/**
* Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.core.historicaltimeseries.impl;
import static org.testng.AssertJUnit.assertEquals;
import static org.testng.AssertJUnit.assertNotNull;
import static org.testng.AssertJUnit.assertNull;
import java.util.Random;
import org.slf4j.Logger;
import org.slf4j.LoggerFactory;
import org.testng.annotations.Test;
import org.threeten.bp.LocalDate;
import com.opengamma.core.historicaltimeseries.HistoricalTimeSeries;
import com.opengamma.id.UniqueId;
import com.opengamma.timeseries.date.localdate.ImmutableLocalDateDoubleTimeSeries;
import com.opengamma.timeseries.date.localdate.LocalDateDoubleEntryIterator;
import com.opengamma.timeseries.date.localdate.LocalDateDoubleTimeSeriesBuilder;
import com.opengamma.util.monitor.OperationTimer;
import com.opengamma.util.test.AbstractRedisTestCase;
/**
*
*/
@Test(enabled=true)
public class RedisSimulationSeriesSourceTest extends AbstractRedisTestCase {
private static final Logger s_logger = LoggerFactory.getLogger(RedisSimulationSeriesSourceTest.class);
public void basicOperation() {
LocalDate simulationSeriesDate = LocalDate.of(2013, 4, 24);
RedisSimulationSeriesSource simulationSource = new RedisSimulationSeriesSource(getJedisPool(), getRedisPrefix());
simulationSource.setCurrentSimulationExecutionDate(simulationSeriesDate);
UniqueId id = generateId(5);
HistoricalTimeSeries hts = null;
hts = simulationSource.getHistoricalTimeSeries(id, null, false, null, false);
assertNull(hts);
LocalDateDoubleTimeSeriesBuilder timeSeriesBuilder = ImmutableLocalDateDoubleTimeSeries.builder();
for (int i = 1; i < 30; i++) {
timeSeriesBuilder.put(LocalDate.of(2013,4,i), i);
}
simulationSource.updateTimeSeries(id, simulationSeriesDate, timeSeriesBuilder.build());
hts = simulationSource.getHistoricalTimeSeries(id, null, false, null, false);
assertNotNull(hts);
assertEquals(id, hts.getUniqueId());
assertEquals(29, hts.getTimeSeries().size());
LocalDateDoubleEntryIterator iterator = hts.getTimeSeries().iterator();
int i = 1;
while (iterator.hasNext()) {
iterator.next();
assertEquals(LocalDate.of(2013, 4, i), iterator.currentTime());
assertEquals((double)i, iterator.currentValueFast(), 0.001);
i++;
}
hts = simulationSource.getHistoricalTimeSeries(generateId(6), null, false, null, false);
assertNull(hts);
simulationSource.setCurrentSimulationExecutionDate(LocalDate.of(2013,4,25));
hts = simulationSource.getHistoricalTimeSeries(id, null, false, null, false);
assertNull(hts);
}
private static UniqueId generateId(int x) {
return UniqueId.of("TEST", Integer.toString(x));
}
public void clearSpecificDate() {
RedisSimulationSeriesSource simulationSource = new RedisSimulationSeriesSource(getJedisPool(), getRedisPrefix());
LocalDate simulationSeriesDate = LocalDate.now();
HistoricalTimeSeries hts = null;
int numDaysHistory = 5;
for (int i = 0; i < numDaysHistory; i++) {
writeOneSimulationSeriesDate(simulationSource, simulationSeriesDate, 5);
simulationSeriesDate = simulationSeriesDate.minusDays(1);
}
simulationSeriesDate = simulationSeriesDate.plusDays(1);
simulationSource.setCurrentSimulationExecutionDate(simulationSeriesDate);
hts = simulationSource.getHistoricalTimeSeries(generateId(3), null, false, null, false);
assertNotNull(hts);
simulationSource.clearExecutionDate(simulationSeriesDate);
hts = simulationSource.getHistoricalTimeSeries(generateId(3), null, false, null, false);
assertNull(hts);
simulationSource.setCurrentSimulationExecutionDate(simulationSeriesDate.plusDays(1));
hts = simulationSource.getHistoricalTimeSeries(generateId(3), null, false, null, false);
assertNotNull(hts);
}
@Test(enabled=false)
public void largePerformanceTest() {
RedisSimulationSeriesSource simulationSource = new RedisSimulationSeriesSource(getJedisPool());
LocalDate simulationSeriesDate = LocalDate.now();
int numDaysHistory = 20;
for (int i = 0; i < numDaysHistory; i++) {
// 20 points, 10 curves
writeOneSimulationSeriesDate(simulationSource, simulationSeriesDate, (20*10));
simulationSeriesDate = simulationSeriesDate.minusDays(1);
}
OperationTimer timer = new OperationTimer(s_logger, "Loading TS");
Random random = new Random();
for (int i = 0; i < 1000; i++) {
LocalDate seriesDate = simulationSeriesDate.minusDays(random.nextInt(numDaysHistory));
UniqueId id = generateId(random.nextInt(1260));
simulationSource.setCurrentSimulationExecutionDate(seriesDate);
simulationSource.getHistoricalTimeSeries(id, null, false, null, false);
}
System.out.println("Loading 1000 TS took " + timer.finished());
}
private void writeOneSimulationSeriesDate(RedisSimulationSeriesSource simulationSource, LocalDate simulationSeriesDate, int nSeries) {
OperationTimer timer = new OperationTimer(s_logger, "Storing many time series");
// 20 points, 10 curves
for (int i = 0; i < nSeries; i++) {
performanceWriteOneSeries(simulationSource, generateId(i), simulationSeriesDate);
}
System.out.println("Writing " + nSeries + " series took " + timer.finished());
}
private static void performanceWriteOneSeries(RedisSimulationSeriesSource source, UniqueId id, LocalDate simulationSeriesDate) {
LocalDate valueDate = LocalDate.now();
LocalDateDoubleTimeSeriesBuilder seriesBuilder = ImmutableLocalDateDoubleTimeSeries.builder();
for (int i = 1; i <= 1260; i++) {
seriesBuilder.put(valueDate, i);
valueDate = valueDate.minusDays(1);
}
source.updateTimeSeries(id, simulationSeriesDate, seriesBuilder.build());
}
}