Package com.opengamma.livedata.normalization

Examples of com.opengamma.livedata.normalization.NormalizationRuleSet

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        liveDataSpecs = new ArrayList<LiveDataSpecification>();
        identifierBundle2LiveDataSpec.put(liveDataSpec.getIdentifiers(), liveDataSpecs);
      }
      liveDataSpecs.add(liveDataSpec);
     
      NormalizationRuleSet normalizationRule = _normalizationRuleResolver.resolve(liveDataSpec.getNormalizationRuleSetId());
      liveDataSec2NormalizationRule.put(liveDataSpec, normalizationRule);
    }
   
    Map<ExternalIdBundle, ExternalId> bundle2Identifier = _idResolver.resolve(identifierBundles);
    for (Map.Entry<ExternalIdBundle, ExternalId> entry : bundle2Identifier.entrySet()) {
      Collection<LiveDataSpecification> liveDataSpecsForBundle = identifierBundle2LiveDataSpec.get(entry.getKey());
      for (LiveDataSpecification liveDataSpecForBundle : liveDataSpecsForBundle) {
        liveDataSec2Identifier.put(liveDataSpecForBundle, entry.getValue());
      }
    }
     
    for (LiveDataSpecification liveDataSpec : liveDataSpecifications) {
      ExternalId identifier = liveDataSec2Identifier.get(liveDataSpec);
      NormalizationRuleSet normalizationRule = liveDataSec2NormalizationRule.get(liveDataSpec);
      if (identifier == null || normalizationRule == null) {
        liveDataSec2JmsTopicName.put(liveDataSpec, null);      
      } else {
        JmsTopicNameResolveRequest jmsTopicNameRequest = new JmsTopicNameResolveRequest(identifier, normalizationRule);
        jmsTopicNameRequests.add(jmsTopicNameRequest);
       
        Collection<LiveDataSpecification> liveDataSpecs = jmsTopicNameRequest2LiveDataSec.get(jmsTopicNameRequest);
        if (liveDataSpecs == null) {
          liveDataSpecs = new ArrayList<LiveDataSpecification>();
          jmsTopicNameRequest2LiveDataSec.put(jmsTopicNameRequest, liveDataSpecs);
        }
        liveDataSpecs.add(liveDataSpec);
      }
    }
   
    Map<JmsTopicNameResolveRequest, String> jmsTopicNames = _jmsTopicNameResolver.resolve(jmsTopicNameRequests);
    for (Map.Entry<JmsTopicNameResolveRequest, String> entry : jmsTopicNames.entrySet()) {
      Collection<LiveDataSpecification> liveDataSpecsForRequest = jmsTopicNameRequest2LiveDataSec.get(entry.getKey());
      for (LiveDataSpecification liveDataSpecForRequest : liveDataSpecsForRequest) {
        liveDataSec2JmsTopicName.put(liveDataSpecForRequest, entry.getValue());
      }
    }
   
    Map<LiveDataSpecification, DistributionSpecification> returnValue = new HashMap<LiveDataSpecification, DistributionSpecification>();

    for (LiveDataSpecification liveDataSpec : liveDataSpecifications) {
      ExternalId identifier = liveDataSec2Identifier.get(liveDataSpec);
      NormalizationRuleSet normalizationRule = liveDataSec2NormalizationRule.get(liveDataSpec);
      String jmsTopicName = liveDataSec2JmsTopicName.get(liveDataSpec);
      if (identifier == null || normalizationRule == null || jmsTopicName == null) {
        s_logger.info("Unable to resolve liveDataSpec: {} - identifier: {}, normalizationRule: {}, jmsTopicName: {}",
                      liveDataSpec, identifier, normalizationRule, jmsTopicName);
        returnValue.put(liveDataSpec, null);
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        StandardRules.getNoNormalization(),
        "LiveData.Bloomberg.Equity.AAPL");
   
    DistributionSpecification aaplOnBloombergWithNormalization = new DistributionSpecification(
        ExternalId.of("BLOOMBERG_BUID", "EQ12345"),
        new NormalizationRuleSet("MyWeirdNormalizationRule"),
        "LiveData.Bloomberg.Equity.AAPL.MyWeirdNormalizationRule");
   
    DistributionSpecification bondOnBloomberg = new DistributionSpecification(
        ExternalId.of("BLOOMBERG_BUID", "BOND12345"),
        StandardRules.getNoNormalization(),
        "LiveData.Bloomberg.Bond.IBMBOND123");
   
