/**
* Updates an existing time-series in the master. If the time series provided has overlaps with
* the existing time series, the old versions of intersecting points will be corrected to the new
* ones. After that, points later than the existing latest point of the time series will be
* appended.
*
* @param description a description of the time-series for display purposes, not null
* @param dataSource the data source, not null
* @param dataProvider the data provider, not null
* @param dataField the data field, not null
* @param observationTime the descriptive observation time key, e.g. LONDON_CLOSE, not null
* @param oId the unique identifier of the time-series to be updated, not null
* @param timeSeries the time-series, not null
* @return the unique identifier of the time-series
*/
public UniqueId writeTimeSeries(
String description,
String dataSource,
String dataProvider,
String dataField,
String observationTime,
ObjectId oId,
LocalDateDoubleTimeSeries timeSeries) {
UniqueId uId = oId.atLatestVersion();
ManageableHistoricalTimeSeries existingManageableTs = _htsMaster.getTimeSeries(uId);
LocalDateDoubleTimeSeries existingTs = existingManageableTs.getTimeSeries();
if (existingTs.isEmpty()) {
uId = _htsMaster.updateTimeSeriesDataPoints(oId, timeSeries);
s_logger.debug(
"Updating time series " + oId + "[" + dataField + "] with all as currently emtpy)");
} else {
// There is a non-empty matching time-series already in the master so update it to reflect the
// new time-series
// 1: 'correct' any differences in the subseries already present
LocalDateDoubleTimeSeries tsIntersection =
timeSeries.subSeries(
existingTs.getEarliestTime(), true, existingTs.getLatestTime(), true);
if (!tsIntersection.equals(existingTs)) {
s_logger.debug(
"Correcting time series "
+ oId
+ "["
+ dataField
+ "] from "
+ existingTs.getEarliestTime()
+ " to "
+ existingTs.getLatestTime());
uId = _htsMaster.correctTimeSeriesDataPoints(oId, tsIntersection);
}
// 2: 'update' the time-series to add any new, later points
if (existingTs.getLatestTime().isBefore(timeSeries.getLatestTime())) {
LocalDateDoubleTimeSeries newSeries =
timeSeries.subSeries(
existingTs.getLatestTime(), false, timeSeries.getLatestTime(), true);
if (newSeries.size() > 0) {
s_logger.debug(
"Updating time series "
+ oId
+ "["
+ dataField
+ "] from "
+ newSeries.getEarliestTime()
+ " to "
+ newSeries.getLatestTime());
uId = _htsMaster.updateTimeSeriesDataPoints(oId, newSeries);
}
}
}
return uId;
}
/**
* Updates an existing time-series in the master.
*
* @param uniqueId the unique identifier of the time-series to be updated, not null
* @param timeSeries the time-series, not null
* @return the unique identifier of the time-series
*/
public UniqueId writeTimeSeries(UniqueId uniqueId, LocalDateDoubleTimeSeries timeSeries) {
ManageableHistoricalTimeSeries existingManageableTs = _htsMaster.getTimeSeries(uniqueId);
LocalDateDoubleTimeSeries existingTs = existingManageableTs.getTimeSeries();
if (existingTs.isEmpty()) {
_htsMaster.updateTimeSeriesDataPoints(uniqueId, timeSeries);
s_logger.debug("Updating time series " + uniqueId + " with all as currently emtpy)");
} else {
// There is a matching time-series already in the master so update it to reflect the new
// time-series
// 1: 'correct' any differences in the subseries already present
LocalDateDoubleTimeSeries tsIntersection =
timeSeries.subSeries(
