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

    if ((resolutionKeyConstraints == null) || resolutionKeyConstraints.isEmpty()) {
      resolutionKey = null;
    } else {
      resolutionKey = resolutionKeyConstraints.iterator().next();
    }
    final HistoricalTimeSeriesResolutionResult resolutionResult = htsResolver.resolve(target.getSecurity().getExternalIdBundle(), null, null, null, dataField, resolutionKey);
    if (resolutionResult == null) {
      return null;
    }
    UniqueId htsId = resolutionResult.getHistoricalTimeSeriesInfo().getUniqueId();
    final ValueProperties.Builder constraints = ValueProperties.builder();

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    final Set<String> dataFieldConstraints = desiredValue.getConstraints().getValues(HistoricalTimeSeriesFunctionUtils.DATA_FIELD_PROPERTY);
    if ((dataFieldConstraints != null) && (dataFieldConstraints.size() > 1)) {
      return null;
    }
    final String dataField = ((dataFieldConstraints == null) || dataFieldConstraints.isEmpty()) ? null : Iterables.getOnlyElement(dataFieldConstraints);
    final HistoricalTimeSeriesResolutionResult resolutionResult = htsResolver.resolve(target.getSecurity().getExternalIdBundle(), null, null, null, dataField, null);
    if (resolutionResult == null) {
      return null;
    }
    final UniqueId htsId = resolutionResult.getHistoricalTimeSeriesInfo().getUniqueId();
    final ValueRequirement valueRequirement = new ValueRequirement(ValueRequirementNames.HISTORICAL_TIME_SERIES, ComputationTargetType.PRIMITIVE, htsId, desiredValue.getConstraints());

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    final String providerIdValue = target.getPosition().getAttributes().get(ManageablePosition.meta().providerId().name());
    if (providerIdValue == null) {
      return null;
    }
    final ExternalId providerId = ExternalId.parse(providerIdValue);
    final HistoricalTimeSeriesResolutionResult resolutionResult = htsResolver.resolve(ExternalIdBundle.of(providerId), null, null, null, dataField, null);
    if (resolutionResult == null) {
      return null;
    }
    final UniqueId htsId = resolutionResult.getHistoricalTimeSeriesInfo().getUniqueId();
    final ValueRequirement valueRequirement = new ValueRequirement(ValueRequirementNames.HISTORICAL_TIME_SERIES_LATEST, ComputationTargetType.PRIMITIVE, htsId, desiredValue.getConstraints());

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    result.add(new ValueRequirement(ValueRequirementNames.CAPM_BETA, targetSpec, betaProperties));
    final HistoricalTimeSeriesResolver resolver = OpenGammaCompilationContext.getHistoricalTimeSeriesResolver(context);
    final ConventionBundleSource conventionSource = OpenGammaCompilationContext.getConventionBundleSource(context);
    final ConventionBundle bundle = conventionSource.getConventionBundle(ExternalId.of(InMemoryConventionBundleMaster.SIMPLE_NAME_SCHEME, "USD_CAPM"));
    final DateConstraint startDate = DateConstraint.VALUATION_TIME.minus(samplingPeriodName);
    HistoricalTimeSeriesResolutionResult timeSeries = resolver.resolve(bundle.getCAPMMarket(), null, null, null, MarketDataRequirementNames.MARKET_VALUE, _resolutionKey);
    if (timeSeries == null) {
      return null;
    }
    result.add(HistoricalTimeSeriesFunctionUtils.createHTSRequirement(timeSeries, MarketDataRequirementNames.MARKET_VALUE, startDate, true,
        DateConstraint.VALUATION_TIME, true));

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    if (timeSeries == null) {
      return null;
    }
    result.add(HistoricalTimeSeriesFunctionUtils.createHTSRequirement(timeSeries, MarketDataRequirementNames.MARKET_VALUE, startDate, true,
        DateConstraint.VALUATION_TIME, true));
    timeSeries = resolver.resolve(bundle.getCAPMRiskFreeRate(), null, null, null, MarketDataRequirementNames.MARKET_VALUE, _resolutionKey);
    if (timeSeries == null) {
      return null;
    }
    result.add(HistoricalTimeSeriesFunctionUtils.createHTSRequirement(timeSeries, MarketDataRequirementNames.MARKET_VALUE, startDate, true,
        DateConstraint.VALUATION_TIME, true));

