public void ParseFromRawDataUnexpectedEventTypes()
{
var realRawIntentionLine = "\"BI12345\"\t\"Some new event\"\t2020-07-27\t2009-11-11\t\"US1234567890\"\t\"\"\t12345\t\"https://smartinsidercompanypage.com\"\t\"Consumer Staples\"\t" +
"\"Personal Care, Drug and Grocery Stores\"\t\"Personal Care, Drug and Grocery Stores\"\t\"Personal Products\"\t12345678\t\"Some Company Corp\"\t\"Some-Comapny C\"\t" +
"\"\"\t\"\"\t\"\"\t\"\"\t\"Com\"\t\"US\"\t\"SCC\"\t\"\"\t\"\"\t\"\"\t\"\"\t\"\"\t\"\"\t\"\"\t\t\t-999\t\"Some unexpected event.\"\t\"\"\t\"\"\t\"\"\t\"\"\t\"\"\t\"\"\t\"" +
"\"\t2020-07-27\t\"\"\t\"\"\t\"\"\t2020-07-27 13:57:37\t\"US\"\t\"https://smartinsiderdatapage.com\"\t\"UnexpectedEvent\"\t\"UnexpectedIssuer\"\t\"UnexpectedReported\"\t\"\"\t\"\"\t\t" +
"\"\"\t\t\t\"\"\t\t\t\"\"";
var tsv = realRawIntentionLine.Split('\t')
.Take(60)
.Select(x => x.Replace("\"", ""))
.ToList();
// Remove in descending order to maintain index order
// while we delete lower indexed values
tsv.RemoveAt(46); // ShowOriginal
tsv.RemoveAt(36); // PreviousClosePrice
tsv.RemoveAt(14); // ShortCompanyName
tsv.RemoveAt(7); // CompanyPageURL
var filteredRawIntentionLine = string.Join("\t", tsv);
var intention = new SmartInsiderIntention();
Assert.DoesNotThrow(() => intention.FromRawData(filteredRawIntentionLine));
Assert.IsTrue(intention.EventType.HasValue);
Assert.AreEqual(SmartInsiderEventType.NotSpecified, intention.EventType);
Assert.AreEqual(SmartInsiderExecution.Error, intention.Execution);
Assert.AreEqual(SmartInsiderExecutionEntity.Error, intention.ExecutionEntity);
Assert.AreEqual(SmartInsiderExecutionHolding.Error, intention.ExecutionHolding);
}
public void ErrorGetsMappedToSatisfyStockVesting()
{
var intentionLine = "BIXYZ Downwards Revision 20190101 20190101 USXYZ 1 Some Random Industry US Off Market Agreement Issuer Missing Lookup Formula for BuybackHoldingTypeId 10.00 ";
var transactionLine = "BIXYZ Downwards Revision 20190101 20190101 USXYZ 1 Some Random Industry Off Market Agreement Issuer Missing Lookup Formula for BuybackHoldingTypeId 10.00 ";
var intention = new SmartInsiderIntention(intentionLine);
var transaction = new SmartInsiderTransaction(transactionLine);
Assert.IsTrue(intention.ExecutionHolding.HasValue);
Assert.IsTrue(transaction.ExecutionHolding.HasValue);
Assert.AreEqual(intention.ExecutionHolding, SmartInsiderExecutionHolding.SatisfyStockVesting);
Assert.AreEqual(transaction.ExecutionHolding, SmartInsiderExecutionHolding.SatisfyStockVesting);
}
/// <summary>
/// Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.
