com.opengamma.strata.calc.Results Maven / Gradle / Ivy
/*
* Copyright (C) 2015 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.strata.calc;
import java.util.List;
import java.util.Map;
import java.util.NoSuchElementException;
import java.util.Spliterator;
import java.util.function.Consumer;
import java.util.stream.Stream;
import java.util.stream.StreamSupport;
import org.joda.beans.Bean;
import org.joda.beans.BeanBuilder;
import org.joda.beans.ImmutableBean;
import org.joda.beans.JodaBeanUtils;
import org.joda.beans.MetaBean;
import org.joda.beans.MetaProperty;
import org.joda.beans.gen.BeanDefinition;
import org.joda.beans.gen.ImmutableConstructor;
import org.joda.beans.gen.PropertyDefinition;
import org.joda.beans.impl.direct.DirectMetaBean;
import org.joda.beans.impl.direct.DirectMetaProperty;
import org.joda.beans.impl.direct.DirectMetaPropertyMap;
import org.joda.beans.impl.direct.DirectPrivateBeanBuilder;
import com.google.common.collect.ImmutableList;
import com.opengamma.strata.collect.Guavate;
import com.opengamma.strata.collect.Messages;
import com.opengamma.strata.collect.result.Result;
import com.opengamma.strata.data.scenario.ScenarioArray;
/**
* Calculation results of performing calculations for a set of targets and columns.
*
* This defines a grid of results where the grid contains a row for each target and a column for each measure.
* Each result may be a single value or a multi-scenario value.
* A multi-scenario value will implement {@link ScenarioArray} unless it has been aggregated.
*/
@BeanDefinition(builderScope = "private")
public final class Results implements ImmutableBean {
/**
* The column headers.
*
* Each column in the results is defined by a header consisting of the name and measure.
* The size of this list defines the number of columns, which is needed to interpret the list of cells.
*/
@PropertyDefinition(validate = "notNull")
private final ImmutableList columns;
/**
* The grid of results, stored as a flat list.
*
* This list contains the calculated result for each cell in the grid.
* The cells are grouped by target, then column.
* Thus, the index of a given cell is {@code (targetRowIndex * columnCount) + columnIndex}.
*
* For example, given a set of results with two targets, t1 and t2,
* and three columns c1, c2, and c3, the results will be:
*
* [t1c1, t1c2, t1c3, t2c1, t2c2, t2c3]
*
*/
@PropertyDefinition(validate = "notNull", builderType = "List>")
private final ImmutableList> cells;
/**
* The number of rows.
*/
private final transient int rowCount; // derived, not a property
/**
* The number of columns.
*/
private final transient int columnCount; // derived, not a property
//-------------------------------------------------------------------------
/**
* Obtains an instance containing the results of the calculation for each cell.
*
* The number of cells must be exactly divisible by the number of columns.
*
* @param columns the names of each column
* @param cells the calculated results, one for each cell
* @return a set of results for the calculations
*/
public static Results of(List columns, List> cells) {
return new Results(columns, cells);
}
@ImmutableConstructor
private Results(List columns, List> cells) {
JodaBeanUtils.notNull(columns, "columns");
JodaBeanUtils.notNull(cells, "cells");
this.columns = ImmutableList.copyOf(columns);
this.cells = ImmutableList.copyOf(cells);
this.columnCount = columns.size();
this.rowCount = (columnCount == 0 ? 0 : cells.size() / columnCount);
if (rowCount * columnCount != cells.size()) {
throw new IllegalArgumentException(
Messages.format(
"The number of cells ({}) must equal the number of rows ({}) multiplied by the number of columns ({})",
this.cells.size(),
this.rowCount,
this.columnCount));
}
}
// ensure standard constructor is invoked
private Object readResolve() {
return new Results(columns, cells);
}
//-------------------------------------------------------------------------
/**
* Gets the number of rows in the results.
*
* The number of rows equals the number of targets input to the calculation.
*
* @return the number of rows
*/
public int getRowCount() {
return rowCount;
}
/**
* Gets the number of columns in the results.
