Gerardo Salazar
414 lines
21 KiB
C#
414 lines
21 KiB
C#
/*
|
|
* 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 Newtonsoft.Json;
|
|
using System;
|
|
using System.Globalization;
|
|
using System.IO;
|
|
using QuantConnect.Logging;
|
|
|
|
namespace QuantConnect.Data.Custom.SmartInsider
|
|
{
|
|
/// <summary>
|
|
/// Smart Insider Transaction - Execution of a stock buyback and details about the event occurred
|
|
/// </summary>
|
|
public class SmartInsiderTransaction : SmartInsiderEvent
|
|
{
|
|
/// <summary>
|
|
/// Date traded through the market
|
|
/// </summary>
|
|
public DateTime? BuybackDate { get; set; }
|
|
|
|
/// <summary>
|
|
/// Describes how transaction was executed
|
|
/// </summary>
|
|
public SmartInsiderExecution? Execution { get; set; }
|
|
|
|
/// <summary>
|
|
/// Describes which entity carried out the transaction
|
|
/// </summary>
|
|
public SmartInsiderExecutionEntity? ExecutionEntity { get; set; }
|
|
|
|
/// <summary>
|
|
/// Describes what will be done with those shares following repurchase
|
|
/// </summary>
|
|
public SmartInsiderExecutionHolding? ExecutionHolding { get; set; }
|
|
|
|
/// <summary>
|
|
/// Currency of transation (ISO Code)
|
|
/// </summary>
|
|
public string Currency { get; set; }
|
|
|
|
/// <summary>
|
|
/// Denominated in Currency of Transaction
|
|
/// </summary>
|
|
public decimal? ExecutionPrice { get; set; }
|
|
|
|
/// <summary>
|
|
/// Number of shares traded
|
|
/// </summary>
|
|
public decimal? Amount { get; set; }
|
|
|
|
/// <summary>
|
|
/// Currency conversion rates are updated daily and values are calculated at rate prevailing on the trade date
|
|
/// </summary>
|
|
public decimal? GBPValue { get; set; }
|
|
|
|
/// <summary>
|
|
/// Currency conversion rates are updated daily and values are calculated at rate prevailing on the trade date
|
|
/// </summary>
|
|
public decimal? EURValue { get; set; }
|
|
|
|
/// <summary>
|
|
/// Currency conversion rates are updated daily and values are calculated at rate prevailing on the trade date
|
|
/// </summary>
|
|
public decimal? USDValue { get; set; }
|
|
|
|
/// <summary>
|
|
/// Free text which expains futher details about the trade
|
|
/// </summary>
|
|
public string NoteText { get; set; }
|
|
|
|
/// <summary>
|
|
/// Percentage of value of the trade as part of the issuers total Market Cap
|
|
/// </summary>
|
|
public decimal? BuybackPercentage { get; set; }
|
|
|
|
/// <summary>
|
|
/// Percentage of the volume traded on the day of the buyback.
|
|
/// </summary>
|
|
public decimal? VolumePercentage { get; set; }
|
|
|
|
/// <summary>
|
|
/// Rate used to calculate 'Value (GBP)' from 'Price' multiplied by 'Amount'. Will be 1 where Currency is also 'GBP'
|
|
/// </summary>
|
|
public decimal? ConversionRate { get; set; }
|
|
|
|
/// <summary>
|
|
/// Multiplier which can be applied to 'Amount' field to account for subsequent corporate action
|
|
/// </summary>
|
|
public decimal? AmountAdjustedFactor { get; set; }
