Examples of com.opengamma.core.historicaltimeseries.impl.SimpleHistoricalTimeSeries

Package com.opengamma.core.historicaltimeseries.impl

Examples of com.opengamma.core.historicaltimeseries.impl.SimpleHistoricalTimeSeries

com.opengamma.core.historicaltimeseries.impl.SimpleHistoricalTimeSeries
Simple immutable implementation of {@code HistoricalTimeSeries}.
This is the an immutable implementation of the {@link HistoricalTimeSeries} interface.
This class is immutable and thread-safe providing the time-series is immutable. It is intended to be used in the engine via the read-only {@code HistoricalTimeSeries} interface.

    LocalDateDoubleTimeSeries timeSeries = result.getResultMap().get(externalIdBundle);
    if (timeSeries == null) {
      s_logger.info("Unable to get HistoricalTimeSeries for {}", externalIdBundle);
      return null;
    }
    return new SimpleHistoricalTimeSeries(_uniqueIdSupplier.get(), timeSeries);
  }

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    Map<ExternalIdBundle, HistoricalTimeSeries> result = Maps.newHashMap();
    for (ExternalIdBundle bundle : map.keySet()) {
      LocalDateDoubleTimeSeries ts = map.get(bundle);
      HistoricalTimeSeries hts = null;
      if (ts != null) {
        hts = new SimpleHistoricalTimeSeries(_uniqueIdSupplier.get(), ts);
      }
      result.put(bundle, hts);
    }
    return result;
  }

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 */
@Test(groups = TestGroup.UNIT)
public class HistoricalTimeSeriesAdjustmentTest {


  private HistoricalTimeSeries createTestSeries() {
    return new SimpleHistoricalTimeSeries(UniqueId.of("HTS", "Test"), ImmutableLocalDateDoubleTimeSeries.of(LocalDate.now(), 100d));
  }

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  public abstract LocalDateDoubleTimeSeries adjust(LocalDateDoubleTimeSeries timeSeries);


  public abstract double adjust(double value);


  public HistoricalTimeSeries adjust(final HistoricalTimeSeries timeSeries) {
    return new SimpleHistoricalTimeSeries(timeSeries.getUniqueId(), adjust(timeSeries.getTimeSeries()));
  }

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      return timeSeries;
    }
    if (s_logger.isDebugEnabled()) {
      s_logger.debug("Dividing timeseries by {}", factor);
    }
    return new SimpleHistoricalTimeSeries(timeSeries.getUniqueId(), timeSeries.getTimeSeries().divide(factor));
  }

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          try {
            final ExternalId securityIdentifier = strip.getSecurityIdentifier();
            final UniqueId uid = UniqueId.of(securityIdentifier.getScheme().getName(), securityIdentifier.getValue());
            final ExternalIdBundle id = ExternalIdBundle.of(securityIdentifier);


            final HistoricalTimeSeries ts = new SimpleHistoricalTimeSeries(uid,
                ImmutableLocalDateDoubleTimeSeries.of(impliedRateDates, results.get(strip.getStrip())));


            bundle.add(MarketDataRequirementNames.MARKET_VALUE, id, ts);
          } catch (Exception e) {
            e.printStackTrace();

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      if (resolutionResult.getAdjuster() != null) {
        hts = resolutionResult.getAdjuster().adjust(resolutionResult.getHistoricalTimeSeriesInfo().getExternalIdBundle().toBundle(), hts);
      }
      return hts;
    } else {
      return new SimpleHistoricalTimeSeries(resolutionResult.getHistoricalTimeSeriesInfo().getUniqueId(), EMPTY_TIMESERIES);
    }
  }

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  protected HistoricalTimeSeries applyOverride(final FunctionExecutionContext context, final OverrideOperation operation, final String field, final ExternalIdBundle identifiers,
      final HistoricalTimeSeries value) {
    final ValueRequirement requirement = createRequirement(context, field, identifiers);
    s_logger.debug("Synthetic requirement {} on {}", requirement, value);
    return new SimpleHistoricalTimeSeries(value.getUniqueId(), value.getTimeSeries().operate(new UnaryOperator() {
      @Override
      public double operate(final double a) {
        return (Double) operation.apply(requirement, a);
      }
    }));

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    final Integer normalizationFactor = getNormalizationFactor(securityIdBundle);
    if (normalizationFactor == null) {
      return timeSeries;
    }
    LocalDateDoubleTimeSeries normalizedTimeSeries = (LocalDateDoubleTimeSeries) timeSeries.getTimeSeries().divide(normalizationFactor);
    return new SimpleHistoricalTimeSeries(timeSeries.getUniqueId(), normalizedTimeSeries);
  }

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