/**
* Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.bbg.loader.hts;
import static com.opengamma.bbg.BloombergConstants.BLOOMBERG_DATA_SOURCE_NAME;
import static com.opengamma.util.time.DateUtils.nextWeekDay;
import static com.opengamma.util.time.DateUtils.previousWeekDay;
import static org.testng.AssertJUnit.assertEquals;
import static org.testng.AssertJUnit.assertNotNull;
import static org.testng.AssertJUnit.assertTrue;
import java.util.List;
import org.slf4j.Logger;
import org.slf4j.LoggerFactory;
import org.testng.annotations.Factory;
import org.testng.annotations.Test;
import org.threeten.bp.LocalDate;
import com.opengamma.core.historicaltimeseries.HistoricalTimeSeries;
import com.opengamma.id.VersionCorrection;
import com.opengamma.master.historicaltimeseries.HistoricalTimeSeriesInfoDocument;
import com.opengamma.master.historicaltimeseries.HistoricalTimeSeriesMaster;
import com.opengamma.timeseries.date.localdate.LocalDateDoubleTimeSeries;
import com.opengamma.util.test.DbTest;
import com.opengamma.util.test.TestGroup;
import com.opengamma.util.tuple.Pair;
/**
* Test.
*/
@Test(groups = TestGroup.UNIT_DB, singleThreaded = true)
public class BloombergHTSMasterUpdaterTest extends AbstractHistoricalTimeSeriesDBTest {
private static final Logger s_logger = LoggerFactory.getLogger(BloombergHTSMasterUpdaterTest.class);
/**
* Creates an instance specifying the database to run.
* @param databaseType the database type
* @param databaseVersion the database version
*/
@Factory(dataProvider = "databases", dataProviderClass = DbTest.class)
public BloombergHTSMasterUpdaterTest(String databaseType, String databaseVersion) {
super(databaseType, databaseVersion);
s_logger.debug("running test for database = {}", databaseType);
}
//-------------------------------------------------------------------------
public void update() throws Exception {
HistoricalTimeSeriesMaster htsMaster = getHtsMaster();
BloombergHTSMasterUpdater htsMasterUpdater = getHtsMasterUpdater();
List<Pair<HistoricalTimeSeriesInfoDocument, HistoricalTimeSeries>> previousSeriesDocs = addTimeSeries();
htsMasterUpdater.run();
for (Pair<HistoricalTimeSeriesInfoDocument, HistoricalTimeSeries> previous : previousSeriesDocs) {
HistoricalTimeSeriesInfoDocument currentDoc = htsMaster.get(previous.getFirst().getObjectId(), VersionCorrection.LATEST);
assertEquals(previous.getFirst().getUniqueId(), currentDoc.getUniqueId()); // document not changed
HistoricalTimeSeries currentSeries = htsMaster.getTimeSeries(previous.getSecond().getUniqueId(), VersionCorrection.LATEST);
assertNotNull(currentSeries);
//will update only for Bloomberg dataSource
if (previous.getFirst().getInfo().getDataSource().equals(BLOOMBERG_DATA_SOURCE_NAME)) {
assertEquals(previousWeekDay(), currentSeries.getTimeSeries().getLatestTime());
LocalDateDoubleTimeSeries previousSeries = previous.getSecond().getTimeSeries();
final LocalDate previousStart = previousSeries.getEarliestTime();
final LocalDate previousEnd = previousSeries.getLatestTime();
assertEquals(previousSeries, currentSeries.getTimeSeries().subSeries(previousStart, true, previousEnd, true));
} else {
assertEquals(previous.getSecond().getTimeSeries(), currentSeries.getTimeSeries());
}
}
}
public void updateGivenDates() throws Exception {
List<Pair<HistoricalTimeSeriesInfoDocument, HistoricalTimeSeries>> previousSeriesDocs = addTimeSeries();
final LocalDate previousSeriesEnd = previousWeekDay().minusWeeks(1);
final LocalDate startDate = nextWeekDay(previousSeriesEnd);
final LocalDate endDate = nextWeekDay(startDate);
HistoricalTimeSeriesMaster htsMaster = getHtsMaster();
BloombergHTSMasterUpdater htsMasterUpdater = getHtsMasterUpdater();
htsMasterUpdater.setStartDate(startDate);
htsMasterUpdater.setEndDate(endDate);
htsMasterUpdater.run();
for (Pair<HistoricalTimeSeriesInfoDocument, HistoricalTimeSeries> previous : previousSeriesDocs) {
HistoricalTimeSeries currentSeries = htsMaster.getTimeSeries(previous.getSecond().getUniqueId(), VersionCorrection.LATEST);
assertNotNull(currentSeries);
//will update only for Bloomberg dataSource
if (previous.getFirst().getInfo().getDataSource().equals(BLOOMBERG_DATA_SOURCE_NAME)) {
assertEquals(endDate, currentSeries.getTimeSeries().getLatestTime());
LocalDateDoubleTimeSeries previousSeries = previous.getSecond().getTimeSeries();
final LocalDate previousStart = previousSeries.getEarliestTime();
final LocalDate previousEnd = previousSeries.getLatestTime();
assertEquals(previousSeries, currentSeries.getTimeSeries().subSeries(previousStart, true, previousEnd, true));
} else {
assertEquals(previous.getSecond().getTimeSeries().getLatestTime(), currentSeries.getTimeSeries().getLatestTime());
}
}
}
public void reload() throws Exception {
List<Pair<HistoricalTimeSeriesInfoDocument, HistoricalTimeSeries>> previousDocs = addTimeSeries();
HistoricalTimeSeriesMaster htsMaster = getHtsMaster();
BloombergHTSMasterUpdater htsMasterUpdater = getHtsMasterUpdater();
//sleep for 1sec because of nano sec accuracy lost in the database
Thread.sleep(1000);
htsMasterUpdater.setReload(true);
htsMasterUpdater.run();
for (Pair<HistoricalTimeSeriesInfoDocument, HistoricalTimeSeries> previous : previousDocs) {
HistoricalTimeSeries currentSeries = htsMaster.getTimeSeries(previous.getSecond().getUniqueId(), VersionCorrection.LATEST);
assertNotNull(currentSeries);
// after reload time series start date should be same, because the test provider returns
// time-series with previous start date, but this may be different in production
assertEquals(previous.getSecond().getTimeSeries().getEarliestTime(), currentSeries.getTimeSeries().getEarliestTime());
// will reload only for Bloomberg dataSource
if (previous.getFirst().getInfo().getDataSource().equals(BLOOMBERG_DATA_SOURCE_NAME)) {
assertTrue(!previous.getSecond().getTimeSeries().equals(currentSeries.getTimeSeries()));
} else {
assertEquals(previous.getSecond().getTimeSeries(), currentSeries.getTimeSeries());
}
}
}
}