public static void fromFudgeMsg(
FudgeDeserializer deserializer, FudgeMsg msg, FXOptionSecurity object) {
FinancialSecurityFudgeBuilder.fromFudgeMsg(deserializer, msg, object);
object.setPutCurrency(msg.getValue(Currency.class, PUT_CURRENCY_FIELD_NAME));
object.setCallCurrency(msg.getValue(Currency.class, CALL_CURRENCY_FIELD_NAME));
object.setPutAmount(msg.getDouble(PUT_AMOUNT_FIELD_NAME));
object.setCallAmount(msg.getDouble(CALL_AMOUNT_FIELD_NAME));
object.setExpiry(
ExpiryFudgeBuilder.fromFudgeMsg(deserializer, msg.getMessage(EXPIRY_FIELD_NAME)));
object.setSettlementDate(
ZonedDateTimeFudgeBuilder.fromFudgeMsg(
deserializer, msg.getMessage(SETTLEMENT_DATE_FIELD_NAME)));
object.setLongShort(LongShort.ofLong(msg.getBoolean(IS_LONG_FIELD_NAME)));
}
public static void fromFudgeMsg(
FudgeDeserializer deserializer, FudgeMsg msg, EnergyFutureSecurity object) {
CommodityFutureSecurityFudgeBuilder.fromFudgeMsg(deserializer, msg, object);
object.setUnderlyingId(
ExternalIdFudgeBuilder.fromFudgeMsg(
deserializer, msg.getMessage(UNDERLYING_IDENTIFIER_FIELD_NAME)));
}
protected Map<ValueSpecification, Collection<ValueSpecification>> decodeMarketDataAliases(
final FudgeDeserializer deserializer, final FudgeMsg msg) {
final FudgeMsg msgRequirements = msg.getMessage(MARKET_DATA_REQUIREMENTS_FIELD);
final FudgeMsg msgAliases = msg.getMessage(MARKET_DATA_ALIASES_FIELD);
if ((msgRequirements == null) || (msgAliases == null) || msgRequirements.isEmpty()) {
return Collections.emptyMap();
}
final Map<ValueSpecification, Collection<ValueSpecification>> result =
Maps.newHashMapWithExpectedSize(msgRequirements.getNumFields());
final Iterator<FudgeField> itrRequirements = msgRequirements.iterator();
final Iterator<FudgeField> itrAliases = msgAliases.iterator();
while (itrRequirements.hasNext() && itrAliases.hasNext()) {
final FudgeField requirement = itrRequirements.next();
final FudgeField alias = itrAliases.next();
final ValueSpecification spec =
deserializer.fieldValueToObject(ValueSpecification.class, requirement);
if (alias.getValue() == IndicatorType.INSTANCE) {
result.put(spec, Collections.singleton(spec));
} else {
final FudgeMsg msgAlias = (FudgeMsg) alias.getValue();
final String clazz = msgAlias.getString(0);
if ("list".equals(clazz)) {
final Collection<ValueSpecification> aliases =
new ArrayList<ValueSpecification>(msgAlias.getNumFields() - 1);
for (FudgeField aliasField : msgAlias) {
if (aliasField.getValue() == IndicatorType.INSTANCE) {
aliases.add(spec);
} else if (aliasField.getValue() instanceof FudgeMsg) {
aliases.add(deserializer.fieldValueToObject(ValueSpecification.class, aliasField));
}
}
result.put(spec, aliases);
} else {
result.put(
spec,
Collections.singleton(
deserializer.fieldValueToObject(ValueSpecification.class, alias)));
}
}
}
return result;
}
@SuppressWarnings("synthetic-access")
@Override
public CurrencyLabelledMatrix1D buildObject(
final FudgeDeserializer deserializer, final FudgeMsg message) {
final FudgeMsg msg = message.getMessage(MATRIX_FIELD_NAME);
final Queue<String> labelTypes = new LinkedList<String>();
final Queue<FudgeField> labelValues = new LinkedList<FudgeField>();
final List<Currency> keys = new LinkedList<Currency>();
final List<Object> labels = new LinkedList<Object>();
final List<Double> values = new LinkedList<Double>();
for (final FudgeField field : msg) {
