Package com.opengamma.provider.historicaltimeseries

Examples of com.opengamma.provider.historicaltimeseries.HistoricalTimeSeriesProviderGetResult

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  protected HistoricalTimeSeriesProviderGetResult doBulkGet(HistoricalTimeSeriesProviderGetRequest request) {
    fixRequestDateRange(request, DEFAULT_START_DATE);
    Map<ExternalIdBundle, LocalDateDoubleTimeSeries> map = _impl.doBulkGet(
        request.getExternalIdBundles(), request.getDataProvider(), request.getDataField(),
        request.getDateRange(), request.getMaxPoints());
    HistoricalTimeSeriesProviderGetResult result = new HistoricalTimeSeriesProviderGetResult(map);
    return filterResult(result, request.getDateRange(), request.getMaxPoints());
  }
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          end = previousWeekDay();
        }
        LocalDateDoubleTimeSeries timeSeries = makeRandomTimeSeries(start, end);
        tsMap.put(identifiers, timeSeries);
      }
      return new HistoricalTimeSeriesProviderGetResult(tsMap);
    }
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    s_logger.info("Getting HistoricalTimeSeries for security {}", externalIdBundle);

    HistoricalTimeSeriesProviderGetRequest request = HistoricalTimeSeriesProviderGetRequest.createGet(externalIdBundle, dataSource, dataProvider, dataField, dateRange);
    request.setMaxPoints(maxPoints);
    HistoricalTimeSeriesProviderGetResult result = _provider.getHistoricalTimeSeries(request);
    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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  }

  @POST  // should be a get, but query is too large
  @Path("htsGet")
  public Response getHistoricalTimeSeries(HistoricalTimeSeriesProviderGetRequest request) {
    HistoricalTimeSeriesProviderGetResult result = getHistoricalTimeSeriesProvider().getHistoricalTimeSeries(request);
    return responseOkFudge(result);
  }
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  @Override
  public LocalDateDoubleTimeSeries getHistoricalTimeSeries(
      ExternalIdBundle externalIdBundle, String dataSource, String dataProvider, String dataField) {
   
    HistoricalTimeSeriesProviderGetRequest request = HistoricalTimeSeriesProviderGetRequest.createGet(externalIdBundle, dataSource, dataProvider, dataField);
    HistoricalTimeSeriesProviderGetResult result = getHistoricalTimeSeries(request);
    return result.getResultMap().get(externalIdBundle);
  }
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  //-------------------------------------------------------------------------
  @Test
  public void testGet() {
    final HistoricalTimeSeriesProviderGetRequest request = HistoricalTimeSeriesProviderGetRequest.createGet(
        ExternalIdBundle.of("A", "B"), "S", "P", "F", LocalDateRange.ALL);
    final HistoricalTimeSeriesProviderGetResult result = new HistoricalTimeSeriesProviderGetResult();
   
    when(_underlying.getHistoricalTimeSeries(same(request))).thenReturn(result);
   
    Response test = _resource.getHistoricalTimeSeries(request);
    assertEquals(Status.OK.getStatusCode(), test.getStatus());
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  @Test
  public void test_get_request() {
    NoneFoundHistoricalTimeSeriesProvider test = new NoneFoundHistoricalTimeSeriesProvider();
    HistoricalTimeSeriesProviderGetRequest request = HistoricalTimeSeriesProviderGetRequest.createGet(ExternalIdBundle.of("A", "B"), "FOO", "BAR", "BAZ", LocalDateRange.ALL);
    HistoricalTimeSeriesProviderGetResult expected = new HistoricalTimeSeriesProviderGetResult();
    assertEquals(expected, test.getHistoricalTimeSeries(request));
  }
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  }

  //-------------------------------------------------------------------------
  public void test_get_all() {
    HistoricalTimeSeriesProviderGetRequest request = HistoricalTimeSeriesProviderGetRequest.createGet(BUNDLE, "S", "P", "F");
    HistoricalTimeSeriesProviderGetResult result = new HistoricalTimeSeriesProviderGetResult();
    result.getResultMap().put(BUNDLE, BIG_HTS);
   
    when(_underlyingProvider.getHistoricalTimeSeries(request)).thenReturn(result);
   
    // Fetching same series twice should return same result
    HistoricalTimeSeriesProviderGetResult test1 = _cachingProvider.getHistoricalTimeSeries(request);
    HistoricalTimeSeriesProviderGetResult test2 = _cachingProvider.getHistoricalTimeSeries(request);
    assertEquals(test1, test2);
    assertEquals(BIG_HTS, test1.getResultMap().get(BUNDLE));
   
    // underlying source should only have been called once if cache worked as expected
    verify(_underlyingProvider, times(1)).getHistoricalTimeSeries(request);
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  public void test_get_subset() {
    HistoricalTimeSeriesProviderGetRequest request = HistoricalTimeSeriesProviderGetRequest.createGet(BUNDLE, "S", "P", "F");
    request.setMaxPoints(-1);
    HistoricalTimeSeriesProviderGetRequest allRequest = HistoricalTimeSeriesProviderGetRequest.createGet(BUNDLE, "S", "P", "F");
    HistoricalTimeSeriesProviderGetResult result = new HistoricalTimeSeriesProviderGetResult();
    result.getResultMap().put(BUNDLE, BIG_HTS);
   
    when(_underlyingProvider.getHistoricalTimeSeries(allRequest)).thenReturn(result);
   
    // Fetching same series twice should return same result
    HistoricalTimeSeriesProviderGetResult test1 = _cachingProvider.getHistoricalTimeSeries(request);
    HistoricalTimeSeriesProviderGetResult test2 = _cachingProvider.getHistoricalTimeSeries(request);
    assertEquals(test1, test2);
    assertEquals(SMALL_HTS, test1.getResultMap().get(BUNDLE));
   
    // underlying source should only have been called once if cache worked as expected
    verify(_underlyingProvider, times(1)).getHistoricalTimeSeries(allRequest);
    verify(_underlyingProvider, times(0)).getHistoricalTimeSeries(request);
   
    // no further underlying hits
    HistoricalTimeSeriesProviderGetResult test3 = _cachingProvider.getHistoricalTimeSeries(allRequest);
    assertEquals(BIG_HTS, test3.getResultMap().get(BUNDLE));
   
    // underlying source should only have been called once if cache worked as expected
    verify(_underlyingProvider, times(1)).getHistoricalTimeSeries(allRequest);
    verify(_underlyingProvider, times(0)).getHistoricalTimeSeries(request);
  }
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  }

  //-------------------------------------------------------------------------
  public void test_get_all_notFound() {
    HistoricalTimeSeriesProviderGetRequest request = HistoricalTimeSeriesProviderGetRequest.createGet(BUNDLE, "S", "P", "F");
    HistoricalTimeSeriesProviderGetResult result = new HistoricalTimeSeriesProviderGetResult();
    result.getResultMap().put(BUNDLE, null);
   
    when(_underlyingProvider.getHistoricalTimeSeries(request)).thenReturn(result);
   
    // Fetching same series twice should return same result
    HistoricalTimeSeriesProviderGetResult test1 = _cachingProvider.getHistoricalTimeSeries(request);
    HistoricalTimeSeriesProviderGetResult test2 = _cachingProvider.getHistoricalTimeSeries(request);
    assertEquals(test1, test2);
    assertEquals(null, test1.getResultMap().get(BUNDLE));
   
    // underlying source should only have been called once if cache worked as expected
    verify(_underlyingProvider, times(1)).getHistoricalTimeSeries(request);
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