Package com.opengamma.master.historicaltimeseries

Examples of com.opengamma.master.historicaltimeseries.HistoricalTimeSeriesGetFilter

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  private boolean diffAndCopy(UniqueId sourceId, UniqueId destinationId, boolean fastCopy, boolean verbose) {
    if (fastCopy) {
      ManageableHistoricalTimeSeries sourceTimeSeries = _sourceMaster.getTimeSeries(sourceId, HistoricalTimeSeriesGetFilter.ofLatestPoint());
      ManageableHistoricalTimeSeries destTimeSeries = _destinationMaster.getTimeSeries(destinationId, HistoricalTimeSeriesGetFilter.ofLatestPoint());
      if (!sourceTimeSeries.getTimeSeries().equals(destTimeSeries.getTimeSeries())) {
        HistoricalTimeSeriesGetFilter filter = new HistoricalTimeSeriesGetFilter();
        LocalDate lastSourceDate = sourceTimeSeries.getTimeSeries().getLatestTime();
        LocalDate lastDestinationDate = destTimeSeries.getTimeSeries().getLatestTime();
        if (lastSourceDate.isAfter(lastDestinationDate)) {
          filter.setEarliestDate(lastDestinationDate.plusDays(1));
          filter.setLatestDate(lastSourceDate);
          sourceTimeSeries = _sourceMaster.getTimeSeries(sourceId, filter);
          // get JUST the new days
          _destinationMaster.updateTimeSeriesDataPoints(destinationId, sourceTimeSeries.getTimeSeries());
          if (verbose) {
            System.out.println("Fast updating " + sourceTimeSeries.getTimeSeries().size() + " data points");
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  }

  @Test
  public void test_get_nPointsFromEarliest() {
    ObjectId oid = ObjectId.of("DbHts", "DP101");
    HistoricalTimeSeriesGetFilter filter = new HistoricalTimeSeriesGetFilter();
    filter.setMaxPoints(2);
    ManageableHistoricalTimeSeries test = _htsMaster.getTimeSeries(oid,
        VersionCorrection.of(_version2Instant.plusSeconds(1), _version3Instant.plusSeconds(1)), filter);
    assertEquals(oid, test.getUniqueId().getObjectId());
    LocalDateDoubleTimeSeries timeSeries = test.getTimeSeries();
    assertEquals(2, timeSeries.size());
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  }

  @Test
  public void test_get_nPointsFromLatest() {
    ObjectId oid = ObjectId.of("DbHts", "DP101");
    HistoricalTimeSeriesGetFilter filter = HistoricalTimeSeriesGetFilter.ofLatestPoint();
    ManageableHistoricalTimeSeries test = _htsMaster.getTimeSeries(oid,
        VersionCorrection.of(_version2Instant.plusSeconds(1), _version3Instant.plusSeconds(1)), filter);
    assertEquals(oid, test.getUniqueId().getObjectId());
    LocalDateDoubleTimeSeries timeSeries = test.getTimeSeries();
    assertEquals(1, timeSeries.size());
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  }

  @Test
  public void test_get_nPointsFromLatestWithinDateRange() {
    ObjectId oid = ObjectId.of("DbHts", "DP101");
    HistoricalTimeSeriesGetFilter filter = HistoricalTimeSeriesGetFilter.ofRange(null, LocalDate.of(2011, 1, 2), -1);
    ManageableHistoricalTimeSeries test = _htsMaster.getTimeSeries(oid,
        VersionCorrection.of(_version2Instant.plusSeconds(1), _version3Instant.plusSeconds(1)), filter);
    assertEquals(oid, test.getUniqueId().getObjectId());
    LocalDateDoubleTimeSeries timeSeries = test.getTimeSeries();
    assertEquals(1, timeSeries.size());
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    }
    return getTimeSeries(uniqueId.getObjectId(), vc);
  }

