/*
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
using System.Collections.Generic;
using System.Linq;
using QuantConnect.Data;
using QuantConnect.Data.Custom.SEC;
namespace QuantConnect.Algorithm.CSharp
{
///
/// Demonstration algorithm showing how to use and access SEC data
///
///
///
///
///
public class SECReportDataAlgorithm : QCAlgorithm
{
private Symbol _symbol;
public const string Ticker = "AAPL";
///
/// Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.
///
public override void Initialize()
{
SetStartDate(2019, 1, 1);
SetEndDate(2019, 1, 31);
SetCash(100000);
_symbol = AddData(Ticker).Symbol;
AddData(Ticker);
}
public override void OnData(Slice slice)
{
var data = slice.Get();
foreach (var submission in data.Values)
{
Log($"Form Type {submission.Report.FormType}");
Log($"Filing Date: {submission.Report.FilingDate:yyyy-MM-dd}");
foreach (var filer in submission.Report.Filers)
{
Log($"Filing company name: {filer.CompanyData.ConformedName}");
Log($"Filing company CIK: {filer.CompanyData.Cik}");
Log($"Filing company EIN: {filer.CompanyData.IrsNumber}");
foreach (var formerCompany in filer.FormerCompanies)
{
Log($"Former company name of {filer.CompanyData.ConformedName}: {formerCompany.FormerConformedName}");
Log($"Date of company name change: {formerCompany.Changed:yyyy-MM-dd}");
}
}
// SEC documents can come in multiple documents.
// For multi-document reports, sometimes the document contents after the first document
// are files that have a binary format, such as JPG and PDF files
foreach (var document in submission.Report.Documents)
{
Log($"Filename: {document.Filename}");
Log($"Document description: {document.Description}");
// Print sample of contents contained within the document
Log(document.Text.Substring(0, 100));
Log("=================");
}
}
}
}
}