/**
* Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.sesame;
import java.util.Map;
import java.util.NoSuchElementException;
import java.util.Set;
import org.joda.beans.Bean;
import org.joda.beans.BeanDefinition;
import org.joda.beans.ImmutableBean;
import org.joda.beans.ImmutableConstructor;
import org.joda.beans.JodaBeanUtils;
import org.joda.beans.MetaProperty;
import org.joda.beans.Property;
import org.joda.beans.PropertyDefinition;
import org.joda.beans.impl.direct.DirectFieldsBeanBuilder;
import org.joda.beans.impl.direct.DirectMetaBean;
import org.joda.beans.impl.direct.DirectMetaProperty;
import org.joda.beans.impl.direct.DirectMetaPropertyMap;
import com.opengamma.analytics.financial.timeseries.util.TimeSeriesDifferenceOperator;
import com.opengamma.analytics.financial.timeseries.util.TimeSeriesPercentageChangeOperator;
import com.opengamma.analytics.math.function.Function1D;
import com.opengamma.timeseries.date.DateDoubleTimeSeries;
import com.opengamma.timeseries.date.localdate.LocalDateDoubleTimeSeries;
import com.opengamma.util.ArgumentChecker;
/**
* Converts a spot series to a return series based on the supplied difference operator.
*/
@BeanDefinition
public class DifferenceOperatorReturnConverter implements TimeSeriesReturnConverter, ImmutableBean {
@PropertyDefinition(validate = "notNull")
private final TimeSeriesReturnConverterFactory.ConversionType _conversionType;
/**
* Calculates an absolute return time series
*/
private final Function1D<DateDoubleTimeSeries<?>, DateDoubleTimeSeries<?>> _differenceOperator;
/**
* Constructor with the desired difference operator.
*
* @param conversionType the type of conversion to be done, not null
*/
@ImmutableConstructor
public DifferenceOperatorReturnConverter(TimeSeriesReturnConverterFactory.ConversionType conversionType) {
_conversionType = ArgumentChecker.notNull(conversionType, "conversionType");
_differenceOperator = conversionType == TimeSeriesReturnConverterFactory.ConversionType.ABSOLUTE ?
new TimeSeriesDifferenceOperator() :
new TimeSeriesPercentageChangeOperator();
}
@Override
public LocalDateDoubleTimeSeries convert(LocalDateDoubleTimeSeries spotSeries) {
return (LocalDateDoubleTimeSeries) _differenceOperator.evaluate(spotSeries);
}
//------------------------- AUTOGENERATED START -------------------------
///CLOVER:OFF
/**
* The meta-bean for {@code DifferenceOperatorReturnConverter}.
* @return the meta-bean, not null
*/
public static DifferenceOperatorReturnConverter.Meta meta() {
return DifferenceOperatorReturnConverter.Meta.INSTANCE;
}
static {
JodaBeanUtils.registerMetaBean(DifferenceOperatorReturnConverter.Meta.INSTANCE);
}
/**
* Returns a builder used to create an instance of the bean.
* @return the builder, not null
*/
public static DifferenceOperatorReturnConverter.Builder builder() {
return new DifferenceOperatorReturnConverter.Builder();
}
@Override
public DifferenceOperatorReturnConverter.Meta metaBean() {
return DifferenceOperatorReturnConverter.Meta.INSTANCE;
}
@Override
public <R> Property<R> property(String propertyName) {
return metaBean().<R>metaProperty(propertyName).createProperty(this);
}
@Override
public Set<String> propertyNames() {
return metaBean().metaPropertyMap().keySet();
}
//-----------------------------------------------------------------------
/**
* Gets the conversionType.
* @return the value of the property, not null
*/
public TimeSeriesReturnConverterFactory.ConversionType getConversionType() {
return _conversionType;
}
//-----------------------------------------------------------------------
/**
* Returns a builder that allows this bean to be mutated.
* @return the mutable builder, not null
*/
public Builder toBuilder() {
return new Builder(this);
}
@Override
public boolean equals(Object obj) {
if (obj == this) {
return true;
}
if (obj != null && obj.getClass() == this.getClass()) {
DifferenceOperatorReturnConverter other = (DifferenceOperatorReturnConverter) obj;
return JodaBeanUtils.equal(getConversionType(), other.getConversionType());
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(getConversionType());
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(64);
buf.append("DifferenceOperatorReturnConverter{");
int len = buf.length();
toString(buf);
if (buf.length() > len) {
buf.setLength(buf.length() - 2);
}
buf.append('}');
return buf.toString();
}
protected void toString(StringBuilder buf) {
buf.append("conversionType").append('=').append(JodaBeanUtils.toString(getConversionType())).append(',').append(' ');
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code DifferenceOperatorReturnConverter}.