  public ManageableHistoricalTimeSeries getTimeSeries(ObjectIdentifiable objectId, VersionCorrection versionCorrection) {
    HistoricalTimeSeriesGetFilter filter = HistoricalTimeSeriesGetFilter.ofRange(null, null);
    return getTimeSeries(objectId, versionCorrection, filter);
  }
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  @Override
  protected void doRun() {
    try {
      final HistoricalTimeSeriesMaster htsMaster = getToolContext().getHistoricalTimeSeriesMaster();
      final HistoricalTimeSeriesGetFilter filter = new HistoricalTimeSeriesGetFilter();
      filter.setMaxPoints(-1);
      final LocalDate now = LocalDate.now();
      final Random rnd = new Random();
      int pointsAdded = 0;
      int timeSeriesUpdated = 0;
      _feedback.workRequired(_data.getFinishValues().size());
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  //-------------------------------------------------------------------------
  @GET
  public Response get(@Context UriInfo uriInfo, @QueryParam("versionAsOf") String versionAsOf, @QueryParam("correctedTo") String correctedTo) {
    VersionCorrection vc = VersionCorrection.parse(versionAsOf, correctedTo);
    HistoricalTimeSeriesGetFilter filter = RestUtils.decodeQueryParams(uriInfo, HistoricalTimeSeriesGetFilter.class);
    if (filter != null) {
      ManageableHistoricalTimeSeries result = getHistoricalTimeSeriesMaster().getTimeSeries(getUrlDataPointsId(), vc, filter);
      return responseOkFudge(result);
    } else {
      ManageableHistoricalTimeSeries result = getHistoricalTimeSeriesMaster().getTimeSeries(getUrlDataPointsId(), vc);
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  //-------------------------------------------------------------------------
  @GET
  @Path("versions/{versionId}")
  public Response getVersioned(@Context UriInfo uriInfo, @PathParam("versionId") String versionId) {
    HistoricalTimeSeriesGetFilter filter = RestUtils.decodeQueryParams(uriInfo, HistoricalTimeSeriesGetFilter.class);
    if (filter != null) {
      ManageableHistoricalTimeSeries result = getHistoricalTimeSeriesMaster().getTimeSeries(getUrlDataPointsId().atVersion(versionId), filter);
      return responseOkFudge(result);
    } else {
      ManageableHistoricalTimeSeries result = getHistoricalTimeSeriesMaster().getTimeSeries(getUrlDataPointsId().atVersion(versionId));
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    LocalDateDoubleTimeSeries input = ImmutableLocalDateDoubleTimeSeries.of(dates, values);
    testPopulated.updateTimeSeriesDataPoints(doc1.getUniqueId(), input);
    ManageableHistoricalTimeSeries reference = testPopulated.getTimeSeries(doc1.getUniqueId());
   
    // Get entire series using blank filter
    HistoricalTimeSeriesGetFilter filter = HistoricalTimeSeriesGetFilter.ofAll();
    ManageableHistoricalTimeSeries test = testPopulated.getTimeSeries(doc1.getUniqueId(), filter);
    assertEquals(reference.getTimeSeries(), test.getTimeSeries());
    assertEquals(input, test.getTimeSeries());

    // Get filtered by time, open-ended end
    filter.setEarliestDate(reference.getTimeSeries().getTimeAtIndex(1)); // exclude first point
    test = testPopulated.getTimeSeries(doc1.getUniqueId(), filter);
    assertEquals(reference.getTimeSeries().size() - 1, test.getTimeSeries().size());
    assertEquals(reference.getTimeSeries().getValueAtIndex(1), test.getTimeSeries().getEarliestValue());
    assertEquals(reference.getTimeSeries().getTimeAtIndex(1), test.getTimeSeries().getEarliestTime());
    assertEquals(reference.getTimeSeries().getValueAtIndex(reference.getTimeSeries().size() - 1), test.getTimeSeries().getLatestValue());
    assertEquals(reference.getTimeSeries().getTimeAtIndex(reference.getTimeSeries().size() - 1), test.getTimeSeries().getLatestTime());   

    // Get filtered by time, closed at both ends
    filter.setLatestDate(reference.getTimeSeries().getTimeAtIndex(reference.getTimeSeries().size() - 2)); // exclude last point
    test = testPopulated.getTimeSeries(doc1.getUniqueId(), filter);
    assertEquals(reference.getTimeSeries().size() - 2, test.getTimeSeries().size());
    assertEquals(reference.getTimeSeries().getValueAtIndex(1), test.getTimeSeries().getEarliestValue());
    assertEquals(reference.getTimeSeries().getTimeAtIndex(1), test.getTimeSeries().getEarliestTime());
    assertEquals(reference.getTimeSeries().getValueAtIndex(reference.getTimeSeries().size() - 2), test.getTimeSeries().getLatestValue());
    assertEquals(reference.getTimeSeries().getTimeAtIndex(reference.getTimeSeries().size() - 2), test.getTimeSeries().getLatestTime());
   
