Examples of com.opengamma.master.exchange.ExchangeHistoryRequest

com.opengamma.master.exchange.ExchangeHistoryRequest
Request for the history of an exchange.
A full exchange master implements historical storage of data. History can be stored in two dimensions and this request provides searching.
The first historic dimension is the classic series of versions. Each new version is stored in such a manor that previous versions can be accessed.
The second historic dimension is corrections. A correction occurs when it is realized that the original data stored was incorrect. A simple exchange master might simply replace the original version with the corrected value. A full implementation will store the correction in such a manner that it is still possible to obtain the value before the correction was made.
For example, an exchange added on Monday and updated on Thursday has two versions. If it is realized on Friday that the version stored on Monday was incorrect, then a correction may be applied. There are now two versions, the first of which has one correction. This may continue, with multiple corrections allowed for each version.
Versions and corrections are represented by instants in the search.

    assertEquals(now, old.getVersionToInstant());  // old version ended
    assertEquals(base.getCorrectionFromInstant(), old.getCorrectionFromInstant());
    assertEquals(base.getCorrectionToInstant(), old.getCorrectionToInstant());
    assertEquals(base.getExchange(), old.getExchange());
    
    ExchangeHistoryRequest search = new ExchangeHistoryRequest(base.getUniqueId(), null, now);
    ExchangeHistoryResult searchResult = _exgMaster.history(search);
    assertEquals(2, searchResult.getDocuments().size());
  }

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    assertEquals(base.getVersionToInstant(), old.getVersionToInstant());
    assertEquals(base.getCorrectionFromInstant(), old.getCorrectionFromInstant());
    assertEquals(now, old.getCorrectionToInstant());  // old version ended
    assertEquals(base.getExchange(), old.getExchange());
    
    ExchangeHistoryRequest search = new ExchangeHistoryRequest(base.getUniqueId(), now, null);
    ExchangeHistoryResult searchResult = _exgMaster.history(search);
    assertEquals(2, searchResult.getDocuments().size());
  }

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      _documents.add(doc);
    }
  }
  
  public ExchangeHistoryResult historyByVersionsCorrections(AbstractHistoryRequest request) {
    ExchangeHistoryRequest exchangeHistoryRequest = new ExchangeHistoryRequest();
    exchangeHistoryRequest.setCorrectionsFromInstant(request.getCorrectionsFromInstant());
    exchangeHistoryRequest.setCorrectionsToInstant(request.getCorrectionsToInstant());
    exchangeHistoryRequest.setVersionsFromInstant(request.getVersionsFromInstant());
    exchangeHistoryRequest.setVersionsToInstant(request.getVersionsToInstant());
    exchangeHistoryRequest.setObjectId(request.getObjectId());
    return history(exchangeHistoryRequest);
  }

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        replacement.add(doc);
      }


      _exgMaster.replaceAllVersions(latestDoc, replacement);


      ExchangeHistoryRequest historyRequest = new ExchangeHistoryRequest();
      historyRequest.setObjectId(baseOid);
      historyRequest.setCorrectionsFromInstant(now.plus(2, HOURS));
      ExchangeHistoryResult result = _exgMaster.history(historyRequest);
      List<ExchangeDocument> exchanges = result.getDocuments();


      assertEquals(4, exchanges.size());

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      }
      replacement.get(replacement.size() - 1).setVersionToInstant(now.plus(2, MINUTES).plus(100, SECONDS));


      _exgMaster.replaceAllVersions(latestDoc, replacement);


      ExchangeHistoryRequest historyRequest = new ExchangeHistoryRequest();
      historyRequest.setObjectId(baseOid);
      historyRequest.setCorrectionsFromInstant(now.plus(2, HOURS));
      ExchangeHistoryResult result = _exgMaster.history(historyRequest);
      List<ExchangeDocument> exchanges = result.getDocuments();


      assertEquals(4, exchanges.size());

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      }
      replacement.get(replacement.size() - 1).setVersionToInstant(now.plus(90, SECONDS));


      _exgMaster.replaceAllVersions(latestDoc, replacement);


      ExchangeHistoryRequest historyRequest = new ExchangeHistoryRequest();
      historyRequest.setObjectId(baseOid);
      historyRequest.setCorrectionsFromInstant(now.plus(2, HOURS));
      ExchangeHistoryResult result = _exgMaster.history(historyRequest);
      List<ExchangeDocument> exchanges = result.getDocuments();


      assertEquals(4, exchanges.size());

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      ObjectId baseOid = setupTestData(now);
      _exgMaster.setClock(Clock.fixed(now.plus(2, HOURS), ZoneOffset.UTC));




      ExchangeHistoryRequest historyRequest = new ExchangeHistoryRequest();
      historyRequest.setObjectId(baseOid);
      historyRequest.setCorrectionsToInstant(null);
      ExchangeHistoryResult result = _exgMaster.history(historyRequest);
      List<ExchangeDocument> exchanges = result.getDocuments();


      ExchangeDocument lastButOneDoc = exchanges.get(exchanges.size() - 1);
      Instant lastButOneDocVersionFrom = lastButOneDoc.getVersionFromInstant();

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      ObjectId baseOid = setupTestData(now);
      _exgMaster.setClock(Clock.fixed(now.plus(2, HOURS), ZoneOffset.UTC));




      ExchangeHistoryRequest historyRequest = new ExchangeHistoryRequest();
      historyRequest.setObjectId(baseOid);
      historyRequest.setCorrectionsToInstant(null);
      ExchangeHistoryResult result = _exgMaster.history(historyRequest);
      List<ExchangeDocument> exchanges = result.getDocuments();


      ExchangeDocument lastButOneDoc = exchanges.get(exchanges.size() - 3);
      Instant lastButOneDocVersionFrom = lastButOneDoc.getVersionFromInstant();

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        replacement.add(doc);
      }


      _exgMaster.replaceVersions(latestDoc, replacement);


      ExchangeHistoryRequest historyRequest = new ExchangeHistoryRequest();
      historyRequest.setObjectId(baseOid);
      historyRequest.setCorrectionsFromInstant(now.plus(2, HOURS));
      ExchangeHistoryResult result = _exgMaster.history(historyRequest);
      List<ExchangeDocument> exchanges = result.getDocuments();


      assertEquals(15, exchanges.size());

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        replacement.add(doc);
      }


      _exgMaster.replaceVersions(latestDoc, replacement);


      ExchangeHistoryRequest historyRequest = new ExchangeHistoryRequest();
      historyRequest.setObjectId(baseOid);
      historyRequest.setCorrectionsFromInstant(now.plus(2, HOURS));
      ExchangeHistoryResult result = _exgMaster.history(historyRequest);
      List<ExchangeDocument> exchanges = result.getDocuments();


      assertEquals(12, exchanges.size());

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