/**
* Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.integration.tool.marketdata;
import java.io.BufferedInputStream;
import java.io.FileInputStream;
import java.io.FileNotFoundException;
import java.io.InputStream;
import java.util.Map;
import org.apache.commons.cli.Option;
import org.apache.commons.cli.Options;
import org.threeten.bp.LocalDate;
import com.opengamma.OpenGammaRuntimeException;
import com.opengamma.component.tool.AbstractTool;
import com.opengamma.core.historicaltimeseries.impl.RedisSimulationSeriesSource;
import com.opengamma.financial.tool.ToolContext;
import com.opengamma.id.ExternalId;
import com.opengamma.id.UniqueId;
import com.opengamma.integration.copier.sheet.SheetFormat;
import com.opengamma.integration.copier.timeseries.reader.SingleSheetMultiTimeSeriesReader;
import com.opengamma.integration.copier.timeseries.reader.TimeSeriesReader;
import com.opengamma.integration.copier.timeseries.writer.TimeSeriesWriter;
import com.opengamma.scripts.Scriptable;
import com.opengamma.timeseries.date.localdate.LocalDateDoubleEntryIterator;
import com.opengamma.timeseries.date.localdate.LocalDateDoubleTimeSeries;
/**
* The timeseries loader tool
*/
@Scriptable
public class RedisSimulationSeriesLoaderTool extends AbstractTool<ToolContext> {
/** File name option flag */
public static final String FILE_NAME_OPT = "f";
/** Time series data source option flag*/
public static final String TIME_SERIES_DATASOURCE_OPT = "s";
/** Time series data provider option flag*/
public static final String TIME_SERIES_DATAPROVIDER_OPT = "p";
/** Time series data field option flag*/
public static final String TIME_SERIES_DATAFIELD_OPT = "d";
/** Time series observation time option flag*/
public static final String TIME_SERIES_OBSERVATIONTIME_OPT = "o";
/** Time series ID scheme option flag*/
public static final String TIME_SERIES_IDSCHEME_OPT = "i";
/** Time series date format option flag*/
public static final String TIME_SERIES_DATEFORMAT_OPT = "t";
/** Write option flag */
public static final String WRITE_OPT = "w";
/**
* Main method to run the tool.
*
* @param args the arguments, not null
*/
public static void main(String[] args) { //CSIGNORE
new RedisSimulationSeriesLoaderTool().initAndRun(args, ToolContext.class);
System.exit(0);
}
//-------------------------------------------------------------------------
/**
* Loads the test portfolio into the position master.
*/
@Override
protected void doRun() {
if (!(getToolContext().getHistoricalTimeSeriesSource() instanceof RedisSimulationSeriesSource)) {
throw new OpenGammaRuntimeException("HistoricalTimeSeriesSource from conrtext is not a RedisSimulationSeriesSource, got " + getToolContext().getHistoricalTimeSeriesSource() + ": note this tool must be run with a toolcontext config file not via -c http://localhost");
}
final RedisSimulationSeriesSource source = (RedisSimulationSeriesSource) getToolContext().getHistoricalTimeSeriesSource();
String fileName = getCommandLine().getOptionValue(FILE_NAME_OPT);
SheetFormat sheetFormat = SheetFormat.of(fileName);
// most of these fields are dropped in redis - used here to allow us to use existing machinery
String dataSource = getCommandLine().getOptionValue(TIME_SERIES_DATASOURCE_OPT);
String dataProvider = getCommandLine().getOptionValue(TIME_SERIES_DATAPROVIDER_OPT);
String dataField = getCommandLine().getOptionValue(TIME_SERIES_DATAFIELD_OPT);
String observationTime = getCommandLine().getOptionValue(TIME_SERIES_OBSERVATIONTIME_OPT);
String idScheme = getCommandLine().getOptionValue(TIME_SERIES_IDSCHEME_OPT);
String dateFormat = getCommandLine().getOptionValue(TIME_SERIES_DATEFORMAT_OPT);
boolean write = getCommandLine().hasOption(WRITE_OPT);
try {
InputStream portfolioFileStream = new BufferedInputStream(new FileInputStream(fileName));
TimeSeriesReader timeSeriesReader = new SingleSheetMultiTimeSeriesReader(sheetFormat,
portfolioFileStream,
dataSource,
dataProvider,
dataField,
observationTime,
idScheme,
dateFormat);
timeSeriesReader.writeTo(new TimeSeriesWriter() {
@Override
public LocalDateDoubleTimeSeries writeDataPoints(ExternalId htsId,
String dataSource,
String dataProvider,
String dataField,
String observationTime,
LocalDateDoubleTimeSeries series) {
final LocalDateDoubleEntryIterator iterator = series.iterator();
while (iterator.hasNext()) {
final Map.Entry<LocalDate, Double> entry = iterator.next();
final UniqueId id = UniqueId.of(htsId.getScheme().getName(), htsId.getValue());
source.updateTimeSeriesPoint(id, source.getCurrentSimulationExecutionDate(), entry.getKey(), entry.getValue());
}
return series;
}
@Override
public void flush() {
return;
}
});
} catch (FileNotFoundException e) {
throw new OpenGammaRuntimeException("Could not find timeseries file", e);
}
}
@Override
protected Options createOptions(boolean contextProvided) {
Options options = super.createOptions(contextProvided);
Option filenameOption = new Option(
FILE_NAME_OPT, "filename", true, "The path to the file containing data to import (CSV or ZIP)");
filenameOption.setRequired(true);
options.addOption(filenameOption);
Option timeSeriesDataSourceOption = new Option(
TIME_SERIES_DATASOURCE_OPT, "source", true, "The name of the time series data source");
options.addOption(timeSeriesDataSourceOption);
Option timeSeriesDataProviderOption = new Option(
TIME_SERIES_DATAPROVIDER_OPT, "provider", true, "The name of the time series data provider");
options.addOption(timeSeriesDataProviderOption);
Option timeSeriesDataFieldOption = new Option(
TIME_SERIES_DATAFIELD_OPT, "field", true, "The name of the time series data field");
options.addOption(timeSeriesDataFieldOption);
Option timeSeriesObservationTimeOption = new Option(
TIME_SERIES_OBSERVATIONTIME_OPT, "time", true, "The time series observation time");
options.addOption(timeSeriesObservationTimeOption);
Option timeSeriesIdSchemeOption = new Option(
TIME_SERIES_IDSCHEME_OPT, "scheme", true, "The time series ID scheme (e.g. RIC)");
options.addOption(timeSeriesIdSchemeOption);
Option timeSeriesDateFormatOption = new Option(
TIME_SERIES_DATEFORMAT_OPT, "date", true, "The JodaTime date format (e.g. yyyyMMdd)");
options.addOption(timeSeriesDateFormatOption);
Option writeOption = new Option(
WRITE_OPT, "write", false,
"Actually persists the time series to the database if specified, otherwise pretty-prints without persisting");
options.addOption(writeOption);
return options;
}
}