/**
* Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.bbg;
import java.math.BigDecimal;
import java.util.Map;
import org.joda.beans.Bean;
import org.joda.beans.BeanBuilder;
import org.joda.beans.BeanDefinition;
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.DirectBean;
import org.joda.beans.impl.direct.DirectBeanBuilder;
import org.joda.beans.impl.direct.DirectMetaBean;
import org.joda.beans.impl.direct.DirectMetaProperty;
import org.joda.beans.impl.direct.DirectMetaPropertyMap;
import org.slf4j.Logger;
import org.slf4j.LoggerFactory;
import org.threeten.bp.LocalDate;
import org.threeten.bp.Month;
import org.threeten.bp.format.DateTimeFormatter;
import com.google.common.base.Strings;
import com.opengamma.bbg.util.BloombergDataUtils;
import com.opengamma.core.id.ExternalSchemes;
import com.opengamma.financial.security.option.OptionType;
import com.opengamma.id.ExternalId;
import com.opengamma.util.ArgumentChecker;
/**
*
*/
@BeanDefinition
public class BloombergContractID extends DirectBean {
private static final Logger s_logger = LoggerFactory.getLogger(BloombergContractID.class);
private static final DateTimeFormatter MONTH_YEAR_FORMATTER = DateTimeFormatter.ofPattern("MM/yyyy");
/**
* The prefix in classic bloomberg ticker
*/
@PropertyDefinition
private String _contractCode;
/**
* The yellow key also know as market sector;
*/
@PropertyDefinition
private String _marketSector;
/*
* Constructor for builder
*/
private BloombergContractID() {
}
public BloombergContractID(String contractCode, String marketSector) {
ArgumentChecker.notNull(contractCode, "contractCode");
ArgumentChecker.notNull(marketSector, "marketSector");
// ticker must be at least 2 characters long - pad with spaces if shorter
final String paddedCode = Strings.padEnd(contractCode, 2, ' ');
setContractCode(paddedCode);
setMarketSector(marketSector);
}
public ExternalId toFutureExternalId(Integer month, Integer year) {
ArgumentChecker.notNull(month, "month");
ArgumentChecker.notNull(year, "year");
ExternalId futureId = null;
String futureMonthCode = BloombergDataUtils.futureMonthCode(Month.of(month));
if (futureMonthCode != null) {
String yearStr = String.valueOf(year);
if (yearStr.length() > 1) {
yearStr = "" + yearStr.charAt(yearStr.length() - 1);
}
futureId = ExternalSchemes.bloombergTickerSecurityId(String.format("%s%s%s %s",
getContractCode(), futureMonthCode, yearStr, getMarketSector()).toUpperCase());
} else {
s_logger.warn("Unable to resolve month {} to its future month's code", Month.of(month));
}
return futureId;
}
public ExternalId toFutureOptionExternalId(Integer month, Integer year, Double strike, OptionType optionType) {
ArgumentChecker.notNull(month, "month");
ArgumentChecker.notNull(year, "year");
ArgumentChecker.notNull(strike, "strike");
ArgumentChecker.notNull(optionType, "optionType");
ExternalId optionId = null;
String monthCode = BloombergDataUtils.futureMonthCode(Month.of(month));
if (monthCode != null) {
String yearStr = String.valueOf(year);
if (yearStr.length() > 1) {
yearStr = "" + yearStr.charAt(yearStr.length() - 1);
}
optionId = ExternalSchemes.bloombergTickerSecurityId(String.format("%s%s%s%s %s %s",
getContractCode(), monthCode, yearStr, optionType.name().charAt(0), getRoundedPrice(strike, 3), getMarketSector()).toUpperCase());
} else {
s_logger.warn("Unable to resolve month {} to its future month's code", Month.of(month));
}
return optionId;
}
public ExternalId toOptionExternalId(Integer month, Integer year, Double strike, OptionType optionType) {
ArgumentChecker.notNull(month, "month");
ArgumentChecker.notNull(year, "year");
ArgumentChecker.notNull(strike, "strike");
ArgumentChecker.notNull(optionType, "optionType");
LocalDate expiry = LocalDate.of(year, month, 1);
return ExternalSchemes.bloombergTickerSecurityId(String.format("%s %s %s%s %s",
getContractCode(), expiry.toString(MONTH_YEAR_FORMATTER), optionType.name().charAt(0), getRoundedPrice(strike, 3), getMarketSector()).toUpperCase());
}
protected String getRoundedPrice(final Double doubleValue, final int scale) {
BigDecimal bigDecimal = BigDecimal.valueOf(doubleValue).setScale(scale, BigDecimal.ROUND_HALF_UP);
return bigDecimal.toString();
}
//------------------------- AUTOGENERATED START -------------------------
///CLOVER:OFF
/**
* The meta-bean for {@code BloombergContractID}.
