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BenzingaNewsJsonConverter

QuantConnect.DataSource.BenzingaNewsJsonConverter

BenzingaNewsJsonConverter(
    symbol: Union[Symbol, str, BaseContract] = None,
    live_mode: bool = False,
)

Bases: JsonConverter

Helper json converter class used to convert Benzinga news data into BenzingaNews

An example schema of the data in a serialized format is provided to help you better understand this converter.

Creates a new instance of the json converter

Parameters:

Name Type Description Default
symbol Union[Symbol, str, BaseContract]

The Symbol instance associated with this news

None
live_mode bool

True if live mode, false for backtesting

False

SHARE_CLASS_MAPPED_TICKERS

SHARE_CLASS_MAPPED_TICKERS: Dictionary[
    str, HashSet[str]
] = ...

Sometimes "Berkshire Hathaway" is mentioned as "BRK" in the raw data, although it is separated into class A and B shares and should appear as BRK.A and BRK.B. Because our map file system does not perform the conversion from BRK -> { BRK.A, BRK.B }, we must provide them manually. Note that we don't dynamically try to locate class A and B shares because there can exist companies with the same base ticker that class A and B shares have. For example, CBS trades under "CBS" and "CBS.A", which means that if "CBS" appears, it will be automatically mapped to CBS. However, if we dynamically selected "CBS.A" - we might select a different company not associated with the ticker being referenced.

can_convert

can_convert(object_type: Type) -> bool

Determines whether this instance can convert the specified object type.

Parameters:

Name Type Description Default
object_type Type

Type of the object.

required

Returns:

Type Description
bool

true if this instance can convert the specified object type; otherwise, false.

deserialize_news

deserialize_news(
    item: Any, enable_logging: bool = False
) -> BenzingaNews

Helper method to deserialize a single json Benzinga news

Parameters:

Name Type Description Default
item Any

The json token containing the Benzinga news to deserialize

required
enable_logging bool

true to enable logging (for debug purposes)

False

Returns:

Type Description
BenzingaNews

The deserialized BenzingaNews instance.

read_json

read_json(
    reader: Any,
    object_type: Type,
    existing_value: Any,
    serializer: Any,
) -> Object

Reads the JSON representation of the object.

Parameters:

Name Type Description Default
reader Any

The Newtonsoft.Json.JsonReader to read from.

required
object_type Type

Type of the object.

required
existing_value Any

The existing value of object being read.

required
serializer Any

The calling serializer.

required

Returns:

Type Description
Object

The object value.

write_json

write_json(
    writer: Any, value: Any, serializer: Any
) -> None

Writes the JSON representation of the object.

Parameters:

Name Type Description Default
writer Any

The Newtonsoft.Json.JsonWriter to write to.

required
value Any

The value.

required
serializer Any

The calling serializer.

required