Package com.opengamma.master.historicaltimeseries

Examples of com.opengamma.master.historicaltimeseries.HistoricalTimeSeriesMaster

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        throw new UnsupportedOperationException("load security not supported");
      }
    };
    _orgMaster = new InMemoryOrganizationMaster();
   
    HistoricalTimeSeriesMaster htsMaster = new InMemoryHistoricalTimeSeriesMaster();
    addSecurity(WebResourceTestUtils.getEquitySecurity());
    addSecurity(WebResourceTestUtils.getBondFutureSecurity());
       
    _webSecuritiesResource = new WebSecuritiesResource(_secMaster, _secLoader, htsMaster, _orgMaster);
    MockServletContext sc = new MockServletContext("/web-engine", new FileSystemResourceLoader());
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  private boolean _publishRest = true;


  @Override
  public void init(final ComponentRepository repo, final LinkedHashMap<String, String> configuration) {
    final HistoricalTimeSeriesMaster master = new InMemoryHistoricalTimeSeriesMaster();
    final ComponentInfo info = new ComponentInfo(HistoricalTimeSeriesMaster.class, getClassifier());
    info.addAttribute(ComponentInfoAttributes.LEVEL, 1);
    info.addAttribute(ComponentInfoAttributes.REMOTE_CLIENT_JAVA, RemoteHistoricalTimeSeriesMaster.class);
    info.addAttribute(ComponentInfoAttributes.UNIQUE_ID_SCHEME, InMemoryHistoricalTimeSeriesMaster.DEFAULT_OID_SCHEME);
    repo.registerComponent(info, master);
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    _htsMasterUpdater = new BloombergHTSMasterUpdater(_htsMaster, _historicalTimeSeriesProvider, idProvider);
    _loader = new BloombergHistoricalTimeSeriesLoader(_htsMaster, _historicalTimeSeriesProvider, idProvider);
  }

  private HistoricalTimeSeriesMaster setUpTimeSeriesMaster(DataSourceTransactionManager transactionManager) {
    HistoricalTimeSeriesMaster ts = new DbHistoricalTimeSeriesMaster(getDbConnector());
    return ts;
  }
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    s_logger.debug("running test for database = {}", databaseType);
  }

  //-------------------------------------------------------------------------
  public void update() throws Exception {
    HistoricalTimeSeriesMaster htsMaster = getHtsMaster();
    BloombergHTSMasterUpdater htsMasterUpdater = getHtsMasterUpdater();
    List<Pair<HistoricalTimeSeriesInfoDocument, HistoricalTimeSeries>> previousSeriesDocs = addTimeSeries();
    htsMasterUpdater.run();
    for (Pair<HistoricalTimeSeriesInfoDocument, HistoricalTimeSeries> previous : previousSeriesDocs) {
      HistoricalTimeSeriesInfoDocument currentDoc = htsMaster.get(previous.getFirst().getObjectId(), VersionCorrection.LATEST);
      assertEquals(previous.getFirst().getUniqueId(), currentDoc.getUniqueId());  // document not changed
      HistoricalTimeSeries currentSeries = htsMaster.getTimeSeries(previous.getSecond().getUniqueId(), VersionCorrection.LATEST);
      assertNotNull(currentSeries);
      //will update only for Bloomberg dataSource
      if (previous.getFirst().getInfo().getDataSource().equals(BLOOMBERG_DATA_SOURCE_NAME)) {
        assertEquals(previousWeekDay(), currentSeries.getTimeSeries().getLatestTime());
        LocalDateDoubleTimeSeries previousSeries = previous.getSecond().getTimeSeries();
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    List<Pair<HistoricalTimeSeriesInfoDocument, HistoricalTimeSeries>> previousSeriesDocs = addTimeSeries();
    final LocalDate previousSeriesEnd = previousWeekDay().minusWeeks(1);
    final LocalDate startDate = nextWeekDay(previousSeriesEnd);
    final LocalDate endDate = nextWeekDay(startDate);
   
    HistoricalTimeSeriesMaster htsMaster = getHtsMaster();
    BloombergHTSMasterUpdater htsMasterUpdater = getHtsMasterUpdater();
   
    htsMasterUpdater.setStartDate(startDate);
    htsMasterUpdater.setEndDate(endDate);
    htsMasterUpdater.run();
    for (Pair<HistoricalTimeSeriesInfoDocument, HistoricalTimeSeries> previous : previousSeriesDocs) {
      HistoricalTimeSeries currentSeries = htsMaster.getTimeSeries(previous.getSecond().getUniqueId(), VersionCorrection.LATEST);
      assertNotNull(currentSeries);
      //will update only for Bloomberg dataSource
      if (previous.getFirst().getInfo().getDataSource().equals(BLOOMBERG_DATA_SOURCE_NAME)) {
        assertEquals(endDate, currentSeries.getTimeSeries().getLatestTime());
        LocalDateDoubleTimeSeries previousSeries = previous.getSecond().getTimeSeries();
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    }
  }

