Package com.opengamma.timeseries.date.localdate

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

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      cacheElement = _cache.get(wholeHtsKey);
      if (cacheElement != null) {
        if (cacheElement.getObjectValue() == NO_HTS) {
          return NO_HTS;
        }
        LocalDateDoubleTimeSeries wholeHts = (LocalDateDoubleTimeSeries) cacheElement.getObjectValue();
        LocalDateDoubleTimeSeries filteredHts = filterResult(wholeHts, requestKey.getDateRange(), requestKey.getMaxPoints());
        _cache.put(new Element(requestKey, filteredHts));  // re-cache under filtered values
        s_logger.debug("Derived time-series from cache: {}", requestKey);
        return filteredHts;
      }
    }
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    assertEquals(ImmutableLocalDateDoubleTimeSeries.class, cycleObject.getClass());
    assertEquals(ts, cycleObject);
  }

  public void testCycle3() {
    LocalDateDoubleTimeSeries cycleObject = cycleObject(LocalDateDoubleTimeSeries.class, ts);
    assertEquals(ImmutableLocalDateDoubleTimeSeries.class, cycleObject.getClass());
    assertEquals(ts, cycleObject);
  }
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    }

    // Get the actual data points and attach to the Manageable HTS
    if (filter.getLatestDate() == null || filter.getEarliestDate() == null || !filter.getLatestDate().isBefore(filter.getEarliestDate())) {
      final String sqlPoints = getElSqlBundle().getSql("SelectDataPoints", args);
      final LocalDateDoubleTimeSeries series = namedJdbc.query(sqlPoints, args, new DataPointsExtractor());
      result.setTimeSeries(series);
    } else {
      //TODO: this is a hack, most of the places that call with this condition want some kind of metadata, which it would be cheaper for us to expose specifically
      result.setTimeSeries(ImmutableLocalDateDoubleTimeSeries.EMPTY_SERIES);
    }
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  }

  @Test
  public void test_getHistoricalTimeSeries_single_sameDate() {
    LocalDateRange range = LocalDateRange.of(LocalDate.of(2009, 11, 4), LocalDate.of(2009, 11, 4), true);
    LocalDateDoubleTimeSeries test = _provider.getHistoricalTimeSeries(SIMPLE_BUNDLE, BBG_DATA_SOURCE, DEFAULT_DATA_PROVIDER, PX_LAST, range);
    assertNotNull(test);
    assertEquals(1, test.size());
  }
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    LocalDate startDate = endDate.minusMonths(1);
   
    LocalDateRange dateRange = LocalDateRange.of(startDate, endDate, true);
    HistoricalTimeSeriesProviderGetRequest realRequest = HistoricalTimeSeriesProviderGetRequest.createGet(SIMPLE_BUNDLE, BBG_DATA_SOURCE, DEFAULT_DATA_PROVIDER, PX_LAST, dateRange);
    realRequest.setMaxPoints(0);
    LocalDateDoubleTimeSeries realHts = _provider.getHistoricalTimeSeries(realRequest).getResultMap().get(SIMPLE_BUNDLE);
   
    assertNotNull(realHts);
    assertEquals(0, realHts.size());
  }
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    LocalDate endDate = LocalDate.of(2012, 03, 07);
    LocalDate startDate = endDate.minusMonths(1);
   
    LocalDateRange dateRange = LocalDateRange.of(startDate, endDate, true);
    HistoricalTimeSeriesProviderGetRequest referenceRequest = HistoricalTimeSeriesProviderGetRequest.createGet(SIMPLE_BUNDLE, BBG_DATA_SOURCE, DEFAULT_DATA_PROVIDER, PX_LAST, dateRange);
    LocalDateDoubleTimeSeries reference = _provider.getHistoricalTimeSeries(referenceRequest).getResultMap().get(SIMPLE_BUNDLE);
    HistoricalTimeSeriesProviderGetRequest realRequest = HistoricalTimeSeriesProviderGetRequest.createGet(SIMPLE_BUNDLE, BBG_DATA_SOURCE, DEFAULT_DATA_PROVIDER, PX_LAST, dateRange);
    realRequest.setMaxPoints(-9999);
    LocalDateDoubleTimeSeries realHts = _provider.getHistoricalTimeSeries(realRequest).getResultMap().get(SIMPLE_BUNDLE);
   
    assertNotNull(realHts);
    assertEquals(reference.size(), realHts.size());
    assertEquals(reference, realHts);
  }
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    LocalDate endDate = LocalDate.of(2012, 03, 07);
    LocalDate startDate = endDate.minusMonths(1);
   
