Package com.opengamma.master.historicaltimeseries

Examples of com.opengamma.master.historicaltimeseries.ManageableHistoricalTimeSeries$Meta

127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
    List<LocalDate> dates = ImmutableList.of(_today);
    List<Double> origValues = ImmutableList.of(1d);
    ImmutableLocalDateDoubleTimeSeries origTs = ImmutableLocalDateDoubleTimeSeries.of(dates, origValues);
    UniqueId id = _htsWriter.writeTimeSeries(DESCRIPTION, DATA_SOURCE, DATA_PROVIDER, DATA_FIELD, OBSERVATION_TIME, ExternalIdBundle.of(ID), origTs);
   
    ManageableHistoricalTimeSeries manageableTs = _htsMaster.getTimeSeries(id);
    LocalDateDoubleTimeSeries readTs = manageableTs.getTimeSeries();
    assertEquals(origTs, readTs);
   
    List<Double> updatedValues = ImmutableList.of(2d);
    ImmutableLocalDateDoubleTimeSeries updatedTs = ImmutableLocalDateDoubleTimeSeries.of(dates, updatedValues);
    id = _htsWriter.writeTimeSeries(DESCRIPTION, DATA_SOURCE, DATA_PROVIDER, DATA_FIELD, OBSERVATION_TIME, ExternalIdBundle.of(ID), updatedTs);
   
    manageableTs = _htsMaster.getTimeSeries(id);
    readTs = manageableTs.getTimeSeries();
    assertEquals(updatedTs, readTs);
  }
View Full Code Here
99
100
101
102
103
104
105
106
107
108
109
110
111
   
    doc.getInfo().setTimeSeriesObjectId(UID.getObjectId());
    searchResult.getDocuments().add(doc);
    when(_mockMaster.search(request)).thenReturn(searchResult);
   
    ManageableHistoricalTimeSeries hts = new ManageableHistoricalTimeSeries();
    hts.setUniqueId(UID);
    hts.setTimeSeries(randomTimeSeries());
    when(_mockMaster.getTimeSeries(UID.getObjectId(), VersionCorrection.LATEST, HistoricalTimeSeriesGetFilter.ofRange(null, null))).thenReturn(hts);
   
    HistoricalTimeSeries test = _tsSource.getHistoricalTimeSeries(IDENTIFIERS, BBG_DATA_SOURCE, CMPL_DATA_PROVIDER, CLOSE_DATA_FIELD);
    verify(_mockMaster, times(1)).getTimeSeries(UID.getObjectId(), VersionCorrection.LATEST, HistoricalTimeSeriesGetFilter.ofRange(null, null));
   
View Full Code Here
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
   
    assertEquals(UID, test.getUniqueId());
  }

  public void getHistoricalTimeSeriesByExternalIdWithoutMetaData() throws Exception {
    ManageableHistoricalTimeSeries hts = new ManageableHistoricalTimeSeries();
    hts.setUniqueId(UID);
    hts.setTimeSeries(randomTimeSeries());
    when(_mockMaster.getTimeSeries(UID, HistoricalTimeSeriesGetFilter.ofRange(null, null))).thenReturn(hts);
    ManageableHistoricalTimeSeriesInfo tsInfo = new ManageableHistoricalTimeSeriesInfo();
    tsInfo.setUniqueId(UID);
    when(_mockResolver.resolve(IDENTIFIERS, LocalDate.now(), null, null, CLOSE_DATA_FIELD, TEST_CONFIG)).thenReturn(new HistoricalTimeSeriesResolutionResult(tsInfo));
   
    HistoricalTimeSeries test = _tsSource.getHistoricalTimeSeries(CLOSE_DATA_FIELD, IDENTIFIERS, TEST_CONFIG);
    verify(_mockMaster, times(1)).getTimeSeries(UID, HistoricalTimeSeriesGetFilter.ofRange(null, null));
   
    assertEquals(UID, test.getUniqueId());
    assertEquals(hts.getTimeSeries().times(), test.getTimeSeries().times());
    assertEquals(hts.getTimeSeries().values(), test.getTimeSeries().values());
  }
View Full Code Here
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
          }
          if (!includeEnd) {
            endInput = end.minusDays(1);
          }
         
