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SECReportFactory.cs
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/*
* 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,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
using Newtonsoft.Json;
using System.Data;
using System.Xml;
using Formatting = Newtonsoft.Json.Formatting;
namespace QuantConnect.DataSource
{
/// <summary>
/// SEC Report Factory for deserializing XML formatted data
/// </summary>
public class SECReportFactory
{
/// <summary>
/// Factory method creates SEC report by deserializing XML formatted SEC data to <see cref="SECReportSubmission"/>
/// </summary>
/// <param name="xmlText">XML text containing SEC data</param>
public ISECReport CreateSECReport(string xmlText)
{
var secReportXml = new XmlDocument();
secReportXml.LoadXml(xmlText);
var json = JsonConvert.SerializeXmlNode(secReportXml, Formatting.None, true);
var secReportDocument = JsonConvert.DeserializeObject<SECReportSubmission>(json, new JsonSerializerSettings()
{
NullValueHandling = NullValueHandling.Ignore
});
var formType = secReportDocument.FormType;
switch (formType)
{
case "8-K":
return new SECReport8K(secReportDocument);
case "10-K":
return new SECReport10K(secReportDocument);
case "10-Q":
return new SECReport10Q(secReportDocument);
default:
throw new DataException($"SEC form type {formType} is not supported at this time");
}
}
}
}