/**
* Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.timeseries.date.localdate;
import java.io.Serializable;
import java.util.AbstractMap.SimpleImmutableEntry;
import java.util.Arrays;
import java.util.Collection;
import java.util.Map.Entry;
import java.util.NoSuchElementException;
import java.util.Objects;
import org.threeten.bp.LocalDate;
import com.opengamma.timeseries.ObjectTimeSeries;
import com.opengamma.timeseries.ObjectTimeSeriesOperators;
import com.opengamma.timeseries.ObjectTimeSeriesOperators.BinaryOperator;
import com.opengamma.timeseries.ObjectTimeSeriesOperators.UnaryOperator;
import com.opengamma.timeseries.date.AbstractDateObjectTimeSeries;
import com.opengamma.timeseries.date.DateObjectTimeSeries;
/**
* Standard immutable implementation of {@code LocalDateObjectTimeSeries}.
*
* @param <V> the value being viewed over time
*/
public final class ImmutableLocalDateObjectTimeSeries<V>
extends AbstractDateObjectTimeSeries<LocalDate, V>
implements LocalDateObjectTimeSeries<V>, Serializable {
/** Empty instance. */
private static final ImmutableLocalDateObjectTimeSeries<?> EMPTY_SERIES = new ImmutableLocalDateObjectTimeSeries<Object>(new int[0], new Object[0]);
/** Serialization version. */
private static final long serialVersionUID = -43654613865187568L;
/**
* The times in the series.
*/
private final int[] _times;
/**
* The values in the series.
*/
private final V[] _values;
//-------------------------------------------------------------------------
/**
* Creates an empty builder, used to create time-series.
* <p>
* The builder has methods to create and modify a time-series.
*
* @param <V> the value being viewed over time
* @return the time-series builder, not null
*/
public static <V> LocalDateObjectTimeSeriesBuilder<V> builder() {
return new ImmutableLocalDateObjectTimeSeriesBuilder<V>();
}
//-------------------------------------------------------------------------
/**
* Obtains a time-series from a single date and value.
*
* @param <V> the value being viewed over time
* @return the time-series, not null
*/
@SuppressWarnings("unchecked")
public static <V> ImmutableLocalDateObjectTimeSeries<V> ofEmpty() {
return (ImmutableLocalDateObjectTimeSeries<V>) EMPTY_SERIES;
}
/**
* Obtains a time-series from a single date and value.
*
* @param <V> the value being viewed over time
* @param date the singleton date, not null
* @param value the singleton value
* @return the time-series, not null
*/
public static <V> ImmutableLocalDateObjectTimeSeries<V> of(LocalDate date, V value) {
Objects.requireNonNull(date, "date");
int[] timesArray = new int[] {LocalDateToIntConverter.convertToInt(date)};
@SuppressWarnings("unchecked")
V[] valuesArray = (V[]) new Object[] {value};
return new ImmutableLocalDateObjectTimeSeries<V>(timesArray, valuesArray);
}
/**
* Obtains a time-series from matching arrays of dates and values.
*
* @param <V> the value being viewed over time
* @param dates the date array, not null
* @param values the value array, not null
* @return the time-series, not null
*/
public static <V> ImmutableLocalDateObjectTimeSeries<V> of(LocalDate[] dates, V[] values) {
int[] timesArray = convertToIntArray(dates);
V[] valuesArray = values.clone();
validate(timesArray, valuesArray);
return new ImmutableLocalDateObjectTimeSeries<V>(timesArray, valuesArray);
}
/**
* Obtains a time-series from matching arrays of dates and values.
*
* @param <V> the value being viewed over time
* @param dates the date array, not null
* @param values the value array, not null
* @return the time-series, not null
*/
public static <V> ImmutableLocalDateObjectTimeSeries<V> of(int[] dates, V[] values) {
validate(dates, values);
int[] timesArray = dates.clone();
V[] valuesArray = values.clone();
return new ImmutableLocalDateObjectTimeSeries<V>(timesArray, valuesArray);
}
/**
* Obtains a time-series from matching arrays of dates and values.
*
* @param <V> the value being viewed over time
* @param dates the date list, not null
* @param values the value list, not null
* @return the time-series, not null
*/
public static <V> ImmutableLocalDateObjectTimeSeries<V> of(Collection<LocalDate> dates, Collection<V> values) {
int[] timesArray = convertToIntArray(dates);
@SuppressWarnings("unchecked")
V[] valuesArray = (V[]) values.toArray();
validate(timesArray, valuesArray);
return new ImmutableLocalDateObjectTimeSeries<V>(timesArray, valuesArray);
}
/**
* Obtains a time-series from another time-series.