          ManageableHistoricalTimeSeries hts = new ManageableHistoricalTimeSeries();
          LocalDateDoubleTimeSeries lddts =
              (maxPoints == null) || (Math.abs(maxPoints) >= timeSeries.subSeries(start, includeStart, end, includeEnd).size())
              ? timeSeries.subSeries(start, includeStart, end, includeEnd)
              : (maxPoints >= 0)
                ? timeSeries.subSeries(start, includeStart, end, includeEnd).head(maxPoints)
                : timeSeries.subSeries(start, includeStart, end, includeEnd).tail(-maxPoints);
          hts.setUniqueId(UID);
          hts.setTimeSeries(lddts);
          when(_mockMaster.getTimeSeries(UID.getObjectId(), VersionCorrection.LATEST, HistoricalTimeSeriesGetFilter.ofRange(startInput, endInput, maxPoints))).thenReturn(hts);
          when(_mockMaster.search(request)).thenReturn(searchResult);
         
          HistoricalTimeSeries test = (maxPoints == null)
              ? _tsSource.getHistoricalTimeSeries(IDENTIFIERS, BBG_DATA_SOURCE, CMPL_DATA_PROVIDER, CLOSE_DATA_FIELD, start, includeStart, end, includeEnd)
              : _tsSource.getHistoricalTimeSeries(IDENTIFIERS, BBG_DATA_SOURCE, CMPL_DATA_PROVIDER, CLOSE_DATA_FIELD, start, includeStart, end, includeEnd, maxPoints);
         
          assertEquals(UID, test.getUniqueId());
          assertEquals(hts.getTimeSeries(), test.getTimeSeries());
        }
      }
    }
  }
View Full Code Here
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
      }
    }
  }

  public void getHistoricalTimeSeriesByUID() throws Exception {
    ManageableHistoricalTimeSeries hts = new ManageableHistoricalTimeSeries();
    hts.setUniqueId(UID);
    hts.setTimeSeries(randomTimeSeries());
    when(_mockMaster.getTimeSeries(UID, HistoricalTimeSeriesGetFilter.ofRange(null, null))).thenReturn(hts);
   
    HistoricalTimeSeries test = _tsSource.getHistoricalTimeSeries(UID);
    verify(_mockMaster, times(1)).getTimeSeries(UID, HistoricalTimeSeriesGetFilter.ofRange(null, null));
   
    assertEquals(UID, test.getUniqueId());
    assertEquals(hts.getTimeSeries().times(), test.getTimeSeries().times());
    assertEquals(hts.getTimeSeries().values(), test.getTimeSeries().values());
  }
View Full Code Here
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
    LocalDateDoubleTimeSeries input = ImmutableLocalDateDoubleTimeSeries.of(dates, values);
   
    UniqueId uniqueId = testPopulated.updateTimeSeriesDataPoints(doc1.getUniqueId(), input);
    assertEquals(doc1.getUniqueId().getObjectId(), uniqueId.getObjectId());
   
    ManageableHistoricalTimeSeries test = testPopulated.getTimeSeries(uniqueId);
    assertEquals(uniqueId, test.getUniqueId());
    assertEquals(input, test.getTimeSeries());
   
    LocalDate[] dates2 = {LocalDate.of(2011, 1, 1), LocalDate.of(2011, 1, 3)};
    double[] values2 = {1.5d, 2.5d};
    LocalDateDoubleTimeSeries input2 = ImmutableLocalDateDoubleTimeSeries.of(dates2, values2);
   
    UniqueId uniqueId2 = testPopulated.correctTimeSeriesDataPoints(doc1.getUniqueId(), input2);
    assertEquals(doc1.getUniqueId().getObjectId(), uniqueId2.getObjectId());
   
    LocalDate[] expectedDates = {LocalDate.of(2011, 1, 1), LocalDate.of(2011, 1, 2), LocalDate.of(2011, 1, 3)};
    double[] expectedValues = {1.5d, 2.2d, 2.5d};
    LocalDateDoubleTimeSeries expected = ImmutableLocalDateDoubleTimeSeries.of(expectedDates, expectedValues);
    ManageableHistoricalTimeSeries test2 = testPopulated.getTimeSeries(uniqueId);
    assertEquals(uniqueId, test2.getUniqueId());
    assertEquals(expected, test2.getTimeSeries());
  }
View Full Code Here
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
    LocalDateDoubleTimeSeries input = ImmutableLocalDateDoubleTimeSeries.of(dates, values);
   
    UniqueId uniqueId = testPopulated.updateTimeSeriesDataPoints(doc1.getUniqueId(), input);
    assertEquals(doc1.getUniqueId().getObjectId(), uniqueId.getObjectId());
   
