Examples of HistoricalTimeSeriesInfoDocument

com.opengamma.master.historicaltimeseries.HistoricalTimeSeriesInfoDocument
A document used to pass into and out of the historical time-series master.
This document stores information about the time-series, not the time-series itself.
This class is mutable and not thread-safe.

Examples of com.opengamma.master.historicaltimeseries.HistoricalTimeSeriesInfoDocument

    _htsMaster.update(doc);
  }


  @Test(expectedExceptions = IllegalArgumentException.class)
  public void test_update_noHistoricalTimeSeries() {
    HistoricalTimeSeriesInfoDocument doc = new HistoricalTimeSeriesInfoDocument();
    doc.setUniqueId(UniqueId.of("DbHts", "101", "0"));
    _htsMaster.update(doc);
  }

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Examples of com.opengamma.master.historicaltimeseries.HistoricalTimeSeriesInfoDocument

    info.setDataProvider("DP");
    info.setObservationTime("OT");
    ExternalIdWithDates id = ExternalIdWithDates.of(ExternalId.of("A", "B"), LocalDate.of(2011, 6, 30), null);
    ExternalIdBundleWithDates bundle = ExternalIdBundleWithDates.of(id);
    info.setExternalIdBundle(bundle);
    HistoricalTimeSeriesInfoDocument doc = new HistoricalTimeSeriesInfoDocument(info);
    _htsMaster.update(doc);
  }

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Examples of com.opengamma.master.historicaltimeseries.HistoricalTimeSeriesInfoDocument

    info.setDataProvider("DP");
    info.setObservationTime("OT");
    ExternalIdWithDates id = ExternalIdWithDates.of(ExternalId.of("A", "B"), LocalDate.of(2011, 6, 30), null);
    ExternalIdBundleWithDates bundle = ExternalIdBundleWithDates.of(id);
    info.setExternalIdBundle(bundle);
    HistoricalTimeSeriesInfoDocument doc = new HistoricalTimeSeriesInfoDocument(info);
    _htsMaster.update(doc);
  }

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Examples of com.opengamma.master.historicaltimeseries.HistoricalTimeSeriesInfoDocument


  @Test
  public void test_update_getUpdateGet() {
    Instant now = Instant.now(_htsMaster.getClock());
    
    HistoricalTimeSeriesInfoDocument base = _htsMaster.get(UniqueId.of("DbHts", "101", "0"));
    ManageableHistoricalTimeSeriesInfo info = new ManageableHistoricalTimeSeriesInfo();
    info.setUniqueId(UniqueId.of("DbHts", "101", "0"));
    info.setName("Updated");
    info.setDataField("DF");
    info.setDataSource("DS");
    info.setDataProvider("DP");
    info.setObservationTime("OT");
    ExternalIdWithDates id = ExternalIdWithDates.of(ExternalId.of("A", "B"), LocalDate.of(2011, 6, 30), null);
    ExternalIdBundleWithDates bundle = ExternalIdBundleWithDates.of(id);
    info.setExternalIdBundle(bundle);
    HistoricalTimeSeriesInfoDocument input = new HistoricalTimeSeriesInfoDocument(info);
    
    HistoricalTimeSeriesInfoDocument updated = _htsMaster.update(input);
    assertEquals(false, base.getUniqueId().equals(updated.getUniqueId()));
    assertEquals(now, updated.getVersionFromInstant());
    assertEquals(null, updated.getVersionToInstant());
    assertEquals(now, updated.getCorrectionFromInstant());
    assertEquals(null, updated.getCorrectionToInstant());
    assertEquals(input.getInfo(), updated.getInfo());
    
    HistoricalTimeSeriesInfoDocument old = _htsMaster.get(UniqueId.of("DbHts", "101", "0"));
    assertEquals(base.getUniqueId(), old.getUniqueId());
    assertEquals(base.getVersionFromInstant(), old.getVersionFromInstant());
    assertEquals(now, old.getVersionToInstant());  // old version ended
    assertEquals(base.getCorrectionFromInstant(), old.getCorrectionFromInstant());
    assertEquals(base.getCorrectionToInstant(), old.getCorrectionToInstant());
    assertEquals(base.getInfo(), old.getInfo());
    
    HistoricalTimeSeriesInfoHistoryRequest search = new HistoricalTimeSeriesInfoHistoryRequest(base.getUniqueId(), null, now);
    HistoricalTimeSeriesInfoHistoryResult searchResult = _htsMaster.history(search);
    assertEquals(2, searchResult.getDocuments().size());
  }

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Examples of com.opengamma.master.historicaltimeseries.HistoricalTimeSeriesInfoDocument


