/**
* Copyright (C) 2015 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.strata.data.scenario;
import static java.util.stream.Collector.Characteristics.UNORDERED;
import static java.util.stream.Collectors.toList;
import java.io.Serializable;
import java.util.Arrays;
import java.util.HashMap;
import java.util.List;
import java.util.Map;
import java.util.NoSuchElementException;
import java.util.Set;
import java.util.function.IntFunction;
import java.util.stream.Collector;
import java.util.stream.Stream;
import org.joda.beans.Bean;
import org.joda.beans.BeanBuilder;
import org.joda.beans.BeanDefinition;
import org.joda.beans.ImmutableBean;
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.strata.basics.currency.Currency;
import com.opengamma.strata.basics.currency.CurrencyAmount;
import com.opengamma.strata.basics.currency.CurrencyAmountArray;
import com.opengamma.strata.basics.currency.MultiCurrencyAmount;
import com.opengamma.strata.basics.currency.MultiCurrencyAmountArray;
import com.opengamma.strata.collect.Guavate;
import com.opengamma.strata.collect.MapStream;
import com.opengamma.strata.collect.Messages;
import com.opengamma.strata.collect.array.DoubleArray;
/**
* A currency-convertible scenario array for multi-currency amounts, holding one amount for each scenario.
* <p>
* This contains a list of amounts in a multiple currencies, one amount for each scenario.
* The calculation runner is able to convert the currency of the values if required.
* <p>
* This class uses less memory than an instance based on a list of {@link MultiCurrencyAmount} instances.
* Internally, it stores the data using a map of currency to {@link DoubleArray}.
*/
@BeanDefinition(builderScope = "private")
public final class MultiCurrencyScenarioArray
implements ScenarioArray<MultiCurrencyAmount>, ScenarioFxConvertible<CurrencyScenarioArray>, ImmutableBean, Serializable {
/**
* The multi-currency amounts, one per scenario.
*/
@PropertyDefinition(validate = "notNull")
private final MultiCurrencyAmountArray amounts;
//-------------------------------------------------------------------------
/**
* Obtains an instance from the specified currency and array of values.
*
* @param amounts the amounts, one for each scenario
* @return an instance with the specified currency and values
*/
public static MultiCurrencyScenarioArray of(MultiCurrencyAmountArray amounts) {
return new MultiCurrencyScenarioArray(amounts);
}
/**
* Returns an instance containing the values from the amounts.
*
* @param amounts the amounts, one for each scenario
* @return an instance containing the values from the list of amounts
*/
public static MultiCurrencyScenarioArray of(MultiCurrencyAmount... amounts) {
return of(Arrays.asList(amounts));
}
/**
* Returns an instance containing the values from the list of amounts.
*
* @param amounts the amounts, one for each scenario
* @return an instance containing the values from the list of amounts
*/
public static MultiCurrencyScenarioArray of(List<MultiCurrencyAmount> amounts) {
return new MultiCurrencyScenarioArray(MultiCurrencyAmountArray.of(amounts));
}
/**
* Obtains an instance using a function to create the entries.
* <p>
* The function is passed the scenario index and returns the value for that index.
*
* @param size the number of elements
* @param amountFunction the function used to obtain each amount
* @return an instance initialized using the function
* @throws IllegalArgumentException is size is zero or less
*/
public static MultiCurrencyScenarioArray of(int size, IntFunction<MultiCurrencyAmount> amountFunction) {
return new MultiCurrencyScenarioArray(MultiCurrencyAmountArray.of(size, amountFunction));
}
/**
* Returns an instance containing the values from a map of amounts with the same number of elements in each array.
*
* @param values map of currencies to values
* @return an instance containing the values from the map
*/
public static MultiCurrencyScenarioArray of(Map<Currency, DoubleArray> values) {
return new MultiCurrencyScenarioArray(MultiCurrencyAmountArray.of(values));
}
//-------------------------------------------------------------------------
/**
* Returns the set of currencies for which this object contains values.
