index=True, sort=False)
    all_last_qtr_holdings = pd.concat([all_last_qtr_holdings, last_qtr_holdings], ignore_index=True, sort=False)