* @return the meta-bean, not null
*/
public static BloombergContractID.Meta meta() {
return BloombergContractID.Meta.INSTANCE;
}
static {
JodaBeanUtils.registerMetaBean(BloombergContractID.Meta.INSTANCE);
}
@Override
public BloombergContractID.Meta metaBean() {
return BloombergContractID.Meta.INSTANCE;
}
//-----------------------------------------------------------------------
/**
* Gets the prefix in classic bloomberg ticker
* @return the value of the property
*/
public String getContractCode() {
return _contractCode;
}
/**
* Sets the prefix in classic bloomberg ticker
* @param contractCode the new value of the property
*/
public void setContractCode(String contractCode) {
this._contractCode = contractCode;
}
/**
* Gets the the {@code contractCode} property.
* @return the property, not null
*/
public final Property<String> contractCode() {
return metaBean().contractCode().createProperty(this);
}
//-----------------------------------------------------------------------
/**
* Gets the yellow key also know as market sector;
* @return the value of the property
*/
public String getMarketSector() {
return _marketSector;
}
/**
* Sets the yellow key also know as market sector;
* @param marketSector the new value of the property
*/
public void setMarketSector(String marketSector) {
this._marketSector = marketSector;
}
/**
* Gets the the {@code marketSector} property.
* @return the property, not null
*/
public final Property<String> marketSector() {
return metaBean().marketSector().createProperty(this);
}
//-----------------------------------------------------------------------
@Override
public BloombergContractID clone() {
return JodaBeanUtils.cloneAlways(this);
}
@Override
public boolean equals(Object obj) {
if (obj == this) {
return true;
}
if (obj != null && obj.getClass() == this.getClass()) {
BloombergContractID other = (BloombergContractID) obj;
return JodaBeanUtils.equal(getContractCode(), other.getContractCode()) &&
JodaBeanUtils.equal(getMarketSector(), other.getMarketSector());
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(getContractCode());
hash = hash * 31 + JodaBeanUtils.hashCode(getMarketSector());
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(96);
buf.append("BloombergContractID{");
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("contractCode").append('=').append(JodaBeanUtils.toString(getContractCode())).append(',').append(' ');
buf.append("marketSector").append('=').append(JodaBeanUtils.toString(getMarketSector())).append(',').append(' ');
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code BloombergContractID}.
*/
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 contractCode} property.
*/
private final MetaProperty<String> _contractCode = DirectMetaProperty.ofReadWrite(
this, "contractCode", BloombergContractID.class, String.class);
/**
* The meta-property for the {@code marketSector} property.
*/
private final MetaProperty<String> _marketSector = DirectMetaProperty.ofReadWrite(
this, "marketSector", BloombergContractID.class, String.class);
/**
* The meta-properties.
*/
private final Map<String, MetaProperty<?>> _metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"contractCode",
"marketSector");
/**
* Restricted constructor.
*/
protected Meta() {
}
@Override
protected MetaProperty<?> metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case -1402840545: // contractCode
return _contractCode;
case -98321726: // marketSector
return _marketSector;
}
return super.metaPropertyGet(propertyName);
}
@Override
public BeanBuilder<? extends BloombergContractID> builder() {
return new DirectBeanBuilder<BloombergContractID>(new BloombergContractID());
}
@Override
public Class<? extends BloombergContractID> beanType() {
return BloombergContractID.class;
}
@Override
public Map<String, MetaProperty<?>> metaPropertyMap() {
return _metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code contractCode} property.
* @return the meta-property, not null
*/
public final MetaProperty<String> contractCode() {
return _contractCode;
}
/**
* The meta-property for the {@code marketSector} property.
* @return the meta-property, not null
*/
public final MetaProperty<String> marketSector() {
return _marketSector;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case -1402840545: // contractCode
return ((BloombergContractID) bean).getContractCode();
case -98321726: // marketSector
return ((BloombergContractID) bean).getMarketSector();
}
return super.propertyGet(bean, propertyName, quiet);
}
@Override
protected void propertySet(Bean bean, String propertyName, Object newValue, boolean quiet) {
switch (propertyName.hashCode()) {
case -1402840545: // contractCode
((BloombergContractID) bean).setContractCode((String) newValue);
return;
case -98321726: // marketSector
((BloombergContractID) bean).setMarketSector((String) newValue);
return;
}
super.propertySet(bean, propertyName, newValue, quiet);
}
}
///CLOVER:ON
//-------------------------- AUTOGENERATED END --------------------------
}