Package com.opengamma.core.historicaltimeseries

Examples of com.opengamma.core.historicaltimeseries.HistoricalTimeSeries

150
151
152
153
154
155
156
157
  @Override
  public HistoricalTimeSeries getHistoricalTimeSeries(
      ExternalIdBundle identifiers, LocalDate identifierValidityDate, String dataSource, String dataProvider, String dataField,
      LocalDate start, boolean includeStart, LocalDate end, boolean includeEnd, int maxPoints) {
    HistoricalTimeSeries hts = getHistoricalTimeSeries(identifiers, identifierValidityDate, dataSource, dataProvider, dataField);
    return getSubSeries(hts, start, includeStart, end, includeEnd, maxPoints);
  }
View Full Code Here
74
75
76
77
78
79
80
81
82
83
84
  }
 
  public void clearSpecificDate() {
    RedisSimulationSeriesSource simulationSource = new RedisSimulationSeriesSource(getJedisPool(), getRedisPrefix());
    LocalDate simulationSeriesDate = LocalDate.now();
    HistoricalTimeSeries hts = null;
   
    int numDaysHistory = 5;
    for (int i = 0; i < numDaysHistory; i++) {
      writeOneSimulationSeriesDate(simulationSource, simulationSeriesDate, 5);
      simulationSeriesDate = simulationSeriesDate.minusDays(1);
View Full Code Here
157
158
159
160
161
162
163
164
165
166
167
168
  }

  @Override
  public Pair<LocalDate, Double> getLatestDataPoint(
      ExternalIdBundle identifiers, LocalDate identifierValidityDate, String dataSource, String dataProvider, String dataField) {
    HistoricalTimeSeries hts = getHistoricalTimeSeries(identifiers, identifierValidityDate, dataSource, dataProvider, dataField);
    if (hts == null || hts.getTimeSeries() == null || hts.getTimeSeries().isEmpty()) {
      return null;
    } else {
      return new ObjectsPair<LocalDate, Double>(hts.getTimeSeries().getLatestTime(), hts.getTimeSeries().getLatestValue());
    }
  }
View Full Code Here
169
170
171
172
173
174
175
176
177
178
179
180
181
182
  @Override
  public Pair<LocalDate, Double> getLatestDataPoint(
      ExternalIdBundle identifiers, LocalDate identifierValidityDate, String dataSource, String dataProvider, String dataField,
      LocalDate start, boolean includeStart, LocalDate end, boolean includeEnd) {
    HistoricalTimeSeries hts = getSubSeries(
        getHistoricalTimeSeries(identifiers, identifierValidityDate, dataSource, dataProvider, dataField),
        start, includeStart, end, includeEnd, -1);
    if (hts == null || hts.getTimeSeries() == null || hts.getTimeSeries().isEmpty()) {
      return null;
    } else {
      return new ObjectsPair<LocalDate, Double>(hts.getTimeSeries().getLatestTime(), hts.getTimeSeries().getLatestValue());
    }
  }
View Full Code Here
181
182
183
184
185
186
187
188
189
190
191
192
    }
  }

  @Override
  public Pair<LocalDate, Double> getLatestDataPoint(ExternalIdBundle identifierBundle, String dataSource, String dataProvider, String dataField) {
    HistoricalTimeSeries hts = getHistoricalTimeSeries(identifierBundle, (LocalDate) null, dataSource, dataProvider, dataField);
    if (hts == null || hts.getTimeSeries() == null || hts.getTimeSeries().isEmpty()) {
      return null;
    } else {
      return new ObjectsPair<LocalDate, Double>(hts.getTimeSeries().getLatestTime(), hts.getTimeSeries().getLatestValue());
    }
  }
View Full Code Here
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
  @Override
  public Pair<LocalDate, Double> getLatestDataPoint(
      ExternalIdBundle identifierBundle, String dataSource, String dataProvider, String dataField,
      LocalDate start, boolean includeStart, LocalDate end, boolean includeEnd) {
    HistoricalTimeSeries hts = getSubSeries(
        getHistoricalTimeSeries(identifierBundle, (LocalDate) null, dataSource, dataProvider, dataField),
        start, includeStart, end, includeEnd, -1);