  public void reload() throws Exception {
    List<Pair<HistoricalTimeSeriesInfoDocument, HistoricalTimeSeries>> previousDocs = addTimeSeries();
    HistoricalTimeSeriesMaster htsMaster = getHtsMaster();
    BloombergHTSMasterUpdater htsMasterUpdater = getHtsMasterUpdater();
    //sleep for 1sec because of nano sec accuracy lost in the database
    Thread.sleep(1000);
    htsMasterUpdater.setReload(true);
    htsMasterUpdater.run();
    for (Pair<HistoricalTimeSeriesInfoDocument, HistoricalTimeSeries> previous : previousDocs) {
      HistoricalTimeSeries currentSeries = htsMaster.getTimeSeries(previous.getSecond().getUniqueId(), VersionCorrection.LATEST);
      assertNotNull(currentSeries);
      // after reload time series start date should be same, because the test provider returns
      // time-series with previous start date, but this may be different in production
      assertEquals(previous.getSecond().getTimeSeries().getEarliestTime(), currentSeries.getTimeSeries().getEarliestTime());
      // will reload only for Bloomberg dataSource
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    s_logger.debug("running test for database = {}", databaseType);
  }

  //-------------------------------------------------------------------------
  public void updateTimeSeries() throws Exception {
    HistoricalTimeSeriesMaster htsMaster = getHtsMaster();
    BloombergHistoricalTimeSeriesLoader loader = getLoader();
   
    List<Pair<HistoricalTimeSeriesInfoDocument, HistoricalTimeSeries>> previousSeriesDocs = addTimeSeries();
    assertNotNull(previousSeriesDocs);
    assertFalse(previousSeriesDocs.isEmpty());
    HistoricalTimeSeries previousHts = htsMaster.getTimeSeries(previousSeriesDocs.get(0).getSecond().getUniqueId());
    previousHts.getUniqueId();
    assertTrue(loader.updateTimeSeries(previousHts.getUniqueId()));
    HistoricalTimeSeries updatedTS = htsMaster.getTimeSeries(previousHts.getUniqueId(), VersionCorrection.LATEST);
    assertTrue(!previousHts.getUniqueId().equals(updatedTS.getUniqueId()));
    assertTrue(!previousHts.getTimeSeries().equals(updatedTS.getTimeSeries()));
  }
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      System.err.println("Cannot specify both hard-sync and no-additions options");
      return;
    }
    Set<String> filteredClassifiers = filterClassifiers(srcHtsMasters.keySet(), destHtsMasters.keySet());
    for (String classifier : filteredClassifiers) {
      HistoricalTimeSeriesMaster srcHtsMaster = srcHtsMasters.get(classifier);
      HistoricalTimeSeriesMaster destHtsMaster = destHtsMasters.get(classifier);
      HistoricalTimeSeriesMasterCopier copier = new HistoricalTimeSeriesMasterCopier(srcHtsMaster, destHtsMaster);
      copier.copy(fast, hardSync, verbose, noAdditions);
    }
  }
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    final OperationTimer timer = new OperationTimer(s_logger, "Loading time series");
    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>() {
           
            @Override
            public UniqueId call() throws Exception {
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  }

  //-------------------------------------------------------------------------
  @Override
  protected void doRun() throws Exception {
    final HistoricalTimeSeriesMaster historicalTimeSeriesMaster = getToolContext().getHistoricalTimeSeriesMaster();
    if (historicalTimeSeriesMaster == null) {
      s_logger.warn("Historical timeseries master is missing in toolContext");
      return;
    }
    HistoricalTimeSeriesProvider historicalTimeSeriesProvider = getToolContext().getHistoricalTimeSeriesProvider();
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Related Classes of com.opengamma.master.historicaltimeseries.HistoricalTimeSeriesMaster

  • com.opengamma.bbg.loader.hts.AbstractHistoricalTimeSeriesDBTest
  • com.opengamma.bbg.loader.hts.BloombergHistoricalTimeSeriesLoaderTest
  • com.opengamma.bbg.loader.hts.BloombergHTSMasterUpdaterTest
  • com.opengamma.component.factory.master.EHCachingHistoricalTimeSeriesMasterComponentFactory
  • com.opengamma.component.factory.master.InMemoryHistoricalTimeSeriesMasterComponentFactory
  • com.opengamma.examples.simulated.historical.SimulatedHistoricalDataUpdater
  • com.opengamma.integration.copier.TimeSeriesLoaderTest
  • com.opengamma.integration.server.copier.DatabasePopulatorTool
  • com.opengamma.integration.tool.hts.BloombergHTSMasterUpdaterTool
  • com.opengamma.integration.tool.marketdata.HtsSyncTool
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