public MutableFudgeMsg toFudgeMsg(final FudgeSerializer context) {
final MutableFudgeMsg msg = context.newMessage();
for (Map.Entry<ExternalIdBundle, HistoricalTimeSeries> data : _timeSeries.entrySet()) {
context.addToMessageWithClassHeaders(msg, null, 1, data.getKey(), ExternalIdBundle.class);
context.addToMessageWithClassHeaders(
msg, null, 2, data.getValue(), HistoricalTimeSeries.class);
}
return msg;
}
@Override
protected void buildMessage(
final FudgeSerializer serializer,
final MutableFudgeMsg message,
final InflationProviderDiscount object) {
serializer.addToMessageWithClassHeaders(
message, YIELD_CURVES_FIELD, null, object.getMulticurveProvider());
final Map<IndexPrice, PriceIndexCurve> priceIndexCurves = object.getPriceIndexCurves();
for (final Map.Entry<IndexPrice, PriceIndexCurve> entry : priceIndexCurves.entrySet()) {
serializer.addToMessageWithClassHeaders(message, PRICE_INDEX_FIELD, null, entry.getKey());
serializer.addToMessageWithClassHeaders(
message, PRICE_INDEX_CURVE_FIELD, null, entry.getValue());
}
}
@Override
protected void buildMessage(
final FudgeSerializer serializer,
final MutableFudgeMsg message,
final CurveBuildingBlockBundle object) {
final Map<String, Pair<CurveBuildingBlock, DoubleMatrix2D>> data = object.getData();
for (final Map.Entry<String, Pair<CurveBuildingBlock, DoubleMatrix2D>> entry :
data.entrySet()) {
message.add(CURVE_NAME_FIELD, entry.getKey());
serializer.addToMessageWithClassHeaders(
message, BLOCK_FIELD, null, entry.getValue().getFirst());
serializer.addToMessageWithClassHeaders(
message, MATRIX_FIELD, null, entry.getValue().getSecond().getData());
}
}
@Override
public MutableFudgeMsg buildMessage(FudgeSerializer serializer, CalculationJobItem object) {
MutableFudgeMsg msg = serializer.newMessage();
ComputationTargetSpecification computationTargetSpecification =
object.getComputationTargetSpecification();
if (computationTargetSpecification != null) {
MutableFudgeMsg specMsg = serializer.objectToFudgeMsg(computationTargetSpecification);
for (FudgeField fudgeField : specMsg.getAllFields()) {
msg.add(fudgeField);
}
}
String functionUniqueIdentifier = object.getFunctionUniqueIdentifier();
if (functionUniqueIdentifier != null) {
msg.add(FUNCTION_UNIQUE_ID_FIELD_NAME, functionUniqueIdentifier);
}
FunctionParameters functionParameters = object.getFunctionParameters();
if (functionParameters != null) {
serializer.addToMessageWithClassHeaders(
msg, FUNCTION_PARAMETERS_FIELD_NAME, null, functionParameters);
}
long[] inputs = object.getInputIdentifiers();
msg.add(INPUT_FIELD_NAME, inputs);
for (ValueRequirement desiredValue : object.getDesiredValues()) {
serializer.addToMessage(msg, DESIRED_VALUE_FIELD_NAME, null, desiredValue);
}
return msg;
}
@Override
protected void buildMessage(
final FudgeSerializer serializer,
final MutableFudgeMsg message,
final YieldCurveBundle object) {
serializer.addToMessageWithClassHeaders(
message, FX_MATRIX_FIELD_NAME, null, object.getFxRates());
for (final String curve : object.getAllNames()) {
serializer.addToMessageWithClassHeaders(
message, CURVES_FIELD_NAME, null, object.getCurve(curve));
serializer.addToMessageWithClassHeaders(message, CURVES_NAME_FIELD_NAME, null, curve);
}
for (Map.Entry<String, Currency> ccyEntry : object.getCurrencyMap().entrySet()) {
serializer.addToMessage(message, CURRENCY_CURVE_FIELD_NAME, null, ccyEntry.getKey());
serializer.addToMessageWithClassHeaders(
message, CURRENCY_FIELD_NAME, null, ccyEntry.getValue());
}
}
@Override
protected void buildMessage(
final FudgeSerializer serializer, final MutableFudgeMsg message, final FXMatrix object) {
final Map<Currency, Integer> currencies = object.getCurrencies();
for (final Map.Entry<Currency, Integer> entry : currencies.entrySet()) {
