Package com.opengamma.provider.historicaltimeseries

Examples of com.opengamma.provider.historicaltimeseries.HistoricalTimeSeriesProviderGetResult

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  @Override
  public LocalDateDoubleTimeSeries getHistoricalTimeSeries(
      ExternalIdBundle externalIdBundle, String dataSource, String dataProvider, String dataField, LocalDateRange dateRange) {
   
    HistoricalTimeSeriesProviderGetRequest request = HistoricalTimeSeriesProviderGetRequest.createGet(externalIdBundle, dataSource, dataProvider, dataField, dateRange);
    HistoricalTimeSeriesProviderGetResult result = getHistoricalTimeSeries(request);
    return result.getResultMap().get(externalIdBundle);
  }
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  @Override
  public Pair<LocalDate, Double> getLatestDataPoint(
      ExternalIdBundle externalIdBundle, String dataSource, String dataProvider, String dataField) {
   
    HistoricalTimeSeriesProviderGetRequest request = HistoricalTimeSeriesProviderGetRequest.createGetLatest(externalIdBundle, dataSource, dataProvider, dataField);
    HistoricalTimeSeriesProviderGetResult result = getHistoricalTimeSeries(request);
    LocalDateDoubleTimeSeries series = result.getResultMap().get(externalIdBundle);
    if (series == null || series.isEmpty()) {
      return null;
    }
    return Pair.of(series.getLatestTime(), series.getLatestValue());
  }
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  @Override
  public Map<ExternalIdBundle, LocalDateDoubleTimeSeries> getHistoricalTimeSeries(
      Set<ExternalIdBundle> externalIdBundleSet, String dataSource, String dataProvider, String dataField, LocalDateRange dateRange) {
   
    HistoricalTimeSeriesProviderGetRequest request = HistoricalTimeSeriesProviderGetRequest.createGetBulk(externalIdBundleSet, dataSource, dataProvider, dataField, dateRange);
    HistoricalTimeSeriesProviderGetResult result = getHistoricalTimeSeries(request);
    return result.getResultMap();
  }
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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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  @Override
  public LocalDateDoubleTimeSeries getHistoricalTimeSeries(
      ExternalIdBundle externalIdBundle, String dataSource, String dataProvider, String dataField, LocalDateRange dateRange) {
   
    HistoricalTimeSeriesProviderGetRequest request = HistoricalTimeSeriesProviderGetRequest.createGet(externalIdBundle, dataSource, dataProvider, dataField, dateRange);
    HistoricalTimeSeriesProviderGetResult result = getHistoricalTimeSeries(request);
    return result.getResultMap().get(externalIdBundle);
  }
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  @Override
  public Pair<LocalDate, Double> getLatestDataPoint(
      ExternalIdBundle externalIdBundle, String dataSource, String dataProvider, String dataField) {
   
    HistoricalTimeSeriesProviderGetRequest request = HistoricalTimeSeriesProviderGetRequest.createGetLatest(externalIdBundle, dataSource, dataProvider, dataField);
    HistoricalTimeSeriesProviderGetResult result = getHistoricalTimeSeries(request);
    LocalDateDoubleTimeSeries series = result.getResultMap().get(externalIdBundle);
    if (series == null || series.isEmpty()) {
      return null;
    }
    return Pair.of(series.getLatestTime(), series.getLatestValue());
  }
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  @Override
  public Map<ExternalIdBundle, LocalDateDoubleTimeSeries> getHistoricalTimeSeries(
      Set<ExternalIdBundle> externalIdBundleSet, String dataSource, String dataProvider, String dataField, LocalDateRange dateRange) {
   
    HistoricalTimeSeriesProviderGetRequest request = HistoricalTimeSeriesProviderGetRequest.createGetBulk(externalIdBundleSet, dataSource, dataProvider, dataField, dateRange);
    HistoricalTimeSeriesProviderGetResult result = getHistoricalTimeSeries(request);
    return result.getResultMap();
  }
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    ArgumentChecker.notNull(request, "request");
    ArgumentChecker.isTrue(request.getDataSource().matches(_dataSourceRegex), "Unsupported data source: " + request.getDataSource());
   
    // short-cut empty case
    if (request.getExternalIdBundles().isEmpty()) {
      return new HistoricalTimeSeriesProviderGetResult();
    }
   
    // get time-series
    return doBulkGet(request);
  }
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  }

  //-------------------------------------------------------------------------
  @Override
  protected HistoricalTimeSeriesProviderGetResult doBulkGet(HistoricalTimeSeriesProviderGetRequest request) {
    return new HistoricalTimeSeriesProviderGetResult();
  }
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  }

  //-------------------------------------------------------------------------
  @Override
  protected HistoricalTimeSeriesProviderGetResult doBulkGet(HistoricalTimeSeriesProviderGetRequest request) {
    HistoricalTimeSeriesProviderGetResult result = new HistoricalTimeSeriesProviderGetResult();
   
    // find in cache
    Set<ExternalIdBundle> remainingIds = new HashSet<ExternalIdBundle>();
    for (ExternalIdBundle bundle : request.getExternalIdBundles()) {
      HistoricalTimeSeriesProviderGetRequest key = createCacheKey(request, bundle, false);
      LocalDateDoubleTimeSeries cached = doSingleGetInCache(key);
      if (cached != null) {
        if (cached == NO_HTS) {
          result.getResultMap().put(bundle, null);
        } else {
          result.getResultMap().put(bundle, cached);
        }
      } else {
        remainingIds.add(bundle);
      }
    }
   
    // find in underlying
    if (remainingIds.size() > 0) {
      HistoricalTimeSeriesProviderGetRequest underlyingAllRequest = JodaBeanUtils.clone(request);
      underlyingAllRequest.setExternalIdBundles(remainingIds);
      underlyingAllRequest.setDateRange(LocalDateRange.ALL);
      underlyingAllRequest.setMaxPoints(null);
      HistoricalTimeSeriesProviderGetResult underlyingAllResult = _underlying.getHistoricalTimeSeries(underlyingAllRequest);
     
      // cache result for whole time-series
      for (ExternalIdBundle bundle : remainingIds) {
        LocalDateDoubleTimeSeries underlyingWholeHts = underlyingAllResult.getResultMap().get(bundle);
        if (underlyingWholeHts == null) {
          underlyingWholeHts = NO_HTS;
        }
        HistoricalTimeSeriesProviderGetRequest wholeHtsKey = createCacheKey(underlyingAllRequest, bundle, true);
        _cache.put(new Element(wholeHtsKey, underlyingWholeHts));
      }
     
      // cache result for requested time-series
      HistoricalTimeSeriesProviderGetResult fiteredResult = filterResult(underlyingAllResult, request.getDateRange(), request.getMaxPoints());
      for (ExternalIdBundle bundle : remainingIds) {
        LocalDateDoubleTimeSeries filteredHts = fiteredResult.getResultMap().get(bundle);
        result.getResultMap().put(bundle, filteredHts);
        if (filteredHts == null) {
          filteredHts = NO_HTS;
        }
        HistoricalTimeSeriesProviderGetRequest key = createCacheKey(request, bundle, false);
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