/**
* Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.integration.tool.portfolio;
import java.io.FileInputStream;
import java.io.FileNotFoundException;
import com.google.common.collect.ImmutableList;
import com.opengamma.OpenGammaRuntimeException;
import com.opengamma.financial.tool.ToolContext;
import com.opengamma.integration.copier.portfolio.PortfolioCopierVisitor;
import com.opengamma.integration.copier.portfolio.QuietPortfolioCopierVisitor;
import com.opengamma.integration.copier.portfolio.SimplePortfolioCopier;
import com.opengamma.integration.copier.portfolio.VerbosePortfolioCopierVisitor;
import com.opengamma.integration.copier.portfolio.reader.PortfolioReader;
import com.opengamma.integration.copier.portfolio.reader.SingleSheetSimplePortfolioReader;
import com.opengamma.integration.copier.portfolio.reader.ZippedPortfolioReader;
import com.opengamma.integration.copier.portfolio.writer.MasterPortfolioWriter;
import com.opengamma.integration.copier.portfolio.writer.PortfolioWriter;
import com.opengamma.integration.copier.portfolio.writer.PrettyPrintingPortfolioWriter;
import com.opengamma.integration.copier.sheet.SheetFormat;
import com.opengamma.integration.tool.portfolio.xml.SchemaRegister;
import com.opengamma.integration.tool.portfolio.xml.XmlFileReader;
import com.opengamma.util.ArgumentChecker;
/**
* Loads a portfolio from a file location. Primarily used by the {@link PortfolioLoaderTool} but split out to allow
* for reuse in other contexts.
*/
public class PortfolioLoader {
/**
* Tool context for executing the load - must not be null.
*/
private final ToolContext _toolContext;
/**
* The suggested name for the portfolio. Some portfolio readers will read the name from
* the data in the file. If the reader does not do this, or no valid name is supplied,
* then this suggested name will be used
*/
private final String _suggestedPortfolioName;
/**
* The security type for the portfolio (if not a multi-asset portfolio).
*/
private final String _securityType;
/**
* The filename to read the portfolio from - must not be null.
*/
private final String _fileName;
/**
* Should the data actually be written to the masters.
*/
private final boolean _write;
/**
* Should the output be verbose.
*/
private final boolean _verbose;
/**
* Should the version hashes in the multi-asset zip file be ignored.
*/
private final boolean _ignoreVersion;
/**
* Should positions in the same security and within the same portfolio node be merged into one.
*/
private final boolean _mergePositions;
/**
* Should positions in the previous portfolio version be kept, otherwise start from scratch.
*/
private final boolean _keepCurrentPositions;
private final boolean _logToSystemOut;
private final String[] _structure;
/**
* Constructs a new portfolio loader ready to load a portfolio from file.
*
* @param toolContext tool context for executing the load - must not be null
* @param portfolioName the name for the portfolio - must not be null when write is true
* @param securityType the security type for the portfolio (if not a multi-asset portfolio)
* @param fileName the filename to read the portfolio from - must not be null
* @param write should the data actually be written to the masters
* @param verbose should the output be verbose
* @param mergePositions should positions in the same security and within the same portfolio node be merged into one
* @param keepCurrentPositions should positions in the previous portfolio version be kept, otherwise start from scratch
* @param ignoreVersion should the version hashes in the multi-asset zip file be ignored
* @param logToSystemOut should logging go to system out or standard logger
* @param structure the portfolio structure, preserve existing structure if null, flatten if zero-length array,
*/
public PortfolioLoader(ToolContext toolContext, String portfolioName, String securityType, String fileName,
boolean write, boolean verbose, boolean mergePositions,
boolean keepCurrentPositions, boolean ignoreVersion, boolean logToSystemOut,
String[] structure) {
ArgumentChecker.notNull(toolContext, "toolContext ");
ArgumentChecker.isTrue(!write || portfolioName != null, "Portfolio name must be specified if writing to a master");
ArgumentChecker.notNull(fileName, "fileName ");
_toolContext = toolContext;
_fileName = fileName;
_suggestedPortfolioName = portfolioName;
_write = write;
_securityType = securityType;
_verbose = verbose;
_mergePositions = mergePositions;
_keepCurrentPositions = keepCurrentPositions;
_ignoreVersion = ignoreVersion;
_logToSystemOut = logToSystemOut;
_structure = structure;
}
/**
* Execute the portfolio load(s) with the configured options.
*/
public void execute() {
for (PortfolioReader portfolioReader : constructPortfolioReaders(_fileName, _securityType, _ignoreVersion)) {
// Get the name of the portfolio from the reader if it supplies one
String name = portfolioReader.getPortfolioName();
String portfolioName = name != null ? name : _suggestedPortfolioName;
PortfolioWriter portfolioWriter =
constructPortfolioWriter(_toolContext, portfolioName, _write, _mergePositions, _keepCurrentPositions);
SimplePortfolioCopier portfolioCopier = new SimplePortfolioCopier(_structure);
// Create visitor for verbose/quiet mode
PortfolioCopierVisitor portfolioCopierVisitor =
_verbose ? new VerbosePortfolioCopierVisitor() : new QuietPortfolioCopierVisitor();
// Call the portfolio loader with the supplied arguments
portfolioCopier.copy(portfolioReader, portfolioWriter, portfolioCopierVisitor);
// close stuff
portfolioReader.close();
portfolioWriter.close();
}
}
private PortfolioWriter constructPortfolioWriter(ToolContext toolContext,
String portfolioName,
boolean write,
boolean mergePositions,
boolean keepCurrentPositions) {
if (write) {
// Check that the portfolio name was specified
if (portfolioName == null) {
throw new OpenGammaRuntimeException("Portfolio name omitted, cannot persist to OpenGamma masters");
}
// Create a portfolio writer to persist imported positions, trades and securities to the OG masters
return new MasterPortfolioWriter(portfolioName,
toolContext.getPortfolioMaster(),
toolContext.getPositionMaster(),
toolContext.getSecurityMaster(),
mergePositions,
keepCurrentPositions,
false);
} else {
// Create a dummy portfolio writer to pretty-print instead of persisting
return new PrettyPrintingPortfolioWriter(true);
}
}
private Iterable<? extends PortfolioReader> constructPortfolioReaders(String filename, String securityType, boolean ignoreVersion) {
switch (SheetFormat.of(filename)) {
case CSV:
case XLS:
// Check that the asset class was specified on the command line
if (securityType == null) {
throw new OpenGammaRuntimeException("Could not import as no asset class was specified for file " + filename);
} else {
// if (securityType.equalsIgnoreCase("exchangetraded")) {
// return new SingleSheetSimplePortfolioReader(filename, new ExchangeTradedRowParser(s_context.getBloombergSecuritySource()));
// } else {
return ImmutableList.of(new SingleSheetSimplePortfolioReader(filename, securityType));
// }
}
case XML:
// XMl multi-asset portfolio
try {
return new XmlFileReader(new FileInputStream(filename), new SchemaRegister());
} catch (FileNotFoundException e) {
throw new OpenGammaRuntimeException("Cannot find file: " + filename, e);
}
case ZIP:
// Create zipped multi-asset class loader
return ImmutableList.of(new ZippedPortfolioReader(filename, ignoreVersion));
default:
throw new OpenGammaRuntimeException("Input filename should end in .CSV, .XLS, .XML or .ZIP");
}
}
}