86 lines
2.4 KiB
Python
86 lines
2.4 KiB
Python
# pip install sec-api pandas python-dotenv
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from sec_api import ThirteenFApi
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import pandas as pd
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from smtplib import SMTP
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from email.mime.text import MIMEText
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from email.mime.multipart import MIMEMultipart
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from dotenv import load_dotenv
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import os
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import uuid
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# Load environment variables from .env file
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load_dotenv()
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# Email configuration from .env
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EMAIL_SENDER = os.getenv('EMAIL_SENDER')
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EMAIL_RECIPIENT = os.getenv('EMAIL_RECIPIENT')
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EMAIL_PASSWORD = os.getenv('EMAIL_PASSWORD')
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SMTP_SERVER = os.getenv('SMTP_SERVER', 'smtp.gmail.com')
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SMTP_PORT = int(os.getenv('SMTP_PORT', 587))
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SEC_API_KEY = os.getenv('SEC_API_KEY') # Get free at sec-api.io
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# Initialize SEC API
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api = ThirteenFApi(SEC_API_KEY)
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# Point72 CIK
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CIK = '0001603466'
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# Get latest two 13F filings
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filings = api.get_filings(cik=CIK)
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filings = sorted(filings, key=lambda x: x['periodOfReport'], reverse=True)[:2]
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latest = filings[0]
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prev = filings[1]
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# Fetch holdings
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latest_df = pd.DataFrame(api.get_holdings(accessionNo=latest['accessionNo']))
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prev_df = pd.DataFrame(api.get_holdings(accessionNo=prev['accessionNo']))
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# Set index for comparison
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key_col = 'cusip'
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latest_df = latest_df.set_index(key_col)
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prev_df = prev_df.set_index(key_col)
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# Additions
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additions = latest_df[~latest_df.index.isin(prev_df.index)]
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# Removals
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removals = prev_df[~prev_df.index.isin(latest_df.index)]
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# Changes >10%
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both = latest_df.index.intersection(prev_df.index)
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changes = latest_df.loc[both].join(prev_df.loc[both], lsuffix='_new', rsuffix='_old')
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changes['share_change'] = changes['shrsOrPrnamt_new'] - changes['shrsOrPrnamt_old']
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changes = changes[abs(changes['share_change']) / changes['shrsOrPrnamt_old'] > 0.1]
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# Summary
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summary = f"""
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Point72 13F Changes {prev['periodOfReport']} to {latest['periodOfReport']}
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Additions ({len(additions)}):
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{additions[['nameOfIssuer', 'shrsOrPrnamt', 'value']].to_string()}
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Removals ({len(removals)}):
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{removals[['nameOfIssuer', 'shrsOrPrnamt', 'value']].to_string()}
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Changes ({len(changes)}):
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{changes[['nameOfIssuer_new', 'share_change']].to_string()}
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"""
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# Email
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msg = MIMEMultipart()
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msg['From'] = EMAIL_SENDER
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msg['To'] = EMAIL_RECIPIENT
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msg['Subject'] = f'Point72 13F Update {latest["periodOfReport"]}'
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msg.attach(MIMEText(summary, 'plain'))
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server = SMTP(SMTP_SERVER, SMTP_PORT)
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server.starttls()
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server.login(EMAIL_SENDER, EMAIL_PASSWORD)
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server.send_message(msg)
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server.quit()
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print("Email sent!")
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