/**
* Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.core.marketdatasnapshot;
import java.io.Serializable;
import java.util.ArrayList;
import java.util.Collections;
import java.util.Comparator;
import java.util.HashMap;
import java.util.List;
import java.util.Map;
import java.util.Set;
import java.util.SortedSet;
import java.util.TreeSet;
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.DirectBeanBuilder;
import org.joda.beans.impl.direct.DirectMetaBean;
import org.joda.beans.impl.direct.DirectMetaProperty;
import org.joda.beans.impl.direct.DirectMetaPropertyMap;
import com.opengamma.OpenGammaRuntimeException;
import com.opengamma.util.ArgumentChecker;
import com.opengamma.util.tuple.FirstThenSecondPairComparator;
import com.opengamma.util.tuple.ObjectsPair;
import com.opengamma.util.tuple.Pair;
import com.opengamma.util.tuple.Pairs;
/**
* Data structure to hold the data points of a surface.
* Note no interpolation or fitting is done in this code.
*
* @param <X> Type of the x-data
* @param <Y> Type of the y-data
*/
@BeanDefinition
public class SurfaceData<X, Y> implements Bean, Serializable {
/** Serialization version */
private static final long serialVersionUID = 1L;
/**
* Default name for the x axis.
*/
public static final String DEFAULT_X_LABEL = "x";
/**
* Default name for the y axis.
*/
public static final String DEFAULT_Y_LABEL = "y";
/**
* Comparator for the pairs.
*/
private static final Comparator<Pair<?, ?>> COMPARATOR = FirstThenSecondPairComparator.INSTANCE;
/**
* The name.
*/
@PropertyDefinition(validate = "notNull")
private String _name;
/**
* A (x, y) to value map.
*/
@PropertyDefinition(validate = "notNull", set = "manual")
private Map<Pair<X, Y>, Double> _values;
/**
* The x axis label.
*/
@PropertyDefinition(validate = "notNull")
private String _xLabel;
/**
* The y axis label.
*/
@PropertyDefinition(validate = "notNull")
private String _yLabel;
/**
* The x values
*/
@PropertyDefinition(validate = "notNull")
private X[] _xs;
/**
* The y values
*/
@PropertyDefinition(validate = "notNull")
private Y[] _ys;
/**
* The volatilities
*/
@PropertyDefinition(validate = "notNull")
private Double[] _vs;
/**
* A set of unique x values
*/
private transient SortedSet<X> _uniqueXs;
/**
* A set of strips in the x plane
*/
private transient Map<X, List<ObjectsPair<Y, Double>>> _strips;
/**
* For the builder.
*/
/* package */SurfaceData() {
}
/**
* Constructor that uses the default axis labels.
* @param name The surface name, not null
* @param values The (x, y, value) points, not null
*/
public SurfaceData(final String name, final Map<Pair<X, Y>, Double> values) {
this(name, DEFAULT_X_LABEL, DEFAULT_Y_LABEL, values);
}
/**
* @param name The name, not null
* @param xLabel The x axis label, not null
* @param yLabel The y axis label, not null
* @param values The (x, y, value) points, not null
*/
public SurfaceData(final String name,
final String xLabel,
final String yLabel,
final Map<Pair<X, Y>, Double> values) {
ArgumentChecker.notNull(values, "values");
setName(name);
setXLabel(xLabel);
setYLabel(yLabel);
init(values);
}
/**
* Initializes data structures and divides the surface into x strips.
* @param values The values, not null
*/
@SuppressWarnings("unchecked")
private void init(final Map<Pair<X, Y>, Double> values) {
_values = values;
_strips = new HashMap<>();
_uniqueXs = new TreeSet<>();
final List<X> xs = new ArrayList<>();
final List<Y> ys = new ArrayList<>();
final List<Double> vs = new ArrayList<>();
for (final Map.Entry<Pair<X, Y>, Double> entries : values.entrySet()) {
final X x = entries.getKey().getFirst();
final Y y = entries.getKey().getSecond();
if (!_strips.containsKey(x)) {
final List<ObjectsPair<Y, Double>> map = new ArrayList<>();
_strips.put(x, map);
_uniqueXs.add(x);
}
xs.add(x);
ys.add(y);
vs.add(entries.getValue());
_strips.get(x).add(ObjectsPair.of(y, entries.getValue()));
}
_xs = (X[]) xs.toArray();
_ys = (Y[]) ys.toArray();
_vs = vs.toArray(new Double[vs.size()]);
}
/**
* Gets the number of points in this surface.
* @return The number of points
*/
public int size() {
return _values.size();
}
/**
* Gets the value for a particular x, y point.
* @param x The x value
* @param y The y value
* @return The value
*/
public Double getValue(final X x, final Y y) {
return _values.get(Pairs.of(x, y));
}
/**
* Gets a sorted set of unique x values.
