finds.structured.ibes
IBES summary analysts earnings estimates
Copyright 2022-2024, Terence Lim
MIT License
- class finds.structured.ibes.IBES(sql: SQL, bd: BusDay, name: str = 'IBES', identifier: str = 'ticker', verbose: int = 0)[source]
Bases:
StructuredProvide interface to IBES analyst estimates structured datasets
- Parameters:
sql – Connection to SQL database
bd – Custom business day calendar object
name – Name of dataset is “IBES”
identifer – Stocks identifier field name is “ticker”
Notes:
TICKER: IBES Ticker
STATPERS : IBES Statistical Period (monthly)
OFTIC: Official Ticker
FPEDATS: Forecast Period End Date
SDATES: Identification start date
- build_lookup(source: str, target: str, date_field='sdates', dataset: str = 'links', fillna: Any = None) Any[source]
Build lookup function to return target identifier from source
- get_linked(dataset: str, fields: List[str], date_field: str = 'statpers', link_perm: str = 'permno', link_date: str = 'sdates', where: str = '', limit: int | str | None = None) DataFrame[source]
Query an ibes table, and return with linked crsp permnos
- Parameters:
dataset – Dataset to query
fields – Fields to return
date_field – Name of date field in ibes table to query
link_perm – Name of permno field in links table
link_date – Name of match date in links table
where – Sql where clause, as sql string
limit – Max number of records to return
Examples:
>>> ibes.get_linked('ident', fields=['cname'], date_field='statpers'):
Notes:
where fpi='6' /* 1 is for annual forecasts, 6 is for quarterly */ and statpers < ANNDATS_ACT /* forecasts prior to earnings annoucement and measure='EPS' and not missing(medest) and not missing(fpedats) and (fpedats-statpers)>=0; (fpedats-statpers)>=0;