Package com.activequant.domainmodel

Examples of com.activequant.domainmodel.MarketDataInstrument

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     * @param mdiId
     * @return
     * @throws DaoException
     */
    public String getIID(String mdiId) throws DaoException {
        MarketDataInstrument mdi = daoFactory.mdiDao().load(mdiId);
        if (mdi != null) {
            return mdi.getInstrumentId();
        }
        return null;

    }
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      int startId = i * sliceSize;
      int endId = (i + 1) * sliceSize - 1;
      //
      String[] mdiIds = mdidao.findIDs(startId, endId);
      for (String mdiId : mdiIds) {
        MarketDataInstrument mdi = mdidao.load(mdiId);
        for (IMapper mapper : mappers) {
          mapper.map(mdi);
        }
        mdidao.update(mdi);
      }
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    public void importFile(String fileName, String providerspecificid,
        String mdprovider) throws Exception {
      System.out.println("Importing " + fileName + " / " + mdprovider
          + " / " + providerspecificid);
      final Date8Time6Parser d8t6p = new Date8Time6Parser();
      MarketDataInstrument tempMdi = mdiDao.findByProvId(mdprovider,
          providerspecificid);
      if (tempMdi == null) {
        tempMdi = new MarketDataInstrument();
        tempMdi.setProviderSpecificId(providerspecificid);
        tempMdi.setMdProvider(mdprovider);
        mdiDao.create(tempMdi);
      }
      final MarketDataInstrument mdi = tempMdi;
      tempMdi = null;

      //
      final SimpleDateFormat sdf = new SimpleDateFormat(
          "yyyyMMdd HH:mm:ss.SSS");
      final SimpleDateFormat sdf2 = new SimpleDateFormat(
          "yyyy-MM-dd HH:mm:ss.SSS");
      sdf.setTimeZone(TimeZone.getTimeZone("UTC"));
      sdf2.setTimeZone(TimeZone.getTimeZone("UTC"));

      System.out.println("All set, ready to parse for " + mdi.getId()
          + " /// " + System.currentTimeMillis());

      final long l1 = System.currentTimeMillis();
      final CsvMapReader cmr = new CsvMapReader();
      cmr.read(new IEventListener<Map<String, String>>() {

        @Override
        public void eventFired(Map<String, String> event) {
          final String date = event.get("DATE");
          String time = event.get("TIME");
          if(time==null)time = "00:00:00.000";
          final String dateTime = date + " " + time;
          final Iterator<Entry<String, String>> it = event.entrySet()
              .iterator();
          TimeStamp ts;
          try {
            if(dateTime.indexOf("-")!=-1)
              ts = new TimeStamp(sdf2.parse(dateTime));
            else
              ts = new TimeStamp(sdf.parse(dateTime));
           
           
           
            while (it.hasNext()) {
              Entry<String, String> entry = it.next();
              String key = entry.getKey().toUpperCase();
              if (key.equals("DATE"))
                continue;
              if (key.equals("TIME"))
                continue;

              iaw.write(mdi.getId(), ts, key,
                  Double.parseDouble(entry
                  .getValue()));
              if (lineCounter++ > 100) {
                lineCounter = 0;
                try {
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                    providerspecificid = providerspecificid.replaceAll(""+i, "1"+i);
                }
            }
           
           
            MarketDataInstrument tempMdi = mdiDao.findByProvId(mdprovider, providerspecificid);
            if (tempMdi == null) {
                tempMdi = new MarketDataInstrument();
                tempMdi.setProviderSpecificId(providerspecificid);
                tempMdi.setMdProvider(mdprovider);
                mdiDao.create(tempMdi);
            }
            final MarketDataInstrument mdi = tempMdi;
            tempMdi = null;

            //
            final SimpleDateFormat sdf = new SimpleDateFormat("yyyyMMddHHmmss.SSS");

            sdf.setTimeZone(TimeZone.getTimeZone("UTC"));

            System.out.println("All set, ready to parse for " + mdi.getId() + " /// " + System.currentTimeMillis());

            final long l1 = System.currentTimeMillis();
            final CsvMapReader cmr = new CsvMapReader();
            cmr.setHeader(new String[] { "TIMESTAMP", "TYPE", "PRICE", "QUANTITY", "IND"});
            cmr.read(new IEventListener<Map<String, String>>() {

                @Override
                public void eventFired(Map<String, String> event) {
                    final String dateTime = event.get("TIMESTAMP");
                    final String type = event.get("TYPE");
                    final String price = event.get("PRICE");
                    final String quantity = event.get("QUANTITY");
                   
                    try {
                        TimeStamp ts = new TimeStamp(sdf.parse(dateTime));
                        iaw.write(mdi.getId(), ts, type, Double.parseDouble(price));
                        iaw.write(mdi.getId(), ts, type+"QUANTITY", Double.parseDouble(quantity));
                    } catch (ParseException e1) {
                        e1.printStackTrace();
                    }
                   