*
* @return the number of columns
*/
public int getColumnCount() {
return columnCount;
}
//-------------------------------------------------------------------------
/**
* Returns the results for a target and column index.
*
* The result may be a single value or a multi-scenario value.
* A multi-scenario value will implement {@link ScenarioArray} unless it has been aggregated.
*
* If the calculation did not complete successfully, a failure result will be returned
* explaining the problem. Callers must check whether the result is a success or failure
* before examining the result value.
*
* @param rowIndex the index of the row containing the results for a target
* @param columnIndex the index of the column
* @return the result for the specified row and column for a set of scenarios
* @throws IllegalArgumentException if the row or column index is invalid
*/
public Result get(int rowIndex, int columnIndex) {
if (rowIndex < 0 || rowIndex >= rowCount) {
throw new IllegalArgumentException(invalidRowIndexMessage(rowIndex));
}
if (columnIndex < 0 || columnIndex >= columnCount) {
throw new IllegalArgumentException(invalidColumnIndexMessage(columnIndex));
}
return get0(rowIndex, columnIndex);
}
// trusted low level method to get the cell
private Result get0(int rowIndex, int columnIndex) {
int index = (rowIndex * columnCount) + columnIndex;
return cells.get(index);
}
private String invalidRowIndexMessage(int rowIndex) {
return Messages.format(
"Row index must be greater than or equal to zero and less than the row count ({}), but it was {}",
rowCount,
rowIndex);
}
private String invalidColumnIndexMessage(int columnIndex) {
return Messages.format(
"Column index must be greater than or equal to zero and less than the column count ({}), but it was {}",
columnCount,
columnIndex);
}
/**
* Returns the results for a target and column index, casting the result to a known type.
*
* The result may be a single value or a multi-scenario value.
* A multi-scenario value will implement {@link ScenarioArray} unless it has been aggregated.
*
* If the calculation did not complete successfully, a failure result will be returned
* explaining the problem. Callers must check whether the result is a success or failure
* before examining the result value.
*
* @param the result type
* @param rowIndex the index of the row containing the results for a target
* @param columnIndex the index of the column
* @param type the result type
* @return the result for the specified row and column for a set of scenarios, cast to the specified type
* @throws IllegalArgumentException if the row or column index is invalid
* @throws ClassCastException if the result is not of the specified type
*/
public Result get(int rowIndex, int columnIndex, Class type) {
return cast(get(rowIndex, columnIndex), type);
}
/**
* Returns the results for a target and column name.
*
* The result may be a single value or a multi-scenario value.
* A multi-scenario value will implement {@link ScenarioArray} unless it has been aggregated.
*
* If the calculation did not complete successfully, a failure result will be returned
* explaining the problem. Callers must check whether the result is a success or failure
* before examining the result value.
*
* @param rowIndex the index of the row containing the results for a target
* @param columnName the name of the column
* @return the result for the specified row and column for a set of scenarios
* @throws IllegalArgumentException if the row index or column name is invalid
*/
public Result get(int rowIndex, ColumnName columnName) {
return get(rowIndex, columnIndexByName(columnName));
}
/**
* Gets the column index by name.
*
* @param columnName the column name
* @return the column index
* @throws IllegalArgumentException if the column name is invalid
*/
public int columnIndexByName(ColumnName columnName) {
for (int i = 0; i < columns.size(); i++) {
if (columns.get(i).getName().equals(columnName)) {
return i;
}
}
throw new IllegalArgumentException(invalidColumnNameMessage(columnName));
}
private String invalidColumnNameMessage(ColumnName columnName) {
return Messages.format("Column name not found: {}", columnName);
}
/**
* Returns the results for a target and column name, casting the result to a known type.
*
* The result may be a single value or a multi-scenario value.
* A multi-scenario value will implement {@link ScenarioArray} unless it has been aggregated.
*
* If the calculation did not complete successfully, a failure result will be returned
* explaining the problem. Callers must check whether the result is a success or failure
* before examining the result value.
