Java tutorial
/** * Copyright (C) 2015 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.strata.calc.marketdata; import java.util.List; import java.util.Map; import java.util.NoSuchElementException; import java.util.Set; import org.joda.beans.Bean; import org.joda.beans.BeanBuilder; import org.joda.beans.BeanDefinition; import org.joda.beans.ImmutableBean; 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.DirectFieldsBeanBuilder; import org.joda.beans.impl.direct.DirectMetaBean; import org.joda.beans.impl.direct.DirectMetaProperty; import org.joda.beans.impl.direct.DirectMetaPropertyMap; import com.google.common.collect.ImmutableSet; import com.opengamma.strata.basics.CalculationTarget; import com.opengamma.strata.basics.ReferenceData; import com.opengamma.strata.basics.currency.Currency; import com.opengamma.strata.calc.CalculationRules; import com.opengamma.strata.calc.Column; import com.opengamma.strata.calc.runner.CalculationTasks; import com.opengamma.strata.data.MarketDataId; import com.opengamma.strata.data.ObservableId; /** * Requirements for market data. * <p> * This class is used as the input to {@link MarketDataFactory}. * It includes the market data identifiers that the application needs. */ @BeanDefinition(builderScope = "private", constructorScope = "package") public final class MarketDataRequirements implements ImmutableBean { /** A set of requirements which specifies that no market data is required. */ private static final MarketDataRequirements EMPTY = MarketDataRequirements.builder().build(); /** Keys identifying the market data values required for the calculations. */ @PropertyDefinition(validate = "notNull", builderType = "Set<? extends ObservableId>") private final ImmutableSet<ObservableId> observables; /** Keys identifying the market data values required for the calculations. */ @PropertyDefinition(validate = "notNull", builderType = "Set<? extends MarketDataId<?>>") private final ImmutableSet<MarketDataId<?>> nonObservables; /** Keys identifying the time series of market data values required for the calculations. */ @PropertyDefinition(validate = "notNull", builderType = "Set<? extends ObservableId>") private final ImmutableSet<ObservableId> timeSeries; /** * The currencies in the calculation results. The market data must include FX rates in the * to allow conversion into the reporting currency. The FX rates must have the output currency as the base * currency and the reporting currency as the counter currency. */ @PropertyDefinition(validate = "notNull") private final ImmutableSet<Currency> outputCurrencies; //------------------------------------------------------------------------- /** * Obtains an instance from a set of targets, columns and rules. * <p> * The targets will typically be trades. * The columns represent the measures to calculate. * * @param calculationRules the rules defining how the calculation is performed * @param targets the targets for which values of the measures will be calculated * @param columns the columns that will be calculated * @param refData the reference data * @return the market data requirements */ public static MarketDataRequirements of(CalculationRules calculationRules, List<? extends CalculationTarget> targets, List<Column> columns, ReferenceData refData) { return CalculationTasks.of(calculationRules, targets, columns).requirements(refData); } /** * Obtains an instance containing a single market data ID. * * @param id the ID of the only market data value required * @return a set of requirements containing a single market data ID */ public static MarketDataRequirements of(MarketDataId<?> id) { return builder().addValues(id).build(); } /** * Obtains an instance specifying that no market data is required. * * @return a set of requirements specifying that no market data is required */ public static MarketDataRequirements empty() { return EMPTY; } /** * Returns an empty mutable builder for building up a set of requirements. * * @return an empty mutable builder for building up a set of requirements */ public static MarketDataRequirementsBuilder builder() { return new MarketDataRequirementsBuilder(); } //------------------------------------------------------------------------- /** * Merges multiple sets of requirements into a single set. * * @param requirements market data requirements * @return a single set of requirements containing all the requirements from the input sets */ public static MarketDataRequirements combine(List<MarketDataRequirements> requirements) { ImmutableSet.Builder<ObservableId> observablesBuilder = ImmutableSet.builder(); ImmutableSet.Builder<MarketDataId<?