Package com.opengamma.strata.loader.csv

Interface PositionCsvInfoResolver

All Known Subinterfaces:

LightweightPositionCsvInfoResolver

public interface PositionCsvInfoResolver

Resolves additional information when parsing position CSV files.

Data loaded from a CSV may contain additional information that needs to be captured. This plugin point allows the additional CSV columns to be parsed and captured. It also allows the ETD contract specification to be loaded.

Method Summary

Modifier and Type	Method	Description
default EtdFuturePosition	completePosition(CsvRow row, EtdFuturePosition position, EtdContractSpec spec)	Completes the position, potentially parsing additional columns.
default EtdOptionPosition	completePosition(CsvRow row, EtdOptionPosition position, EtdContractSpec spec)	Completes the position, potentially parsing additional columns.
default SecurityPosition	completePosition(CsvRow row, SecurityPosition position)	Completes the position, potentially parsing additional columns.
ReferenceData	getReferenceData()	Gets the reference data being used.
static PositionCsvInfoResolver	of(ReferenceData refData)	Obtains an instance that uses the specified set of reference data.
default EtdContractSpec	parseEtdContractSpec(CsvRow row, EtdType type)	Parses the contract specification from the row.
default Position	parseEtdFuturePosition(CsvRow row, PositionInfo info)	Parses an ETD future position from the CSV row.
default SecurityPosition	parseEtdFutureSecurityPosition(CsvRow row, PositionInfo info)	Parses an ETD future position from the CSV row without using reference data.
default Position	parseEtdOptionPosition(CsvRow row, PositionInfo info)	Parses an ETD future position from the CSV row.
default SecurityPosition	parseEtdOptionSecurityPosition(CsvRow row, PositionInfo info)	Parses an ETD option position from the CSV row without using reference data.
default Position	parseNonEtdPosition(CsvRow row, PositionInfo info)	Parses a non-ETD position from the CSV row.
default SecurityPosition	parseNonEtdSecurityPosition(CsvRow row, PositionInfo info)	Parses a non-ETD position from the CSV row.
default void	parsePositionInfo(CsvRow row, PositionInfoBuilder builder)	Parses attributes into PositionInfo.
default void	parseStandardAttributes(CsvRow row, PositionInfoBuilder builder)	Parses standard attributes into PositionInfo.
static PositionCsvInfoResolver	standard()	Obtains an instance that uses the standard set of reference data.

Method Detail

standard

static PositionCsvInfoResolver standard()

Obtains an instance that uses the standard set of reference data.

Returns:

the resolver

of

static PositionCsvInfoResolver of(ReferenceData refData)

Obtains an instance that uses the specified set of reference data.

Parameters:

refData - the reference data

Returns:

the resolver

getReferenceData

ReferenceData getReferenceData()

Gets the reference data being used.

Returns:

the reference data

parseStandardAttributes

default void parseStandardAttributes(CsvRow row,
                                     PositionInfoBuilder builder)

Parses standard attributes into PositionInfo.

This parses the standard set of attributes, which are the three constants in AttributeType. The column names are 'Description', 'Name' and 'CCP'.

Parameters:

row - the CSV row to parse

builder - the builder to update

parsePositionInfo

default void parsePositionInfo(CsvRow row,
                               PositionInfoBuilder builder)

Parses attributes into PositionInfo.

If it is available, the position ID will have been set before this method is called. It may be altered if necessary, although this is not recommended.

Parameters:

row - the CSV row to parse

builder - the builder to update

completePosition

default EtdFuturePosition completePosition(CsvRow row,
                                           EtdFuturePosition position,
                                           EtdContractSpec spec)

Completes the position, potentially parsing additional columns.

This is called after the position has been parsed and after parsePositionInfo(CsvRow, PositionInfoBuilder).