*
* @param the result type
* @param rowIndex the index of the row containing the results for a target
* @param columnName the name of the column
* @param type the result type
* @return the result for the specified row and column for a set of scenarios, cast to the specified type
* @throws IllegalArgumentException if the row index or column name is invalid
* @throws ClassCastException if the result is not of the specified type
*/
public Result get(int rowIndex, ColumnName columnName, Class type) {
return cast(get(rowIndex, columnName), type);
}
//-------------------------------------------------------------------------
/**
* Returns multi-scenario results for a target and column index, casting the result to a known type.
*
* The result is a multi-scenario {@link ScenarioArray}.
* Typed subclasses of {@code ScenarioArray} can also be obtained using {@link #get(int, int, Class)}.
*
* If the calculation did not complete successfully, a failure result will be returned
* explaining the problem. Callers must check whether the result is a success or failure
* before examining the result value.
*
* @param the type parameter of {@code ScenarioArray}
* @param rowIndex the index of the row containing the results for a target
* @param columnIndex the index of the column
* @param componentType the type parameter of {@code ScenarioArray}
* @return the result for the specified row and column for a set of scenarios, cast to the specified type
* @throws IllegalArgumentException if the row or column index is invalid
* @throws ClassCastException if the result is not of the specified type
*/
public Result> getScenarios(int rowIndex, int columnIndex, Class componentType) {
return castScenario(get(rowIndex, columnIndex), componentType);
}
/**
* Returns multi-scenario results for a target and column name, casting the result to a known type.
*
* The result is a multi-scenario {@link ScenarioArray}.
* Typed subclasses of {@code ScenarioArray} can also be obtained using {@link #get(int, ColumnName, Class)}.
*
* If the calculation did not complete successfully, a failure result will be returned
* explaining the problem. Callers must check whether the result is a success or failure
* before examining the result value.
*
* @param the type parameter of {@code ScenarioArray}
* @param rowIndex the index of the row containing the results for a target
* @param columnName the name of the column
* @param componentType the type parameter of {@code ScenarioArray}
* @return the result for the specified row and column for a set of scenarios, cast to the specified type
* @throws IllegalArgumentException if the row or column index is invalid
* @throws ClassCastException if the result is not of the specified type
*/
public Result> getScenarios(int rowIndex, ColumnName columnName, Class componentType) {
return castScenario(get(rowIndex, columnName), componentType);
}
//-------------------------------------------------------------------------
/**
* Returns a stream of results for a single column by column index.
*
* The result may be a single value or a multi-scenario value.
* A multi-scenario value will implement {@link ScenarioArray} unless it has been aggregated.
*
* If the calculation did not complete successfully, a failure result will be returned
* explaining the problem. Callers must check whether the result is a success or failure
* before examining the result value.
*
* Large streams can be processed in parallel via {@link Stream#parallel()}.
* See {@link Guavate#zipWithIndex(Stream)} if the row index is required.
*
* @param the result type
* @param columnIndex the index of the column
* @return the stream of results for the specified column
* @throws IllegalArgumentException if the column index is invalid
*/
public Stream> columnResults(int columnIndex) {
if (columnIndex < 0 || columnIndex >= columnCount) {
throw new IllegalArgumentException(invalidColumnIndexMessage(columnIndex));
}
Spliterator> spliterator = new ResultSpliterator(this, columnIndex, 0, rowCount);
return StreamSupport.stream(spliterator, false);
}
/**
* Returns a stream of results for a single column by column index.
*
* The result may be a single value or a multi-scenario value.
* A multi-scenario value will implement {@link ScenarioArray} unless it has been aggregated.
*
* If the calculation did not complete successfully, a failure result will be returned
* explaining the problem. Callers must check whether the result is a success or failure
* before examining the result value.
*
* Large streams can be processed in parallel via {@link Stream#parallel()}.
* See {@link Guavate#zipWithIndex(Stream)} if the row index is required.
* The stream will throw {@code ClassCastException} if the result is not of the specified type.
*
* @param the result type
* @param columnIndex the index of the column
* @param type the result type
* @return the stream of results for the specified column, cast to the specified type
* @throws IllegalArgumentException if the column index is invalid
*/
public Stream> columnResults(int columnIndex, Class type) {
return columnResults(columnIndex).map(result -> cast(result, type));
}
/**
* Returns a stream of multi-scenario results for a single column by column index.
