//------------------------------------------------------------------------- // parses the file in grid format private void parseGridFormat(CsvIterator csv, ListMultimap <string, CurveSensitivities> parsed, IList <FailureItem> failures) { // find the applicable reference columns IDictionary <string, CurveName> references = new LinkedHashMap <string, CurveName>(); foreach (string header in csv.headers()) { string headerLowerCase = header.ToLower(Locale.ENGLISH); if (!REF_HEADERS.contains(headerLowerCase) && !resolver.isInfoColumn(headerLowerCase)) { references[header] = CurveName.of(header); } } // loop around all rows, peeking to match batches with the same identifier // no exception catch at this level to avoid infinite loops while (csv.hasNext()) { CsvRow peekedRow = csv.peek(); PortfolioItemInfo info = parseInfo(peekedRow); //JAVA TO C# CONVERTER TODO TASK: Method reference arbitrary object instance method syntax is not converted by Java to C# Converter: string id = info.Id.map(StandardId::toString).orElse(""); // process in batches, where the ID is the same CurveSensitivitiesBuilder builder = CurveSensitivities.builder(info); IList <CsvRow> batchRows = csv.nextBatch(r => matchId(r, id)); foreach (CsvRow batchRow in batchRows) { try { ParameterMetadata metadata = parseMetadata(batchRow, true); CurveSensitivitiesType type = batchRow.findValue(TYPE_HEADER).map(str => CurveSensitivitiesType.of(str)).orElse(CurveSensitivitiesType.ZERO_RATE_DELTA); foreach (KeyValuePair <string, CurveName> entry in references.SetOfKeyValuePairs()) { CurveName reference = entry.Value; CurveName resolvedCurveName = resolver.checkCurveName(reference); string valueStr = batchRow.getField(entry.Key); Currency currency = parseCurrency(batchRow, reference); if (valueStr.Length > 0) { double value = LoaderUtils.parseDouble(valueStr); builder.add(type, resolvedCurveName, currency, metadata, value); } } } catch (System.ArgumentException ex) { failures.Add(FailureItem.of(PARSING, "CSV file could not be parsed at line {}: {}", batchRow.lineNumber(), ex.Message)); } } CurveSensitivities sens = builder.build(); if (!sens.TypedSensitivities.Empty) { parsed.put(sens.Id.map(object.toString).orElse(""), sens); } } }
//------------------------------------------------------------------------- // parses the file in standard format private void parseStandardFormat(CsvIterator csv, ListMultimap <string, CurveSensitivities> parsed, IList <FailureItem> failures) { // loop around all rows, peeking to match batches with the same identifier // no exception catch at this level to avoid infinite loops while (csv.hasNext()) { CsvRow peekedRow = csv.peek(); PortfolioItemInfo info = parseInfo(peekedRow); //JAVA TO C# CONVERTER TODO TASK: Method reference arbitrary object instance method syntax is not converted by Java to C# Converter: string id = info.Id.map(StandardId::toString).orElse(""); // process in batches, where the ID is the same CurveSensitivitiesBuilder builder = CurveSensitivities.builder(info); IList <CsvRow> batchRows = csv.nextBatch(r => matchId(r, id)); foreach (CsvRow batchRow in batchRows) { try { CurveName reference = CurveName.of(batchRow.getValue(REFERENCE_HEADER)); CurveName resolvedCurveName = resolver.checkCurveName(reference); CurveSensitivitiesType type = CurveSensitivitiesType.of(batchRow.getValue(TYPE_HEADER)); ParameterMetadata metadata = parseMetadata(batchRow, false); Currency currency = parseCurrency(batchRow, reference); string valueStr = batchRow.getField(VALUE_HEADER); if (valueStr.Length > 0) { double value = LoaderUtils.parseDouble(valueStr); builder.add(type, resolvedCurveName, currency, metadata, value); } } catch (System.ArgumentException ex) { failures.Add(FailureItem.of(PARSING, "CSV file could not be parsed at line {}: {}", batchRow.lineNumber(), ex.Message)); } } CurveSensitivities sens = builder.build(); if (!sens.TypedSensitivities.Empty) { parsed.put(sens.Id.map(object.toString).orElse(""), sens); } } }
// loads a single CSV file private ValueWithFailures <IList <T> > parseFile <T>(CsvIterator csv, Type <T> tradeType) where T : com.opengamma.strata.product.Trade { IList <T> trades = new List <T>(); IList <FailureItem> failures = new List <FailureItem>(); while (csv.hasNext()) { CsvRow row = csv.next(); try { string typeRaw = row.getField(TYPE_FIELD); TradeInfo info = parseTradeInfo(row); switch (typeRaw.ToUpper(Locale.ENGLISH)) { case "FRA": if (tradeType == typeof(FraTrade) || tradeType == typeof(Trade)) { trades.Add(tradeType.cast(FraTradeCsvLoader.parse(row, info, resolver))); } break; case "SECURITY": if (tradeType == typeof(SecurityTrade) || tradeType == typeof(GenericSecurityTrade) || tradeType == typeof(ResolvableSecurityTrade) || tradeType == typeof(Trade)) { SecurityQuantityTrade parsed = SecurityCsvLoader.parseTrade(row, info, resolver); if (tradeType.IsInstanceOfType(parsed)) { trades.Add(tradeType.cast(parsed)); } } break; case "SWAP": if (tradeType == typeof(SwapTrade) || tradeType == typeof(Trade)) { IList <CsvRow> variableRows = new List <CsvRow>(); while (csv.hasNext() && csv.peek().getField(TYPE_FIELD).ToUpper(Locale.ENGLISH).Equals("VARIABLE")) { variableRows.Add(csv.next()); } trades.Add(tradeType.cast(SwapTradeCsvLoader.parse(row, variableRows, info, resolver))); } break; case "TERMDEPOSIT": case "TERM DEPOSIT": if (tradeType == typeof(TermDepositTrade) || tradeType == typeof(Trade)) { trades.Add(tradeType.cast(TermDepositTradeCsvLoader.parse(row, info, resolver))); } break; case "VARIABLE": failures.Add(FailureItem.of(FailureReason.PARSING, "CSV file contained a 'Variable' type at line {lineNumber} that was not preceeded by a 'Swap'", row.lineNumber())); break; case "FX": case "FXSINGLE": case "FX SINGLE": if (tradeType == typeof(FxSingleTrade) || tradeType == typeof(FxTrade) || tradeType == typeof(Trade)) { trades.Add(tradeType.cast(FxSingleTradeCsvLoader.parse(row, info, resolver))); } break; case "FXSWAP": case "FX SWAP": if (tradeType == typeof(FxSwapTrade) || tradeType == typeof(FxTrade) || tradeType == typeof(Trade)) { trades.Add(tradeType.cast(FxSwapTradeCsvLoader.parse(row, info, resolver))); } break; default: failures.Add(FailureItem.of(FailureReason.PARSING, "CSV file trade type '{tradeType}' is not known at line {lineNumber}", typeRaw, row.lineNumber())); break; } } catch (Exception ex) { failures.Add(FailureItem.of(FailureReason.PARSING, ex, "CSV file trade could not be parsed at line {lineNumber}: {exceptionMessage}", row.lineNumber(), ex.Message)); } } return(ValueWithFailures.of(trades, failures)); }