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Merged
AlexCatarino merged 1 commit into from
May 15, 2026
Merged

Capture insider transactor Name and tighten Date/FileDate types #8

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11 changes: 7 additions & 4 deletions DataProcessing/QuiverInsiderTradingDataDownloader.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -119,18 +119,21 @@ public bool Run(DateTime processDate)
var uploadedDate = insiderTrade.Uploaded.Value.Date;
// Omit fileDate when its calendar day matches uploaded. Reader falls back to uploadedDate,
// preserving the day but dropping intraday precision (acceptable trade-off for storage).
var fileDate = insiderTrade.FileDate?.Date == uploadedDate
var fileDate = insiderTrade.FileDate == default || insiderTrade.FileDate.Date == uploadedDate
? string.Empty
: insiderTrade.FileDate?.ToString("yyyyMMddHHmmss", CultureInfo.InvariantCulture) ?? string.Empty;
var transactionDate = insiderTrade.Date?.ToString("yyyyMMdd", CultureInfo.InvariantCulture) ?? string.Empty;
: insiderTrade.FileDate.ToString("yyyyMMddHHmmss", CultureInfo.InvariantCulture);
var transactionDate = insiderTrade.Date == default
? string.Empty
: insiderTrade.Date.ToString("yyyyMMdd", CultureInfo.InvariantCulture);
var name = SanitizeCsv(insiderTrade.Name);
var officerTitle = SanitizeCsv(insiderTrade.OfficerTitle);
var transactionCode = insiderTrade.TransactionCode.ToCsv();
var ownership = insiderTrade.DirectOrIndirectOwnership.ToCsv();
var acquiredDisposed = insiderTrade.AcquiredDisposedCode.ToCsv();

var line = $"{uploadedDate:yyyyMMdd},{fileDate},{transactionDate}," +
$"{transactionCode},{insiderTrade.PricePerShare},{insiderTrade.Shares},{insiderTrade.SharesOwnedFollowing}," +
$"{acquiredDisposed},{ownership},{officerTitle}," +
$"{acquiredDisposed},{ownership},{name},{officerTitle}," +
$"{insiderTrade.IsDirector.ToCsv()},{insiderTrade.IsOfficer.ToCsv()},{insiderTrade.IsTenPercentOwner.ToCsv()},{insiderTrade.IsOther.ToCsv()}";

foreach (var rawTicker in tickerList)
Expand Down
26 changes: 17 additions & 9 deletions QuiverInsiderTrading.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -38,13 +38,13 @@ public class QuiverInsiderTrading : BaseDataCollection
/// </summary>
[JsonProperty(PropertyName = "Date")]
[JsonConverter(typeof(DateTimeJsonConverter), "yyyy-MM-dd")]
public DateTime? Date { get; set; }
public DateTime Date { get; set; }

/// <summary>
/// Time the transaction was filed and became publicly available
/// </summary>
[JsonProperty(PropertyName = "fileDate")]
public DateTime? FileDate { get; set; }
public DateTime FileDate { get; set; }

/// <summary>
/// Type of transaction (see SEC Form 4 codes:
Expand Down Expand Up @@ -83,6 +83,12 @@ public class QuiverInsiderTrading : BaseDataCollection
[JsonProperty(PropertyName = "directOrIndirectOwnership")]
public OwnershipType DirectOrIndirectOwnership { get; set; }

/// <summary>
/// Name of the transactor
/// </summary>
[JsonProperty(PropertyName = "Name")]
public string Name { get; set; }

