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_OPT_CHAIN; import static com.opengamma.bbg.BloombergConstants.FIELD_OPT_EXPIRE_DT; import java.io.File; import java.io.IOException; import java.util.Collections; import java.util.HashSet; import java.util.List; import java.util.Map; import java.util.Map.Entry; import java.util.Set; import org.apache.commons.cli.CommandLine; import org.apache.commons.cli.CommandLineParser; import org.apache.commons.cli.HelpFormatter; import org.apache.commons.cli.Option; import org.apache.commons.cli.OptionBuilder; import org.apache.commons.cli.Options; import org.apache.commons.cli.ParseException; import org.apache.commons.cli.PosixParser; import org.apache.commons.io.FileUtils; import org.apache.commons.lang.StringUtils; import org.fudgemsg.FudgeField; import org.fudgemsg.FudgeMsg; import org.slf4j.Logger; import org.slf4j.LoggerFactory; import org.springframework.context.ConfigurableApplicationContext; import org.springframework.context.support.ClassPathXmlApplicationContext; import org.threeten.bp.LocalDate; import com.google.common.collect.Lists; import com.opengamma.OpenGammaRuntimeException; import com.opengamma.bbg.BloombergConstants; import com.opengamma.bbg.referencedata.ReferenceDataProvider; import com.opengamma.bbg.util.BloombergDomainIdentifierResolver; import com.opengamma.bbg.util.ReferenceDataProviderUtils; import com.opengamma.core.id.ExternalSchemes; import com.opengamma.financial.security.DefaultSecurityLoader; import com.opengamma.id.ExternalId; import com.opengamma.id.ExternalIdBundle; import com.opengamma.id.ExternalScheme; import com.opengamma.id.UniqueId; import com.opengamma.master.security.SecurityMaster; import com.opengamma.provider.security.SecurityProvider; import com.opengamma.util.ArgumentChecker; import com.opengamma.util.time.DateUtils; import com.opengamma.util.time.Expiry; /** * Loads security data from Bloomberg and add/update the security data to SecurityMaster * <p> * Security Identifiers to load is read from a supplied file or from position master, which one to used is specified * from command line options * <pre> * usage: java com.opengamma.bbg.loader.BloombergSecurityFileLoader [options]... [files]... * -h,--help Print this message * -o,--optionSize [size] First x number of options to load * -s,--scheme [BLOOMBERG_TICKER, BLOOMBERG_BUID] Identification scheme * </pre> */ public class BloombergSecurityFileLoader { /** Logger. */ private static final Logger s_logger = LoggerFactory.getLogger(BloombergSecurityFileLoader.class); /* package */static final String CONTEXT_CONFIGURATION_PATH = "/com/opengamma/bbg/loader/bloomberg-security-loader-context.xml"; private static final String HELP_OPTION = "help"; private static final String OPTION = "option"; private static final String IDENTIFICATION_SCHEME = "scheme"; private final DefaultSecurityLoader _securityLoader; private ReferenceDataProvider _refDataProvider; private String[] _files; private int _optionSize; private ExternalScheme _scheme; /** * Creates an instance. * * @param securityMaster the security master, not null * @param securityProvider bloomberg security loader, not null */ public BloombergSecurityFileLoader(final SecurityProvider securityProvider, final SecurityMaster securityMaster) { ArgumentChecker.notNull(securityProvider, "securityProvider"); ArgumentChecker.notNull(securityMaster, "securityMaster"); _securityLoader = new DefaultSecurityLoader(securityMaster, securityProvider); } //------------------------------------------------------------------------- /** * Gets the refDataProvider field. * @return the refDataProvider */ public ReferenceDataProvider getRefDataProvider() { return _refDataProvider; } /** * Sets the reference data provider. * @param refDataProvider the reference data provider */ public void setRefDataProvider(ReferenceDataProvider refDataProvider) { _refDataProvider = refDataProvider; } /** * Gets the scheme field. * @return the scheme */ public ExternalScheme getScheme() { return _scheme; } /** * Sets the scheme field. * @param scheme the scheme */ public void setScheme(ExternalScheme scheme) { _scheme = scheme; } //------------------------------------------------------------------------- public void run() { Set<ExternalIdBundle> identifiers = readInputFiles(); Map<ExternalIdBundle, UniqueId> loadedSecurities = _securityLoader.loadSecurities(identifiers); List<ExternalIdBundle> errors = findErrors(loadedSecurities); if (_optionSize > 0) { Set<ExternalIdBundle> optionIdentifiers = loadOptionIdentifiers(identifiers); Map<ExternalIdBundle, UniqueId> loadedOptionSecurities = _securityLoader .loadSecurities(optionIdentifiers); errors.addAll(findErrors(loadedOptionSecurities)); } //print securities with errors if (!errors.isEmpty()) { s_logger.warn("Unable to load the following securities"); for (ExternalIdBundle identifierBundle : errors) { s_logger.warn("{}", identifierBundle); } } // for (ExternalIdBundle bundle : findSucesses(loadedSecurities)) { // System.err.println(bundle.getIdentifier(SecurityUtils.ISIN)); // } } private List<ExternalIdBundle> findErrors(final Map<ExternalIdBundle, UniqueId> loadedSecurities) { List<ExternalIdBundle> result = Lists.newArrayList(); for (Entry<ExternalIdBundle, UniqueId> entry : loadedSecurities.entrySet()) { if (entry.getValue() == null) { result.add(entry.getKey()); } } return