private TimeSeries convertToJFCTimeSeries(
boolean interpolate, String name, TimeAddressable<Double> ts) throws KeyedException {
Constructor<? extends RegularTimePeriod> constructor = getPeriodConstructor(ts.getTimeDomain());
TimeSeries timeSeries = new TimeSeries(name);
for (Observation<Double> obs : ts) {
Double value = obs.getValue();
if (ts.isMissing(value)) {
if (interpolate) continue;
}
Date date = JavaDateUtil.toJavaDate(obs.getTime());
RegularTimePeriod period = null;
try {
period = constructor.newInstance(date);
} catch (Exception e) {
throw K.JFC_PERIOD_ERR.exception(e, date.toString());
}
timeSeries.add(period, value);
}
return timeSeries;
}
