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Expose filing language metric similarity in universe selection #31

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Merged
jaredbroad merged 1 commit into from
Jun 24, 2026
Merged

Expose filing language metric similarity in universe selection #31

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6 changes: 3 additions & 3 deletions BrainCompanyFilingLanguageMetricsUniverse.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -100,9 +100,9 @@ public override BaseData Reader(SubscriptionDataConfig config, string line, Date

var data = (BrainCompanyFilingLanguageMetricsUniverse<T>)((object)new T());

data.ReportSentiment = BrainCompanyFilingLanguageMetrics.Parse(csv.Skip(2).Take(11).ToList());
data.RiskFactorsStatementSentiment = BrainCompanyFilingLanguageMetrics.Parse(csv.Skip(13).Take(11).ToList());
data.ManagementDiscussionAnalyasisOfFinancialConditionAndResultsOfOperations = BrainCompanyFilingLanguageMetrics.Parse(csv.Skip(24).Take(11).ToList());
data.ReportSentiment = BrainCompanyFilingLanguageMetrics.Parse(csv.Skip(2).Take(11).ToList(), csv.Skip(39).Take(7).ToList());
data.RiskFactorsStatementSentiment = BrainCompanyFilingLanguageMetrics.Parse(csv.Skip(13).Take(11).ToList(), csv.Skip(46).Take(3).ToList());
data.ManagementDiscussionAnalyasisOfFinancialConditionAndResultsOfOperations = BrainCompanyFilingLanguageMetrics.Parse(csv.Skip(24).Take(11).ToList(), csv.Skip(49).ToList());

data.Symbol = new Symbol(SecurityIdentifier.Parse(csv[0]), csv[1]);
// We need to convert the time since the date is in UTC, and AddUniverse sets the ExchangeTimeZone to TimeZones.NewYork
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2 changes: 1 addition & 1 deletion DataProcessing/universe.py
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Expand Up @@ -89,6 +89,6 @@ def universe_creation(self, dataset, report=False):
days = file.split(os.sep)[-3]
data[date][ticker][days] = ",".join(datum[1:]).replace("\n", "")
else:
data[date][ticker] = ",".join(datum[3:36]).replace("\n", "")
data[date][ticker] = ",".join(datum[3:53]).replace("\n", "")

return data, universe_path
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