*/
public static class Meta extends DirectMetaBean {
/**
* The singleton instance of the meta-bean.
*/
static final Meta INSTANCE = new Meta();
/**
* The meta-property for the {@code conversionType} property.
*/
private final MetaProperty<TimeSeriesReturnConverterFactory.ConversionType> _conversionType = DirectMetaProperty.ofImmutable(
this, "conversionType", DifferenceOperatorReturnConverter.class, TimeSeriesReturnConverterFactory.ConversionType.class);
/**
* The meta-properties.
*/
private final Map<String, MetaProperty<?>> _metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"conversionType");
/**
* Restricted constructor.
*/
protected Meta() {
}
@Override
protected MetaProperty<?> metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case 989646192: // conversionType
return _conversionType;
}
return super.metaPropertyGet(propertyName);
}
@Override
public DifferenceOperatorReturnConverter.Builder builder() {
return new DifferenceOperatorReturnConverter.Builder();
}
@Override
public Class<? extends DifferenceOperatorReturnConverter> beanType() {
return DifferenceOperatorReturnConverter.class;
}
@Override
public Map<String, MetaProperty<?>> metaPropertyMap() {
return _metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code conversionType} property.
* @return the meta-property, not null
*/
public final MetaProperty<TimeSeriesReturnConverterFactory.ConversionType> conversionType() {
return _conversionType;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case 989646192: // conversionType
return ((DifferenceOperatorReturnConverter) bean).getConversionType();
}
return super.propertyGet(bean, propertyName, quiet);
}
@Override
protected void propertySet(Bean bean, String propertyName, Object newValue, boolean quiet) {
metaProperty(propertyName);
if (quiet) {
return;
}
throw new UnsupportedOperationException("Property cannot be written: " + propertyName);
}
}
//-----------------------------------------------------------------------
/**
* The bean-builder for {@code DifferenceOperatorReturnConverter}.
*/
public static class Builder extends DirectFieldsBeanBuilder<DifferenceOperatorReturnConverter> {
private TimeSeriesReturnConverterFactory.ConversionType _conversionType;
/**
* Restricted constructor.
*/
protected Builder() {
}
/**
* Restricted copy constructor.
* @param beanToCopy the bean to copy from, not null
*/
protected Builder(DifferenceOperatorReturnConverter beanToCopy) {
this._conversionType = beanToCopy.getConversionType();
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case 989646192: // conversionType
return _conversionType;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
}
@Override
public Builder set(String propertyName, Object newValue) {
switch (propertyName.hashCode()) {
case 989646192: // conversionType
this._conversionType = (TimeSeriesReturnConverterFactory.ConversionType) newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return this;
}
@Override
public Builder set(MetaProperty<?> property, Object value) {
super.set(property, value);
return this;
}
@Override
public Builder setString(String propertyName, String value) {
setString(meta().metaProperty(propertyName), value);
return this;
}
@Override
public Builder setString(MetaProperty<?> property, String value) {
super.setString(property, value);
return this;
}
@Override
public Builder setAll(Map<String, ? extends Object> propertyValueMap) {
super.setAll(propertyValueMap);
return this;
}
@Override
public DifferenceOperatorReturnConverter build() {
return new DifferenceOperatorReturnConverter(
_conversionType);
}
//-----------------------------------------------------------------------
/**
* Sets the {@code conversionType} property in the builder.
* @param conversionType the new value, not null
* @return this, for chaining, not null
*/
public Builder conversionType(TimeSeriesReturnConverterFactory.ConversionType conversionType) {
JodaBeanUtils.notNull(conversionType, "conversionType");
this._conversionType = conversionType;
return this;
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(64);
buf.append("DifferenceOperatorReturnConverter.Builder{");
int len = buf.length();
toString(buf);
if (buf.length() > len) {
buf.setLength(buf.length() - 2);
}
buf.append('}');
return buf.toString();
}
protected void toString(StringBuilder buf) {
buf.append("conversionType").append('=').append(JodaBeanUtils.toString(_conversionType)).append(',').append(' ');
}
}
///CLOVER:ON
//-------------------------- AUTOGENERATED END --------------------------
}