com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData Maven / Gradle / Ivy
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/*
* 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.time.LocalDate;
import java.util.Map;
import java.util.NoSuchElementException;
import java.util.Optional;
import java.util.Set;
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.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.ImmutableMap;
import com.opengamma.strata.basics.currency.FxRate;
import com.opengamma.strata.collect.Messages;
import com.opengamma.strata.collect.result.Failure;
import com.opengamma.strata.collect.result.FailureException;
import com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries;
import com.opengamma.strata.data.FxRateId;
import com.opengamma.strata.data.MarketDataId;
import com.opengamma.strata.data.MarketDataName;
import com.opengamma.strata.data.MarketDataNotFoundException;
import com.opengamma.strata.data.ObservableId;
import com.opengamma.strata.data.scenario.ImmutableScenarioMarketData;
import com.opengamma.strata.data.scenario.MarketDataBox;
import com.opengamma.strata.data.scenario.ScenarioMarketData;
/**
* Market data that has been built.
*
* The {@link MarketDataFactory} can be used to build market data from external
* sources and by calibration. This implementation of {@link ScenarioMarketData}
* provides the result, and includes all the market data, such as quotes and curves.
*
* This implementation differs from {@link ImmutableScenarioMarketData} because it
* stores the failures that occurred during the build process.
* These errors are exposed to users when data is queried.
*/
@BeanDefinition(builderScope = "private", constructorScope = "package")
public final class BuiltScenarioMarketData
implements ScenarioMarketData, ImmutableBean {
/** An instance containing no market data. */
private static final BuiltScenarioMarketData EMPTY = new BuiltScenarioMarketData(
ImmutableScenarioMarketData.empty(), ImmutableMap.of(), ImmutableMap.of());
/**
* The underlying market data.
*/
@PropertyDefinition(validate = "notNull")
private final ImmutableScenarioMarketData underlying;
/**
* The failures when building single market data values.
*/
@PropertyDefinition(validate = "notNull", builderType = "Map, Failure>")
private final ImmutableMap, Failure> valueFailures;
/**
* The failures that occurred when building time series of market data values.
*/
@PropertyDefinition(validate = "notNull", builderType = "Map, Failure>")
private final ImmutableMap, Failure> timeSeriesFailures;
//-------------------------------------------------------------------------
/**
* Creates a mutable builder that can be used to create an instance of the market data.
*
* @param valuationDate the valuation date associated with the market data
* @return the mutable builder
*/
static BuiltScenarioMarketDataBuilder builder(LocalDate valuationDate) {
return new BuiltScenarioMarketDataBuilder(valuationDate);
}
/**
* Creates a mutable builder that can be used to create an instance of the market data.
*
* @param valuationDate the valuation dates associated with the market data, one for each scenario
* @return the mutable builder
*/
static BuiltScenarioMarketDataBuilder builder(MarketDataBox valuationDate) {
return new BuiltScenarioMarketDataBuilder(valuationDate);
}
/**
* Returns an empty set of market data.
*
* @return an empty set of market data
*/
static BuiltScenarioMarketData empty() {
return EMPTY;
}
//-------------------------------------------------------------------------
@Override
public MarketDataBox getValuationDate() {
return underlying.getValuationDate();
}
@Override
public int getScenarioCount() {
return underlying.getScenarioCount();
}
@Override
public boolean containsValue(MarketDataId id) {
return underlying.containsValue(id);
}
@SuppressWarnings("unchecked")
@Override
public MarketDataBox getValue(MarketDataId id) {
// this code exists to ensure that the error messages from market data building
// are exposed to users when the failures are not checked
// a special case for FX rates containing the same currency twice
if (id instanceof FxRateId && ((FxRateId) id).getPair().isIdentity()) {
FxRateId fxRateId = (FxRateId) id;
FxRate identityRate = FxRate.of(fxRateId.getPair(), 1);
return MarketDataBox.ofSingleValue((T) identityRate);
}
// find the data and check it against the failures
Optional> opt = underlying.findValue(id);
if (!opt.isPresent()) {
Failure failure = valueFailures.get(id);
if (failure != null) {
throw new FailureException(failure);
}
throw new MarketDataNotFoundException(Messages.format(
"Market data not found for identifier '{}' of type '{}'", id, id.getClass().getSimpleName()));
}
return opt.get();
}
@Override
public Optional> findValue(MarketDataId id) {
return underlying.findValue(id);
}
@Override
public Set> getIds() {
return underlying.getIds();
}
@Override
public Set> findIds(MarketDataName name) {
return underlying.findIds(name);
}
@Override
public Set getTimeSeriesIds() {
return underlying.getTimeSeriesIds();
}
@Override
public LocalDateDoubleTimeSeries getTimeSeries(ObservableId id) {
return underlying.getTimeSeries(id);
}
//------------------------- AUTOGENERATED START -------------------------
/**
* The meta-bean for {@code BuiltScenarioMarketData}.
