Example usage for com.google.common.collect Iterables getOnlyElement

Introduction

In this page you can find the example usage for com.google.common.collect Iterables getOnlyElement.

Prototype

public static <T> T getOnlyElement(Iterable<T> iterable) 

Source Link

Document

Returns the single element contained in iterable .

Usage

From source file:com.opengamma.financial.analytics.model.credit.ISDACreditSpreadCurveShiftFunction.java

@Override
public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs,
        final ComputationTarget target, final Set<ValueRequirement> desiredValues)
        throws AsynchronousExecution {
    final ValueRequirement desiredValue = Iterables.getOnlyElement(desiredValues);
    final ValueSpecification input = Iterables.getOnlyElement(inputs.getAllValues()).getSpecification();
    final Object creditSpreadCurveObject = inputs.getValue(ValueRequirementNames.CREDIT_SPREAD_CURVE);
    if (creditSpreadCurveObject == null) {
        throw new OpenGammaRuntimeException("Could not get credit spread curve");
    }/* ww w.j ava 2s .  c  o m*/
    @SuppressWarnings("unchecked")
    final NodalObjectsCurve<Tenor, Double> creditSpreadCurve = (NodalObjectsCurve<Tenor, Double>) creditSpreadCurveObject;
    final String shiftProperty = desiredValue.getConstraint(PROPERTY_SPREAD_CURVE_SHIFT);
    final String shiftTypeProperty = desiredValue.getConstraint(PROPERTY_SPREAD_CURVE_SHIFT_TYPE);
    final double shift = Double.parseDouble(shiftProperty);
    final Tenor[] xs = creditSpreadCurve.getXData();
    final Double[] ys = creditSpreadCurve.getYData();
    final Double[] shiftedYs = new Double[ys.length];
    switch (shiftTypeProperty) {
    case ADDITIVE_SPREAD_CURVE_SHIFT:
        for (int i = 0; i < ys.length; i++) {
            shiftedYs[i] = ys[i] + shift;
        }
        break;
    case MULTIPLICATIVE_SPREAD_CURVE_SHIFT:
        for (int i = 0; i < ys.length; i++) {
            shiftedYs[i] = ys[i] * (1 + shift / 100.);
        }
        break;
    default:
        throw new OpenGammaRuntimeException("Spread curve shift type not recognised" + shiftTypeProperty);
    }
    final String name = PREFIX + creditSpreadCurve.getName();
    final NodalObjectsCurve<Tenor, Double> shiftedCurve = NodalObjectsCurve.from(xs, shiftedYs, name);
    final ValueProperties properties = createValueProperties(input)
            .with(PROPERTY_SPREAD_CURVE_SHIFT, shiftProperty)
            .with(PROPERTY_SPREAD_CURVE_SHIFT_TYPE, shiftTypeProperty).get();
    return Collections.singleton(new ComputedValue(
            new ValueSpecification(input.getValueName(), input.getTargetSpecification(), properties),
            shiftedCurve));
}

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From source file:org.apache.beam.runners.direct.WindowEvaluatorFactory.java

private <InputT> TransformEvaluator<InputT> createTransformEvaluator(
        AppliedPTransform<PCollection<InputT>, PCollection<InputT>, Window.Assign<InputT>> transform) {
    WindowFn<? super InputT, ?> fn = transform.getTransform().getWindowFn();
    UncommittedBundle<InputT> outputBundle = evaluationContext
            .createBundle((PCollection<InputT>) Iterables.getOnlyElement(transform.getOutputs().values()));
    if (fn == null) {
        return PassthroughTransformEvaluator.create(transform, outputBundle);
    }//from w  w  w  .j  a  v a2 s. c  o m
    return new WindowIntoEvaluator<>(transform, fn, outputBundle);
}

---

From source file:com.facebook.presto.connector.dual.DualSplitManager.java

@Override
public Iterable<Split> getPartitionSplits(TableHandle table, List<Partition> partitions) {
    checkNotNull(partitions, "partitions is null");
    if (partitions.isEmpty()) {
        return ImmutableList.of();
    }/*from   w ww.ja v  a  2  s .c  o  m*/

