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.


      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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        ExchangeDocument doc = new ExchangeDocument(ex);
        doc.setVersionFromInstant(now.plus(1, MINUTES).plus(i * 10, SECONDS));
        replacement.add(doc);
      }


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


      ExchangeDocument secondVersionDoc = exchanges.get(exchanges.size() - 2);

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        doc.setVersionFromInstant(now.plus(1, MINUTES).plus(i * 10, SECONDS));
        replacement.add(doc);
      }
      replacement.get(replacement.size() - 1).setVersionToInstant(now.plus(1, MINUTES).plus(40, SECONDS));


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


      ExchangeDocument secondVersionDoc = exchanges.get(exchanges.size() - 2);

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        doc.setVersionFromInstant(now.plus(1, MINUTES).plus(i * 20, SECONDS));
        replacement.add(doc);
      }
      replacement.get(replacement.size() - 1).setVersionToInstant(now.plus(2, MINUTES));


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


      ExchangeDocument secondVersionDoc = exchanges.get(exchanges.size() - 2);


      _exgMaster.replaceVersion(secondVersionDoc.getUniqueId(), replacement);


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


      assertEquals(7, exchanges.size());

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        ExchangeDocument doc = new ExchangeDocument(ex);
        doc.setVersionFromInstant(now.plus(1, MINUTES).plus(i * 20, SECONDS));
        replacement.add(doc);
      }


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


      ExchangeDocument secondVersionDoc = exchanges.get(exchanges.size() - 2);


      _exgMaster.replaceVersion(secondVersionDoc.getUniqueId(), replacement);


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


      assertEquals(7, exchanges.size());

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  //-------------------------------------------------------------------------
  @Test
  public void test_history_documents() {
    ObjectId oid = ObjectId.of("DbExg", "201");
    ExchangeHistoryRequest request = new ExchangeHistoryRequest(oid);
    ExchangeHistoryResult test = _exgMaster.history(request);
    
    assertEquals(2, test.getDocuments().size());
    assert202(test.getDocuments().get(0));
    assert201(test.getDocuments().get(1));

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  }


  @Test
  public void test_history_documentCountWhenMultipleExchanges() {
    ObjectId oid = ObjectId.of("DbExg", "102");
    ExchangeHistoryRequest request = new ExchangeHistoryRequest(oid);
    ExchangeHistoryResult test = _exgMaster.history(request);
    
    assertEquals(1, test.getPaging().getTotalItems());
    
    assertEquals(1, test.getDocuments().size());

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