Java tutorial
/** * Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.integration.tool.portfolio; import java.math.BigDecimal; import java.util.ArrayList; import java.util.Iterator; import java.util.List; import java.util.Set; import org.apache.commons.cli.Option; import org.apache.commons.cli.Options; import org.slf4j.Logger; import org.slf4j.LoggerFactory; import org.threeten.bp.LocalDate; import org.threeten.bp.OffsetTime; import com.google.common.collect.Sets; import com.opengamma.OpenGammaRuntimeException; import com.opengamma.component.tool.AbstractTool; import com.opengamma.core.security.Security; import com.opengamma.financial.tool.ToolContext; import com.opengamma.id.ExternalId; import com.opengamma.integration.copier.portfolio.PortfolioCopier; import com.opengamma.integration.copier.portfolio.PortfolioCopierVisitor; import com.opengamma.integration.copier.portfolio.QuietPortfolioCopierVisitor; import com.opengamma.integration.copier.portfolio.SimplePortfolioCopier; import com.opengamma.integration.copier.portfolio.VerbosePortfolioCopierVisitor; import com.opengamma.integration.copier.portfolio.reader.PortfolioReader; import com.opengamma.integration.copier.portfolio.rowparser.JodaBeanRowParser; import com.opengamma.integration.copier.portfolio.rowparser.RowParser; import com.opengamma.integration.copier.portfolio.writer.PortfolioWriter; import com.opengamma.integration.copier.portfolio.writer.PrettyPrintingPortfolioWriter; import com.opengamma.integration.copier.portfolio.writer.SingleSheetSimplePortfolioWriter; import com.opengamma.integration.copier.portfolio.writer.ZippedPortfolioWriter; import com.opengamma.integration.copier.sheet.SheetFormat; import com.opengamma.master.position.ManageablePosition; import com.opengamma.master.position.ManageableTrade; import com.opengamma.master.security.ManageableSecurity; import com.opengamma.master.security.ManageableSecurityLink; import com.opengamma.master.security.SecurityMaster; import com.opengamma.master.security.SecurityMetaDataRequest; import com.opengamma.master.security.SecurityMetaDataResult; import com.opengamma.master.security.SecuritySearchRequest; import com.opengamma.master.security.SecuritySearchResult; import com.opengamma.scripts.Scriptable; import com.opengamma.util.paging.PagingRequest; import com.opengamma.util.tuple.ObjectsPair; /** * Tool to generate a template for doing field mapping tasks */ @Scriptable public class PortfolioZipFormatExamplesGenerator extends AbstractTool<ToolContext> { private static final Logger s_logger = LoggerFactory.getLogger(PortfolioZipFormatExamplesGenerator.class); /** File name option flag */ private static final String FILE_NAME_OPT = "f"; /** Write option flag */ private static final String WRITE_OPT = "w"; /** Verbose option flag */ private static final String VERBOSE_OPT = "v"; /** Include trades flag */ private static final String INCLUDE_TRADES_OPT = "t"; @Override protected void doRun() throws Exception { List<ManageablePosition> positions = loadSomePositions(getCommandLine().hasOption(INCLUDE_TRADES_OPT)); // Construct portfolio reader PortfolioReader portfolioReader = new MyPortfolioReader(positions); // Create portfolio writer PortfolioWriter portfolioWriter = constructPortfolioWriter(getCommandLine().getOptionValue(FILE_NAME_OPT), getCommandLine().hasOption(WRITE_OPT), getCommandLine().hasOption(INCLUDE_TRADES_OPT)); // Construct portfolio copier PortfolioCopier portfolioCopier = new SimplePortfolioCopier(); // Create visitor for verbose/quiet mode PortfolioCopierVisitor portfolioCopierVisitor; if (getCommandLine().hasOption(VERBOSE_OPT)) { portfolioCopierVisitor = new VerbosePortfolioCopierVisitor(); } else { portfolioCopierVisitor = new QuietPortfolioCopierVisitor(); } // Call the portfolio loader with the supplied arguments portfolioCopier.copy(portfolioReader, portfolioWriter, portfolioCopierVisitor); // close stuff portfolioReader.close(); portfolioWriter.close(); } private static final Set<String> UNSUPPORTED_SECURITY_TYPES = Sets.newHashSet("CDS_INDEX", "CDS_INDEX_DEFINITION", "CDS", "RAW", "XXX", "MANAGEABLE", "EXTERNAL_SENSITIVITIES_SECURITY", "EXTERNAL_SENSITIVITY_RISK_FACTORS"); // not enough string conversion stuff there for these yet private List<ManageablePosition> loadSomePositions(boolean includeTrades) { List<ManageablePosition> positions = new ArrayList<ManageablePosition>(); SecurityMaster securityMaster = getToolContext().getSecurityMaster(); SecurityMetaDataRequest metaRequest = new SecurityMetaDataRequest(); SecurityMetaDataResult metaData = securityMaster.metaData(metaRequest); for (String securityType : metaData.getSecurityTypes()) { if (UNSUPPORTED_SECURITY_TYPES.contains(securityType)) { continue; } s_logger.info("Processing security type " + securityType); SecuritySearchRequest searchRequest = new