Package com.opengamma.master.historicaltimeseries

Examples of com.opengamma.master.historicaltimeseries.HistoricalTimeSeriesInfoSearchRequest.addExternalId()


  private List<FactorExposure> convertToFactorExposure(List<FactorExposureData> factorExposureDataList) {
    List<FactorExposure> results = new ArrayList<FactorExposure>();
    for (FactorExposureData exposure : factorExposureDataList) {
      HistoricalTimeSeriesInfoSearchRequest exposureSearchRequest = new HistoricalTimeSeriesInfoSearchRequest();
      exposureSearchRequest.addExternalId(exposure.getExposureExternalId());
      exposureSearchRequest.setDataField("EXPOSURE");
      HistoricalTimeSeriesInfoSearchResult exposureSearchResult = data().getHistoricalTimeSeriesMaster().search(exposureSearchRequest);
      HistoricalTimeSeries exposureHTS = null;
      if (exposureSearchResult.getFirstInfo() != null) {
        exposureHTS = data().getHistoricalTimeSeriesMaster().getTimeSeries(exposureSearchResult.getFirstInfo().getTimeSeriesObjectId(), VersionCorrection.LATEST);
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      if (exposureSearchResult.getFirstInfo() != null) {
        exposureHTS = data().getHistoricalTimeSeriesMaster().getTimeSeries(exposureSearchResult.getFirstInfo().getTimeSeriesObjectId(), VersionCorrection.LATEST);
      }

      HistoricalTimeSeriesInfoSearchRequest convexitySearchRequest = new HistoricalTimeSeriesInfoSearchRequest();
      convexitySearchRequest.addExternalId(exposure.getExposureExternalId());
      convexitySearchRequest.setDataField("CONVEXITY");
      HistoricalTimeSeriesInfoSearchResult convexitySearchResult = data().getHistoricalTimeSeriesMaster().search(convexitySearchRequest);
      HistoricalTimeSeries convexityHTS = null;
      if (convexitySearchResult.getFirstInfo() != null) {
        convexityHTS = data().getHistoricalTimeSeriesMaster().getTimeSeries(convexitySearchResult.getFirstInfo().getTimeSeriesObjectId(), VersionCorrection.LATEST);
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      if (convexitySearchResult.getFirstInfo() != null) {
        convexityHTS = data().getHistoricalTimeSeriesMaster().getTimeSeries(convexitySearchResult.getFirstInfo().getTimeSeriesObjectId(), VersionCorrection.LATEST);
      }

      HistoricalTimeSeriesInfoSearchRequest priceSearchRequest = new HistoricalTimeSeriesInfoSearchRequest();
      priceSearchRequest.addExternalId(exposure.getExposureExternalId());
      priceSearchRequest.setDataField("PX_LAST");
      HistoricalTimeSeriesInfoSearchResult priceSearchResult = data().getHistoricalTimeSeriesMaster().search(priceSearchRequest);
      HistoricalTimeSeries priceHTS = null;
      if (priceSearchResult.getFirstInfo() != null) {
        priceHTS = data().getHistoricalTimeSeriesMaster().getTimeSeries(priceSearchResult.getFirstInfo().getTimeSeriesObjectId(), VersionCorrection.LATEST);
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    searchRequest.setObservationTime(StringUtils.trimToNull(observationTime));
    searchRequest.setName(StringUtils.trimToNull(name));
    MultivaluedMap<String, String> query = uriInfo.getQueryParameters();
    for (int i = 0; query.containsKey("idscheme." + i) && query.containsKey("idvalue." + i); i++) {
      ExternalId id = ExternalId.of(query.getFirst("idscheme." + i), query.getFirst("idvalue." + i));
      searchRequest.addExternalId(id);
    }
    out.put("searchRequest", searchRequest);
   
    if (data().getUriInfo().getQueryParameters().size() > 0) {
      ExternalIdWithDatesDisplayComparator comparator = ExternalIdWithDatesDisplayComparatorUtils.getComparator(data().getConfigSource(), ExternalIdDisplayComparatorUtils.DEFAULT_CONFIG_NAME);
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