/**
* Copyright (C) 2016 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.strata.data.scenario;
import java.io.Serializable;
import java.time.LocalDate;
import java.util.Map;
import java.util.NoSuchElementException;
import java.util.Optional;
import java.util.Set;
import java.util.stream.IntStream;
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.google.common.base.Preconditions;
import com.opengamma.strata.collect.ArgChecker;
import com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries;
import com.opengamma.strata.data.MarketData;
import com.opengamma.strata.data.MarketDataId;
import com.opengamma.strata.data.MarketDataName;
import com.opengamma.strata.data.ObservableId;
/**
* Market data across one or more scenarios based on a single set of market data.
* <p>
* This implementation of {@link ScenarioMarketData} returns the same {@link MarketData}
* instance for each scenario.
*/
@BeanDefinition(builderScope = "private", constructorScope = "package")
final class RepeatedScenarioMarketData
implements ScenarioMarketData, ImmutableBean, Serializable {
/**
* The number of scenarios.
*/
@PropertyDefinition(validate = "ArgChecker.notNegativeOrZero", overrideGet = true)
private final int scenarioCount;
/**
* The underlying market data.
*/
@PropertyDefinition(validate = "notNull")
private final MarketData underlying;
//-------------------------------------------------------------------------
/**
* Obtains an instance from a valuation date, map of values and time-series.
* <p>
* The valuation date and map of values must have the same number of scenarios.
*
* @param scenarioCount the number of scenarios
* @param marketData the single set of market data
* @return the scenario market data
*/
public static RepeatedScenarioMarketData of(int scenarioCount, MarketData marketData) {
return new RepeatedScenarioMarketData(scenarioCount, marketData);
}
//-------------------------------------------------------------------------
@Override
public MarketDataBox<LocalDate> getValuationDate() {
return MarketDataBox.ofSingleValue(underlying.getValuationDate());
}
@Override
public Stream<MarketData> scenarios() {
return IntStream.range(0, getScenarioCount())
.mapToObj(scenarioIndex -> underlying);
}
@Override
public MarketData scenario(int scenarioIndex) {
Preconditions.checkElementIndex(scenarioIndex, scenarioCount, "scenarioIndex");
return underlying;
}
//-------------------------------------------------------------------------
@Override
public boolean containsValue(MarketDataId<?> id) {
return underlying.containsValue(id);
}
@SuppressWarnings("unchecked")
@Override
public <T> MarketDataBox<T> getValue(MarketDataId<T> id) {
return MarketDataBox.ofSingleValue(underlying.getValue(id));
}
@SuppressWarnings("unchecked")
@Override
public <T> Optional<MarketDataBox<T>> findValue(MarketDataId<T> id) {
return underlying.findValue(id).map(v -> MarketDataBox.ofSingleValue(v));
}
@Override
public Set<MarketDataId<?>> getIds() {
return underlying.getIds();
}
@Override
@SuppressWarnings("unchecked")
public <T> Set<MarketDataId<T>> findIds(MarketDataName<T> name) {
return underlying.findIds(name);
}
@Override
public Set<ObservableId> getTimeSeriesIds() {
return underlying.getTimeSeriesIds();
}
@Override
public LocalDateDoubleTimeSeries getTimeSeries(ObservableId id) {
return underlying.getTimeSeries(id);
}
//------------------------- AUTOGENERATED START -------------------------
///CLOVER:OFF
/**
* The meta-bean for {@code RepeatedScenarioMarketData}.
* @return the meta-bean, not null
*/
public static RepeatedScenarioMarketData.Meta meta() {
return RepeatedScenarioMarketData.Meta.INSTANCE;
}
static {
JodaBeanUtils.registerMetaBean(RepeatedScenarioMarketData.Meta.INSTANCE);
}
/**
* The serialization version id.
*/
private static final long serialVersionUID = 1L;
/**
* Creates an instance.
* @param scenarioCount the value of the property
* @param underlying the value of the property, not null
*/
RepeatedScenarioMarketData(
int scenarioCount,
MarketData underlying) {
ArgChecker.notNegativeOrZero(scenarioCount, "scenarioCount");
JodaBeanUtils.notNull(underlying, "underlying");
this.scenarioCount = scenarioCount;
this.underlying = underlying;
}
@Override
public RepeatedScenarioMarketData.Meta metaBean() {
return RepeatedScenarioMarketData.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 number of scenarios.