    if (hts == null || hts.getTimeSeries() == null || hts.getTimeSeries().isEmpty()) {
      return null;
    } else {
      return new ObjectsPair<LocalDate, Double>(hts.getTimeSeries().getLatestTime(), hts.getTimeSeries().getLatestValue());
    }
  }
View Full Code Here
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
    tsBuilder.put(LocalDate.parse("2013-06-07"), 37.0);
    tsBuilder.put(LocalDate.parse("2013-06-08"), 38.0);
    source.updateTimeSeries(id3, tsBuilder.build());
   
    Pair<LocalDate, Double> pair = null;
    HistoricalTimeSeries hts = null;
    LocalDateDoubleTimeSeries ts = null;
   
    pair = source.getLatestDataPoint(id3);
    assertNotNull(pair);
    assertEquals(LocalDate.parse("2013-06-08"), pair.getFirst());
    assertEquals(38.0, pair.getSecond(), 0.000001);
   
    assertNull(source.getHistoricalTimeSeries(UniqueId.of("Test", "5")));
   
    hts = source.getHistoricalTimeSeries(id2);
    assertNotNull(hts);
    assertEquals(id2, hts.getUniqueId());
    ts = hts.getTimeSeries();
    assertNotNull(ts);
    assertEquals(5, ts.size());
    assertEquals(24.0, ts.getValue(LocalDate.parse("2013-06-04")), 0.00001);
    assertEquals(25.0, ts.getValue(LocalDate.parse("2013-06-05")), 0.00001);
    assertEquals(26.0, ts.getValue(LocalDate.parse("2013-06-06")), 0.00001);
    assertEquals(27.0, ts.getValue(LocalDate.parse("2013-06-07")), 0.00001);
    assertEquals(28.0, ts.getValue(LocalDate.parse("2013-06-08")), 0.00001);
   
    hts = source.getHistoricalTimeSeries(ExternalIdBundle.of(ExternalId.of("Test", "1")), LocalDate.now(), "Data Source", "Data Provider", "Data Field");
    assertNotNull(hts);
    assertEquals(id1, hts.getUniqueId());
    ts = hts.getTimeSeries();
    assertNotNull(ts);
    assertEquals(5, ts.size());
    assertEquals(14.0, ts.getValue(LocalDate.parse("2013-06-04")), 0.00001);
    assertEquals(15.0, ts.getValue(LocalDate.parse("2013-06-05")), 0.00001);
    assertEquals(16.0, ts.getValue(LocalDate.parse("2013-06-06")), 0.00001);
View Full Code Here
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
 
  public void updateDataPoint() {
    NonVersionedRedisHistoricalTimeSeriesSource source = new NonVersionedRedisHistoricalTimeSeriesSource(getJedisPool(), getRedisPrefix());
   
    UniqueId id = UniqueId.of("Test", "1");
    HistoricalTimeSeries hts = source.getHistoricalTimeSeries(id);
    assertNull(hts);
   
    LocalDateDoubleTimeSeriesBuilder tsBuilder = ImmutableLocalDateDoubleTimeSeries.builder();
    tsBuilder.put(LocalDate.parse("2013-06-04"), 14.0);
    tsBuilder.put(LocalDate.parse("2013-06-05"), 15.0);
    tsBuilder.put(LocalDate.parse("2013-06-06"), 16.0);
    tsBuilder.put(LocalDate.parse("2013-06-07"), 17.0);
    tsBuilder.put(LocalDate.parse("2013-06-08"), 18.0);
    source.updateTimeSeries(id, tsBuilder.build());
   
    hts = source.getHistoricalTimeSeries(id);
    assertNotNull(hts);
    assertEquals(id, hts.getUniqueId());
    LocalDateDoubleTimeSeries ts = hts.getTimeSeries();
    assertNotNull(ts);
    assertEquals(5, ts.size());
   
