Examples of ImmutableLocalDateDoubleTimeSeries

Examples of com.opengamma.timeseries.date.localdate.ImmutableLocalDateDoubleTimeSeries

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  //-------------------------------------------------------------------------
  public void getHistoricalTimeSeries_UniqueId() {
    LocalDate[] dates = {LocalDate.of(2011, 6, 30)};
    double[] values = {12.34d};
    ImmutableLocalDateDoubleTimeSeries timeSeries = ImmutableLocalDateDoubleTimeSeries.of(dates, values);
    HistoricalTimeSeries series = new SimpleHistoricalTimeSeries(UID, timeSeries);
   
    when(_underlyingSource.getHistoricalTimeSeries(UID)).thenReturn(series);
   
    // Fetching same series twice should return same result
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Examples of com.opengamma.timeseries.date.localdate.ImmutableLocalDateDoubleTimeSeries

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    assertEquals(ImmutableLocalDateDoubleTimeSeries.class, cycleObject.getClass());
    assertEquals(ts, cycleObject);
  }

  public void testCycle4() {
    ImmutableLocalDateDoubleTimeSeries cycleObject = cycleObject(ImmutableLocalDateDoubleTimeSeries.class, ts);
    assertEquals(ImmutableLocalDateDoubleTimeSeries.class, cycleObject.getClass());
    assertEquals(ts, cycleObject);
  }
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Examples of com.opengamma.timeseries.date.localdate.ImmutableLocalDateDoubleTimeSeries

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      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);
      }
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Examples of com.opengamma.timeseries.date.localdate.ImmutableLocalDateDoubleTimeSeries

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  }
 
  public void testAddTimeSeries() {
    List<LocalDate> dates = ImmutableList.of(_today.minusDays(2), _today.minusDays(1), _today);
    List<Double> values = ImmutableList.of(1d, 2d, 3d);
    ImmutableLocalDateDoubleTimeSeries origTs = ImmutableLocalDateDoubleTimeSeries.of(dates, values);
    UniqueId id = _htsWriter.writeTimeSeries(DESCRIPTION, DATA_SOURCE, DATA_PROVIDER, DATA_FIELD, OBSERVATION_TIME, ExternalIdBundle.of(ID), origTs);
   
    ManageableHistoricalTimeSeries manageableTs = _htsMaster.getTimeSeries(id);
    LocalDateDoubleTimeSeries readTs = manageableTs.getTimeSeries();
    assertEquals(origTs, readTs);
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Examples of com.opengamma.timeseries.date.localdate.ImmutableLocalDateDoubleTimeSeries

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    // Add the test series
    testAddTimeSeries();
   
    List<LocalDate> dates = ImmutableList.of(_today.minusDays(2), _today.minusDays(1), _today);
    List<Double> values = ImmutableList.of(2d, 3d, 4d);
    ImmutableLocalDateDoubleTimeSeries updatedTs = ImmutableLocalDateDoubleTimeSeries.of(dates, values);
    UniqueId id = _htsWriter.writeTimeSeries(DESCRIPTION, DATA_SOURCE, DATA_PROVIDER, DATA_FIELD, OBSERVATION_TIME, ExternalIdBundle.of(ID), updatedTs);
   
    ManageableHistoricalTimeSeries manageableTs = _htsMaster.getTimeSeries(id);
    LocalDateDoubleTimeSeries readTs = manageableTs.getTimeSeries();
    assertEquals(updatedTs, readTs);   
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Examples of com.opengamma.timeseries.date.localdate.ImmutableLocalDateDoubleTimeSeries

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    // Add the test series
    testAddTimeSeries();
   
    List<LocalDate> dates = ImmutableList.of(_today.plusDays(1));
    List<Double> values = ImmutableList.of(4d);
    ImmutableLocalDateDoubleTimeSeries newTs = ImmutableLocalDateDoubleTimeSeries.of(dates, values);
    UniqueId id = _htsWriter.writeTimeSeries(DESCRIPTION, DATA_SOURCE, DATA_PROVIDER, DATA_FIELD, OBSERVATION_TIME, ExternalIdBundle.of(ID), newTs);
   
