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Gerardo Salazar gsalaz98

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/// <summary>
/// Creates an instance of <see cref="BenzingaNews"/> from RSS data (historical).
/// An example schema of the data (in JSON format, not XML) is provided below.
/// </summary>
/// <param name="contents">Raw contents of the XML file</param>
/// <param name="mapFileProvider">Map file provider</param>
/// <param name="mapFileResolver">Map file resolver</param>
/// <returns>BenzingaNews instance</returns>
/// <example>
/// {
@gsalaz98
gsalaz98 / OptionHistoryRenameRegressionAlgorithm.cs
Created July 29, 2019 19:11
Regression Algorithm being used
/*
* 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,
@gsalaz98
gsalaz98 / PR 3338 (6f2b9fb).txt
Created July 29, 2019 19:10
No History requests for data prior to 2013-07-01 for FOXA were made // Verify further to ensure this is intended behavior
20190729 11:53:23.598 Trace:: AlgorithmManager.Run(): Begin DataStream - Start: 6/28/2013 12:00:00 AM Stop: 7/2/2013 11:59:59 PM
20190729 11:53:23.604 Trace:: Debug: Launching analysis for OptionHistoryRenameRegressionAlgorithm with LEAN Engine v2.4.0.0
20190729 11:53:23.666 Trace:: FactorFile.HasScalingFactors(): Factor file not found: TFCFA
20190729 11:53:23.756 Trace:: Debug: Warning: SetBenchmark(FOXA): no existing security found, benchmark security will be added with Equity type.
20190729 11:53:23.756 Trace:: Debug: Warning: The FOXA equity security was set the raw price normalization mode to work with options.
20190729 11:53:23.781 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:53:23.781 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:53:23.781 ERROR:: DefaultDataProvider.Fetch(): The specifi
@gsalaz98
gsalaz98 / Master (992d721d0).txt
Created July 29, 2019 19:06
History request requests in master (992d721d0) for NWSA -> FOXA // FOXA history request was made for 2013-06-28 when rename event from NWSA occurred on 2013-06-29
20190729 11:59:03.622 Trace:: Debug: Launching analysis for OptionHistoryRenameRegressionAlgorithm with LEAN Engine v2.4.0.0
20190729 11:59:03.643 Trace:: AlgorithmManager.Run(): Begin DataStream - Start: 6/28/2013 12:00:00 AM Stop: 7/2/2013 11:59:59 PM
20190729 11:59:03.902 Trace:: Debug: Warning: SetBenchmark(FOXA): no existing security found, benchmark security will be added with Equity type.
20190729 11:59:03.902 Trace:: Debug: Warning: The FOXA equity security was set the raw price normalization mode to work with options.
20190729 11:59:03.917 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:59:03.935 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:59:03.973 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 1
@gsalaz98
gsalaz98 / epe.json
Created May 31, 2019 19:23
SEC Duplicate Filers Accession Number Not Matched
{
"ACCESSION-NUMBER": "0001104659-19-001377",
"FILER": [{
"COMPANY-DATA": {
"CONFORMED-NAME": "EP Energy Corp",
"CIK": "0001584952",
"ASSIGNED-SIC": "1311",
"IRS-NUMBER": "463472728",
"STATE-OF-INCORPORATION": "DE",
"FISCAL-YEAR-END": "1231"
@gsalaz98
gsalaz98 / amh.json
Created May 31, 2019 19:19
SEC Duplicate Filers
{
"ACCESSION-NUMBER": "0001562401-19-000006",
"FILER": [{
"COMPANY-DATA": {
"CONFORMED-NAME": "American Homes 4 Rent",
"CIK": "0001562401",
"ASSIGNED-SIC": "6798",
"IRS-NUMBER": "461229660",
"STATE-OF-INCORPORATION": "MD",
"FISCAL-YEAR-END": "1231"
@gsalaz98
gsalaz98 / aal.json
Created May 31, 2019 19:04
SEC Duplicate Filers
{
"ACCESSION-NUMBER": "0000006201-19-000003",
"TYPE": "8-K",
"PUBLIC-DOCUMENT-COUNT": "3",
"PERIOD": "20190110 00:00:00",
"ITEMS": ["7.01", "9.01"],
"FILING-DATE": "20190110 00:00:00",
"DATE-OF-FILING-CHANGE": "00010101 00:00:00",
"MADE-AVAILABLE-AT": "0001-01-01T00:00:00",
"FILER": [{

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