Gerardo Salazar
73 lines
3.0 KiB
Python
73 lines
3.0 KiB
Python
# 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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from clr import AddReference
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AddReference("System")
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AddReference("QuantConnect.Algorithm")
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AddReference("QuantConnect.Common")
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from System import *
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from QuantConnect import *
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from QuantConnect.Algorithm import *
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from QuantConnect.Data.Custom.SEC import *
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### <summary>
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### Demonstration algorithm showing how to use and access SEC data
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### </summary>
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### <meta name="tag" content="fundamental" />
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### <meta name="tag" content="using data" />
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### <meta name="tag" content="custom data" />
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### <meta name="tag" content="SEC" />
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class TiingoDailyDataAlgorithm(QCAlgorithm):
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def Initialize(self):
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# Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.
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self.SetStartDate(2019, 1, 1)
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self.SetEndDate(2019, 1, 31)
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self.SetCash(100000)
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self.ticker = "AAPL"
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self.symbol = self.AddData(SECReport10Q, self.ticker).Symbol
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self.AddData(SECReport8K, self.ticker)
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def OnData(self, slice):
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# OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
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data = slice[self.ticker]
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report = data.Report
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self.Log(f"Form Type {report.FormType}")
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self.Log(f"Filing Date: {str(report.FilingDate)}")
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for filer in report.Filers:
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self.Log(f"Filing company name: {filer.CompanyData.ConformedName}")
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self.Log(f"Filing company CIK: {filer.CompanyData.Cik}")
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self.Log(f"Filing company EIN: {filer.CompanyData.IrsNumber}")
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for formerCompany in filer.FormerCompanies:
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self.Log(f"Former company name of {filer.CompanyData.ConformedName}: {formerCompany.FormerConformedName}")
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self.Log(f"Date of company name change: {str(formerCompany.Changed)}")
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# SEC documents can come in multiple documents.
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# For multi-document reports, sometimes the document contents after the first document
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# are files that have a binary format, such as JPG and PDF files
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for document in report.Documents:
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self.Log(f"Filename: {document.Filename}")
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self.Log(f"Document description: {document.Description}")
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# Print sample of contents contained within the document
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self.Log(document.Text[:100])
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self.Log("=================")
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