// creates the tasks for a single target private static IList <CalculationTask> createTargetTasks <T1>(CalculationTarget resolvedTarget, int rowIndex, CalculationFunction <T1> function, IList <Column> columns) { // create the cells and group them ListMultimap <CalculationParameters, CalculationTaskCell> grouped = ArrayListMultimap.create(); for (int colIndex = 0; colIndex < columns.Count; colIndex++) { Column column = columns[colIndex]; Measure measure = column.Measure; ReportingCurrency reportingCurrency = column.ReportingCurrency.orElse(ReportingCurrency.NATURAL); CalculationTaskCell cell = CalculationTaskCell.of(rowIndex, colIndex, measure, reportingCurrency); // group to find cells that can be shared, with same mappings and params (minus reporting currency) CalculationParameters @params = column.Parameters.filter(resolvedTarget, measure); grouped.put(@params, cell); } // build tasks ImmutableList.Builder <CalculationTask> taskBuilder = ImmutableList.builder(); foreach (CalculationParameters @params in grouped.Keys) { taskBuilder.add(CalculationTask.of(resolvedTarget, function, @params, grouped.get(@params))); } return(taskBuilder.build()); }
// find all trade IDs by party herf id private ListMultimap <string, StandardId> parseAllTradeIds(XmlElement tradeHeaderEl) { // look through each partyTradeIdentifier ListMultimap <string, StandardId> allIds = ArrayListMultimap.create(); IList <XmlElement> partyTradeIdentifierEls = tradeHeaderEl.getChildren("partyTradeIdentifier"); foreach (XmlElement partyTradeIdentifierEl in partyTradeIdentifierEls) { Optional <XmlElement> partyRefOptEl = partyTradeIdentifierEl.findChild("partyReference"); if (partyRefOptEl.Present && partyRefOptEl.get().findAttribute(HREF).Present) { string partyHref = partyRefOptEl.get().findAttribute(HREF).get(); // try to find a tradeId, either in versionedTradeId or as a direct child Optional <XmlElement> vtradeIdOptEl = partyTradeIdentifierEl.findChild("versionedTradeId"); Optional <XmlElement> tradeIdOptEl = vtradeIdOptEl.map(vt => vt.getChild("tradeId")).orElse(partyTradeIdentifierEl.findChild("tradeId")); if (tradeIdOptEl.Present && tradeIdOptEl.get().findAttribute("tradeIdScheme").Present) { XmlElement tradeIdEl = tradeIdOptEl.get(); string scheme = tradeIdEl.getAttribute("tradeIdScheme"); // ignore if there is an empty scheme or value if (scheme.Length > 0 && tradeIdEl.Content.Length > 0) { allIds.put(partyHref, StandardId.of(StandardId.encodeScheme(scheme), tradeIdEl.Content)); } } } } return(allIds); }
//------------------------------------------------------------------------- // 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); } } }