com.opengamma.bbg.loader.BloombergSwaptionFileLoader.java Source code

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Here is the source code for com.opengamma.bbg.loader.BloombergSwaptionFileLoader.java

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/**
 * Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
 *
 * Please see distribution for license.
 */
package com.opengamma.bbg.loader;

import java.io.BufferedReader;
import java.io.BufferedWriter;
import java.io.FileReader;
import java.io.FileWriter;
import java.io.IOException;
import java.util.regex.Matcher;
import java.util.regex.Pattern;

import org.apache.commons.io.IOUtils;
import org.slf4j.Logger;
import org.slf4j.LoggerFactory;
import org.springframework.context.ConfigurableApplicationContext;
import org.springframework.context.support.ClassPathXmlApplicationContext;

import au.com.bytecode.opencsv.CSVReader;
import au.com.bytecode.opencsv.CSVWriter;

import com.opengamma.bbg.referencedata.cache.MongoDBValueCachingReferenceDataProvider;
import com.opengamma.bbg.referencedata.impl.BloombergReferenceDataProvider;
import com.opengamma.bbg.test.MongoCachedReferenceData;

/**
 * Little util for parsing swaption files
 */
public class BloombergSwaptionFileLoader {

    /** Logger. */
    private static final Logger s_logger = LoggerFactory.getLogger(BloombergSwaptionFileLoader.class);

    /* package */static final String CONTEXT_CONFIGURATION_PATH = "/com/opengamma/bbg/loader/bloomberg-security-loader-context.xml";
    private static final int NAME_FIELD = 0;
    private static final int BUID_FIELD = 8;

    private static BloombergReferenceDataProvider getBloombergSecurityFileLoader() {
        ConfigurableApplicationContext context = new ClassPathXmlApplicationContext(CONTEXT_CONFIGURATION_PATH);
        context.start();
        BloombergReferenceDataProvider dataProvider = (BloombergReferenceDataProvider) context
                .getBean("refDataProvider");
        return dataProvider;
    }

    /**
     * Little util to parse swaption tickers into a csv for further analysis.
     * @param args command line params
     */
    public static void main(String[] args) { // CSIGNORE
        CSVReader csvReader = null;
        CSVWriter csvWriter = null;
        try {
            csvReader = new CSVReader(new BufferedReader(new FileReader(args[0])));
            csvWriter = new CSVWriter(new BufferedWriter(new FileWriter(args[1])));
            String[] line;
            Pattern pattern = Pattern.compile("^(\\w\\w\\w).*?(\\d+)(M|Y)(\\d+)(M|Y)\\s*?(PY|RC)\\s*?(.*)$");
            BloombergReferenceDataProvider rawBbgRefDataProvider = getBloombergSecurityFileLoader();
            MongoDBValueCachingReferenceDataProvider bbgRefDataProvider = MongoCachedReferenceData
                    .makeMongoProvider(rawBbgRefDataProvider, BloombergSwaptionFileLoader.class);
            while ((line = csvReader.readNext()) != null) {
                String name = line[NAME_FIELD];
                Matcher matcher = pattern.matcher(name);
                if (matcher.matches()) {
                    String ccy = matcher.group(1);
                    String swapTenorSize = matcher.group(2);
                    String swapTenorUnit = matcher.group(3);
                    String optionTenorSize = matcher.group(4);
                    String optionTenorUnit = matcher.group(5);
                    String payReceive = matcher.group(6);
                    String distanceATM = matcher.group(7);

                    String buid = "/buid/" + line[BUID_FIELD];
                    String value = bbgRefDataProvider.getReferenceDataValue(buid, "TICKER");
                    csvWriter.writeNext(new String[] { name, ccy, swapTenorSize, swapTenorUnit, optionTenorSize,
                            optionTenorUnit, payReceive, distanceATM, value });
                } else {
                    s_logger.error("Couldn't parse " + name + " field");
                }

            }
        } catch (IOException ioe) {
            s_logger.error("Error while reading file", ioe);
        } finally {
            IOUtils.closeQuietly(csvReader);
            IOUtils.closeQuietly(csvWriter);
        }
    }

}