/**
* 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;
}
/**
* Adds or updates a time-series in the master. Can be a sub-set of the data points present and
* will not 'erase' points that are missing, only supplement them.
*
* @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 externalIdBundle the external identifiers with which the time-series is associated, not
* null
* @param externalIdSearchType the external identifier search type for matching an existing
* time-series, null to use the default
* @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,
ExternalIdBundle externalIdBundle,
ExternalIdSearchType externalIdSearchType,
LocalDateDoubleTimeSeries timeSeries) {
ArgumentChecker.notNull(description, "description");
ArgumentChecker.notNull(dataSource, "dataSource");
ArgumentChecker.notNull(dataProvider, "dataProvider");
ArgumentChecker.notNull(dataField, "dataField");
ArgumentChecker.notNull(observationTime, "observationTime");
ArgumentChecker.notNull(externalIdBundle, "externalIdBundle");
ArgumentChecker.notNull(timeSeries, "timeSeries");
HistoricalTimeSeriesInfoSearchRequest htsSearchReq =
new HistoricalTimeSeriesInfoSearchRequest();
ExternalIdSearch idSearch = ExternalIdSearch.of(externalIdBundle);
if (externalIdSearchType != null) {
idSearch = idSearch.withSearchType(externalIdSearchType);
}
htsSearchReq.setExternalIdSearch(idSearch);
htsSearchReq.setDataSource(dataSource);
htsSearchReq.setDataProvider(dataProvider);
htsSearchReq.setDataField(dataField);
htsSearchReq.setObservationTime(observationTime);
HistoricalTimeSeriesInfoSearchResult searchResult = _htsMaster.search(htsSearchReq);
if (searchResult.getDocuments().size() > 0) {
if (searchResult.getDocuments().size() > 1) {
s_logger.warn(
"Found multiple time-series matching search. Will only update the first. Search {} returned {}",
htsSearchReq,
searchResult.getInfoList());
}
// update existing time series
HistoricalTimeSeriesInfoDocument existingTsDoc = searchResult.getFirstDocument();
return writeTimeSeries(
description,
dataSource,
dataProvider,
dataField,
observationTime,
existingTsDoc.getObjectId(),
timeSeries);
} else {
// add new time series
ManageableHistoricalTimeSeriesInfo info = new ManageableHistoricalTimeSeriesInfo();
info.setDataField(dataField);
info.setDataSource(dataSource);
info.setDataProvider(dataProvider);
info.setObservationTime(observationTime);
info.setExternalIdBundle(ExternalIdBundleWithDates.of(externalIdBundle));
info.setName(description);
HistoricalTimeSeriesInfoDocument htsInfoDoc = new HistoricalTimeSeriesInfoDocument();
htsInfoDoc.setInfo(info);
HistoricalTimeSeriesInfoDocument addedInfoDoc = _htsMaster.add(htsInfoDoc);
s_logger.debug(
"Adding time series "
+ externalIdBundle
+ " from "
+ timeSeries.getEarliestTime()
+ " to "
+ timeSeries.getLatestTime());
return _htsMaster.updateTimeSeriesDataPoints(
addedInfoDoc.getInfo().getTimeSeriesObjectId(), timeSeries);
}
}