/// <summary>
/// Corporate title of the transactor
/// </summary>
Expand Down Expand Up @@ -159,18 +165,19 @@ public override BaseData Reader(SubscriptionDataConfig config, string line, Date
Time = uploadedDate.AddDays(-1),
Symbol = config.Symbol,
FileDate = (csv[1].IfNotNullOrEmpty<DateTime?>(s => Parse.DateTimeExact(s, "yyyyMMddHHmmss")) ?? uploadedDate).AddDays(-1),
Date = csv[2].IfNotNullOrEmpty<DateTime?>(s => Parse.DateTimeExact(s, "yyyyMMdd")),
Date = csv[2].IfNotNullOrEmpty<DateTime?>(s => Parse.DateTimeExact(s, "yyyyMMdd")) ?? uploadedDate.AddDays(-1),
TransactionCode = QuiverQuantCsvExtensions.ToTransactionCode(csv[3]),
PricePerShare = csv[4].IfNotNullOrEmpty<decimal?>(s => decimal.Parse(s, NumberStyles.Any, CultureInfo.InvariantCulture)),
Shares = csv[5].IfNotNullOrEmpty<decimal?>(s => decimal.Parse(s, NumberStyles.Any, CultureInfo.InvariantCulture)),
SharesOwnedFollowing = csv[6].IfNotNullOrEmpty<decimal?>(s => decimal.Parse(s, NumberStyles.Any, CultureInfo.InvariantCulture)),
AcquiredDisposedCode = QuiverQuantCsvExtensions.ToAcquiredDisposedCode(csv[7]),
DirectOrIndirectOwnership = QuiverQuantCsvExtensions.ToOwnershipType(csv[8]),
OfficerTitle = csv[9],
IsDirector = QuiverQuantCsvExtensions.ToNullableBool(csv[10]),
IsOfficer = QuiverQuantCsvExtensions.ToNullableBool(csv[11]),
IsTenPercentOwner = QuiverQuantCsvExtensions.ToNullableBool(csv[12]),
IsOther = QuiverQuantCsvExtensions.ToNullableBool(csv[13]),
Name = csv[9],
OfficerTitle = csv[10],
IsDirector = QuiverQuantCsvExtensions.ToNullableBool(csv[11]),
IsOfficer = QuiverQuantCsvExtensions.ToNullableBool(csv[12]),
IsTenPercentOwner = QuiverQuantCsvExtensions.ToNullableBool(csv[13]),
IsOther = QuiverQuantCsvExtensions.ToNullableBool(csv[14]),
};
}

Expand All @@ -184,7 +191,7 @@ public override string ToString()
// we are the wrapper instance
return $"{Symbol} - Data Points {Data.Count}";
}
return $"{Symbol} ({OfficerTitle}) - {TransactionCode}/{AcquiredDisposedCode} - " +
return $"{Symbol} ({Name}, {OfficerTitle}) - {TransactionCode}/{AcquiredDisposedCode} - " +
$"{Shares} @ {PricePerShare} - SharesOwnedFollowing: {SharesOwnedFollowing} - " +
$"Ownership: {DirectOrIndirectOwnership} - Date: {Date} - Filed: {FileDate}";
}
Expand Down Expand Up @@ -213,6 +220,7 @@ public override BaseData Clone()
SharesOwnedFollowing = SharesOwnedFollowing,
AcquiredDisposedCode = AcquiredDisposedCode,
DirectOrIndirectOwnership = DirectOrIndirectOwnership,
Name = Name,
OfficerTitle = OfficerTitle,
IsDirector = IsDirector,
IsOfficer = IsOfficer,
Expand Down
24 changes: 16 additions & 8 deletions QuiverInsiderTradingUniverse.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -34,12 +34,12 @@ public class QuiverInsiderTradingUniverse : BaseDataCollection
/// <summary>
/// Transaction date as reported on SEC Form 4
/// </summary>
public DateTime? Date { get; set; }
public DateTime Date { get; set; }

/// <summary>
/// Time the transaction was filed and became publicly available
/// </summary>
public DateTime? FileDate { get; set; }
public DateTime FileDate { get; set; }

/// <summary>
/// Type of transaction (SEC Form 4 code)
Expand Down Expand Up @@ -71,6 +71,11 @@ public class QuiverInsiderTradingUniverse : BaseDataCollection
/// </summary>
public OwnershipType DirectOrIndirectOwnership { get; set; }

/// <summary>
/// Name of the transactor
/// </summary>
public string Name { get; set; }