*
* @param <V> the value being viewed over time
* @param timeSeries the time-series, not null
* @return the time-series, not null
*/
@SuppressWarnings("unchecked")
public static <V> ImmutableLocalDateObjectTimeSeries<V> of(DateObjectTimeSeries<?, V> timeSeries) {
if (timeSeries instanceof ImmutableLocalDateObjectTimeSeries) {
return (ImmutableLocalDateObjectTimeSeries<V>) timeSeries;
}
DateObjectTimeSeries<?, V> other = (DateObjectTimeSeries<?, V>) timeSeries;
int[] timesArray = other.timesArrayFast();
V[] valuesArray = other.valuesArray();
return new ImmutableLocalDateObjectTimeSeries<V>(timesArray, valuesArray);
}
//-------------------------------------------------------------------------
/**
* Obtains a time-series from another time-series.
*
* @param <V> the value being viewed over time
* @param timeSeries the time-series, not null
* @return the time-series, not null
*/
public static <V> ImmutableLocalDateObjectTimeSeries<V> from(ObjectTimeSeries<LocalDate, V> timeSeries) {
if (timeSeries instanceof DateObjectTimeSeries) {
return of((DateObjectTimeSeries<LocalDate, V>) timeSeries);
}
int[] timesArray = convertToIntArray(timeSeries.timesArray());
V[] valuesArray = timeSeries.valuesArray();
return new ImmutableLocalDateObjectTimeSeries<V>(timesArray, valuesArray);
}
//-------------------------------------------------------------------------
/**
* Validates the data before creation.
*
* @param <V> the value being viewed over time
* @param times the times, not null
* @param values the values, not null
*/
private static <V> void validate(int[] times, V[] values) {
if (times == null || values == null) {
throw new NullPointerException("Array must not be null");
}
// check lengths
if (times.length != values.length) {
throw new IllegalArgumentException("Arrays are of different sizes: " + times.length + ", " + values.length);
}
// check dates are ordered
int maxTime = Integer.MIN_VALUE;
for (int time : times) {
if (time < maxTime) {
throw new IllegalArgumentException("dates must be ordered");
}
maxTime = time;
}
}
/**
* Creates an instance.
*
* @param times the times, not null
* @param values the values, not null
*/
ImmutableLocalDateObjectTimeSeries(int[] times, V[] values) {
_times = times;
_values = values;
}
//-------------------------------------------------------------------------
static int[] convertToIntArray(Collection<LocalDate> times) {
int[] timesArray = new int[times.size()];
int i = 0;
for (LocalDate time : times) {
timesArray[i++] = LocalDateToIntConverter.convertToInt(time);
}
return timesArray;
}
static int[] convertToIntArray(LocalDate[] dates) {
int[] timesArray = new int[dates.length];
for (int i = 0; i < timesArray.length; i++) {
timesArray[i] = LocalDateToIntConverter.convertToInt(dates[i]);
}
return timesArray;
}
static <V> Entry<LocalDate, V> makeMapEntry(LocalDate key, V value) {
return new SimpleImmutableEntry<LocalDate, V>(key, value);
}
//-------------------------------------------------------------------------
@Override
protected int convertToInt(LocalDate date) {
return LocalDateToIntConverter.convertToInt(date);
}
@Override
protected LocalDate convertFromInt(int date) {
return LocalDateToIntConverter.convertToLocalDate(date);
}
@Override
protected LocalDate[] createArray(int size) {
return new LocalDate[size];
}
//-------------------------------------------------------------------------
@Override
public int size() {
return _times.length;
}
//-------------------------------------------------------------------------
@Override
public boolean containsTime(int date) {
int binarySearch = Arrays.binarySearch(_times, date);
return (binarySearch >= 0);
}
@Override
public V getValue(int date) {
int binarySearch = Arrays.binarySearch(_times, date);
if (binarySearch >= 0) {
return _values[binarySearch];
} else {
return null;
}
}
@Override
public int getTimeAtIndexFast(int index) {
return _times[index];
}
@Override
public V getValueAtIndex(int index) {
return _values[index];
