Examples of com.opengamma.master.historicaltimeseries.HistoricalTimeSeriesResolver.resolve()

com.opengamma.master.historicaltimeseries.HistoricalTimeSeriesResolver.resolve()
Resolves a time-series from a bundle of identifiers and a data field.
The desired series is specified by identifier bundle, typically a security, and the data field name, such as "price" or "volume". However, the underlying sources of data may contain multiple matching time-series. The resolver allows the preferred series to be chosen based on a key. The meaning of the key is resolver-specific, and it might be treated as a DSL or a configuration key. @param identifierBundle the bundle of identifiers to resolve, not null @param identifierValidityDate the date that the identifier must be valid on, null to use all identifiers @param dataSource the data source name associated with the time-series, null for any @param dataProvider the data provider name associated with the time-series, null for any @param dataField the type of data that the time-series represents, not null @param resolutionKey a key defining how the resolution is to occur, null for the default best match @return a resolution result for the best match, null if unable to find a match


  @Override
  public Set<ValueRequirement> getRequirements(final FunctionCompilationContext context, final ComputationTarget target, final ValueRequirement desiredValue) {
    final HistoricalTimeSeriesResolver resolver = OpenGammaCompilationContext.getHistoricalTimeSeriesResolver(context);
    final String fieldName = s_marketDataRequirementNamesMap.get(_requirementName);
    final HistoricalTimeSeriesResolutionResult timeSeries = resolver.resolve(target.getSecurity().getExternalIdBundle(), null, null, null, fieldName, null);
    if (timeSeries == null) {
      return null;
    }
    // TODO - Can we do something more efficient than getting the whole series?
    return Collections.singleton(HistoricalTimeSeriesFunctionUtils.createHTSRequirement(timeSeries, fieldName,

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  }


  private ValueRequirement getReferencePriceRequirement(final FunctionCompilationContext context, final FutureSecurity security) {
    final HistoricalTimeSeriesResolver resolver = OpenGammaCompilationContext.getHistoricalTimeSeriesResolver(context);
    final ExternalIdBundle idBundle = security.getExternalIdBundle();
    final HistoricalTimeSeriesResolutionResult timeSeries = resolver.resolve(security.getExternalIdBundle(), null, null, null, MarketDataRequirementNames.MARKET_VALUE, null);
    if (timeSeries == null) {
      s_logger.warn("Failed to find time series for: " + idBundle.toString());
      return null;
    }
    return HistoricalTimeSeriesFunctionUtils.createHTSRequirement(timeSeries, MarketDataRequirementNames.MARKET_VALUE,

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    final MockResolver mock = new MockResolver();
    final HistoricalTimeSeriesResolver client = mockConnection(mock);
    mock.setIdentifierBundle(ExternalId.of("Test", "Foo").toBundle());
    mock.setDataField("PX_LAST");
    mock.setResult(new HistoricalTimeSeriesResolutionResult(new ManageableHistoricalTimeSeriesInfo()));
    assertNotNull(client.resolve(ExternalId.of("Test", "Foo").toBundle(), null, null, null, "PX_LAST", null), null);
  }


  public void testResolveWithValidityDate() {
    final LocalDate now = LocalDate.now();
    final MockResolver mock = new MockResolver();

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    final HistoricalTimeSeriesResolver client = mockConnection(mock);
    mock.setIdentifierBundle(ExternalId.of("Test", "Foo").toBundle());
    mock.setIdentifierValidityDate(now);
    mock.setDataField("PX_LAST");
    mock.setResult(new HistoricalTimeSeriesResolutionResult(new ManageableHistoricalTimeSeriesInfo()));
    assertNotNull(client.resolve(ExternalId.of("Test", "Foo").toBundle(), now, null, null, "PX_LAST", null), null);
  }


  public void testResolveWithDataSourceAndProvider() {
    final MockResolver mock = new MockResolver();
    final HistoricalTimeSeriesResolver client = mockConnection(mock);

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    mock.setIdentifierBundle(ExternalId.of("Test", "Foo").toBundle());
    mock.setDataSource("datasource");
    mock.setDataProvider("dataprovider");
    mock.setDataField("PX_LAST");
    mock.setResult(new HistoricalTimeSeriesResolutionResult(new ManageableHistoricalTimeSeriesInfo()));
    assertNotNull(client.resolve(ExternalId.of("Test", "Foo").toBundle(), null, "datasource", "dataprovider", "PX_LAST", null), null);
  }


  public void testResolveWithResolutionKey() {
    final MockResolver mock = new MockResolver();
    final HistoricalTimeSeriesResolver client = mockConnection(mock);

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    final HistoricalTimeSeriesResolver client = mockConnection(mock);
    mock.setIdentifierBundle(ExternalId.of("Test", "Foo").toBundle());
    mock.setDataField("PX_LAST");
    mock.setResolutionKey("resolutionkey");
    mock.setResult(new HistoricalTimeSeriesResolutionResult(new ManageableHistoricalTimeSeriesInfo()));
    assertNotNull(client.resolve(ExternalId.of("Test", "Foo").toBundle(), null, null, null, "PX_LAST", "resolutionkey"), null);
  }


  public void testGetAdjustment() {
    final MockResolver resolver = new MockResolver();
    final HistoricalTimeSeriesResolver client = mockConnection(resolver);

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    resolver.setDataField("PX_LAST");
    final MockAdjuster adjuster = new MockAdjuster();
    adjuster.setIdentifierBundle(ExternalIdBundle.of(ExternalId.of("Test1", "Foo"), ExternalId.of("Test2", "Foo")));
    adjuster.setResult(new HistoricalTimeSeriesAdjustment.DivideBy(100d));
    resolver.setResult(new HistoricalTimeSeriesResolutionResult(new ManageableHistoricalTimeSeriesInfo(), adjuster));
    final HistoricalTimeSeriesResolutionResult result = client.resolve(ExternalIdBundle.of(ExternalId.of("Test1", "Foo"), ExternalId.of("Test2", "Foo")), null, null, null, "PX_LAST", null);
    assertNotNull(result);
    adjuster.setIdentifierBundle(ExternalIdBundle.of(ExternalId.of("Test1", "Foo")));
    adjuster.setResult(HistoricalTimeSeriesAdjustment.NoOp.INSTANCE);
    HistoricalTimeSeriesAdjustment adjustment = result.getAdjuster().getAdjustment(ExternalIdBundle.of(ExternalId.of("Test1", "Foo"), ExternalId.of("Test2", "Foo")));
    assertEquals(adjustment.toString(), "100.0 /");

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    final MockResolver resolver = new MockResolver();
    final HistoricalTimeSeriesResolver client = mockConnection(resolver);
    resolver.setIdentifierBundle(ExternalIdBundle.of(ExternalId.of("Test1", "Foo"), ExternalId.of("Test2", "Foo")));
    resolver.setDataField("PX_LAST");
    resolver.setResult(null);
    assertNull(client.resolve(ExternalIdBundle.of(ExternalId.of("Test1", "Foo"), ExternalId.of("Test2", "Foo")), null, null, null, "PX_LAST", null));
  }


}

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