|
|
|
|
/// <summary>
|
|
/// Multiplier which can be applied to 'Price' and 'LastClose' fields to account for subsequent corporate actions
|
|
/// </summary>
|
|
public decimal? PriceAdjustedFactor { get; set; }
|
|
|
|
/// <summary>
|
|
/// Post trade holding of the Treasury or Trust in the security traded
|
|
/// </summary>
|
|
public int? TreasuryHolding { get; set; }
|
|
|
|
/// <summary>
|
|
/// Empty contsructor required for <see cref="Slice.Get{T}()"/>
|
|
/// </summary>
|
|
public SmartInsiderTransaction()
|
|
{
|
|
}
|
|
|
|
/// <summary>
|
|
/// Creates an instance of the object by taking a formatted TSV line
|
|
/// </summary>
|
|
/// <param name="line">Line of formatted TSV</param>
|
|
public SmartInsiderTransaction(string line) : base(line)
|
|
{
|
|
var tsv = line.Split('\t');
|
|
|
|
BuybackDate = string.IsNullOrWhiteSpace(tsv[26]) ? (DateTime?)null : DateTime.ParseExact(tsv[26], "yyyyMMdd", CultureInfo.InvariantCulture);
|
|
Execution = string.IsNullOrWhiteSpace(tsv[27]) ? (SmartInsiderExecution?)null : JsonConvert.DeserializeObject<SmartInsiderExecution>($"\"{tsv[27]}\"");
|
|
ExecutionEntity = string.IsNullOrWhiteSpace(tsv[28]) ? (SmartInsiderExecutionEntity?)null : JsonConvert.DeserializeObject<SmartInsiderExecutionEntity>($"\"{tsv[28]}\"");
|
|
ExecutionHolding = string.IsNullOrWhiteSpace(tsv[29]) ? (SmartInsiderExecutionHolding?)null : JsonConvert.DeserializeObject<SmartInsiderExecutionHolding>($"\"{tsv[29]}\"");
|
|
ExecutionHolding = ExecutionHolding == SmartInsiderExecutionHolding.Error ? SmartInsiderExecutionHolding.SatisfyStockVesting : ExecutionHolding;
|
|
Currency = string.IsNullOrWhiteSpace(tsv[30]) ? null : tsv[30];
|
|
ExecutionPrice = string.IsNullOrWhiteSpace(tsv[31]) ? (decimal?)null : Convert.ToDecimal(tsv[31], CultureInfo.InvariantCulture);
|
|
Amount = string.IsNullOrWhiteSpace(tsv[32]) ? (decimal?)null : Convert.ToDecimal(tsv[32], CultureInfo.InvariantCulture);
|
|
GBPValue = string.IsNullOrWhiteSpace(tsv[33]) ? (decimal?)null : Convert.ToDecimal(tsv[33], CultureInfo.InvariantCulture);
|
|
EURValue = string.IsNullOrWhiteSpace(tsv[34]) ? (decimal?)null : Convert.ToDecimal(tsv[34], CultureInfo.InvariantCulture);
|
|
USDValue = string.IsNullOrWhiteSpace(tsv[35]) ? (decimal?)null : Convert.ToDecimal(tsv[35], CultureInfo.InvariantCulture);
|
|
NoteText = string.IsNullOrWhiteSpace(tsv[36]) ? null : tsv[36];
|
|
BuybackPercentage = string.IsNullOrWhiteSpace(tsv[37]) ? (decimal?)null : Convert.ToDecimal(tsv[37], CultureInfo.InvariantCulture);
|
|
VolumePercentage = string.IsNullOrWhiteSpace(tsv[38]) ? (decimal?)null : Convert.ToDecimal(tsv[38], CultureInfo.InvariantCulture);
|
|
ConversionRate = string.IsNullOrWhiteSpace(tsv[39]) ? (decimal?)null : Convert.ToDecimal(tsv[39], CultureInfo.InvariantCulture);
|
|
AmountAdjustedFactor = string.IsNullOrWhiteSpace(tsv[40]) ? (decimal?)null : Convert.ToDecimal(tsv[40], CultureInfo.InvariantCulture);
|
|
