yahoo_earnings_calendar_estimates.py

import pandas as pd
from datetime import datetime

df_calendar = pd.read_html(r'https://finance.yahoo.com/calendar/earnings/')

df_all_est = []

for ticker in df_calendar[0]['Symbol'].tolist():
    try:
        print(f'Downloading Estimates for {ticker}')

        df_est = pd.read_html(r'https://finance.yahoo.com/quote/{ticker}/analysis?p={ticker}')
        eps_est, rev_est = df_est[0], df_est[1]

        rev_est = rev_est.melt(id_vars=['Revenue Estimate'],var_name='Period')
        rev_est['Ticker'] = ticker
        rev_est['Item'] = "REVENUES"
        rev_est.rename(index=str, columns={"Revenue Estimate": "Statistic"}, inplace=True)
        rev_est['DateTime'] = str(datetime.utcnow())
        df_all_est.append(rev_est)

        eps_est = eps_est.melt(id_vars=['Earnings Estimate'],var_name='Period')
        eps_est['Ticker'] = ticker
        eps_est['Item'] = "EPS"
        eps_est.rename(index=str, columns={"Earnings Estimate": "Statistic"}, inplace=True)
        eps_est['DateTime'] = str(datetime.utcnow())
        df_all_est.append(eps_est)

        print(eps_est.append(rev_est).to_string())

    except Exception as e:
        print(f"Error Downloading {ticker} \n{e}\n")

df_all_merged = pd.concat(df_all_est)
df_all_merged.reset_index(drop=True, inplace=True)
df_all_merged = df_all_merged.T.reindex(['DateTime', 'Ticker', 'Item', 'Statistic', 'Period', 'value']).T

df_all_merged.to_csv(r'{}_estimates.csv'.format(datetime.today().strftime("%Y%M%d")))

"""
                        DateTime Ticker      Item                Statistic                   Period    value
0     2019-01-29 00:53:27.649059    MMM  REVENUES          No. of Analysts  Current Qtr. (Dec 2018)       11
1     2019-01-29 00:53:27.649059    MMM  REVENUES            Avg. Estimate  Current Qtr. (Dec 2018)    7.87B
2     2019-01-29 00:53:27.649059    MMM  REVENUES             Low Estimate  Current Qtr. (Dec 2018)    7.75B
3     2019-01-29 00:53:27.649059    MMM  REVENUES            High Estimate  Current Qtr. (Dec 2018)    8.03B
4     2019-01-29 00:53:27.649059    MMM  REVENUES           Year Ago Sales  Current Qtr. (Dec 2018)    7.99B
5     2019-01-29 00:53:27.649059    MMM  REVENUES  Sales Growth (year/est)  Current Qtr. (Dec 2018)   -1.50%
6     2019-01-29 00:53:27.649059    MMM  REVENUES          No. of Analysts     Next Qtr. (Mar 2019)        7
7     2019-01-29 00:53:27.649059    MMM  REVENUES            Avg. Estimate     Next Qtr. (Mar 2019)     8.2B
8     2019-01-29 00:53:27.649059    MMM  REVENUES             Low Estimate     Next Qtr. (Mar 2019)     8.1B
9     2019-01-29 00:53:27.649059    MMM  REVENUES            High Estimate     Next Qtr. (Mar 2019)    8.41B

"""