result; } private Set<ExternalIdBundle> loadOptionIdentifiers(final Set<ExternalIdBundle> identifiers) { Set<String> bloombergKeys = new HashSet<String>(); for (ExternalIdBundle dsids : identifiers) { ExternalId preferredIdentifier = BloombergDomainIdentifierResolver.resolvePreferredIdentifier(dsids); bloombergKeys.add(BloombergDomainIdentifierResolver.toBloombergKey(preferredIdentifier)); } Set<ExternalIdBundle> optionsIdentifiers = new HashSet<ExternalIdBundle>(); Map<String, FudgeMsg> refDataResultMap = _refDataProvider.getReferenceDataIgnoreCache(bloombergKeys, Collections.singleton(FIELD_OPT_CHAIN)); for (Entry<String, FudgeMsg> entry : refDataResultMap.entrySet()) { FudgeMsg fieldContainer = entry.getValue(); //process the options int nAdded = 0; for (FudgeField field : fieldContainer.getAllByName(BloombergConstants.FIELD_OPT_CHAIN)) { FudgeMsg optionContainer = (FudgeMsg) field.getValue(); String optionTickerStr = optionContainer.getString("Security Description"); String expiryStr = ReferenceDataProviderUtils.singleFieldSearchIgnoreCache(optionTickerStr, FIELD_OPT_EXPIRE_DT, _refDataProvider); LocalDate expiryLocalDate = null; try { expiryLocalDate = LocalDate.parse(expiryStr); } catch (Exception e) { throw new OpenGammaRuntimeException( expiryStr + " returned from bloomberg not in format yyyy-mm-dd", e); } int year = expiryLocalDate.getYear(); int month = expiryLocalDate.getMonthValue(); int day = expiryLocalDate.getDayOfMonth(); Expiry expiry = new Expiry(DateUtils.getUTCDate(year, month, day)); if (expiry.getExpiry().toInstant() .toEpochMilli() < (System.currentTimeMillis() + (25L * 60L * 60L * 1000L))) { s_logger.info("Option {} in future, so passing on it.", optionTickerStr); continue; } ExternalId optionTicker = ExternalSchemes.bloombergTickerSecurityId(optionTickerStr); optionsIdentifiers.add(ExternalIdBundle.of(optionTicker)); nAdded++; if (nAdded >= _optionSize) { break; } } } return optionsIdentifiers; } /** * Sets the files field. * @param files the files */ public void setFiles(String[] files) { _files = files; } /** * Sets the optionSize field. * @param optionSize the optionSize */ public void setOptionSize(int optionSize) { _optionSize = optionSize; } /** * @param args */ public static void main(String[] args) { // CSIGNORE Options options = createOptions(); processCommandLineOptions(args, options); } /** * @param args * @param options */ private static void processCommandLineOptions(String[] args, Options options) { CommandLineParser parser = new PosixParser(); CommandLine line = null; try { line = parser.parse(options, args); } catch (ParseException e) { usage(options); return; } if (line.hasOption(HELP_OPTION)) { usage(options); return; } String[] files = line.getArgs(); BloombergSecurityFileLoader securityLoader = getBloombergSecurityFileLoader(); securityLoader.setFiles(files); if (line.hasOption(OPTION)) { try { securityLoader.setOptionSize(Integer.parseInt(line.getOptionValue(OPTION))); } catch (NumberFormatException ex) { s_logger.warn("{} option size is not an integer", line.getOptionValue(OPTION)); } } if (line.hasOption(IDENTIFICATION_SCHEME)) { String schemeValue = line.getOptionValue(IDENTIFICATION_SCHEME); securityLoader.setScheme(ExternalScheme.of(schemeValue)); } else { securityLoader.setScheme(ExternalSchemes.BLOOMBERG_TICKER); } securityLoader.run(); } private static Options createOptions() { Options options = new Options(); options.addOption(createHelpOption()); options.addOption(createOptionSize()); options.addOption(createSchemeOption()); return options; } private static Option createSchemeOption() { OptionBuilder.withLongOpt(IDENTIFICATION_SCHEME); OptionBuilder.withDescription("Identification scheme"); OptionBuilder.hasArg(); OptionBuilder.withArgName("BLOOMBERG_TICKER, BLOOMBERG_BUID"); return OptionBuilder.create("s"); } private static Option createHelpOption() { return new Option("h", HELP_OPTION, false, "Print this message"); } private static Option createOptionSize() { OptionBuilder.withLongOpt(OPTION); OptionBuilder.withDescription("First x number of options to load"); OptionBuilder.hasArg(); OptionBuilder.withArgName("size"); return OptionBuilder.create("o"); } private static void usage(Options options) { HelpFormatter formatter = new HelpFormatter(); formatter.setWidth(120); formatter.printHelp("java " + BloombergSecurityFileLoader.class.getName() + " [options]... [files]...", options); } @SuppressWarnings("unchecked") private Set<ExternalIdBundle> readInputFiles() { Set<String> securities = new HashSet<String>(); if (_files != null) { for (String file : _files) { try { securities.addAll(FileUtils.readLines(new File(file))); } catch (IOException e) { s_logger.warn("Problem reading from input file={}", file); throw new OpenGammaRuntimeException("Problem reading from " + file, e); } } } Set<ExternalIdBundle> result = new HashSet<ExternalIdBundle>(); for (String secDes : securities) { if (!StringUtils.isBlank(secDes)) { result.add(ExternalIdBundle.of(ExternalId.of(getScheme(), secDes.trim()))); } } return result; } private static BloombergSecurityFileLoader getBloombergSecurityFileLoader() { ConfigurableApplicationContext context = new ClassPathXmlApplicationContext(CONTEXT_CONFIGURATION_PATH); context.start(); BloombergSecurityFileLoader loader = (BloombergSecurityFileLoader) context.getBean("securityLoader"); return loader; } }