*
* The result is a multi-scenario {@link ScenarioArray}.
* Typed subclasses of {@code ScenarioArray} can also be obtained using {@link #columnResults}.
*
* If the calculation did not complete successfully, a failure result will be returned
* explaining the problem. Callers must check whether the result is a success or failure
* before examining the result value.
*
* Large streams can be processed in parallel via {@link Stream#parallel()}.
* See {@link Guavate#zipWithIndex(Stream)} if the row index is required.
* The stream will throw {@code ClassCastException} if the result is not of the specified type.
*
* @param the type parameter of {@code ScenarioArray}
* @param columnIndex the index of the column
* @param componentType the type parameter of {@code ScenarioArray}
* @return the stream of results for the specified column, cast to the specified type
* @throws IllegalArgumentException if the column index is invalid
*/
public Stream>> columnResultsScenarios(int columnIndex, Class componentType) {
return columnResults(columnIndex).map(result -> castScenario(result, componentType));
}
// efficient spliterator for larger result sets
private static class ResultSpliterator implements Spliterator> {
private final Results results;
private final int columnIndex;
private final int endRowExclusive;
private int currentRow;
private ResultSpliterator(Results results, int columnIndex, int startRow, int endRowExclusive) {
this.results = results;
this.columnIndex = columnIndex;
this.endRowExclusive = endRowExclusive;
this.currentRow = startRow;
}
@Override
public void forEachRemaining(Consumer> action) {
while (currentRow < endRowExclusive) {
action.accept(results.get0(currentRow, columnIndex));
currentRow++;
}
}
@Override
public boolean tryAdvance(Consumer> action) {
if (currentRow < endRowExclusive) {
action.accept(results.get0(currentRow, columnIndex));
currentRow++;
return true;
} else {
return false;
}
}
@Override
public Spliterator> trySplit() {
// split in two
int lo = currentRow;
int mid = (lo + endRowExclusive) / 2;
if (lo >= mid) {
// no split possible
return null;
}
// this spliterator now represents the second half
currentRow = mid;
// the returned spliterator represents the first half
return new ResultSpliterator(results, columnIndex, lo, mid);
}
@Override
public long estimateSize() {
return endRowExclusive - currentRow;
}
@Override
public long getExactSizeIfKnown() {
return estimateSize();
}
@Override
public int characteristics() {
return IMMUTABLE | NONNULL | ORDERED | SIZED | SUBSIZED;
}
}
//-------------------------------------------------------------------------
// casts the result, ensuring the type is the expected one
@SuppressWarnings("unchecked")
private static Result cast(Result result, Class type) {
// cannot use result.map() as we want the exception to be thrown
if (result.isFailure() || type.isInstance(result.getValue())) {
return (Result) result;
}
throw new ClassCastException(Messages.format(
"Result queried with type '{}' but was '{}'", type.getName(), result.getValue().getClass().getName()));
}
// casts the result, ensuring the type is a ScenarioArray and the first element is of the expected type
// choosing to do only the first element is done to avoid the performance hit from checking large scenarios
@SuppressWarnings("unchecked")
private static Result> castScenario(Result result, Class componentType) {
if (result.isFailure()) {
return (Result>) result;
}
if (ScenarioArray.class.isInstance(result.getValue())) {
ScenarioArray array = (ScenarioArray) result.getValue();
if (array.getScenarioCount() > 0 && !componentType.isInstance(array.get(0))) {
throw new ClassCastException(Messages.format(
"Result queried with component type '{}' but was '{}'",
componentType.getName(),
array.get(0).getClass().getName()));
}
return (Result>) result;
}
throw new ClassCastException(Messages.format(
"Result queried with type 'ScenarioArray' but was '{}'", result.getValue().getClass().getName()));
}
//------------------------- AUTOGENERATED START -------------------------
/**
* The meta-bean for {@code Results}.
