Examples of TimeSeriesReader

com.opengamma.integration.copier.timeseries.reader.TimeSeriesReader
The interface for a time series reader. Must be able to write whatever it reads to a time series writer. (This tight linkage between reader and writer might have to change)

Examples of com.opengamma.integration.copier.timeseries.reader.TimeSeriesReader

    String dateFormat = getCommandLine().getOptionValue(TIME_SERIES_DATEFORMAT_OPT);
    boolean write = getCommandLine().hasOption(WRITE_OPT);
    try {
      InputStream portfolioFileStream = new BufferedInputStream(new FileInputStream(fileName));


      TimeSeriesReader timeSeriesReader = new SingleSheetMultiTimeSeriesReader(sheetFormat,
                                                                               portfolioFileStream,
                                                                               dataSource,
                                                                               dataProvider,
                                                                               dataField,
                                                                               observationTime,
                                                                               idScheme,
                                                                               dateFormat);


      timeSeriesReader.writeTo(new TimeSeriesWriter() {
        @Override
        public LocalDateDoubleTimeSeries writeDataPoints(ExternalId htsId,
                                                         String dataSource,
                                                         String dataProvider,
                                                         String dataField,

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Examples of com.opengamma.integration.copier.timeseries.reader.TimeSeriesReader


    // Set up writer
    TimeSeriesWriter timeSeriesWriter = constructTimeSeriesWriter(persist);
    
     // Set up reader
    TimeSeriesReader timeSeriesReader = new SingleSheetMultiTimeSeriesReader(sheetFormat,
                                                                             portfolioFileStream,
                                                                             dataSource,
                                                                             dataProvider,
                                                                             dataField,
                                                                             observationTime,
                                                                             idScheme,
                                                                             dateFormat);
    
    // Load in and write the securities, positions and trades
    timeSeriesReader.writeTo(timeSeriesWriter);
    
    // Flush changes to portfolio master
    timeSeriesWriter.flush();
    
  }

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Examples of com.opengamma.integration.copier.timeseries.reader.TimeSeriesReader

    // Build a mock sheet reader with some rows
    LocalDate[] dates = {LocalDate.of(2010,1,1), LocalDate.of(2011,1,1)};
    double[] times = {1.0, 2.0};
    LocalDateDoubleTimeSeries lddts = ImmutableLocalDateDoubleTimeSeries.of(dates, times);
    SheetReader mockSheetReader = buildMockSheetReader(lddts);
    TimeSeriesReader reader = new SingleSheetMultiTimeSeriesReader(
            mockSheetReader, DATA_SOURCE, DATA_PROVIDER, DATA_FIELD, OBSERVATION_TIME, ID_SCHEME, DATE_FORMAT);
    
    // Write 
    TimeSeriesWriter mockTimeSeriesWriter = mock(TimeSeriesWriter.class);
    
    reader.writeTo(mockTimeSeriesWriter);
    
    // check sheet reader calls and ts writer calls
    verify(mockTimeSeriesWriter, times(1)).writeDataPoints(
        EXISTING_HTSINFO_EXTERNALID, DATA_SOURCE, DATA_PROVIDER, DATA_FIELD, OBSERVATION_TIME, 
        lddts);

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Examples of com.opengamma.integration.copier.timeseries.reader.TimeSeriesReader

    }
    LocalDateDoubleTimeSeries compareDataPoints = ImmutableLocalDateDoubleTimeSeries.of(dates, values);


    // Set up the reader to read from file and the writer to write to the in-memory master, and do the import 
    InputStream fileStream = new BufferedInputStream(new FileInputStream(FILENAME));
    TimeSeriesReader reader = new SingleSheetMultiTimeSeriesReader(
        SheetFormat.of(FILENAME), fileStream, DATA_SOURCE, DATA_PROVIDER, DATA_FIELD, OBSERVATION_TIME, ID_SCHEME, DATE_FORMAT);
    HistoricalTimeSeriesMaster htsMaster = buildHistoricalTimeSeriesMaster(existingDataPoints);
    TimeSeriesWriter writer = new MasterTimeSeriesWriter(htsMaster);
    reader.writeTo(writer);
    
    // Retrieve hts master contents
    HistoricalTimeSeriesInfoSearchRequest request = new HistoricalTimeSeriesInfoSearchRequest();
    request.setExternalIdSearch(new ExternalIdSearch(ExternalId.of(ID_SCHEME, readId)));
    HistoricalTimeSeriesInfoSearchResult result = htsMaster.search(request);

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