/**
* Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.timeseries.returns;
import cern.colt.Arrays;
import com.opengamma.analytics.math.function.Function;
import com.opengamma.timeseries.TimeSeriesException;
import com.opengamma.timeseries.date.localdate.ImmutableLocalDateDoubleTimeSeries;
import com.opengamma.timeseries.date.localdate.LocalDateDoubleTimeSeries;
import com.opengamma.util.ArgumentChecker;
import com.opengamma.util.CalculationMode;
import com.opengamma.util.CompareUtils;
/**
* A single-period time series return calculator.
*/
public abstract class TimeSeriesReturnCalculator implements Function<LocalDateDoubleTimeSeries, LocalDateDoubleTimeSeries> {
private final CalculationMode _mode;
public TimeSeriesReturnCalculator(final CalculationMode mode) {
ArgumentChecker.notNull(mode, "mode");
_mode = mode;
}
@Override
public abstract LocalDateDoubleTimeSeries evaluate(LocalDateDoubleTimeSeries... x);
protected boolean isValueNonZero(final double value) {
if (CompareUtils.closeEquals(value, 0)) {
if (_mode == CalculationMode.STRICT) {
throw new TimeSeriesException("Cannot have zero in time series in strict mode");
}
return false;
}
return true;
}
protected CalculationMode getMode() {
return _mode;
}
protected LocalDateDoubleTimeSeries getSeries(final int[] filteredDates, final double[] filteredData, final int i) {
return ImmutableLocalDateDoubleTimeSeries.of(Arrays.trimToCapacity(filteredDates, i), Arrays.trimToCapacity(filteredData, i));
}
//-------------------------------------------------------------------------
@Override
public boolean equals(final Object obj) {
if (this == obj) {
return true;
}
if (obj == null) {
return false;
}
if (getClass() != obj.getClass()) {
return false;
}
final TimeSeriesReturnCalculator other = (TimeSeriesReturnCalculator) obj;
if (_mode != other._mode) {
return false;
}
return true;
}
@Override
public int hashCode() {
final int prime = 31;
int result = 1;
result = prime * result + ((_mode == null) ? 0 : _mode.hashCode());
return result;
}
}