abaquant.marketdata.financials.models

Import path: abaquant.marketdata.financials.models

Domain: Provider-neutral market-data facades, normalized records, caching, and analytics.

Purpose

Immutable financial-statement snapshot and line-item models.

When to use it

Defines structured inputs or model-facing data containers. Use this package to retrieve or inject quotes, price history, option chains, and financial statements while preserving a stable analytical interface.

Public objects

  • class: FinancialLineItem — Resolved canonical line item with provider provenance.

  • class: FinancialStatementSnapshot — Immutable metadata wrapper around three normalized statement tables. * FinancialStatementSnapshot.income_statement — Return a defensive copy of the normalized income statement. * FinancialStatementSnapshot.balance_sheet — Return a defensive copy of the normalized balance sheet. * FinancialStatementSnapshot.cash_flow_statement — Return a defensive copy of the normalized cash-flow statement. * FinancialStatementSnapshot.canonical_line_items — Return a read-only canonical item mapping. * FinancialStatementSnapshot.raw_tables — Return defensive copies of income, balance-sheet, and cash-flow tables. * FinancialStatementSnapshot.visualize — Return a figure for the latest numeric column of one statement table.

Detailed reference

Immutable financial-statement snapshot and line-item models.

class abaquant.marketdata.financials.models.FinancialLineItem(canonical_name, value, statement_type, reporting_date, source_label)

Bases: object

Resolved canonical line item with provider provenance.

Parameters:

  • canonical_name (str)

  • value (float | None)

  • statement_type (str)

  • reporting_date (str | None)

  • source_label (str | None)

class abaquant.marketdata.financials.models.FinancialStatementSnapshot(symbol, provider_name, period, retrieved_at_utc, _income_statement, _balance_sheet, _cash_flow_statement, _canonical_line_items, provenance=None)

Bases: object

Immutable metadata wrapper around three normalized statement tables.

Table accessors return defensive deep copies; canonical line items are a read-only mapping. This prevents a caller from mutating cached state.

Parameters:

  • symbol (str)

  • provider_name (str)

  • period (Literal['annual', 'quarterly'])

  • retrieved_at_utc (datetime)

  • _income_statement (DataFrame)

  • _balance_sheet (DataFrame)

  • _cash_flow_statement (DataFrame)

  • _canonical_line_items (Mapping[str, FinancialLineItem])

  • provenance (DataProvenance | None)

property income_statement: DataFrame

Return a defensive copy of the normalized income statement.

property balance_sheet: DataFrame

Return a defensive copy of the normalized balance sheet.

property cash_flow_statement: DataFrame

Return a defensive copy of the normalized cash-flow statement.

property canonical_line_items: Mapping[str, FinancialLineItem]

Return a read-only canonical item mapping.

raw_tables()

Return defensive copies of income, balance-sheet, and cash-flow tables.

Return type:

tuple[DataFrame, DataFrame, DataFrame]

visualize(*, statement='balance_sheet', backend=None, theme=None, save_path=None, filename=None)

Return a figure for the latest numeric column of one statement table.

Parameters:

  • statement (str)

  • backend (str | None)