/**
* Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.integration.copier.snapshot.writer;
import java.util.HashMap;
import java.util.Map;
import org.apache.commons.lang.StringUtils;
import org.slf4j.Logger;
import org.slf4j.LoggerFactory;
import com.opengamma.OpenGammaRuntimeException;
import com.opengamma.core.marketdatasnapshot.CurveKey;
import com.opengamma.core.marketdatasnapshot.CurveSnapshot;
import com.opengamma.core.marketdatasnapshot.UnstructuredMarketDataSnapshot;
import com.opengamma.core.marketdatasnapshot.ValueSnapshot;
import com.opengamma.core.marketdatasnapshot.VolatilitySurfaceKey;
import com.opengamma.core.marketdatasnapshot.VolatilitySurfaceSnapshot;
import com.opengamma.core.marketdatasnapshot.YieldCurveKey;
import com.opengamma.core.marketdatasnapshot.YieldCurveSnapshot;
import com.opengamma.id.ExternalIdBundle;
import com.opengamma.integration.copier.sheet.SheetFormat;
import com.opengamma.integration.copier.sheet.writer.CsvSheetWriter;
import com.opengamma.integration.copier.snapshot.SnapshotColumns;
import com.opengamma.integration.copier.snapshot.SnapshotType;
import com.opengamma.util.time.Tenor;
import com.opengamma.util.tuple.Pair;
/**
* Writes a snapshot to exported file
*/
public class FileSnapshotWriter implements SnapshotWriter {
private CsvSheetWriter _sheetWriter;
private static final Logger s_logger = LoggerFactory.getLogger(FileSnapshotWriter.class);
public FileSnapshotWriter(String filename) {
if (filename == null) {
throw new OpenGammaRuntimeException("File name omitted, cannot export to file");
}
if (SheetFormat.of(filename) == SheetFormat.CSV || SheetFormat.of(filename) == SheetFormat.XLS) {
_sheetWriter = new CsvSheetWriter(filename, SnapshotColumns.columns());
} else {
throw new OpenGammaRuntimeException("Input filename should end in .CSV or .XLS");
}
}
/** Ordinated ValueSnapshots, needed for Volatility Surfaces */
private void writeOrdinatedValueSnapshot(Map<String, String> prefixes,
Map<Pair<Object, Object>, ValueSnapshot> valueSnapshots) {
for (Map.Entry<Pair<Object, Object>, ValueSnapshot> entry : valueSnapshots.entrySet()) {
Map<String, String> tempRow = new HashMap<>();
ValueSnapshot valueSnapshot = entry.getValue();
tempRow.putAll(prefixes);
String surfaceX;
if (entry.getKey().getFirst() instanceof Tenor) {
surfaceX = ((Tenor) entry.getKey().getFirst()).toFormattedString();
} else {
surfaceX = entry.getKey().getFirst().toString();
}
String surfaceY;
if (entry.getKey().getSecond() instanceof Pair) {
surfaceY = ((Pair) entry.getKey().getSecond()).getFirst() + "|" + ((Pair) entry.getKey().getSecond()).getSecond();
} else {
surfaceY = entry.getKey().getSecond().toString();
}
tempRow.put(SnapshotColumns.SURFACE_X.get(), surfaceX);
tempRow.put(SnapshotColumns.SURFACE_Y.get(), surfaceY);
if (valueSnapshot.getMarketValue() != null) {
tempRow.put(SnapshotColumns.MARKET_VALUE.get(), valueSnapshot.getMarketValue().toString());
}
if (valueSnapshot.getOverrideValue() != null) {
tempRow.put(SnapshotColumns.OVERRIDE_VALUE.get(), valueSnapshot.getOverrideValue().toString());
}
_sheetWriter.writeNextRow(tempRow);
}
}
/** Named ValueSnapshots, needed for Unstructured Market */
private void writeValueSnapshot(Map<String, String> prefixes, Map<String, ValueSnapshot> valueSnapshots) {
for (Map.Entry<String, ValueSnapshot> entry : valueSnapshots.entrySet()) {
Map<String, String> tempRow = new HashMap<>();
ValueSnapshot valueSnapshot = entry.getValue();
tempRow.putAll(prefixes);
tempRow.put(SnapshotColumns.VALUE_NAME.get(), entry.getKey());
if (valueSnapshot.getMarketValue() != null) {
tempRow.put(SnapshotColumns.MARKET_VALUE.get(), valueSnapshot.getMarketValue().toString());
}
if (valueSnapshot.getOverrideValue() != null) {
tempRow.put(SnapshotColumns.OVERRIDE_VALUE.get(), valueSnapshot.getOverrideValue().toString());
}
_sheetWriter.writeNextRow(tempRow);
}
}
private void writeUnstructuredMarketDataSnapshot(Map<String, String> prefixes,
UnstructuredMarketDataSnapshot snapshot) {
for (ExternalIdBundle eib : snapshot.getTargets()) {
Map<String, String> tempRow = new HashMap<>();
tempRow.putAll(prefixes);