PriceAdjustedFactor = string.IsNullOrWhiteSpace(tsv[41]) ? (decimal?)null : Convert.ToDecimal(tsv[41], CultureInfo.InvariantCulture);
|
|
TreasuryHolding = string.IsNullOrWhiteSpace(tsv[42]) ? (int?)null : Convert.ToInt32(tsv[42], CultureInfo.InvariantCulture);
|
|
}
|
|
|
|
/// <summary>
|
|
/// Creates an instance of the object by taking a formatted TSV line
|
|
/// </summary>
|
|
/// <param name="line">Line of formatted TSV</param>
|
|
public override void FromRawData(string line)
|
|
{
|
|
var tsv = line.Split('\t');
|
|
|
|
TransactionID = string.IsNullOrWhiteSpace(tsv[0]) ? null : tsv[0];
|
|
EventType = SmartInsiderEventType.NotSpecified;
|
|
if (!string.IsNullOrWhiteSpace(tsv[1]))
|
|
{
|
|
try
|
|
{
|
|
EventType = JsonConvert.DeserializeObject<SmartInsiderEventType>($"\"{tsv[1]}\"");
|
|
}
|
|
catch (JsonSerializationException)
|
|
{
|
|
Log.Error($"SmartInsiderTransaction.FromRawData(): New unexpected entry found for EventType: {tsv[1]}. Parsed as NotSpecified.");
|
|
}
|
|
}
|
|
LastUpdate = DateTime.ParseExact(tsv[2], "yyyy-MM-dd", CultureInfo.InvariantCulture);
|
|
LastIDsUpdate = string.IsNullOrWhiteSpace(tsv[3]) ? (DateTime?)null : DateTime.ParseExact(tsv[3], "yyyy-MM-dd", CultureInfo.InvariantCulture);
|
|
ISIN = string.IsNullOrWhiteSpace(tsv[4]) ? null : tsv[4];
|
|
USDMarketCap = string.IsNullOrWhiteSpace(tsv[5]) ? (decimal?)null : Convert.ToDecimal(tsv[5], CultureInfo.InvariantCulture);
|
|
CompanyID = string.IsNullOrWhiteSpace(tsv[6]) ? (int?)null : Convert.ToInt32(tsv[6], CultureInfo.InvariantCulture);
|
|
ICBIndustry = string.IsNullOrWhiteSpace(tsv[7]) ? null : tsv[7];
|
|
ICBSuperSector = string.IsNullOrWhiteSpace(tsv[8]) ? null : tsv[8];
|
|
ICBSector = string.IsNullOrWhiteSpace(tsv[9]) ? null : tsv[9];
|
|
ICBSubSector = string.IsNullOrWhiteSpace(tsv[10]) ? null : tsv[10];
|
|
ICBCode = string.IsNullOrWhiteSpace(tsv[11]) ? (int?)null : Convert.ToInt32(tsv[11], CultureInfo.InvariantCulture);
|
|
CompanyName = string.IsNullOrWhiteSpace(tsv[12]) ? null : tsv[12];
|
|
PreviousResultsAnnouncementDate = string.IsNullOrWhiteSpace(tsv[13]) ? (DateTime?)null : DateTime.ParseExact(tsv[13], "yyyy-MM-dd", CultureInfo.InvariantCulture);
|
|
NextResultsAnnouncementsDate = string.IsNullOrWhiteSpace(tsv[14]) ? (DateTime?)null : DateTime.ParseExact(tsv[14], "yyyy-MM-dd", CultureInfo.InvariantCulture);
|
|
NextCloseBegin = string.IsNullOrWhiteSpace(tsv[15]) ? (DateTime?)null : DateTime.ParseExact(tsv[15], "yyyy-MM-dd", CultureInfo.InvariantCulture);
|
|
LastCloseEnded = string.IsNullOrWhiteSpace(tsv[16]) ? (DateTime?)null : DateTime.ParseExact(tsv[16], "yyyy-MM-dd", CultureInfo.InvariantCulture);
|
|
SecurityDescription = string.IsNullOrWhiteSpace(tsv[17]) ? null : tsv[17];
|
|
TickerCountry = string.IsNullOrWhiteSpace(tsv[18]) ? null : tsv[18];
|
|
TickerSymbol = string.IsNullOrWhiteSpace(tsv[19]) ? null : tsv[19];
|
|
|
|
BuybackDate = string.IsNullOrWhiteSpace(tsv[20]) ? (DateTime?)null : DateTime.ParseExact(tsv[20], "yyyy-MM-dd", CultureInfo.InvariantCulture);
|
|
|
|