* @return the meta-bean, not null
*/
public static BuiltScenarioMarketData.Meta meta() {
return BuiltScenarioMarketData.Meta.INSTANCE;
}
static {
MetaBean.register(BuiltScenarioMarketData.Meta.INSTANCE);
}
/**
* Creates an instance.
* @param underlying the value of the property, not null
* @param valueFailures the value of the property, not null
* @param timeSeriesFailures the value of the property, not null
*/
BuiltScenarioMarketData(
ImmutableScenarioMarketData underlying,
Map, Failure> valueFailures,
Map, Failure> timeSeriesFailures) {
JodaBeanUtils.notNull(underlying, "underlying");
JodaBeanUtils.notNull(valueFailures, "valueFailures");
JodaBeanUtils.notNull(timeSeriesFailures, "timeSeriesFailures");
this.underlying = underlying;
this.valueFailures = ImmutableMap.copyOf(valueFailures);
this.timeSeriesFailures = ImmutableMap.copyOf(timeSeriesFailures);
}
@Override
public BuiltScenarioMarketData.Meta metaBean() {
return BuiltScenarioMarketData.Meta.INSTANCE;
}
//-----------------------------------------------------------------------
/**
* Gets the underlying market data.
* @return the value of the property, not null
*/
public ImmutableScenarioMarketData getUnderlying() {
return underlying;
}
//-----------------------------------------------------------------------
/**
* Gets the failures when building single market data values.
* @return the value of the property, not null
*/
public ImmutableMap, Failure> getValueFailures() {
return valueFailures;
}
//-----------------------------------------------------------------------
/**
* Gets the failures that occurred when building time series of market data values.
* @return the value of the property, not null
*/
public ImmutableMap, Failure> getTimeSeriesFailures() {
return timeSeriesFailures;
}
//-----------------------------------------------------------------------
@Override
public boolean equals(Object obj) {
if (obj == this) {
return true;
}
if (obj != null && obj.getClass() == this.getClass()) {
BuiltScenarioMarketData other = (BuiltScenarioMarketData) obj;
return JodaBeanUtils.equal(underlying, other.underlying) &&
JodaBeanUtils.equal(valueFailures, other.valueFailures) &&
JodaBeanUtils.equal(timeSeriesFailures, other.timeSeriesFailures);
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(underlying);
hash = hash * 31 + JodaBeanUtils.hashCode(valueFailures);
hash = hash * 31 + JodaBeanUtils.hashCode(timeSeriesFailures);
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(128);
buf.append("BuiltScenarioMarketData{");
buf.append("underlying").append('=').append(JodaBeanUtils.toString(underlying)).append(',').append(' ');
buf.append("valueFailures").append('=').append(JodaBeanUtils.toString(valueFailures)).append(',').append(' ');
buf.append("timeSeriesFailures").append('=').append(JodaBeanUtils.toString(timeSeriesFailures));
buf.append('}');
return buf.toString();
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code BuiltScenarioMarketData}.
*/
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 underlying} property.
