Apply fix for #94

JerBouma · Jan 4, 2024 · 8a7f49a · 8a7f49a
1 parent c385607
commit 8a7f49a
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Showing 3 changed files with 30 additions and 5 deletions.
diff --git a/financetoolkit/helpers.py b/financetoolkit/helpers.py
@@ -132,6 +132,7 @@ def convert_currencies(
     financial_statement_data: pd.DataFrame,
     financial_statement_currencies: pd.Series,
     exchange_rate_data: pd.DataFrame,
+    items_not_to_adjust: list[str] | None = None,
 ):
     """
     Based on the retrieved currency definitions (e.g. EURUSD=X) for each ticker, obtained
@@ -148,6 +149,7 @@ def convert_currencies(
         financial_statement_data (pd.DataFrame): A DataFrame containing the financial statement data.
         financial_statement_currencies (pd.Series): A Series containing the currency symbols per ticker.
         exchange_rate_data (pd.DataFrame): A DataFrame containing the exchange rate data.
+        items_not_to_adjust (list[str]): A list containing the items that should not be adjusted. Defaults to None.
 
     Returns:
         pd.DataFrame: A DataFrame containing the converted financial statement data.
@@ -170,9 +172,22 @@ def convert_currencies(
                     if currency not in currencies:
                         currencies[currency] = []
 
-                    financial_statement_data.loc[ticker] = (
-                        financial_statement_data.loc[ticker].mul(
-                            exchange_rate_data.loc[periods, currency]
+                    if items_not_to_adjust is not None:
+                        items_to_adjust = [
+                            item
+                            for item in financial_statement_data.index.get_level_values(
+                                level=1
+                            )
+                            if item not in items_not_to_adjust
+                        ]
+                    else:
+                        items_to_adjust = (
+                            financial_statement_data.index.get_level_values(level=1)
+                        )
+
+                    financial_statement_data.loc[(ticker, items_to_adjust), :] = (
+                        financial_statement_data.loc[(ticker, items_to_adjust), :].mul(
+                            exchange_rate_data.loc[periods, currency], axis=1
                         )
                     ).to_numpy()
 

diff --git a/financetoolkit/models/models_controller.py b/financetoolkit/models/models_controller.py
@@ -436,8 +436,7 @@ def get_weighted_average_cost_of_capital(
             lag (int | str, optional): The lag to use for the growth calculation. Defaults to 1.
 
         Returns:
-            pd.DataFrame: DataFrame containing Dupont analysis results, including Profit Margin, Asset
-                          Turnover, Financial Leverage, and the calculated ROE values.
+            pd.DataFrame: DataFrame containing the WACC values.
 
         Notes:
         - The Cost of Equity is approximated with the Capital Asset Pricing Model (CAPM).

diff --git a/financetoolkit/toolkit_controller.py b/financetoolkit/toolkit_controller.py
@@ -3059,6 +3059,17 @@ def get_income_statement(
                 exchange_rate_data=self.get_exchange_rates(
                     period="quarterly" if self._quarterly else "yearly"
                 )["Adj Close"],
+                items_not_to_adjust=[
+                    "Gross Profit Ratio",
+                    "EBITDA Ratio",
+                    "Operating Income Ratio",
+                    "Income Before Tax Ratio",
+                    "Net Income Ratio",
+                    "EPS",
+                    "EPS Diluted",
+                    "Weighted Average Shares",
+                    "Weighted Average Shares Diluted",
+                ],
             )
 
         income_statement = income_statement.round(