}
//-------------------------------------------------------------------------
@Override
public int getEarliestTimeFast() {
try {
return _times[0];
} catch (IndexOutOfBoundsException ex) {
throw new NoSuchElementException("Series is empty");
}
}
@Override
public V getEarliestValue() {
try {
return _values[0];
} catch (IndexOutOfBoundsException ex) {
throw new NoSuchElementException("Series is empty");
}
}
@Override
public int getLatestTimeFast() {
try {
return _times[_times.length - 1];
} catch (IndexOutOfBoundsException ex) {
throw new NoSuchElementException("Series is empty");
}
}
@Override
public V getLatestValue() {
try {
return _values[_values.length - 1];
} catch (IndexOutOfBoundsException ex) {
throw new NoSuchElementException("Series is empty");
}
}
//-------------------------------------------------------------------------
@Override
public int[] timesArrayFast() {
return _times.clone();
}
@Override
public V[] valuesArray() {
return _values.clone();
}
//-------------------------------------------------------------------------
@Override
public LocalDateObjectEntryIterator<V> iterator() {
return new LocalDateObjectEntryIterator<V>() {
private int _index = -1;
@Override
public boolean hasNext() {
return (_index + 1) < size();
}
@Override
public Entry<LocalDate, V> next() {
if (hasNext() == false) {
throw new NoSuchElementException("No more elements in the iteration");
}
_index++;
int date = ImmutableLocalDateObjectTimeSeries.this.getTimeAtIndexFast(_index);
V value = ImmutableLocalDateObjectTimeSeries.this.getValueAtIndex(_index);
return makeMapEntry(ImmutableLocalDateObjectTimeSeries.this.convertFromInt(date), value);
}
@Override
public int nextTimeFast() {
if (hasNext() == false) {
throw new NoSuchElementException("No more elements in the iteration");
}
_index++;
return ImmutableLocalDateObjectTimeSeries.this.getTimeAtIndexFast(_index);
}
@Override
public LocalDate nextTime() {
return ImmutableLocalDateObjectTimeSeries.this.convertFromInt(nextTimeFast());
}
@Override
public int currentTimeFast() {
if (_index < 0) {
throw new IllegalStateException("Iterator has not yet been started");
}
return ImmutableLocalDateObjectTimeSeries.this.getTimeAtIndexFast(_index);
}
@Override
public LocalDate currentTime() {
return ImmutableLocalDateObjectTimeSeries.this.convertFromInt(currentTimeFast());
}
@Override
public V currentValue() {
if (_index < 0) {
throw new IllegalStateException("Iterator has not yet been started");
}
return ImmutableLocalDateObjectTimeSeries.this.getValueAtIndex(_index);
}
@Override
public int currentIndex() {
return _index;
}
@Override
public void remove() {
throw new UnsupportedOperationException("Immutable iterator");
}
};
}
//-------------------------------------------------------------------------
@Override
public LocalDateObjectTimeSeries<V> subSeries(LocalDate startTime, LocalDate endTime) {
return subSeriesFast(convertToInt(startTime), true, convertToInt(endTime), false);
}
@Override
public LocalDateObjectTimeSeries<V> subSeries(LocalDate startTime, boolean includeStart, LocalDate endTime, boolean includeEnd) {
return subSeriesFast(convertToInt(startTime), includeStart, convertToInt(endTime), includeEnd);
}
@Override
public LocalDateObjectTimeSeries<V> subSeriesFast(int startTime, int endTime) {
return subSeriesFast(startTime, true, endTime, false);
}
@Override
public LocalDateObjectTimeSeries<V> subSeriesFast(int startTime, boolean includeStart, int endTime, boolean includeEnd) {
if (endTime < startTime) {
throw new IllegalArgumentException("Invalid subSeries: endTime < startTime");
}
// special case for start equals end
if (startTime == endTime) {
if (includeStart && includeEnd) {
int pos = Arrays.binarySearch(_times, startTime);
if (pos >= 0) {
return new ImmutableLocalDateObjectTimeSeries<V>(new int[] {startTime}, Arrays.copyOfRange(_values, pos, pos + 1));
}
}
return ofEmpty();
}
// special case when this is empty
if (isEmpty()) {
return ofEmpty();
}
