private void SetSymbolAndTime(TiingoNews dataPoint)
{
if (_symbol != null)
{
dataPoint.Symbol = _symbol;
if (_liveMode)
{
// for live use crawl date
dataPoint.Time = dataPoint.CrawlDate;
}
else
{
if ((dataPoint.CrawlDate - dataPoint.PublishedDate) > Time.OneDay)
{
// old data (eg 2014 PublishedDate) can have newer crawl date (eg 2019)
// for these cases, for backtesting, use published time + 'TiingoNews.HistoricalCrawlOffset'
dataPoint.Time = dataPoint.PublishedDate.Add(TiingoNews.HistoricalCrawlOffset);
}
else
{
dataPoint.Time = dataPoint.CrawlDate;
}
}
}
}
/// <summary>
/// Helper method to deserialize a single json Tiingo news
/// </summary>
/// <param name="token">The json token containing the Tiingo news to deserialize</param>
/// <returns>The deserialized <see cref="TiingoNews"/> instance</returns>
public static TiingoNews DeserializeNews(JToken token)
{
// just in case we add some default values for these
var title = token["title"]?.ToString() ?? "";
var source = token["source"]?.ToString() ?? "";
var url = token["url"]?.ToString() ?? "";
var tags = token["tags"]?.ToObject <List <string> >() ?? new List <string>();
var description = token["description"]?.ToString() ?? "";
var publishedDate = GetDateTime(token["publishedDate"]);
var crawlDate = GetDateTime(token["crawlDate"]);
var articleID = token["id"].ToString();
var tickers = token["tickers"];
// 'time' is QC time which could be crawl time or published data + offset (see converter) this is not present in live
// which will use 'crawlDate'
var time = GetDateTime(token["time"], defaultValue: crawlDate);
var symbols = new List <Symbol>();
foreach (var tiingoTicker in tickers)
{
var rawTicker = tiingoTicker.ToString();
if (rawTicker.Contains(" ") || rawTicker.Contains("|"))
{
Log.Trace($"TiingoNewsJsonConverter.DeserializeNews(): Article ID {articleID}, ignoring ticker [{rawTicker}] because it contains space or pipe character.");
continue;
}
var ticker = TiingoSymbolMapper.GetLeanTicker(rawTicker);
var sid = SecurityIdentifier.GenerateEquity(
ticker,
// for now we suppose USA market
QuantConnect.Market.USA,
// we use the news date to resolve the map file to use
mappingResolveDate: publishedDate);
symbols.Add(new Symbol(sid, ticker));
}
var dataPoint = new TiingoNews
{
ArticleID = articleID,
CrawlDate = crawlDate,
Description = description,
PublishedDate = publishedDate,
Time = time,
Source = source,
Tags = tags,
Symbols = symbols,
Url = url,
Title = title
};
return(dataPoint);
}
/// <summary>
/// Helper method to deserialize a single json Tiingo news
/// </summary>
/// <param name="token">The json token containing the Tiingo news to deserialize</param>
/// <returns>The deserialized <see cref="TiingoNews"/> instance</returns>
public static TiingoNews DeserializeNews(JToken token)
{
// just in case we add some default values for these
var title = token["title"]?.ToString() ?? "";
var source = token["source"]?.ToString() ?? "";
var url = token["url"]?.ToString() ?? "";
var tags = token["tags"]?.ToObject <List <string> >() ?? new List <string>();
var description = token["description"]?.ToString() ?? "";
var publishedDate = GetDateTime(token["publishedDate"]);
var crawlDate = GetDateTime(token["crawlDate"]);
var articleID = token["id"].ToString();
var tickers = token["tickers"];
var symbols = new List <Symbol>();
foreach (var tiingoTicker in tickers)
{
var ticker = TiingoSymbolMapper.GetLeanTicker(tiingoTicker.ToString());
var sid = SecurityIdentifier.GenerateEquity(
ticker,
// for now we suppose USA market
QuantConnect.Market.USA,
// we use the news date to resolve the map file to use
mappingResolveDate: publishedDate);
symbols.Add(new Symbol(sid, ticker));
}
var dataPoint = new TiingoNews
{
ArticleID = articleID,
CrawlDate = crawlDate,
Description = description,
PublishedDate = publishedDate,
Time = publishedDate,
Source = source,
Tags = tags,
Symbols = symbols,
Url = url,
Title = title
};
return(dataPoint);
}
