Commit Graph

12 Commits

Author SHA1 Message Date
Gerardo Salazar 9ad876ff31 Fixes data destination issue in BenzingaNewsDataConverter 2020-05-14 13:01:29 -07:00
Gerardo Salazar ad3236e0e8 Skips serialization of null values in BenzingaNewsJsonConverter
* Adds new unit tests for BenzingaNewsJsonConverter

* Fixes issue in BenzingaNewsDataConverter where we would
  write data in local time, resulting in non-UTC times from
  the deserialization in BenzingaNews.Reader(...). Unit tests
  were added for this issue as well
2020-03-19 17:56:34 -07:00
Gerardo Salazar 4bd441bead Address review - Write indexes based on UpdatedAt time instead of
reference

* Code cleanup as per review
2019-11-26 10:51:32 -08:00
Gerardo Salazar 8c16ffde8d Address review - Fixes bug where tags were not being deserialized
* Write files by `UpdatedAt` date instead of the `CreatedAt` date
* Added ability to append to compressed files if file does not exist
* Cleaned up code as per review
* misc. documentation changes
2019-11-25 14:32:45 -08:00
Gerardo Salazar a3c96059f7 Address review - Remove RSS converter and only parse API responses
* RSS converter now lives at: https://gist.github.com/gsalaz98/b87992cd5a5a214d01c63dbbefbbf12c
* Removed BenzingaNewsFactory as it is no longer needed
* Cleaned up code as per review to make this more maintainable
* Included new documentation
* Filter articles with no Symbols from being written
* General code improvements (duplication reduction, etc.)
2019-11-20 14:47:32 -08:00
Gerardo Salazar 37fd362c8b Add processedFilesDirectory argument
* Changed to read existing indexes from `processedFilesDirectory`
2019-11-19 17:27:52 -08:00
Gerardo Salazar 435735a738 Add support for tickers with share classes
* Documentation changes
2019-11-19 13:56:02 -08:00
Gerardo Salazar e4789e0b23 Implement Benzinga News Downloader
* Make Benzinga News Converter more efficient (and cleaner!)
* Implement JSON converter for serialization/deserialization process
* Fix bug where duplicate symbols would be added to news.Symbols
* Modify algorithm strategies
2019-11-19 10:28:48 -08:00
Gerardo Salazar e6a9a3a4d1 Address review Mike's review and Fix timezone issues in BenzingaNews
* Cleaned up code inside BenzingaDataConverter
* Added more documentation to potentially confusing bits around the code

Previously, we would be storing Benzinga time in local time (i.e. with
about a 7hr offset from UTC since I'm in Pacific Time). But now, we
instruct Json.NET to serialize and deserialize dates as UTC.

Additionally, because the data resolution was not set to `Second`,
EndTime would be rounded down with `Time` to the closest minute. We
fixed that by specifying that the data is in `Second` resolution.
2019-11-19 10:28:48 -08:00
Gerardo Salazar f1e2de03b0 Add symbol removing logic in Benzinga News Converter 2019-11-19 10:28:16 -08:00
Gerardo Salazar 938055c13b Address Martin's review: Enable mapping for Benzinga data
* Fixes issue where tickers with no exchange would be skipped
* Fixes issue where tickers that were ETFs were not processed
* Added additional logging
* Removed code duplication
* Reworked Clone method to be more efficient
2019-11-13 13:38:36 -08:00
Gerardo Salazar 629de49b10 Implement Benzinga custom data as ToolBox application and BaseData class 2019-11-13 13:38:36 -08:00