// normalize to include start and exclude end
if (includeStart == false) {
startTime++;
}
if (includeEnd) {
if (endTime != Integer.MAX_VALUE) {
endTime++;
}
}
// calculate
int startPos = Arrays.binarySearch(_times, startTime);
startPos = startPos >= 0 ? startPos : -(startPos + 1);
int endPos = Arrays.binarySearch(_times, endTime);
endPos = endPos >= 0 ? endPos : -(endPos + 1);
if (includeEnd && endTime == Integer.MAX_VALUE) {
endPos = _times.length;
}
int[] timesArray = Arrays.copyOfRange(_times, startPos, endPos);
V[] valuesArray = Arrays.copyOfRange(_values, startPos, endPos);
return new ImmutableLocalDateObjectTimeSeries<V>(timesArray, valuesArray);
}
//-------------------------------------------------------------------------
@Override
public LocalDateObjectTimeSeries<V> head(int numItems) {
if (numItems == size()) {
return this;
}
int[] timesArray = Arrays.copyOfRange(_times, 0, numItems);
V[] valuesArray = Arrays.copyOfRange(_values, 0, numItems);
return new ImmutableLocalDateObjectTimeSeries<V>(timesArray, valuesArray);
}
@Override
public LocalDateObjectTimeSeries<V> tail(int numItems) {
int size = size();
if (numItems == size) {
return this;
}
int[] timesArray = Arrays.copyOfRange(_times, size - numItems, size);
V[] valuesArray = Arrays.copyOfRange(_values, size - numItems, size);
return new ImmutableLocalDateObjectTimeSeries<V>(timesArray, valuesArray);
}
@Override
@SuppressWarnings("unchecked")
public LocalDateObjectTimeSeries<V> lag(int days) {
int[] times = timesArrayFast();
V[] values = valuesArray();
if (days == 0) {
return new ImmutableLocalDateObjectTimeSeries<V>(times, values);
} else if (days < 0) {
if (-days < times.length) {
int[] resultTimes = new int[times.length + days]; // remember days is -ve
System.arraycopy(times, 0, resultTimes, 0, times.length + days);
V[] resultValues = (V[]) new Object[times.length + days];
System.arraycopy(values, -days, resultValues, 0, times.length + days);
return new ImmutableLocalDateObjectTimeSeries<V>(resultTimes, resultValues);
} else {
return ImmutableLocalDateObjectTimeSeries.ofEmpty();
}
} else { // if (days > 0) {
if (days < times.length) {
int[] resultTimes = new int[times.length - days]; // remember days is +ve
System.arraycopy(times, days, resultTimes, 0, times.length - days);
V[] resultValues = (V[]) new Object[times.length - days];
System.arraycopy(values, 0, resultValues, 0, times.length - days);
return new ImmutableLocalDateObjectTimeSeries<V>(resultTimes, resultValues);
} else {
return ImmutableLocalDateObjectTimeSeries.ofEmpty();
}
}
}
//-------------------------------------------------------------------------
@Override
public ImmutableLocalDateObjectTimeSeries<V> newInstance(LocalDate[] dates, V[] values) {
return of(dates, values);
}
//-------------------------------------------------------------------------
@Override
public LocalDateObjectTimeSeries<V> operate(UnaryOperator<V> operator) {
V[] valuesArray = valuesArray();
for (int i = 0; i < valuesArray.length; i++) {
valuesArray[i] = operator.operate(valuesArray[i]);
}
return new ImmutableLocalDateObjectTimeSeries<V>(_times, valuesArray); // immutable, so can share times
}
@Override
public LocalDateObjectTimeSeries<V> operate(V other, BinaryOperator<V> operator) {
V[] valuesArray = valuesArray();
for (int i = 0; i < valuesArray.length; i++) {
valuesArray[i] = operator.operate(valuesArray[i], other);
}
return new ImmutableLocalDateObjectTimeSeries<V>(_times, valuesArray); // immutable, so can share times
}
@Override
@SuppressWarnings("unchecked")
public LocalDateObjectTimeSeries<V> operate(DateObjectTimeSeries<?, V> other, BinaryOperator<V> operator) {
int[] aTimes = timesArrayFast();
V[] aValues = valuesArray();
int aCount = 0;
int[] bTimes = other.timesArrayFast();
V[] bValues = other.valuesArray();
int bCount = 0;
int[] resTimes = new int[aTimes.length + bTimes.length];
V[] resValues = (V[]) new Object[resTimes.length];
int resCount = 0;
while (aCount < aTimes.length && bCount < bTimes.length) {