>> nonObservablesBuilder = ImmutableSet.builder(); ImmutableSet.Builder<ObservableId> timeSeriesBuilder = ImmutableSet.builder(); ImmutableSet.Builder<Currency> outputCurrenciesBuilder = ImmutableSet.builder(); for (MarketDataRequirements req : requirements) { observablesBuilder.addAll(req.observables); nonObservablesBuilder.addAll(req.nonObservables); timeSeriesBuilder.addAll(req.timeSeries); outputCurrenciesBuilder.addAll(req.outputCurrencies); } return new MarketDataRequirements(observablesBuilder.build(), nonObservablesBuilder.build(), timeSeriesBuilder.build(), outputCurrenciesBuilder.build()); } //------------------------- AUTOGENERATED START ------------------------- ///CLOVER:OFF /** * The meta-bean for {@code MarketDataRequirements}. * @return the meta-bean, not null */ public static MarketDataRequirements.Meta meta() { return MarketDataRequirements.Meta.INSTANCE; } static { JodaBeanUtils.registerMetaBean(MarketDataRequirements.Meta.INSTANCE); } /** * Creates an instance. * @param observables the value of the property, not null * @param nonObservables the value of the property, not null * @param timeSeries the value of the property, not null * @param outputCurrencies the value of the property, not null */ MarketDataRequirements(Set<? extends ObservableId> observables, Set<? extends MarketDataId<?>> nonObservables, Set<? extends ObservableId> timeSeries, Set<Currency> outputCurrencies) { JodaBeanUtils.notNull(observables, "observables"); JodaBeanUtils.notNull(nonObservables, "nonObservables"); JodaBeanUtils.notNull(timeSeries, "timeSeries"); JodaBeanUtils.notNull(outputCurrencies, "outputCurrencies"); this.observables = ImmutableSet.copyOf(observables); this.nonObservables = ImmutableSet.copyOf(nonObservables); this.timeSeries = ImmutableSet.copyOf(timeSeries); this.outputCurrencies = ImmutableSet.copyOf(outputCurrencies); } @Override public MarketDataRequirements.Meta metaBean() { return MarketDataRequirements.Meta.INSTANCE; } @Override public <R> Property<R> property(String propertyName) { return metaBean().<R>metaProperty(propertyName).createProperty(this); } @Override public Set<String> propertyNames() { return metaBean().metaPropertyMap().keySet(); } //----------------------------------------------------------------------- /** * Gets keys identifying the market data values required for the calculations. * @return the value of the property, not null */ public ImmutableSet<ObservableId> getObservables() { return observables; } //----------------------------------------------------------------------- /** * Gets keys identifying the market data values required for the calculations. * @return the value of the property, not null */ public ImmutableSet<MarketDataId<?>> getNonObservables() { return nonObservables; } //----------------------------------------------------------------------- /** * Gets keys identifying the time series of market data values required for the calculations. * @return the value of the property, not null */ public ImmutableSet<ObservableId> getTimeSeries() { return timeSeries; } //----------------------------------------------------------------------- /** * Gets the currencies in the calculation results. The market data must include FX rates in the * to allow conversion into the reporting currency. The FX rates must have the output currency as the base * currency and the reporting currency as the counter currency. * @return the value of the property, not null */ public ImmutableSet<Currency> getOutputCurrencies() { return outputCurrencies; } //----------------------------------------------------------------------- @Override public boolean equals(Object obj) { if (obj == this) { return true; } if (obj != null && obj.getClass() == this.getClass()) { MarketDataRequirements other = (MarketDataRequirements) obj; return JodaBeanUtils.equal(observables, other.observables) && JodaBeanUtils.equal(nonObservables, other.nonObservables) && JodaBeanUtils.equal(timeSeries, other.timeSeries) && JodaBeanUtils.equal(outputCurrencies, other.outputCurrencies); } return false; } @Override public int hashCode() { int hash = getClass().hashCode(); hash = hash * 31 + JodaBeanUtils.hashCode(observables); hash = hash * 31 + JodaBeanUtils.hashCode(nonObservables); hash = hash * 31 + JodaBeanUtils.hashCode(timeSeries); hash = hash * 31 + JodaBeanUtils.hashCode(outputCurrencies); return hash; } @Override public String toString() { StringBuilder buf = new StringBuilder(160); buf.append("MarketDataRequirements{"); buf.append("observables").append('=').append(observables).append(',').append(' '); buf.append("nonObservables").append('=').append(nonObservables).append(',').append(' '); buf.append("timeSeries").append('=').append(timeSeries).append(',').append(' '); buf.append("outputCurrencies").append('=').append(JodaBeanUtils.toString(outputCurrencies)); buf.append('}'); return buf.toString(); } //----------------------------------------------------------------------- /** * The meta-bean for {@code MarketDataRequirements}. */ public static final class Meta extends DirectMetaBean { /** * The singleton instance of the meta-bean. */ static final Meta INSTANCE = new Meta(); /** * The meta-property for the {@code observables} property. */ @SuppressWarnings({ "unchecked", "rawtypes" }) private final MetaProperty<ImmutableSet<ObservableId>> observables = DirectMetaProperty.ofImmutable(this, "observables", MarketDataRequirements.class, (Class) ImmutableSet.class); /** * The meta-property for the {@code nonObservables} property. */ @SuppressWarnings({ "unchecked", "rawtypes" }) private final MetaProperty<ImmutableSet<MarketDataId<?>>> nonObservables = DirectMetaProperty .ofImmutable(this, "nonObservables", MarketDataRequirements.class, (Class) ImmutableSet.class); /** * The meta-property for the {@code timeSeries} property. */ @SuppressWarnings({ "unchecked", "rawtypes" }) private final MetaProperty<ImmutableSet<ObservableId>> timeSeries = DirectMetaProperty.ofImmutable(this, "timeSeries", MarketDataRequirements.class, (Class) ImmutableSet.class); /** * The meta-property for the {@code outputCurrencies} property. */ @SuppressWarnings({ "unchecked", "rawtypes" }) private final MetaProperty<ImmutableSet<Currency>> outputCurrencies = DirectMetaProperty.ofImmutable(this, "outputCurrencies", MarketDataRequirements.class, (Class) ImmutableSet.class); /** * The meta-properties. */ private final Map<String, MetaProperty<?>> metaPropertyMap$ = new DirectMetaPropertyMap(this, null, "observables", "nonObservables", "timeSeries", "outputCurrencies"); /** * Restricted constructor. */ private Meta() { } @Override protected MetaProperty<?> metaPropertyGet(String propertyName) { switch (propertyName.hashCode()) { case 121811856: // observables return observables; case 824041091: // nonObservables return nonObservables; case 779431844: // timeSeries return timeSeries; case -1022597040: // outputCurrencies return outputCurrencies; } return super.metaPropertyGet(propertyName); } @Override public BeanBuilder<? extends MarketDataRequirements> builder() { return new MarketDataRequirements.Builder(); } @Override public Class<? extends MarketDataRequirements> beanType() { return MarketDataRequirements.class; } @Override public Map<String, MetaProperty<?>> metaPropertyMap() { return metaPropertyMap$; } //----------------------------------------------------------------------- /** * The meta-property for the {@code observables} property. * @return the meta-property, not null */ public MetaProperty<ImmutableSet<ObservableId>> observables() { return observables; } /** * The meta-property for the {@code nonObservables} property. * @return the meta-property, not null */ public MetaProperty<ImmutableSet<MarketDataId<?