    assertEquals(14.0, ts.getValue(LocalDate.parse("2013-06-04")), 0.00001);
    source.updateTimeSeriesPoint(id, LocalDate.parse("2013-06-04"), 13.0);
    hts = source.getHistoricalTimeSeries(id);
    assertNotNull(hts);
    assertEquals(id, hts.getUniqueId());
    ts = hts.getTimeSeries();
    assertNotNull(ts);
    assertEquals(5, ts.size());
    assertEquals(13.0, ts.getValue(LocalDate.parse("2013-06-04")), 0.00001);
   
    assertEquals(16.0, ts.getValue(LocalDate.parse("2013-06-06")), 0.00001);
    source.updateTimeSeriesPoint(id, LocalDate.parse("2013-06-06"), 12.0);
    hts = source.getHistoricalTimeSeries(id);
    assertNotNull(hts);
    assertEquals(id, hts.getUniqueId());
    ts = hts.getTimeSeries();
    assertNotNull(ts);
    assertEquals(5, ts.size());
    assertEquals(12.0, ts.getValue(LocalDate.parse("2013-06-06")), 0.00001);
   
    assertEquals(18.0, ts.getValue(LocalDate.parse("2013-06-08")), 0.00001);
    source.updateTimeSeriesPoint(id, LocalDate.parse("2013-06-08"), 11.0);
    hts = source.getHistoricalTimeSeries(id);
    assertNotNull(hts);
    assertEquals(id, hts.getUniqueId());
    ts = hts.getTimeSeries();
    assertNotNull(ts);
    assertEquals(5, ts.size());
    assertEquals(11.0, ts.getValue(LocalDate.parse("2013-06-08")), 0.00001);
  }
View Full Code Here
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
 
  public void appendTimeSeries() {
    NonVersionedRedisHistoricalTimeSeriesSource source = new NonVersionedRedisHistoricalTimeSeriesSource(getJedisPool(), getRedisPrefix());
   
    UniqueId id = UniqueId.of("Test", "1");
    HistoricalTimeSeries hts = source.getHistoricalTimeSeries(id);
    assertNull(hts);
   
    LocalDateDoubleTimeSeriesBuilder tsBuilder = ImmutableLocalDateDoubleTimeSeries.builder();
    tsBuilder.put(LocalDate.parse("2013-06-04"), 14.0);
    tsBuilder.put(LocalDate.parse("2013-06-05"), 15.0);
    tsBuilder.put(LocalDate.parse("2013-06-06"), 16.0);
    tsBuilder.put(LocalDate.parse("2013-06-07"), 17.0);
    tsBuilder.put(LocalDate.parse("2013-06-08"), 18.0);
    source.updateTimeSeries(id, tsBuilder.build());
   
    hts = source.getHistoricalTimeSeries(id);
    assertNotNull(hts);
    assertEquals(id, hts.getUniqueId());
    LocalDateDoubleTimeSeries ts = hts.getTimeSeries();
    assertNotNull(ts);
    assertEquals(5, ts.size());
   
    tsBuilder = ImmutableLocalDateDoubleTimeSeries.builder();
    tsBuilder.put(LocalDate.parse("2013-06-09"), 19.0);
    tsBuilder.put(LocalDate.parse("2013-06-10"), 20.0);
    tsBuilder.put(LocalDate.parse("2013-06-11"), 21.0);
    tsBuilder.put(LocalDate.parse("2013-06-12"), 22.0);
    tsBuilder.put(LocalDate.parse("2013-06-13"), 23.0);
    source.updateTimeSeries(id, tsBuilder.build());
   
    hts = source.getHistoricalTimeSeries(id);
    assertNotNull(hts);
    assertEquals(id, hts.getUniqueId());
    ts = hts.getTimeSeries();
    assertNotNull(ts);
    assertEquals(10, ts.size());
  }
View Full Code Here
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
  }
 
  public void timeseriesRange() {
    NonVersionedRedisHistoricalTimeSeriesSource htsSource = new NonVersionedRedisHistoricalTimeSeriesSource(getJedisPool(), getRedisPrefix());
    UniqueId id = UniqueId.of("Test", "1");
    HistoricalTimeSeries hts = htsSource.getHistoricalTimeSeries(id);
    assertNull(hts);
   