    Partition partition = Iterables.getOnlyElement(partitions);
    checkArgument(partition instanceof DualPartition, "Partition must be a dual partition");

    Split split = new DualSplit(nodeManager.getCurrentNode().getHostAndPort());

    return ImmutableList.of(split);
}

---

From source file:com.metamx.druid.merger.common.task.KillTask.java

@Override
public TaskStatus run(TaskToolbox toolbox) throws Exception {
    // Confirm we have a lock (will throw if there isn't exactly one element)
    final TaskLock myLock = Iterables
            .getOnlyElement(toolbox.getTaskActionClient().submit(new LockListAction()));

    if (!myLock.getDataSource().equals(getDataSource())) {
        throw new ISE("WTF?! Lock dataSource[%s] != task dataSource[%s]", myLock.getDataSource(),
                getDataSource());/*from  www.  ja va 2 s. c  o m*/
    }

    if (!myLock.getInterval().equals(getImplicitLockInterval().get())) {
        throw new ISE("WTF?! Lock interval[%s] != task interval[%s]", myLock.getInterval(),
                getImplicitLockInterval().get());
    }

    // List unused segments
    final List<DataSegment> unusedSegments = toolbox.getTaskActionClient()
            .submit(new SegmentListUnusedAction(myLock.getDataSource(), myLock.getInterval()));

    // Verify none of these segments have versions > lock version
    for (final DataSegment unusedSegment : unusedSegments) {
        if (unusedSegment.getVersion().compareTo(myLock.getVersion()) > 0) {
            throw new ISE("WTF?! Unused segment[%s] has version[%s] > task version[%s]",
                    unusedSegment.getIdentifier(), unusedSegment.getVersion(), myLock.getVersion());
        }

        log.info("OK to kill segment: %s", unusedSegment.getIdentifier());
    }

    // Kill segments
    for (DataSegment segment : unusedSegments) {
        toolbox.getDataSegmentKiller().kill(segment);
    }

    // Remove metadata for these segments
    toolbox.getTaskActionClient().submit(new SegmentNukeAction(ImmutableSet.copyOf(unusedSegments)));

    return TaskStatus.success(getId());
}

---

From source file:com.opengamma.financial.analytics.model.equity.varianceswap.EquityVarianceSwapPureImpliedVolPVFunction.java

@Override
public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs,
        final ComputationTarget target, final Set<ValueRequirement> desiredValues)
        throws AsynchronousExecution {
    final Clock snapshotClock = executionContext.getValuationClock();
    final ZonedDateTime now = ZonedDateTime.now(snapshotClock).minusYears(3); //TODO remove me - just for testing
    final ValueRequirement desiredValue = Iterables.getOnlyElement(desiredValues);
    final EquityVarianceSwapSecurity security = (EquityVarianceSwapSecurity) target.getSecurity();
    final EquityVarianceSwapDefinition definition = security.accept(getConverter());
    final Object spotObject = inputs.getValue(MarketDataRequirementNames.MARKET_VALUE);
    if (spotObject == null) {
        throw new OpenGammaRuntimeException("Spot value was null");
    }//  w  w w .j  a  v  a2  s  .c  o  m
    final Object yieldCurveObject = inputs.getValue(ValueRequirementNames.YIELD_CURVE);
    if (yieldCurveObject == null) {
        throw new OpenGammaRuntimeException("Yield curve was null");
    }
    final Object dividendsObject = inputs.getValue(ValueRequirementNames.AFFINE_DIVIDENDS);
    if (dividendsObject == null) {
        throw new OpenGammaRuntimeException("Dividends were null");
    }
    final Object forwardCurveObject = inputs.getValue(ValueRequirementNames.FORWARD_CURVE);
    if (forwardCurveObject == null) {
        throw new OpenGammaRuntimeException("Forward curve was null");
    }
    final Object volatilitiesObject = inputs.getValue(ValueRequirementNames.STANDARD_VOLATILITY_SURFACE_DATA);
    if (volatilitiesObject == null) {
        throw new OpenGammaRuntimeException("Volatility data were null");
    }
    final Object tsObject = inputs.getValue(ValueRequirementNames.HISTORICAL_TIME_SERIES);
    final double spot = (Double) spotObject;
    final YieldAndDiscountCurve yieldCurve = (YieldAndDiscountCurve) yieldCurveObject;
    final AffineDividends dividends = (AffineDividends) dividendsObject;
    final SmileSurfaceDataBundle volatilities = getData(inputs);
    final DoubleTimeSeries<LocalDate> underlyingTS = ((HistoricalTimeSeries) tsObject).getTimeSeries();
    final EquityVarianceSwap swap = definition.toDerivative(now, underlyingTS);
    final EquityVarianceSwapStaticReplicationPricer pricer = EquityVarianceSwapStaticReplicationPricer.builder()
            .create(); //TODO don't just use defaults
    final double pv = pricer.priceFromImpliedVols(swap, spot, yieldCurve, dividends, volatilities);
    final ValueProperties properties = desiredValue.getConstraints().copy()
            .withoutAny(ValuePropertyNames.FUNCTION).with(ValuePropertyNames.FUNCTION, getUniqueId()).get();
    final ValueSpecification spec = new ValueSpecification(getValueRequirementName(), target.toSpecification(),
            properties);
    return Collections.singleton(new ComputedValue(spec, pv));
}

