@Override
public DistinctMarketDataSelector findMatchingSelector(
ValueSpecification valueSpecification,
String calculationConfigurationName,
SelectorResolver resolver) {
if (_calcConfigNames != null && !_calcConfigNames.contains(calculationConfigurationName)) {
return null;
}
if (!s_compatibleVRNames.contains(valueSpecification.getValueName())) {
return null;
}
VolatilitySurfaceKey key = createKey(valueSpecification);
if (!contains(_names, key.getName())) {
return null;
}
if (_nameMatchPattern != null
&& !_nameMatchPattern.getPattern().matcher(key.getName()).matches()) {
return null;
}
if (_nameLikePattern != null
&& !_nameLikePattern.getPattern().matcher(key.getName()).matches()) {
return null;
}
if (!contains(_instrumentTypes, key.getInstrumentType())) {
return null;
}
if (!contains(_quoteTypes, key.getQuoteType())) {
return null;
}
if (!contains(_quoteUnits, key.getQuoteUnits())) {
return null;
}
return this;
}
private static VolatilitySurfaceKey createKey(ValueSpecification valueSpecification) {
UniqueId uniqueId = valueSpecification.getTargetSpecification().getUniqueId();
String surface = valueSpecification.getProperties().getStrictValue(ValuePropertyNames.SURFACE);
String instrumentType = valueSpecification.getProperties().getStrictValue("InstrumentType");
String quoteType =
valueSpecification
.getProperties()
.getStrictValue(SurfaceAndCubePropertyNames.PROPERTY_SURFACE_QUOTE_TYPE);
String quoteUnits =
valueSpecification
.getProperties()
.getStrictValue(SurfaceAndCubePropertyNames.PROPERTY_SURFACE_UNITS);
return VolatilitySurfaceKey.of(uniqueId, surface, instrumentType, quoteType, quoteUnits);
}