Add programming files

- add the code files provided by the instructor
- the programming/files folder with the data files is NOT included
  here due to its size
- add a .gitignore file to exclude the data files' folder

lectures/programming/solutions/Problem_2_SEC_Filings_Part1_Identification.py

@@ -0,0 +1,72 @@
+# -*- coding: utf-8 -*-
+"""
+Created on Wed Jul 29 09:21:46 2015
+
+@author: Alexander Hillert, Goethe Uni Frankfurt
+"""
+import re
+# Please adjust the directory to your machine.
+directory="C:/Lehre/Textual Analysis/Programming/Files/"
+
+# Open the txt file with the SEC filings
+sec_filings_file=open(directory+'formidx_1998Q1.txt','r')
+sec_filings_text=sec_filings_file.read()
+
+# Create output file
+output_file=open(directory+'SEC_Filings_Output.csv','w')
+
+# Create first line with variable names
+# I use semicolons as separator in csv files. You can also use any other symbol.
+# However, you should make sure that the separator is not part of the data/text
+# you write to the file.
+# For example, it would be problematic if you use comma as separator and have
+# company names like "AMERICAN HEALTHCORP, INC." or "AMERICAN FUNDING, INC."
+output_file.write("Form_Type;Company_Name;CIK;Filing_Date;Link\n")
+
+# Split the Input File in separate line
+sec_filings_line=sec_filings_text.split("\n")
+
+# Loop over all lines
+for i in range(len(sec_filings_line)):
+    # Does the line refer to a form 10-K file?
+    # As pointed out by Loughran and McDonald (2011), many firms mislabelled
+    # their 10-K filings as 10-K405 filings. Thus, I included these filings
+    # as well.
+    # The condition below excludes amendments to 10-Ks ("10-K/A" and "10-K405/A").
+    # Depending on the research question at hand one could include amendments as well.
+    # Also, 10KSB (small businesses) could also be included.
+    
+    match_10k=re.search("\A10-K( |405 )",sec_filings_line[i])
+    if match_10k:
+        
+    #if sec_filings_line[i].startswith("10-K ")==1 or sec_filings_line[i].startswith("10-K405 ")==1:
+        # Split the line such that the information can be saved in separate
+        # variables
+        # Each information item has a fixed length in the overview files of the
+        # SEC.
+        # Filing type: position 1 to 12
+        # Remember Python starts counting at 0 and does not include the upper bound
+        filing_type=sec_filings_line[i][:12]
+        # Company name: position 13 to 74
+        company_name=sec_filings_line[i][12:74]
+        # CIK: position 75 to 86
+        cik=sec_filings_line[i][74:86]
+        # Filing date: position 87 to 98
+        filing_date=sec_filings_line[i][86:98]
+        # Link: position 99 to end of line
+        link=sec_filings_line[i][98:]
+        
+        # Is the 10-K filed between March 10 and March 20?
+        # The filing date is in the format "YYYY-MM-DD" (e.g. "1998-03-31")
+        filing_day=filing_date[8:10]
+        filing_month=filing_date[5:7]
+        # Is the Filing Month March?
+        if int(filing_month)==3 and int(filing_day)>=10 and int(filing_day)<=20:
+            # The filing meets the conditions -->
+            # Write output to the csv file
+            output_file.write(filing_type+";"+company_name+";"+cik+";"+filing_date+";"+link+"\n")
+
+sec_filings_file.close()
+output_file.close()
+
+print("DONE")