Execution = null;
|
|
if (!string.IsNullOrWhiteSpace(tsv[21]))
|
|
{
|
|
try
|
|
{
|
|
Execution = JsonConvert.DeserializeObject<SmartInsiderExecution>($"\"{tsv[21]}\"");
|
|
}
|
|
catch (JsonSerializationException)
|
|
{
|
|
Log.Error($"SmartInsiderTransaction.FromRawData(): New unexpected entry found for Execution: {tsv[21]}. Parsed as Error.");
|
|
Execution = SmartInsiderExecution.Error;
|
|
}
|
|
}
|
|
|
|
ExecutionEntity = null;
|
|
if (!string.IsNullOrWhiteSpace(tsv[22]))
|
|
{
|
|
try
|
|
{
|
|
ExecutionEntity = JsonConvert.DeserializeObject<SmartInsiderExecutionEntity>($"\"{tsv[22]}\"");
|
|
}
|
|
catch (JsonSerializationException)
|
|
{
|
|
Log.Error($"SmartInsiderTransaction.FromRawData(): New unexpected entry found for ExecutionEntity: {tsv[22]}. Parsed as Error.");
|
|
ExecutionEntity = SmartInsiderExecutionEntity.Error;
|
|
}
|
|
}
|
|
|
|
ExecutionHolding = null;
|
|
if (!string.IsNullOrWhiteSpace(tsv[23]))
|
|
{
|
|
try
|
|
{
|
|
ExecutionHolding = JsonConvert.DeserializeObject<SmartInsiderExecutionHolding>($"\"{tsv[23]}\"");
|
|
if (ExecutionHolding == SmartInsiderExecutionHolding.Error)
|
|
{
|
|
// This error in particular represents a SatisfyStockVesting field.
|
|
ExecutionHolding = SmartInsiderExecutionHolding.SatisfyStockVesting;
|
|
}
|
|
}
|
|
catch (JsonSerializationException)
|
|
{
|
|
Log.Error($"SmartInsiderTransaction.FromRawData(): New unexpected entry found for ExecutionHolding: {tsv[23]}. Parsed as Error.");
|
|
ExecutionHolding = SmartInsiderExecutionHolding.Error;
|
|
}
|
|
}
|
|
|
|
Currency = string.IsNullOrWhiteSpace(tsv[24]) ? null : tsv[24];
|
|
ExecutionPrice = string.IsNullOrWhiteSpace(tsv[25]) ? (decimal?)null : Convert.ToDecimal(tsv[25], CultureInfo.InvariantCulture);
|
|
Amount = string.IsNullOrWhiteSpace(tsv[26]) ? (decimal?)null : Convert.ToDecimal(tsv[26], CultureInfo.InvariantCulture);
|
|
GBPValue = string.IsNullOrWhiteSpace(tsv[27]) ? (decimal?)null : Convert.ToDecimal(tsv[27], CultureInfo.InvariantCulture);
|
|
EURValue = string.IsNullOrWhiteSpace(tsv[28]) ? (decimal?)null : Convert.ToDecimal(tsv[28], CultureInfo.InvariantCulture);
|
|
USDValue = string.IsNullOrWhiteSpace(tsv[29]) ? (decimal?)null : Convert.ToDecimal(tsv[29], CultureInfo.InvariantCulture);
|
|
NoteText = string.IsNullOrWhiteSpace(tsv[30]) ? null : tsv[30];
|
|
BuybackPercentage = string.IsNullOrWhiteSpace(tsv[31]) ? (decimal?)null : Convert.ToDecimal(tsv[31], CultureInfo.InvariantCulture);
|
|
VolumePercentage = string.IsNullOrWhiteSpace(tsv[32]) ? (decimal?)null : Convert.ToDecimal(tsv[32], CultureInfo.InvariantCulture);
|
|
ConversionRate = string.IsNullOrWhiteSpace(tsv[33]) ? (decimal?)null : Convert.ToDecimal(tsv[33], CultureInfo.InvariantCulture);
|
|
AmountAdjustedFactor = string.IsNullOrWhiteSpace(tsv[34]) ? (decimal?)null : Convert.ToDecimal(tsv[34], CultureInfo.InvariantCulture);
|
|
PriceAdjustedFactor = string.IsNullOrWhiteSpace(tsv[35]) ? (decimal?)null : Convert.ToDecimal(tsv[35], CultureInfo.InvariantCulture);
