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Split CsvInfoResolver to TradeCsvInfoResolver/PositionCsvInfoResolver Allow greater ability to influence the trade that was created Add parsing helper method to strictly filter by type
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132
modules/loader/src/main/java/com/opengamma/strata/loader/csv/PositionCsvInfoResolver.java
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,132 @@ | ||
| /* | ||
| * 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 com.opengamma.strata.basics.ReferenceData; | ||
| import com.opengamma.strata.collect.io.CsvRow; | ||
| import com.opengamma.strata.product.PositionInfoBuilder; | ||
| import com.opengamma.strata.product.SecurityPosition; | ||
| import com.opengamma.strata.product.common.ExchangeId; | ||
| import com.opengamma.strata.product.etd.EtdContractCode; | ||
| import com.opengamma.strata.product.etd.EtdContractSpec; | ||
| import com.opengamma.strata.product.etd.EtdContractSpecId; | ||
| import com.opengamma.strata.product.etd.EtdFuturePosition; | ||
| import com.opengamma.strata.product.etd.EtdIdUtils; | ||
| import com.opengamma.strata.product.etd.EtdOptionPosition; | ||
| import com.opengamma.strata.product.etd.EtdType; | ||
|
|
||
| /** | ||
| * Resolves additional information when parsing position CSV files. | ||
| * <p> | ||
| * Data loaded from a CSV may contain additional information that needs to be captured. | ||
| * This plugin point allows the additional CSV columns to be parsed and captured. | ||
| * It also allows the ETD contract specification to be loaded. | ||
| */ | ||
| public interface PositionCsvInfoResolver { | ||
|
|
||
| /** | ||
| * Obtains an instance that uses the standard set of reference data. | ||
| * | ||
| * @return the loader | ||
| */ | ||
| public static PositionCsvInfoResolver standard() { | ||
| return StandardCsvInfoResolver.of(ReferenceData.standard()); | ||
| } | ||
|
|
||
| /** | ||
| * Obtains an instance that uses the specified set of reference data. | ||
| * | ||
| * @param refData the reference data | ||
| * @return the loader | ||
| */ | ||
| public static PositionCsvInfoResolver of(ReferenceData refData) { | ||
| return StandardCsvInfoResolver.of(refData); | ||
| } | ||
|
|
||
| //------------------------------------------------------------------------- | ||
| /** | ||
| * Gets the reference data being used. | ||
| * | ||
| * @return the reference data | ||
| */ | ||
| public abstract ReferenceData getReferenceData(); | ||
|
|
||
| /** | ||
| * Parses attributes into {@code PositionInfo}. | ||
| * <p> | ||
| * If it is available, the position ID will have been set before this method is called. | ||
| * It may be altered if necessary, although this is not recommended. | ||
| * | ||
| * @param row the CSV row to parse | ||
| * @param builder the builder to update | ||
| */ | ||
| public default void parsePositionInfo(CsvRow row, PositionInfoBuilder builder) { | ||
| // do nothing | ||
| } | ||
|
|
||
| /** | ||
| * Completes the position, potentially parsing additional columns. | ||
| * <p> | ||
| * This is called after the position has been parsed and after | ||
| * {@link #parsePositionInfo(CsvRow, PositionInfoBuilder)}. | ||
| * | ||
| * @param row the CSV row to parse | ||
| * @param position the parsed position | ||
| * @param spec the contract specification | ||
| * @return the updated position | ||
| */ | ||
| public default EtdFuturePosition completePosition(CsvRow row, EtdFuturePosition position, EtdContractSpec spec) { | ||
| // do nothing | ||
| return position; | ||
| } | ||
|
|
||
| /** | ||
| * Completes the position, potentially parsing additional columns. | ||
| * <p> | ||
| * This is called after the position has been parsed and after | ||
| * {@link #parsePositionInfo(CsvRow, PositionInfoBuilder)}. | ||
| * | ||
| * @param row the CSV row to parse | ||
| * @param position the parsed position | ||
| * @param spec the contract specification | ||
| * @return the updated position | ||
| */ | ||
| public default EtdOptionPosition completePosition(CsvRow row, EtdOptionPosition position, EtdContractSpec spec) { | ||
| // do nothing | ||
| return position; | ||
| } | ||
|
|
||
| /** | ||
| * Completes the position, potentially parsing additional columns. | ||
| * <p> | ||
| * This is called after the position has been parsed and after | ||
| * {@link #parsePositionInfo(CsvRow, PositionInfoBuilder)}. | ||
| * | ||
| * @param row the CSV row to parse | ||
| * @param position the parsed position | ||
| * @return the updated position | ||
| */ | ||
| public default SecurityPosition completePosition(CsvRow row, SecurityPosition position) { | ||
| // do nothing | ||
| return position; | ||
| } | ||
|
|
||
| /** | ||
| * Parses the contract specification from the row. | ||
| * | ||
| * @param row the CSV row to parse | ||
| * @param type the ETD type | ||
| * @return the loaded positions, position-level errors are captured in the result | ||
| */ | ||
| public default EtdContractSpec parseEtdContractSpec(CsvRow row, EtdType type) { | ||
| ExchangeId exchangeId = ExchangeId.of(row.getValue(StandardCsvInfoResolver.EXCHANGE_FIELD)); | ||
| EtdContractCode contractCode = EtdContractCode.of(row.getValue(StandardCsvInfoResolver.CONTRACT_CODE_FIELD)); | ||
| EtdContractSpecId specId = EtdIdUtils.contractSpecId(type, exchangeId, contractCode); | ||
| return getReferenceData().findValue(specId).orElseThrow( | ||
| () -> new IllegalArgumentException("ETD contract specification not found in reference data: " + specId)); | ||
| } | ||
|
|
||
| } |
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