Java tutorial
/** * Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.bbg.loader; import static com.opengamma.bbg.BloombergConstants.FIELD_CRNCY; import static com.opengamma.bbg.BloombergConstants.FIELD_EXCH_CODE; import static com.opengamma.bbg.BloombergConstants.FIELD_GICS_SUB_INDUSTRY; import static com.opengamma.bbg.BloombergConstants.FIELD_ID_BBG_UNIQUE; import static com.opengamma.bbg.BloombergConstants.FIELD_ID_CUSIP; import static com.opengamma.bbg.BloombergConstants.FIELD_ID_ISIN; import static com.opengamma.bbg.BloombergConstants.FIELD_ID_SEDOL1; import static com.opengamma.bbg.BloombergConstants.FIELD_MARKET_SECTOR_DES; import static com.opengamma.bbg.BloombergConstants.FIELD_MIC_1; import static com.opengamma.bbg.BloombergConstants.FIELD_MIC_LOCAL_EXCH; import static com.opengamma.bbg.BloombergConstants.FIELD_MIC_PRIM_EXCH; import static com.opengamma.bbg.BloombergConstants.FIELD_NAME; import static com.opengamma.bbg.BloombergConstants.FIELD_SECURITY_DES; import static com.opengamma.bbg.BloombergConstants.FIELD_SECURITY_SHORT_DES; import static com.opengamma.bbg.BloombergConstants.FIELD_TICKER; import static com.opengamma.bbg.BloombergConstants.MARKET_SECTOR_PREFERRED; import static com.opengamma.bbg.BloombergConstants.VALID_EQUITY_TYPES; import static com.opengamma.bbg.util.BloombergDataUtils.isValidField; import java.util.Set; import org.apache.commons.lang.StringUtils; import org.fudgemsg.FudgeMsg; import org.slf4j.Logger; import org.slf4j.LoggerFactory; import com.google.common.collect.ImmutableSet; import com.opengamma.bbg.referencedata.ReferenceDataProvider; import com.opengamma.bbg.security.BloombergSecurityProvider; import com.opengamma.bbg.util.BloombergDataUtils; import com.opengamma.core.id.ExternalSchemes; import com.opengamma.financial.security.equity.EquitySecurity; import com.opengamma.financial.security.equity.GICSCode; import com.opengamma.financial.timeseries.exchange.Exchange; import com.opengamma.financial.timeseries.exchange.ExchangeDataProvider; import com.opengamma.id.ExternalId; import com.opengamma.id.UniqueId; import com.opengamma.master.security.ManageableSecurity; import com.opengamma.util.ArgumentChecker; import com.opengamma.util.money.Currency; /** * Loads the data for an Equity Future from Bloomberg. */ public final class EquityLoader extends SecurityLoader { /** Logger. */ private static final Logger s_logger = LoggerFactory.getLogger(EquityLoader.class); /** * The fields to load from Bloomberg. */ private static final Set<String> BLOOMBERG_EQUITY_FIELDS = ImmutableSet.of(FIELD_NAME, FIELD_SECURITY_DES, FIELD_SECURITY_SHORT_DES, FIELD_TICKER, FIELD_EXCH_CODE, FIELD_MARKET_SECTOR_DES, FIELD_CRNCY, FIELD_ID_CUSIP, FIELD_ID_ISIN, FIELD_ID_SEDOL1, FIELD_GICS_SUB_INDUSTRY, FIELD_ID_BBG_UNIQUE, FIELD_MIC_LOCAL_EXCH, FIELD_MIC_PRIM_EXCH, FIELD_MIC_1); /** * The valid Bloomberg security types for Equity. */ public static final Set<String> VALID_SECURITY_TYPES = new ImmutableSet.Builder<String>() .addAll(VALID_EQUITY_TYPES).build(); /** * The exchange data provider. */ private final ExchangeDataProvider _exchangeDataProvider; /** * Creates an instance. * @param referenceDataProvider the provider, not null * @param exchangeDataProvider the exchange data provider, not null */ public EquityLoader(ReferenceDataProvider referenceDataProvider, ExchangeDataProvider exchangeDataProvider) { super(s_logger, referenceDataProvider, SecurityType.EQUITY); ArgumentChecker.notNull(exchangeDataProvider, "exchangeDataProvider"); _exchangeDataProvider = exchangeDataProvider; } //------------------------------------------------------------------------- @Override protected ManageableSecurity createSecurity(FudgeMsg fieldData) { final String bbgUniqueIdString = fieldData.getString(FIELD_ID_BBG_UNIQUE); final String name = fieldData.getString(FIELD_NAME); final String ticker = fieldData.getString(FIELD_TICKER); final String bbgExchangeCode = fieldData.getString(FIELD_EXCH_CODE); final String gicsCodeString = fieldData.getString(FIELD_GICS_SUB_INDUSTRY); final String currencyCode = fieldData.getString(FIELD_CRNCY); String marketSector = fieldData.getString(FIELD_MARKET_SECTOR_DES); String micExchangeCode; boolean isPreferred; if (MARKET_SECTOR_PREFERRED.equals(marketSector)) { micExchangeCode = fieldData.getString(FIELD_MIC_1); isPreferred = true; } else { micExchangeCode = fieldData.getString(FIELD_MIC_LOCAL_EXCH); if (micExchangeCode == null || !BloombergDataUtils.isValidField(micExchangeCode)) { micExchangeCode = fieldData.getString(FIELD_MIC_PRIM_EXCH); } isPreferred = false; } if (!isValidField(bbgUniqueIdString)) { logMissingData("bbgUniqueID", name); return null; } if (!isValidField(name)) { logMissingData("equity name", bbgUniqueIdString); return null; } if (!BloombergDataUtils.isValidField(ticker)) { logMissingData("equity ticker", name); return null; } if (!BloombergDataUtils.isValidField(bbgExchangeCode)) { logMissingData("equity exchange", name); return null; } if (!BloombergDataUtils.isValidField(currencyCode)) { logMissingData("equity currency", name); return null; } final Exchange exchangeData = _exchangeDataProvider.getExchange(micExchangeCode); if (exchangeData == null) { logMissingData("equity exchange data (common stock)", name); return null; } UniqueId bbgUniqueId = BloombergSecurityProvider.createUniqueId(bbgUniqueIdString); Currency currency = Currency.of(currencyCode.toUpperCase()); GICSCode gicsCode = gicsCodeString != null ? GICSCode.of(gicsCodeString) : null; EquitySecurity security = new EquitySecurity(exchangeData.getDescription(), exchangeData.getMic(), name, currency); security.setUniqueId(bbgUniqueId); security.setName(name); security.setShortName(ticker); if (gicsCode != null) { security.setGicsCode(gicsCode); } security.setPreferred(isPreferred); //set identifiers parseIdentifiers(fieldData, security); return security; } private void logMissingData(String fieldName, String securityName) { s_logger.warn("Cannot construct equity security " + securityName + " as " + fieldName + " is missing"); } @Override protected Set<String> getBloombergFields() { return BLOOMBERG_EQUITY_FIELDS; } @Override protected void parseIdentifiers(final FudgeMsg fieldData, final ManageableSecurity security) { super.parseIdentifiers(fieldData, security); String marketSector = StringUtils.trimToEmpty(fieldData.getString(FIELD_MARKET_SECTOR_DES)); if (!BloombergDataUtils.isValidField(marketSector)) { return; } String bbgExchangeCode; if (MARKET_SECTOR_PREFERRED.equals(marketSector)) { bbgExchangeCode = null; } else { bbgExchangeCode = StringUtils.trimToEmpty(fieldData.getString(FIELD_EXCH_CODE)); if (!BloombergDataUtils.isValidField(bbgExchangeCode)) { bbgExchangeCode = null; } } String securityShortDes = StringUtils.trimToEmpty(fieldData.getString(FIELD_SECURITY_SHORT_DES)); if (BloombergDataUtils.isValidField(securityShortDes)) { security.addExternalId(getTicker(securityShortDes, bbgExchangeCode, marketSector)); } else { String securityDes = StringUtils.trimToEmpty(fieldData.getString(FIELD_SECURITY_DES)); if (BloombergDataUtils.isValidField(securityDes)) { security.addExternalId(getTicker(securityDes, bbgExchangeCode, marketSector)); } } } private ExternalId getTicker(final String securityDes, final String exchangeCode, final String marketSector) { final StringBuilder sb = new StringBuilder(securityDes).append(" "); if (exchangeCode != null) { sb.append(exchangeCode).append(" "); } sb.append(marketSector); return ExternalSchemes.bloombergTickerSecurityId(sb.toString()); } }