*
* @return the set of currencies for which this object contains values
*/
public Set<Currency> getCurrencies() {
return amounts.getCurrencies();
}
/**
* Returns the values for the specified currency, throws an exception if there are no values for the currency.
*
* @param currency the currency for which values are required
* @return the values for the specified currency, throws an exception if there are none
* @throws IllegalArgumentException if there are no values for the currency
*/
public DoubleArray getValues(Currency currency) {
DoubleArray currencyValues = amounts.getValues(currency);
if (currencyValues == null) {
throw new IllegalArgumentException("No values available for " + currency);
}
return currencyValues;
}
/**
* Returns the number of currency values for each currency.
*
* @return the number of currency values for each currency
*/
@Override
public int getScenarioCount() {
return amounts.size();
}
/**
* Returns a {@link MultiCurrencyAmount} at the specified index.
* <p>
* This method is not very efficient for large sizes as a new object must be created at each index.
* Consider using {@link #getValues(Currency)} instead.
*
* @param index the index that should be returned
* @return a multi currency amount containing the currency values at the specified index
* @throws IndexOutOfBoundsException if the index is invalid
*/
@Override
public MultiCurrencyAmount get(int index) {
List<CurrencyAmount> currencyAmounts = amounts.getCurrencies().stream()
.map(ccy -> CurrencyAmount.of(ccy, amounts.getValues(ccy).get(index)))
.collect(toList());
return MultiCurrencyAmount.of(currencyAmounts);
}
/**
* Returns a stream of {@link MultiCurrencyAmount} instances containing the values from this object.
* <p>
* This method is not very efficient for large sizes as a new object must be created for each value.
* Consider using {@link #getValues(Currency)} instead.
*
* @return a stream of multi currency amounts containing the currency values from this object
*/
@Override
public Stream<MultiCurrencyAmount> stream() {
return amounts.stream();
}
//-------------------------------------------------------------------------
@Override
public CurrencyScenarioArray convertedTo(Currency reportingCurrency, ScenarioFxRateProvider fxRateProvider) {
int size = getScenarioCount();
if (fxRateProvider.getScenarioCount() != size) {
throw new IllegalArgumentException(Messages.format(
"Expected {} FX rates but received {}", size, fxRateProvider.getScenarioCount()));
}
double[] singleCurrencyValues = new double[size];
for (Map.Entry<Currency, DoubleArray> entry : amounts.getValues().entrySet()) {
Currency currency = entry.getKey();
DoubleArray currencyValues = entry.getValue();
for (int i = 0; i < size; i++) {
double convertedValue = currencyValues.get(i) * fxRateProvider.fxRate(currency, reportingCurrency, i);
singleCurrencyValues[i] += convertedValue;
}
}
return CurrencyScenarioArray.of(reportingCurrency, DoubleArray.ofUnsafe(singleCurrencyValues));
}
/**
* Returns a multi currency scenario array representing the total of the input arrays.
* <p>
* If the input contains the same currency more than once, the amounts are added together.
*
* @param arrays the amount arrays
* @return the total amounts
*/
public static MultiCurrencyScenarioArray total(Iterable<CurrencyScenarioArray> arrays) {
return Guavate.stream(arrays).collect(toMultiCurrencyScenarioArray());
}
/**
* Returns a collector which creates a multi currency scenario array by combining a stream of
* currency scenario arrays.
* <p>
* The arrays in the stream must all have the same length.
*
* @return the collector
*/
public static Collector<CurrencyScenarioArray, ?, MultiCurrencyScenarioArray> toMultiCurrencyScenarioArray() {
return Collector.<CurrencyScenarioArray, Map<Currency, CurrencyAmountArray>, MultiCurrencyScenarioArray>of(
// accumulate into a map
HashMap::new,
(map, ca) -> map.merge(ca.getCurrency(), ca.getAmounts(), CurrencyAmountArray::plus),
// combine two maps
(map1, map2) -> {
map2.values().forEach((ca2) -> map1.merge(ca2.getCurrency(), ca2, CurrencyAmountArray::plus));
return map1;
},
// convert to MultiCurrencyScenarioArray
map -> {
Map<Currency, DoubleArray> currencyArrayMap = MapStream.of(map).mapValues(caa -> caa.getValues()).toMap();
return MultiCurrencyScenarioArray.of(currencyArrayMap);
},
UNORDERED);
}
//------------------------- AUTOGENERATED START -------------------------
///CLOVER:OFF
/**
* The meta-bean for {@code MultiCurrencyScenarioArray}.