*/
private final MetaProperty underlying = DirectMetaProperty.ofImmutable(
this, "underlying", BuiltScenarioMarketData.class, ImmutableScenarioMarketData.class);
/**
* The meta-property for the {@code valueFailures} property.
*/
@SuppressWarnings({"unchecked", "rawtypes" })
private final MetaProperty, Failure>> valueFailures = DirectMetaProperty.ofImmutable(
this, "valueFailures", BuiltScenarioMarketData.class, (Class) ImmutableMap.class);
/**
* The meta-property for the {@code timeSeriesFailures} property.
*/
@SuppressWarnings({"unchecked", "rawtypes" })
private final MetaProperty, Failure>> timeSeriesFailures = DirectMetaProperty.ofImmutable(
this, "timeSeriesFailures", BuiltScenarioMarketData.class, (Class) ImmutableMap.class);
/**
* The meta-properties.
*/
private final Map> metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"underlying",
"valueFailures",
"timeSeriesFailures");
/**
* Restricted constructor.
*/
private Meta() {
}
@Override
protected MetaProperty metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case -1770633379: // underlying
return underlying;
case -68881222: // valueFailures
return valueFailures;
case -1580093459: // timeSeriesFailures
return timeSeriesFailures;
}
return super.metaPropertyGet(propertyName);
}
@Override
public BeanBuilder builder() {
return new BuiltScenarioMarketData.Builder();
}
@Override
public Class beanType() {
return BuiltScenarioMarketData.class;
}
@Override
public Map> metaPropertyMap() {
return metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code underlying} property.
* @return the meta-property, not null
*/
public MetaProperty underlying() {
return underlying;
}
/**
* The meta-property for the {@code valueFailures} property.
* @return the meta-property, not null
*/
public MetaProperty, Failure>> valueFailures() {
return valueFailures;
}
/**
* The meta-property for the {@code timeSeriesFailures} property.
* @return the meta-property, not null
*/
public MetaProperty, Failure>> timeSeriesFailures() {
return timeSeriesFailures;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case -1770633379: // underlying
return ((BuiltScenarioMarketData) bean).getUnderlying();
case -68881222: // valueFailures
return ((BuiltScenarioMarketData) bean).getValueFailures();
case -1580093459: // timeSeriesFailures
return ((BuiltScenarioMarketData) bean).getTimeSeriesFailures();
}
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 BuiltScenarioMarketData}.
*/
private static final class Builder extends DirectPrivateBeanBuilder {
private ImmutableScenarioMarketData underlying;
private Map, Failure> valueFailures = ImmutableMap.of();
private Map, Failure> timeSeriesFailures = ImmutableMap.of();
/**
* Restricted constructor.
*/
private Builder() {
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case -1770633379: // underlying
return underlying;
case -68881222: // valueFailures
return valueFailures;
case -1580093459: // timeSeriesFailures
return timeSeriesFailures;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
}
@SuppressWarnings("unchecked")
@Override
public Builder set(String propertyName, Object newValue) {
switch (propertyName.hashCode()) {
case -1770633379: // underlying
this.underlying = (ImmutableScenarioMarketData) newValue;
break;
case -68881222: // valueFailures
this.valueFailures = (Map, Failure>) newValue;
break;
case -1580093459: // timeSeriesFailures
this.timeSeriesFailures = (Map, Failure>) newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return this;
}
@Override
public BuiltScenarioMarketData build() {
return new BuiltScenarioMarketData(
underlying,
valueFailures,
timeSeriesFailures);
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(128);
buf.append("BuiltScenarioMarketData.Builder{");
buf.append("underlying").append('=').append(JodaBeanUtils.toString(underlying)).append(',').append(' ');
buf.append("valueFailures").append('=').append(JodaBeanUtils.toString(valueFailures)).append(',').append(' ');
buf.append("timeSeriesFailures").append('=').append(JodaBeanUtils.toString(timeSeriesFailures));
buf.append('}');
return buf.toString();
}
}
//-------------------------- AUTOGENERATED END --------------------------
}