Examples of com.opengamma.timeseries.TimeSeries

com.opengamma.timeseries.TimeSeries
A time-series, which represents the changes in a value over time.
This interface is similar to both a {@code SortedMap} of value keyed by date-timeand a {@code List} of date-time to value pairs.As such, the date/times do not have to be evenly spread over time within the series. @param < T> the date-time type, such as {@code Instant} or {@code LocalDate} @param < V> the value being viewed over time, such as {@code Double}

  public TimeSeries getTimeSeries(final ValueSpecification specification) {
    return _data.get(specification);
  }


  public LocalDateDoubleTimeSeries getDoubleTimeSeries(final ValueSpecification specification) {
    final TimeSeries ts = getTimeSeries(specification);
    if (ts instanceof LocalDateDoubleTimeSeries) {
      return (LocalDateDoubleTimeSeries) ts;
    } else {
      return null;
    }

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      return null;
    }
  }


  public LocalDateObjectTimeSeries getObjectTimeSeries(final ValueSpecification specification) {
    final TimeSeries ts = getTimeSeries(specification);
    if (ts instanceof LocalDateObjectTimeSeries) {
      return (LocalDateObjectTimeSeries) ts;
    } else {
      return null;
    }

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            requirements = true;
          } else {
            result.addTimeSeries(specification, (TimeSeries) queue.remove());
          }
        } else if (ord.intValue() == 2) {
          final TimeSeries timeSeries = deserializer.fieldValueToObject(TimeSeries.class, field);
          if (!requirements) {
            queue.add(timeSeries);
          } else if (queue.isEmpty()) {
            queue.add(timeSeries);
            requirements = false;

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  public TimeSeries getTimeSeries(final ValueRequirement requirement) {
    return _data.get(requirement);
  }


  public LocalDateDoubleTimeSeries getDoubleTimeSeries(final ValueRequirement requirement) {
    final TimeSeries ts = getTimeSeries(requirement);
    if (ts instanceof LocalDateDoubleTimeSeries) {
      return (LocalDateDoubleTimeSeries) ts;
    } else {
      return null;
    }

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      return null;
    }
  }


  public LocalDateObjectTimeSeries getObjectTimeSeries(final ValueRequirement requirement) {
    final TimeSeries ts = getTimeSeries(requirement);
    if (ts instanceof LocalDateObjectTimeSeries) {
      return (LocalDateObjectTimeSeries) ts;
    } else {
      return null;
    }

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            requirements = true;
          } else {
            result.addTimeSeries(requirement, (TimeSeries) queue.remove());
          }
        } else if (ord.intValue() == 2) {
          final TimeSeries timeSeries = deserializer.fieldValueToObject(TimeSeries.class, field);
          if (!requirements) {
            queue.add(timeSeries);
          } else if (queue.isEmpty()) {
            queue.add(timeSeries);
            requirements = false;

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    final Set<ComputedValue> results = Sets.newHashSetWithExpectedSize(desiredValues.size());
    final ComputationTargetSpecification targetSpec = target.toSpecification();
    for (final ValueRequirement desiredValue : desiredValues) {
      final ValueRequirement requirement = getNestedRequirement(executionContext.getComputationTargetResolver(), target, desiredValue.getConstraints());
      if (requirement != null) {
        @SuppressWarnings("rawtypes")
        final TimeSeries ts = evaluationResult.getTimeSeries(requirement);
        if (ts != null) {
          results.add(new ComputedValue(new ValueSpecification(desiredValue.getValueName(), targetSpec, desiredValue.getConstraints()), ts));
        } else {
          s_logger.warn("Nested requirement {} did not produce a time series for {}", requirement, desiredValue);

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    @SuppressWarnings("rawtypes")
    public HistoricalViewEvaluationMarketData makeResult() {
      final HistoricalViewEvaluationMarketData results = new HistoricalViewEvaluationMarketData();
      for (final Map.Entry<ValueSpecification, MarketData> result : entrySet()) {
        final TimeSeries timeSeries = result.getValue()._builder.makeTimeSeries();
        for (ValueSpecification alias : result.getValue()._alias) {
          results.addTimeSeries(alias, timeSeries);
        }
      }
      return results;

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Related Classes of com.opengamma.timeseries.TimeSeries

com.opengamma.financial.analytics.timeseries.HistoricalValuationFunction

com.opengamma.financial.view.HistoricalViewEvaluationMarketData

com.opengamma.financial.view.HistoricalViewEvaluationResult

com.opengamma.financial.view.HistoricalViewEvaluationResultBuilder$MarketDataResults

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