d21d620457
Update ToolBox to respect CA1304 and CA1305
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Updates all occurrences of parsing/ToString-ing to go through the new
StringExtensions methods that use CultureInfo.InvariantCulture
See #3045
2019-09-12 15:30:45 -04:00
8a7b72f0c5
Make SEC downloader check actual file size for robustness
2019-08-15 16:59:48 -07:00
8056ee814e
Make SEC data converter map file resolver configurable via config.json
2019-07-22 14:59:20 -07:00
3a2d976d0a
Overwrite existing index files in download session
2019-07-22 12:07:29 -07:00
3b5bdd4ab0
Use daily index files to determine what files to download
2019-07-22 10:44:03 -07:00
615793597f
Add exemption for USHolidays in missing SEC archive check
2019-07-08 09:31:19 -07:00
cce9988b63
Update comments to accurately reflect upon the written code
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Change SECDataConverter CLI argument `--start` to `--date`
2019-07-05 16:58:29 -07:00
052c08a6a8
Use map files to write SEC data to mapped symbol
2019-07-05 16:53:20 -07:00
263de28494
Fix bug where we wrote empty tickers to SEC data folder
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Updated expected missing data log message to increase clarity
Code polish
2019-07-05 16:53:20 -07:00
5879cb557b
Add whitelist of missing dates to SECDataConverter
2019-07-05 16:53:20 -07:00
3ba960cd28
Fix destination folder in temporary output
2019-07-05 16:53:20 -07:00
3cb4bf79b9
Fix issue where MapFileResolver null check would always be true
2019-07-05 16:53:20 -07:00
bb62484116
Add support for "FLAWED" tag
2019-07-05 16:53:20 -07:00
8c94f592b9
Fix map file error caused by null entry in SEC's ticker.txt
2019-07-05 16:53:20 -07:00
ac1ada5c09
Add progress logs
2019-07-05 16:53:20 -07:00
4f7439d2bd
Use map files for filtering the tickers
2019-07-05 16:53:20 -07:00
7b6f13f934
Address review: Make gunzip happen in memory instead of using disk
2019-07-05 16:53:20 -07:00
435a60a321
Move file CIK ticker parsing logic to Process method
2019-07-05 16:53:20 -07:00
91f08cf2b3
Address review
2019-07-05 16:53:20 -07:00
b29b8797ad
Make SECConverter to process a single day
2019-07-05 16:53:19 -07:00
677904108e
Fix outdated SEC downloader documentation
2019-07-05 16:53:19 -07:00
5cdfb568ab
Improve SEC logging experience. Only serious errors will be outputted now.
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Split SECDataDownloader and SECDataConverter to two ToolBox applications
2019-07-05 16:53:19 -07:00
7ed94c0a35
Update SECDataConverter to not write null values
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Update SECReport* to ignore null values
2019-06-19 14:44:48 -07:00
5a304a4cb5
Change path of alternative data folder
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Delete converter because an existing utility already existed
Moved code from factory to converter class as statics
Add rankandfile as a CIK to ticker mapping source
2019-06-17 16:45:54 -07:00
3c04d922c2
Address reviews
2019-06-17 16:45:53 -07:00
2ad1f19f85
Implements Sec Custom Data, ToolBox Application, and Sample Algorithm
2019-06-17 16:45:53 -07:00
Michael Handschuh