/**
* Gets the best descriptive name.
*
* @return the best descriptive name, not null
*/
public String getBestName() {
Security security = getTarget();
ObjectId objectId = getObjectId();
ExternalIdBundle bundle = getExternalId();
if (security != null) {
// Try to retrieve the security's assigned name
String name = security.getName();
if (StringUtils.isNotBlank(name)) {
return name;
}
bundle = security.getExternalIdBundle();
}
if (bundle != null && bundle.size() > 0) {
if (bundle.getValue(ExternalSchemes.BLOOMBERG_TICKER) != null) {
return bundle.getValue(ExternalSchemes.BLOOMBERG_TICKER);
} else if (bundle.getValue(ExternalSchemes.RIC) != null) {
return bundle.getValue(ExternalSchemes.RIC);
} else if (bundle.getValue(ExternalSchemes.ACTIVFEED_TICKER) != null) {
return bundle.getValue(ExternalSchemes.ACTIVFEED_TICKER);
} else {
return bundle.getExternalIds().iterator().next().getValue();
}
}
if (objectId != null) {
return objectId.toString();
}
return "";
}
/**
* Checks if this bundle contains any key from the specified bundle.
*
* @param bundle the bundle to search for, empty returns false, not null
* @return true if this bundle contains any key from the specified bundle
*/
public boolean containsAny(final ExternalIdBundle bundle) {
ArgumentChecker.notNull(bundle, "bundle");
for (final ExternalId externalId : bundle.getExternalIds()) {
if (_externalIds.contains(externalId)) {
return true;
}
}
return false;
}
private HistoricalTimeSeriesInfoDocument loadTimeSeries(ExternalIdBundle idBundle) {
ReferenceDataProvider referenceDataProvider =
((BloombergToolContext) getToolContext()).getBloombergReferenceDataProvider();
if (idBundle.getExternalId(ExternalSchemes.BLOOMBERG_BUID) == null
&& idBundle.getExternalId(ExternalSchemes.BLOOMBERG_TICKER) != null) {
// For some reason loading some series by TICKER fails, but BUID works
BiMap<String, ExternalIdBundle> map =
BloombergDataUtils.convertToBloombergBuidKeys(
Collections.singleton(idBundle), referenceDataProvider);
if (map.size() != 1) {
throw new OpenGammaRuntimeException("Failed to get buid");
}
for (String key : map.keySet()) {
ReferenceDataResult buidResult =
referenceDataProvider.getFields(
Collections.singleton(key),
Collections.singleton(BloombergConstants.FIELD_ID_BBG_UNIQUE));
String buid =
buidResult
.getResult(key)
.getFieldData()
.getString(BloombergConstants.FIELD_ID_BBG_UNIQUE);
idBundle = idBundle.withExternalId(ExternalSchemes.bloombergTickerSecurityId(buid));
}
}
ExternalIdBundle searchBundle =
idBundle.withoutScheme(
ExternalSchemes
.ISIN); // For things which move country, e.g. ISIN(VALE5 BZ Equity) == ISIN(RIODF
// US Equity)
Map<ExternalId, UniqueId> timeSeries =
getToolContext()
.getHistoricalTimeSeriesLoader()
.addTimeSeries(
searchBundle.getExternalIds(),
"CMPL",
"PX_LAST",
LocalDate.now().minusYears(1),
null);
if (timeSeries.size() != 1) {
throw new OpenGammaRuntimeException(
"Failed to load time series " + idBundle + " " + timeSeries);
}
for (UniqueId uid : timeSeries.values()) {
return getToolContext().getHistoricalTimeSeriesMaster().get(uid);
}
throw new OpenGammaRuntimeException("Unexpected state");
}
/**
* Compares the bundles.