switch (field.getOrdinal()) {
case LABEL_TYPE_ORDINAL:
labelTypes.add((String) field.getValue());
break;
case KEY_ORDINAL:
keys.add(Currency.of((String) field.getValue()));
break;
case LABEL_ORDINAL:
labelValues.add(field);
break;
case VALUE_ORDINAL:
values.add((Double) field.getValue());
break;
}
if (!labelTypes.isEmpty() && !labelValues.isEmpty()) {
// Have a type and a value, which can be consumed
final String labelType = labelTypes.remove();
Class<?> labelClass;
try {
labelClass = LabelledMatrix1DBuilder.getLabelClass(labelType, _loadedClasses);
} catch (final ClassNotFoundException ex) {
throw new OpenGammaRuntimeException(
"Could not deserialize label of type " + labelType, ex);
}
final FudgeField labelValue = labelValues.remove();
final Object label = deserializer.fieldValueToObject(labelClass, labelValue);
// labels.add(Currency.of((String) label));
labels.add(label);
}
}
final int matrixSize = keys.size();
final Currency[] keysArray = new Currency[matrixSize];
keys.toArray(keysArray);
final Object[] labelsArray = new Object[matrixSize];
labels.toArray(labelsArray);
final double[] valuesArray = Doubles.toArray(values);
return new CurrencyLabelledMatrix1D(keysArray, labelsArray, valuesArray);
}
protected Set<ComputationTargetSpecification> decodeComputationTargets(
final FudgeDeserializer deserializer, final FudgeMsg msg) {
final FudgeMsg submsg = msg.getMessage(COMPUTATION_TARGETS_FIELD);
if (submsg == null) {
return Collections.emptySet();
}
final Set<ComputationTargetSpecification> result =
Sets.newHashSetWithExpectedSize(submsg.getNumFields());
for (final FudgeField field : submsg) {
result.add(
deserializer
.fieldValueToObject(ComputationTargetReference.class, field)
.getSpecification());
}
return result;
}
@Override
public LocalDateLabelledMatrix1D buildObject(
final FudgeDeserializer deserializer, final FudgeMsg message) {
final FudgeMsg msg = message.getMessage(MATRIX_FIELD_NAME);
final Queue<String> labelTypes = new LinkedList<String>();
final Queue<FudgeField> labelValues = new LinkedList<FudgeField>();
final List<LocalDate> keys = new LinkedList<LocalDate>();
final List<Object> labels = new LinkedList<Object>();
final List<Double> values = new LinkedList<Double>();
for (final FudgeField field : msg) {
switch (field.getOrdinal()) {
case LABEL_TYPE_ORDINAL:
labelTypes.add((String) field.getValue());
break;
case KEY_ORDINAL:
keys.add(((FudgeDate) field.getValue()).toLocalDate());
break;
case LABEL_ORDINAL:
labelValues.add(field);
break;
case VALUE_ORDINAL:
values.add((Double) field.getValue());
break;
}
if (!labelTypes.isEmpty() && !labelValues.isEmpty()) {
// Have a type and a value, which can be consumed
final String labelType = labelTypes.remove();
Class<?> labelClass = getClass(labelType);
final FudgeField labelValue = labelValues.remove();
final Object label = deserializer.fieldValueToObject(labelClass, labelValue);
labels.add(label);
}
}
final int matrixSize = keys.size();
final LocalDate[] keysArray = new LocalDate[matrixSize];
keys.toArray(keysArray);
final Object[] labelsArray = new Object[matrixSize];
labels.toArray(labelsArray);
final double[] valuesArray = Doubles.toArray(values);
return new LocalDateLabelledMatrix1D(keysArray, labelsArray, valuesArray);
}
@Override
public StringLabelledMatrix1D buildObject(
final FudgeDeserializer deserializer, final FudgeMsg message) {
