@Override
public synchronized YieldCurveDefinitionDocument get(
ObjectIdentifiable objectIdable, VersionCorrection versionCorrection) {
ArgumentChecker.notNull(objectIdable, "objectIdable");
ObjectId objectId = objectIdable.getObjectId();
if (!getUniqueIdScheme().equals(objectId.getScheme())) {
throw new DataNotFoundException(
"Scheme '" + objectId.getScheme() + "' not valid for '" + getUniqueIdScheme() + "'");
}
final int i = objectId.getValue().indexOf('_');
if (i <= 0) {
throw new DataNotFoundException(
"Identifier '" + objectId.getValue() + "' not valid for '" + getUniqueIdScheme() + "'");
}
final String name = objectId.getValue().substring(0, i);
final String iso = objectId.getValue().substring(i + 1);
final Currency currency;
try {
currency = Currency.of(iso);
} catch (IllegalArgumentException e) {
throw new DataNotFoundException(
"Identifier '" + objectId.getValue() + "' not valid for '" + getUniqueIdScheme() + "'",
e);
}
final TreeMap<Instant, YieldCurveDefinition> definitions =
_definitions.get(Pair.of(currency, name));
if (definitions == null) {
throw new DataNotFoundException("Curve definition not found");
}
final YieldCurveDefinition definition = definitions.lastEntry().getValue();
if (definition == null) {
throw new DataNotFoundException("Curve definition not found");
}
return new YieldCurveDefinitionDocument(objectId.atLatestVersion(), definition);
}
/**
* 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;
}