* @return The unique x values
*/
public SortedSet<X> getUniqueXValues() {
return _uniqueXs;
}
/**
* Gets a slice through the surface in the x plane.
* @param x The x value, not null
* @return A slice of the cube
*/
public List<ObjectsPair<Y, Double>> getYValuesForX(final X x) {
ArgumentChecker.notNull(x, "x");
if (!_strips.containsKey(x)) {
throw new OpenGammaRuntimeException("Could not get strip for x value " + x);
}
final List<ObjectsPair<Y, Double>> result = _strips.get(x);
if (result != null) {
Collections.sort(result, COMPARATOR);
return result;
}
return Collections.emptyList();
}
/**
* Gets the surface data as a map.
* @return The surface data
*/
public Map<Pair<X, Y>, Double> asMap() {
return _values;
}
/**
* Sets a (x, y) to value map.
* @param values the new value of the property, not null
*/
public void setValues(final Map<Pair<X, Y>, Double> values) {
ArgumentChecker.notNull(values, "values");
init(values);
}
//------------------------- AUTOGENERATED START -------------------------
///CLOVER:OFF
/**
* The meta-bean for {@code SurfaceData}.
* @return the meta-bean, not null
*/
@SuppressWarnings("rawtypes")
public static SurfaceData.Meta meta() {
return SurfaceData.Meta.INSTANCE;
}
/**
* The meta-bean for {@code SurfaceData}.
* @param <R> the first generic type
* @param <S> the second generic type
* @param cls1 the first generic type
* @param cls2 the second generic type
* @return the meta-bean, not null
*/
@SuppressWarnings("unchecked")
public static <R, S> SurfaceData.Meta<R, S> metaSurfaceData(Class<R> cls1, Class<S> cls2) {
return SurfaceData.Meta.INSTANCE;
}
static {
JodaBeanUtils.registerMetaBean(SurfaceData.Meta.INSTANCE);
}
@SuppressWarnings("unchecked")
@Override
public SurfaceData.Meta<X, Y> metaBean() {
return SurfaceData.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 name.
* @return the value of the property, not null
*/
public String getName() {
return _name;
}
/**
* Sets the name.
* @param name the new value of the property, not null
*/
public void setName(String name) {
JodaBeanUtils.notNull(name, "name");
this._name = name;
}
/**
* Gets the the {@code name} property.
* @return the property, not null
*/
public final Property<String> name() {
return metaBean().name().createProperty(this);
}
//-----------------------------------------------------------------------
/**
* Gets a (x, y) to value map.
* @return the value of the property, not null
*/
public Map<Pair<X, Y>, Double> getValues() {
return _values;
}
/**
* Gets the the {@code values} property.
* @return the property, not null
*/
public final Property<Map<Pair<X, Y>, Double>> values() {
return metaBean().values().createProperty(this);
}
//-----------------------------------------------------------------------
/**
* Gets the x axis label.
* @return the value of the property, not null
*/
public String getXLabel() {
return _xLabel;
}
/**
* Sets the x axis label.
* @param xLabel the new value of the property, not null
*/
public void setXLabel(String xLabel) {
JodaBeanUtils.notNull(xLabel, "xLabel");
this._xLabel = xLabel;
}
/**
* Gets the the {@code xLabel} property.
* @return the property, not null
*/
public final Property<String> xLabel() {
return metaBean().xLabel().createProperty(this);
}
//-----------------------------------------------------------------------
/**
* Gets the y axis label.
* @return the value of the property, not null
*/
public String getYLabel() {
return _yLabel;
}
/**
* Sets the y axis label.
* @param yLabel the new value of the property, not null
*/
public void setYLabel(String yLabel) {
JodaBeanUtils.notNull(yLabel, "yLabel");
this._yLabel = yLabel;
}
/**
* Gets the the {@code yLabel} property.
* @return the property, not null
*/
public final Property<String> yLabel() {
return metaBean().yLabel().createProperty(this);
}
//-----------------------------------------------------------------------
/**
* Gets the x values
* @return the value of the property, not null
*/
public X[] getXs() {
return _xs;
}
/**
* Sets the x values
* @param xs the new value of the property, not null
*/
public void setXs(X[] xs) {
JodaBeanUtils.notNull(xs, "xs");
this._xs = xs;
}
/**
* Gets the the {@code xs} property.
* @return the property, not null
*/
public final Property<X[]> xs() {
return metaBean().xs().createProperty(this);
}
//-----------------------------------------------------------------------
/**
* Gets the y values
* @return the value of the property, not null
*/
public Y[] getYs() {
return _ys;
}
/**
* Sets the y values
* @param ys the new value of the property, not null
*/
public void setYs(Y[] ys) {
JodaBeanUtils.notNull(ys, "ys");
this._ys = ys;
}
/**
* Gets the the {@code ys} property.
