/**
* Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.provider.historicaltimeseries.impl;
import java.util.Map;
import java.util.Set;
import org.slf4j.Logger;
import org.slf4j.LoggerFactory;
import org.threeten.bp.LocalDate;
import com.google.common.collect.Maps;
import com.opengamma.core.change.ChangeManager;
import com.opengamma.core.historicaltimeseries.HistoricalTimeSeries;
import com.opengamma.core.historicaltimeseries.HistoricalTimeSeriesSource;
import com.opengamma.core.historicaltimeseries.impl.SimpleHistoricalTimeSeries;
import com.opengamma.id.ExternalIdBundle;
import com.opengamma.id.UniqueId;
import com.opengamma.id.UniqueIdSupplier;
import com.opengamma.provider.historicaltimeseries.HistoricalTimeSeriesProvider;
import com.opengamma.provider.historicaltimeseries.HistoricalTimeSeriesProviderGetRequest;
import com.opengamma.provider.historicaltimeseries.HistoricalTimeSeriesProviderGetResult;
import com.opengamma.timeseries.date.localdate.LocalDateDoubleTimeSeries;
import com.opengamma.util.ArgumentChecker;
import com.opengamma.util.time.LocalDateRange;
import com.opengamma.util.tuple.Pair;
/**
* HTS source which delegates all serviceable requests to the HTS provider.
*/
public abstract class MarketDataProviderHistoricalTimeSeriesSource implements HistoricalTimeSeriesSource {
/**
* Logger.
*/
private static final Logger s_logger = LoggerFactory.getLogger(MarketDataProviderHistoricalTimeSeriesSource.class);
/**
* The id supplier service.
*/
private final UniqueIdSupplier _uniqueIdSupplier;
/**
* The provider.
*/
private final HistoricalTimeSeriesProvider _provider;
/**
* The name of the provider.
*/
private final String _providerName;
/**
* Constructor for the class taking the provider to be used for all requests.
*
* @param providerName the name of the data provider
* @param uniqueIdSupplier the supplier for unique ids
* @param provider the provider of HTS data
*/
public MarketDataProviderHistoricalTimeSeriesSource(String providerName,
UniqueIdSupplier uniqueIdSupplier,
HistoricalTimeSeriesProvider provider) {
ArgumentChecker.notNull(providerName, "providerName");
ArgumentChecker.notNull(uniqueIdSupplier, "uniqueIdSupplier");
ArgumentChecker.notNull(provider, "provider");
_providerName = providerName;
_uniqueIdSupplier = uniqueIdSupplier;
_provider = provider;
}
/**
* Exception to be thrown if operation cannot be performed due to unique id.
*/
private UnsupportedOperationException createUniqueIdException() {
return new UnsupportedOperationException(
"Unable to retrieve historical time-series from " + _providerName + " using unique identifier");
}
/**
* Exception to be thrown if operation cannot be performed due to config.
*/
private UnsupportedOperationException createConfigException() {
return new UnsupportedOperationException(
"Unable to retrieve historical time-series from " + _providerName + " using config");
}
/**
* Exception to be thrown if operation cannot be performed due to validity date.
