AgricultureFutureLoader.java example

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/**
 * Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
 *
 * Please see distribution for license.
 */
package com.opengamma.bbg.loader;

import static com.opengamma.bbg.BloombergConstants.BBG_CORN;
import static com.opengamma.bbg.BloombergConstants.BBG_FOODSTUFF;
import static com.opengamma.bbg.BloombergConstants.BBG_LIVESTOCK;
import static com.opengamma.bbg.BloombergConstants.BBG_SOY;
import static com.opengamma.bbg.BloombergConstants.BBG_WHEAT;
import static com.opengamma.bbg.BloombergConstants.FIELD_CRNCY;
import static com.opengamma.bbg.BloombergConstants.FIELD_FUTURES_CATEGORY;
import static com.opengamma.bbg.BloombergConstants.FIELD_FUT_CONT_SIZE;
import static com.opengamma.bbg.BloombergConstants.FIELD_FUT_LAST_TRADE_DT;
import static com.opengamma.bbg.BloombergConstants.FIELD_FUT_LONG_NAME;
import static com.opengamma.bbg.BloombergConstants.FIELD_FUT_TRADING_HRS;
import static com.opengamma.bbg.BloombergConstants.FIELD_FUT_TRADING_UNITS;
import static com.opengamma.bbg.BloombergConstants.FIELD_FUT_VAL_PT;
import static com.opengamma.bbg.BloombergConstants.FIELD_ID_BBG_UNIQUE;
import static com.opengamma.bbg.BloombergConstants.FIELD_ID_CUSIP;
import static com.opengamma.bbg.BloombergConstants.FIELD_ID_ISIN;
import static com.opengamma.bbg.BloombergConstants.FIELD_ID_MIC_PRIM_EXCH;
import static com.opengamma.bbg.BloombergConstants.FIELD_ID_SEDOL1;
import static com.opengamma.bbg.BloombergConstants.FIELD_PARSEKYABLE_DES;
import static com.opengamma.bbg.util.BloombergDataUtils.isValidField;

import java.util.Set;

import org.fudgemsg.FudgeMsg;
import org.slf4j.Logger;
import org.slf4j.LoggerFactory;

import com.google.common.collect.ImmutableSet;
import com.opengamma.bbg.referencedata.ReferenceDataProvider;
import com.opengamma.bbg.util.BloombergDataUtils;
import com.opengamma.financial.security.future.AgricultureFutureSecurity;
import com.opengamma.master.security.ManageableSecurity;
import com.opengamma.util.money.Currency;
import com.opengamma.util.time.Expiry;

/**
 * Loads the data for an Agricultural Future from Bloomberg.
 */
public final class AgricultureFutureLoader extends SecurityLoader {

  /** Logger. */
  private static final Logger s_logger = LoggerFactory.getLogger(AgricultureFutureLoader.class);
  /**
   * The fields to load from Bloomberg.
   */
  private static final Set<String> BLOOMBERG_AGRICULTURE_FUTURE_FIELDS = ImmutableSet.of(
      FIELD_FUT_LONG_NAME,
      FIELD_FUT_LAST_TRADE_DT,
      FIELD_FUT_TRADING_HRS,
      FIELD_ID_MIC_PRIM_EXCH, // trading exchange
      FIELD_CRNCY,
      FIELD_FUTURES_CATEGORY,
      FIELD_FUT_TRADING_UNITS,
      FIELD_PARSEKYABLE_DES,
      FIELD_FUT_CONT_SIZE,
      FIELD_ID_BBG_UNIQUE,
      FIELD_ID_CUSIP,
      FIELD_ID_ISIN,
      FIELD_ID_SEDOL1,
      FIELD_FUT_VAL_PT);
  
  /**
   * The valid Bloomberg future categories for Agriculture Futures
   */
  public static final Set<String> VALID_FUTURE_CATEGORIES = ImmutableSet.of(BBG_CORN, BBG_WHEAT, BBG_SOY, BBG_LIVESTOCK, BBG_FOODSTUFF);

  /**
   * Creates an instance.
   * @param referenceDataProvider  the provider, not null
   */
  public  AgricultureFutureLoader(ReferenceDataProvider referenceDataProvider) {
    super(s_logger, referenceDataProvider, SecurityType.AGRICULTURE_FUTURE);
  }

  //-------------------------------------------------------------------------
  @Override
  protected ManageableSecurity createSecurity(FudgeMsg fieldData) {
    String name = BloombergDataUtils.removeDuplicateWhiteSpace(fieldData.getString(FIELD_FUT_LONG_NAME), " ");
    String expiryDate = fieldData.getString(FIELD_FUT_LAST_TRADE_DT);
    String futureTradingHours = fieldData.getString(FIELD_FUT_TRADING_HRS);
    String micExchangeCode = fieldData.getString(FIELD_ID_MIC_PRIM_EXCH);
    Double unitNumber = fieldData.getDouble(FIELD_FUT_CONT_SIZE);
    String currencyStr = fieldData.getString(FIELD_CRNCY);
    String futureCategory = BloombergDataUtils.removeDuplicateWhiteSpace(fieldData.getString(FIELD_FUTURES_CATEGORY), " ");    
    String unitName = fieldData.getString(FIELD_FUT_TRADING_UNITS);
    String bbgUnique = fieldData.getString(FIELD_ID_BBG_UNIQUE);
    double unitAmount = Double.valueOf(fieldData.getString(FIELD_FUT_VAL_PT));

    // validate params
    if (!isValidField(bbgUnique)) {
      s_logger.warn("bbgUnique is null, cannot construct agriculture future security");
      return null;
    }
    if (!isValidField(name)) {
      s_logger.warn("name is null, cannot construct agriculture future security");
      return null;
    }
    if (!isValidField(expiryDate)) {
      s_logger.warn("expiry date is null, cannot construct agriculture future security");
      return null;
    }
    if (!isValidField(futureTradingHours)) {
      s_logger.warn("futures trading hours is null, cannot construct bond future security");
      return null;
    }
    if (!isValidField(micExchangeCode)) {
      s_logger.warn("settlement exchange is null, cannot construct agriculture future security");
      return null;
    }
    if (!isValidField(currencyStr)) {
      s_logger.info("currency is null, cannot construct agriculture future security");
      return null;
    }
    if (!isValidField(futureCategory)) {
      s_logger.info("futureCategory is null, cannot construct agriculture future security");
      return null;
    }
    if (!isValidField(unitName)) {
      s_logger.info("unitName is null, cannot construct agriculture future security");
      return null;
    }
    if (unitNumber == null) {
      s_logger.info("unitNumber is null, cannot construct agriculture future security");
      return null;
    }
    // decode string params
    final Expiry expiry = decodeExpiry(expiryDate, futureTradingHours);
    if (expiry == null) {
      return null;
    }

    final Currency currency = Currency.parse(currencyStr);
    final AgricultureFutureSecurity security = new AgricultureFutureSecurity(expiry, micExchangeCode, micExchangeCode,
        currency, unitAmount, futureCategory);
    security.setUnitNumber(unitNumber);
    security.setUnitName(unitName);    
    security.setName(name);
    // set identifiers
    parseIdentifiers(fieldData, security);
    return security;
  }

  @Override
  protected Set<String> getBloombergFields() {
    return BLOOMBERG_AGRICULTURE_FUTURE_FIELDS;
  }

}