    ManageableHistoricalTimeSeries manageableTs = _htsMaster.getTimeSeries(id);
    LocalDateDoubleTimeSeries readTs = manageableTs.getTimeSeries();
    List<LocalDate> expectedDates = ImmutableList.of(_today.minusDays(2), _today.minusDays(1), _today, _today.plusDays(1));
    List<Double> expectedValues = ImmutableList.of(1d, 2d, 3d, 4d);
    ImmutableLocalDateDoubleTimeSeries expectedTs = ImmutableLocalDateDoubleTimeSeries.of(expectedDates, expectedValues);
    assertEquals(expectedTs, readTs);
  }
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Examples of com.opengamma.timeseries.date.localdate.ImmutableLocalDateDoubleTimeSeries

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    // Add the test series
    testAddTimeSeries();
   
    List<LocalDate> dates = ImmutableList.of(_today.minusDays(3), _today.plusDays(1));
    List<Double> values = ImmutableList.of(0d, 4d);
    ImmutableLocalDateDoubleTimeSeries newTs = ImmutableLocalDateDoubleTimeSeries.of(dates, values);
    UniqueId id = _htsWriter.writeTimeSeries(DESCRIPTION, DATA_SOURCE, DATA_PROVIDER, DATA_FIELD, OBSERVATION_TIME, ExternalIdBundle.of(ID), newTs);
   
    // Current implementation drops new, earlier points
    ManageableHistoricalTimeSeries manageableTs = _htsMaster.getTimeSeries(id);
    LocalDateDoubleTimeSeries readTs = manageableTs.getTimeSeries();
    List<LocalDate> expectedDates = ImmutableList.of(_today.minusDays(2), _today.minusDays(1), _today, _today.plusDays(1));
    List<Double> expectedValues = ImmutableList.of(1d, 2d, 3d, 4d);
    ImmutableLocalDateDoubleTimeSeries expectedTs = ImmutableLocalDateDoubleTimeSeries.of(expectedDates, expectedValues);
    assertEquals(expectedTs, readTs);   
  }
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Examples of com.opengamma.timeseries.date.localdate.ImmutableLocalDateDoubleTimeSeries

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    // Add the test series
    testAddTimeSeries();
   
    List<LocalDate> dates = ImmutableList.of(_today.minusDays(2), _today);
    List<Double> values = ImmutableList.of(6d, 7d);
    ImmutableLocalDateDoubleTimeSeries updatedTs = ImmutableLocalDateDoubleTimeSeries.of(dates, values);
    UniqueId id = _htsWriter.writeTimeSeries(DESCRIPTION, DATA_SOURCE, DATA_PROVIDER, DATA_FIELD, OBSERVATION_TIME, ExternalIdBundle.of(ID), updatedTs);
   
    ManageableHistoricalTimeSeries manageableTs = _htsMaster.getTimeSeries(id);
    LocalDateDoubleTimeSeries readTs = manageableTs.getTimeSeries();
    assertEquals(updatedTs, readTs);
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Examples of com.opengamma.timeseries.date.localdate.ImmutableLocalDateDoubleTimeSeries

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  }
 
  public void testAddUpdateTimeSeriesSingleExistingPoint() {
    List<LocalDate> dates = ImmutableList.of(_today);
    List<Double> origValues = ImmutableList.of(1d);
    ImmutableLocalDateDoubleTimeSeries origTs = ImmutableLocalDateDoubleTimeSeries.of(dates, origValues);
    UniqueId id = _htsWriter.writeTimeSeries(DESCRIPTION, DATA_SOURCE, DATA_PROVIDER, DATA_FIELD, OBSERVATION_TIME, ExternalIdBundle.of(ID), origTs);
   
    ManageableHistoricalTimeSeries manageableTs = _htsMaster.getTimeSeries(id);
    LocalDateDoubleTimeSeries readTs = manageableTs.getTimeSeries();
    assertEquals(origTs, readTs);
   
    List<Double> updatedValues = ImmutableList.of(2d);
    ImmutableLocalDateDoubleTimeSeries updatedTs = ImmutableLocalDateDoubleTimeSeries.of(dates, updatedValues);
    id = _htsWriter.writeTimeSeries(DESCRIPTION, DATA_SOURCE, DATA_PROVIDER, DATA_FIELD, OBSERVATION_TIME, ExternalIdBundle.of(ID), updatedTs);
   
    manageableTs = _htsMaster.getTimeSeries(id);
    readTs = manageableTs.getTimeSeries();
    assertEquals(updatedTs, readTs);
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