@Override public LocalDateDoubleTimeSeries getTimeSeries(ObservableId id) { LocalDateDoubleTimeSeries found = timeSeries.get(id); return found == null ? LocalDateDoubleTimeSeries.empty() : found; }
@Override public LocalDateDoubleTimeSeries getTimeSeries(ObservableId id) { LocalDateDoubleTimeSeries found = timeSeries.get(id); return found == null ? LocalDateDoubleTimeSeries.empty() : found; }
/** * Obtains an instance based on discount factors with no historic fixings. * <p> * The instance is based on the discount factors for each currency. * * @param index the index * @param fxForwardRates the underlying forward FX rates * @return the rates instance */ public static ForwardFxIndexRates of(FxIndex index, FxForwardRates fxForwardRates) { return of(index, fxForwardRates, LocalDateDoubleTimeSeries.empty()); }
/** * Obtains an instance based on discount factors with no historic fixings. * <p> * The forward curve is specified by an instance of {@link DiscountFactors}. * * @param index the Overnight index * @param discountFactors the underlying discount factor forward curve * @return the rates instance */ public static DiscountOvernightIndexRates of(OvernightIndex index, DiscountFactors discountFactors) { return of(index, discountFactors, LocalDateDoubleTimeSeries.empty()); }
/** * Obtains an instance based on discount factors with no historic fixings. * <p> * The forward curve is specified by an instance of {@link DiscountFactors}. * * @param index the Ibor index * @param discountFactors the underlying discount factor forward curve * @return the rates instance */ public static DiscountIborIndexRates of(IborIndex index, DiscountFactors discountFactors) { return of(index, discountFactors, LocalDateDoubleTimeSeries.empty()); }
@Override public LocalDateDoubleTimeSeries getTimeSeries(ObservableId id) { return LocalDateDoubleTimeSeries.empty(); }
@Override public LocalDateDoubleTimeSeries headSeries(int numPoints) { ArgChecker.notNegative(numPoints, "numPoints"); if (numPoints == 0) { return LocalDateDoubleTimeSeries.empty(); } else if (numPoints > size()) { return this; } int endPosition = findHeadPoints(numPoints); return new DenseLocalDateDoubleTimeSeries(startDate, Arrays.copyOf(points, endPosition), dateCalculation); }
public void partitionByValueEmptySeries() { Pair<LocalDateDoubleTimeSeries, LocalDateDoubleTimeSeries> partitioned = LocalDateDoubleTimeSeries.empty().partitionByValue(d -> d > 10); assertThat(partitioned.getFirst()).isEqualTo(LocalDateDoubleTimeSeries.empty()); assertThat(partitioned.getSecond()).isEqualTo(LocalDateDoubleTimeSeries.empty()); }
public void partitionEmptySeries() { Pair<LocalDateDoubleTimeSeries, LocalDateDoubleTimeSeries> partitioned = LocalDateDoubleTimeSeries.empty().partition((ld, d) -> ld.getYear() == 2015); assertThat(partitioned.getFirst()).isEqualTo(LocalDateDoubleTimeSeries.empty()); assertThat(partitioned.getSecond()).isEqualTo(LocalDateDoubleTimeSeries.empty()); }
@Test(dataProvider = "headSeries") public void test_headSeries_emptySeries(int count, int[] expected) { LocalDateDoubleTimeSeries test = empty().headSeries(count); assertEquals(test.size(), 0); }
@Test(dataProvider = "tailSeries") public void test_tailSeries_emptySeries(int count, int[] expected) { LocalDateDoubleTimeSeries test = LocalDateDoubleTimeSeries.empty().tailSeries(count); assertEquals(test.size(), 0); }
@Test(dataProvider = "headSeries") public void test_headSeries_emptySeries(int count, int[] expected) { LocalDateDoubleTimeSeries test = LocalDateDoubleTimeSeries.empty().headSeries(count); assertEquals(test.size(), 0); }
@Test(dataProvider = "subSeries") public void test_subSeries_emptySeries(LocalDate start, LocalDate end, int[] expected) { LocalDateDoubleTimeSeries test = LocalDateDoubleTimeSeries.empty().subSeries(start, end); assertEquals(test.size(), 0); }
@Test(dataProvider = "subSeries") public void test_subSeries_emptySeries(LocalDate start, LocalDate end, int[] expected) { LocalDateDoubleTimeSeries test = empty().subSeries(start, end); assertEquals(test.size(), 0); }
@Test(dataProvider = "tailSeries") public void test_tailSeries_emptySeries(int count, int[] expected) { LocalDateDoubleTimeSeries test = empty().tailSeries(count); assertEquals(test.size(), 0); }
public void empty() { MarketData test = MarketData.empty(VAL_DATE); assertEquals(test.containsValue(ID1), false); assertEquals(test.getIds(), ImmutableSet.of()); assertEquals(test.getTimeSeries(ID4), LocalDateDoubleTimeSeries.empty()); }
public void test_earliestLatest_whenEmpty() { LocalDateDoubleTimeSeries test = empty(); assertThrows(test::getEarliestDate, NoSuchElementException.class); assertThrows(test::getEarliestValue, NoSuchElementException.class); assertThrows(test::getLatestDate, NoSuchElementException.class); assertThrows(test::getLatestValue, NoSuchElementException.class); }
public void test_intersection_withNoMatchingElements() { LocalDateDoubleTimeSeries series1 = LocalDateDoubleTimeSeries.builder().putAll(DATES_2015_1_WEEK, VALUES_1_WEEK).build(); List<LocalDate> dates2 = dates(DATE_2010_06_01, DATE_2011_06_01, DATE_2012_06_01, DATE_2013_06_01, DATE_2014_06_01); LocalDateDoubleTimeSeries series2 = LocalDateDoubleTimeSeries.builder().putAll(dates2, VALUES_1_WEEK).build(); LocalDateDoubleTimeSeries test = series1.intersection(series2, Double::sum); assertEquals(test, LocalDateDoubleTimeSeries.empty()); }
public void test_combineWith_intersectionWithNoMatchingElements() { LocalDateDoubleTimeSeries series1 = LocalDateDoubleTimeSeries.builder().putAll(DATES_2010_14, VALUES_10_14).build(); List<LocalDate> dates2 = dates(DATE_2010_06_01, DATE_2011_06_01, DATE_2012_06_01, DATE_2013_06_01, DATE_2014_06_01); LocalDateDoubleTimeSeries series2 = LocalDateDoubleTimeSeries.builder().putAll(dates2, VALUES_10_14).build(); LocalDateDoubleTimeSeries test = series1.intersection(series2, Double::sum); assertEquals(test, LocalDateDoubleTimeSeries.empty()); }
public void test_earliestLatest_whenEmpty() { LocalDateDoubleTimeSeries test = LocalDateDoubleTimeSeries.empty(); TestHelper.assertThrows(() -> test.getEarliestDate(), NoSuchElementException.class); TestHelper.assertThrows(() -> test.getEarliestValue(), NoSuchElementException.class); TestHelper.assertThrows(() -> test.getLatestDate(), NoSuchElementException.class); TestHelper.assertThrows(() -> test.getLatestValue(), NoSuchElementException.class); }