/// </summary>
public override void Initialize()
{
SetStartDate(2010, 1, 1);
SetEndDate(2019, 1, 1);
var tickers = new List <string> {
"AAPL", "AMZN", "MSFT", "IBM", "FB", "QQQ",
"IWM", "BAC", "BNO", "AIG", "UW", "WM"
};
_securities = new List <Security>();
_customSymbols = new List <Symbol>();
foreach (var ticker in tickers)
{
var equity = AddEquity(ticker, Resolution.Hour);
_securities.Add(equity);
_customSymbols.Add(
AddData <SmartInsiderIntention>(equity.Symbol, Resolution.Daily).Symbol);
_customSymbols.Add(
AddData <SmartInsiderTransaction>(equity.Symbol, Resolution.Daily).Symbol);
}
Schedule.On(DateRules.EveryDay(), TimeRules.At(16, 0), () =>
{
foreach (var slice in History(_customSymbols, TimeSpan.FromDays(5)))
{
_historySymbolCount += slice.Count;
}
foreach (var security in _securities)
{
SmartInsiderIntention intention = security.Data.Get <SmartInsiderIntention>();
SmartInsiderTransaction transaction = security.Data.Get <SmartInsiderTransaction>();
if (!security.HoldStock && intention != null && transaction != null)
{
SetHoldings(security.Symbol, 1d / _securities.Count);
}
}
});
}
/// <summary>
/// Insider intention data will be provided to us here
/// </summary>
/// <param name="data">Intention data</param>
public void OnData(SmartInsiderIntention data)
{
var hasOpenOrders = Transactions.GetOpenOrders().Any();
if (!Portfolio.Invested && !hasOpenOrders)
{
if (data.Percentage > 0.0001m)
{
Log($"Buying {_symbol.Value} due to intention to purchase stock");
SetHoldings(_symbol, 0.50m);
}
}
else if (Portfolio.Invested && !hasOpenOrders)
{
if (data.Percentage < 0.00m)
{
Log($"Liquidating {_symbol.Value}");
Liquidate(_symbol);
}
}
}
public void ToLineDoesNotOutputRawNullValues()
{
var intentionLine = "20200101 01:02:03 BIXYZ 20190101 20190101 USXYZ 1 Some Random Industry US ";
var transactionLine = "20200101 01:02:03 BIXYZ 20190101 20190101 USXYZ 1 Some Random Industry ";
var intention = new SmartInsiderIntention(intentionLine);
var transaction = new SmartInsiderTransaction(transactionLine);
Assert.IsNull(intention.EventType);
Assert.IsNull(intention.Execution);
Assert.IsNull(intention.ExecutionEntity);
Assert.IsNull(intention.ExecutionHolding);
Assert.IsNull(transaction.EventType);
Assert.IsNull(transaction.Execution);
Assert.IsNull(transaction.ExecutionEntity);
Assert.IsNull(transaction.ExecutionHolding);
var intentionLineSerialized = intention.ToLine().Split('\t');
var transactionLineSerialized = transaction.ToLine().Split('\t');
Assert.AreNotEqual(intentionLineSerialized[2], "null");
Assert.AreNotEqual(intentionLineSerialized[26], "null");
Assert.AreNotEqual(intentionLineSerialized[27], "null");
Assert.AreNotEqual(intentionLineSerialized[28], "null");
Assert.AreNotEqual(transactionLineSerialized[2], "null");
Assert.AreNotEqual(transactionLineSerialized[27], "null");
Assert.AreNotEqual(transactionLineSerialized[28], "null");
Assert.AreNotEqual(transactionLineSerialized[29], "null");
Assert.IsTrue(string.IsNullOrWhiteSpace(intentionLineSerialized[2]));
Assert.IsTrue(string.IsNullOrWhiteSpace(intentionLineSerialized[26]));
Assert.IsTrue(string.IsNullOrWhiteSpace(intentionLineSerialized[27]));
Assert.IsTrue(string.IsNullOrWhiteSpace(intentionLineSerialized[28]));
Assert.IsTrue(string.IsNullOrWhiteSpace(transactionLineSerialized[2]));
Assert.IsTrue(string.IsNullOrWhiteSpace(transactionLineSerialized[27]));
Assert.IsTrue(string.IsNullOrWhiteSpace(transactionLineSerialized[28]));
Assert.IsTrue(string.IsNullOrWhiteSpace(transactionLineSerialized[29]));
}
public void SerializeRoundTripSmartInsiderIntention()
{
var settings = new JsonSerializerSettings {
TypeNameHandling = TypeNameHandling.All
};
var time = new DateTime(2020, 3, 19, 10, 0, 0);
var underlyingSymbol = Symbols.AAPL;
var symbol = Symbol.CreateBase(typeof(SmartInsiderIntention), underlyingSymbol, QuantConnect.Market.USA);
var item = new SmartInsiderIntention
{
Symbol = symbol,
LastUpdate = time,
Time = time,
TransactionID = "123",
EventType = SmartInsiderEventType.Intention,
Execution = SmartInsiderExecution.Market,
ExecutionEntity = SmartInsiderExecutionEntity.Issuer,
ExecutionHolding = SmartInsiderExecutionHolding.NotReported,
Amount = null
};
var serialized = JsonConvert.SerializeObject(item, settings);
var deserialized = JsonConvert.DeserializeObject <SmartInsiderIntention>(serialized, settings);
Assert.AreEqual(symbol, deserialized.Symbol);
Assert.AreEqual("123", deserialized.TransactionID);
Assert.AreEqual(SmartInsiderEventType.Intention, deserialized.EventType);
Assert.AreEqual(SmartInsiderExecution.Market, deserialized.Execution);
Assert.AreEqual(SmartInsiderExecutionEntity.Issuer, deserialized.ExecutionEntity);
Assert.AreEqual(SmartInsiderExecutionHolding.NotReported, deserialized.ExecutionHolding);
Assert.AreEqual(null, deserialized.Amount);
Assert.AreEqual(time, deserialized.LastUpdate);
Assert.AreEqual(time, deserialized.Time);
Assert.AreEqual(time, deserialized.EndTime);
}
