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* merge branch develop with main * bump desktop version * fix the merge * sync Cargo.lock to desktop 2.0.0 * fix cli conftest.py --------- Co-authored-by: deeleeramone <>
68 lines
2.7 KiB
Python
68 lines
2.7 KiB
Python
"""SEC N-MFP (money market fund) filing parser."""
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def _to_float(value) -> float | None:
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"""Coerce a value to float, returning None when not parseable."""
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try:
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return float(value)
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except (TypeError, ValueError):
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return None
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def parse_nmfp(response: dict) -> tuple[list[dict], dict]:
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"""Parse an N-MFP money market fund filing into holdings and series metrics."""
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form = response.get("edgarSubmission", {}).get("formData", {}) or {}
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general = form.get("generalInfo", {}) or {}
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series = form.get("seriesLevelInfo", {}) or {}
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schedule = form.get("scheduleOfPortfolioSecuritiesInfo")
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items = schedule if isinstance(schedule, list) else [schedule] if schedule else []
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holdings: list[dict] = []
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for item in items:
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if not isinstance(item, dict):
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continue
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weight = _to_float(item.get("percentageOfMoneyMarketFundNetAssets"))
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security_yield = _to_float(item.get("yieldOfTheSecurityAsOfReportingDate"))
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holdings.append(
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{
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"name": item.get("nameOfIssuer"),
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"title": item.get("titleOfIssuer"),
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"cusip": item.get("CUSIPMember"),
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"isin": item.get("ISINId"),
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"lei": item.get("LEIID"),
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"asset_category": item.get("investmentCategory"),
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"maturity_date": item.get("finalLegalInvestmentMaturityDate"),
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"value": _to_float(item.get("includingValueOfAnySponsorSupport")),
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"weight": weight * 100 if weight is not None else None,
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"annualized_return": (
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security_yield * 100 if security_yield is not None else None
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),
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"currency": "USD",
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}
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)
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holdings.sort(
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key=lambda d: (d["weight"] is not None, d["weight"] or 0), reverse=True
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)
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yields = series.get("sevenDayGrossYield") or []
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if isinstance(yields, (dict, str)):
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yields = [yields]
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latest = yields[-1] if yields else None
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seven_day_yield = _to_float(
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latest.get("sevenDayGrossYieldValue") if isinstance(latest, dict) else latest
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)
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metadata = {
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"fund_name": general.get("nameOfSeries"),
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"series_id": general.get("seriesId"),
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"period_ending": general.get("reportDate"),
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"net_assets": _to_float(series.get("netAssetOfSeries")),
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"total_assets": _to_float(series.get("totalValuePortfolioSecurities")),
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"cash_and_equivalents": _to_float(series.get("cash")),
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"seven_day_gross_yield": seven_day_yield,
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"weighted_average_maturity": _to_float(series.get("averagePortfolioMaturity")),
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"weighted_average_life": _to_float(series.get("averageLifeMaturity")),
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}
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return holdings, metadata
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