  @Test
  public void test_update_rollback() {
    DbHistoricalTimeSeriesMaster w = new DbHistoricalTimeSeriesMaster(_htsMaster.getDbConnector());
    w.setElSqlBundle(ElSqlBundle.of(new ElSqlConfig("TestRollback"), DbHistoricalTimeSeriesMaster.class));
    final HistoricalTimeSeriesInfoDocument base = _htsMaster.get(UniqueId.of("DbHts", "101", "0"));
    ManageableHistoricalTimeSeriesInfo info = new ManageableHistoricalTimeSeriesInfo();
    info.setUniqueId(UniqueId.of("DbHts", "101", "0"));
    info.setName("Updated");
    info.setDataField("DF");
    info.setDataSource("DS");
    info.setDataProvider("DP");
    info.setObservationTime("OT");
    ExternalIdWithDates id = ExternalIdWithDates.of(ExternalId.of("A", "B"), LocalDate.of(2011, 6, 30), null);
    ExternalIdBundleWithDates bundle = ExternalIdBundleWithDates.of(id);
    info.setExternalIdBundle(bundle);
    HistoricalTimeSeriesInfoDocument input = new HistoricalTimeSeriesInfoDocument(info);
    try {
      w.update(input);
      Assert.fail();
    } catch (BadSqlGrammarException ex) {
      // expected
    }
    final HistoricalTimeSeriesInfoDocument test = _htsMaster.get(UniqueId.of("DbHts", "101", "0"));
    
    assertEquals(base, test);
  }

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Examples of com.opengamma.master.historicaltimeseries.HistoricalTimeSeriesInfoDocument

    int pos = uniqueId.getVersion().indexOf('P');
    if (pos < 0) {
      return super.extractRowId(uniqueId);
    }
    VersionCorrection vc = getMaster().extractTimeSeriesInstants(uniqueId);
    HistoricalTimeSeriesInfoDocument doc = getMaster().get(uniqueId.getObjectId(), vc);  // not very efficient, but works
    return super.extractRowId(doc.getUniqueId());
  }

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Examples of com.opengamma.master.historicaltimeseries.HistoricalTimeSeriesInfoDocument

            ExternalId ticker = ExternalSchemes.bloombergTickerSecurityId("ticker" + i);
            ExternalId buid = ExternalSchemes.bloombergBuidSecurityId("buid" + i);
            final ExternalIdBundleWithDates bundleWithDates = ExternalIdBundleWithDates.of(ExternalIdWithDates.of(ticker), 
                ExternalIdWithDates.of(buid));
            info.setExternalIdBundle(bundleWithDates);
            HistoricalTimeSeriesInfoDocument added = _htsMaster.add(new HistoricalTimeSeriesInfoDocument(info));
            assertNotNull(added);
            assertNotNull(added.getUniqueId());
            
            Map<ExternalIdBundle, LocalDateDoubleTimeSeries> resultMap = _historicalTimeSeriesProvider.getHistoricalTimeSeries(
                Collections.singleton(bundleWithDates.toBundle()), BloombergConstants.BLOOMBERG_DATA_SOURCE_NAME, dataProvider, dataField, LocalDateRange.of(start, end, true));
            LocalDateDoubleTimeSeries timeSeries = resultMap.get(bundleWithDates.toBundle());
            UniqueId tsUid = _htsMaster.updateTimeSeriesDataPoints(added.getInfo().getTimeSeriesObjectId(), timeSeries);
            
            HistoricalTimeSeries hts = _htsMaster.getTimeSeries(tsUid);
            assertNotNull(hts);
            assertEquals(timeSeries, hts.getTimeSeries());
            result.add(Pair.of(added, hts));

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Examples of com.opengamma.master.historicaltimeseries.HistoricalTimeSeriesInfoDocument

    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());

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Examples of com.opengamma.master.historicaltimeseries.HistoricalTimeSeriesInfoDocument

   */
  private void updateIdentifiers(
      Map<ExternalId, HistoricalTimeSeriesInfoDocument> buidDocMap,
      Map<ExternalId, ExternalIdBundleWithDates> buidToUpdated) {
    for (Entry<ExternalId, ExternalIdBundleWithDates> entry : buidToUpdated.entrySet()) {
      HistoricalTimeSeriesInfoDocument doc = buidDocMap.get(entry.getKey());
      ExternalIdBundleWithDates updatedId = entry.getValue();
      if (doc != null && doc.getInfo().getExternalIdBundle().equals(updatedId) == false) {
        doc.getInfo().setExternalIdBundle(updatedId);
        s_logger.debug("Updated {} with {}", doc.getUniqueId(), updatedId);
        _htsMaster.update(doc);
      }
    }
  }

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Examples of com.opengamma.master.historicaltimeseries.HistoricalTimeSeriesInfoDocument

        info.setDataProvider(dataProvider);
        info.setDataSource(dataSource);
        info.setObservationTime(observationTime);
        info.setExternalIdBundle(ExternalIdBundleWithDates.of(htsId.toBundle()));
        info.setName(dataProvider + " " + dataField + " - " + htsId.getValue());
        HistoricalTimeSeriesInfoDocument infoDoc = new HistoricalTimeSeriesInfoDocument();
        infoDoc.setInfo(info);
        infoDoc = _htsMaster.add(infoDoc);


        oId = infoDoc.getObjectId();
      }


      _idMap.put(htsId, oId);
    }

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