    LocalDateDoubleTimeSeriesBuilder tsBuilder = ImmutableLocalDateDoubleTimeSeries.builder();
    tsBuilder.put(LocalDate.parse("2013-06-04"), 14.0);
    tsBuilder.put(LocalDate.parse("2013-06-05"), 15.0);
    tsBuilder.put(LocalDate.parse("2013-06-06"), 16.0);
    tsBuilder.put(LocalDate.parse("2013-06-07"), 17.0);
    tsBuilder.put(LocalDate.parse("2013-06-08"), 18.0);
    tsBuilder.put(LocalDate.parse("2013-06-09"), 24.0);
    tsBuilder.put(LocalDate.parse("2013-06-10"), 25.0);
    tsBuilder.put(LocalDate.parse("2013-06-11"), 26.0);
    tsBuilder.put(LocalDate.parse("2013-06-12"), 27.0);
    tsBuilder.put(LocalDate.parse("2013-06-13"), 28.0);
    tsBuilder.put(LocalDate.parse("2013-06-14"), 34.0);
    tsBuilder.put(LocalDate.parse("2013-06-15"), 35.0);
    tsBuilder.put(LocalDate.parse("2013-06-16"), 36.0);
    tsBuilder.put(LocalDate.parse("2013-06-17"), 37.0);
    tsBuilder.put(LocalDate.parse("2013-06-18"), 38.0);
   
    htsSource.updateTimeSeries(id, tsBuilder.build());
   
    hts = htsSource.getHistoricalTimeSeries(id);
    assertNotNull(hts);
    assertEquals(id, hts.getUniqueId());
   
    LocalDateDoubleTimeSeries ts = hts.getTimeSeries();
    assertEquals(15, ts.size());
    assertEquals(14.0, ts.getValue(LocalDate.parse("2013-06-04")), 0.00001);
    assertEquals(15.0, ts.getValue(LocalDate.parse("2013-06-05")), 0.00001);
    assertEquals(16.0, ts.getValue(LocalDate.parse("2013-06-06")), 0.00001);
    assertEquals(17.0, ts.getValue(LocalDate.parse("2013-06-07")), 0.00001);
    assertEquals(18.0, ts.getValue(LocalDate.parse("2013-06-08")), 0.00001);
    assertEquals(24.0, ts.getValue(LocalDate.parse("2013-06-09")), 0.00001);
    assertEquals(25.0, ts.getValue(LocalDate.parse("2013-06-10")), 0.00001);
    assertEquals(26.0, ts.getValue(LocalDate.parse("2013-06-11")), 0.00001);
    assertEquals(27.0, ts.getValue(LocalDate.parse("2013-06-12")), 0.00001);
    assertEquals(28.0, ts.getValue(LocalDate.parse("2013-06-13")), 0.00001);
    assertEquals(34.0, ts.getValue(LocalDate.parse("2013-06-14")), 0.00001);
    assertEquals(35.0, ts.getValue(LocalDate.parse("2013-06-15")), 0.00001);
    assertEquals(36.0, ts.getValue(LocalDate.parse("2013-06-16")), 0.00001);
    assertEquals(37.0, ts.getValue(LocalDate.parse("2013-06-17")), 0.00001);
    assertEquals(38.0, ts.getValue(LocalDate.parse("2013-06-18")), 0.00001);
   