* @return the meta-bean, not null
*/
public static MultiCurrencyScenarioArray.Meta meta() {
return MultiCurrencyScenarioArray.Meta.INSTANCE;
}
static {
JodaBeanUtils.registerMetaBean(MultiCurrencyScenarioArray.Meta.INSTANCE);
}
/**
* The serialization version id.
*/
private static final long serialVersionUID = 1L;
private MultiCurrencyScenarioArray(
MultiCurrencyAmountArray amounts) {
JodaBeanUtils.notNull(amounts, "amounts");
this.amounts = amounts;
}
@Override
public MultiCurrencyScenarioArray.Meta metaBean() {
return MultiCurrencyScenarioArray.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 multi-currency amounts, one per scenario.
* @return the value of the property, not null
*/
public MultiCurrencyAmountArray getAmounts() {
return amounts;
}
//-----------------------------------------------------------------------
@Override
public boolean equals(Object obj) {
if (obj == this) {
return true;
}
if (obj != null && obj.getClass() == this.getClass()) {
MultiCurrencyScenarioArray other = (MultiCurrencyScenarioArray) obj;
return JodaBeanUtils.equal(amounts, other.amounts);
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(amounts);
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(64);
buf.append("MultiCurrencyScenarioArray{");
buf.append("amounts").append('=').append(JodaBeanUtils.toString(amounts));
buf.append('}');
return buf.toString();
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code MultiCurrencyScenarioArray}.
*/
public static final class Meta extends DirectMetaBean {
/**
* The singleton instance of the meta-bean.
*/
static final Meta INSTANCE = new Meta();
/**
* The meta-property for the {@code amounts} property.
*/
private final MetaProperty<MultiCurrencyAmountArray> amounts = DirectMetaProperty.ofImmutable(
this, "amounts", MultiCurrencyScenarioArray.class, MultiCurrencyAmountArray.class);
/**
* The meta-properties.
*/
private final Map<String, MetaProperty<?>> metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"amounts");
/**
* Restricted constructor.
*/
private Meta() {
}
@Override
protected MetaProperty<?> metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case -879772901: // amounts
return amounts;
}
return super.metaPropertyGet(propertyName);
}
@Override
public BeanBuilder<? extends MultiCurrencyScenarioArray> builder() {
return new MultiCurrencyScenarioArray.Builder();
}
@Override
public Class<? extends MultiCurrencyScenarioArray> beanType() {
return MultiCurrencyScenarioArray.class;
}
@Override
public Map<String, MetaProperty<?>> metaPropertyMap() {
return metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code amounts} property.
* @return the meta-property, not null
*/
public MetaProperty<MultiCurrencyAmountArray> amounts() {
return amounts;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case -879772901: // amounts
return ((MultiCurrencyScenarioArray) bean).getAmounts();
}
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 MultiCurrencyScenarioArray}.
*/
private static final class Builder extends DirectFieldsBeanBuilder<MultiCurrencyScenarioArray> {
private MultiCurrencyAmountArray amounts;
/**
* Restricted constructor.
*/
private Builder() {
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case -879772901: // amounts
return amounts;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
}
@Override
public Builder set(String propertyName, Object newValue) {
switch (propertyName.hashCode()) {
case -879772901: // amounts
this.amounts = (MultiCurrencyAmountArray) 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 MultiCurrencyScenarioArray build() {
return new MultiCurrencyScenarioArray(
amounts);
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(64);
buf.append("MultiCurrencyScenarioArray.Builder{");
buf.append("amounts").append('=').append(JodaBeanUtils.toString(amounts));
buf.append('}');
return buf.toString();
}
}
///CLOVER:ON
//-------------------------- AUTOGENERATED END --------------------------
}