Package com.opengamma.timeseries.date.localdate

Examples of com.opengamma.timeseries.date.localdate.LocalDateDoubleEntryIterator.currentTime()

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    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 {
        times[i] = iter1.currentTimeFast();
        returns[i++] = Math.log(iter1.currentValue() / value2);
      }
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    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 {
        times[i] = iter1.currentTimeFast();
        returns[i++] = (iter1.currentValue() / value2 - 1);
      }
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    assertEquals(29, hts.getTimeSeries().size());
    LocalDateDoubleEntryIterator iterator = hts.getTimeSeries().iterator();
    int i = 1;
    while (iterator.hasNext()) {
      iterator.next();
      assertEquals(LocalDate.of(2013, 4, i), iterator.currentTime());
      assertEquals((double)i, iterator.currentValueFast(), 0.001);
      i++;
    }
   
    hts = simulationSource.getHistoricalTimeSeries(generateId(6), null, false, null, false);
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