Class: Edgar::TTMCalculator

Inherits:
Object
  • Object
show all
Defined in:
lib/edgar/ttm_calculator.rb

Overview

Calculates Trailing Twelve Months (TTM) values from quarterly financial facts.

Matches Python edgartools' TTMCalculator algorithm:

1. Classify facts by period duration (quarter: 70-120d, YTD_6M: 140-229d,
 YTD_9M: 230-329d, annual: 330-420d)
2. Derive Q2=YTD_6M-Q1, Q3=YTD_9M-YTD_6M, Q4=FY-YTD_9M
3. Take 4 most recent quarters and sum them.

Falls back to fp-based quarterly selection when values lack start dates.

Constant Summary collapse

QUARTER_MIN_DAYS = 
70
QUARTER_MAX_DAYS = 
120
YTD_6M_MIN_DAYS = 
140
YTD_6M_MAX_DAYS = 
229
YTD_9M_MIN_DAYS = 
230
YTD_9M_MAX_DAYS = 
329
ANNUAL_MIN_DAYS = 
330
ANNUAL_MAX_DAYS = 
420
PERIODIC_FORMS = 
%w[10-K 10-K/A 10-Q 10-Q/A 20-F 20-F/A 40-F 40-F/A 6-K 6-K/A].freeze

Instance Method Summary collapse

Constructor Details

#initialize(values) ⇒ TTMCalculator

Returns a new instance of TTMCalculator.



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# File 'lib/edgar/ttm_calculator.rb', line 24

def initialize(values)
  @values = values
end

Instance Method Details

#calculate ⇒ Object

Returns a hash with "end" and "val" keys, or nil if insufficient data.



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# File 'lib/edgar/ttm_calculator.rb', line 29

def calculate
  all_quarters = quarterize(@values)
  return nil if all_quarters.length < 4

  ttm_qs = all_quarters.last(4)
  sum = ttm_qs.sum { |v| v["val"].to_f }
  { "end" => ttm_qs.last["end"], "val" => sum }
end