@Override
public synchronized YieldCurveDefinitionDocument update(YieldCurveDefinitionDocument document) {
ArgumentChecker.notNull(document, "document");
ArgumentChecker.notNull(document.getYieldCurveDefinition(), "document.yieldCurveDefinition");
final Currency currency = document.getYieldCurveDefinition().getCurrency();
final String name = document.getYieldCurveDefinition().getName();
final UniqueId uid = UniqueId.of(getUniqueIdScheme(), name + "_" + currency.getCode());
if (!uid.equals(document.getUniqueId())) {
throw new IllegalArgumentException("Invalid unique identifier");
}
final Pair<Currency, String> key = Pair.of(currency, name);
final TreeMap<Instant, YieldCurveDefinition> value = _definitions.get(key);
if (value == null) {
throw new DataNotFoundException("UID '" + uid + "' not found");
}
if (_sourceVersionCorrection.getVersionAsOf() != null) {
// Don't need to keep the old values before the one needed by "versionAsOfInstant"
final Instant oldestNeeded = value.floorKey(_sourceVersionCorrection.getVersionAsOf());
value.headMap(oldestNeeded).clear();
} else {
// Don't need any old values
value.clear();
}
Instant now = Instant.now();
value.put(now, document.getYieldCurveDefinition());
document.setUniqueId(uid);
changeManager().entityChanged(ChangeType.CHANGED, uid.getObjectId(), null, null, now);
return document;
}
@Override
public synchronized void remove(ObjectIdentifiable objectIdentifiable) {
ArgumentChecker.notNull(objectIdentifiable, "objectIdentifiable");
if (!getUniqueIdScheme().equals(objectIdentifiable.getObjectId().getScheme())) {
throw new DataNotFoundException(
"Scheme '"
+ objectIdentifiable.getObjectId().getScheme()
+ "' not valid for '"
+ getUniqueIdScheme()
+ "'");
}
final int i = objectIdentifiable.getObjectId().getValue().indexOf('_');
if (i <= 0) {
throw new DataNotFoundException(
"Identifier '"
+ objectIdentifiable.getObjectId().getValue()
+ "' not valid for '"
+ getUniqueIdScheme()
+ "'");
}
final String name = objectIdentifiable.getObjectId().getValue().substring(0, i);
final String iso = objectIdentifiable.getObjectId().getValue().substring(i + 1);
final Currency currency;
try {
currency = Currency.of(iso);
} catch (IllegalArgumentException e) {
throw new DataNotFoundException(
"Identifier '"
+ objectIdentifiable.getObjectId().getValue()
+ "' not valid for '"
+ getUniqueIdScheme()
+ "'",
e);
}
final Pair<Currency, String> key = Pair.of(currency, name);
if (_sourceVersionCorrection.getVersionAsOf() != null) {
final TreeMap<Instant, YieldCurveDefinition> value = _definitions.get(key);
if (value == null) {
throw new DataNotFoundException("Curve definition not found");
}
// Don't need to keep the old values before the one needed by "versionAsOfInstant"
final Instant oldestNeeded = value.floorKey(_sourceVersionCorrection.getVersionAsOf());
if (oldestNeeded != null) {
value.headMap(oldestNeeded).clear();
}
// Store a null to indicate the delete
value.put(Instant.now(), null);
} else {
if (_definitions.remove(key) == null) {
throw new DataNotFoundException("Curve definition not found");
}
}
changeManager()
.entityChanged(
ChangeType.REMOVED, objectIdentifiable.getObjectId(), null, null, Instant.now());
}
// -------------------------------------------------------------------------
public MarketDataSnapshotSearchResult search(final MarketDataSnapshotSearchRequest request) {
ArgumentChecker.notNull(request, "request");
ArgumentChecker.notNull(request.getPagingRequest(), "request.pagingRequest");
ArgumentChecker.notNull(request.getVersionCorrection(), "request.versionCorrection");
s_logger.debug("search {}", request);