    // Get filtered by time, open-ended start
    filter.setEarliestDate(null);
    test = testPopulated.getTimeSeries(doc1.getUniqueId(), filter);
    assertEquals(reference.getTimeSeries().size() - 1, test.getTimeSeries().size());
    assertEquals(reference.getTimeSeries().getValueAtIndex(0), test.getTimeSeries().getEarliestValue());
    assertEquals(reference.getTimeSeries().getTimeAtIndex(0), test.getTimeSeries().getEarliestTime());
    assertEquals(reference.getTimeSeries().getValueAtIndex(reference.getTimeSeries().size() - 2), test.getTimeSeries().getLatestValue());
    assertEquals(reference.getTimeSeries().getTimeAtIndex(reference.getTimeSeries().size() - 2), test.getTimeSeries().getLatestTime());

    // Get filtered by +ve maxPoints, open-ended start
    filter.setMaxPoints(2); // get earliest two points
    test = testPopulated.getTimeSeries(doc1.getUniqueId(), filter);
    assertEquals(2, test.getTimeSeries().size());
    assertEquals(reference.getTimeSeries().getTimeAtIndex(0), test.getTimeSeries().getTimeAtIndex(0));
    assertEquals(reference.getTimeSeries().getValueAtIndex(0), test.getTimeSeries().getValueAtIndex(0));
    assertEquals(reference.getTimeSeries().getTimeAtIndex(1), test.getTimeSeries().getTimeAtIndex(1));
    assertEquals(reference.getTimeSeries().getValueAtIndex(1), test.getTimeSeries().getValueAtIndex(1));
   
    // Get filtered by +ve maxPoints, closed date range
    filter.setEarliestDate(reference.getTimeSeries().getTimeAtIndex(1)); // exclude first point
    test = testPopulated.getTimeSeries(doc1.getUniqueId(), filter);
    assertEquals(2, test.getTimeSeries().size());
    assertEquals(reference.getTimeSeries().getTimeAtIndex(1), test.getTimeSeries().getTimeAtIndex(0));
    assertEquals(reference.getTimeSeries().getValueAtIndex(1), test.getTimeSeries().getValueAtIndex(0));
    assertEquals(reference.getTimeSeries().getTimeAtIndex(2), test.getTimeSeries().getTimeAtIndex(1));
    assertEquals(reference.getTimeSeries().getValueAtIndex(2), test.getTimeSeries().getValueAtIndex(1));
   
    // Get filtered by -ve maxPoints, closed date range
    filter.setMaxPoints(-2); // get latest two points
    test = testPopulated.getTimeSeries(doc1.getUniqueId(), filter);
    assertEquals(2, test.getTimeSeries().size());
    assertEquals(reference.getTimeSeries().getTimeAtIndex(reference.getTimeSeries().size() - 3), test.getTimeSeries().getTimeAtIndex(0));
    assertEquals(reference.getTimeSeries().getValueAtIndex(reference.getTimeSeries().size() - 3), test.getTimeSeries().getValueAtIndex(0));
    assertEquals(reference.getTimeSeries().getTimeAtIndex(reference.getTimeSeries().size() - 2), test.getTimeSeries().getTimeAtIndex(1));
    assertEquals(reference.getTimeSeries().getValueAtIndex(reference.getTimeSeries().size() - 2), test.getTimeSeries().getValueAtIndex(1));
   
    // Get filtered by -ve maxPoints, open-ended end
    filter.setLatestDate(null);
    test = testPopulated.getTimeSeries(doc1.getUniqueId(), filter);
    assertEquals(2, test.getTimeSeries().size());
    assertEquals(reference.getTimeSeries().getTimeAtIndex(reference.getTimeSeries().size() - 2), test.getTimeSeries().getTimeAtIndex(0));
    assertEquals(reference.getTimeSeries().getValueAtIndex(reference.getTimeSeries().size() - 2), test.getTimeSeries().getValueAtIndex(0));
    assertEquals(reference.getTimeSeries().getTimeAtIndex(reference.getTimeSeries().size() - 1), test.getTimeSeries().getTimeAtIndex(1));
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