* @return the property, not null
*/
public final Property<Y[]> ys() {
return metaBean().ys().createProperty(this);
}
//-----------------------------------------------------------------------
/**
* Gets the volatilities
* @return the value of the property, not null
*/
public Double[] getVs() {
return _vs;
}
/**
* Sets the volatilities
* @param vs the new value of the property, not null
*/
public void setVs(Double[] vs) {
JodaBeanUtils.notNull(vs, "vs");
this._vs = vs;
}
/**
* Gets the the {@code vs} property.
* @return the property, not null
*/
public final Property<Double[]> vs() {
return metaBean().vs().createProperty(this);
}
//-----------------------------------------------------------------------
@Override
public SurfaceData<X, Y> clone() {
return JodaBeanUtils.cloneAlways(this);
}
@Override
public boolean equals(Object obj) {
if (obj == this) {
return true;
}
if (obj != null && obj.getClass() == this.getClass()) {
SurfaceData<?, ?> other = (SurfaceData<?, ?>) obj;
return JodaBeanUtils.equal(getName(), other.getName()) &&
JodaBeanUtils.equal(getValues(), other.getValues()) &&
JodaBeanUtils.equal(getXLabel(), other.getXLabel()) &&
JodaBeanUtils.equal(getYLabel(), other.getYLabel()) &&
JodaBeanUtils.equal(getXs(), other.getXs()) &&
JodaBeanUtils.equal(getYs(), other.getYs()) &&
JodaBeanUtils.equal(getVs(), other.getVs());
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(getName());
hash = hash * 31 + JodaBeanUtils.hashCode(getValues());
hash = hash * 31 + JodaBeanUtils.hashCode(getXLabel());
hash = hash * 31 + JodaBeanUtils.hashCode(getYLabel());
hash = hash * 31 + JodaBeanUtils.hashCode(getXs());
hash = hash * 31 + JodaBeanUtils.hashCode(getYs());
hash = hash * 31 + JodaBeanUtils.hashCode(getVs());
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(256);
buf.append("SurfaceData{");
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("name").append('=').append(JodaBeanUtils.toString(getName())).append(',').append(' ');
buf.append("values").append('=').append(JodaBeanUtils.toString(getValues())).append(',').append(' ');
buf.append("xLabel").append('=').append(JodaBeanUtils.toString(getXLabel())).append(',').append(' ');
buf.append("yLabel").append('=').append(JodaBeanUtils.toString(getYLabel())).append(',').append(' ');
buf.append("xs").append('=').append(JodaBeanUtils.toString(getXs())).append(',').append(' ');
buf.append("ys").append('=').append(JodaBeanUtils.toString(getYs())).append(',').append(' ');
buf.append("vs").append('=').append(JodaBeanUtils.toString(getVs())).append(',').append(' ');
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code SurfaceData}.
* @param <X> the type
* @param <Y> the type
*/
public static class Meta<X, Y> extends DirectMetaBean {
/**
* The singleton instance of the meta-bean.
*/
@SuppressWarnings("rawtypes")
static final Meta INSTANCE = new Meta();
/**
* The meta-property for the {@code name} property.
*/
private final MetaProperty<String> _name = DirectMetaProperty.ofReadWrite(
this, "name", SurfaceData.class, String.class);
/**
* The meta-property for the {@code values} property.
*/
@SuppressWarnings({"unchecked", "rawtypes" })
private final MetaProperty<Map<Pair<X, Y>, Double>> _values = DirectMetaProperty.ofReadWrite(
this, "values", SurfaceData.class, (Class) Map.class);
/**
* The meta-property for the {@code xLabel} property.
*/
private final MetaProperty<String> _xLabel = DirectMetaProperty.ofReadWrite(
this, "xLabel", SurfaceData.class, String.class);
/**
* The meta-property for the {@code yLabel} property.
*/
private final MetaProperty<String> _yLabel = DirectMetaProperty.ofReadWrite(
this, "yLabel", SurfaceData.class, String.class);
/**
* The meta-property for the {@code xs} property.
*/
@SuppressWarnings({"unchecked", "rawtypes" })
private final MetaProperty<X[]> _xs = (DirectMetaProperty) DirectMetaProperty.ofReadWrite(
this, "xs", SurfaceData.class, Object[].class);
/**
* The meta-property for the {@code ys} property.
*/
@SuppressWarnings({"unchecked", "rawtypes" })
private final MetaProperty<Y[]> _ys = (DirectMetaProperty) DirectMetaProperty.ofReadWrite(
this, "ys", SurfaceData.class, Object[].class);
/**
* The meta-property for the {@code vs} property.
*/
private final MetaProperty<Double[]> _vs = DirectMetaProperty.ofReadWrite(
this, "vs", SurfaceData.class, Double[].class);
/**
* The meta-properties.
