Package com.opengamma.master.historicaltimeseries

Examples of com.opengamma.master.historicaltimeseries.HistoricalTimeSeriesInfoDocument

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    request.setDataProvider(CMPL_DATA_PROVIDER);
    request.setDataField(CLOSE_DATA_FIELD);
    LocalDateDoubleTimeSeries timeSeries = randomTimeSeries();
   
    HistoricalTimeSeriesInfoSearchResult searchResult = new HistoricalTimeSeriesInfoSearchResult();
    HistoricalTimeSeriesInfoDocument doc = new HistoricalTimeSeriesInfoDocument();
    doc.setUniqueId(UID);
    doc.getInfo().setTimeSeriesObjectId(UID.getObjectId());
    searchResult.getDocuments().add(doc);
   
    when(_mockResolver.resolve(IDENTIFIERS, LocalDate.now(), BBG_DATA_SOURCE, CMPL_DATA_PROVIDER, CLOSE_DATA_FIELD, null)).thenReturn(new HistoricalTimeSeriesResolutionResult(doc.getInfo()));
   
    for (boolean includeStart : new boolean[] {true, false})  {
      for (boolean includeEnd : new boolean[] {true, false}) {
        // Also test max points limit for various values
        for (Integer maxPoints : new Integer[] {null, -10, -1, 1, 0, -2, 2, 10} ) {
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    mHtsInfo.setDataProvider(DATA_PROVIDER);
    mHtsInfo.setDataSource(DATA_SOURCE);
    mHtsInfo.setObservationTime(OBSERVATION_TIME);
    mHtsInfo.setExternalIdBundle(ExternalIdBundleWithDates.of(EXISTING_HTSINFO_EXTERNALID.toBundle()));
    mHtsInfo.setName("Test HTS");
    HistoricalTimeSeriesInfoDocument htsInfoDoc = new HistoricalTimeSeriesInfoDocument(mHtsInfo);

    // Create in memory HTS master and add HTS info/doc
    HistoricalTimeSeriesMaster htsMaster = new InMemoryHistoricalTimeSeriesMaster();
    htsInfoDoc = htsMaster.add(htsInfoDoc);

    // Create the actual time series and add to HTS master
    htsMaster.updateTimeSeriesDataPoints(htsInfoDoc.getInfo().getTimeSeriesObjectId(), lddts);
    return htsMaster;
  }
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Related Classes of com.opengamma.master.historicaltimeseries.HistoricalTimeSeriesInfoDocument

  • com.opengamma.bbg.loader.BloombergTimeSeriesIdentifiersUpdater
  • com.opengamma.bbg.loader.hts.AbstractHistoricalTimeSeriesDBTest
  • com.opengamma.bbg.loader.hts.BloombergHistoricalTimeSeriesLoader
  • com.opengamma.bbg.loader.hts.BloombergHTSMasterUpdaterTest
  • com.opengamma.examples.bloomberg.loader.DemoEquityOptionCollarPortfolioLoader
  • com.opengamma.examples.simulated.historical.SimulatedHistoricalDataGenerator
  • com.opengamma.integration.copier.timeseries.writer.MasterTimeSeriesWriter
  • com.opengamma.integration.copier.TimeSeriesLoaderTest
  • com.opengamma.integration.marketdata.RandomTimeSeriesLoader
  • com.opengamma.master.historicaltimeseries.impl.DataHistoricalTimeSeriesMasterResource
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