existingTs.getEarliestTime(), true, existingTs.getLatestTime(), true);
if (!tsIntersection.equals(existingTs)) {
s_logger.debug(
"Correcting time series "
+ uniqueId
+ " from "
+ existingTs.getEarliestTime()
+ " to "
+ existingTs.getLatestTime());
uniqueId = _htsMaster.correctTimeSeriesDataPoints(uniqueId.getObjectId(), tsIntersection);
}
// 2: 'update' the time-series to add any new, later points
if (existingTs.getLatestTime().isBefore(timeSeries.getLatestTime())) {
LocalDateDoubleTimeSeries newSeries =
timeSeries.subSeries(
existingTs.getLatestTime(), false, timeSeries.getLatestTime(), true);
if (newSeries.size() > 0) {
s_logger.debug(
"Updating time series "
+ uniqueId
+ " from "
+ newSeries.getEarliestTime()
+ " to "
+ newSeries.getLatestTime());
uniqueId = _htsMaster.updateTimeSeriesDataPoints(uniqueId, newSeries);
}
}
}
return uniqueId;
}
public void getHistoricalWithInclusiveExclusiveDates() throws Exception {
LocalDate end = DateUtils.previousWeekDay();
LocalDate start = end.minusDays(7);
HistoricalTimeSeriesInfoSearchRequest request =
new HistoricalTimeSeriesInfoSearchRequest(IDENTIFIERS);
request.setValidityDate(LocalDate.now());
request.setDataSource(BBG_DATA_SOURCE);
request.setDataProvider(CMPL_DATA_PROVIDER);
request.setDataField(CLOSE_DATA_FIELD);
LocalDateDoubleTimeSeries timeSeries = randomTimeSeries();
HistoricalTimeSeriesInfoSearchResult searchResult = new HistoricalTimeSeriesInfoSearchResult();
HistoricalTimeSeriesInfoDocument doc = new HistoricalTimeSeriesInfoDocument();
doc.setUniqueId(UID);
doc.getInfo().setTimeSeriesObjectId(UID.getObjectId());
searchResult.getDocuments().add(doc);
when(_mockResolver.resolve(
IDENTIFIERS,
LocalDate.now(),
BBG_DATA_SOURCE,
CMPL_DATA_PROVIDER,
CLOSE_DATA_FIELD,
null))
.thenReturn(new HistoricalTimeSeriesResolutionResult(doc.getInfo()));
for (boolean includeStart : new boolean[] {true, false}) {
for (boolean includeEnd : new boolean[] {true, false}) {
// Also test max points limit for various values
for (Integer maxPoints : new Integer[] {null, -10, -1, 1, 0, -2, 2, 10}) {
LocalDate startInput = start;
LocalDate endInput = end;
if (!includeStart) {
startInput = start.plusDays(1);
}
if (!includeEnd) {
endInput = end.minusDays(1);
}
ManageableHistoricalTimeSeries hts = new ManageableHistoricalTimeSeries();
LocalDateDoubleTimeSeries lddts =
(maxPoints == null)
|| (Math.abs(maxPoints)
>= timeSeries.subSeries(start, includeStart, end, includeEnd).size())
? timeSeries.subSeries(start, includeStart, end, includeEnd)
: (maxPoints >= 0)
? timeSeries.subSeries(start, includeStart, end, includeEnd).head(maxPoints)
: timeSeries.subSeries(start, includeStart, end, includeEnd).tail(-maxPoints);
hts.setUniqueId(UID);
hts.setTimeSeries(lddts);
when(_mockMaster.getTimeSeries(
UID.getObjectId(),
VersionCorrection.LATEST,
HistoricalTimeSeriesGetFilter.ofRange(startInput, endInput, maxPoints)))
.thenReturn(hts);
when(_mockMaster.search(request)).thenReturn(searchResult);
HistoricalTimeSeries test =
(maxPoints == null)
? _tsSource.getHistoricalTimeSeries(
IDENTIFIERS,
BBG_DATA_SOURCE,
CMPL_DATA_PROVIDER,
CLOSE_DATA_FIELD,
start,
includeStart,
end,
includeEnd)
: _tsSource.getHistoricalTimeSeries(
IDENTIFIERS,
BBG_DATA_SOURCE,
CMPL_DATA_PROVIDER,
CLOSE_DATA_FIELD,
start,
includeStart,
end,
includeEnd,
maxPoints);
assertEquals(UID, test.getUniqueId());
assertEquals(hts.getTimeSeries(), test.getTimeSeries());
}
}
}
}
