Package com.opengamma.master.historicaltimeseries

Examples of com.opengamma.master.historicaltimeseries.HistoricalTimeSeriesInfoSearchRequest

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    AbstractTool<ToolContext> remoteServerTool = new AbstractTool<ToolContext>() {
     
      @Override
      protected void doRun() throws Exception {
        final HistoricalTimeSeriesMaster remoteHtsMaster = getToolContext().getHistoricalTimeSeriesMaster();
        for (final HistoricalTimeSeriesInfoDocument infoDoc : HistoricalTimeSeriesInfoSearchIterator.iterable(remoteHtsMaster, new HistoricalTimeSeriesInfoSearchRequest())) {
          ObjectId timeSeriesObjectId = infoDoc.getInfo().getTimeSeriesObjectId();
          final ManageableHistoricalTimeSeries timeSeries = remoteHtsMaster.getTimeSeries(timeSeriesObjectId, VersionCorrection.LATEST);
          _tsList.add(infoDoc);
          _completionService.submit(new Callable<UniqueId>() {
           
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  }

  //-------------------------------------------------------------------------
  @Test(enabled = false, description = "Queries the entire database")
  public void test_queryAll() throws Exception {
    final HistoricalTimeSeriesInfoSearchRequest request = new HistoricalTimeSeriesInfoSearchRequest();
    request.setPagingRequest(PagingRequest.NONE);
    final int total = getHistoricalTimeSeriesMaster().search(request).getPaging().getTotalItems();
    final int pages = (total / PAGE_SIZE) + 1;
    for (int page = 1; page <= pages; page++) {
      request.setPagingRequest(PagingRequest.ofPage(page, PAGE_SIZE));
      System.out.println("Checking exchange master, page " + request.getPagingRequest());
      try {
        final HistoricalTimeSeriesInfoSearchResult result = getHistoricalTimeSeriesMaster().search(request);
        for (final HistoricalTimeSeriesInfoDocument doc : result.getDocuments()) {
          assertNotNull(doc);
          assertNotNull(doc.getUniqueId());
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   * @param dataProvider  the data provider
   * @param dataField  the data field
   * @return true if there is a time-series for the identifier, data provider and data field
   */
  private boolean haveTimeSeries(final ExternalId identifier, final String dataProvider, final String dataField) {
    HistoricalTimeSeriesInfoSearchRequest searchRequest = new HistoricalTimeSeriesInfoSearchRequest(identifier);
    searchRequest.setDataField(dataField);
    searchRequest.setDataProvider(BloombergDataUtils.resolveDataProvider(dataProvider));
    searchRequest.setDataSource(RANDOM_DATA_SOURCE_NAME);
    HistoricalTimeSeriesInfoSearchResult searchTimeSeries = _htsMaster.search(searchRequest);
    List<HistoricalTimeSeriesInfoDocument> documents = searchTimeSeries.getDocuments();
    return !documents.isEmpty();
  }
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  protected ManageableHistoricalTimeSeriesInfo select(Collection<ManageableHistoricalTimeSeriesInfo> timeSeriesCandidates, String resolutionKey) {
    return getSelector().select(timeSeriesCandidates, resolutionKey);
  }

  protected Collection<ManageableHistoricalTimeSeriesInfo> search(ExternalIdBundle identifierBundle, LocalDate identifierValidityDate, String dataSource, String dataProvider, String dataField) {
    final HistoricalTimeSeriesInfoSearchRequest searchRequest = new HistoricalTimeSeriesInfoSearchRequest(identifierBundle);
    searchRequest.setValidityDate(identifierValidityDate);
    searchRequest.setDataSource(dataSource);
    searchRequest.setDataProvider(dataProvider);
    searchRequest.setDataField(dataField);
    final HistoricalTimeSeriesInfoSearchResult searchResult = _master.search(searchRequest);
    return searchResult.getInfoList();
  }
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    final HistoricalTimeSeriesInfoSearchResult searchResult = _master.search(searchRequest);
    return searchResult.getInfoList();
  }

  protected HistoricalTimeSeriesResolutionResult search(final String dataSource, final String dataProvider, final String dataField) {
    final HistoricalTimeSeriesInfoSearchRequest searchRequest = new HistoricalTimeSeriesInfoSearchRequest();
    searchRequest.setDataSource(dataSource);
    searchRequest.setDataProvider(dataProvider);
    searchRequest.setDataField(dataField);
    searchRequest.setPagingRequest(PagingRequest.NONE);
    if (_master.search(searchRequest).getPaging().getTotalItems() > 0) {
      return new HistoricalTimeSeriesResolutionResult(null, null);
    } else {
      return null;
    }
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      }
    }
  }