---

From source file:io.crate.executor.transport.task.elasticsearch.ESClusterUpdateSettingsTask.java

static Settings buildSettingsFrom(Map<String, List<Expression>> settingsMap, Row parameters) {
    Settings.Builder settings = Settings.builder();
    for (Map.Entry<String, List<Expression>> entry : settingsMap.entrySet()) {
        String settingsName = entry.getKey();
        SettingsApplier settingsApplier = CrateSettings.getSettingsApplier(settingsName);
        settingsApplier.apply(settings, parameters, Iterables.getOnlyElement(entry.getValue()));
    }/*  ww  w  .j a  va  2s . com*/
    return settings.build();
}

---

From source file:com.opengamma.financial.analytics.model.forex.forward.FXForwardPointsMethodCurrencyExposureFunction.java

@Override
protected Set<ComputedValue> getResult(final Forex fxForward, final YieldCurveBundle data,
        final DoublesCurve forwardPoints, final ComputationTarget target,
        final Set<ValueRequirement> desiredValues, final FunctionInputs inputs,
        final FunctionExecutionContext executionContext,
        final FXForwardCurveDefinition fxForwardCurveDefinition) {
    final MultipleCurrencyAmount mca = CALCULATOR.currencyExposure(fxForward, data, forwardPoints);
    final ValueProperties properties = getResultProperties(Iterables.getOnlyElement(desiredValues), target)
            .get();/*from   www.  j  a v a  2 s. co m*/
    final ValueSpecification spec = new ValueSpecification(ValueRequirementNames.FX_CURRENCY_EXPOSURE,
            target.toSpecification(), properties);
    return Collections.singleton(new ComputedValue(spec, mca));
}

---

From source file:com.android.tools.idea.navigator.nodes.AndroidJniFolderNode.java

@NotNull
@Override// w w w .j  av  a2  s  .co m
public Collection<? extends AbstractTreeNode> getChildren() {
    assert myProject != null;
    Collection<AbstractTreeNode> nativeSourceNodes = getNativeSourceNodes(myProject, getModel(), getSettings());
    if (nativeSourceNodes.size() == 1) {
        AbstractTreeNode sourceNode = Iterables.getOnlyElement(nativeSourceNodes);
        if (sourceNode instanceof NativeAndroidSourceDirectoryNode) {
            return ((NativeAndroidSourceDirectoryNode) sourceNode).getChildren();
        }
    }
    return nativeSourceNodes;
}

