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Sean
2025-04-09 18:46:55 -04:00
parent b114ca5855
commit 88e59ac286
1 changed files with 12 additions and 8 deletions
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20
MarketData/MarketDataLib/Helper/MarketDataHelper.cs
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@@ -1074,10 +1074,10 @@ namespace MarketData.Helper
MemoryStream memoryStream = null; MemoryStream memoryStream = null;
HttpNetResponse httpNetResponse=null; HttpNetResponse httpNetResponse=null;
int TIMEOUT_MS_BETWEEN_DOCUMENTS=1000; int TIMEOUT_MS_BETWEEN_DOCUMENTS=1000;
SECFilings secFilings = new SECFilings();
try try
{ {
SECFilings secFilings = new SECFilings();
StringBuilder sb = new StringBuilder(); StringBuilder sb = new StringBuilder();
String strRequest; String strRequest;
sb.Append(SEC_BASE_URL).Append("/cgi-bin/browse-edgar?action=getcompany&CIK=").Append(cik).Append("&type=&dateb=&owner=include&count="+maxFilings.ToString()); sb.Append(SEC_BASE_URL).Append("/cgi-bin/browse-edgar?action=getcompany&CIK=").Append(cik).Append("&type=&dateb=&owner=include&count="+maxFilings.ToString());
@@ -1086,7 +1086,7 @@ namespace MarketData.Helper
httpNetResponse=HttpNetRequest.GetRequestNoEncodingV5(strRequest,DEFAULT_TIMEOUT_MS,webProxy); httpNetResponse=HttpNetRequest.GetRequestNoEncodingV5(strRequest,DEFAULT_TIMEOUT_MS,webProxy);
if(!httpNetResponse.Success) if(!httpNetResponse.Success)
{ {
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Request:{0} failed with status {1}",httpNetResponse.Request,httpNetResponse.StatusCode)); MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[GetSECFilings] Request:{0} failed with status {1}",httpNetResponse.Request,httpNetResponse.StatusCode));
return null; return null;
} }
byte[] streamBytes = Encoding.ASCII.GetBytes(httpNetResponse.ResponseString); byte[] streamBytes = Encoding.ASCII.GetBytes(httpNetResponse.ResponseString);
@@ -1124,11 +1124,13 @@ namespace MarketData.Helper
{ {
if (null != memoryStream) memoryStream.Close(); if (null != memoryStream) memoryStream.Close();
if(null!=httpNetResponse)httpNetResponse.Dispose(); if(null!=httpNetResponse)httpNetResponse.Dispose();
MDTrace.WriteLine(LogLevel.DEBUG,$"[GetSECFilings] Retrieved {secFilings.Count} SECFilings for {symbol}");
} }
} }
// Get the filing document in XML format // Get the filing document in XML format
private static SECFilings GetSECFilingDocuments(String symbol,DateTime filingDate,String secFilingDocumentUrl) private static SECFilings GetSECFilingDocuments(String symbol,DateTime filingDate,String secFilingDocumentUrl)
{ {
Profiler profiler = new Profiler();
MemoryStream memoryStream = null; MemoryStream memoryStream = null;
SECFilings secFilings = new SECFilings(); SECFilings secFilings = new SECFilings();
String secFilingDocument = null; String secFilingDocument = null;
@@ -1137,12 +1139,13 @@ namespace MarketData.Helper
try try
{ {
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("GetSECFilingDocuments[Retrieving documents at {0}]",secFilingDocumentUrl)); MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[GetSECFilingDocuments]Retrieving documents for {0} at {1}",symbol,secFilingDocumentUrl));
WebProxy webProxy=HttpNetRequest.GetProxy("GetSECFilingDocuments"); WebProxy webProxy=HttpNetRequest.GetProxy("GetSECFilingDocuments");
if(null == webProxy)MDTrace.WriteLine(LogLevel.DEBUG,"[GetSECFilingDocuments] Not using web proxy.");
httpNetResponse=HttpNetRequest.GetRequestNoEncodingV5(secFilingDocumentUrl,DEFAULT_TIMEOUT_MS,webProxy); httpNetResponse=HttpNetRequest.GetRequestNoEncodingV5(secFilingDocumentUrl,DEFAULT_TIMEOUT_MS,webProxy);
if(!httpNetResponse.Success) if(!httpNetResponse.Success)
{ {
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("GetSECFilingDocuments[Request:{0} failed with status {1}]",httpNetResponse.Request,httpNetResponse.StatusCode)); MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[GetSECFilingDocuments]Request Symbol:{0} Request:{1} failed with status {2}",symbol,httpNetResponse.Request,httpNetResponse.StatusCode));
return null; return null;
} }
