TradeFieldMapping.java

package uk.ac.cam.cstibhotel.otcanalyser.database;

import java.sql.ResultSet;
import java.sql.SQLException;
import java.util.HashMap;

import uk.ac.cam.cstibhotel.otcanalyser.trade.Action;
import uk.ac.cam.cstibhotel.otcanalyser.trade.AssetClass;
import uk.ac.cam.cstibhotel.otcanalyser.trade.Collateralization;
import uk.ac.cam.cstibhotel.otcanalyser.trade.EmptyTaxonomyException;
import uk.ac.cam.cstibhotel.otcanalyser.trade.InvalidTaxonomyException;
import uk.ac.cam.cstibhotel.otcanalyser.trade.PriceFormingContinuationData;
import uk.ac.cam.cstibhotel.otcanalyser.trade.Trade;
import uk.ac.cam.cstibhotel.otcanalyser.trade.TradeType;
import uk.ac.cam.cstibhotel.otcanalyser.trade.UPI;

/**
 * A mapping between a trade's fields and the relevant database fields
 * 
 * @author Wai-Wai Ng
 */
public class TradeFieldMapping {

	public static HashMap<String, SQLField> getMapping(Trade t) {
		HashMap<String, SQLField> DBNameDBType = new HashMap<>();
		DBNameDBType.put("id", new BigIntSQLField(t.getDisseminationID()));
		DBNameDBType.put("origId", new BigIntSQLField(t.getOriginalDisseminationID()));
		DBNameDBType.put("action", new SmallIntSQLField(t.getAction().getValue()));
		DBNameDBType.put("executionTime", (t.getExecutionTimestamp()==null) ? new TimestampSQLField(null)
				: new TimestampSQLField(t.getExecutionTimestamp().getTime()));
		DBNameDBType.put("cleared", new BoolSQLField(t.isCleared()));
		DBNameDBType.put("collat", new SmallIntSQLField(t.getCollateralization().getValue()));
		DBNameDBType.put("endUserException", new BoolSQLField(t.isEndUserException()));
		DBNameDBType.put("bespoke", new BoolSQLField(t.isBespoke()));
		DBNameDBType.put("executionVenue", new BoolSQLField(t.isExecutionVenue()));
		DBNameDBType.put("blockTrades", new BoolSQLField(t.isBlockTrades()));
		DBNameDBType.put("effectiveDate", new DateSQLField(t.getEffectiveDate()));
		DBNameDBType.put("endDate", new DateSQLField(t.getEndDate()));
		DBNameDBType.put("dayCountConvention", new VarCharSQLField(255, t.getDayCountConvention()));
		DBNameDBType.put("settlementCurrency", new VarCharSQLField(20, t.getSettlementCurrency()));
		DBNameDBType.put("tradeType", new SmallIntSQLField(t.getTradeType().getValue()));
		DBNameDBType.put("assetClass", new SmallIntSQLField(t.getAssetClass().getValue()));
		DBNameDBType.put("subAssetClass", new VarCharSQLField(255, t.getSubAssetClass()));
		DBNameDBType.put("taxonomy", new VarCharSQLField(255, t.getTaxonomy().getFullTaxonomy())); 
		if (t.getPriceFormingContinuationData()!=null) { // TODO fix this
			DBNameDBType.put("priceFormingContinuationData", new SmallIntSQLField(t.getPriceFormingContinuationData().getValue()));
		}
		DBNameDBType.put("underlyingAsset1", new VarCharSQLField(255, t.getUnderlyingAsset1()));
		DBNameDBType.put("underlyingAsset2", new VarCharSQLField(255, t.getUnderlyingAsset2()));
		DBNameDBType.put("priceNotationType", new VarCharSQLField(255, t.getPriceNotationType()));
		DBNameDBType.put("priceNotation", new FloatSQLField(t.getPriceNotation()));
		DBNameDBType.put("additionalPriceNotationType", new VarCharSQLField(255, t.getAdditionalPriceNotationType()));
		DBNameDBType.put("additionalPriceNotation", new FloatSQLField(t.getAdditionalPriceNotation()));
		DBNameDBType.put("notionalCurrency1", new VarCharSQLField(20, t.getNotionalCurrency1()));
		DBNameDBType.put("notionalCurrency2", new VarCharSQLField(20, t.getNotionalCurrency2()));
		DBNameDBType.put("roundedNotionalAmount1", new BigIntSQLField(t.getRoundedNotionalAmount1()));
		DBNameDBType.put("roundedNotionalAmount2", new BigIntSQLField(t.getRoundedNotionalAmount2()));
		DBNameDBType.put("paymentFrequency1", new VarCharSQLField(255, t.getPaymentFrequency1()));
		DBNameDBType.put("paymentFrequency2", new VarCharSQLField(255, t.getPaymentFrequency2()));
		DBNameDBType.put("resetFrequency1", new VarCharSQLField(255, t.getResetFrequency1()));
		DBNameDBType.put("resetFrequency2", new VarCharSQLField(255, t.getResetFrequency2()));
		DBNameDBType.put("embeddedOption", new VarCharSQLField(255, t.getEmbeddedOption()));
		DBNameDBType.put("optionStrikePrice", new FloatSQLField(t.getOptionStrikePrice()));
		DBNameDBType.put("optionType", new VarCharSQLField(255, t.getOptionType()));
		DBNameDBType.put("optionFamily", new VarCharSQLField(255, t.getOptionFamily()));
		DBNameDBType.put("optionCurrency", new VarCharSQLField(20, t.getOptionCurrency()));
		DBNameDBType.put("optionPremium", new FloatSQLField(t.getOptionPremium()));
		DBNameDBType.put("optionLockPeriod", new DateSQLField(t.getOptionLockPeriod()));
		DBNameDBType.put("optionExpirationDate", new DateSQLField(t.getOptionExpirationDate()));
		DBNameDBType.put("priceNotation2Type", new VarCharSQLField(255, t.getPriceNotation2Type()));
		DBNameDBType.put("priceNotation2", new FloatSQLField(t.getPriceNotation2()));
		DBNameDBType.put("priceNotation3Type", new VarCharSQLField(255, t.getPriceNotation3Type()));
		DBNameDBType.put("priceNotation3", new FloatSQLField(t.getPriceNotation3()));