final MarketDataSnapshotSearchResult result = new MarketDataSnapshotSearchResult();
final VersionCorrection vc = request.getVersionCorrection().withLatestFixed(now());
final DbMapSqlParameterSource args = new DbMapSqlParameterSource();
args.addTimestamp("version_as_of_instant", vc.getVersionAsOf());
args.addTimestamp("corrected_to_instant", vc.getCorrectedTo());
args.addValueNullIgnored("name", getDialect().sqlWildcardAdjustValue(request.getName()));
args.addValue("details", request.isIncludeData());
args.addValue("paging_offset", request.getPagingRequest().getFirstItem());
args.addValue("paging_fetch", request.getPagingRequest().getPagingSize());
String[] sql = {
getElSqlBundle().getSql("Search", args), getElSqlBundle().getSql("SearchCount", args)
};
searchWithPaging(
request.getPagingRequest(),
sql,
args,
new MarketDataSnapshotDocumentExtractor(request.isIncludeData()),
result);
return result;
}
@Override
public SecurityDocument get(ObjectIdentifiable objectId, VersionCorrection versionCorrection) {
final RestTarget target = _targetSecurity.resolve(objectId.getObjectId().toString());
if (versionCorrection != null && versionCorrection.getVersionAsOf() != null) {
target.resolveQuery(
"versionAsOf", Collections.singletonList(versionCorrection.getVersionAsOf().toString()));
}
if (versionCorrection != null && versionCorrection.getCorrectedTo() != null) {
target.resolveQuery(
"correctedTo", Collections.singletonList(versionCorrection.getCorrectedTo().toString()));
}
s_logger.debug("get-get to {}", target);
final FudgeMsg message = getRestClient().getMsg(target);
if (message == null) {
s_logger.debug("get-recv NULL");
throw new DataNotFoundException("Security with identifier " + objectId);
}
s_logger.debug("get-recv {}", message);
return getFudgeDeserializer().fudgeMsgToObject(SecurityDocument.class, message);
}
// -------------------------------------------------------------------------
@Override
public synchronized YieldCurveDefinition getDefinition(Currency currency, String name) {
ArgumentChecker.notNull(currency, "currency");
ArgumentChecker.notNull(name, "name");
final TreeMap<Instant, YieldCurveDefinition> definitions =
_definitions.get(Pair.of(currency, name));
if (definitions == null) {
return null;
}
final Map.Entry<Instant, YieldCurveDefinition> entry;
if (_sourceVersionCorrection.getVersionAsOf() == null) {
entry = definitions.lastEntry();
} else {
entry = definitions.floorEntry(_sourceVersionCorrection.getVersionAsOf());
}
if (entry == null) {
return null;
}
return entry.getValue();
}
@Override
public synchronized YieldCurveDefinitionDocument addOrUpdate(
YieldCurveDefinitionDocument document) {
ArgumentChecker.notNull(document, "document");
ArgumentChecker.notNull(document.getYieldCurveDefinition(), "document.yieldCurveDefinition");
final Currency currency = document.getYieldCurveDefinition().getCurrency();
final String name = document.getYieldCurveDefinition().getName();
final Pair<Currency, String> key = Pair.of(currency, name);
TreeMap<Instant, YieldCurveDefinition> value = _definitions.get(key);
final UniqueId uid = UniqueId.of(getUniqueIdScheme(), name + "_" + currency.getCode());
Instant now = Instant.now();
if (value != null) {
if (_sourceVersionCorrection.getVersionAsOf() != null) {
// Don't need to keep the old values before the one needed by "versionAsOfInstant"
final Instant oldestNeeded = value.floorKey(_sourceVersionCorrection.getVersionAsOf());
if (oldestNeeded != null) {
value.headMap(oldestNeeded).clear();
}
} else {
// Don't need any old values
value.clear();
}
value.put(now, document.getYieldCurveDefinition());
changeManager().entityChanged(ChangeType.CHANGED, uid.getObjectId(), null, null, now);