byte[] streamBytes = Encoding.ASCII.GetBytes(httpNetResponse.ResponseString); byte[] streamBytes = Encoding.ASCII.GetBytes(httpNetResponse.ResponseString);
@@ -1163,7 +1166,7 @@ namespace MarketData.Helper
if (null == tables || tables.Count < 1) return null; if (null == tables || tables.Count < 1) return null;
HtmlNodeCollection rows = tables[0].SelectNodes(".//tr"); HtmlNodeCollection rows = tables[0].SelectNodes(".//tr");
httpNetResponse.Dispose(); httpNetResponse.Dispose();
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("GetSECFilingDocuments. Examining form {0} with {1} entries",formName,rows.Count)); MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[GetSECFilingDocuments]. {0} Examining form {1} with {2} entries",symbol,formName,rows.Count));
// go through the rows in the table file, searching for the different submission form content // go through the rows in the table file, searching for the different submission form content
int sequence = 0; int sequence = 0;
for (int row = 0; row < rows.Count; row++) for (int row = 0; row < rows.Count; row++)
@@ -1181,12 +1184,12 @@ namespace MarketData.Helper
HtmlNodeCollection nodes = dataColumns[2].SelectNodes(".//a"); HtmlNodeCollection nodes = dataColumns[2].SelectNodes(".//a");
if (null == nodes || 0 == nodes.Count) continue; if (null == nodes || 0 == nodes.Count) continue;
String secFilingDocumentXmlUrl = SEC_BASE_URL + nodes[0].GetAttributeValue("href", "unknown"); String secFilingDocumentXmlUrl = SEC_BASE_URL + nodes[0].GetAttributeValue("href", "unknown");
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("GetSECFilingDocuments. Requesting {0}",secFilingDocumentXmlUrl)); MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[GetSECFilingDocuments]. Symbol:{0} Requesting:{1}",symbol,secFilingDocumentXmlUrl));
try{Thread.Sleep(TIMEOUT_MS_BETWEEN_DOCUMENTS);}catch(Exception){;} try{Thread.Sleep(TIMEOUT_MS_BETWEEN_DOCUMENTS);}catch(Exception){;}
httpNetResponse=HttpNetRequest.GetRequestNoEncodingV5(secFilingDocumentXmlUrl,DEFAULT_TIMEOUT_MS,webProxy); httpNetResponse=HttpNetRequest.GetRequestNoEncodingV5(secFilingDocumentXmlUrl,DEFAULT_TIMEOUT_MS,webProxy);
if(!httpNetResponse.Success) if(!httpNetResponse.Success)
{ {
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("GetSECFilingDocuments. Request:{0} failed with status {1}",httpNetResponse.Request,httpNetResponse.StatusCode)); MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[GetSECFilingDocuments]. Symbol:{0} Request:{1} failed with status {2}",symbol,httpNetResponse.Request,httpNetResponse.StatusCode));
continue; continue;
} }
secFilingDocument = httpNetResponse.ResponseString; secFilingDocument = httpNetResponse.ResponseString;
@@ -1203,7 +1206,7 @@ namespace MarketData.Helper
secFiling.FormText = secFilingDocument; secFiling.FormText = secFilingDocument;
secFiling.FormText = secFiling.FormText.Replace("\n",""); secFiling.FormText = secFiling.FormText.Replace("\n","");
if (null == secFiling.FormText) continue; if (null == secFiling.FormText) continue;
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("GetSECFilingDocuments. Got {0} for {1} filed on {2}",secFiling.Description,symbol,secFiling.FilingDate.ToShortDateString())); MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[GetSECFilingDocuments]. Got {0} for {1} filed on {2}",secFiling.Description,symbol,secFiling.FilingDate.ToShortDateString()));
secFilings.Add(secFiling); secFilings.Add(secFiling);
httpNetResponse.Dispose(); httpNetResponse.Dispose();
} }
@@ -1222,6 +1225,7 @@ namespace MarketData.Helper
memoryStream.Close(); memoryStream.Close();
memoryStream = null; memoryStream = null;
} }
MDTrace.WriteLine(LogLevel.DEBUG,string.Format("[GetSECFilingDocuments] Done, retrieved {0} documents for {1} in {2}(ms)",secFilings.Count,symbol,profiler.End()));
} }
} }
// *************************************************************************************************************************************************************************************** // ***************************************************************************************************************************************************************************************