*/
private UnsupportedOperationException createValidityDateException() {
return new UnsupportedOperationException(
"Unable to retrieve historical time-series from " + _providerName + " using identifier validity date");
}
//-------------------------------------------------------------------------
@Override
public ChangeManager changeManager() {
throw new UnsupportedOperationException("Change events not supported");
}
private HistoricalTimeSeries doGetHistoricalTimeSeries(
ExternalIdBundle externalIdBundle, String dataSource, String dataProvider, String dataField,
LocalDateRange dateRange, Integer maxPoints) {
s_logger.info("Getting HistoricalTimeSeries for security {}", externalIdBundle);
HistoricalTimeSeriesProviderGetRequest request = HistoricalTimeSeriesProviderGetRequest.createGet(externalIdBundle, dataSource, dataProvider, dataField, dateRange);
request.setMaxPoints(maxPoints);
HistoricalTimeSeriesProviderGetResult result = _provider.getHistoricalTimeSeries(request);
LocalDateDoubleTimeSeries timeSeries = result.getResultMap().get(externalIdBundle);
if (timeSeries == null) {
s_logger.info("Unable to get HistoricalTimeSeries for {}", externalIdBundle);
return null;
}
return new SimpleHistoricalTimeSeries(_uniqueIdSupplier.get(), timeSeries);
}
//-------------------------------------------------------------------------
@Override
public HistoricalTimeSeries getHistoricalTimeSeries(UniqueId uniqueId) {
throw createUniqueIdException();
}
@Override
public HistoricalTimeSeries getHistoricalTimeSeries(UniqueId uniqueId, LocalDate start, boolean includeStart, LocalDate end, boolean includeEnd) {
throw createUniqueIdException();
}
@Override
public HistoricalTimeSeries getHistoricalTimeSeries(UniqueId uniqueId, LocalDate start, boolean includeStart, LocalDate end, boolean includeEnd, int maxPoints) {
throw createUniqueIdException();
}
@Override
public Pair<LocalDate, Double> getLatestDataPoint(UniqueId uniqueId) {
throw createUniqueIdException();
}
@Override
public Pair<LocalDate, Double> getLatestDataPoint(UniqueId uniqueId, LocalDate start, boolean includeStart, LocalDate end, boolean includeEnd) {
throw createUniqueIdException();
}
//-------------------------------------------------------------------------
@Override
public HistoricalTimeSeries getHistoricalTimeSeries(
ExternalIdBundle identifiers, String dataSource, String dataProvider, String dataField) {
return doGetHistoricalTimeSeries(identifiers, dataSource, dataProvider, dataField, LocalDateRange.ALL, null);
}
@Override
public HistoricalTimeSeries getHistoricalTimeSeries(
ExternalIdBundle identifiers, String dataSource, String dataProvider, String dataField,
LocalDate start, boolean includeStart, LocalDate end, boolean includeEnd) {
LocalDate effectiveStart = start;
if (!includeStart && effectiveStart != null) {
effectiveStart = effectiveStart.plusDays(1);
}
LocalDateRange dateRange = LocalDateRange.ofNullUnbounded(effectiveStart, end, includeEnd);
return doGetHistoricalTimeSeries(identifiers, dataSource, dataProvider, dataField, dateRange, null);
}
@Override
public HistoricalTimeSeries getHistoricalTimeSeries(
ExternalIdBundle identifiers, String dataSource, String dataProvider, String dataField,
LocalDate start, boolean includeStart, LocalDate end, boolean includeEnd, int maxPoints) {
LocalDate effectiveStart = start;
if (!includeStart && effectiveStart != null) {
effectiveStart = effectiveStart.plusDays(1);
}
LocalDateRange dateRange = LocalDateRange.ofNullUnbounded(effectiveStart, end, includeEnd);
Integer maxPointsVal = (maxPoints == 0 ? null : maxPoints);
return doGetHistoricalTimeSeries(identifiers, dataSource, dataProvider, dataField, dateRange, maxPointsVal);
}
@Override
public HistoricalTimeSeries getHistoricalTimeSeries(
ExternalIdBundle identifiers, LocalDate identifierValidityDate, String dataSource, String dataProvider, String dataField) {
throw createValidityDateException();
}
@Override
public HistoricalTimeSeries getHistoricalTimeSeries(ExternalIdBundle identifiers,
LocalDate identifierValidityDate, String dataSource, String dataProvider, String dataField, LocalDate start,
boolean includeStart, LocalDate end, boolean includeEnd) {
throw createValidityDateException();
}
@Override
public HistoricalTimeSeries getHistoricalTimeSeries(ExternalIdBundle identifierBundle, LocalDate identifierValidityDate, String dataSource, String dataProvider, String dataField, LocalDate start,
boolean includeStart, LocalDate end, boolean includeEnd, int maxPoints) {
throw createValidityDateException();
}
@Override
