Examples of com.opengamma.master.historicaltimeseries.HistoricalTimeSeriesInfoSearchRequest

Package com.opengamma.master.historicaltimeseries

Examples of com.opengamma.master.historicaltimeseries.HistoricalTimeSeriesInfoSearchRequest

com.opengamma.master.historicaltimeseries.HistoricalTimeSeriesInfoSearchRequest
Request for searching for historical time-series information.
Documents will be returned that match the search criteria. This class provides the ability to page the results.
This class is mutable and not thread-safe.

  }


  private List<FactorExposure> convertToFactorExposure(List<FactorExposureData> factorExposureDataList) {
    List<FactorExposure> results = new ArrayList<FactorExposure>();
    for (FactorExposureData exposure : factorExposureDataList) {
      HistoricalTimeSeriesInfoSearchRequest exposureSearchRequest = new HistoricalTimeSeriesInfoSearchRequest();
      exposureSearchRequest.addExternalId(exposure.getExposureExternalId());
      exposureSearchRequest.setDataField("EXPOSURE");
      HistoricalTimeSeriesInfoSearchResult exposureSearchResult = data().getHistoricalTimeSeriesMaster().search(exposureSearchRequest);
      HistoricalTimeSeries exposureHTS = null;
      if (exposureSearchResult.getFirstInfo() != null) {
        exposureHTS = data().getHistoricalTimeSeriesMaster().getTimeSeries(exposureSearchResult.getFirstInfo().getTimeSeriesObjectId(), VersionCorrection.LATEST);
      }


      HistoricalTimeSeriesInfoSearchRequest convexitySearchRequest = new HistoricalTimeSeriesInfoSearchRequest();
      convexitySearchRequest.addExternalId(exposure.getExposureExternalId());
      convexitySearchRequest.setDataField("CONVEXITY");
      HistoricalTimeSeriesInfoSearchResult convexitySearchResult = data().getHistoricalTimeSeriesMaster().search(convexitySearchRequest);
      HistoricalTimeSeries convexityHTS = null;
      if (convexitySearchResult.getFirstInfo() != null) {
        convexityHTS = data().getHistoricalTimeSeriesMaster().getTimeSeries(convexitySearchResult.getFirstInfo().getTimeSeriesObjectId(), VersionCorrection.LATEST);
      }


      HistoricalTimeSeriesInfoSearchRequest priceSearchRequest = new HistoricalTimeSeriesInfoSearchRequest();
      priceSearchRequest.addExternalId(exposure.getExposureExternalId());
      priceSearchRequest.setDataField("PX_LAST");
      HistoricalTimeSeriesInfoSearchResult priceSearchResult = data().getHistoricalTimeSeriesMaster().search(priceSearchRequest);
      HistoricalTimeSeries priceHTS = null;
      if (priceSearchResult.getFirstInfo() != null) {
        priceHTS = data().getHistoricalTimeSeriesMaster().getTimeSeries(priceSearchResult.getFirstInfo().getTimeSeriesObjectId(), VersionCorrection.LATEST);
      }

View Full Code Here

  }


  private FlexiBean createSearchResultData(PagingRequest pr, String identifier, String dataSource, String dataProvider, String dataField, String observationTime, String name, UriInfo uriInfo) {
    FlexiBean out = createRootData();
    
    HistoricalTimeSeriesInfoSearchRequest searchRequest = new HistoricalTimeSeriesInfoSearchRequest();
    searchRequest.setPagingRequest(pr);
    searchRequest.setExternalIdValue(StringUtils.trimToNull(identifier));
    searchRequest.setDataSource(StringUtils.trimToNull(dataSource));
    searchRequest.setDataProvider(StringUtils.trimToNull(dataProvider));
    searchRequest.setDataField(StringUtils.trimToNull(dataField));
    searchRequest.setObservationTime(StringUtils.trimToNull(observationTime));
    searchRequest.setName(StringUtils.trimToNull(name));
    MultivaluedMap<String, String> query = uriInfo.getQueryParameters();
    for (int i = 0; query.containsKey("idscheme." + i) && query.containsKey("idvalue." + i); i++) {
      ExternalId id = ExternalId.of(query.getFirst("idscheme." + i), query.getFirst("idvalue." + i));
      searchRequest.addExternalId(id);
    }
    out.put("searchRequest", searchRequest);
    
    if (data().getUriInfo().getQueryParameters().size() > 0) {
      ExternalIdWithDatesDisplayComparator comparator = ExternalIdWithDatesDisplayComparatorUtils.getComparator(data().getConfigSource(), ExternalIdDisplayComparatorUtils.DEFAULT_CONFIG_NAME);

View Full Code Here

   * Creates the output root data.
   * @return the output root data, not null
   */
  protected FlexiBean createRootData() {
    FlexiBean out = super.createRootData();
    HistoricalTimeSeriesInfoSearchRequest searchRequest = new HistoricalTimeSeriesInfoSearchRequest();
    out.put("searchRequest", searchRequest);
    return out;
  }

View Full Code Here

    // normalisation to the time-series. This reproduces the previous behaviour but probably indicates that the
    // time-series information is in the wrong place.
    
