Package com.opengamma.timeseries.date.localdate

Examples of com.opengamma.timeseries.date.localdate.LocalDateDoubleTimeSeries

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  @Test
  public void test_get_OID_101_correctPost3() {
    ObjectId oid = ObjectId.of("DbHts", "DP101");
    ManageableHistoricalTimeSeries test = _htsMaster.getTimeSeries(oid, VersionCorrection.of(_version2Instant.plusSeconds(1), _version3Instant.plusSeconds(1)));
    assertEquals(oid, test.getUniqueId().getObjectId());
    LocalDateDoubleTimeSeries timeSeries = test.getTimeSeries();
    assertEquals(3, timeSeries.size());
    assertEquals(LocalDate.of(2011, 1, 1), timeSeries.getTimeAtIndex(0));
    assertEquals(3.1d, timeSeries.getValueAtIndex(0), 0.0001d);
    assertEquals(LocalDate.of(2011, 1, 2), timeSeries.getTimeAtIndex(1));
    assertEquals(3.21d, timeSeries.getValueAtIndex(1), 0.0001d);
    assertEquals(LocalDate.of(2011, 1, 3), timeSeries.getTimeAtIndex(2));
    assertEquals(3.3d, timeSeries.getValueAtIndex(2), 0.0001d);
  }
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    ObjectId oid = ObjectId.of("DbHts", "DP101");
    ManageableHistoricalTimeSeries test = _htsMaster.getTimeSeries(oid,
        VersionCorrection.of(_version2Instant.plusSeconds(1), _version3Instant.plusSeconds(1)),
        HistoricalTimeSeriesGetFilter.ofRange(null, LocalDate.of(2011, 1, 2)));
    assertEquals(oid, test.getUniqueId().getObjectId());
    LocalDateDoubleTimeSeries timeSeries = test.getTimeSeries();
    assertEquals(2, timeSeries.size());
    assertEquals(LocalDate.of(2011, 1, 1), timeSeries.getTimeAtIndex(0));
    assertEquals(3.1d, timeSeries.getValueAtIndex(0), 0.0001d);
    assertEquals(LocalDate.of(2011, 1, 2), timeSeries.getTimeAtIndex(1));
    assertEquals(3.21d, timeSeries.getValueAtIndex(1), 0.0001d);
  }
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    ObjectId oid = ObjectId.of("DbHts", "DP101");
    ManageableHistoricalTimeSeries test = _htsMaster.getTimeSeries(oid,
        VersionCorrection.of(_version2Instant.plusSeconds(1), _version3Instant.plusSeconds(1)),
        HistoricalTimeSeriesGetFilter.ofRange(LocalDate.of(2011, 1, 2), null));
    assertEquals(oid, test.getUniqueId().getObjectId());
    LocalDateDoubleTimeSeries timeSeries = test.getTimeSeries();
    assertEquals(2, timeSeries.size());
    assertEquals(LocalDate.of(2011, 1, 2), timeSeries.getTimeAtIndex(0));
    assertEquals(3.21d, timeSeries.getValueAtIndex(0), 0.0001d);
    assertEquals(LocalDate.of(2011, 1, 3), timeSeries.getTimeAtIndex(1));
    assertEquals(3.3d, timeSeries.getValueAtIndex(1), 0.0001d);
  }
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    ObjectId oid = ObjectId.of("DbHts", "DP101");
    ManageableHistoricalTimeSeries test = _htsMaster.getTimeSeries(oid,
        VersionCorrection.of(_version2Instant.plusSeconds(1), _version3Instant.plusSeconds(1)),
        HistoricalTimeSeriesGetFilter.ofRange(LocalDate.of(2011, 1, 2), LocalDate.of(2011, 1, 2)));
    assertEquals(oid, test.getUniqueId().getObjectId());
    LocalDateDoubleTimeSeries timeSeries = test.getTimeSeries();
    assertEquals(1, timeSeries.size());
    assertEquals(LocalDate.of(2011, 1, 2), timeSeries.getTimeAtIndex(0));
    assertEquals(3.21d, timeSeries.getValueAtIndex(0), 0.0001d);
  }
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    HistoricalTimeSeriesGetFilter filter = new HistoricalTimeSeriesGetFilter();
    filter.setMaxPoints(2);
    ManageableHistoricalTimeSeries test = _htsMaster.getTimeSeries(oid,
        VersionCorrection.of(_version2Instant.plusSeconds(1), _version3Instant.plusSeconds(1)), filter);
    assertEquals(oid, test.getUniqueId().getObjectId());
    LocalDateDoubleTimeSeries timeSeries = test.getTimeSeries();
    assertEquals(2, timeSeries.size());
    assertEquals(LocalDate.of(2011, 1, 1), timeSeries.getTimeAtIndex(0));
    assertEquals(3.1d, timeSeries.getValueAtIndex(0), 0.0001d);
    assertEquals(LocalDate.of(2011, 1, 2), timeSeries.getTimeAtIndex(1));
    assertEquals(3.21d, timeSeries.getValueAtIndex(1), 0.0001d);
  }
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    ObjectId oid = ObjectId.of("DbHts", "DP101");
    HistoricalTimeSeriesGetFilter filter = HistoricalTimeSeriesGetFilter.ofLatestPoint();
    ManageableHistoricalTimeSeries test = _htsMaster.getTimeSeries(oid,
        VersionCorrection.of(_version2Instant.plusSeconds(1), _version3Instant.plusSeconds(1)), filter);
    assertEquals(oid, test.getUniqueId().getObjectId());
    LocalDateDoubleTimeSeries timeSeries = test.getTimeSeries();
    assertEquals(1, timeSeries.size());
    assertEquals(LocalDate.of(2011, 1, 3), timeSeries.getTimeAtIndex(0));
    assertEquals(3.3d, timeSeries.getValueAtIndex(0), 0.0001d);
  }
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    ObjectId oid = ObjectId.of("DbHts", "DP101");
    HistoricalTimeSeriesGetFilter filter = HistoricalTimeSeriesGetFilter.ofRange(null, LocalDate.of(2011, 1, 2), -1);
    ManageableHistoricalTimeSeries test = _htsMaster.getTimeSeries(oid,
        VersionCorrection.of(_version2Instant.plusSeconds(1), _version3Instant.plusSeconds(1)), filter);
    assertEquals(oid, test.getUniqueId().getObjectId());
    LocalDateDoubleTimeSeries timeSeries = test.getTimeSeries();
    assertEquals(1, timeSeries.size());
    assertEquals(LocalDate.of(2011, 1, 2), timeSeries.getTimeAtIndex(0));
    assertEquals(3.21d, timeSeries.getValueAtIndex(0), 0.0001d);
  }
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    ObjectId oid = ObjectId.of("DbHts", "DP101");
    UniqueId uniqueId = _htsMaster.removeTimeSeriesDataPoints(oid, LocalDate.of(2011, 1, 2), LocalDate.of(2011, 1, 2));
   