if (aTimes[aCount] == bTimes[bCount]) {
resTimes[resCount] = aTimes[aCount];
resValues[resCount] = operator.operate(aValues[aCount], bValues[bCount]);
resCount++;
aCount++;
bCount++;
} else if (aTimes[aCount] < bTimes[bCount]) {
aCount++;
} else { // if (aTimes[aCount] > bTimes[bCount]) {
bCount++;
}
}
int[] trimmedTimes = new int[resCount];
V[] trimmedValues = (V[]) new Object[resCount];
System.arraycopy(resTimes, 0, trimmedTimes, 0, resCount);
System.arraycopy(resValues, 0, trimmedValues, 0, resCount);
return new ImmutableLocalDateObjectTimeSeries<V>(trimmedTimes, trimmedValues);
}
@SuppressWarnings("unchecked")
@Override
public LocalDateObjectTimeSeries<V> unionOperate(DateObjectTimeSeries<?, V> other, BinaryOperator<V> operator) {
int[] aTimes = timesArrayFast();
V[] aValues = valuesArray();
int aCount = 0;
int[] bTimes = other.timesArrayFast();
V[] bValues = other.valuesArray();
int bCount = 0;
int[] resTimes = new int[aTimes.length + bTimes.length];
V[] resValues = (V[]) new Object[resTimes.length];
int resCount = 0;
while (aCount < aTimes.length || bCount < bTimes.length) {
if (aCount >= aTimes.length) {
int bRemaining = bTimes.length - bCount;
System.arraycopy(bTimes, bCount, resTimes, resCount, bRemaining);
System.arraycopy(bValues, bCount, resValues, resCount, bRemaining);
resCount += bRemaining;
break;
} else if (bCount >= bTimes.length) {
int aRemaining = aTimes.length - aCount;
System.arraycopy(aTimes, aCount, resTimes, resCount, aRemaining);
System.arraycopy(aValues, aCount, resValues, resCount, aRemaining);
resCount += aRemaining;
break;
} else if (aTimes[aCount] == bTimes[bCount]) {
resTimes[resCount] = aTimes[aCount];
resValues[resCount] = operator.operate(aValues[aCount], bValues[bCount]);
resCount++;
aCount++;
bCount++;
} else if (aTimes[aCount] < bTimes[bCount]) {
resTimes[resCount] = aTimes[aCount];
resValues[resCount] = aValues[aCount];
resCount++;
aCount++;
} else { // if (aTimes[aCount] > bTimes[bCount]) {
resTimes[resCount] = bTimes[bCount];
resValues[resCount] = bValues[bCount];
resCount++;
bCount++;
}
}
int[] trimmedTimes = new int[resCount];
V[] trimmedValues = (V[]) new Object[resCount];
System.arraycopy(resTimes, 0, trimmedTimes, 0, resCount);
System.arraycopy(resValues, 0, trimmedValues, 0, resCount);
return new ImmutableLocalDateObjectTimeSeries<V>(trimmedTimes, trimmedValues);
}
//-------------------------------------------------------------------------
@Override
public LocalDateObjectTimeSeries<V> intersectionFirstValue(DateObjectTimeSeries<?, V> other) {
return operate(other, ObjectTimeSeriesOperators.<V>firstOperator());
}
@Override
public LocalDateObjectTimeSeries<V> intersectionSecondValue(DateObjectTimeSeries<?, V> other) {
return operate(other, ObjectTimeSeriesOperators.<V>secondOperator());
}
@Override
public LocalDateObjectTimeSeries<V> noIntersectionOperation(DateObjectTimeSeries<?, V> other) {
return unionOperate(other, ObjectTimeSeriesOperators.<V>noIntersectionOperator());
}
//-------------------------------------------------------------------------
@Override
public LocalDateObjectTimeSeriesBuilder<V> toBuilder() {
return ImmutableLocalDateObjectTimeSeries.<V>builder().putAll(this);
}
//-------------------------------------------------------------------------
@Override
public boolean equals(Object obj) {
if (obj == this) {
return true;
}
if (obj instanceof ImmutableLocalDateObjectTimeSeries) {
ImmutableLocalDateObjectTimeSeries<?> other = (ImmutableLocalDateObjectTimeSeries<?>) obj;
return Arrays.equals(_times, other._times) &&
Arrays.equals(_values, other._values);
}
if (obj instanceof DateObjectTimeSeries) {
DateObjectTimeSeries<?, ?> other = (DateObjectTimeSeries<?, ?>) obj;
return Arrays.equals(timesArrayFast(), other.timesArrayFast()) &&
Arrays.equals(valuesArray(), other.valuesArray());
}
return false;
}
@Override
public int hashCode() {
return Arrays.hashCode(timesArrayFast()) ^ Arrays.hashCode(valuesArray());
}
}