Package com.opengamma.master.marketdatasnapshot

Examples of com.opengamma.master.marketdatasnapshot.MarketDataSnapshotDocument

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      } else {
        marketDataSnapshot = new ManageableMarketDataSnapshot();
        marketDataSnapshot.setName(rs.getString("NAME"));
        marketDataSnapshot.setUniqueId(uniqueId);
      }
      MarketDataSnapshotDocument doc = new MarketDataSnapshotDocument();
      doc.setUniqueId(uniqueId);
      doc.setVersionFromInstant(DbDateUtils.fromSqlTimestamp(versionFrom));
      doc.setVersionToInstant(DbDateUtils.fromSqlTimestampNullFarFuture(versionTo));
      doc.setCorrectionFromInstant(DbDateUtils.fromSqlTimestamp(correctionFrom));
      doc.setCorrectionToInstant(DbDateUtils.fromSqlTimestampNullFarFuture(correctionTo));
      doc.setSnapshot(marketDataSnapshot);
      _documents.add(doc);
    }
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  private static MarketDataSnapshotDocument createSnapshot(String basisViewName, String name, UniqueId uid) {
    ManageableMarketDataSnapshot snapshot = new ManageableMarketDataSnapshot();
    snapshot.setBasisViewName(basisViewName);
    snapshot.setName(name);
    snapshot.setUniqueId(uid);
    return new MarketDataSnapshotDocument(snapshot);
  }
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    final ManageableUnstructuredMarketDataSnapshot globalValues = new ManageableUnstructuredMarketDataSnapshot();
    marketDataSnapshot.setGlobalValues(globalValues);
    marketDataSnapshot.setYieldCurves(yieldCurves);

    final MarketDataSnapshotDocument addDoc = new MarketDataSnapshotDocument(marketDataSnapshot);
    final MarketDataSnapshotDocument added = _snpMaster.add(addDoc);

    final MarketDataSnapshotDocument loaded = _snpMaster.get(added.getUniqueId());
    assertEquivalent(added, loaded);
  }
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    volCube.getValues().put(new VolatilityPoint(Tenor.DAY, Tenor.YEAR, -1), new ValueSnapshot(null, null));

    volCubes.put(new VolatilityCubeKey(Currency.USD, "Default"), volCube);
    snapshot1.setVolatilityCubes(volCubes);

    MarketDataSnapshotDocument doc1 = new MarketDataSnapshotDocument(snapshot1);
    doc1 = _snpMaster.add(doc1);

    final ManageableMarketDataSnapshot snapshot2 = new ManageableMarketDataSnapshot();
    snapshot2.setName("SS 2");
    MarketDataSnapshotDocument doc2 = new MarketDataSnapshotDocument(snapshot2);
    doc2 = _snpMaster.add(doc2);

    final MarketDataSnapshotDocument doc1Loaded = _snpMaster.get(doc1.getUniqueId());
    assertEquivalent(doc1, doc1Loaded);

    final MarketDataSnapshotDocument doc2Loaded = _snpMaster.get(doc2.getUniqueId());
    assertEquivalent(doc2, doc2Loaded);

    // Search by name with data
    final MarketDataSnapshotSearchRequest request1 = new MarketDataSnapshotSearchRequest();
    request1.setIncludeData(true);
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    }
  }

  @Override
  public void close() {
    _snapshotMaster.add(new MarketDataSnapshotDocument(_snapshot));
  }
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    ConfigItem<?> value = Iterables.get(viewDefinitions, 0).getValue();
    StructuredMarketDataSnapshot snapshot = makeSnapshot(marketDataSnapshotter, viewProcessor, (ViewDefinition) value.getValue(), viewExecutionOptions);
   
