Package com.opengamma.timeseries.date.localdate

Examples of com.opengamma.timeseries.date.localdate.LocalDateDoubleTimeSeriesBuilder

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  private boolean isWeekday(LocalDate day) {
    return (day.getDayOfWeek() != DayOfWeek.SATURDAY && day.getDayOfWeek() != DayOfWeek.SUNDAY);
  }

  private LocalDateDoubleTimeSeries randomTimeSeries() {
    LocalDateDoubleTimeSeriesBuilder bld = ImmutableLocalDateDoubleTimeSeries.builder();
    LocalDate start = LocalDate.of(2000, 1, 2);
    LocalDate end = start.plusYears(10);
    LocalDate current = start;
    while (current.isBefore(end)) {
      current = current.plusDays(1);
      if (isWeekday(current)) {
        bld.put(current, Math.random());
      }
    }
    return bld.build();
  }
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    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());
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    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());
  }
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    LocalDateDoubleTimeSeries existingSeries = _storePoints.get(objectId);
    if (existingSeries == null) {
      return objectId.atLatestVersion();
    }
    LocalDateDoubleTimeSeriesBuilder bld = existingSeries.toBuilder();
    for (LocalDateDoubleEntryIterator it = bld.iterator(); it.hasNext(); ) {
      LocalDate date = it.nextTime();
      if (date.isBefore(fromDateInclusive) == false && date.isAfter(toDateInclusive) == false) {
        it.remove();
      }
    }
    if (_storePoints.replace(objectId, existingSeries, bld.build()) == false) {
      throw new IllegalArgumentException("Concurrent modification");
    }
    return objectId.atLatestVersion();
  }
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    }
    s_logger.info(buf.toString());
  }

  public static LocalDateDoubleTimeSeries getHistoricalDataPoints(final Random random, final Double finishValue, final int tsLength) {
    final LocalDateDoubleTimeSeriesBuilder bld = ImmutableLocalDateDoubleTimeSeries.builder();
    LocalDate now = LocalDate.now();
    final LocalDate stopDate = DateUtils.previousWeekDay(now.minusMonths(tsLength));
    double currentValue = finishValue;
    do {
      currentValue = wiggleValue(random, currentValue, finishValue);
      bld.put(now, currentValue);
      now = DateUtils.previousWeekDay(now);
    } while (now.isAfter(stopDate));
    return bld.build();
  }
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* Example time-series code.
*/
public class TimeSeriesExample {

  public static void timeSeriesExample(final PrintStream out) {
    final LocalDateDoubleTimeSeriesBuilder ts1 = ImmutableLocalDateDoubleTimeSeries.builder();
    ts1.put(LocalDate.of(2010, 1, 1), 2.1d);
    ts1.put(LocalDate.of(2010, 1, 2), 2.2d);
    ts1.put(LocalDate.of(2010, 1, 3), 2.3d);
    out.println("ts1: " + ts1);

    final LocalDateDoubleTimeSeries ts2 = ts1.build();
    out.println("ts2: " + ts2);

    final LocalDateDoubleTimeSeries ts3 = ImmutableLocalDateDoubleTimeSeries.of(
        new LocalDate[] {LocalDate.of(2010, 1, 1), LocalDate.of(2010, 1, 2)},
        new double[] {1.1d, 1.2d});
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   * @param startDate  the start date, not null
   * @param numDays  the number of days
   * @return the time-series, not null
   */
  public static LocalDateDoubleTimeSeries makeRandomTimeSeries(LocalDate startDate, int numDays) {
    LocalDateDoubleTimeSeriesBuilder bld = ImmutableLocalDateDoubleTimeSeries.builder();
    LocalDate current = startDate;
    bld.put(current, Math.random());
    while (bld.size() < numDays) {
      if (isWeekday(current)) {
        bld.put(current, Math.random());
      }
      current = current.plusDays(1);
    }
    return bld.build();
  }
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Related Classes of com.opengamma.timeseries.date.localdate.LocalDateDoubleTimeSeriesBuilder

  • com.opengamma.analytics.example.timeseries.TimeSeriesExample
  • com.opengamma.bbg.historicaltimeseries.BloombergHistoricalTimeSeriesProvider$BloombergHistoricalTimeSeriesProviderImpl
  • com.opengamma.bbg.loader.hts.AbstractHistoricalTimeSeriesDBTest$UnitTestHistoricalTimeSeriesProvider
  • com.opengamma.core.historicaltimeseries.impl.HistoricalTimeSeriesSourceTest
  • com.opengamma.core.historicaltimeseries.impl.NonVersionedRedisHistoricalTimeSeriesSource
  • com.opengamma.core.historicaltimeseries.impl.NonVersionedRedisHistoricalTimeSeriesSourceTest
  • com.opengamma.core.historicaltimeseries.impl.RedisSimulationSeriesSourceTest
  • com.opengamma.examples.simulated.historical.SimulatedHistoricalDataGenerator
  • com.opengamma.master.historicaltimeseries.impl.InMemoryHistoricalTimeSeriesMaster
  • com.opengamma.master.historicaltimeseries.impl.RandomTimeSeriesGenerator
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