Package com.opengamma.provider.historicaltimeseries

Examples of com.opengamma.provider.historicaltimeseries.HistoricalTimeSeriesProviderGetRequest

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      ExternalIdBundle externalIdBundle, String dataSource, String dataProvider, String dataField,
      LocalDateRange dateRange, Integer maxPoints) {

    s_logger.info("Getting HistoricalTimeSeries for security {}", externalIdBundle);

    HistoricalTimeSeriesProviderGetRequest request = HistoricalTimeSeriesProviderGetRequest.createGet(externalIdBundle, dataSource, dataProvider, dataField, dateRange);
    request.setMaxPoints(maxPoints);
    HistoricalTimeSeriesProviderGetResult result = _provider.getHistoricalTimeSeries(request);
    LocalDateDoubleTimeSeries timeSeries = result.getResultMap().get(externalIdBundle);
    if (timeSeries == null) {
      s_logger.info("Unable to get HistoricalTimeSeries for {}", externalIdBundle);
      return null;
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  // code copied from AbstractHistoricalTimeSeriesProvider due to lack of multiple inheritance
  @Override
  public LocalDateDoubleTimeSeries getHistoricalTimeSeries(
      ExternalIdBundle externalIdBundle, String dataSource, String dataProvider, String dataField) {
   
    HistoricalTimeSeriesProviderGetRequest request = HistoricalTimeSeriesProviderGetRequest.createGet(externalIdBundle, dataSource, dataProvider, dataField);
    HistoricalTimeSeriesProviderGetResult result = getHistoricalTimeSeries(request);
    return result.getResultMap().get(externalIdBundle);
  }
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  @Override
  public LocalDateDoubleTimeSeries getHistoricalTimeSeries(
      ExternalIdBundle externalIdBundle, String dataSource, String dataProvider, String dataField, LocalDateRange dateRange) {
   
    HistoricalTimeSeriesProviderGetRequest request = HistoricalTimeSeriesProviderGetRequest.createGet(externalIdBundle, dataSource, dataProvider, dataField, dateRange);
    HistoricalTimeSeriesProviderGetResult result = getHistoricalTimeSeries(request);
    return result.getResultMap().get(externalIdBundle);
  }
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  @Override
  public Pair<LocalDate, Double> getLatestDataPoint(
      ExternalIdBundle externalIdBundle, String dataSource, String dataProvider, String dataField) {
   
    HistoricalTimeSeriesProviderGetRequest request = HistoricalTimeSeriesProviderGetRequest.createGetLatest(externalIdBundle, dataSource, dataProvider, dataField);
    HistoricalTimeSeriesProviderGetResult result = getHistoricalTimeSeries(request);
    LocalDateDoubleTimeSeries series = result.getResultMap().get(externalIdBundle);
    if (series == null || series.isEmpty()) {
      return null;
    }
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  @Override
  public Map<ExternalIdBundle, LocalDateDoubleTimeSeries> getHistoricalTimeSeries(
      Set<ExternalIdBundle> externalIdBundleSet, String dataSource, String dataProvider, String dataField, LocalDateRange dateRange) {
   
    HistoricalTimeSeriesProviderGetRequest request = HistoricalTimeSeriesProviderGetRequest.createGetBulk(externalIdBundleSet, dataSource, dataProvider, dataField, dateRange);
    HistoricalTimeSeriesProviderGetResult result = getHistoricalTimeSeries(request);
    return result.getResultMap();
  }
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  }

  //-------------------------------------------------------------------------
  @Test
  public void testGet() {
    final HistoricalTimeSeriesProviderGetRequest request = HistoricalTimeSeriesProviderGetRequest.createGet(
        ExternalIdBundle.of("A", "B"), "S", "P", "F", LocalDateRange.ALL);
    final HistoricalTimeSeriesProviderGetResult result = new HistoricalTimeSeriesProviderGetResult();
   
    when(_underlying.getHistoricalTimeSeries(same(request))).thenReturn(result);
   
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  }

  @Test
  public void test_get_request() {
    NoneFoundHistoricalTimeSeriesProvider test = new NoneFoundHistoricalTimeSeriesProvider();
    HistoricalTimeSeriesProviderGetRequest request = HistoricalTimeSeriesProviderGetRequest.createGet(ExternalIdBundle.of("A", "B"), "FOO", "BAR", "BAZ", LocalDateRange.ALL);
    HistoricalTimeSeriesProviderGetResult expected = new HistoricalTimeSeriesProviderGetResult();
    assertEquals(expected, test.getHistoricalTimeSeries(request));
  }
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    _cachingProvider = new EHCachingHistoricalTimeSeriesProvider(_underlyingProvider, _cacheManager);
  }

  //-------------------------------------------------------------------------
  public void test_get_all() {
    HistoricalTimeSeriesProviderGetRequest request = HistoricalTimeSeriesProviderGetRequest.createGet(BUNDLE, "S", "P", "F");
    HistoricalTimeSeriesProviderGetResult result = new HistoricalTimeSeriesProviderGetResult();
    result.getResultMap().put(BUNDLE, BIG_HTS);
   
    when(_underlyingProvider.getHistoricalTimeSeries(request)).thenReturn(result);
   
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    // underlying source should only have been called once if cache worked as expected
    verify(_underlyingProvider, times(1)).getHistoricalTimeSeries(request);
  }

  public void test_get_subset() {
    HistoricalTimeSeriesProviderGetRequest request = HistoricalTimeSeriesProviderGetRequest.createGet(BUNDLE, "S", "P", "F");
    request.setMaxPoints(-1);
    HistoricalTimeSeriesProviderGetRequest allRequest = HistoricalTimeSeriesProviderGetRequest.createGet(BUNDLE, "S", "P", "F");
    HistoricalTimeSeriesProviderGetResult result = new HistoricalTimeSeriesProviderGetResult();
    result.getResultMap().put(BUNDLE, BIG_HTS);
   
    when(_underlyingProvider.getHistoricalTimeSeries(allRequest)).thenReturn(result);
   
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    verify(_underlyingProvider, times(0)).getHistoricalTimeSeries(request);
  }

  //-------------------------------------------------------------------------
  public void test_get_all_notFound() {
    HistoricalTimeSeriesProviderGetRequest request = HistoricalTimeSeriesProviderGetRequest.createGet(BUNDLE, "S", "P", "F");
    HistoricalTimeSeriesProviderGetResult result = new HistoricalTimeSeriesProviderGetResult();
    result.getResultMap().put(BUNDLE, null);
   
    when(_underlyingProvider.getHistoricalTimeSeries(request)).thenReturn(result);
   
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Related Classes of com.opengamma.provider.historicaltimeseries.HistoricalTimeSeriesProviderGetRequest

  • com.opengamma.bbg.historicaltimeseries.BloombergHistoricalTimeSeriesProviderTest
  • com.opengamma.provider.historicaltimeseries.impl.AbstractHistoricalTimeSeriesProvider
  • com.opengamma.provider.historicaltimeseries.impl.DataHistoricalTimeSeriesProviderResourceTest
  • com.opengamma.provider.historicaltimeseries.impl.EHCachingHistoricalTimeSeriesProvider
  • com.opengamma.provider.historicaltimeseries.impl.EHCachingHistoricalTimeSeriesProviderTest
  • com.opengamma.provider.historicaltimeseries.impl.MarketDataProviderHistoricalTimeSeriesSource
  • com.opengamma.provider.historicaltimeseries.impl.NoneFoundHistoricalTimeSeriesProviderTest
  • com.opengamma.provider.historicaltimeseries.impl.RemoteHistoricalTimeSeriesProvider
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