// parse a single file
private void parse(CharSource charSource, ListMultimap <string, CurveSensitivities> parsed, IList <FailureItem> failures)
{
try
{
using (CsvIterator csv = CsvIterator.of(charSource, true))
{
if (!csv.containsHeader(TENOR_HEADER) && !csv.containsHeader(DATE_HEADER))
{
failures.Add(FailureItem.of(FailureReason.PARSING, "CSV file could not be parsed as sensitivities, invalid format"));
}
else if (csv.containsHeader(REFERENCE_HEADER) && csv.containsHeader(TYPE_HEADER) && csv.containsHeader(VALUE_HEADER))
{
parseStandardFormat(csv, parsed, failures);
}
else if (csv.containsHeader(REFERENCE_HEADER))
{
parseListFormat(csv, parsed, failures);
}
else
{
parseGridFormat(csv, parsed, failures);
}
}
}
catch (Exception ex)
{
failures.Add(FailureItem.of(FailureReason.PARSING, ex, "CSV file could not be parsed: {}", ex.Message));
}
}
//-------------------------------------------------------------------------
/// <summary>
/// Checks whether the source is a CSV format sensitivities file.
/// <para>
/// This parses the headers as CSV and checks that mandatory headers are present.
///
/// </para>
/// </summary>
/// <param name="charSource"> the CSV character source to check </param>
/// <returns> true if the source is a CSV file with known headers, false otherwise </returns>
public bool isKnownFormat(CharSource charSource)
{
try
{
using (CsvIterator csv = CsvIterator.of(charSource, true))
{
if (!csv.containsHeader(TENOR_HEADER) && !csv.containsHeader(DATE_HEADER))
{
return(false);
}
if (csv.containsHeader(REFERENCE_HEADER) && csv.containsHeader(TYPE_HEADER) && csv.containsHeader(VALUE_HEADER))
{
return(true); // standard format
}
else if (csv.containsHeader(REFERENCE_HEADER) || csv.containsHeader(TYPE_HEADER))
{
return(true); // list or grid format
}
else
{
return(csv.headers().Any(SensitivityCsvLoader.knownReference)); // implied grid format
}
}
}
catch (Exception)
{
return(false);
}
}
//-------------------------------------------------------------------------
/// <summary>
/// Checks whether the source is a CSV format trade file.
/// <para>
/// This parses the headers as CSV and checks that mandatory headers are present.
/// This is determined entirely from the 'Strata Trade Type' column.
///
/// </para>
/// </summary>
/// <param name="charSource"> the CSV character source to check </param>
/// <returns> true if the source is a CSV file with known headers, false otherwise </returns>
public bool isKnownFormat(CharSource charSource)
{
try
{
using (CsvIterator csv = CsvIterator.of(charSource, true))
{
return(csv.containsHeader(TYPE_FIELD));
}
}
catch (Exception)
{
return(false);
}
}
// loads a single CSV file, filtering by trade type
private ValueWithFailures <IList <T> > parseFile <T>(CharSource charSource, Type <T> tradeType) where T : com.opengamma.strata.product.Trade
{
try
{
using (CsvIterator csv = CsvIterator.of(charSource, true))
{
if (!csv.headers().contains(TYPE_FIELD))
{
return(ValueWithFailures.of(ImmutableList.of(), FailureItem.of(FailureReason.PARSING, "CSV file does not contain '{header}' header: {}", TYPE_FIELD, charSource)));
}
return(parseFile(csv, tradeType));
}
}
catch (Exception ex)
{
return(ValueWithFailures.of(ImmutableList.of(), FailureItem.of(FailureReason.PARSING, ex, "CSV file could not be parsed: {exceptionMessage}: {}", ex.Message, charSource)));
}
}
