private static void AddFundAndFirmType(InvestmentActivity accession, InvestorHashTableSet investors)
{
if (string.IsNullOrEmpty(accession.ActivistInvestorName))
{
return;
}
var transformed = accession.ActivistInvestorName.Replace(" ", "").ToLower();
Investor possibleMatch = null;
if (investors.FirmNameAsKey.TryGetValue(transformed, out var firmNameMatch))
{
possibleMatch = firmNameMatch;
}
else if (investors.FundNameAsKey.TryGetValue(transformed, out var fundNameMatch))
{
possibleMatch = fundNameMatch;
}
if (possibleMatch != null)
{
accession.ActivistInvestorId = possibleMatch.Id.Substring(2); //CLEA 2.xxx system
accession.ActivistInvestorFundType = possibleMatch.FundType;
accession.ActivistInvestorFirmType = possibleMatch.FirmType;
return;
}
}
public static void MergeAccession(InvestmentActivity accession, IReadOnlyDictionary <string, InvestmentActivity> secondary)
{
if (secondary.TryGetValue(accession.AccessionNumber, out var equivalent))
{
accession.ActivistInvestorId ??= equivalent.ActivistInvestorId;
accession.ActivistInvestorCIK ??= equivalent.ActivistInvestorCIK;
accession.ActivistInvestorCity ??= equivalent.ActivistInvestorCity;
accession.ActivistInvestorFirmType ??= equivalent.ActivistInvestorFirmType;
accession.ActivistInvestorFiscalYearEnd ??= equivalent.ActivistInvestorFiscalYearEnd;
accession.ActivistInvestorFundType ??= equivalent.ActivistInvestorFundType;
accession.ActivistInvestorIRSNumber ??= equivalent.ActivistInvestorIRSNumber;
accession.ActivistInvestorName ??= equivalent.ActivistInvestorName;
accession.ActivistInvestorSIC ??= equivalent.ActivistInvestorSIC;
accession.ActivistInvestorStateOfIncorporation ??= equivalent.ActivistInvestorStateOfIncorporation;
accession.ClassOfSecurities ??= equivalent.ClassOfSecurities;
accession.CUSIP ??= equivalent.CUSIP;
accession.EventDate ??= equivalent.EventDate;
accession.FilingDate ??= equivalent.FilingDate;
accession.PublicDocumentCount ??= equivalent.PublicDocumentCount;
accession.PurposeOfTransaction ??= equivalent.PurposeOfTransaction;
accession.PurposeOfTransactionType ??= equivalent.PurposeOfTransactionType;
accession.Source ??= equivalent.Source;
accession.SubjectCompanyCIK ??= equivalent.SubjectCompanyCIK;
accession.SubjectCompanyCity ??= equivalent.SubjectCompanyCity;
accession.SubjectCompanyCUSIP ??= equivalent.SubjectCompanyCUSIP;
accession.SubjectCompanyFiscalYearEnd ??= equivalent.SubjectCompanyFiscalYearEnd;
accession.SubjectCompanyIRSNumber ??= equivalent.SubjectCompanyIRSNumber;
accession.SubjectCompanyName ??= equivalent.SubjectCompanyName;
accession.SubjectCompanySIC ??= equivalent.SubjectCompanySIC;
accession.SubjectCompanyStateOfIncorporation ??= equivalent.SubjectCompanyStateOfIncorporation;
accession.SubmissionType ??= equivalent.SubmissionType;
}
}
public static void SaveAccessionAsJSON(InvestmentActivity accession, string folder)
{
string json = JsonSerializer.Serialize(accession);
string path = Path.Combine(folder, $"{accession.AccessionNumber}.json");
File.WriteAllText(path, json);
}
internal static InvestmentActivity Analyze(string file)
{
var activity = new InvestmentActivity
{
AccessionNumber = Path.GetFileNameWithoutExtension(file)
};
using StreamReader reader = new StreamReader(file, System.Text.Encoding.UTF8);
string fileContent = reader.ReadToEnd();
string beautified = Prepare(fileContent);
activity.PurposeOfTransaction = GetPurposeOfTransaction(beautified, file);
return(activity);
}
public async Task <InvestmentActivity> SaveAInvestmentActivity(
[FromBody] InvestmentActivity PostedInvestmentActivity)
