Package com.opengamma.bbg.referencedata

Examples of com.opengamma.bbg.referencedata.ReferenceDataProviderGetResult

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  }

  //-------------------------------------------------------------------------
  @Override
  protected ReferenceDataProviderGetResult doBulkGet(ReferenceDataProviderGetRequest request) {
    ReferenceDataProviderGetResult rawResult = _underlying.getReferenceData(request);
    ReferenceDataProviderGetResult newResult = new ReferenceDataProviderGetResult();
   
    for (ReferenceData refData : rawResult.getReferenceData()) {
      String identifier = refData.getIdentifier();
      if (_securities.contains(identifier)) {
        FudgeMsg fieldData = refData.getFieldValues();
        MutableFudgeMsg alteredFieldData = OpenGammaFudgeContext.getInstance().newMessage(fieldData);
        for (String field : request.getFields()) {
          if (_patches.containsKey(Pair.of(identifier, field))) {
            if (alteredFieldData.hasField(field)) {
              alteredFieldData.remove(field);
            }
            alteredFieldData.add(field, _patches.get(Pair.of(identifier, field)));
            refData.removeErrors(field);
          }
        }
        s_logger.debug("Patching {} with {}", new Object[] {fieldData, alteredFieldData });
        refData.setFieldValues(alteredFieldData);
      }
      newResult.addReferenceData(refData);
    }
    return newResult;
  }
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  }

  @POST  // should be a get, but query is too large
  @Path("referenceDataGet")
  public Response getHistoricalTimeSeries(ReferenceDataProviderGetRequest request) {
    ReferenceDataProviderGetResult result = getReferenceDataProvider().getReferenceData(request);
    return responseOkFudge(result);
  }
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        s_logger.warn("cannot resolve {} to bloomberg identifier", bloombergKey);
      }
    }
   
    ReferenceDataProviderGetRequest refDataRequest = ReferenceDataProviderGetRequest.createGet(bloombergKeys.keySet(), _bbgFields, true);
    ReferenceDataProviderGetResult refDataResult = _bbgRefDataProvider.getReferenceData(refDataRequest);
   
    for (ReferenceData refData : refDataResult.getReferenceData()) {
      String securityDes = refData.getIdentifier();
     
      // check no exceptions
      if (refData.isIdentifierError()) {
        List<ReferenceDataError> errors = refData.getErrors();
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    if (_expectedFields.size() > 0) {
      for (String field : _expectedFields) {
        assertTrue(request.getFields().contains(field));
      }
    }
    ReferenceDataProviderGetResult result = new ReferenceDataProviderGetResult();
    for (String identifier : request.getIdentifiers()) {
      if (_mockDataMap.containsKey(identifier)) {
        // known security
        ReferenceData refData = new ReferenceData(identifier);
        MutableFudgeMsg msg = OpenGammaFudgeContext.getInstance().newMessage();
       
        Multimap<String, String> fieldMap = _mockDataMap.get(identifier);
        if (fieldMap != null) {
          // security actually has data
          for (String field : request.getFields()) {
            Collection<String> values = fieldMap.get(field);
            assertTrue("Field not found: " + field + " in " + fieldMap.keySet(), values.size() > 0);
            assertNotNull(values);
            for (String value : values) {
              if (value != null) {
                if (value.contains("=")) {
                  MutableFudgeMsg submsg = OpenGammaFudgeContext.getInstance().newMessage();
                  submsg.add(StringUtils.substringBefore(value, "="), StringUtils.substringAfter(value, "="));
                  msg.add(field, submsg);
                } else {
                  msg.add(field, value);
                }
              }
            }
          }
        }
        refData.setFieldValues(msg);
        result.addReferenceData(refData);
       
      } else {
        // security wasn't marked as known
        fail("Security not found: " + identifier + " in " + _mockDataMap.keySet());
      }
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    fields.add(FIELD_ID_BB_UNIQUE);
    fields.add(FIELD_TICKER);
    String securityDes = AAPL_TICKER;
    Set<String> securities = Collections.singleton(securityDes);
    getUnitProvider().addAcceptableRequest(securities, fields);
    ReferenceDataProviderGetResult result = getProvider().getReferenceData(
        ReferenceDataProviderGetRequest.createGet(securities, fields, true));
    assertNotNull(result);
    ReferenceData perSecurity = result.getReferenceData(securityDes);
    assertNotNull(perSecurity);
    FudgeMsg fieldData = perSecurity.getFieldValues();
    assertNotNull(fieldData);
    assertEquals(2, fieldData.getNumFields());
   