} else {
value = new TreeMap<Instant, YieldCurveDefinition>();
value.put(now, document.getYieldCurveDefinition());
_definitions.put(key, value);
changeManager()
.entityChanged(
ChangeType.ADDED,
uid.getObjectId(),
document.getVersionFromInstant(),
document.getVersionToInstant(),
now);
}
document.setUniqueId(uid);
return document;
}
@Override
public YieldCurveDefinition getDefinition(
final Currency currency, final String name, final VersionCorrection versionCorrection) {
ArgumentChecker.notNull(currency, "currency");
ArgumentChecker.notNull(name, "name");
final TreeMap<Instant, YieldCurveDefinition> definitions =
_definitions.get(Pair.of(currency, name));
if (definitions == null) {
return null;
}
final Map.Entry<Instant, YieldCurveDefinition> entry =
definitions.floorEntry(versionCorrection.getVersionAsOf());
if (entry == null) {
return null;
}
return entry.getValue();
}
@Override
public List<UniqueId> replaceVersions(
ObjectIdentifiable objectIdentifiable,
List<YieldCurveDefinitionDocument> replacementDocuments) {
ArgumentChecker.notNull(replacementDocuments, "replacementDocuments");
ArgumentChecker.notNull(objectIdentifiable, "objectIdentifiable");
final Instant now = Instant.now();
for (YieldCurveDefinitionDocument replacementDocument : replacementDocuments) {
ArgumentChecker.notNull(replacementDocument, "document");
ArgumentChecker.notNull(
replacementDocument.getYieldCurveDefinition(), "document.yieldCurveDefinition");
final Currency currency = replacementDocument.getYieldCurveDefinition().getCurrency();
final String name = replacementDocument.getYieldCurveDefinition().getName();
final UniqueId id = UniqueId.of(getUniqueIdScheme(), name + "_" + currency.getCode());
ArgumentChecker.isTrue(id.equals(objectIdentifiable), "Invalid object identifier");
}
YieldCurveDefinitionDocument storedDocument = get(objectIdentifiable, null);
if (storedDocument == null) {
throw new DataNotFoundException("Document not found: " + objectIdentifiable);
}
final Currency currency = storedDocument.getYieldCurveDefinition().getCurrency();
final String name = storedDocument.getYieldCurveDefinition().getName();
Pair<Currency, String> key = Pair.of(currency, name);
final TreeMap<Instant, YieldCurveDefinition> value = _definitions.get(key);
if (value == null) {
throw new DataNotFoundException("OID '" + objectIdentifiable + "' not found");
}
if (_sourceVersionCorrection.getVersionAsOf() != null) {
// Don't need to keep the old values before the one needed by "versionAsOfInstant"
final Instant oldestNeeded = value.floorKey(_sourceVersionCorrection.getVersionAsOf());
value.headMap(oldestNeeded).clear();
} else {
// Don't need any old values
value.clear();
}
Instant lowestCurrentVersionFrom = value.firstKey();
List<YieldCurveDefinitionDocument> orderedReplacementDocuments =
MasterUtils.adjustVersionInstants(
now, lowestCurrentVersionFrom, null, replacementDocuments);
final Instant lowestVersionFrom = orderedReplacementDocuments.get(0).getVersionFromInstant();
final Instant highestVersionTo =
orderedReplacementDocuments
.get(orderedReplacementDocuments.size() - 1)
.getVersionToInstant();
if (orderedReplacementDocuments.size() > 0) {
value.subMap(lowestVersionFrom, true, highestVersionTo, false).clear();
}
for (YieldCurveDefinitionDocument replacementDocument : orderedReplacementDocuments) {
value.put(
replacementDocument.getVersionFromInstant(),
replacementDocument.getYieldCurveDefinition());
changeManager()
.entityChanged(ChangeType.CHANGED, replacementDocument.getObjectId(), null, null, now);
}
return MasterUtils.mapToUniqueIDs(orderedReplacementDocuments);
}
