Package com.opengamma.master.historicaltimeseries

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

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      HistoricalTimeSeriesInfoSearchResult searchResult = _htsMaster.search(searchRequest);
      oId = searchResult.getFirstDocument() == null ? null : searchResult.getFirstDocument().getObjectId();

      // if this is a new hts, create it
      if (oId == null) {
        ManageableHistoricalTimeSeriesInfo info = new ManageableHistoricalTimeSeriesInfo();
        info.setDataField(dataField);
        info.setDataProvider(dataProvider);
        info.setDataSource(dataSource);
        info.setObservationTime(observationTime);
        info.setExternalIdBundle(ExternalIdBundleWithDates.of(htsId.toBundle()));
        info.setName(dataProvider + " " + dataField + " - " + htsId.getValue());
        HistoricalTimeSeriesInfoDocument infoDoc = new HistoricalTimeSeriesInfoDocument();
        infoDoc.setInfo(info);
        infoDoc = _htsMaster.add(infoDoc);

        oId = infoDoc.getObjectId();
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          _completionService.submit(new Callable<UniqueId>() {
           
            @Override
            public UniqueId call() throws Exception {
              try {
                ManageableHistoricalTimeSeriesInfo added = htsMaster.add(infoDoc).getInfo();
                htsMaster.updateTimeSeriesDataPoints(added.getTimeSeriesObjectId(), timeSeries.getTimeSeries());
                return added.getUniqueId();
              } catch (Exception ex) {
                ex.printStackTrace();
                return null;
              }
            }
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  private Map<ExternalId, UniqueId> addToMaster(
      Set<ExternalId> missingIdentifiers, String dataProvider, String dataField, LocalDate startDate, LocalDate endDate) {
    Map<ExternalId, UniqueId> result = new HashMap<ExternalId, UniqueId>();
    for (ExternalId identifier : missingIdentifiers) {
      // add the info
      ManageableHistoricalTimeSeriesInfo info = new ManageableHistoricalTimeSeriesInfo();
      info.setExternalIdBundle(ExternalIdBundleWithDates.of(ExternalIdWithDates.of(identifier, null, null)));
      info.setDataField(dataField);
      info.setDataProvider(BloombergDataUtils.resolveDataProvider(dataProvider));
      info.setObservationTime(BloombergDataUtils.resolveObservationTime(dataProvider));
      info.setDataSource(RANDOM_DATA_SOURCE_NAME);
      HistoricalTimeSeriesInfoDocument addedDoc = _htsMaster.add(new HistoricalTimeSeriesInfoDocument(info));
      // add the series
      LocalDateDoubleTimeSeries timeSeries = generateRandomHistoricalTimeSeries(startDate, endDate);
      UniqueId uid = _htsMaster.updateTimeSeriesDataPoints(addedDoc.getInfo().getTimeSeriesObjectId(), timeSeries);
      result.put(identifier, uid);
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    validateDocument(document);

    final ObjectId objectId = _objectIdSupplier.get();
    final UniqueId uniqueId = objectId.atVersion("");
    final HistoricalTimeSeriesInfoDocument cloned = JodaBeanUtils.clone(document);
    final ManageableHistoricalTimeSeriesInfo info = cloned.getInfo();
    info.setUniqueId(uniqueId);
    final Instant now = Instant.now();
    cloned.setVersionFromInstant(now);
    cloned.setCorrectionFromInstant(now);
    cloned.getInfo().setTimeSeriesObjectId(objectId);
    _store.put(objectId, cloned);
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  @Override
  public HistoricalTimeSeriesResolutionResult resolve(final ExternalIdBundle identifierBundle, final LocalDate identifierValidityDate, final String dataSource, final String dataProvider,
      final String dataField, final String resolutionKey) {
    if (identifierBundle != null) {
      Collection<ManageableHistoricalTimeSeriesInfo> timeSeriesCandidates = search(identifierBundle, identifierValidityDate, dataSource, dataProvider, dataField);
      ManageableHistoricalTimeSeriesInfo selectedResult = select(timeSeriesCandidates, resolutionKey);
      if (selectedResult == null) {
        s_logger.warn("Resolver failed to find any time-series for {} using {}/{}", new Object[] {identifierBundle, dataField, resolutionKey });
        return null;
      }
      return new HistoricalTimeSeriesResolutionResult(selectedResult);
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    for (int i = 0; i < NUM_SERIES; i++) {
      ExternalId id1 = ExternalId.of("sa" + i, "ida" + i);
      ExternalIdBundle identifiers = ExternalIdBundle.of(id1);
     