    LocalDateRange dateRange = LocalDateRange.of(startDate, endDate, true);
    HistoricalTimeSeriesProviderGetRequest referenceRequest = HistoricalTimeSeriesProviderGetRequest.createGet(SIMPLE_BUNDLE, BBG_DATA_SOURCE, DEFAULT_DATA_PROVIDER, PX_LAST, dateRange);
    LocalDateDoubleTimeSeries reference = _provider.getHistoricalTimeSeries(referenceRequest).getResultMap().get(SIMPLE_BUNDLE);
    HistoricalTimeSeriesProviderGetRequest realRequest = HistoricalTimeSeriesProviderGetRequest.createGet(SIMPLE_BUNDLE, BBG_DATA_SOURCE, DEFAULT_DATA_PROVIDER, PX_LAST, dateRange);
    realRequest.setMaxPoints(-2);
    LocalDateDoubleTimeSeries realHts = _provider.getHistoricalTimeSeries(realRequest).getResultMap().get(SIMPLE_BUNDLE);
   
    assertNotNull(realHts);
    assertEquals(2, realHts.size());
    assertEquals(reference.tail(2), realHts);
  }
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  @Test
  public void test_getHistoricalTimeSeries_single_dates() throws Exception {
    LocalDate startDate = LocalDate.of(2009, 10, 29);
    LocalDate endDate = LocalDate.of(2009, 11, 4);
    LocalDateRange range = LocalDateRange.of(startDate, endDate, true);
    LocalDateDoubleTimeSeries timeSeriesExpected = _provider.getHistoricalTimeSeries(SIMPLE_BUNDLE,  BBG_DATA_SOURCE, DEFAULT_DATA_PROVIDER, PX_LAST, range);
    assertNotNull(timeSeriesExpected);
   
    ExecutorService threadPool = Executors.newFixedThreadPool(4);
    List<Future<LocalDateDoubleTimeSeries>> results = new ArrayList<Future<LocalDateDoubleTimeSeries>>();
    for (int i = 0; i < 20; i++) {
      results.add(threadPool.submit(new BHDPgetHistoricalTimeSeriesWithDates(SIMPLE_BUNDLE, BBG_DATA_SOURCE, DEFAULT_DATA_PROVIDER, PX_LAST, startDate, endDate)));
    }
   
    for (Future<LocalDateDoubleTimeSeries> future : results) {
      LocalDateDoubleTimeSeries timeSeriesActual = future.get();
      assertNotNull(timeSeriesActual);
      assertEquals(timeSeriesExpected, timeSeriesActual);
    }
  }
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    LocalDateRange range = LocalDateRange.of(LocalDate.of(2009, 10, 4), LocalDate.of(2009, 11, 29), true);
    Map<ExternalIdBundle, LocalDateDoubleTimeSeries> test = _provider.getHistoricalTimeSeries(
        Collections.singleton(COMPLEX_BUNDLE), BBG_DATA_SOURCE, "CMPL", "PX_LAST", range);
    assertNotNull(test);
    assertEquals(1, test.size());
    LocalDateDoubleTimeSeries series = test.get(COMPLEX_BUNDLE);
    assertNotNull(series);
    assertFalse(series.isEmpty());
  }
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    }
  }
 
  @Test
  public void test_getAllAvailiableSeries() {
    LocalDateDoubleTimeSeries hts = _provider.getHistoricalTimeSeries(ExternalIdBundle.of(ExternalSchemes.bloombergTickerSecurityId("JPY3M Curncy")), BBG_DATA_SOURCE, "CMPL", PX_LAST);
    assertNotNull(hts);
    assertEquals(getLatestWeekDay(), hts.getLatestTime());
  }
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