*/
private final Map<String, MetaProperty<?>> _metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"name",
"values",
"xLabel",
"yLabel",
"xs",
"ys",
"vs");
/**
* Restricted constructor.
*/
protected Meta() {
}
@Override
protected MetaProperty<?> metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case 3373707: // name
return _name;
case -823812830: // values
return _values;
case -786294436: // xLabel
return _xLabel;
case -757665285: // yLabel
return _yLabel;
case 3835: // xs
return _xs;
case 3866: // ys
return _ys;
case 3773: // vs
return _vs;
}
return super.metaPropertyGet(propertyName);
}
@Override
public BeanBuilder<? extends SurfaceData<X, Y>> builder() {
return new DirectBeanBuilder<SurfaceData<X, Y>>(new SurfaceData<X, Y>());
}
@SuppressWarnings({"unchecked", "rawtypes" })
@Override
public Class<? extends SurfaceData<X, Y>> beanType() {
return (Class) SurfaceData.class;
}
@Override
public Map<String, MetaProperty<?>> metaPropertyMap() {
return _metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code name} property.
* @return the meta-property, not null
*/
public final MetaProperty<String> name() {
return _name;
}
/**
* The meta-property for the {@code values} property.
* @return the meta-property, not null
*/
public final MetaProperty<Map<Pair<X, Y>, Double>> values() {
return _values;
}
/**
* The meta-property for the {@code xLabel} property.
* @return the meta-property, not null
*/
public final MetaProperty<String> xLabel() {
return _xLabel;
}
/**
* The meta-property for the {@code yLabel} property.
* @return the meta-property, not null
*/
public final MetaProperty<String> yLabel() {
return _yLabel;
}
/**
* The meta-property for the {@code xs} property.
* @return the meta-property, not null
*/
public final MetaProperty<X[]> xs() {
return _xs;
}
/**
* The meta-property for the {@code ys} property.
* @return the meta-property, not null
*/
public final MetaProperty<Y[]> ys() {
return _ys;
}
/**
* The meta-property for the {@code vs} property.
* @return the meta-property, not null
*/
public final MetaProperty<Double[]> vs() {
return _vs;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case 3373707: // name
return ((SurfaceData<?, ?>) bean).getName();
case -823812830: // values
return ((SurfaceData<?, ?>) bean).getValues();
case -786294436: // xLabel
return ((SurfaceData<?, ?>) bean).getXLabel();
case -757665285: // yLabel
return ((SurfaceData<?, ?>) bean).getYLabel();
case 3835: // xs
return ((SurfaceData<?, ?>) bean).getXs();
case 3866: // ys
return ((SurfaceData<?, ?>) bean).getYs();
case 3773: // vs
return ((SurfaceData<?, ?>) bean).getVs();
}
return super.propertyGet(bean, propertyName, quiet);
}
@SuppressWarnings("unchecked")
@Override
protected void propertySet(Bean bean, String propertyName, Object newValue, boolean quiet) {
switch (propertyName.hashCode()) {
case 3373707: // name
((SurfaceData<X, Y>) bean).setName((String) newValue);
return;
case -823812830: // values
((SurfaceData<X, Y>) bean).setValues((Map<Pair<X, Y>, Double>) newValue);
return;
case -786294436: // xLabel
((SurfaceData<X, Y>) bean).setXLabel((String) newValue);
return;
case -757665285: // yLabel
((SurfaceData<X, Y>) bean).setYLabel((String) newValue);
return;
case 3835: // xs
((SurfaceData<X, Y>) bean).setXs((X[]) newValue);
return;
case 3866: // ys
((SurfaceData<X, Y>) bean).setYs((Y[]) newValue);
return;
case 3773: // vs
((SurfaceData<X, Y>) bean).setVs((Double[]) newValue);
return;
}
super.propertySet(bean, propertyName, newValue, quiet);
}
@Override
protected void validate(Bean bean) {
JodaBeanUtils.notNull(((SurfaceData<?, ?>) bean)._name, "name");
JodaBeanUtils.notNull(((SurfaceData<?, ?>) bean)._values, "values");
JodaBeanUtils.notNull(((SurfaceData<?, ?>) bean)._xLabel, "xLabel");
JodaBeanUtils.notNull(((SurfaceData<?, ?>) bean)._yLabel, "yLabel");
JodaBeanUtils.notNull(((SurfaceData<?, ?>) bean)._xs, "xs");
JodaBeanUtils.notNull(((SurfaceData<?, ?>) bean)._ys, "ys");
JodaBeanUtils.notNull(((SurfaceData<?, ?>) bean)._vs, "vs");
}
}
///CLOVER:ON
//-------------------------- AUTOGENERATED END --------------------------
}