---

From source file:com.opengamma.financial.analytics.model.black.BlackDiscountingValueDeltaIRFutureOptionFunction.java

@Override
public CompiledFunctionDefinition compile(final FunctionCompilationContext context, final Instant atInstant) {
    return new BlackDiscountingCompiledFunction(getTargetToDefinitionConverter(context),
            getDefinitionToDerivativeConverter(context), true) {

        @Override//from  w w w  . j  av a  2 s .c o  m
        protected Set<ComputedValue> getValues(final FunctionExecutionContext executionContext,
                final FunctionInputs inputs, final ComputationTarget target,
                final Set<ValueRequirement> desiredValues, final InstrumentDerivative derivative,
                final FXMatrix fxMatrix) {
            final ValueRequirement desiredValue = Iterables.getOnlyElement(desiredValues);
            final ValueProperties constraints = desiredValue.getConstraints();
            final double positionGamma = (Double) inputs.getValue(POSITION_GAMMA);
            final double futurePrice = (Double) inputs.getValue(FORWARD);
            final double valueGamma = futurePrice * futurePrice * positionGamma / 2;
            final ValueSpecification valueSpecification = new ValueSpecification(VALUE_GAMMA,
                    target.toSpecification(), constraints.copy().get());
            final ComputedValue result = new ComputedValue(valueSpecification, valueGamma);
            return Sets.newHashSet(result);
        }

        @Override
        public Set<ValueRequirement> getRequirements(final FunctionCompilationContext compilationContext,
                final ComputationTarget target, final ValueRequirement desiredValue) {
            if (super.getRequirements(compilationContext, target, desiredValue) == null) {
                return null;
            }
            final ValueProperties properties = desiredValue.getConstraints().copy().get();
            final Set<ValueRequirement> requirements = new HashSet<>();
            requirements.add(new ValueRequirement(POSITION_GAMMA, target.toSpecification(), properties));
            requirements.add(new ValueRequirement(FORWARD, target.toSpecification(), properties));
            return requirements;
        }

    };
}

---

From source file:com.opengamma.financial.analytics.model.black.BlackDiscountingValueGammaIRFutureOptionFunction.java

@Override
public CompiledFunctionDefinition compile(final FunctionCompilationContext context, final Instant atInstant) {
    return new BlackDiscountingCompiledFunction(getTargetToDefinitionConverter(context),
            getDefinitionToDerivativeConverter(context), true) {

        @Override/*ww w  . ja v a  2s .c  om*/
        protected Set<ComputedValue> getValues(final FunctionExecutionContext executionContext,
                final FunctionInputs inputs, final ComputationTarget target,
                final Set<ValueRequirement> desiredValues, final InstrumentDerivative derivative,
                final FXMatrix fxMatrix) {
            final ValueRequirement desiredValue = Iterables.getOnlyElement(desiredValues);
            final ValueProperties constraints = desiredValue.getConstraints();
            final double positionDelta = (Double) inputs.getValue(POSITION_DELTA);
            final double futurePrice = (Double) inputs.getValue(FORWARD);
            final double valueGamma = futurePrice * positionDelta;
            final ValueSpecification valueSpecification = new ValueSpecification(VALUE_DELTA,
                    target.toSpecification(), constraints.copy().get());
            final ComputedValue result = new ComputedValue(valueSpecification, valueGamma);
            return Sets.newHashSet(result);
        }

        @Override
        public Set<ValueRequirement> getRequirements(final FunctionCompilationContext compilationContext,
                final ComputationTarget target, final ValueRequirement desiredValue) {
            if (super.getRequirements(compilationContext, target, desiredValue) == null) {
                return null;
            }
            final ValueProperties properties = desiredValue.getConstraints().copy().get();
            final Set<ValueRequirement> requirements = new HashSet<>();
            requirements.add(new ValueRequirement(POSITION_DELTA, target.toSpecification(), properties));
            requirements.add(new ValueRequirement(FORWARD, target.toSpecification(), properties));
            return requirements;
        }

    };
}

---

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