    ManageableHistoricalTimeSeries testCorrected = _htsMaster.getTimeSeries(uniqueId);
    assertEquals(uniqueId, testCorrected.getUniqueId());
    LocalDateDoubleTimeSeries timeSeries = testCorrected.getTimeSeries();
    assertEquals(2, timeSeries.size());
    assertEquals(LocalDate.of(2011, 1, 1), timeSeries.getTimeAtIndex(0));
    assertEquals(3.1d, timeSeries.getValueAtIndex(0), 0.001d);
    assertEquals(LocalDate.of(2011, 1, 3), timeSeries.getTimeAtIndex(1));
    assertEquals(3.33d, timeSeries.getValueAtIndex(1), 0.001d);
  }
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    ObjectId oid = ObjectId.of("DbHts", "DP101");
    UniqueId uniqueId = _htsMaster.removeTimeSeriesDataPoints(oid, LocalDate.of(2010, 7, 3), LocalDate.of(2011, 1, 2));
   
    ManageableHistoricalTimeSeries testCorrected = _htsMaster.getTimeSeries(uniqueId);
    assertEquals(uniqueId, testCorrected.getUniqueId());
    LocalDateDoubleTimeSeries timeSeries = testCorrected.getTimeSeries();
    assertEquals(1, timeSeries.size());
    assertEquals(LocalDate.of(2011, 1, 3), timeSeries.getTimeAtIndex(0));
    assertEquals(3.33d, timeSeries.getValueAtIndex(0), 0.001d);
  }
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  public LocalDateDoubleTimeSeries evaluate(final LocalDateDoubleTimeSeries... x) {
    testInputData(x);
    if (x.length > 2) {
      s_logger.info("Have more than two time series in array; only using first two");
    }
    final LocalDateDoubleTimeSeries ts1 = x[0];
    final LocalDateDoubleTimeSeries ts2 = x[1];
    final int n = ts1.size();
    final int[] times = new int[n];
    final double[] returns = new double[n];
    final LocalDateDoubleEntryIterator iter1 = ts1.iterator();
    int i = 0;
    while (iter1.hasNext()) {
      final int date = iter1.nextTimeFast();
      final Double value2 = ts2.getValue(date);
      if (value2 == null || Math.abs(value2) < ZERO) {
        if (getMode().equals(CalculationMode.STRICT)) {
          throw new TimeSeriesException("No data in second series for time " + iter1.currentTime());
        }
      } else {
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