// 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);
}
}
}