>>> nonObservables() { return nonObservables; } /** * The meta-property for the {@code timeSeries} property. * @return the meta-property, not null */ public MetaProperty<ImmutableSet<ObservableId>> timeSeries() { return timeSeries; } /** * The meta-property for the {@code outputCurrencies} property. * @return the meta-property, not null */ public MetaProperty<ImmutableSet<Currency>> outputCurrencies() { return outputCurrencies; } //----------------------------------------------------------------------- @Override protected Object propertyGet(Bean bean, String propertyName, boolean quiet) { switch (propertyName.hashCode()) { case 121811856: // observables return ((MarketDataRequirements) bean).getObservables(); case 824041091: // nonObservables return ((MarketDataRequirements) bean).getNonObservables(); case 779431844: // timeSeries return ((MarketDataRequirements) bean).getTimeSeries(); case -1022597040: // outputCurrencies return ((MarketDataRequirements) bean).getOutputCurrencies(); } return super.propertyGet(bean, propertyName, quiet); } @Override protected void propertySet(Bean bean, String propertyName, Object newValue, boolean quiet) { metaProperty(propertyName); if (quiet) { return; } throw new UnsupportedOperationException("Property cannot be written: " + propertyName); } } //----------------------------------------------------------------------- /** * The bean-builder for {@code MarketDataRequirements}. */ private static final class Builder extends DirectFieldsBeanBuilder<MarketDataRequirements> { private Set<? extends ObservableId> observables = ImmutableSet.of(); private Set<? extends MarketDataId<?>> nonObservables = ImmutableSet.of(); private Set<? extends ObservableId> timeSeries = ImmutableSet.of(); private Set<Currency> outputCurrencies = ImmutableSet.of(); /** * Restricted constructor. */ private Builder() { } //----------------------------------------------------------------------- @Override public Object get(String propertyName) { switch (propertyName.hashCode()) { case 121811856: // observables return observables; case 824041091: // nonObservables return nonObservables; case 779431844: // timeSeries return timeSeries; case -1022597040: // outputCurrencies return outputCurrencies; default: throw new NoSuchElementException("Unknown property: " + propertyName); } } @SuppressWarnings("unchecked") @Override public Builder set(String propertyName, Object newValue) { switch (propertyName.hashCode()) { case 121811856: // observables this.observables = (Set<? extends ObservableId>) newValue; break; case 824041091: // nonObservables this.nonObservables = (Set<? extends MarketDataId<?>>) newValue; break; case 779431844: // timeSeries this.timeSeries = (Set<? extends ObservableId>) newValue; break; case -1022597040: // outputCurrencies this.outputCurrencies = (Set<Currency>) newValue; break; default: throw new NoSuchElementException("Unknown property: " + propertyName); } return this; } @Override public Builder set(MetaProperty<?> property, Object value) { super.set(property, value); return this; } @Override public Builder setString(String propertyName, String value) { setString(meta().metaProperty(propertyName), value); return this; } @Override public Builder setString(MetaProperty<?> property, String value) { super.setString(property, value); return this; } @Override public Builder setAll(Map<String, ? extends Object> propertyValueMap) { super.setAll(propertyValueMap); return this; } @Override public MarketDataRequirements build() { return new MarketDataRequirements(observables, nonObservables, timeSeries, outputCurrencies); } //----------------------------------------------------------------------- @Override public String toString() { StringBuilder buf = new StringBuilder(160); buf.append("MarketDataRequirements.Builder{"); buf.append("observables").append('=').append(JodaBeanUtils.toString(observables)).append(',') .append(' '); buf.append("nonObservables").append('=').append(JodaBeanUtils.toString(nonObservables)).append(',') .append(' '); buf.append("timeSeries").append('=').append(JodaBeanUtils.toString(timeSeries)).append(',').append(' '); buf.append("outputCurrencies").append('=').append(JodaBeanUtils.toString(outputCurrencies)); buf.append('}'); return buf.toString(); } } ///CLOVER:ON //-------------------------- AUTOGENERATED END -------------------------- }