|
|
TreasuryHolding = string.IsNullOrWhiteSpace(tsv[36]) ? (int?)null : Convert.ToInt32(tsv[36], CultureInfo.InvariantCulture);
|
|
|
|
AnnouncementDate = string.IsNullOrWhiteSpace(tsv[37]) ? (DateTime?)null : DateTime.ParseExact(tsv[37], "yyyy-MM-dd", CultureInfo.InvariantCulture);
|
|
TimeReleased = string.IsNullOrWhiteSpace(tsv[38]) ? (DateTime?)null : ParseDate(tsv[38]);
|
|
TimeProcessed = string.IsNullOrWhiteSpace(tsv[39]) ? (DateTime?)null : ParseDate(tsv[39]);
|
|
TimeReleasedUtc = string.IsNullOrWhiteSpace(tsv[40]) ? (DateTime?)null : ParseDate(tsv[40]);
|
|
TimeProcessedUtc = string.IsNullOrWhiteSpace(tsv[41]) ? (DateTime?)null : ParseDate(tsv[41]);
|
|
AnnouncedIn = string.IsNullOrWhiteSpace(tsv[42]) ? null : tsv[42];
|
|
}
|
|
|
|
/// <summary>
|
|
/// Specifies the location of the data and directs LEAN where to load the data from
|
|
/// </summary>
|
|
/// <param name="config">Subscription configuration</param>
|
|
/// <param name="date">Date</param>
|
|
/// <param name="isLiveMode">Is live mode</param>
|
|
/// <returns>Subscription data source object pointing LEAN to the data location</returns>
|
|
public override SubscriptionDataSource GetSource(SubscriptionDataConfig config, DateTime date, bool isLiveMode)
|
|
{
|
|
return new SubscriptionDataSource(
|
|
Path.Combine(
|
|
Globals.DataFolder,
|
|
"alternative",
|
|
"smartinsider",
|
|
"transactions",
|
|
$"{config.Symbol.Value.ToLowerInvariant()}.tsv"
|
|
),
|
|
SubscriptionTransportMedium.LocalFile,
|
|
FileFormat.Csv
|
|
);
|
|
}
|
|
|
|
/// <summary>
|
|
/// Reads the data into LEAN for use in algorithms
|
|
/// </summary>
|
|
/// <param name="config">Subscription configuration</param>
|
|
/// <param name="line">Line of TSV</param>
|
|
/// <param name="date">Algorithm date</param>
|
|
/// <param name="isLiveMode">Is live mode</param>
|
|
/// <returns>Instance of the object</returns>
|
|
public override BaseData Reader(SubscriptionDataConfig config, string line, DateTime date, bool isLiveMode)
|
|
{
|
|
return new SmartInsiderTransaction(line)
|
|
{
|
|
Symbol = config.Symbol
|
|
};
|
|
}
|
|
|
|
/// <summary>
|
|
/// Clones the object to a new instance. This method
|
|
/// is required for custom data sources that make use
|
|
/// of properties with more complex types since otherwise
|
|
/// the values will default to null using the default clone method
|
|
/// </summary>
|
|
/// <returns>A new cloned instance of this object</returns>
|
|
public override BaseData Clone()
|
|
{
|
|
return new SmartInsiderTransaction
|
|
{
|
|
TransactionID = TransactionID,
|
|
EventType = EventType,
|
|
LastUpdate = LastUpdate,
|
|
LastIDsUpdate = LastIDsUpdate,
|
|
ISIN = ISIN,
|
|
USDMarketCap = USDMarketCap,
|
|
CompanyID = CompanyID,
|
|
ICBIndustry = ICBIndustry,
|
|
ICBSuperSector = ICBSuperSector,
|
|
ICBSector = ICBSector,
|
|
ICBSubSector = ICBSubSector,
|
|
ICBCode = ICBCode,
|
|
CompanyName = CompanyName,
|
|
PreviousResultsAnnouncementDate = PreviousResultsAnnouncementDate,
