7ed94c0a35
Update SECReport* to ignore null values
57 lines
2.1 KiB
C#
57 lines
2.1 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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using Newtonsoft.Json;
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using System;
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using System.Data;
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using System.Xml;
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using Formatting = Newtonsoft.Json.Formatting;
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namespace QuantConnect.Data.Custom.SEC
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{
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public class SECReportFactory
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{
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/// <summary>
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/// Factory method creates SEC report by deserializing XML formatted SEC data to <see cref="SECReportSubmission"/>
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/// </summary>
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/// <param name="xmlText">XML text containing SEC data</param>
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public ISECReport CreateSECReport(string xmlText)
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{
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var secReportXml = new XmlDocument();
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secReportXml.LoadXml(xmlText);
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var json = JsonConvert.SerializeXmlNode(secReportXml, Formatting.None, true);
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var secReportDocument = JsonConvert.DeserializeObject<SECReportSubmission>(json, new JsonSerializerSettings()
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{
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NullValueHandling = NullValueHandling.Ignore
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});
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var formType = secReportDocument.FormType;
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switch (formType)
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{
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case "8-K":
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return new SECReport8K(secReportDocument);
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case "10-K":
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return new SECReport10K(secReportDocument);
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case "10-Q":
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return new SECReport10Q(secReportDocument);
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default:
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throw new DataException($"SEC form type {formType} is not supported at this time");
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}
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}
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}
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}
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