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    result.add(new ValueRequirement(ValueRequirementNames.FAIR_VALUE, targetSpec));
    result.add(new ValueRequirement(ValueRequirementNames.CAPM_BETA, targetSpec, betaProperties));
    final HistoricalTimeSeriesResolver resolver = OpenGammaCompilationContext.getHistoricalTimeSeriesResolver(context);
    final ConventionBundleSource conventionSource = OpenGammaCompilationContext.getConventionBundleSource(context);
    final ConventionBundle bundle = conventionSource.getConventionBundle(ExternalId.of(InMemoryConventionBundleMaster.SIMPLE_NAME_SCHEME, "USD_CAPM"));
    final HistoricalTimeSeriesResolutionResult timeSeries = resolver.resolve(bundle.getCAPMMarket(), null, null, null, MarketDataRequirementNames.MARKET_VALUE, _resolutionKey);
    if (timeSeries == null) {
      return null;
    }
    result.add(HistoricalTimeSeriesFunctionUtils.createHTSRequirement(timeSeries, MarketDataRequirementNames.MARKET_VALUE,
        DateConstraint.VALUATION_TIME.minus(samplingPeriodName), true, DateConstraint.VALUATION_TIME, true));

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    requirements.add(new ValueRequirement(ValueRequirementNames.FAIR_VALUE, targetSpec));
    final HistoricalTimeSeriesResolver resolver = OpenGammaCompilationContext.getHistoricalTimeSeriesResolver(context);
    final ConventionBundleSource conventionSource = OpenGammaCompilationContext.getConventionBundleSource(context);
    final ConventionBundle bundle = conventionSource.getConventionBundle(ExternalId.of(InMemoryConventionBundleMaster.SIMPLE_NAME_SCHEME, "USD_CAPM"));
    final DateConstraint startDate = DateConstraint.VALUATION_TIME.minus(samplingPeriodName);
    HistoricalTimeSeriesResolutionResult timeSeries = resolver.resolve(bundle.getCAPMMarket(), null, null, null, MarketDataRequirementNames.MARKET_VALUE, _resolutionKey);
    if (timeSeries == null) {
      return null;
    }
    requirements.add(HistoricalTimeSeriesFunctionUtils.createHTSRequirement(timeSeries, MarketDataRequirementNames.MARKET_VALUE, startDate, true,
        DateConstraint.VALUATION_TIME, true));

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    if (timeSeries == null) {
      return null;
    }
    requirements.add(HistoricalTimeSeriesFunctionUtils.createHTSRequirement(timeSeries, MarketDataRequirementNames.MARKET_VALUE, startDate, true,
        DateConstraint.VALUATION_TIME, true));
    timeSeries = resolver.resolve(bundle.getCAPMRiskFreeRate(), null, null, null, MarketDataRequirementNames.MARKET_VALUE, _resolutionKey);
    if (timeSeries == null) {
      return null;
    }
    requirements.add(HistoricalTimeSeriesFunctionUtils.createHTSRequirement(timeSeries, MarketDataRequirementNames.MARKET_VALUE, startDate, true,
        DateConstraint.VALUATION_TIME, true));

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        .with(ValuePropertyNames.RETURN_CALCULATOR, returnCalculatorNames.iterator().next()).get()));
    requirements.add(new ValueRequirement(ValueRequirementNames.FAIR_VALUE, targetSpec));
    final HistoricalTimeSeriesResolver resolver = OpenGammaCompilationContext.getHistoricalTimeSeriesResolver(context);
    final ConventionBundleSource conventionSource = OpenGammaCompilationContext.getConventionBundleSource(context);
    final ConventionBundle bundle = conventionSource.getConventionBundle(ExternalId.of(InMemoryConventionBundleMaster.SIMPLE_NAME_SCHEME, "USD_CAPM"));
    final HistoricalTimeSeriesResolutionResult timeSeries = resolver.resolve(bundle.getCAPMMarket(), null, null, null, MarketDataRequirementNames.MARKET_VALUE, _resolutionKey);
    if (timeSeries == null) {
      return null;
    }
    requirements.add(HistoricalTimeSeriesFunctionUtils.createHTSRequirement(timeSeries, MarketDataRequirementNames.MARKET_VALUE,
        DateConstraint.VALUATION_TIME.minus(samplingPeriodName), true, DateConstraint.VALUATION_TIME, true));

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    final Set<String> samplingPeriods = desiredValue.getConstraints().getValues(ValuePropertyNames.SAMPLING_PERIOD);
    if ((samplingPeriods == null) || (samplingPeriods.size() != 1)) {
      return null;
    }
    final HistoricalTimeSeriesResolver resolver = OpenGammaCompilationContext.getHistoricalTimeSeriesResolver(context);
    final HistoricalTimeSeriesResolutionResult timeSeries = resolver.resolve(target.getSecurity().getExternalIdBundle(), null, null, null, _fieldName, _resolutionKey);
    if (timeSeries == null) {
      return null;
    }
    return Collections.singleton(HistoricalTimeSeriesFunctionUtils.createHTSRequirement(timeSeries,
        _fieldName, DateConstraint.VALUATION_TIME.minus(samplingPeriods.iterator().next()), true, DateConstraint.VALUATION_TIME, true));

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