* @return the meta-bean, not null
*/
public static Results.Meta meta() {
return Results.Meta.INSTANCE;
}
static {
MetaBean.register(Results.Meta.INSTANCE);
}
@Override
public Results.Meta metaBean() {
return Results.Meta.INSTANCE;
}
//-----------------------------------------------------------------------
/**
* Gets the column headers.
*
* Each column in the results is defined by a header consisting of the name and measure.
* The size of this list defines the number of columns, which is needed to interpret the list of cells.
* @return the value of the property, not null
*/
public ImmutableList getColumns() {
return columns;
}
//-----------------------------------------------------------------------
/**
* Gets the grid of results, stored as a flat list.
*
* This list contains the calculated result for each cell in the grid.
* The cells are grouped by target, then column.
* Thus, the index of a given cell is {@code (targetRowIndex * columnCount) + columnIndex}.
*
* For example, given a set of results with two targets, t1 and t2,
* and three columns c1, c2, and c3, the results will be:
*
* [t1c1, t1c2, t1c3, t2c1, t2c2, t2c3]
*
* @return the value of the property, not null
*/
public ImmutableList> getCells() {
return cells;
}
//-----------------------------------------------------------------------
@Override
public boolean equals(Object obj) {
if (obj == this) {
return true;
}
if (obj != null && obj.getClass() == this.getClass()) {
Results other = (Results) obj;
return JodaBeanUtils.equal(columns, other.columns) &&
JodaBeanUtils.equal(cells, other.cells);
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(columns);
hash = hash * 31 + JodaBeanUtils.hashCode(cells);
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(96);
buf.append("Results{");
buf.append("columns").append('=').append(JodaBeanUtils.toString(columns)).append(',').append(' ');
buf.append("cells").append('=').append(JodaBeanUtils.toString(cells));
buf.append('}');
return buf.toString();
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code Results}.
*/
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 columns} property.
*/
@SuppressWarnings({"unchecked", "rawtypes" })
private final MetaProperty> columns = DirectMetaProperty.ofImmutable(
this, "columns", Results.class, (Class) ImmutableList.class);
/**
* The meta-property for the {@code cells} property.
*/
@SuppressWarnings({"unchecked", "rawtypes" })
private final MetaProperty>> cells = DirectMetaProperty.ofImmutable(
this, "cells", Results.class, (Class) ImmutableList.class);
/**
* The meta-properties.
*/
private final Map> metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"columns",
"cells");
/**
* Restricted constructor.
*/
private Meta() {
}
@Override
protected MetaProperty metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case 949721053: // columns
return columns;
case 94544721: // cells
return cells;
}
return super.metaPropertyGet(propertyName);
}
@Override
public BeanBuilder builder() {
return new Results.Builder();
}
@Override
public Class beanType() {
return Results.class;
}
@Override
public Map> metaPropertyMap() {
return metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code columns} property.
* @return the meta-property, not null
*/
public MetaProperty> columns() {
return columns;
}
/**
* The meta-property for the {@code cells} property.
* @return the meta-property, not null
*/
public MetaProperty>> cells() {
return cells;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case 949721053: // columns
return ((Results) bean).getColumns();
case 94544721: // cells
return ((Results) bean).getCells();
}
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 Results}.
*/
private static final class Builder extends DirectPrivateBeanBuilder {
private List columns = ImmutableList.of();
private List> cells = ImmutableList.of();
/**
* Restricted constructor.
*/
private Builder() {
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case 949721053: // columns
return columns;
case 94544721: // cells
return cells;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
}
@SuppressWarnings("unchecked")
@Override
public Builder set(String propertyName, Object newValue) {
switch (propertyName.hashCode()) {
case 949721053: // columns
this.columns = (List) newValue;
break;
case 94544721: // cells
this.cells = (List>) newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return this;
}
@Override
public Results build() {
return new Results(
columns,
cells);
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(96);
buf.append("Results.Builder{");
buf.append("columns").append('=').append(JodaBeanUtils.toString(columns)).append(',').append(' ');
buf.append("cells").append('=').append(JodaBeanUtils.toString(cells));
buf.append('}');
return buf.toString();
}
}
//-------------------------- AUTOGENERATED END --------------------------
}