//-------------------------------------------------------------------------
/// <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);
}
}
//-------------------------------------------------------------------------
// 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);
}
}
}
// 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)));
}
}