    ManageableHistoricalTimeSeries test = testPopulated.getTimeSeries(uniqueId);
    assertEquals(uniqueId, test.getUniqueId());
    assertEquals(input, test.getTimeSeries());
   
    UniqueId uniqueId2 = testPopulated.removeTimeSeriesDataPoints(doc1.getUniqueId(), LocalDate.of(2011, 1, 2), null);
    assertEquals(doc1.getUniqueId().getObjectId(), uniqueId2.getObjectId());
   
    LocalDate[] expectedDates = {LocalDate.of(2011, 1, 1)};
    double[] expectedValues = {1.1d};
    LocalDateDoubleTimeSeries expected = ImmutableLocalDateDoubleTimeSeries.of(expectedDates, expectedValues);
    ManageableHistoricalTimeSeries test2 = testPopulated.getTimeSeries(uniqueId);
    assertEquals(uniqueId, test2.getUniqueId());
    assertEquals(expected, test2.getTimeSeries());
  }
View Full Code Here
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
        2.2d,
        2.0d
    };
    LocalDateDoubleTimeSeries input = ImmutableLocalDateDoubleTimeSeries.of(dates, values);
    testPopulated.updateTimeSeriesDataPoints(doc1.getUniqueId(), input);
    ManageableHistoricalTimeSeries reference = testPopulated.getTimeSeries(doc1.getUniqueId());
   
    // Get entire series using blank filter
    HistoricalTimeSeriesGetFilter filter = HistoricalTimeSeriesGetFilter.ofAll();
    ManageableHistoricalTimeSeries test = testPopulated.getTimeSeries(doc1.getUniqueId(), filter);
    assertEquals(reference.getTimeSeries(), test.getTimeSeries());
    assertEquals(input, test.getTimeSeries());

    // Get filtered by time, open-ended end
    filter.setEarliestDate(reference.getTimeSeries().getTimeAtIndex(1)); // exclude first point
    test = testPopulated.getTimeSeries(doc1.getUniqueId(), filter);
    assertEquals(reference.getTimeSeries().size() - 1, test.getTimeSeries().size());
    assertEquals(reference.getTimeSeries().getValueAtIndex(1), test.getTimeSeries().getEarliestValue());
    assertEquals(reference.getTimeSeries().getTimeAtIndex(1), test.getTimeSeries().getEarliestTime());
    assertEquals(reference.getTimeSeries().getValueAtIndex(reference.getTimeSeries().size() - 1), test.getTimeSeries().getLatestValue());
    assertEquals(reference.getTimeSeries().getTimeAtIndex(reference.getTimeSeries().size() - 1), test.getTimeSeries().getLatestTime());   

    // Get filtered by time, closed at both ends
    filter.setLatestDate(reference.getTimeSeries().getTimeAtIndex(reference.getTimeSeries().size() - 2)); // exclude last point
    test = testPopulated.getTimeSeries(doc1.getUniqueId(), filter);
    assertEquals(reference.getTimeSeries().size() - 2, test.getTimeSeries().size());
    assertEquals(reference.getTimeSeries().getValueAtIndex(1), test.getTimeSeries().getEarliestValue());
    assertEquals(reference.getTimeSeries().getTimeAtIndex(1), test.getTimeSeries().getEarliestTime());
    assertEquals(reference.getTimeSeries().getValueAtIndex(reference.getTimeSeries().size() - 2), test.getTimeSeries().getLatestValue());
    assertEquals(reference.getTimeSeries().getTimeAtIndex(reference.getTimeSeries().size() - 2), test.getTimeSeries().getLatestTime());
   
    // Get filtered by time, open-ended start
    filter.setEarliestDate(null);
    test = testPopulated.getTimeSeries(doc1.getUniqueId(), filter);
    assertEquals(reference.getTimeSeries().size() - 1, test.getTimeSeries().size());
    assertEquals(reference.getTimeSeries().getValueAtIndex(0), test.getTimeSeries().getEarliestValue());
    assertEquals(reference.getTimeSeries().getTimeAtIndex(0), test.getTimeSeries().getEarliestTime());
    assertEquals(reference.getTimeSeries().getValueAtIndex(reference.getTimeSeries().size() - 2), test.getTimeSeries().getLatestValue());
    assertEquals(reference.getTimeSeries().getTimeAtIndex(reference.getTimeSeries().size() - 2), test.getTimeSeries().getLatestTime());

