Commit Graph

30 Commits

Author SHA1 Message Date
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 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 bc1f608dce Address review - Code cleanup
* Makes BenzingaNewsAlgorithm throw a hard error if the Symbol is not
found inside the BenzingaNews object in OnData
2019-11-13 13:38:37 -08:00
Gerardo Salazar 4a95c36a96 Address Jared's review: Update example algorithms and property types 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
Martin Molinero 1d43dcd601 Add BaseData.AdjustResolution
- Adding `BaseData.AdjustResolution()` that should return a valid
resolution for the given data and security type.
This allows us to set a limitation which is useful to avoid invalid data
requests or unnecessary fill forward situations. The user will be
notified through a console message.
- Adding unit and regression test
- Updating example algorithms custom data resolution
- Some performance improvements. Wont change console color if
`SelectedOptimization` is defined
2019-11-04 20:38:26 -03:00
Gerardo Salazar 3aadf5635b Convert FRED properties to fields
* Add example FRED usage
2019-10-23 16:59:37 -07:00
Martin Molinero 8966a3884f Filter custom securities from SecurityChanges
- Will filter out custom securities from `SecurityChanges` for user
code, note that by default it will not filter
- Adding unit tests
2019-10-21 18:03:13 -03:00
Jared 7ac11ae47d Merge pull request #3736 from gsalaz98/feature-add-history-requests-to-demo-altdata-algorithms
Implement History request in demo AltData algorithms
2019-10-16 15:11:27 -07:00
Gerardo Salazar 0aadd2b9ae Implement history requests in demo AltData algorithms 2019-10-16 10:16:17 -07:00
Gerardo Salazar d43ef3e68e Address review: remove link to cache for CBOE in CachedAlternativeDataAlgorithm 2019-10-16 10:02:21 -07:00
Gerardo Salazar 7232693a71 Address review: Include ticker definitions in partial USEnergy class instead of USEnergyCategory 2019-10-16 09:36:19 -07:00
Gerardo Salazar 07d6f41f9b Implement U.S. Energy (EIA) cached data source
* Rename USEnergyInformation to USEnergyAPI
2019-10-15 16:06:37 -07:00
Gerardo Salazar 7880cdf456 Address review: Make CBOE implementation more consistent with BaseData
* Adds new TryParse methods to the Parse class
2019-10-14 09:36:14 -07:00
Gerardo Salazar e6f0135943 Address reviews - add python algorithm and rename algorithm to
CachedAlterantiveDataAlgorithm
2019-10-11 12:01:45 -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
Gerardo Salazar 5ecc8d4696 Updates SEC and Smart Insider demo AltData algorithms to remove custom data from universe
* Updates Smart Insider demo algorithm end date for presentation
purposes of the equity curve

* Adds liquidation logic to SEC and Smart Insider demo algorithms
2019-10-07 15:05:21 -07:00
Jared e2e796f736 Merge branch 'master' into feature-add-sec-demonstration-algorithm 2019-10-07 14:32:48 -07:00
Jared 38fef12717 Merge branch 'master' into feature-add-smartinsider-demonstration-algorithm 2019-10-07 13:39:30 -07:00
Gerardo Salazar 5d62c03a0f Add SEC demonstration algorithms (C# and Python) 2019-10-07 11:02:21 -07:00
Gerardo Salazar 77ea64bf97 Adds demonstration algorithms for USTreasuryYieldCurveRate (C# and Py) 2019-10-04 17:28:52 -07:00
Gerardo Salazar 7f267ed55b Adds Smart Insider demonstration algorithms (C# and Python) 2019-10-04 17:10:01 -07:00
Jared efa6f3cf22 Remove unused variable 2019-10-03 15:23:26 -07:00
Gerardo Salazar 48f6372a6a Adds PsychSignal demonstration algorithms 2019-10-03 14:59:14 -07:00
Jared d5050ff6d5 Merge branch 'master' into feature-add-tradingeconomics-data-demo-algorithms 2019-10-03 13:22:14 -07:00
Gerardo Salazar ba21d1e1bb Adds Trading Economics demonstration algorithms 2019-10-03 13:20:07 -07:00
Gerardo Salazar db3f0df01b Self review: Rename Tiingo algorithms from TiingoNLPDemonstrationAlgorithm to
TiingoNewsAlgorithm
2019-10-03 12:06:04 -07:00
Gerardo Salazar b61377cd37 Adds demonstration Tiingo NLP Algorithms
* Adds `AltData` folder to Algorithm.CSharp|Python
2019-10-03 11:35:56 -07:00