  private HistoricalTimeSeriesInfoSearchRequest getHistoricalSearchRequest(String findProvider) {
    HistoricalTimeSeriesInfoSearchRequest request = new HistoricalTimeSeriesInfoSearchRequest();
    request.setDataProvider(findProvider);
    request.setDataSource(BLOOMBERG_DATA_SOURCE_NAME);
    return request;
  }
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      int pointsAdded = 0;
      int timeSeriesUpdated = 0;
      _feedback.workRequired(_data.getFinishValues().size());
      for (Map.Entry<Pair<ExternalId, String>, Double> centreValue : _data.getFinishValues().entrySet()) {
        s_logger.debug("Updating TS points for {}/{}", centreValue.getKey().getFirst(), centreValue.getKey().getSecond());
        final HistoricalTimeSeriesInfoSearchRequest searchRequest = new HistoricalTimeSeriesInfoSearchRequest();
        searchRequest.addExternalId(centreValue.getKey().getFirst());
        searchRequest.setDataField(centreValue.getKey().getSecond());
        searchRequest.setDataProvider(SimulatedHistoricalData.OG_DATA_PROVIDER);
        searchRequest.setDataSource(SimulatedHistoricalData.OG_DATA_SOURCE);
        final HistoricalTimeSeriesInfoSearchResult searchResult = htsMaster.search(searchRequest);
        if (searchResult.getDocuments().isEmpty()) {
          s_logger.warn("No time series for {}/{}", centreValue.getKey().getFirst(), centreValue.getKey().getSecond());
        } else {
          for (HistoricalTimeSeriesInfoDocument infoDoc : searchResult.getDocuments()) {
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   * @param dataField  the data field, not null
   * @param result  the result map of identifiers, updated if already in database, not null
   * @return the missing identifiers, not null
   */
  protected Set<ExternalId> findTimeSeries(final Set<ExternalId> externalIds, final String dataProvider, final String dataField, final Map<ExternalId, UniqueId> result) {
    HistoricalTimeSeriesInfoSearchRequest searchRequest = new HistoricalTimeSeriesInfoSearchRequest();
    searchRequest.addExternalIds(externalIds);
    searchRequest.setDataField(dataField);
    if (dataProvider == null) {
      searchRequest.setDataProvider(BloombergConstants.DEFAULT_DATA_PROVIDER);
    } else {
      searchRequest.setDataProvider(dataProvider);
    }
    searchRequest.setDataSource(BLOOMBERG_DATA_SOURCE_NAME);
    HistoricalTimeSeriesInfoSearchResult searchResult = _htsMaster.search(searchRequest);
   
    Set<ExternalId> missing = new HashSet<ExternalId>(externalIds);
    for (HistoricalTimeSeriesInfoDocument doc : searchResult.getDocuments()) {
      Set<ExternalId> intersection = Sets.intersection(doc.getInfo().getExternalIdBundle().toBundle().getExternalIds(), externalIds).immutableCopy();
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          throw new OpenGammaRuntimeException("Unable to resolve observation time from given dataProvider: " + dataProvider);
        }
        info.setObservationTime(resolvedObservationTime);
       
        // get time-series creating if necessary
        HistoricalTimeSeriesInfoSearchRequest request = new HistoricalTimeSeriesInfoSearchRequest();
        request.setDataField(info.getDataField());
        request.setDataSource(info.getDataSource());
        request.setDataProvider(info.getDataProvider());
        request.setObservationTime(info.getObservationTime());
        request.setExternalIdSearch(new ExternalIdSearch(info.getExternalIdBundle().toBundle(), ExternalIdSearchType.EXACT));
        HistoricalTimeSeriesInfoSearchResult searchResult = _htsMaster.search(request);
        if (searchResult.getDocuments().size() == 0) {
          // add new
          HistoricalTimeSeriesInfoDocument doc = _htsMaster.add(new HistoricalTimeSeriesInfoDocument(info));
          UniqueId uniqueId = _htsMaster.updateTimeSeriesDataPoints(doc.getInfo().getTimeSeriesObjectId(), timeSeries);
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  }

  //-------------------------------------------------------------------------
  private List<HistoricalTimeSeriesInfoDocument> getCurrentTimeSeriesDocuments() {
    // loads all time-series that were originally loaded from Bloomberg
    HistoricalTimeSeriesInfoSearchRequest request = new HistoricalTimeSeriesInfoSearchRequest();
    request.setDataSource(BLOOMBERG_DATA_SOURCE_NAME);
    return removeExpiredTimeSeries(HistoricalTimeSeriesInfoSearchIterator.iterable(_timeSeriesMaster, request));
  }
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