Parameters:

row - the CSV row to parse

position - the parsed position

spec - the contract specification

Returns:

the updated position

completePosition

default EtdOptionPosition completePosition(CsvRow row,
                                           EtdOptionPosition position,
                                           EtdContractSpec spec)

Completes the position, potentially parsing additional columns.

This is called after the position has been parsed and after parsePositionInfo(CsvRow, PositionInfoBuilder).

Parameters:

row - the CSV row to parse

position - the parsed position

spec - the contract specification

Returns:

the updated position

completePosition

default SecurityPosition completePosition(CsvRow row,
                                          SecurityPosition position)

Completes the position, potentially parsing additional columns.

This is called after the position has been parsed and after parsePositionInfo(CsvRow, PositionInfoBuilder).

Parameters:

row - the CSV row to parse

position - the parsed position

Returns:

the updated position

parseNonEtdPosition

default Position parseNonEtdPosition(CsvRow row,
                                     PositionInfo info)

Parses a non-ETD position from the CSV row.

This parses the basic SecurityPosition and then tries to parse the extra details to convert it into a GenericSecurityPosition.

Parameters:

row - the CSV row to parse

info - the position information

Returns:

the parsed position

Throws:

IllegalArgumentException - if the row cannot be parsed

parseNonEtdSecurityPosition

default SecurityPosition parseNonEtdSecurityPosition(CsvRow row,
                                                     PositionInfo info)

Parses a non-ETD position from the CSV row.

This parses the basic SecurityPosition without using reference data.

Parameters:

row - the CSV row to parse

info - the position information

Returns:

the parsed position

Throws:

IllegalArgumentException - if the row cannot be parsed

parseEtdContractSpec

default EtdContractSpec parseEtdContractSpec(CsvRow row,
                                             EtdType type)

Parses the contract specification from the row.

Parameters:

row - the CSV row to parse

type - the ETD type

Returns:

the contract specification

Throws:

IllegalArgumentException - if the specification is not found

parseEtdFuturePosition

default Position parseEtdFuturePosition(CsvRow row,
                                        PositionInfo info)

Parses an ETD future position from the CSV row.

This is intended to use reference data to find the ETD future security, returning it as an instance of EtdFuturePosition. The reference data lookup uses parseEtdContractSpec(CsvRow, EtdType) by default, however it could be overridden to lookup the security directly in reference data.

Parameters:

row - the CSV row to parse

info - the position information

Returns:

the parsed position

Throws:

IllegalArgumentException - if the row cannot be parsed

parseEtdOptionPosition

default Position parseEtdOptionPosition(CsvRow row,
                                        PositionInfo info)

Parses an ETD future position from the CSV row.

This is intended to use reference data to find the ETD future security, returning it as an instance of EtdOptionPosition. The reference data lookup uses parseEtdContractSpec(CsvRow, EtdType) by default, however it could be overridden to lookup the security directly in reference data.

Parameters:

row - the CSV row

info - the position info

Returns:

the parsed position

Throws:

IllegalArgumentException - if the row cannot be parsed

parseEtdFutureSecurityPosition

default SecurityPosition parseEtdFutureSecurityPosition(CsvRow row,
                                                        PositionInfo info)

Parses an ETD future position from the CSV row without using reference data.

This returns a SecurityPosition based on a standard ETD identifier from EtdIdUtils.

Parameters:

row - the CSV row to parse

info - the position information

Returns:

the loaded positions, position-level errors are captured in the result

Throws:

IllegalArgumentException - if the row cannot be parsed

parseEtdOptionSecurityPosition

default SecurityPosition parseEtdOptionSecurityPosition(CsvRow row,
                                                        PositionInfo info)

Parses an ETD option position from the CSV row without using reference data.

This returns a SecurityPosition based on a standard ETD identifier from EtdIdUtils.

Parameters:

row - the CSV row to parse

info - the position information

Returns:

the loaded positions, position-level errors are captured in the result

Throws:

IllegalArgumentException - if the row cannot be parsed