Package com.opengamma.master.historicaltimeseries

Examples of com.opengamma.master.historicaltimeseries.HistoricalTimeSeriesInfoSearchRequest

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  }

  //-------------------------------------------------------------------------
  @Test
  public void test_search_versionAsOf_below() {
    HistoricalTimeSeriesInfoSearchRequest request = new HistoricalTimeSeriesInfoSearchRequest();
    request.setVersionCorrection(VersionCorrection.ofVersionAsOf(_version1Instant.minusSeconds(5)));
    HistoricalTimeSeriesInfoSearchResult test = _htsMaster.search(request);
   
    assertEquals(0, test.getDocuments().size());
  }
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    assertEquals(0, test.getDocuments().size());
  }

  @Test
  public void test_search_versionAsOf_mid() {
    HistoricalTimeSeriesInfoSearchRequest request = new HistoricalTimeSeriesInfoSearchRequest();
    request.setVersionCorrection(VersionCorrection.ofVersionAsOf(_version1Instant.plusSeconds(5)));
    HistoricalTimeSeriesInfoSearchResult test = _htsMaster.search(request);
   
    assertEquals(_totalHistoricalTimeSeries, test.getDocuments().size());
    assert101(test.getDocuments().get(0));
    assert102(test.getDocuments().get(1));
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    assert201(test.getDocuments().get(2));  // old version
  }

  @Test
  public void test_search_versionAsOf_above() {
    HistoricalTimeSeriesInfoSearchRequest request = new HistoricalTimeSeriesInfoSearchRequest();
    request.setVersionCorrection(VersionCorrection.ofVersionAsOf(_version2Instant.plusSeconds(5)));
    HistoricalTimeSeriesInfoSearchResult test = _htsMaster.search(request);
   
    assertEquals(_totalHistoricalTimeSeries, test.getDocuments().size());
    assert101(test.getDocuments().get(0));
    assert102(test.getDocuments().get(1));
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  }

  private HistoricalTimeSeriesInfoDocument getOrLoadTimeSeries(final ExternalId ticker, final ExternalIdBundle idBundle) {

    final ExternalIdBundle searchBundle = idBundle.withoutScheme(ExternalSchemes.ISIN); //For things which move country, e.g. ISIN(VALE5 BZ Equity) == ISIN(RIODF US Equity)
    final HistoricalTimeSeriesInfoSearchRequest htsRequest = new HistoricalTimeSeriesInfoSearchRequest(searchBundle);
    htsRequest.setDataField("PX_LAST");
    final HistoricalTimeSeriesInfoSearchResult htsSearch = getToolContext().getHistoricalTimeSeriesMaster().search(htsRequest);
    switch (htsSearch.getDocuments().size()) {
      case 0:
        return loadTimeSeries(idBundle);
      case 1:
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   * Gets all the current Bloomberg-based time-series.
   *
   * @return the current documents, not null
   */
  private Iterable<HistoricalTimeSeriesInfoDocument> getCurrentTimeSeriesDocuments() {
    HistoricalTimeSeriesInfoSearchRequest request = new HistoricalTimeSeriesInfoSearchRequest();
    request.setDataSource(BLOOMBERG_DATA_SOURCE_NAME);
    return HistoricalTimeSeriesInfoSearchIterator.iterable(_htsMaster, request);
  }
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    _sourceMaster = sourceMaster;
    _destinationMaster = destinationMaster;
  }
 
  public void copy(boolean fastCopy, boolean deleteDestinationSeriesNotInSource, boolean verbose, boolean noAdditions) {
    HistoricalTimeSeriesInfoSearchRequest infoSearchRequest = new HistoricalTimeSeriesInfoSearchRequest();
    HistoricalTimeSeriesInfoSearchResult sourceSearchResult = _sourceMaster.search(infoSearchRequest);
    List<ManageableHistoricalTimeSeriesInfo> sourceInfoList = sourceSearchResult.getInfoList();
    HistoricalTimeSeriesInfoSearchResult destSearchResult = _destinationMaster.search(infoSearchRequest);
    List<ManageableHistoricalTimeSeriesInfo> destInfoList = destSearchResult.getInfoList();
    Set<ManageableHistoricalTimeSeriesInfo> bothInfoSetSource = new TreeSet<ManageableHistoricalTimeSeriesInfo>(new ManageableHistoricalTimeSeriesInfoComparator());
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    ObjectIdentifiable oId = _idMap.get(htsId);

    if (oId == null) {
      // resolve hts name to id of hts
      HistoricalTimeSeriesInfoSearchRequest searchRequest = new HistoricalTimeSeriesInfoSearchRequest();
      searchRequest.setExternalIdSearch(new ExternalIdSearch(htsId));
      searchRequest.setDataField(dataField);
      searchRequest.setDataProvider(dataProvider);
      searchRequest.setDataSource(dataSource);
      searchRequest.setObservationTime(observationTime);
      HistoricalTimeSeriesInfoSearchResult searchResult = _htsMaster.search(searchRequest);
      oId = searchResult.getFirstDocument() == null ? null : searchResult.getFirstDocument().getObjectId();

      // if this is a new hts, create it
      if (oId == null) {
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  }

  //-------------------------------------------------------------------------
  @Test
  public void test_search_documents() {
    HistoricalTimeSeriesInfoSearchRequest request = new HistoricalTimeSeriesInfoSearchRequest();
    HistoricalTimeSeriesInfoSearchResult test = _htsMaster.search(request);
   
    assertEquals(PagingRequest.ALL, test.getPaging().getRequest());
    assertEquals(_totalHistoricalTimeSeries, test.getPaging().getTotalItems());
   
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  //-------------------------------------------------------------------------
  @Test
  public void test_search_pageOne() {
    PagingRequest pr = PagingRequest.ofPage(1, 2);
    HistoricalTimeSeriesInfoSearchRequest request = new HistoricalTimeSeriesInfoSearchRequest();
    request.setPagingRequest(pr);
    HistoricalTimeSeriesInfoSearchResult test = _htsMaster.search(request);
   
    assertEquals(pr, test.getPaging().getRequest());
    assertEquals(_totalHistoricalTimeSeries, test.getPaging().getTotalItems());
   
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  }

  @Test
  public void test_search_pageTwo() {
    PagingRequest pr = PagingRequest.ofPage(2, 2);
    HistoricalTimeSeriesInfoSearchRequest request = new HistoricalTimeSeriesInfoSearchRequest();
    request.setPagingRequest(pr);
    HistoricalTimeSeriesInfoSearchResult test = _htsMaster.search(request);
   
    assertEquals(pr, test.getPaging().getRequest());
    assertEquals(_totalHistoricalTimeSeries, test.getPaging().getTotalItems());
   
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Related Classes of com.opengamma.master.historicaltimeseries.HistoricalTimeSeriesInfoSearchRequest

  • com.opengamma.bbg.loader.BloombergTimeSeriesIdentifiersUpdater
  • com.opengamma.bbg.loader.hts.BloombergHistoricalTimeSeriesLoader
  • com.opengamma.bbg.loader.hts.BloombergHTSMasterUpdater
  • com.opengamma.examples.bloomberg.loader.DemoEquityOptionCollarPortfolioLoader
  • com.opengamma.examples.simulated.historical.SimulatedHistoricalDataUpdater
  • com.opengamma.id.ExternalIdBundle
  • com.opengamma.id.ExternalIdSearch
  • com.opengamma.integration.copier.timeseries.writer.MasterTimeSeriesWriter
  • com.opengamma.integration.copier.TimeSeriesLoaderTest
  • com.opengamma.integration.marketdata.RandomTimeSeriesLoader
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