tempRow.put(SnapshotColumns.ID_BUNDLE.get(), StringUtils.join(eib.getExternalIds(), '|'));
//Row written by writeValueSnapshot
writeValueSnapshot(tempRow, snapshot.getTargetValues(eib));
}
}
@Override
public void flush() {
_sheetWriter.flush();
}
@Override
public void writeCurves(Map<CurveKey, CurveSnapshot> curves) {
if (curves == null || curves.isEmpty()) {
s_logger.warn("Snapshot does not contain any Curve Snapshots.");
return;
}
for (Map.Entry<CurveKey, CurveSnapshot> entry : curves.entrySet()) {
CurveSnapshot curve = entry.getValue();
Map<String, String> tempRow = new HashMap<>();
tempRow.put(SnapshotColumns.TYPE.get(), SnapshotType.CURVE.get());
tempRow.put(SnapshotColumns.NAME.get(), entry.getKey().getName());
tempRow.put(SnapshotColumns.INSTANT.get(), curve.getValuationTime().toString());
//Row written via writeUnstructuredMarketDataSnapshot
writeUnstructuredMarketDataSnapshot(tempRow, curve.getValues());
}
}
@Override
public void writeGlobalValues(UnstructuredMarketDataSnapshot globalValues) {
if (globalValues == null || globalValues.isEmpty()) {
s_logger.warn("Snapshot does not contain any Global Values.");
return;
}
Map<String, String> tempRow = new HashMap<>();
tempRow.put(SnapshotColumns.TYPE.get(), SnapshotType.GOBAL_VALUES.get());
//Row written via writeUnstructuredMarketDataSnapshot
writeUnstructuredMarketDataSnapshot(tempRow, globalValues);
}
@Override
public void writeVolatilitySurface(Map<VolatilitySurfaceKey, VolatilitySurfaceSnapshot> volatilitySurface) {
if (volatilitySurface == null || volatilitySurface.isEmpty()) {
s_logger.warn("Snapshot does not contain any Volatility Surfaces.");
return;
}
for (Map.Entry<VolatilitySurfaceKey, VolatilitySurfaceSnapshot> entry : volatilitySurface.entrySet()) {
VolatilitySurfaceSnapshot surface = entry.getValue();
Map<String, String> tempRow = new HashMap<>();
tempRow.put(SnapshotColumns.TYPE.get(), SnapshotType.VOL_SURFACE.get());
tempRow.put(SnapshotColumns.NAME.get(), entry.getKey().getName());
tempRow.put(SnapshotColumns.SURFACE_TARGET.get(), entry.getKey().getTarget().toString());
tempRow.put(SnapshotColumns.SURFACE_INSTRUMENT_TYPE.get(), entry.getKey().getInstrumentType());
tempRow.put(SnapshotColumns.SURFACE_QUOTE_TYPE.get(), entry.getKey().getQuoteType());
tempRow.put(SnapshotColumns.SURFACE_QUOTE_UNITS.get(), entry.getKey().getQuoteUnits());
//Row written by writeOrdinatedValueSnapshot
writeOrdinatedValueSnapshot(tempRow, surface.getValues());
}
}
@Override
public void writeYieldCurves(Map<YieldCurveKey, YieldCurveSnapshot> yieldCurves) {
if (yieldCurves == null || yieldCurves.isEmpty()) {
s_logger.warn("Snapshot does not contain any Yield Curve Snapshots.");
return;
}
for (Map.Entry<YieldCurveKey, YieldCurveSnapshot> entry : yieldCurves.entrySet()) {
YieldCurveSnapshot curve = entry.getValue();
Map<String, String> tempRow = new HashMap<>();
tempRow.put(SnapshotColumns.TYPE.get(), SnapshotType.YIELD_CURVE.get());
tempRow.put(SnapshotColumns.NAME.get(), entry.getKey().getName());
tempRow.put(SnapshotColumns.YIELD_CURVE_CURRENCY.get(), entry.getKey().getCurrency().toString());
tempRow.put(SnapshotColumns.INSTANT.get(), curve.getValuationTime().toString());
//Row written via writeUnstructuredMarketDataSnapshot
writeUnstructuredMarketDataSnapshot(tempRow, curve.getValues());
}
}
@Override
public void writeName(String name) {
if (name == null || name.isEmpty()) {
s_logger.warn("Snapshot does not contain name.");
return;
}
Map<String, String> tempRow = new HashMap<>();
tempRow.put(SnapshotColumns.TYPE.get(), SnapshotType.NAME.get());
tempRow.put(SnapshotColumns.NAME.get(), name);
_sheetWriter.writeNextRow(tempRow);
}
@Override
public void writeBasisViewName(String basisName) {
if (basisName == null || basisName.isEmpty()) {
s_logger.warn("Snapshot does not contain basis name.");
return;
}
Map<String, String> tempRow = new HashMap<>();
tempRow.put(SnapshotColumns.TYPE.get(), SnapshotType.BASIS_NAME.get());
tempRow.put(SnapshotColumns.NAME.get(), basisName);
_sheetWriter.writeNextRow(tempRow);
}
@Override
public void close() {
flush();
_sheetWriter.close();
}
}