Class: FfiecAsDataframe::CallReport

Inherits:
Object
  • Object
show all
Defined in:
lib/ffiec_as_dataframe/call_report.rb

Instance Attribute Summary collapse

Instance Method Summary collapse

Constructor Details

#initialize(dt = Date.today.beginning_of_quarter - 1, tbl = nil, options = {}) ⇒ CallReport

Returns a new instance of CallReport.



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# File 'lib/ffiec_as_dataframe/call_report.rb', line 15

def initialize(dt= Date.today.beginning_of_quarter - 1, tbl= nil, options={})
  @tag = tbl
  @dt = dt.to_date
  @opts = options
end

Instance Attribute Details

#dt ⇒ Object (readonly)

include ::HTTParty



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# File 'lib/ffiec_as_dataframe/call_report.rb', line 13

def dt
  @dt
end

#opts ⇒ Object (readonly)

include ::HTTParty



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# File 'lib/ffiec_as_dataframe/call_report.rb', line 13

def opts
  @opts
end

#tag ⇒ Object (readonly)

include ::HTTParty



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# File 'lib/ffiec_as_dataframe/call_report.rb', line 13

def tag
  @tag
end

Instance Method Details

#fetch ⇒ Object 



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# File 'lib/ffiec_as_dataframe/call_report.rb', line 21

def fetch
  dte = dt.end_of_quarter
  df = nil

  Dir.mktmpdir(nil, Dir.tmpdir) do |d|
    options = Selenium::WebDriver::Chrome::Options.new
    options.add_argument('--headless') unless opts[:headless] == false
    options.prefs = {"download.default_directory": d};

    driver = Selenium::WebDriver.for :chrome, options: options
    driver.get "https://cdr.ffiec.gov/public/PWS/DownloadBulkData.aspx"
    sleep(0.2)
    driver.find_elements(css: 'select#ListBox1 option').detect{|o| o.text == 'Call Reports -- Single Period'}.click()

    dte = dte.strftime("%m/%d/%Y").to_s

    if (opt = driver.find_elements(css: 'select#DatesDropDownList option').detect{ |o| o.text == dte }).present?
      opt.click() 
    else
      dtes = driver.find_elements(css: 'select#DatesDropDownList option').map{|o| o.text.to_date }
      dte = dtes.max.strftime("%m/%d/%Y").to_s
      driver.find_elements(css: 'select#DatesDropDownList option').detect{|o| o.text == dte }.click() 
    end

    sleep(1.0)
    driver.action.move_to(driver.find_element(css: 'input#Download_0')).perform()
    driver.find_elements(css: 'input#Download_0').last.click()

    sleep(1.0)
    driver.quit

    zipfn = Dir[File.join(d,'*.zip')].first

    require 'zip'
    Zip::File.open(zipfn) do |z|
      z.each do |zf|
        # puts zf.name
        next if /^FFIEC/ !~ zf.name

        if tag.nil? || !(/\b#{tag}\b/ =~ zf.name).nil?
          txt = zf.get_input_stream.read.encode("utf-8", "binary", :undef => :replace).gsub("\r",'').gsub('"', '')
          # puts "txt = #{txt.inspect}"
          dta = CSV.parse(txt, col_sep:"\t", headers:true, converters: [:numeric])

          keys = dta.first.headers.compact
          vals = dta.map{|r| r.to_h.values }.transpose[0..(keys.length-1)]

          tmp_df = {}; (0..(keys.length-1)).to_a.each do |i| 
            if keys[i] == 'IDRSSD'
              vals[i].map!{|v| v.to_i } 
            else
              vals[i].map!{|v| v.to_s} if vals[i].any?{|v| v.is_a?(String)}\
            end
            tmp_df[keys[i]] = vals[i]
          end
          # puts "#{__FILE__}:#{__LINE__} tmp_df = #{tmp_df.inspect}"
          tmp_df = Polars::DataFrame.new(tmp_df).drop_nulls(subset: ['IDRSSD'])
          # puts "#{__FILE__}:#{__LINE__} tmp_df = #{tmp_df.inspect}"

          if df.nil?
            df = tmp_df.dup
          else
            df = df.join(tmp_df, on: 'IDRSSD', how: 'full')
            df = df.drop(df.columns.select{|c| /_right$/ =~ c })
            df = df.drop_nulls(subset: ['IDRSSD'])
          end
        end
      end

    end
  end

  df
end