/**
* Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.masterdb.historicaltimeseries;
import org.slf4j.Logger;
import org.slf4j.LoggerFactory;
import org.testng.annotations.Factory;
import org.testng.annotations.Test;
import com.google.common.collect.Lists;
import com.opengamma.id.ExternalId;
import com.opengamma.id.ExternalIdBundle;
import com.opengamma.id.ExternalIdBundleWithDates;
import com.opengamma.master.historicaltimeseries.HistoricalTimeSeriesInfoDocument;
import com.opengamma.master.historicaltimeseries.ManageableHistoricalTimeSeriesInfo;
import com.opengamma.master.historicaltimeseries.impl.RandomTimeSeriesGenerator;
import com.opengamma.timeseries.date.localdate.ImmutableLocalDateDoubleTimeSeries;
import com.opengamma.timeseries.date.localdate.LocalDateDoubleTimeSeries;
import com.opengamma.util.test.AbstractDbTest;
import com.opengamma.util.test.DbTest;
/**
* A performance test of time-series.
*/
@Test(enabled = false)
public class PerformanceTest extends AbstractDbTest {
private static final Logger s_logger = LoggerFactory.getLogger(PerformanceTest.class);
private DbHistoricalTimeSeriesMaster _htsMaster;
@Factory(dataProvider = "databases", dataProviderClass = DbTest.class)
public PerformanceTest(String databaseType, String databaseVersion) {
super(databaseType, databaseVersion);
s_logger.info("running testcases for {}", databaseType);
}
//-------------------------------------------------------------------------
@Override
protected void doSetUp() {
_htsMaster = new DbHistoricalTimeSeriesMaster(getDbConnector());
}
@Override
protected void doTearDown() {
_htsMaster = null;
}
//-------------------------------------------------------------------------
public void createUpdateReadLotsOfTimeSeries() {
long start = System.nanoTime();
int NUM_SERIES = 100;
int NUM_POINTS = 100;
for (int i = 0; i < NUM_SERIES; i++) {
ExternalId id1 = ExternalId.of("sa" + i, "ida" + i);
ExternalIdBundle identifiers = ExternalIdBundle.of(id1);
ManageableHistoricalTimeSeriesInfo info = new ManageableHistoricalTimeSeriesInfo();
info.setName("BLOOMBERG CMPL");
info.setDataField("CLOSE");
info.setDataProvider("CMPL");
info.setDataSource("BLOOMBERG");
info.setObservationTime("LDN_CLOSE");
info.setExternalIdBundle(ExternalIdBundleWithDates.of(identifiers));
HistoricalTimeSeriesInfoDocument doc = new HistoricalTimeSeriesInfoDocument(info);
s_logger.debug("adding timeseries {}", doc);
doc = _htsMaster.add(doc);
LocalDateDoubleTimeSeries randomPoints = RandomTimeSeriesGenerator.makeRandomTimeSeries(1);
_htsMaster.updateTimeSeriesDataPoints(doc.getInfo().getTimeSeriesObjectId(), randomPoints);
randomPoints = RandomTimeSeriesGenerator.makeRandomTimeSeries(NUM_POINTS);
for (int j = 1; j < NUM_POINTS; j++) {
ImmutableLocalDateDoubleTimeSeries points = ImmutableLocalDateDoubleTimeSeries.of(
Lists.newArrayList(randomPoints.getTimeAtIndex(j)),
Lists.newArrayList(randomPoints.getValueAtIndex(j)));
s_logger.debug("adding data points {}", points);
_htsMaster.updateTimeSeriesDataPoints(doc.getInfo().getTimeSeriesObjectId(), points);
}
}
long end = System.nanoTime();
s_logger.info("Creating {} series with {} points each took {} ms",
new Object[] { NUM_SERIES, NUM_POINTS, (end - start) / 1E6 });
}
}