Package com.opengamma.master.historicaltimeseries

Examples of com.opengamma.master.historicaltimeseries.HistoricalTimeSeriesInfoDocument


  }

  @Test
  public void test_getObjectId_earlierVersion() {
    ObjectId oid = ObjectId.of("DbHts", "201");
    HistoricalTimeSeriesInfoDocument test = _htsMaster.get(oid, VersionCorrection.ofVersionAsOf(_version1Instant));
    assert201(test);
  }
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      info.setDataField("CLOSE");
      info.setDataProvider("CMPL");
      info.setDataSource("BLOOMBERG");
      info.setObservationTime("LDN_CLOSE");
      info.setExternalIdBundle(ExternalIdBundleWithDates.of(identifiers));
      HistoricalTimeSeriesInfoDocument doc = new HistoricalTimeSeriesInfoDocument(info);
      s_logger.debug("adding timeseries {}", doc);
      doc = _htsMaster.add(doc);
     
      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);
      }
    }
   
    long end = System.nanoTime();
   
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      final ExternalId identifier = entry.getKey().getFirst();
      final String dataField = entry.getKey().getSecond();
      final Double finishValue = entry.getValue();
      final ManageableHistoricalTimeSeriesInfo info = getSimulatedTimeSeriesInfo(dataField, identifier);
      buf.append("\t").append(identifier).append(" ").append(dataField).append("\n");
      final HistoricalTimeSeriesInfoDocument addedDoc = _htsMaster.add(new HistoricalTimeSeriesInfoDocument(info));
      final LocalDateDoubleTimeSeries timeSeries = getHistoricalDataPoints(random, finishValue, TS_LENGTH);
      _htsMaster.updateTimeSeriesDataPoints(addedDoc.getInfo().getTimeSeriesObjectId(), timeSeries);
    }
    s_logger.info(buf.toString());
  }
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        request.setObservationTime(info.getObservationTime());
        request.setExternalIdSearch(new ExternalIdSearch(info.getExternalIdBundle().toBundle(), ExternalIdSearchType.EXACT));
        HistoricalTimeSeriesInfoSearchResult searchResult = _htsMaster.search(request);
        if (searchResult.getDocuments().size() == 0) {
          // add new
          HistoricalTimeSeriesInfoDocument doc = _htsMaster.add(new HistoricalTimeSeriesInfoDocument(info));
          UniqueId uniqueId = _htsMaster.updateTimeSeriesDataPoints(doc.getInfo().getTimeSeriesObjectId(), timeSeries);
          result.put(bundleToIdentifier.get(bundleWithDates), uniqueId);
        } else {
          // update existing
          HistoricalTimeSeriesInfoDocument doc = searchResult.getDocuments().get(0);
          HistoricalTimeSeries existingSeries = _htsMaster.getTimeSeries(doc.getInfo().getTimeSeriesObjectId(), VersionCorrection.LATEST, HistoricalTimeSeriesGetFilter.ofLatestPoint());
          if (existingSeries.getTimeSeries().size() > 0) {
            LocalDate latestTime = existingSeries.getTimeSeries().getLatestTime();
            timeSeries = timeSeries.subSeries(latestTime, false, timeSeries.getLatestTime(), true);
          }
          UniqueId uniqueId = existingSeries.getUniqueId();
          if (timeSeries.size() > 0) {
            uniqueId = _htsMaster.updateTimeSeriesDataPoints(doc.getInfo().getTimeSeriesObjectId(), timeSeries);
          }
          result.put(bundleToIdentifier.get(bundleWithDates), uniqueId);
        }
       
      } else {
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  //-------------------------------------------------------------------------
  @Override
  public boolean updateTimeSeries(final UniqueId uniqueId) {
    ArgumentChecker.notNull(uniqueId, "uniqueId");
   
    HistoricalTimeSeriesInfoDocument doc = _htsMaster.get(uniqueId);
    ManageableHistoricalTimeSeriesInfo info = doc.getInfo();
    ExternalIdBundle externalIdBundle = info.getExternalIdBundle().toBundle();
    String dataSource = info.getDataSource();
    String dataProvider = info.getDataProvider();
    String dataField = info.getDataField();
    LocalDateDoubleTimeSeries series = _underlyingHtsProvider.getHistoricalTimeSeries(externalIdBundle, dataSource, dataProvider, dataField);
    if (series == null || series.isEmpty()) {
      return false;
    }
    _htsMaster.correctTimeSeriesDataPoints(doc.getInfo().getTimeSeriesObjectId(), series);
    return true;
  }
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  @Path("{timeseriesId}")
  public WebHistoricalTimeSeriesResource findSeries(@Subscribe @PathParam("timeseriesId") String idStr) {
   
    data().setUriHistoricalTimeSeriesId(idStr);
    UniqueId oid = UniqueId.parse(idStr);
    HistoricalTimeSeriesInfoDocument info;
    ManageableHistoricalTimeSeries series;
   
    try {
      // Try to fetch HTS info
      info = data().getHistoricalTimeSeriesMaster().get(UniqueId.parse(idStr));
    } catch (DataNotFoundException ex) {
      // If not there, try fetching a deleted one from history
      HistoricalTimeSeriesInfoHistoryRequest historyRequest = new HistoricalTimeSeriesInfoHistoryRequest(oid);
      historyRequest.setPagingRequest(PagingRequest.ONE);
      HistoricalTimeSeriesInfoHistoryResult historyResult = data().getHistoricalTimeSeriesMaster().history(historyRequest);
      if (historyResult.getDocuments().size() == 0) {
        // None found in history either; just return
        return null;
      }
      info = historyResult.getFirstDocument();
    }
    data().setInfo(info);
   
    try {
      // Try to fetch the data-points
      series = data().getHistoricalTimeSeriesMaster().getTimeSeries(
          info.getInfo().getTimeSeriesObjectId(), VersionCorrection.LATEST);
    } catch (DataNotFoundException ex) {
      // If not there, return an empty collection of data-points
      series = new ManageableHistoricalTimeSeries();
      series.setTimeSeries(ImmutableLocalDateDoubleTimeSeries.EMPTY_SERIES);
    }
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  }

  @PUT
  @Produces(MediaType.TEXT_HTML)
  public Response put() {
    HistoricalTimeSeriesInfoDocument tsDoc = data().getInfo();
    updateTimeseries(tsDoc.getUniqueId());
    URI uri = uri(data());
    return Response.seeOther(uri).build();
  }
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  }

  @PUT
  @Produces(MediaType.APPLICATION_JSON)
  public Response putJSON() {
    HistoricalTimeSeriesInfoDocument tsDoc = data().getInfo();
    Response result = null;
    if (updateTimeseries(tsDoc.getUniqueId())) {
      result =  Response.ok().build();
    } else {
      result = Response.notModified().build();
    }
    return result;
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    deleteTimeSeries();
    return Response.ok().build();
  }

  private URI deleteTimeSeries() {
    HistoricalTimeSeriesInfoDocument doc = data().getInfo();
    data().getHistoricalTimeSeriesMaster().remove(doc.getUniqueId());
    URI uri = WebAllHistoricalTimeSeriesResource.uri(data());
    return uri;
  }
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   * Creates the output root data.
   * @return the output root data, not null
   */
  protected FlexiBean createRootData() {
    FlexiBean out = super.createRootData();
    HistoricalTimeSeriesInfoDocument doc = data().getInfo();
    out.put("infoDoc", doc);
    out.put("info", doc.getInfo());
    out.put("related", getRelatedTimeSeries());
    out.put("timeseries", data().getTimeSeries());
    out.put("deleted", !doc.isLatest());
    return out;
  }
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