final FudgeMsg msg = message.getMessage(MATRIX_FIELD_NAME);
final List<String> keys = new LinkedList<String>();
final List<Double> values = new LinkedList<Double>();
for (final FudgeField field : msg) {
switch (field.getOrdinal()) {
case KEY_ORDINAL:
keys.add((String) field.getValue());
break;
case VALUE_ORDINAL:
values.add((Double) field.getValue());
break;
}
}
String[] keysArray = keys.toArray(ArrayUtils.EMPTY_STRING_ARRAY);
final double[] valuesArray = Doubles.toArray(values);
return new StringLabelledMatrix1D(keysArray, valuesArray);
}
@Override
public FixedIncomeStripWithSecurity buildObject(
FudgeDeserializationContext context, FudgeMsg message) {
StripInstrumentType type =
context.fieldValueToObject(StripInstrumentType.class, message.getByName("type"));
Tenor tenor = context.fieldValueToObject(Tenor.class, message.getByName("tenor"));
Tenor resolvedTenor =
context.fieldValueToObject(Tenor.class, message.getByName("resolvedTenor"));
ZonedDateTimeBuilder zonedDateTimeBuilder = new ZonedDateTimeBuilder();
ZonedDateTime maturity =
zonedDateTimeBuilder.buildObject(context, message.getMessage("maturity"));
Identifier identifier =
context.fieldValueToObject(Identifier.class, message.getByName("identifier"));
Security security = (Security) context.fieldValueToObject(message.getByName("security"));
if (type == StripInstrumentType.FUTURE) {
int numFutures = message.getInt("numFutures");
return new FixedIncomeStripWithSecurity(
type, tenor, resolvedTenor, numFutures, maturity, identifier, security);
} else {
return new FixedIncomeStripWithSecurity(
type, tenor, resolvedTenor, maturity, identifier, security);
}
}
@SuppressWarnings("unchecked")
protected Map<ValueSpecification, Set<ValueRequirement>> decodeTerminalOutputSpecifications(
final FudgeDeserializer deserializer, final FudgeMsg msg) {
final FudgeMsg submsg = msg.getMessage(TERMINAL_OUTPUT_SPECIFICATIONS_FIELD);
if (submsg == null) {
return Collections.emptyMap();
}
final Map<ValueSpecification, Set<ValueRequirement>> result =
Maps.newHashMapWithExpectedSize(submsg.getNumFields() / 2);
LinkedList<Object> overflow = null;
ValueSpecification key = null;
Set<ValueRequirement> value = null;
for (final FudgeField field : submsg) {
if (MAP_KEY.equals(field.getOrdinal())) {
final ValueSpecification fieldValue =
deserializer.fieldValueToObject(ValueSpecification.class, field);
if (key == null) {
if (value == null) {
key = fieldValue;
} else {
result.put(fieldValue, value);
if (overflow != null) {
value = overflow.isEmpty() ? null : (Set<ValueRequirement>) overflow.removeFirst();
} else {
value = null;
}
}
} else {
if (overflow == null) {
overflow = new LinkedList<Object>();
}
overflow.add(fieldValue);
}
} else if (MAP_VALUE.equals(field.getOrdinal())) {
final FudgeMsg submsg2 = (FudgeMsg) field.getValue();
final Set<ValueRequirement> fieldValue =
Sets.newHashSetWithExpectedSize(submsg2.getNumFields());
for (final FudgeField field2 : submsg2) {
fieldValue.add(deserializer.fieldValueToObject(ValueRequirement.class, field2));
}
if (value == null) {
if (key == null) {
value = fieldValue;
} else {
result.put(key, fieldValue);
if (overflow != null) {
key = overflow.isEmpty() ? null : (ValueSpecification) overflow.removeFirst();
} else {
key = null;
}
}
} else {
if (overflow == null) {
overflow = new LinkedList<Object>();
}
overflow.add(fieldValue);
}
}
}
return result;
}
