/**
* Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.bbg.loader;
import java.io.BufferedReader;
import java.io.BufferedWriter;
import java.io.FileReader;
import java.io.FileWriter;
import java.io.IOException;
import java.util.regex.Matcher;
import java.util.regex.Pattern;
import org.apache.commons.io.IOUtils;
import org.slf4j.Logger;
import org.slf4j.LoggerFactory;
import org.springframework.context.ConfigurableApplicationContext;
import org.springframework.context.support.ClassPathXmlApplicationContext;
import au.com.bytecode.opencsv.CSVReader;
import au.com.bytecode.opencsv.CSVWriter;
import com.opengamma.bbg.referencedata.cache.MongoDBValueCachingReferenceDataProvider;
import com.opengamma.bbg.referencedata.impl.BloombergReferenceDataProvider;
import com.opengamma.bbg.test.MongoCachedReferenceData;
/**
* Little util for parsing swaption files
*/
public class BloombergSwaptionFileLoader {
/** Logger. */
private static final Logger s_logger = LoggerFactory.getLogger(BloombergSwaptionFileLoader.class);
/* package */static final String CONTEXT_CONFIGURATION_PATH = "/com/opengamma/bbg/loader/bloomberg-security-loader-context.xml";
private static final int NAME_FIELD = 0;
private static final int BUID_FIELD = 8;
private static BloombergReferenceDataProvider getBloombergSecurityFileLoader() {
ConfigurableApplicationContext context = new ClassPathXmlApplicationContext(CONTEXT_CONFIGURATION_PATH);
context.start();
BloombergReferenceDataProvider dataProvider = (BloombergReferenceDataProvider) context.getBean("refDataProvider");
return dataProvider;
}
/**
* Little util to parse swaption tickers into a csv for further analysis.
* @param args command line params
*/
public static void main(String[] args) { // CSIGNORE
CSVReader csvReader = null;
CSVWriter csvWriter = null;
try {
csvReader = new CSVReader(new BufferedReader(new FileReader(args[0])));
csvWriter = new CSVWriter(new BufferedWriter(new FileWriter(args[1])));
String[] line;
Pattern pattern = Pattern.compile("^(\\w\\w\\w).*?(\\d+)(M|Y)(\\d+)(M|Y)\\s*?(PY|RC)\\s*?(.*)$");
BloombergReferenceDataProvider rawBbgRefDataProvider = getBloombergSecurityFileLoader();
MongoDBValueCachingReferenceDataProvider bbgRefDataProvider = MongoCachedReferenceData.makeMongoProvider(rawBbgRefDataProvider, BloombergSwaptionFileLoader.class);
while ((line = csvReader.readNext()) != null) {
String name = line[NAME_FIELD];
Matcher matcher = pattern.matcher(name);
if (matcher.matches()) {
String ccy = matcher.group(1);
String swapTenorSize = matcher.group(2);
String swapTenorUnit = matcher.group(3);
String optionTenorSize = matcher.group(4);
String optionTenorUnit = matcher.group(5);
String payReceive = matcher.group(6);
String distanceATM = matcher.group(7);
String buid = "/buid/" + line[BUID_FIELD];
String value = bbgRefDataProvider.getReferenceDataValue(buid, "TICKER");
csvWriter.writeNext(new String[] {name, ccy, swapTenorSize, swapTenorUnit, optionTenorSize, optionTenorUnit, payReceive, distanceATM, value });
} else {
s_logger.error("Couldn't parse " + name + " field");
}
}
} catch (IOException ioe) {
s_logger.error("Error while reading file", ioe);
} finally {
IOUtils.closeQuietly(csvReader);
IOUtils.closeQuietly(csvWriter);
}
}
}