SecuritySearchRequest(); searchRequest.setName("*"); searchRequest.setSecurityType(securityType); searchRequest.setPagingRequest(PagingRequest.FIRST_PAGE); SecuritySearchResult search = securityMaster.search(searchRequest); s_logger.info("Search returned " + search.getPaging().getTotalItems() + " securities"); List<ManageableSecurity> securities = search.getSecurities(); int count = 0; for (ManageableSecurity security : securities) { if (security == null) { s_logger.error("null security of type " + securityType); continue; } count++; positions.add(createPosition(security, includeTrades)); if (count == 3) { s_logger.info("Reached count of 3"); break; } } } return positions; } private class MyPortfolioReader implements PortfolioReader { private List<ManageablePosition> _positions; private Iterator<ManageablePosition> _iterator; public MyPortfolioReader(List<ManageablePosition> positions) { _positions = positions; _iterator = _positions.iterator(); } @Override public ObjectsPair<ManageablePosition, ManageableSecurity[]> readNext() { if (!_iterator.hasNext()) { return null; } ManageablePosition position = _iterator.next(); // Write the related security(ies) ManageableSecurityLink sLink = position.getSecurityLink(); Security security = sLink.resolveQuiet(getToolContext().getSecuritySource()); if ((security != null) && (security instanceof ManageableSecurity)) { // Find underlying security // TODO support multiple underlyings; unfortunately the system does not provide a standard way // to retrieve underlyings if (((ManageableSecurity) security).propertyNames().contains("underlyingId")) { ExternalId id = (ExternalId) ((ManageableSecurity) security).property("underlyingId").get(); Security underlying; try { underlying = getToolContext().getSecuritySource().getSingle(id.toBundle()); if (underlying != null) { return new ObjectsPair<ManageablePosition, ManageableSecurity[]>(position, new ManageableSecurity[] { (ManageableSecurity) security, (ManageableSecurity) underlying }); } else { s_logger.warn( "Could not resolve underlying " + id + " for security " + security.getName()); } } catch (Throwable e) { // Underlying not found s_logger.warn( "Error trying to resolve underlying " + id + " for security " + security.getName()); } } return new ObjectsPair<ManageablePosition, ManageableSecurity[]>(position, new ManageableSecurity[] { (ManageableSecurity) security }); } else { s_logger.warn("Could not resolve security relating to position " + position.getName()); return new ObjectsPair<ManageablePosition, ManageableSecurity[]>(null, null); } } @Override public String[] getCurrentPath() { return new String[] {}; } @Override public void close() { } @Override public String getPortfolioName() { return "Example"; } } private ManageablePosition createPosition(ManageableSecurity security, boolean includeTrade) { ManageablePosition position = new ManageablePosition(BigDecimal.ONE, security.getExternalIdBundle()); if (includeTrade) { ManageableTrade trade = new ManageableTrade(BigDecimal.ONE, security.getExternalIdBundle(), LocalDate.now().minusDays(3), OffsetTime.now(), ExternalId.of("Cpty", "GOLDMAN")); position.addTrade(trade); } return position; } private static PortfolioWriter constructPortfolioWriter(String filename, boolean write, boolean includeTrades) { if (write) { // Check that the file name was specified on the command line if (filename == null) { throw new OpenGammaRuntimeException("File name omitted, cannot export to file"); } if (SheetFormat.of(filename) == SheetFormat.ZIP) { return new ZippedPortfolioWriter(filename, includeTrades); } else { throw new OpenGammaRuntimeException("Input filename should end in .ZIP"); } } else { // Create a dummy portfolio writer to pretty-print instead of persisting return new PrettyPrintingPortfolioWriter(true); } } @Override protected Options createOptions(boolean contextProvided) { Options options = super.createOptions(contextProvided); Option filenameOption = new Option(FILE_NAME_OPT, "filename", true, "The path to the file to create and export to (CSV, XLS or ZIP)"); filenameOption.setRequired(true); options.addOption(filenameOption); Option writeOption = new Option(WRITE_OPT, "write", false, "Actually persists the portfolio to the file if specified, otherwise pretty-prints without persisting"); options.addOption(writeOption); Option verboseOption = new Option(VERBOSE_OPT, "verbose", false, "Displays progress messages on the terminal"); options.addOption(verboseOption); Option includeTradesOption = new Option(INCLUDE_TRADES_OPT, "trades", false, "Generate a separate row for each trade instead of one row per position"); options.addOption(includeTradesOption); return options; } /** * Main method to run the tool. */ public static void main(String[] args) { // CSIGNORE new PortfolioZipFormatExamplesGenerator().initAndRun(args, ToolContext.class); System.exit(0); } }