public Pair<LocalDate, Double> getLatestDataPoint(ExternalIdBundle identifierBundle, LocalDate identifierValidityDate, String dataSource, String dataProvider, String dataField) {
throw createValidityDateException();
}
@Override
public Pair<LocalDate, Double> getLatestDataPoint(ExternalIdBundle identifierBundle, LocalDate identifierValidityDate, String dataSource, String dataProvider, String dataField, LocalDate start,
boolean includeStart, LocalDate end, boolean includeEnd) {
throw createValidityDateException();
}
@Override
public Pair<LocalDate, Double> getLatestDataPoint(ExternalIdBundle identifierBundle, String dataSource, String dataProvider, String dataField) {
throw createValidityDateException();
}
@Override
public Pair<LocalDate, Double> getLatestDataPoint(ExternalIdBundle identifierBundle, String dataSource, String dataProvider, String dataField, LocalDate start, boolean includeStart, LocalDate end,
boolean includeEnd) {
throw createValidityDateException();
}
//-------------------------------------------------------------------------
@Override
public HistoricalTimeSeries getHistoricalTimeSeries(
String dataField, ExternalIdBundle identifiers, String resolutionKey) {
throw createConfigException();
}
@Override
public HistoricalTimeSeries getHistoricalTimeSeries(
String dataField, ExternalIdBundle identifiers, String resolutionKey,
LocalDate start, boolean includeStart, LocalDate end, boolean includeEnd) {
throw createConfigException();
}
@Override
public HistoricalTimeSeries getHistoricalTimeSeries(
String dataField, ExternalIdBundle identifiers, LocalDate identifierValidityDate, String resolutionKey) {
throw createConfigException();
}
@Override
public HistoricalTimeSeries getHistoricalTimeSeries(
String dataField, ExternalIdBundle identifiers, LocalDate identifierValidityDate, String resolutionKey,
LocalDate start, boolean includeStart, LocalDate end, boolean includeEnd) {
throw createConfigException();
}
@Override
public HistoricalTimeSeries getHistoricalTimeSeries(String dataField, ExternalIdBundle identifierBundle, String resolutionKey, LocalDate start, boolean includeStart, LocalDate end,
boolean includeEnd, int maxPoints) {
throw createConfigException();
}
@Override
public HistoricalTimeSeries getHistoricalTimeSeries(String dataField, ExternalIdBundle identifierBundle, LocalDate identifierValidityDate, String resolutionKey, LocalDate start,
boolean includeStart, LocalDate end, boolean includeEnd, int maxPoints) {
throw createConfigException();
}
@Override
public Pair<LocalDate, Double> getLatestDataPoint(String dataField, ExternalIdBundle identifierBundle, String resolutionKey) {
throw createConfigException();
}
@Override
public Pair<LocalDate, Double> getLatestDataPoint(
String dataField, ExternalIdBundle identifierBundle, String resolutionKey, LocalDate start, boolean includeStart, LocalDate end, boolean includeEnd) {
throw createConfigException();
}
@Override
public Pair<LocalDate, Double> getLatestDataPoint(String dataField, ExternalIdBundle identifierBundle, LocalDate identifierValidityDate, String resolutionKey) {
throw createConfigException();
}
@Override
public Pair<LocalDate, Double> getLatestDataPoint(String dataField, ExternalIdBundle identifierBundle, LocalDate identifierValidityDate, String resolutionKey, LocalDate start, boolean includeStart,
LocalDate end, boolean includeEnd) {
throw createConfigException();
}
//-------------------------------------------------------------------------
@Override
public Map<ExternalIdBundle, HistoricalTimeSeries> getHistoricalTimeSeries(
Set<ExternalIdBundle> externalIdBundles, String dataSource, String dataProvider, String dataField, LocalDate start, boolean includeStart, LocalDate end, boolean includeEnd) {
LocalDate effectiveStart = start;
if (!includeStart && effectiveStart != null) {
effectiveStart = effectiveStart.plusDays(1);
}
LocalDateRange dateRange = LocalDateRange.ofNullUnbounded(effectiveStart, end, includeEnd);
s_logger.info("Getting HistoricalTimeSeries for securities {}", externalIdBundles);
Map<ExternalIdBundle, LocalDateDoubleTimeSeries> map = _provider.getHistoricalTimeSeries(externalIdBundles, dataSource, dataProvider, dataField, dateRange);
Map<ExternalIdBundle, HistoricalTimeSeries> result = Maps.newHashMap();
for (ExternalIdBundle bundle : map.keySet()) {
LocalDateDoubleTimeSeries ts = map.get(bundle);
HistoricalTimeSeries hts = null;
if (ts != null) {
hts = new SimpleHistoricalTimeSeries(_uniqueIdSupplier.get(), ts);
}
result.put(bundle, hts);
}
return result;
}
@Override
public ExternalIdBundle getExternalIdBundle(UniqueId uniqueId) {
throw createConfigException();
}
}