public void getHistoricalTimeSeriesByUID() throws Exception {
ManageableHistoricalTimeSeries hts = new ManageableHistoricalTimeSeries();
hts.setUniqueId(UID);
hts.setTimeSeries(randomTimeSeries());
when(_mockMaster.getTimeSeries(UID, HistoricalTimeSeriesGetFilter.ofRange(null, null)))
.thenReturn(hts);
HistoricalTimeSeries test = _tsSource.getHistoricalTimeSeries(UID);
verify(_mockMaster, times(1))
.getTimeSeries(UID, HistoricalTimeSeriesGetFilter.ofRange(null, null));
assertEquals(UID, test.getUniqueId());
assertEquals(hts.getTimeSeries().times(), test.getTimeSeries().times());
assertEquals(hts.getTimeSeries().values(), test.getTimeSeries().values());
}
public void getHistoricalTimeSeriesByExternalIdWithMetaData() throws Exception {
HistoricalTimeSeriesInfoSearchRequest request =
new HistoricalTimeSeriesInfoSearchRequest(IDENTIFIERS);
request.setValidityDate(LocalDate.now());
request.setDataSource(BBG_DATA_SOURCE);
request.setDataProvider(CMPL_DATA_PROVIDER);
request.setDataField(CLOSE_DATA_FIELD);
HistoricalTimeSeriesInfoSearchResult searchResult = new HistoricalTimeSeriesInfoSearchResult();
HistoricalTimeSeriesInfoDocument doc = new HistoricalTimeSeriesInfoDocument();
doc.setUniqueId(UID);
when(_mockResolver.resolve(
IDENTIFIERS,
LocalDate.now(),
BBG_DATA_SOURCE,
CMPL_DATA_PROVIDER,
CLOSE_DATA_FIELD,
null))
.thenReturn(new HistoricalTimeSeriesResolutionResult(doc.getInfo()));
doc.getInfo().setTimeSeriesObjectId(UID.getObjectId());
searchResult.getDocuments().add(doc);
when(_mockMaster.search(request)).thenReturn(searchResult);
ManageableHistoricalTimeSeries hts = new ManageableHistoricalTimeSeries();
hts.setUniqueId(UID);
hts.setTimeSeries(randomTimeSeries());
when(_mockMaster.getTimeSeries(
UID.getObjectId(),
VersionCorrection.LATEST,
HistoricalTimeSeriesGetFilter.ofRange(null, null)))
.thenReturn(hts);
HistoricalTimeSeries test =
_tsSource.getHistoricalTimeSeries(
IDENTIFIERS, BBG_DATA_SOURCE, CMPL_DATA_PROVIDER, CLOSE_DATA_FIELD);
verify(_mockMaster, times(1))
.getTimeSeries(
UID.getObjectId(),
VersionCorrection.LATEST,
HistoricalTimeSeriesGetFilter.ofRange(null, null));
assertEquals(UID, test.getUniqueId());
}
public void getHistoricalTimeSeriesByExternalIdWithoutMetaData() throws Exception {
ManageableHistoricalTimeSeries hts = new ManageableHistoricalTimeSeries();
hts.setUniqueId(UID);
hts.setTimeSeries(randomTimeSeries());
when(_mockMaster.getTimeSeries(UID, HistoricalTimeSeriesGetFilter.ofRange(null, null)))
.thenReturn(hts);
ManageableHistoricalTimeSeriesInfo tsInfo = new ManageableHistoricalTimeSeriesInfo();
tsInfo.setUniqueId(UID);
when(_mockResolver.resolve(
IDENTIFIERS, LocalDate.now(), null, null, CLOSE_DATA_FIELD, TEST_CONFIG))
.thenReturn(new HistoricalTimeSeriesResolutionResult(tsInfo));
HistoricalTimeSeries test =
_tsSource.getHistoricalTimeSeries(CLOSE_DATA_FIELD, IDENTIFIERS, TEST_CONFIG);
verify(_mockMaster, times(1))
.getTimeSeries(UID, HistoricalTimeSeriesGetFilter.ofRange(null, null));
assertEquals(UID, test.getUniqueId());
assertEquals(hts.getTimeSeries().times(), test.getTimeSeries().times());
assertEquals(hts.getTimeSeries().values(), test.getTimeSeries().values());
}
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());
}
}
}
}