|
|
NextResultsAnnouncementsDate = NextResultsAnnouncementsDate,
|
|
NextCloseBegin = NextCloseBegin,
|
|
LastCloseEnded = LastCloseEnded,
|
|
SecurityDescription = SecurityDescription,
|
|
TickerCountry = TickerCountry,
|
|
TickerSymbol = TickerSymbol,
|
|
AnnouncementDate = AnnouncementDate,
|
|
TimeReleased = TimeReleased,
|
|
TimeProcessed = TimeProcessed,
|
|
TimeReleasedUtc = TimeReleasedUtc,
|
|
TimeProcessedUtc = TimeProcessedUtc,
|
|
AnnouncedIn = AnnouncedIn,
|
|
|
|
BuybackDate = BuybackDate,
|
|
Execution = Execution,
|
|
ExecutionEntity = ExecutionEntity,
|
|
ExecutionHolding = ExecutionHolding,
|
|
Currency = Currency,
|
|
ExecutionPrice = ExecutionPrice,
|
|
Amount = Amount,
|
|
GBPValue = GBPValue,
|
|
EURValue = EURValue,
|
|
USDValue = USDValue,
|
|
NoteText = NoteText,
|
|
BuybackPercentage = BuybackPercentage,
|
|
VolumePercentage = VolumePercentage,
|
|
ConversionRate = ConversionRate,
|
|
AmountAdjustedFactor = AmountAdjustedFactor,
|
|
PriceAdjustedFactor = PriceAdjustedFactor,
|
|
TreasuryHolding = TreasuryHolding,
|
|
|
|
Symbol = Symbol,
|
|
Value = Value,
|
|
Time = Time
|
|
};
|
|
}
|
|
|
|
/// <summary>
|
|
/// Converts the data to TSV
|
|
/// </summary>
|
|
/// <returns>String of TSV</returns>
|
|
/// <remarks>Parsable by the constructor should you need to recreate the object from TSV</remarks>
|
|
public override string ToLine()
|
|
{
|
|
return string.Join("\t",
|
|
TimeProcessedUtc?.ToStringInvariant("yyyyMMdd HH:mm:ss"),
|
|
TransactionID,
|
|
EventType == null ? null : JsonConvert.SerializeObject(EventType).Replace("\"", ""),
|
|
LastUpdate.ToStringInvariant("yyyyMMdd"),
|
|
LastIDsUpdate?.ToStringInvariant("yyyyMMdd"),
|
|
ISIN,
|
|
USDMarketCap,
|
|
CompanyID,
|
|
ICBIndustry,
|
|
ICBSuperSector,
|
|
ICBSector,
|
|
ICBSubSector,
|
|
ICBCode,
|
|
CompanyName,
|
|
PreviousResultsAnnouncementDate?.ToStringInvariant("yyyyMMdd"),
|
|
NextResultsAnnouncementsDate?.ToStringInvariant("yyyyMMdd"),
|
|
NextCloseBegin?.ToStringInvariant("yyyyMMdd"),
|
|
LastCloseEnded?.ToStringInvariant("yyyyMMdd"),
|
|
SecurityDescription,
|
|
TickerCountry,
|
|
TickerSymbol,
|
|
AnnouncementDate?.ToStringInvariant("yyyyMMdd"),
|
|
TimeReleased?.ToStringInvariant("yyyyMMdd HH:mm:ss"),
|
|
TimeProcessed?.ToStringInvariant("yyyyMMdd HH:mm:ss"),
|
|
TimeReleasedUtc?.ToStringInvariant("yyyyMMdd HH:mm:ss"),
|
|
AnnouncedIn,
|
|
BuybackDate?.ToStringInvariant("yyyyMMdd"),
|
|
Execution == null ? null : JsonConvert.SerializeObject(Execution).Replace("\"", ""),
|
|
ExecutionEntity == null ? null : JsonConvert.SerializeObject(ExecutionEntity).Replace("\"", ""),
|
|
ExecutionHolding == null ? null : JsonConvert.SerializeObject(ExecutionHolding).Replace("\"", ""),
|
|
Currency,
|
|
ExecutionPrice,
|
|
Amount,
|
|
GBPValue,
|
|
EURValue,
|
|
USDValue,
|
|
NoteText,
|
|
BuybackPercentage,
|
|
VolumePercentage,
|
|
ConversionRate,
|
|
AmountAdjustedFactor,
|
|
PriceAdjustedFactor,
|
|
TreasuryHolding);
|
|
}
|
|
}
|
|
}
|