static ForwardOvernightAveragedRateComputationFnTest()
{
LocalDateDoubleTimeSeriesBuilder builder = LocalDateDoubleTimeSeries.builder();
for (int i = 0; i < FIXING_DATES.Length; i++)
{
builder.put(FIXING_DATES[i], FIXING_RATES[i]);
}
TIME_SERIES = builder.build();
}
//-------------------------------------------------------------------------
// loads a single fixing series CSV file
private static ImmutableMap <ObservableId, LocalDateDoubleTimeSeries> parseSingle(CharSource resource)
{
IDictionary <ObservableId, LocalDateDoubleTimeSeriesBuilder> builders = new Dictionary <ObservableId, LocalDateDoubleTimeSeriesBuilder>();
try
{
CsvFile csv = CsvFile.of(resource, true);
foreach (CsvRow row in csv.rows())
{
string referenceStr = row.getField(REFERENCE_FIELD);
string dateStr = row.getField(DATE_FIELD);
string valueStr = row.getField(VALUE_FIELD);
Index index = LoaderUtils.findIndex(referenceStr);
ObservableId id = IndexQuoteId.of(index);
double value = double.Parse(valueStr);
LocalDate date;
if (index is PriceIndex)
{
try
{
YearMonth ym = LoaderUtils.parseYearMonth(dateStr);
date = ym.atEndOfMonth();
}
catch (Exception)
{
date = LoaderUtils.parseDate(dateStr);
if (date.DayOfMonth != date.lengthOfMonth())
{
throw new System.ArgumentException(Messages.format("Fixing Series CSV loader for price index must have date at end of month: {}", resource));
}
}
}
else
{
date = LoaderUtils.parseDate(dateStr);
}
LocalDateDoubleTimeSeriesBuilder builder = builders.computeIfAbsent(id, k => LocalDateDoubleTimeSeries.builder());
builder.put(date, value);
}
}
catch (Exception ex)
{
throw new System.ArgumentException(Messages.format("Error processing resource as CSV file: {}", resource), ex);
}
return(MapStream.of(builders).mapValues(builder => builder.build()).toMap());
}