    fields.clear();
    fields.add(FIELD_TICKER);
    getUnitProvider().clearAcceptableRequests();
    result = getProvider().getReferenceData(
        ReferenceDataProviderGetRequest.createGet(securities, fields, true));
    assertNotNull(result);
    perSecurity = result.getReferenceData(securityDes);
    assertNotNull(perSecurity);
    fieldData = perSecurity.getFieldValues();
    assertNotNull(fieldData);
    assertEquals(1, fieldData.getNumFields());
  }
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    fields.add(FIELD_ID_BB_UNIQUE);
    fields.add(FIELD_TICKER);
    String securityDes = AAPL_TICKER;
    Set<String> securities = Collections.singleton(securityDes);
    getUnitProvider().addAcceptableRequest(securities, fields);
    ReferenceDataProviderGetResult result = getProvider().getReferenceData(
        ReferenceDataProviderGetRequest.createGet(securities, fields, true));
    assertNotNull(result);
    assertNotNull(result.getReferenceData(securityDes));

    getUnitProvider().clearAcceptableRequests();
    result = getProvider().getReferenceData(
        ReferenceDataProviderGetRequest.createGet(securities, fields, true));
    assertNotNull(result);
    assertNotNull(result.getReferenceData(securityDes));
   
    fields.add(FIELD_ID_CUSIP);
    fields.add(FIELD_ID_ISIN);
    getUnitProvider().clearAcceptableRequests();
    Set<String> expectedFields = new TreeSet<String>();
    expectedFields.add(FIELD_ID_CUSIP);
    expectedFields.add(FIELD_ID_ISIN);
    getUnitProvider().addAcceptableRequest(securities, expectedFields);
    result = getProvider().getReferenceData(
        ReferenceDataProviderGetRequest.createGet(securities, fields, true));
    assertNotNull(result);
    assertNotNull(result.getReferenceData(securityDes));
  }
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    Set<String> securities = new TreeSet<String>();
    securities.add(AAPL_TICKER);
    securities.add(CISCO_TICKER);
   
    getUnitProvider().addAcceptableRequest(securities, fields);
    ReferenceDataProviderGetResult result = getProvider().getReferenceData(
        ReferenceDataProviderGetRequest.createGet(securities, fields, true));
    assertNotNull(result);
    ReferenceData aaplResult = result.getReferenceData(AAPL_TICKER);
    assertNotNull(aaplResult);
    ReferenceData ciscoResult = result.getReferenceData(CISCO_TICKER);
    assertNotNull(ciscoResult);
   
    getUnitProvider().clearAcceptableRequests();
    result = getProvider().getReferenceData(
        ReferenceDataProviderGetRequest.createGet(securities, fields, true));
    assertNotNull(result);
    ReferenceData aaplCachedResult = result.getReferenceData(AAPL_TICKER);
    ReferenceData ciscoCachedResult = result.getReferenceData(CISCO_TICKER);
   
    assertNotNull(aaplCachedResult);
    assertEquals(aaplResult.getIdentifier(), aaplCachedResult.getIdentifier());
    assertEquals(aaplResult.getFieldValues(), aaplCachedResult.getFieldValues());
   
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    fields.add(FIELD_ID_BB_UNIQUE);
   
    Set<String> securities = Collections.singleton(invalidSec);
   
    getUnitProvider().addAcceptableRequest(securities, fields);
    ReferenceDataProviderGetResult result = getProvider().getReferenceData(
        ReferenceDataProviderGetRequest.createGet(securities, fields, true));
    assertNotNull(result);
    assertNotNull(result.getReferenceData(invalidSec));
   
    getUnitProvider().clearAcceptableRequests();
   
    result = getProvider().getReferenceData(
        ReferenceDataProviderGetRequest.createGet(securities, fields, true));
    assertNotNull(result);
    assertNotNull(result.getReferenceData(invalidSec));
  }
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    Set<String> bothSecurities = new TreeSet<String>();
    bothSecurities.addAll(aaplOnly);
    bothSecurities.addAll(cscoOnly);
   
    getUnitProvider().addAcceptableRequest(aaplOnly, fields);
    ReferenceDataProviderGetResult result = getProvider().getReferenceData(
        ReferenceDataProviderGetRequest.createGet(aaplOnly, fields, true));
    assertNotNull(result);
   
    getUnitProvider().clearAcceptableRequests();
    getUnitProvider().addAcceptableRequest(cscoOnly, fields);
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    // filter the request removing known invalid fields
    final Map<Set<String>, Set<String>> identifiersByFields = buildUnderlyingRequestGroups(request, cachedResults);
   
    // process everything that remains
    ReferenceDataProviderGetResult resolvedResults = loadAndPersistUnknownFields(cachedResults, identifiersByFields);
    resolvedResults = stripUnwantedFields(resolvedResults, request.getFields());
    return resolvedResults;
  }
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