    hts = htsSource.getHistoricalTimeSeries(id, LocalDate.parse("2013-06-04"), true, LocalDate.parse("2013-06-08"), true);
    assertNotNull(hts);
    assertEquals(id, hts.getUniqueId());
    ts = hts.getTimeSeries();
    assertEquals(5, ts.size());
    assertEquals(14.0, ts.getValue(LocalDate.parse("2013-06-04")), 0.00001);
    assertEquals(15.0, ts.getValue(LocalDate.parse("2013-06-05")), 0.00001);
    assertEquals(16.0, ts.getValue(LocalDate.parse("2013-06-06")), 0.00001);
    assertEquals(17.0, ts.getValue(LocalDate.parse("2013-06-07")), 0.00001);
    assertEquals(18.0, ts.getValue(LocalDate.parse("2013-06-08")), 0.00001);
   
    hts = htsSource.getHistoricalTimeSeries(id, LocalDate.parse("2013-06-04"), false, LocalDate.parse("2013-06-08"), true);
    assertNotNull(hts);
    assertEquals(id, hts.getUniqueId());
    ts = hts.getTimeSeries();
    assertEquals(4, ts.size());
    assertEquals(15.0, ts.getValue(LocalDate.parse("2013-06-05")), 0.00001);
    assertEquals(16.0, ts.getValue(LocalDate.parse("2013-06-06")), 0.00001);
    assertEquals(17.0, ts.getValue(LocalDate.parse("2013-06-07")), 0.00001);
    assertEquals(18.0, ts.getValue(LocalDate.parse("2013-06-08")), 0.00001);
   
    hts = htsSource.getHistoricalTimeSeries(id, LocalDate.parse("2013-06-04"), true, LocalDate.parse("2013-06-08"), false);
    assertNotNull(hts);
    assertEquals(id, hts.getUniqueId());
    ts = hts.getTimeSeries();
    assertEquals(4, ts.size());
    assertEquals(14.0, ts.getValue(LocalDate.parse("2013-06-04")), 0.00001);
    assertEquals(15.0, ts.getValue(LocalDate.parse("2013-06-05")), 0.00001);
    assertEquals(16.0, ts.getValue(LocalDate.parse("2013-06-06")), 0.00001);
    assertEquals(17.0, ts.getValue(LocalDate.parse("2013-06-07")), 0.00001);
   
    hts = htsSource.getHistoricalTimeSeries(id, LocalDate.parse("2013-06-04"), false, LocalDate.parse("2013-06-08"), false);
    assertNotNull(hts);
    assertEquals(id, hts.getUniqueId());
    ts = hts.getTimeSeries();
    assertEquals(3, ts.size());
    assertEquals(15.0, ts.getValue(LocalDate.parse("2013-06-05")), 0.00001);
    assertEquals(16.0, ts.getValue(LocalDate.parse("2013-06-06")), 0.00001);
    assertEquals(17.0, ts.getValue(LocalDate.parse("2013-06-07")), 0.00001);
   
View Full Code Here
TOP

Related Classes of com.opengamma.core.historicaltimeseries.HistoricalTimeSeries

  • com.opengamma.bbg.BloombergHistoricalTimeSeriesSourceTest
  • com.opengamma.bbg.BloombergHistoricalTimeSeriesSourceTest$BHDPgetHistoricalTimeSeriesWithDates
  • com.opengamma.bbg.loader.hts.AbstractHistoricalTimeSeriesDBTest
  • com.opengamma.bbg.loader.hts.BloombergHistoricalTimeSeriesLoader
  • com.opengamma.bbg.loader.hts.BloombergHistoricalTimeSeriesLoaderTest
  • com.opengamma.bbg.loader.hts.BloombergHTSMasterUpdaterTest
  • com.opengamma.core.historicaltimeseries.impl.DataHistoricalTimeSeriesSourceResource
  • com.opengamma.core.historicaltimeseries.impl.EHCachingHistoricalTimeSeriesSource
  • com.opengamma.core.historicaltimeseries.impl.EHCachingHistoricalTimeSeriesSourceTest
  • com.opengamma.core.historicaltimeseries.impl.HistoricalTimeSeriesSourceTest
    • Copyright © 2018 www.massapicom. All rights reserved.
    All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.