Commit Graph

20 Commits

Author SHA1 Message Date
Gerardo Salazar c67845bd45 Fixes issue parsing SI data w/ unknown enum value (#4961)
* Extends tests to cover new additions
2020-12-01 20:17:25 -03:00
Gerardo Salazar 28160e1301 Fixes generation of explicit "null" value in Smart Insider Transactions/Intentions (#4817)
* Adds new unit tests covering changes and testing for old case

  * JsonConvert.SerializeObject would convert a `null` value into a
    literal string of "null" when writing to a file via the ToLine
    abstract method. We opt for an empty string whenever the underlying
    value is null so that the parsing works correctly later in the
    data loading cycle.
2020-10-06 10:20:59 -03:00
Juan José D'Ambrosio 211f1144b5 Implement NotSpecified SmartInsiderEventType 2020-07-29 21:08:52 +00:00
JJD e7682cbd37 Add Plan Re-started to SmartInsiderEventType 2020-07-29 11:24:44 -03:00
Gerardo Salazar 9087b0f782 Address review - designate Smart Insider timezone as UTC 2020-05-21 10:01:32 -07:00
Gerardo Salazar f610b3a4fb Updates Smart Insider transactions and intentions to use different time index
* We now use the time at which Smart Insider added a given event to
   their database. Because time indexes for Smart Insider are now
   non-duplicated per symbol, the History request will properly work.
2020-05-20 14:55:28 -07:00
Jared 88cb12ae8c Update SmartInsiderEventType.cs 2020-05-19 08:09:47 -07:00
Jared 1403b2370d Update SmartInsiderEventType.cs 2020-05-15 14:38:12 -07:00
Gerardo Salazar 51cbbf404b Adds missing fields from intentions dataset to SmartInsiderEventType enum 2020-05-11 11:50:59 -07:00
Gerardo Salazar 0a87b78ae8 Address review - update documentation and exception messages 2020-01-28 09:55:47 -08:00
Gerardo Salazar ec9de51ca3 Address review - Applies new datetime parsing to intentions data
* Moves SmartInsider Transactions DateTime parse method to base class
* Replace "CSV" mentions with "TSV" in documentation
* Update tests
2020-01-28 09:40:10 -08:00
Gerardo Salazar 58cf6d57ec Fixes parsing of new date format in Smart Insider transactions data
* Makes converter throw hard error if it fails to parse from raw data
* Adds new unit tests
* Fixes typos where we called data `CSV` instead of `TSV`
2020-01-27 18:20:16 -08:00
Gerardo Salazar e5052b067e Fix History request by renaming SmartInsiderTransaction field from Price to ExecutionPrice
* Adds Symbol, Value, Time to properties cloned in SmartInsiderIntention
2019-10-14 15:10:14 -07:00
Gerardo Salazar e38e553d1c Add new fields to Smart Insider enums (EventType, ExecutionHolding) (#3706)
* Add new fields to Smart Insider enums (EventType, ExecutionHolding)

* Reroutes Error variant to SatisfyStockVesting in ExecutionHolding
* Adds additional documentation clarifying unknown fields
* Adds unit tests for Intentions and Transactions
* Enables SEC test that was disabled

* Self review - Fix typo in SmartInsiderEventType

* Self-review: Add additional documentation to missing SmartInsiderEvent fields
2019-10-10 13:29:53 -07:00
Gerardo Salazar b37b299312 Self-review: updates Smart Insider intention variable name
* Updates typo in documentation
2019-10-08 15:48:15 -07:00
Gerardo Salazar f5999f794e Change Smart Insider transactions/intentions classes to use enums
* Adds and removes various fields from enums to represent data accurately
* Renames various variables
* Changes algorithms to work with new changes
* SmartInsider transaction/intention docs updated
* Added new enum values to represent pieces of data
2019-10-08 15:14:27 -07:00
Martin Molinero 787c8bd149 Revert collission work around 2019-09-24 10:34:35 -03:00
Michael Handschuh d709d1c4e0 Update Common to respect CA1304 and CA1305
Updates all occurrences of parsing/ToString-ing to go through the new
StringExtensions methods that use CultureInfo.InvariantCulture

See #3045
2019-09-12 14:13:24 -04:00
Gerardo Salazar 2efa168b44 Address Michael's review
Fix issue where CurrencyValue fields would be too large for int32

Rename Smart Insider base class methods

Change source extension to TSV
2019-08-07 16:29:16 -07:00
Gerardo Salazar 436a72f435 Implements SmartInsider custom data source
Implements Smart Insider data converter ToolBox application

Includes example algorithms demonstrating use of data
2019-08-05 13:42:08 -07:00