private void processFieldData(
Element securityElem,
String field,
Map<String, ExternalIdBundle> bbgSecDomainMap,
Map<ExternalIdBundle, HistoricalTimeSeries> result) {
String secDes = securityElem.getElementAsString(BloombergConstants.SECURITY);
ExternalIdBundle identifiers = bbgSecDomainMap.get(secDes);
if (identifiers == null) {
String message =
"Found time series data for unrecognized security" + secDes + " " + bbgSecDomainMap;
throw new OpenGammaRuntimeException(message);
}
HistoricalTimeSeries hts = result.get(identifiers);
MapLocalDateDoubleTimeSeries timeSeries;
if (hts == null) {
timeSeries = new MapLocalDateDoubleTimeSeries();
hts = new SimpleHistoricalTimeSeries(UID_SUPPLIER.get(), timeSeries);
result.put(identifiers, hts);
} else {
timeSeries = (MapLocalDateDoubleTimeSeries) hts.getTimeSeries();
}
Element fieldDataArray = securityElem.getElement(FIELD_DATA);
int numValues = fieldDataArray.numValues();
for (int i = 0; i < numValues; i++) {
Element fieldData = fieldDataArray.getValueAsElement(i);
Datetime date = fieldData.getElementAsDate("date");
double lastPrice = fieldData.getElementAsFloat64(field);
int year = date.year();
int month = date.month();
int day = date.dayOfMonth();
timeSeries.putDataPoint(LocalDate.of(year, month, day), lastPrice);
}
}
private HistoricalTimeSeries doGetHistoricalTimeSeries(
ExternalIdBundle identifiers,
String dataSource,
String dataProvider,
String field,
LocalDate startDate,
LocalDate endDate,
Integer maxPoints) {
ArgumentChecker.notNull(identifiers, "identifiers");
ArgumentChecker.notNull(field, "field");
ArgumentChecker.notNull(startDate, "startDate");
ArgumentChecker.notNull(endDate, "endDate");
Validate.isTrue(
ObjectUtils.equals(dataSource, BLOOMBERG_DATA_SOURCE_NAME),
getClass().getName() + "cannot support " + dataSource);
if (maxPoints != null && maxPoints > 0) {
throw new UnsupportedOperationException(
"Fetching a bounded number of points from the start of a Bloomberg time-series is unsupported");
}
s_logger.info("Getting HistoricalTimeSeries for security {}", identifiers);
ensureStarted();
if (endDate.isBefore(startDate)) {
throw new IllegalArgumentException("endDate must be after startDate");
}
ExternalId dsid = BloombergDomainIdentifierResolver.resolvePreferredIdentifier(identifiers);
String bbgKey =
BloombergDomainIdentifierResolver.toBloombergKeyWithDataProvider(dsid, dataProvider);
Request request =
composeRequest(bbgKey, dataSource, dataProvider, field, startDate, endDate, maxPoints);
_statistics.gotFields(Collections.singleton(bbgKey), Collections.singleton(field));
LocalDateDoubleTimeSeries timeSeries = processRequest(bbgKey, request, field);
return new SimpleHistoricalTimeSeries(UID_SUPPLIER.get(), timeSeries);
}
private static UniqueId createSyntheticIdentifier() {
return s_syntheticIdentifiers.get();
}