    // Get the last price HTS for the security
    ObjectId tsObjectId = null;
    HistoricalTimeSeriesInfoSearchRequest searchRequest =
        new HistoricalTimeSeriesInfoSearchRequest(security.getExternalIdBundle());
    HistoricalTimeSeriesInfoSearchResult searchResult = data().getHistoricalTimeSeriesMaster().search(searchRequest);
    if (searchResult.getFirstInfo() != null) {
      tsObjectId = searchResult.getFirstInfo().getUniqueId().getObjectId();
    }

View Full Code Here

    out.put("deleted", !doc.isLatest());
    return out;
  }


  private Collection<ManageableHistoricalTimeSeriesInfo> getRelatedTimeSeries() {
    HistoricalTimeSeriesInfoSearchRequest searchRequest = 
        new HistoricalTimeSeriesInfoSearchRequest(data().getInfo().getInfo().getExternalIdBundle().toBundle());
    searchRequest.setPagingRequest(PagingRequest.FIRST_PAGE);
    HistoricalTimeSeriesInfoSearchResult searchResult = data().getHistoricalTimeSeriesMaster().search(searchRequest);    
    Collection<ManageableHistoricalTimeSeriesInfo> result = searchResult.getInfoList();
    result.remove(data().getInfo().getInfo()); // remove the original time series itself from its related list
    return result;
  }

View Full Code Here

                                 EHCachingSearchCache.extractUniqueIds(result.getDocuments()));
      }
    });


    // Prime document search cache
    HistoricalTimeSeriesInfoSearchRequest defaultSearch = new HistoricalTimeSeriesInfoSearchRequest();
    _documentSearchCache.prefetch(defaultSearch, PagingRequest.FIRST_PAGE);
  }

View Full Code Here

    ArgumentChecker.notNull(dataField, "dataField");
    ArgumentChecker.notNull(observationTime, "observationTime");
    ArgumentChecker.notNull(externalIdBundle, "externalIdBundle");
    ArgumentChecker.notNull(timeSeries, "timeSeries");
    
    HistoricalTimeSeriesInfoSearchRequest htsSearchReq = new HistoricalTimeSeriesInfoSearchRequest();
    ExternalIdSearch idSearch = new ExternalIdSearch(externalIdBundle);
    if (externalIdSearchType != null) {
      idSearch.setSearchType(externalIdSearchType);
    }
    htsSearchReq.setExternalIdSearch(idSearch);
    htsSearchReq.setDataSource(dataSource);
    htsSearchReq.setDataProvider(dataProvider);
    htsSearchReq.setDataField(dataField);
    htsSearchReq.setObservationTime(observationTime);
    HistoricalTimeSeriesInfoSearchResult searchResult = _htsMaster.search(htsSearchReq);
    if (searchResult.getDocuments().size() > 0) {
      if (searchResult.getDocuments().size() > 1) {
        s_logger.warn("Found multiple time-series matching search. Will only update the first. Search {} returned {}", htsSearchReq, searchResult.getInfoList());
      }

View Full Code Here

    ArgumentChecker.notNull(document.getInfo().getDataProvider(), "document.info.dataProvider");
    ArgumentChecker.notNull(document.getInfo().getObservationTime(), "document.info.observationTime");
    ArgumentChecker.notNull(document.getInfo().getExternalIdBundle(), "document.info.externalIdBundle");
    
    try (Timer.Context context = _htsAddTimer.time()) {
      HistoricalTimeSeriesInfoSearchRequest request = new HistoricalTimeSeriesInfoSearchRequest();
      request.setDataField(document.getInfo().getDataField());
      request.setDataSource(document.getInfo().getDataSource());
      request.setDataProvider(document.getInfo().getDataProvider());
      request.setObservationTime(document.getInfo().getObservationTime());
      request.setExternalIdSearch(new ExternalIdSearch(document.getInfo().getExternalIdBundle().toBundle(), ExternalIdSearchType.EXACT));
      HistoricalTimeSeriesInfoSearchResult result = search(request);
      if (result.getDocuments().size() > 0) {
        throw new DataDuplicationException("Unable to add as similar row exists already: " + result.getDocuments().get(0).getObjectId() + " matched " + request);
      }
      return super.add(document);

View Full Code Here

    assertEquals("Hello", added.getUniqueId().getScheme());
  }


  //-------------------------------------------------------------------------
  public void test_search_emptyMaster() {
    HistoricalTimeSeriesInfoSearchRequest request = new HistoricalTimeSeriesInfoSearchRequest();
    HistoricalTimeSeriesInfoSearchResult result = testEmpty.search(request);
    assertEquals(0, result.getPaging().getTotalItems());
    assertEquals(0, result.getDocuments().size());
  }

View Full Code Here

    assertEquals(0, result.getPaging().getTotalItems());
    assertEquals(0, result.getDocuments().size());
  }


  public void test_search_populatedMaster_all() {
    HistoricalTimeSeriesInfoSearchRequest request = new HistoricalTimeSeriesInfoSearchRequest();
    HistoricalTimeSeriesInfoSearchResult result = testPopulated.search(request);
    assertEquals(2, result.getPaging().getTotalItems());
    List<HistoricalTimeSeriesInfoDocument> docs = result.getDocuments();
    assertEquals(2, docs.size());
    assertEquals(true, docs.contains(doc1));

View Full Code Here

0 1 2 3 4 5 6 7

TOP

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

All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.