Examples of HistoricalTimeSeriesProviderGetRequest


Examples of com.opengamma.provider.historicaltimeseries.HistoricalTimeSeriesProviderGetRequest

  //-------------------------------------------------------------------------
  @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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Examples of com.opengamma.provider.historicaltimeseries.HistoricalTimeSeriesProviderGetRequest

  @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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Examples of com.opengamma.provider.historicaltimeseries.HistoricalTimeSeriesProviderGetRequest

  @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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Examples of com.opengamma.provider.historicaltimeseries.HistoricalTimeSeriesProviderGetRequest

  @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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Examples of com.opengamma.provider.historicaltimeseries.HistoricalTimeSeriesProviderGetRequest

    HistoricalTimeSeriesProviderGetResult result = new HistoricalTimeSeriesProviderGetResult();
   
    // find in cache
    Set<ExternalIdBundle> remainingIds = new HashSet<ExternalIdBundle>();
    for (ExternalIdBundle bundle : request.getExternalIdBundles()) {
      HistoricalTimeSeriesProviderGetRequest key = createCacheKey(request, bundle, false);
      LocalDateDoubleTimeSeries cached = doSingleGetInCache(key);
      if (cached != null) {
        if (cached == NO_HTS) {
          result.getResultMap().put(bundle, null);
        } else {
          result.getResultMap().put(bundle, cached);
        }
      } else {
        remainingIds.add(bundle);
      }
    }
   
    // find in underlying
    if (remainingIds.size() > 0) {
      HistoricalTimeSeriesProviderGetRequest underlyingAllRequest = JodaBeanUtils.clone(request);
      underlyingAllRequest.setExternalIdBundles(remainingIds);
      underlyingAllRequest.setDateRange(LocalDateRange.ALL);
      underlyingAllRequest.setMaxPoints(null);
      HistoricalTimeSeriesProviderGetResult underlyingAllResult = _underlying.getHistoricalTimeSeries(underlyingAllRequest);
     
      // cache result for whole time-series
      for (ExternalIdBundle bundle : remainingIds) {
        LocalDateDoubleTimeSeries underlyingWholeHts = underlyingAllResult.getResultMap().get(bundle);
        if (underlyingWholeHts == null) {
          underlyingWholeHts = NO_HTS;
        }
        HistoricalTimeSeriesProviderGetRequest wholeHtsKey = createCacheKey(underlyingAllRequest, bundle, true);
        _cache.put(new Element(wholeHtsKey, underlyingWholeHts));
      }
     
      // cache result for requested time-series
      HistoricalTimeSeriesProviderGetResult fiteredResult = filterResult(underlyingAllResult, request.getDateRange(), request.getMaxPoints());
      for (ExternalIdBundle bundle : remainingIds) {
        LocalDateDoubleTimeSeries filteredHts = fiteredResult.getResultMap().get(bundle);
        result.getResultMap().put(bundle, filteredHts);
        if (filteredHts == null) {
          filteredHts = NO_HTS;
        }
        HistoricalTimeSeriesProviderGetRequest key = createCacheKey(request, bundle, false);
        _cache.put(new Element(key, filteredHts));
      }
    }
    return result;
  }
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Examples of com.opengamma.provider.historicaltimeseries.HistoricalTimeSeriesProviderGetRequest

      return (LocalDateDoubleTimeSeries) cacheElement.getObjectValue();
    }
   
    // find whole time-series in cache
    if (requestKey.getMaxPoints() != null || requestKey.getDateRange().equals(LocalDateRange.ALL) == false) {
      HistoricalTimeSeriesProviderGetRequest wholeHtsKey = createCacheKey(requestKey, null, true);
      cacheElement = _cache.get(wholeHtsKey);
      if (cacheElement != null) {
        if (cacheElement.getObjectValue() == NO_HTS) {
          return NO_HTS;
        }
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Examples of com.opengamma.provider.historicaltimeseries.HistoricalTimeSeriesProviderGetRequest

   * @param bundle  the bundle to set, null to leave as is (already one key)
   * @param allDataPoints  true to create a key for all data points
   * @return a clone of the request with the bundle set, not null
   */
  protected HistoricalTimeSeriesProviderGetRequest createCacheKey(HistoricalTimeSeriesProviderGetRequest request, ExternalIdBundle bundle, boolean allDataPoints) {
    HistoricalTimeSeriesProviderGetRequest key = JodaBeanUtils.clone(request);
    if (bundle != null) {
      key.setExternalIdBundles(Collections.singleton(bundle));
    }
    if (allDataPoints) {
      key.setDateRange(LocalDateRange.ALL);
      key.setMaxPoints(null);
    }
    return key;
  }
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Examples of com.opengamma.provider.historicaltimeseries.HistoricalTimeSeriesProviderGetRequest

  public void getHistoricalTimeSeriesWithZeroMaxPoints() throws Exception {   
    LocalDate endDate = LocalDate.of(2012, 03, 07);
    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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Examples of com.opengamma.provider.historicaltimeseries.HistoricalTimeSeriesProviderGetRequest

  public void getHistoricalTimeSeriesWithAllMaxPoints() throws Exception {   
    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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Examples of com.opengamma.provider.historicaltimeseries.HistoricalTimeSeriesProviderGetRequest

  public void getHistoricalTimeSeriesWithTwoMaxPoints() throws Exception {   
    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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