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/*
 * Copyright (C) 2017 - present by OpenGamma Inc. and the OpenGamma group of companies
 *
 * Please see distribution for license.
 */
package com.opengamma.strata.loader.csv;

import java.util.Locale;
import java.util.Map;

import com.google.common.collect.ImmutableList;
import com.google.common.collect.ImmutableMap;
import com.google.common.io.CharSource;
import com.opengamma.strata.collect.array.DoubleArray;
import com.opengamma.strata.collect.io.CharSources;
import com.opengamma.strata.collect.io.CsvFile;
import com.opengamma.strata.collect.io.CsvRow;
import com.opengamma.strata.collect.io.ResourceLocator;
import com.opengamma.strata.collect.io.UnicodeBom;
import com.opengamma.strata.collect.result.ParseFailureException;
import com.opengamma.strata.market.ShiftType;
import com.opengamma.strata.market.curve.CurveName;
import com.opengamma.strata.market.curve.SeasonalityDefinition;

/**
 * Loads a set of seasonality definitions into memory by reading from CSV resources.
 * 

* The CSV file has the following header row:
* {@code Curve Name,Shift Type,Jan-Feb,Feb-Mar,Mar-Apr,Apr-May,May-Jun,Jun-Jul,Jul-Aug,Aug-Sep,Sep-Oct,Oct-Nov,Nov-Dec,Dec-Jan}. * *

    *
  • The 'Curve Name' column is the name of the curve. *
  • The 'Shift Type' column is the type of the shift, "Scaled" (multiplicative) or "Absolute" (additive). *
  • The 'Jan-Feb' and similar columns are the seasonality values month-on-month. *
*

* CSV files sometimes contain a Unicode Byte Order Mark. * Callers are responsible for handling this, such as by using {@link UnicodeBom}. */ public final class SeasonalityDefinitionCsvLoader { // Column headers private static final String CURVE_NAME = "Curve Name"; private static final String SHIFT_TYPE = "Shift Type"; private static final ImmutableList MONTH_PAIRS = ImmutableList.of( "Jan-Feb", "Feb-Mar", "Mar-Apr", "Apr-May", "May-Jun", "Jun-Jul", "Jul-Aug", "Aug-Sep", "Sep-Oct", "Oct-Nov", "Nov-Dec", "Dec-Jan"); //------------------------------------------------------------------------- /** * Loads the seasonality definition CSV file. * * @param resource the seasonality CSV resource * @return the map of seasonality definitions */ public static Map loadSeasonalityDefinitions(ResourceLocator resource) { return parseSeasonalityDefinitions(resource.getCharSource()); } //------------------------------------------------------------------------- /** * Parses the seasonality definition CSV file. * * @param charSource the seasonality CSV character source * @return the map of seasonality definitions */ public static Map parseSeasonalityDefinitions(CharSource charSource) { try { ImmutableMap.Builder builder = ImmutableMap.builder(); CsvFile csv = CsvFile.of(charSource, true); for (CsvRow row : csv.rows()) { String curveNameStr = row.getField(CURVE_NAME); String shiftTypeStr = row.getField(SHIFT_TYPE); DoubleArray values = DoubleArray.of(12, i -> Double.parseDouble(row.getField(MONTH_PAIRS.get(i)))); CurveName curveName = CurveName.of(curveNameStr); ShiftType shiftType = ShiftType.valueOf(shiftTypeStr.toUpperCase(Locale.ENGLISH)); builder.put(curveName, SeasonalityDefinition.of(values, shiftType)); } return builder.build(); } catch (RuntimeException ex) { throw new ParseFailureException( ex, "Error parsing seasonality CSV file '{fileName}': {exceptionMessage}", CharSources.extractFileName(charSource), ex.getMessage()); } } //------------------------------------------------------------------------- // this class only has static methods private SeasonalityDefinitionCsvLoader() { } }





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