*
* @param other the other external identifier, not null
* @return negative if this is less, zero if equal, positive if greater
*/
@Override
public int compareTo(final ExternalIdBundle other) {
final Set<ExternalId> mySet = getExternalIds();
final Set<ExternalId> otherSet = other.getExternalIds();
if (mySet.size() < otherSet.size()) {
return -1;
}
if (mySet.size() > otherSet.size()) {
return 1;
}
final List<ExternalId> myList = new ArrayList<ExternalId>(mySet); // already sorted
final List<ExternalId> otherList = new ArrayList<ExternalId>(otherSet); // already sorted
for (int i = 0; i < myList.size(); i++) {
final int c = myList.get(i).compareTo(otherList.get(i));
if (c != 0) {
return c;
}
}
return 0;
}
private DoubleTimeSeries<ZonedDateTime> getIndexTimeSeries(
final SwapLeg leg,
final ZonedDateTime swapEffectiveDate,
final ZonedDateTime now,
final boolean includeEndDate,
final HistoricalTimeSeriesBundle timeSeries) {
if (leg instanceof FloatingInterestRateLeg) {
final FloatingInterestRateLeg floatingLeg = (FloatingInterestRateLeg) leg;
final ExternalIdBundle id = getIndexIdForSwap(floatingLeg);
// Implementation note: To catch first fixing. SwapSecurity does not have this date.
if (now.isBefore(swapEffectiveDate)) { // TODO: review if this is the correct condition
return ArrayZonedDateTimeDoubleTimeSeries.EMPTY_SERIES;
}
final HistoricalTimeSeries ts = timeSeries.get(MarketDataRequirementNames.MARKET_VALUE, id);
if (ts == null) {
throw new OpenGammaRuntimeException(
"Could not get time series of underlying index "
+ id.getExternalIds().toString()
+ " bundle used was "
+ id);
}
if (ts.getTimeSeries().isEmpty()) {
return ArrayZonedDateTimeDoubleTimeSeries.EMPTY_SERIES;
}
final FastBackedDoubleTimeSeries<LocalDate> localDateTS = ts.getTimeSeries();
final FastLongDoubleTimeSeries convertedTS =
localDateTS.toFastLongDoubleTimeSeries(DateTimeNumericEncoding.TIME_EPOCH_MILLIS);
final LocalTime fixingTime =
LocalTime.of(
0,
0); // FIXME CASE Converting a daily historical time series to an arbitrary time. Bad
// idea
return new ArrayZonedDateTimeDoubleTimeSeries(
new ZonedDateTimeEpochMillisConverter(now.getZone(), fixingTime), convertedTS);
}
return null;
}
/**
* Returns the time series to be used in the toDerivative method.
*
* @param id The ExternalId bundle.
* @param startDate The time series start date (included in the time series).
* @param timeZone The time zone to use for the returned series
* @param dataSource The time series data source.
* @return The time series.
*/
private DoubleTimeSeries<ZonedDateTime> getIndexTimeSeries(
final ExternalIdBundle id,
final TimeZone timeZone,
final HistoricalTimeSeriesBundle timeSeries) {
final HistoricalTimeSeries ts = timeSeries.get(MarketDataRequirementNames.MARKET_VALUE, id);
// Implementation note: the normalization take place in the getHistoricalTimeSeries
if (ts == null) {
throw new OpenGammaRuntimeException(
"Could not get time series of underlying index " + id.getExternalIds().toString());
}
if (ts.getTimeSeries().isEmpty()) {
return ArrayZonedDateTimeDoubleTimeSeries.EMPTY_SERIES;
}
final FastBackedDoubleTimeSeries<LocalDate> localDateTS = ts.getTimeSeries();
final FastLongDoubleTimeSeries convertedTS =
localDateTS.toFastLongDoubleTimeSeries(DateTimeNumericEncoding.TIME_EPOCH_MILLIS);
final LocalTime fixingTime =
LocalTime.of(
0,
0); // FIXME CASE Converting a daily historical time series to an arbitrary time. Bad
// idea
return new ArrayZonedDateTimeDoubleTimeSeries(
new ZonedDateTimeEpochMillisConverter(timeZone, fixingTime), convertedTS);
}