private void processFieldData(
Element securityElem,
String field,
Map<String, ExternalIdBundle> bbgSecDomainMap,
Map<ExternalIdBundle, HistoricalTimeSeries> result) {
String secDes = securityElem.getElementAsString(BloombergConstants.SECURITY);
ExternalIdBundle identifiers = bbgSecDomainMap.get(secDes);
if (identifiers == null) {
String message =
"Found time series data for unrecognized security" + secDes + " " + bbgSecDomainMap;
throw new OpenGammaRuntimeException(message);
}
HistoricalTimeSeries hts = result.get(identifiers);
MapLocalDateDoubleTimeSeries timeSeries;
if (hts == null) {
timeSeries = new MapLocalDateDoubleTimeSeries();
hts = new SimpleHistoricalTimeSeries(UID_SUPPLIER.get(), timeSeries);
result.put(identifiers, hts);
} else {
timeSeries = (MapLocalDateDoubleTimeSeries) hts.getTimeSeries();
}
Element fieldDataArray = securityElem.getElement(FIELD_DATA);
int numValues = fieldDataArray.numValues();
for (int i = 0; i < numValues; i++) {
Element fieldData = fieldDataArray.getValueAsElement(i);
Datetime date = fieldData.getElementAsDate("date");
double lastPrice = fieldData.getElementAsFloat64(field);
int year = date.year();
int month = date.month();
int day = date.dayOfMonth();
timeSeries.putDataPoint(LocalDate.of(year, month, day), lastPrice);
}
}
protected void processFieldData(
final Element fieldDataArray,
String field,
final List<LocalDate> dates,
final List<Double> values) {
int numValues = fieldDataArray.numValues();
for (int i = 0; i < numValues; i++) {
Element fieldData = fieldDataArray.getValueAsElement(i);
Datetime date = fieldData.getElementAsDate("date");
double fieldValue = fieldData.getElementAsFloat64(field);
dates.add(LocalDate.of(date.year(), date.month(), date.dayOfMonth()));
values.add(fieldValue);
}
}