		return DBNameDBType;
	}

	public static Trade makeObjectFromRecord(ResultSet rs) throws SQLException {
		Trade t = new Trade();

		t.setDisseminationID(rs.getLong("id"));
		t.setOriginalDisseminationID(rs.getLong("origId"));
		t.setAction(Action.lookup(rs.getShort("action")));
		t.setExecutionTimestamp(rs.getTimestamp("executionTime"));
		t.setCleared(rs.getBoolean("cleared"));
		t.setCollateralization(Collateralization.lookup(rs.getShort("collat")));
		t.setEndUserException(rs.getBoolean("endUserException"));
		t.setBespoke(rs.getBoolean("bespoke"));
		t.setExecutionVenue(rs.getBoolean("executionVenue"));
		t.setBlockTrades(rs.getBoolean("blockTrades"));
		t.setEffectiveDate(rs.getDate("effectiveDate"));
		t.setEndDate(rs.getDate("endDate"));
		t.setDayCountConvention(rs.getString("dayCountConvention"));
		t.setSettlementCurrency(rs.getString("settlementCurrency"));
		t.setTradeType(TradeType.lookup(rs.getShort("tradeType")));
		t.setAssetClass(AssetClass.lookup(rs.getShort("assetClass")));
		t.setSubAssetClass(rs.getString("subAssetClass"));
		try {
		  UPI upi = new UPI(rs.getString("taxonomy"));
		  t.setTaxonomy(upi);
		} catch (InvalidTaxonomyException | EmptyTaxonomyException e) {
			//null taxonomy
		}
		t.setPriceFormingContinuationData(PriceFormingContinuationData.lookup(rs.getShort("priceFormingContinuationData")));
		t.setUnderlyingAsset1(rs.getString("underlyingAsset1"));
		t.setUnderlyingAsset2(rs.getString("underlyingAsset2"));
		t.setPriceNotationType(rs.getString("priceNotationType"));
		t.setPriceNotation(rs.getDouble("priceNotation"));
		t.setAdditionalPriceNotationType(rs.getString("additionalPriceNotationType"));
		t.setAdditionalPriceNotation(rs.getDouble("additionalPriceNotation"));
		t.setNotionalCurrency1(rs.getString("notionalCurrency1"));
		t.setNotionalCurrency2(rs.getString("notionalCurrency2"));
		t.setRoundedNotionalAmount1(rs.getLong("roundedNotionalAmount1"));
		t.setRoundedNotionalAmount2(rs.getLong("roundedNotionalAmount2"));
		t.setPaymentFrequency1(rs.getString("paymentFrequency1"));
		t.setPaymentFrequency2(rs.getString("paymentFrequency2"));
		t.setResetFrequency1(rs.getString("resetFrequency1"));
		t.setResetFrequency2(rs.getString("resetFrequency2"));
		t.setEmbeddedOption(rs.getString("embeddedOption"));
		t.setOptionStrikePrice(rs.getDouble("optionStrikePrice"));
		t.setOptionType(rs.getString("optionType"));
		t.setOptionFamily(rs.getString("optionFamily"));
		t.setOptionCurrency(rs.getString("optionCurrency"));
		t.setOptionPremium(rs.getDouble("optionPremium"));
		t.setOptionLockPeriod(rs.getDate("optionLockPeriod"));
		t.setOptionExpirationDate(rs.getDate("optionExpirationDate"));
		t.setPriceNotation2Type(rs.getString("priceNotation2Type"));
		t.setPriceNotation2(rs.getDouble("priceNotation2"));
		t.setPriceNotation3Type(rs.getString("priceNotation3Type"));
		t.setPriceNotation3(rs.getDouble("priceNotation3"));
		return t;
	}
}