com.opengamma.financial.analytics.timeseries.HistoricalTimeSeriesLatestSecurityValueFunction.java Source code

Introduction

Here is the source code for com.opengamma.financial.analytics.timeseries.HistoricalTimeSeriesLatestSecurityValueFunction.java

Source

/**
 * Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies
 * 
 * Please see distribution for license.
 */
package com.opengamma.financial.analytics.timeseries;

import java.util.Collections;
import java.util.Set;

import com.google.common.collect.Iterables;
import com.opengamma.engine.ComputationTarget;
import com.opengamma.engine.ComputationTargetType;
import com.opengamma.engine.function.AbstractFunction;
import com.opengamma.engine.function.FunctionCompilationContext;
import com.opengamma.engine.function.FunctionExecutionContext;
import com.opengamma.engine.function.FunctionInputs;
import com.opengamma.engine.value.ComputedValue;
import com.opengamma.engine.value.ValueProperties;
import com.opengamma.engine.value.ValueRequirement;
import com.opengamma.engine.value.ValueRequirementNames;
import com.opengamma.engine.value.ValueSpecification;
import com.opengamma.financial.OpenGammaCompilationContext;
import com.opengamma.id.UniqueId;
import com.opengamma.master.historicaltimeseries.HistoricalTimeSeriesResolutionResult;
import com.opengamma.master.historicaltimeseries.HistoricalTimeSeriesResolver;

/**
 * Function to source the latest historical time-series data point for a security.
 */
public class HistoricalTimeSeriesLatestSecurityValueFunction extends AbstractFunction.NonCompiledInvoker {

    @Override
    public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs,
            final ComputationTarget target, final Set<ValueRequirement> desiredValues) {
        final ComputedValue latestHtsValue = inputs
                .getComputedValue(ValueRequirementNames.HISTORICAL_TIME_SERIES_LATEST);
        return Collections.singleton(new ComputedValue(getSpecification(target, latestHtsValue.getSpecification()),
                latestHtsValue.getValue()));
    }

    @Override
    public ComputationTargetType getTargetType() {
        return ComputationTargetType.SECURITY;
    }

    @Override
    public boolean canApplyTo(final FunctionCompilationContext context, final ComputationTarget target) {
        return getTargetType().equals(target.getType());
    }

    @Override
    public Set<ValueRequirement> getRequirements(final FunctionCompilationContext context,
            final ComputationTarget target, final ValueRequirement desiredValue) {
        final HistoricalTimeSeriesResolver htsResolver = OpenGammaCompilationContext
                .getHistoricalTimeSeriesResolver(context);
        final Set<String> dataFieldConstraints = desiredValue.getConstraints()
                .getValues(HistoricalTimeSeriesFunctionUtils.DATA_FIELD_PROPERTY);
        if (dataFieldConstraints.size() > 1) {
            return null;
        }
        final String dataField = dataFieldConstraints.isEmpty() ? null
                : Iterables.getOnlyElement(dataFieldConstraints);
        HistoricalTimeSeriesResolutionResult resolutionResult = htsResolver
                .resolve(target.getSecurity().getExternalIdBundle(), null, null, null, dataField, null);
        if (resolutionResult == null) {
            return null;
        }
        UniqueId htsId = resolutionResult.getHistoricalTimeSeriesInfo().getUniqueId();
        ValueRequirement valueRequirement = new ValueRequirement(
                ValueRequirementNames.HISTORICAL_TIME_SERIES_LATEST, htsId, desiredValue.getConstraints());
        return Collections.singleton(valueRequirement);
    }

    @Override
    public Set<ValueSpecification> getResults(final FunctionCompilationContext context,
            final ComputationTarget target) {
        final ValueSpecification spec = getSpecification(target);
        return Collections.singleton(spec);
    }

    private ValueSpecification getSpecification(final ComputationTarget target) {
        final ValueProperties props = createValueProperties()
                .withAny(HistoricalTimeSeriesFunctionUtils.DATA_FIELD_PROPERTY).get();
        return new ValueSpecification(new ValueRequirement(ValueRequirementNames.HISTORICAL_TIME_SERIES_LATEST,
                target.getSecurity(), props), getUniqueId());
    }

    private ValueSpecification getSpecification(final ComputationTarget target,
            final ValueSpecification inputSpec) {
        final ValueProperties props = createValueProperties()
                .with(HistoricalTimeSeriesFunctionUtils.DATA_FIELD_PROPERTY,
                        inputSpec.getProperty(HistoricalTimeSeriesFunctionUtils.DATA_FIELD_PROPERTY))
                .get();
        return new ValueSpecification(new ValueRequirement(ValueRequirementNames.HISTORICAL_TIME_SERIES_LATEST,
                target.getSecurity(), props), getUniqueId());
    }

}