message.add(CURRENCY_FIELD, entry.getKey().getCode());
message.add(ORDER_FIELD, entry.getValue());
}
final double[][] rates = object.getRates();
for (final double[] array : rates) {
message.add(ENTRIES_FIELD, array.length);
final MutableFudgeMsg msg = serializer.newMessage();
serializer.addToMessageWithClassHeaders(msg, ROW_FIELD, null, array);
message.add(FX_RATES_FIELD, msg);
}
}
@Override
protected void buildMessage(
final FudgeSerializer serializer,
final MutableFudgeMsg message,
final MulticurveProviderDiscount object) {
final Map<Currency, YieldAndDiscountCurve> discountingCurves = object.getDiscountingCurves();
for (final Map.Entry<Currency, YieldAndDiscountCurve> entry : discountingCurves.entrySet()) {
message.add(CURRENCY_FIELD, entry.getKey().getCode());
serializer.addToMessageWithClassHeaders(
message, DISCOUNTING_CURVE_FIELD, null, entry.getValue());
}
final Map<IborIndex, YieldAndDiscountCurve> forwardIborCurves = object.getForwardIborCurves();
for (final Map.Entry<IborIndex, YieldAndDiscountCurve> entry : forwardIborCurves.entrySet()) {
serializer.addToMessageWithClassHeaders(message, INDEX_IBOR_FIELD, null, entry.getKey());
serializer.addToMessageWithClassHeaders(message, INDEX_IBOR_CURVE, null, entry.getValue());
}
final Map<IndexON, YieldAndDiscountCurve> forwardONCurves = object.getForwardONCurves();
for (final Map.Entry<IndexON, YieldAndDiscountCurve> entry : forwardONCurves.entrySet()) {
serializer.addToMessageWithClassHeaders(message, INDEX_ON_FIELD, null, entry.getKey());
serializer.addToMessageWithClassHeaders(
message, OVERNIGHT_CURVE_FIELD, null, entry.getValue());
}
serializer.addToMessageWithClassHeaders(message, FX_MATRIX_FIELD, null, object.getFxRates());
}
@Override
public MutableFudgeMsg buildMessage(FudgeSerializer serializer, final T auto) {
MutableFudgeMsg outerMsg = serializer.newMessage();
outerMsg.add(
null,
FudgeSerializer.TYPES_HEADER_ORDINAL,
FudgeWireType.STRING,
AutoFudgable.class.getName());
final K inner = auto.object();
assertValid(inner.getClass());
try {
MutableFudgeMsg msg = outerMsg.addSubMessage("inner", null);
// save the internal class name
msg.add(
null,
FudgeSerializer.TYPES_HEADER_ORDINAL,
FudgeWireType.STRING,
inner.getClass().getName());
// save the ctor parameters
List<Object> parameters =
AccessController.doPrivileged(
new PrivilegedAction<List<Object>>() {
@Override
public List<Object> run() {
try {
final Constructor<?>[] ctors = inner.getClass().getDeclaredConstructors();
// We require that inner classes got only one ctor (anonymous inner classes will
// do)
// in order to avoid disambiguity
if (ctors.length == 1) {
final Constructor<?> ctor = ctors[0];
// types of parameters of ctor
final Class<?>[] parameterTypes = ctor.getParameterTypes();
// all declared parameters of the inner class
final Field[] fs = inner.getClass().getDeclaredFields();
// extracting copiler synthetized fields of inner class
// first are the not sinthetized fields (regular ones) we need to skip
// then there are compiler synthetized fields with corresponds to ctor
// parameters
// the last field is the reference to enclosing object so we need to skipp it
// as well
final Field[] paramFields =
Arrays.copyOfRange(fs, fs.length - parameterTypes.length, fs.length - 1);
final List<Object> parameters = newArrayList();
for (Field paramField : paramFields) {
paramField.setAccessible(true);
parameters.add(paramField.get(inner));
}
return parameters;
}
} catch (IllegalAccessException e) {
// Ignore
}
return null;
}
});
for (Object parameter : parameters) {
// save the ctor parameter
serializer.addToMessageWithClassHeaders(msg, null, 1, parameter);
}
return outerMsg;
} catch (RuntimeException ex) {
throw new FudgeRuntimeException("Unable to serialize: " + inner.getClass().getName(), ex);
}
}