{
if (!ModelState.IsValid)
{
throw new ApiException("Model binding failed.", 500);
}
if (!_InvestmentActivityRepo.Validate(PostedInvestmentActivity))
{
//throw new ApiException(_InvestmentActivityRepo.ErrorMessage, 500, _InvestmentActivityRepo.ValidationErrors);
if (!await _InvestmentActivityRepo.SaveAsync(PostedInvestmentActivity))
{
throw new ApiException(_InvestmentActivityRepo.ErrorMessage);
}
}
return(PostedInvestmentActivity);
}
private static FileAnalysisResult AnalyzeFile(string file, IReadOnlyDictionary <string, InvestmentActivity> alteryxInvestmentSet,
IReadOnlyDictionary <string, int> supervised, InvestorHashTableSet investors)
{
InvestmentActivity investmentActivity = EdgarAnalyzer.Analyze(file);
Supervised trainingDatum = null;
Helper.MergeAccession(investmentActivity, alteryxInvestmentSet);
AddFundAndFirmType(investmentActivity, investors);
if (supervised.TryGetValue(investmentActivity.AccessionNumber, out var typeId))
{
trainingDatum = new Supervised(investmentActivity.AccessionNumber, investmentActivity.PurposeOfTransaction, typeId, investmentActivity.TypeOfReportingPerson);
investmentActivity.PurposeAnalyzedByML = false;
investmentActivity.PurposeOfTransactionTypeId = typeId;
}
return(new FileAnalysisResult()
{
Investment = investmentActivity, Supervised = trainingDatum
});
}
internal static QualityReport Measure(InvestmentActivity investment, AtratinusConfiguration config)
{
var report = new QualityReport();
ushort badStates = 0;
if (!DataValidators.IsValidAccessionNumber(investment.AccessionNumber))
{
report.Invalidations.Add("AccessionNumber");
report.Quality = QualityLevel.T_TIER;
investment.DataQualityLevel = QualityLevel.T_TIER.ToString();
}
if (!DataValidators.IsValidFilingDate(investment.FilingDate))
{
badStates++;
report.Invalidations.Add("FilingDate");
}
else
{
var year = Convert.ToInt32(investment.FilingDate.Substring(0, 4));
var month = Convert.ToInt32(investment.FilingDate.Substring(4, 2));
var day = Convert.ToInt32(investment.FilingDate.Substring(6, 2));
if (new DateTime(year, month, day) < new DateTime(1998, 2, 17))
{
report.SubmittedAfterSECReform = false;
}
else
{
report.SubmittedAfterSECReform = true;
}
}
if (!DataValidators.IsValidPurposeOfTransaction(investment.PurposeOfTransaction))
{
badStates++;
report.Invalidations.Add("PurposeOfTransaction");
}
if (!DataValidators.IsValidTypeOfReportingPerson(investment.TypeOfReportingPerson))
{
badStates++;
report.Invalidations.Add("TypeOfReportingPerson");
}
if (!investment.SubmissionType.HasValue)
{
badStates++;
report.Invalidations.Add("SubmissionType");
report.UsefulSubmissionType = false;
}
else
{
if (investment.SubmissionType.Value == Core.Enums.SubmissionType.SC_13D)
{
report.UsefulSubmissionType = true;
}
else
{
report.UsefulSubmissionType = false;
}
}
if (report.Quality == QualityLevel.T_TIER)
{
return(report);
}
switch (badStates)
{
case 0:
{
investment.DataQualityLevel = QualityLevel.S_TIER.ToString();
report.Quality = QualityLevel.S_TIER;
break;
}
case 1:
{
investment.DataQualityLevel = QualityLevel.A_TIER.ToString();
report.Quality = QualityLevel.A_TIER;
break;
}
case 2:
{
investment.DataQualityLevel = QualityLevel.B_TIER.ToString();
report.Quality = QualityLevel.B_TIER;
break;
}
case 3:
{
investment.DataQualityLevel = QualityLevel.C_TIER.ToString();
report.Quality = QualityLevel.C_TIER;
break;
}
default:
{
investment.DataQualityLevel = QualityLevel.T_TIER.ToString();
report.Quality = QualityLevel.T_TIER;
break;
}
}
report.ShouldBeConsidered = TakeInvestment(report, config);
return(report);
}
