Java tutorial
/** * Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.bbg; import java.math.BigDecimal; import java.util.Map; import org.joda.beans.BeanBuilder; import org.joda.beans.BeanDefinition; import org.joda.beans.JodaBeanUtils; import org.joda.beans.MetaProperty; import org.joda.beans.Property; import org.joda.beans.PropertyDefinition; import org.joda.beans.impl.direct.DirectBean; import org.joda.beans.impl.direct.DirectBeanBuilder; import org.joda.beans.impl.direct.DirectMetaBean; import org.joda.beans.impl.direct.DirectMetaProperty; import org.joda.beans.impl.direct.DirectMetaPropertyMap; import org.slf4j.Logger; import org.slf4j.LoggerFactory; import org.threeten.bp.LocalDate; import org.threeten.bp.Month; import org.threeten.bp.format.DateTimeFormatter; import com.google.common.base.Strings; import com.opengamma.bbg.util.BloombergDataUtils; import com.opengamma.core.id.ExternalSchemes; import com.opengamma.financial.security.option.OptionType; import com.opengamma.id.ExternalId; import com.opengamma.util.ArgumentChecker; /** * */ @BeanDefinition public class BloombergContractID extends DirectBean { private static final Logger s_logger = LoggerFactory.getLogger(BloombergContractID.class); private static final DateTimeFormatter MONTH_YEAR_FORMATTER = DateTimeFormatter.ofPattern("MM/yyyy"); /** * The prefix in classic bloomberg ticker */ @PropertyDefinition private String _contractCode; /** * The yellow key also know as market sector; */ @PropertyDefinition private String _marketSector; /* * Constructor for builder */ private BloombergContractID() { } public BloombergContractID(String contractCode, String marketSector) { ArgumentChecker.notNull(contractCode, "contractCode"); ArgumentChecker.notNull(marketSector, "marketSector"); // ticker must be at least 2 characters long - pad with spaces if shorter final String paddedCode = Strings.padEnd(contractCode, 2, ' '); setContractCode(paddedCode); setMarketSector(marketSector); } public ExternalId toFutureExternalId(Integer month, Integer year) { ArgumentChecker.notNull(month, "month"); ArgumentChecker.notNull(year, "year"); ExternalId futureId = null; String futureMonthCode = BloombergDataUtils.futureMonthCode(Month.of(month)); if (futureMonthCode != null) { String yearStr = String.valueOf(year); if (yearStr.length() > 1) { yearStr = "" + yearStr.charAt(yearStr.length() - 1); } futureId = ExternalSchemes.bloombergTickerSecurityId( String.format("%s%s%s %s", getContractCode(), futureMonthCode, yearStr, getMarketSector()) .toUpperCase()); } else { s_logger.warn("Unable to resolve month {} to its future month's code", Month.of(month)); } return futureId; } public ExternalId toFutureOptionExternalId(Integer month, Integer year, Double strike, OptionType optionType) { ArgumentChecker.notNull(month, "month"); ArgumentChecker.notNull(year, "year"); ArgumentChecker.notNull(strike, "strike"); ArgumentChecker.notNull(optionType, "optionType"); ExternalId optionId = null; String monthCode = BloombergDataUtils.futureMonthCode(Month.of(month)); if (monthCode != null) { String yearStr = String.valueOf(year); if (yearStr.length() > 1) { yearStr = "" + yearStr.charAt(yearStr.length() - 1); } optionId = ExternalSchemes .bloombergTickerSecurityId(String .format("%s%s%s%s %s %s", getContractCode(), monthCode, yearStr, optionType.name().charAt(0), getRoundedPrice(strike, 3), getMarketSector()) .toUpperCase()); } else { s_logger.warn("Unable to resolve month {} to its future month's code", Month.of(month)); } return optionId; } public ExternalId toOptionExternalId(Integer month, Integer year, Double strike, OptionType optionType) { ArgumentChecker.notNull(month, "month"); ArgumentChecker.notNull(year, "year"); ArgumentChecker.notNull(strike, "strike"); ArgumentChecker.notNull(optionType, "optionType"); LocalDate expiry = LocalDate.of(year, month, 1); return ExternalSchemes .bloombergTickerSecurityId(String .format("%s %s %s%s %s", getContractCode(), expiry.toString(MONTH_YEAR_FORMATTER), optionType.name().charAt(0), getRoundedPrice(strike, 3), getMarketSector()) .toUpperCase()); } protected String getRoundedPrice(final Double doubleValue, final int scale) { BigDecimal bigDecimal = BigDecimal.valueOf(doubleValue).setScale(scale, BigDecimal.ROUND_HALF_UP); return bigDecimal.toString(); } //------------------------- AUTOGENERATED START ------------------------- ///CLOVER:OFF /** * The meta-bean for {@code BloombergContractID}. * @return the meta-bean, not null */ public static BloombergContractID.Meta meta() { return BloombergContractID.Meta.INSTANCE; } static { JodaBeanUtils.registerMetaBean(BloombergContractID.Meta.INSTANCE); } @Override public BloombergContractID.Meta metaBean() { return BloombergContractID.Meta.INSTANCE; } @Override protected Object propertyGet(String propertyName, boolean quiet) { switch (propertyName.hashCode()) { case -1402840545: // contractCode return getContractCode(); case -98321726: // marketSector return getMarketSector(); } return super.propertyGet(propertyName, quiet); } @Override protected void propertySet(String propertyName, Object newValue, boolean quiet) { switch (propertyName.hashCode()) { case -1402840545: // contractCode setContractCode((String) newValue); return; case -98321726: // marketSector setMarketSector((String) newValue); return; } super.propertySet(propertyName, newValue, quiet); } @Override public boolean equals(Object obj) { if (obj == this) { return true; } if (obj != null && obj.getClass() == this.getClass()) { BloombergContractID other = (BloombergContractID) obj; return JodaBeanUtils.equal(getContractCode(), other.getContractCode()) && JodaBeanUtils.equal(getMarketSector(), other.getMarketSector()); } return false; } @Override public int hashCode() { int hash = getClass().hashCode(); hash += hash * 31 + JodaBeanUtils.hashCode(getContractCode()); hash += hash * 31 + JodaBeanUtils.hashCode(getMarketSector()); return hash; } //----------------------------------------------------------------------- /** * Gets the prefix in classic bloomberg ticker * @return the value of the property */ public String getContractCode() { return _contractCode; } /** * Sets the prefix in classic bloomberg ticker * @param contractCode the new value of the property */ public void setContractCode(String contractCode) { this._contractCode = contractCode; } /** * Gets the the {@code contractCode} property. * @return the property, not null */ public final Property<String> contractCode() { return metaBean().contractCode().createProperty(this); } //----------------------------------------------------------------------- /** * Gets the yellow key also know as market sector; * @return the value of the property */ public String getMarketSector() { return _marketSector; } /** * Sets the yellow key also know as market sector; * @param marketSector the new value of the property */ public void setMarketSector(String marketSector) { this._marketSector = marketSector; } /** * Gets the the {@code marketSector} property. * @return the property, not null */ public final Property<String> marketSector() { return metaBean().marketSector().createProperty(this); } //----------------------------------------------------------------------- /** * The meta-bean for {@code BloombergContractID}. */ public static class Meta extends DirectMetaBean { /** * The singleton instance of the meta-bean. */ static final Meta INSTANCE = new Meta(); /** * The meta-property for the {@code contractCode} property. */ private final MetaProperty<String> _contractCode = DirectMetaProperty.ofReadWrite(this, "contractCode", BloombergContractID.class, String.class); /** * The meta-property for the {@code marketSector} property. */ private final MetaProperty<String> _marketSector = DirectMetaProperty.ofReadWrite(this, "marketSector", BloombergContractID.class, String.class); /** * The meta-properties. */ private final Map<String, MetaProperty<?>> _metaPropertyMap$ = new DirectMetaPropertyMap(this, null, "contractCode", "marketSector"); /** * Restricted constructor. */ protected Meta() { } @Override protected MetaProperty<?> metaPropertyGet(String propertyName) { switch (propertyName.hashCode()) { case -1402840545: // contractCode return _contractCode; case -98321726: // marketSector return _marketSector; } return super.metaPropertyGet(propertyName); } @Override public BeanBuilder<? extends BloombergContractID> builder() { return new DirectBeanBuilder<BloombergContractID>(new BloombergContractID()); } @Override public Class<? extends BloombergContractID> beanType() { return BloombergContractID.class; } @Override public Map<String, MetaProperty<?>> metaPropertyMap() { return _metaPropertyMap$; } //----------------------------------------------------------------------- /** * The meta-property for the {@code contractCode} property. * @return the meta-property, not null */ public final MetaProperty<String> contractCode() { return _contractCode; } /** * The meta-property for the {@code marketSector} property. * @return the meta-property, not null */ public final MetaProperty<String> marketSector() { return _marketSector; } } ///CLOVER:ON //-------------------------- AUTOGENERATED END -------------------------- }