/// <summary>
/// Corporate title of the transactor
/// </summary>
Expand Down Expand Up @@ -143,18 +148,19 @@ public override BaseData Reader(SubscriptionDataConfig config, string line, Date
Time = date.AddDays(-1),
Symbol = new Symbol(SecurityIdentifier.Parse(csv[0]), csv[1]),
FileDate = (csv[2].IfNotNullOrEmpty<DateTime?>(s => Parse.DateTimeExact(s, "yyyyMMddHHmmss")) ?? date).AddDays(-1),
Date = csv[3].IfNotNullOrEmpty<DateTime?>(s => Parse.DateTimeExact(s, "yyyyMMdd")),
Date = csv[3].IfNotNullOrEmpty<DateTime?>(s => Parse.DateTimeExact(s, "yyyyMMdd")) ?? date.AddDays(-1),
TransactionCode = QuiverQuantCsvExtensions.ToTransactionCode(csv[4]),
PricePerShare = price,
Shares = csv[6].IfNotNullOrEmpty<decimal?>(s => decimal.Parse(s, NumberStyles.Any, CultureInfo.InvariantCulture)),
SharesOwnedFollowing = csv[7].IfNotNullOrEmpty<decimal?>(s => decimal.Parse(s, NumberStyles.Any, CultureInfo.InvariantCulture)),
AcquiredDisposedCode = QuiverQuantCsvExtensions.ToAcquiredDisposedCode(csv[8]),
DirectOrIndirectOwnership = QuiverQuantCsvExtensions.ToOwnershipType(csv[9]),
OfficerTitle = csv[10],
IsDirector = QuiverQuantCsvExtensions.ToNullableBool(csv[11]),
IsOfficer = QuiverQuantCsvExtensions.ToNullableBool(csv[12]),
IsTenPercentOwner = QuiverQuantCsvExtensions.ToNullableBool(csv[13]),
IsOther = QuiverQuantCsvExtensions.ToNullableBool(csv[14]),
Name = csv[10],
OfficerTitle = csv[11],
IsDirector = QuiverQuantCsvExtensions.ToNullableBool(csv[12]),
IsOfficer = QuiverQuantCsvExtensions.ToNullableBool(csv[13]),
IsTenPercentOwner = QuiverQuantCsvExtensions.ToNullableBool(csv[14]),
IsOther = QuiverQuantCsvExtensions.ToNullableBool(csv[15]),
Value = price ?? 0
};
}
Expand All @@ -173,6 +179,7 @@ public override string ToString()
Invariant($"SharesOwnedFollowing: {SharesOwnedFollowing} ") +
Invariant($"AcquiredDisposedCode: {AcquiredDisposedCode} ") +
Invariant($"DirectOrIndirectOwnership: {DirectOrIndirectOwnership} ") +
Invariant($"Name: {Name} ") +
Invariant($"OfficerTitle: {OfficerTitle} ") +
Invariant($"IsDirector: {IsDirector} ") +
Invariant($"IsOfficer: {IsOfficer} ") +
Expand All @@ -195,6 +202,7 @@ public override BaseData Clone()
SharesOwnedFollowing = SharesOwnedFollowing,
AcquiredDisposedCode = AcquiredDisposedCode,
DirectOrIndirectOwnership = DirectOrIndirectOwnership,
Name = Name,
OfficerTitle = OfficerTitle,
IsDirector = IsDirector,
IsOfficer = IsOfficer,
Expand Down
28 changes: 24 additions & 4 deletions tests/QuiverInsiderTradingTests.cs
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Expand Up @@ -55,7 +55,7 @@ public void Reader_ParsesCompactFormat()
var symbol = new Symbol(SecurityIdentifier.Parse("AAPL R735QTJ8XC9X"), "AAPL");
var config = CreateConfig(symbol);
var factory = new QuiverInsiderTrading();
var line = "20260508,20260507093000,20260507,P,150.25,100,500,A,D,CEO,T,T,F,";
var line = "20260508,20260507093000,20260507,P,150.25,100,500,A,D,John Smith,CEO,T,T,F,";

var result = (QuiverInsiderTrading)factory.Reader(config, line, new DateTime(2026, 5, 8), false);

Expand All @@ -70,6 +70,7 @@ public void Reader_ParsesCompactFormat()
Assert.AreEqual(500m, result.SharesOwnedFollowing);
Assert.AreEqual(AcquiredDisposedCode.Acquired, result.AcquiredDisposedCode);
Assert.AreEqual(OwnershipType.Direct, result.DirectOrIndirectOwnership);
Assert.AreEqual("John Smith", result.Name);
Assert.AreEqual("CEO", result.OfficerTitle);
Assert.AreEqual(true, result.IsDirector);
Assert.AreEqual(true, result.IsOfficer);
Expand All @@ -84,29 +85,45 @@ public void Reader_EmptyFileDateFallsBackToUploadedMinusOne()
var config = CreateConfig(symbol);
var factory = new QuiverInsiderTrading();
// csv[1] (fileDate) is empty — Reader uses uploadedDate.AddDays(-1)
var line = "20260508,,20260507,S,275,1534,13366,D,D,CFO,,T,,";
var line = "20260508,,20260507,S,275,1534,13366,D,D,Jane Doe,CFO,,T,,";

var result = (QuiverInsiderTrading)factory.Reader(config, line, new DateTime(2026, 5, 8), false);