    // Get filtered by +ve maxPoints, open-ended start
    filter.setMaxPoints(2); // get earliest two points
    test = testPopulated.getTimeSeries(doc1.getUniqueId(), filter);
    assertEquals(2, test.getTimeSeries().size());
    assertEquals(reference.getTimeSeries().getTimeAtIndex(0), test.getTimeSeries().getTimeAtIndex(0));
    assertEquals(reference.getTimeSeries().getValueAtIndex(0), test.getTimeSeries().getValueAtIndex(0));
    assertEquals(reference.getTimeSeries().getTimeAtIndex(1), test.getTimeSeries().getTimeAtIndex(1));
    assertEquals(reference.getTimeSeries().getValueAtIndex(1), test.getTimeSeries().getValueAtIndex(1));
   
    // Get filtered by +ve maxPoints, closed date range
    filter.setEarliestDate(reference.getTimeSeries().getTimeAtIndex(1)); // exclude first point
    test = testPopulated.getTimeSeries(doc1.getUniqueId(), filter);
    assertEquals(2, test.getTimeSeries().size());
    assertEquals(reference.getTimeSeries().getTimeAtIndex(1), test.getTimeSeries().getTimeAtIndex(0));
    assertEquals(reference.getTimeSeries().getValueAtIndex(1), test.getTimeSeries().getValueAtIndex(0));
    assertEquals(reference.getTimeSeries().getTimeAtIndex(2), test.getTimeSeries().getTimeAtIndex(1));
    assertEquals(reference.getTimeSeries().getValueAtIndex(2), test.getTimeSeries().getValueAtIndex(1));
   
    // Get filtered by -ve maxPoints, closed date range
    filter.setMaxPoints(-2); // get latest two points
    test = testPopulated.getTimeSeries(doc1.getUniqueId(), filter);
    assertEquals(2, test.getTimeSeries().size());
    assertEquals(reference.getTimeSeries().getTimeAtIndex(reference.getTimeSeries().size() - 3), test.getTimeSeries().getTimeAtIndex(0));
    assertEquals(reference.getTimeSeries().getValueAtIndex(reference.getTimeSeries().size() - 3), test.getTimeSeries().getValueAtIndex(0));
    assertEquals(reference.getTimeSeries().getTimeAtIndex(reference.getTimeSeries().size() - 2), test.getTimeSeries().getTimeAtIndex(1));
    assertEquals(reference.getTimeSeries().getValueAtIndex(reference.getTimeSeries().size() - 2), test.getTimeSeries().getValueAtIndex(1));
   
    // Get filtered by -ve maxPoints, open-ended end
    filter.setLatestDate(null);
    test = testPopulated.getTimeSeries(doc1.getUniqueId(), filter);
    assertEquals(2, test.getTimeSeries().size());
    assertEquals(reference.getTimeSeries().getTimeAtIndex(reference.getTimeSeries().size() - 2), test.getTimeSeries().getTimeAtIndex(0));
    assertEquals(reference.getTimeSeries().getValueAtIndex(reference.getTimeSeries().size() - 2), test.getTimeSeries().getValueAtIndex(0));
    assertEquals(reference.getTimeSeries().getTimeAtIndex(reference.getTimeSeries().size() - 1), test.getTimeSeries().getTimeAtIndex(1));
    assertEquals(reference.getTimeSeries().getValueAtIndex(reference.getTimeSeries().size() - 1), test.getTimeSeries().getValueAtIndex(1));  
  }
View Full Code Here
TOP

Related Classes of com.opengamma.master.historicaltimeseries.ManageableHistoricalTimeSeries$Meta

  • com.opengamma.examples.simulated.historical.SimulatedHistoricalDataUpdater
  • com.opengamma.financial.analytics.model.sensitivities.ExternallyProvidedSensitivitiesYieldCurveNodeSensitivitiesFunction
  • com.opengamma.financial.analytics.timeseries.HistoricalTimeSeriesSecurityFunction
  • com.opengamma.integration.copier.timeseries.writer.MasterTimeSeriesWriter
  • com.opengamma.integration.server.copier.DatabasePopulatorTool
  • com.opengamma.integration.tool.marketdata.HistoricalTimeSeriesMasterCopier
  • com.opengamma.master.historicaltimeseries.impl.DataHistoricalDataPointsResource
  • com.opengamma.master.historicaltimeseries.impl.HistoricalTimeSeriesMasterUtils
  • com.opengamma.master.historicaltimeseries.impl.HistoricalTimeSeriesWriterTest
  • com.opengamma.master.historicaltimeseries.impl.InMemoryHistoricalTimeSeriesMaster
    • Copyright © 2018 www.massapicom. All rights reserved.
    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.