                   
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        public void importFile(String fileName, String providerspecificid,
                String mdprovider) throws Exception {
            System.out.println("Importing " + fileName + " / " + mdprovider
                    + " / " + providerspecificid);
            final Date8Time6Parser d8t6p = new Date8Time6Parser();
            MarketDataInstrument tempMdi = mdiDao.findByProvId(mdprovider,
                    providerspecificid);
            if (tempMdi == null) {
                tempMdi = new MarketDataInstrument();
                tempMdi.setProviderSpecificId(providerspecificid);
                tempMdi.setMdProvider(mdprovider);
                mdiDao.create(tempMdi);
            }
            final MarketDataInstrument mdi = tempMdi;
            tempMdi = null;

            //
            final SimpleDateFormat sdf = new SimpleDateFormat(
                    "yyyyMMddHHmmss.SSS");
            sdf.setTimeZone(TimeZone.getTimeZone("UTC"));

            System.out.println("All set, ready to parse for " + mdi.getId()
                    + " /// " + System.currentTimeMillis());

            final long l1 = System.currentTimeMillis();
            final CsvMapReader cmr = new CsvMapReader();
            cmr.read(new IEventListener<Map<String, String>>() {

                @Override
                public void eventFired(Map<String, String> event) {
                    final String time = event.get("TIMESTAMP");
                    TimeStamp ts;

                    final Iterator<Entry<String, String>> it = event.entrySet()
                            .iterator();
                    try {
                        ts = new TimeStamp(sdf.parse(time));

                        while (it.hasNext()) {
                            Entry<String, String> entry = it.next();
                            String key = entry.getKey().toUpperCase();
                            if (key.equals("TIMESTAMP"))
                                continue;

                            if(key.equals("SIDE")) {
                                int side = OrderSide.valueOf(entry.getValue()).getSide();
                                String id = mdi.getId();
                                iaw.write(mdi.getId(), ts, key,
                                    Double.valueOf(side));
                                continue;
                            }
                            iaw.write(mdi.getId(), ts, key,
                                    Double.parseDouble(entry.getValue()));
                            if (lineCounter++ > 100) {
                                lineCounter = 0;
                                try {
                                    iaw.commit();
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    final CsvMapReader cmr = new CsvMapReader();
    cmr.read(new IEventListener<Map<String, String>>() {
      @Override
      public void eventFired(Map<String, String> event) {
        MarketDataInstrument instr = i.loadStringString(event);
        //
        try {
          mdiDao.update(instr);
          log.info("Updated or created instrument: " + instr.getId());
        } catch (DaoException e) {
          System.err.println("Error while importing " + event);
          e.printStackTrace();
        }
      }
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                            if (key.toUpperCase().equals("DATE"))
                                continue;
                            if (key.toUpperCase().equals("TIME"))
                                continue;

                            MarketDataInstrument mdi = mdiDao.findByProvId(mdprovider, key);
                            if (mdi == null)
                                continue;
                            if (entry.getValue().equals("#"))
                                continue;
                            System.out.println("Importing : " + ts.getDate() + " - " + key + " - " + entry.getValue());
                            iaw.write(mdi.getId(), ts, "PX_SETTLE", Double.parseDouble(entry.getValue()));
                            if (lineCounter++ > 100) {
                                lineCounter = 0;
                                try {
                                    iaw.commit();
                                } catch (IOException e) {
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            throw new RuntimeException("Ambigous! "  + providerId + "/"+provSpecInstId);
        }
        if (insts.size() == 0)
            return null;
        String id = insts.get(0);
        MarketDataInstrument mdi = load(id);
        return mdi;
    }
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    public MarketDataInstrument[] findLike(String providerId, String provSpecInstId) {
        List<String> ids = mapper.findByString(tableName, "mdProvider".toUpperCase(), providerId);
        List<MarketDataInstrument> mdis = new ArrayList<MarketDataInstrument>();
        for (int i = 0; i < ids.size(); i++) {
            MarketDataInstrument mdi = this.load(ids.get(i));
            if (mdi.getProviderSpecificId().startsWith(provSpecInstId))
                mdis.add(mdi);
        }
        return mdis.toArray(new MarketDataInstrument[] {});
    }
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            throw new RuntimeException("Ambigous!" + providerId + "/"+instrument.getId());
        }
        if (insts.size() == 0)
            return null;
        String id = insts.get(0);
        MarketDataInstrument mdi = load(id);
        return mdi;
  }
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Related Classes of com.activequant.domainmodel.MarketDataInstrument

  • com.activequant.dao.mybatis.MarketDataInstrumentDao
  • com.activequant.servicelayer.matlab.MatlabServiceFacade
  • com.activequant.tools.mapping.Mdi2InstrumentMapper
  • com.activequant.utils.ImportBBTickDump$AnonymousWorker
  • com.activequant.utils.ImportL1DataCSV$AnonymousWorker
  • com.activequant.utils.ImportMarketDataCSV$AnonymousWorker
  • com.activequant.utils.ImportMarketDataInstrumentsCSV
  • com.activequant.utils.ImportPriceSheet$AnonymousWorker
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