    DistributionSpecification bondOnBloombergWithNormalization = new DistributionSpecification(
        ExternalId.of("BLOOMBERG_BUID", "BOND12345"),
        new NormalizationRuleSet("MyWeirdNormalizationRule"),
        "LiveData.Bloomberg.Bond.IBMBOND123.MyWeirdNormalizationRule");
   
    DistributionSpecification fxOnBloomberg = new DistributionSpecification(
        ExternalId.of("BLOOMBERG_BUID", "FX12345"),
        StandardRules.getNoNormalization(),
        "LiveData.Bloomberg.FX.EURUSD");
   
    DistributionSpecification fxOnBloombergWithNormalization = new DistributionSpecification(
        ExternalId.of("BLOOMBERG_BUID", "FX12345"),
        new NormalizationRuleSet("MyWeirdNormalizationRule"),
        "LiveData.Bloomberg.FX.EURUSD.MyWeirdNormalizationRule");
   
    Map<LiveDataSpecification, DistributionSpecification> fixes = new HashMap<LiveDataSpecification, DistributionSpecification>();
    fixes.put(aaplOnBloomberg.getFullyQualifiedLiveDataSpecification(), aaplOnBloomberg);
    fixes.put(aaplOnBloombergWithNormalization.getFullyQualifiedLiveDataSpecification(), aaplOnBloombergWithNormalization);
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        MarketDataRequirementNames.YIELD_YIELD_TO_MATURITY_MID,
        MarketDataRequirementNames.DIRTY_PRICE_MID,
        MarketDataRequirementNames.DIVIDEND_YIELD));
    openGammaRules.add(new RequiredFieldFilter(MarketDataRequirementNames.MARKET_VALUE));

    final NormalizationRuleSet openGammaRuleSet = new NormalizationRuleSet(
        StandardRules.getOpenGammaRuleSetId(),
        "",
        openGammaRules);
    returnValue.add(openGammaRuleSet);
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    // Iterate over all normalization schemes.
    for (Map.Entry<String, NormalizationRuleSet> normalizationEntry : _normalization.entrySet()) {
      LiveDataSpecification ldspec = new LiveDataSpecification(normalizationEntry.getKey(), id);
      LastKnownValueStore lkvStore = ensureLastKnownValueStore(id, normalizationEntry.getKey());
     
      NormalizationRuleSet ruleSet = normalizationEntry.getValue();
      FudgeMsg normalizedFields = ruleSet.getNormalizedMessage(fields, id.getValue(), _normalizationState.get(ldspec));
     
      // If nothing to update, this returns null.
      if ((normalizedFields != null) && !normalizedFields.isEmpty()) {
        // update the LKV store
        lkvStore.updateFields(normalizedFields);
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    rules.add(new FieldNameChange("YLD_YTM_MID", MarketDataRequirementNames.YIELD_YIELD_TO_MATURITY_MID));
    rules.add(new FieldNameChange("PX_DIRTY_MID", MarketDataRequirementNames.DIRTY_PRICE_MID));
   
    rules.add(new MarketValueCalculator());
    rules.add(new FieldHistoryUpdater());
    return new NormalizationRuleSet(StandardRules.getOpenGammaRuleSetId(), "", rules);
  }
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        request2TopicName.get(new JmsTopicNameResolveRequest(usDomesticBond, rules)));
  }

  @Test
  public void emptyNormalization() {
    testResolve(new NormalizationRuleSet(""));   
  }
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    testResolve(new NormalizationRuleSet(""));   
  }

  @Test
  public void nonEmptyNormalization() {
    testResolve(new NormalizationRuleSet("Test"));
  }
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Related Classes of com.opengamma.livedata.normalization.NormalizationRuleSet

  • com.opengamma.bbg.livedata.BloombergJmsTopicNameResolverTest
  • com.opengamma.bbg.util.BloombergDataUtils
  • com.opengamma.examples.simulated.livedata.NormalizationRules
  • com.opengamma.livedata.cogda.server.CogdaDataDistributor
  • com.opengamma.livedata.entitlement.UserEntitlementCheckerTest
  • com.opengamma.livedata.resolver.DefaultDistributionSpecificationResolver
  • org.fudgemsg.MutableFudgeMsg
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