* @return the value of the property
*/
@Override
public int getScenarioCount() {
return scenarioCount;
}
//-----------------------------------------------------------------------
/**
* Gets the underlying market data.
* @return the value of the property, not null
*/
public MarketData getUnderlying() {
return underlying;
}
//-----------------------------------------------------------------------
@Override
public boolean equals(Object obj) {
if (obj == this) {
return true;
}
if (obj != null && obj.getClass() == this.getClass()) {
RepeatedScenarioMarketData other = (RepeatedScenarioMarketData) obj;
return (scenarioCount == other.scenarioCount) &&
JodaBeanUtils.equal(underlying, other.underlying);
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(scenarioCount);
hash = hash * 31 + JodaBeanUtils.hashCode(underlying);
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(96);
buf.append("RepeatedScenarioMarketData{");
buf.append("scenarioCount").append('=').append(scenarioCount).append(',').append(' ');
buf.append("underlying").append('=').append(JodaBeanUtils.toString(underlying));
buf.append('}');
return buf.toString();
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code RepeatedScenarioMarketData}.
*/
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 scenarioCount} property.
*/
private final MetaProperty<Integer> scenarioCount = DirectMetaProperty.ofImmutable(
this, "scenarioCount", RepeatedScenarioMarketData.class, Integer.TYPE);
/**
* The meta-property for the {@code underlying} property.
*/
private final MetaProperty<MarketData> underlying = DirectMetaProperty.ofImmutable(
this, "underlying", RepeatedScenarioMarketData.class, MarketData.class);
/**
* The meta-properties.
*/
private final Map<String, MetaProperty<?>> metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"scenarioCount",
"underlying");
/**
* Restricted constructor.
*/
private Meta() {
}
@Override
protected MetaProperty<?> metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case -1203198113: // scenarioCount
return scenarioCount;
case -1770633379: // underlying
return underlying;
}
return super.metaPropertyGet(propertyName);
}
@Override
public BeanBuilder<? extends RepeatedScenarioMarketData> builder() {
return new RepeatedScenarioMarketData.Builder();
}
@Override
public Class<? extends RepeatedScenarioMarketData> beanType() {
return RepeatedScenarioMarketData.class;
}
@Override
public Map<String, MetaProperty<?>> metaPropertyMap() {
return metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code scenarioCount} property.
* @return the meta-property, not null
*/
public MetaProperty<Integer> scenarioCount() {
return scenarioCount;
}
/**
* The meta-property for the {@code underlying} property.
* @return the meta-property, not null
*/
public MetaProperty<MarketData> underlying() {
return underlying;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case -1203198113: // scenarioCount
return ((RepeatedScenarioMarketData) bean).getScenarioCount();
case -1770633379: // underlying
return ((RepeatedScenarioMarketData) bean).getUnderlying();
}
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 RepeatedScenarioMarketData}.
*/
private static final class Builder extends DirectFieldsBeanBuilder<RepeatedScenarioMarketData> {
private int scenarioCount;
private MarketData underlying;
/**
* Restricted constructor.
*/
private Builder() {
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case -1203198113: // scenarioCount
return scenarioCount;
case -1770633379: // underlying
return underlying;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
}
@Override
public Builder set(String propertyName, Object newValue) {
switch (propertyName.hashCode()) {
case -1203198113: // scenarioCount
this.scenarioCount = (Integer) newValue;
break;
case -1770633379: // underlying
this.underlying = (MarketData) 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 RepeatedScenarioMarketData build() {
return new RepeatedScenarioMarketData(
scenarioCount,
underlying);
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(96);
buf.append("RepeatedScenarioMarketData.Builder{");
buf.append("scenarioCount").append('=').append(JodaBeanUtils.toString(scenarioCount)).append(',').append(' ');
buf.append("underlying").append('=').append(JodaBeanUtils.toString(underlying));
buf.append('}');
return buf.toString();
}
}
///CLOVER:ON
//-------------------------- AUTOGENERATED END --------------------------
}