      ManageableHistoricalTimeSeriesInfo info = new ManageableHistoricalTimeSeriesInfo();
      info.setName("BLOOMBERG CMPL");
      info.setDataField("CLOSE");
      info.setDataProvider("CMPL");
      info.setDataSource("BLOOMBERG");
      info.setObservationTime("LDN_CLOSE");
      info.setExternalIdBundle(ExternalIdBundleWithDates.of(identifiers));
      HistoricalTimeSeriesInfoDocument doc = new HistoricalTimeSeriesInfoDocument(info);
      s_logger.debug("adding timeseries {}", doc);
      doc = _htsMaster.add(doc);
     
      LocalDateDoubleTimeSeries randomPoints = RandomTimeSeriesGenerator.makeRandomTimeSeries(1);
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    ArgumentChecker.notNull(htsMaster, "htsMaster");
    _htsMaster = htsMaster;
  }

  public static ManageableHistoricalTimeSeriesInfo getSimulatedTimeSeriesInfo(final String dataField, final ExternalId identifier) {
    final ManageableHistoricalTimeSeriesInfo info = new ManageableHistoricalTimeSeriesInfo();
    info.setName(dataField + " " + identifier);
    info.setDataField(dataField);
    info.setDataSource(OG_DATA_SOURCE);
    info.setDataProvider(OG_DATA_PROVIDER);
    info.setObservationTime(HistoricalTimeSeriesConstants.LONDON_CLOSE);
    final ExternalIdWithDates id = ExternalIdWithDates.of(identifier, null, null);
    final ExternalIdBundleWithDates bundle = ExternalIdBundleWithDates.of(id);
    info.setExternalIdBundle(bundle);
    return info;
  }
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    final StringBuilder buf = new StringBuilder("loading ").append(getFinishValues().size()).append(" timeseries");
    for (final Entry<Pair<ExternalId, String>, Double> entry : getFinishValues().entrySet()) {
      final ExternalId identifier = entry.getKey().getFirst();
      final String dataField = entry.getKey().getSecond();
      final Double finishValue = entry.getValue();
      final ManageableHistoricalTimeSeriesInfo info = getSimulatedTimeSeriesInfo(dataField, identifier);
      buf.append("\t").append(identifier).append(" ").append(dataField).append("\n");
      final HistoricalTimeSeriesInfoDocument addedDoc = _htsMaster.add(new HistoricalTimeSeriesInfoDocument(info));
      final LocalDateDoubleTimeSeries timeSeries = getHistoricalDataPoints(random, finishValue, TS_LENGTH);
      _htsMaster.updateTimeSeriesDataPoints(addedDoc.getInfo().getTimeSeriesObjectId(), timeSeries);
    }
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    // Add timeseries to data store
    for (Entry<ExternalIdBundle, LocalDateDoubleTimeSeries> entry : tsMap.entrySet()) {
      ExternalIdBundle identifers = entry.getKey();
      LocalDateDoubleTimeSeries timeSeries = entry.getValue();
      if (timeSeries != null && !timeSeries.isEmpty()) {
        ManageableHistoricalTimeSeriesInfo info = new ManageableHistoricalTimeSeriesInfo();
        ExternalIdBundleWithDates bundleWithDates = identifiersToBundleWithDates.get(identifers);
        info.setExternalIdBundle(bundleWithDates);
        info.setDataField(dataField);
        info.setDataSource(BLOOMBERG_DATA_SOURCE_NAME);
        ExternalIdBundle bundle = bundleWithDates.toBundle(LocalDate.now(OpenGammaClock.getInstance()));
        String idStr = Objects.firstNonNull(
            bundle.getValue(ExternalSchemes.BLOOMBERG_TICKER),
            Objects.firstNonNull(
              bundle.getExternalId(ExternalSchemes.BLOOMBERG_BUID),
              bundle.getExternalIds().iterator().next())).toString();
        info.setName(dataField + " " + idStr);
        info.setDataProvider(dataProvider);
        String resolvedObservationTime = BloombergDataUtils.resolveObservationTime(dataProvider);
        if (resolvedObservationTime == null) {
          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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  @Override
  public boolean updateTimeSeries(final UniqueId uniqueId) {
    ArgumentChecker.notNull(uniqueId, "uniqueId");
   
    HistoricalTimeSeriesInfoDocument doc = _htsMaster.get(uniqueId);
    ManageableHistoricalTimeSeriesInfo info = doc.getInfo();
    ExternalIdBundle externalIdBundle = info.getExternalIdBundle().toBundle();
    String dataSource = info.getDataSource();
    String dataProvider = info.getDataProvider();
    String dataField = info.getDataField();
    LocalDateDoubleTimeSeries series = _underlyingHtsProvider.getHistoricalTimeSeries(externalIdBundle, dataSource, dataProvider, dataField);
    if (series == null || series.isEmpty()) {
      return false;
    }
    _htsMaster.correctTimeSeriesDataPoints(doc.getInfo().getTimeSeriesObjectId(), series);
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Related Classes of com.opengamma.master.historicaltimeseries.ManageableHistoricalTimeSeriesInfo$Meta

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