ch.algotrader.dao.security.OptionDaoImpl.java Source code

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Here is the source code for ch.algotrader.dao.security.OptionDaoImpl.java

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/***********************************************************************************
 * AlgoTrader Enterprise Trading Framework
 *
 * Copyright (C) 2015 AlgoTrader GmbH - All rights reserved
 *
 * All information contained herein is, and remains the property of AlgoTrader GmbH.
 * The intellectual and technical concepts contained herein are proprietary to
 * AlgoTrader GmbH. Modification, translation, reverse engineering, decompilation,
 * disassembly or reproduction of this material is strictly forbidden unless prior
 * written permission is obtained from AlgoTrader GmbH
 *
 * Fur detailed terms and conditions consult the file LICENSE.txt or contact
 *
 * AlgoTrader GmbH
 * Aeschstrasse 6
 * 8834 Schindellegi
 ***********************************************************************************/
package ch.algotrader.dao.security;

import java.math.BigDecimal;
import java.util.Date;
import java.util.List;

import org.apache.commons.lang.Validate;
import org.hibernate.SessionFactory;
import org.springframework.stereotype.Repository;

import ch.algotrader.dao.AbstractDao;
import ch.algotrader.dao.NamedParam;
import ch.algotrader.entity.security.Option;
import ch.algotrader.entity.security.OptionImpl;
import ch.algotrader.enumeration.OptionType;
import ch.algotrader.enumeration.QueryType;

/**
 * @author <a href="mailto:aflury@algotrader.ch">Andy Flury</a>
 */
@Repository // Required for exception translation
public class OptionDaoImpl extends AbstractDao<Option> implements OptionDao {

    public OptionDaoImpl(final SessionFactory sessionFactory) {

        super(OptionImpl.class, sessionFactory);
    }

    @Override
    public List<Option> findByMinExpirationAndMinStrikeDistance(int limit, long underlyingId,
            Date targetExpirationDate, BigDecimal underlyingSpot, OptionType optionType) {

        Validate.notNull(targetExpirationDate, "targetExpirationDate is null");
        Validate.notNull(underlyingSpot, "underlyingSpot is null");
        Validate.notNull(optionType, "optionType is null");

        return findCaching("Option.findByMinExpirationAndMinStrikeDistance", limit, QueryType.BY_NAME,
                new NamedParam("underlyingId", underlyingId),
                new NamedParam("targetExpirationDate", targetExpirationDate),
                new NamedParam("underlyingSpot", underlyingSpot), new NamedParam("optionType", optionType));
    }

    @Override
    public List<Option> findByMinExpirationAndStrikeLimit(int limit, long underlyingId, Date targetExpirationDate,
            BigDecimal underlyingSpot, OptionType optionType) {

        Validate.notNull(targetExpirationDate, "targetExpirationDate is null");
        Validate.notNull(underlyingSpot, "underlyingSpot is null");
        Validate.notNull(optionType, "optionType is null");

        return findCaching("Option.findByMinExpirationAndStrikeLimit", limit, QueryType.BY_NAME,
                new NamedParam("underlyingId", underlyingId),
                new NamedParam("targetExpirationDate", targetExpirationDate),
                new NamedParam("underlyingSpot", underlyingSpot.doubleValue()),
                new NamedParam("optionType", optionType));
    }

    @Override
    public List<Option> findByMinExpirationAndMinStrikeDistanceWithTicks(int limit, long underlyingId,
            Date targetExpirationDate, BigDecimal underlyingSpot, OptionType optionType, Date date) {

        Validate.notNull(targetExpirationDate, "targetExpirationDate is null");
        Validate.notNull(underlyingSpot, "underlyingSpot is null");
        Validate.notNull(optionType, "optionType is null");
        Validate.notNull(date, "Date is null");

        return findCaching("Option.findByMinExpirationAndMinStrikeDistanceWithTicks", limit, QueryType.BY_NAME,
                new NamedParam("underlyingId", underlyingId),
                new NamedParam("targetExpirationDate", targetExpirationDate),
                new NamedParam("underlyingSpot", underlyingSpot), new NamedParam("optionType", optionType),
                new NamedParam("date", date));
    }

    @Override
    public List<Option> findByMinExpirationAndStrikeLimitWithTicks(int limit, long underlyingId,
            Date targetExpirationDate, BigDecimal underlyingSpot, OptionType optionType, Date date) {

        Validate.notNull(targetExpirationDate, "targetExpirationDate is null");
        Validate.notNull(underlyingSpot, "underlyingSpot is null");
        Validate.notNull(optionType, "optionType is null");
        Validate.notNull(date, "Date is null");

        return findCaching("Option.findByMinExpirationAndStrikeLimitWithTicks", limit, QueryType.BY_NAME,
                new NamedParam("underlyingId", underlyingId),
                new NamedParam("targetExpirationDate", targetExpirationDate),
                new NamedParam("underlyingSpot", underlyingSpot.doubleValue()),
                new NamedParam("optionType", optionType), new NamedParam("date", date));
    }

    @Override
    public List<Option> findSubscribedOptions() {

        return findCaching("Option.findSubscribedOptions", QueryType.BY_NAME);
    }

    @Override
    public List<Option> findBySecurityFamily(long securityFamilyId) {

        return findCaching("Option.findBySecurityFamily", QueryType.BY_NAME,
                new NamedParam("securityFamilyId", securityFamilyId));
    }

    @SuppressWarnings("unchecked")
    @Override
    public List<Date> findExpirationsByUnderlyingAndDate(long underlyingId, Date dateTime) {

        Validate.notNull(dateTime, "dateTime is null");

        return (List<Date>) findObjects(null, "Option.findExpirationsByUnderlyingAndDate", QueryType.BY_NAME,
                new NamedParam("underlyingId", underlyingId), new NamedParam("dateTime", dateTime));
    }

    @Override
    public Option findByExpirationStrikeAndType(long optionFamilyId, Date expirationDate, BigDecimal strike,
            OptionType type) {

        Validate.notNull(expirationDate, "Expiration date is null");
        Validate.notNull(strike, "Strike is null");
        Validate.notNull(type, "Type is null");

        return findUniqueCaching("Option.findByExpirationStrikeAndType", QueryType.BY_NAME,
                new NamedParam("optionFamilyId", optionFamilyId), new NamedParam("expirationDate", expirationDate),
                new NamedParam("strike", strike), new NamedParam("type", type));
    }

}