    final ManageableMarketDataSnapshot manageableMarketDataSnapshot = new ManageableMarketDataSnapshot(snapshot);
    manageableMarketDataSnapshot.setName(snapshot.getBasisViewName() + "/" + valuationInstant);
    marketDataSnapshotMaster.add(new MarketDataSnapshotDocument(manageableMarketDataSnapshot));
  }
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        if (snapshotId.isVersioned()) {
          if (versionCorrection != VersionCorrection.LATEST) {
            throw new OpenGammaRuntimeException("Cannot specify both a versioned snapshot and a custom verion-correction");
          }
          // If the version-correction is to be based on a snapshot then use the time at which the snapshot was created
          MarketDataSnapshotDocument snapshotDoc = _snapshotMaster.get(snapshotId.getObjectId(), versionCorrection);
          versionCorrection = VersionCorrection.ofVersionAsOf(snapshotDoc.getVersionFromInstant());
        } else {
          try {
            MarketDataSnapshotDocument snapshotDoc = _snapshotMaster.get(snapshotId.getObjectId(), versionCorrection);
            snapshotId = snapshotDoc.getUniqueId();
          } catch (DataNotFoundException e) {
            s_logger.error("Snapshot " + snapshotId.getObjectId() + " not found for version-correction " + versionCorrection, e);
            throw new OpenGammaRuntimeException("selected snapshot not valid at chosen version date and time");
          }
        }
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    final ObjectId objectId = _objectIdSupplier.get();
    final UniqueId uniqueId = objectId.atVersion("");
    final ManageableMarketDataSnapshot snapshot = document.getSnapshot();
    snapshot.setUniqueId(uniqueId);
    final Instant now = Instant.now();
    final MarketDataSnapshotDocument doc = new MarketDataSnapshotDocument(snapshot);
    doc.setVersionFromInstant(now);
    doc.setCorrectionFromInstant(now);
    _store.put(objectId, doc);
    _changeManager.entityChanged(ChangeType.ADDED, objectId, doc.getVersionFromInstant(), doc.getVersionToInstant(), now);
    return doc;
  }
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    ArgumentChecker.notNull(document.getUniqueId(), "document.uniqueId");
    ArgumentChecker.notNull(document.getSnapshot(), "document.snapshot");
    final UniqueId uniqueId = document.getUniqueId();
    validateUniqueId(uniqueId);
    final Instant now = Instant.now();
    final MarketDataSnapshotDocument storedDocument = _store.get(uniqueId.getObjectId());
    if (storedDocument == null) {
      throw new DataNotFoundException("Snapshot not found: " + uniqueId);
    }
    document.setVersionFromInstant(now);
    document.setVersionToInstant(null);
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  @Override
  public MarketDataSnapshotHistoryResult history(final MarketDataSnapshotHistoryRequest request) {
    ArgumentChecker.notNull(request, "request");
    ArgumentChecker.notNull(request.getObjectId(), "request.objectId");
    validateObjectId(request.getObjectId());
    final MarketDataSnapshotDocument doc = _store.get(request.getObjectId());
    final List<MarketDataSnapshotDocument> list = (doc != null) ? Collections.singletonList(doc) : Collections.<MarketDataSnapshotDocument>emptyList();
    final MarketDataSnapshotHistoryResult result = new MarketDataSnapshotHistoryResult();
    result.setPaging(Paging.of(request.getPagingRequest(), list));
    result.getDocuments().addAll(list);
    return result;
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Related Classes of com.opengamma.master.marketdatasnapshot.MarketDataSnapshotDocument

  • com.opengamma.integration.copier.snapshot.writer.MasterSnapshotWriter
  • com.opengamma.integration.tool.marketdata.MarketDataSnapshotTool
  • com.opengamma.integration.viewer.status.ViewStatusOptionTest
  • com.opengamma.master.marketdatasnapshot.impl.DataMarketDataSnapshotMasterResource
  • com.opengamma.master.marketdatasnapshot.impl.DataMarketDataSnapshotMasterResourceTest
  • com.opengamma.master.marketdatasnapshot.impl.DataMarketDataSnapshotResourceTest
  • com.opengamma.master.marketdatasnapshot.impl.InMemorySnapshotMaster
  • com.opengamma.master.marketdatasnapshot.impl.InMemorySnapshotMasterTest
  • com.opengamma.master.marketdatasnapshot.impl.MasterSnapshotSourceTest
  • com.opengamma.masterdb.marketdatasnapshot.DbMarketDataSnapshotMaster$MarketDataSnapshotDocumentExtractor
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