Assert.AreEqual(new DateTime(2026, 5, 7), result.FileDate);
Assert.AreEqual(new DateTime(2026, 5, 7), result.Time);
}

[Test]
public void Reader_EmptyDateFallsBackToUploadedMinusOne()
{
var symbol = new Symbol(SecurityIdentifier.Parse("AAPL R735QTJ8XC9X"), "AAPL");
var config = CreateConfig(symbol);
var factory = new QuiverInsiderTrading();
// csv[2] (Date) is empty — Reader falls back to uploadedDate.AddDays(-1)
var line = "20260508,,,,,1717,40879,,,Jane Doe,,,,,";

var result = (QuiverInsiderTrading)factory.Reader(config, line, new DateTime(2026, 5, 8), false);

Assert.AreEqual(new DateTime(2026, 5, 7), result.Date);
Assert.AreEqual(new DateTime(2026, 5, 7), result.FileDate);
}

[Test]
public void Reader_EmptyOptionalFieldsAreNull()
{
var symbol = new Symbol(SecurityIdentifier.Parse("AAPL R735QTJ8XC9X"), "AAPL");
var config = CreateConfig(symbol);
var factory = new QuiverInsiderTrading();
// All optional numerics/booleans empty
var line = "20260508,,20260507,M,,1717,40879,A,D,,,,,";
var line = "20260508,,20260507,M,,1717,40879,A,D,,,,,,";

var result = (QuiverInsiderTrading)factory.Reader(config, line, new DateTime(2026, 5, 8), false);

Assert.AreEqual(TransactionCode.ExerciseOrConversionExempt, result.TransactionCode);
Assert.IsNull(result.PricePerShare);
Assert.AreEqual(1717m, result.Shares);
Assert.AreEqual(40879m, result.SharesOwnedFollowing);
Assert.AreEqual(string.Empty, result.Name);
Assert.AreEqual(string.Empty, result.OfficerTitle);
Assert.IsNull(result.IsDirector);
Assert.IsNull(result.IsOfficer);
Expand All @@ -119,7 +136,7 @@ public void UniverseReader_ParsesCompactFormat()
{
var factory = new QuiverInsiderTradingUniverse();
// csv[0]=sid, csv[1]=ticker, csv[2]=fileDate(empty -> fallback), csv[3]=Date, csv[4]=TransactionCode, ...
var line = "AAPL R735QTJ8XC9X,AAPL,,20260507,P,150.25,100,500,A,D,CEO,T,T,F,";
var line = "AAPL R735QTJ8XC9X,AAPL,,20260507,P,150.25,100,500,A,D,John Smith,CEO,T,T,F,";

var result = (QuiverInsiderTradingUniverse)factory.Reader(null, line, new DateTime(2026, 5, 8), false);

Expand All @@ -131,6 +148,8 @@ public void UniverseReader_ParsesCompactFormat()
Assert.AreEqual(150.25m, result.PricePerShare);
Assert.AreEqual(AcquiredDisposedCode.Acquired, result.AcquiredDisposedCode);
Assert.AreEqual(OwnershipType.Direct, result.DirectOrIndirectOwnership);
Assert.AreEqual("John Smith", result.Name);
Assert.AreEqual("CEO", result.OfficerTitle);
Assert.AreEqual(150.25m, result.Value);
}

Expand Down Expand Up @@ -186,6 +205,7 @@ private BaseData CreateNewInstance()
SharesOwnedFollowing = 0.0m,
AcquiredDisposedCode = AcquiredDisposedCode.Acquired,
DirectOrIndirectOwnership = OwnershipType.Direct,
Name = "John Smith",
OfficerTitle = "CEO",
IsDirector = false,
IsOfficer = true,
Expand Down
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