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Expose CSV headers (#2286)
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Ensure CSV header names can be accessed
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@jodastephen
jodastephen committed Feb 2, 2021
1 parent 8f6c471 commit 3b90982
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Showing 18 changed files with 771 additions and 455 deletions.
15 changes: 8 additions & 7 deletions ...les/loader/src/main/java/com/opengamma/strata/loader/csv/BulletPaymentTradeCsvPlugin.java
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Expand Up @@ -6,12 +6,13 @@
package com.opengamma.strata.loader.csv;

import static com.opengamma.strata.basics.date.BusinessDayConventions.FOLLOWING;
import static com.opengamma.strata.loader.csv.TradeCsvLoader.CURRENCY_FIELD;
import static com.opengamma.strata.loader.csv.TradeCsvLoader.DIRECTION_FIELD;
import static com.opengamma.strata.loader.csv.TradeCsvLoader.NOTIONAL_FIELD;
import static com.opengamma.strata.loader.csv.TradeCsvLoader.PAYMENT_DATE_CAL_FIELD;
import static com.opengamma.strata.loader.csv.TradeCsvLoader.PAYMENT_DATE_CNV_FIELD;
import static com.opengamma.strata.loader.csv.TradeCsvLoader.PAYMENT_DATE_FIELD;
import static com.opengamma.strata.loader.csv.CsvLoaderColumns.CURRENCY_FIELD;
import static com.opengamma.strata.loader.csv.CsvLoaderColumns.DIRECTION_FIELD;
import static com.opengamma.strata.loader.csv.CsvLoaderColumns.NOTIONAL_FIELD;
import static com.opengamma.strata.loader.csv.CsvLoaderColumns.PAYMENT_DATE_CAL_FIELD;
import static com.opengamma.strata.loader.csv.CsvLoaderColumns.PAYMENT_DATE_CNV_FIELD;
import static com.opengamma.strata.loader.csv.CsvLoaderColumns.PAYMENT_DATE_FIELD;
import static com.opengamma.strata.loader.csv.CsvLoaderColumns.TRADE_TYPE_FIELD;

import java.util.List;
import java.util.Optional;
Expand Down Expand Up @@ -112,7 +113,7 @@ public List<String> headers(List<BulletPaymentTrade> trades) {
@Override
public void writeCsv(CsvRowOutputWithHeaders csv, BulletPaymentTrade trade) {
BulletPayment product = trade.getProduct();
csv.writeCell(TradeCsvLoader.TYPE_FIELD, "BulletPayment");
csv.writeCell(TRADE_TYPE_FIELD, "BulletPayment");
csv.writeCell(DIRECTION_FIELD, product.getPayReceive());
csv.writeCell(CURRENCY_FIELD, product.getValue().getCurrency());
csv.writeCell(NOTIONAL_FIELD, product.getValue().getAmount());
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93 changes: 47 additions & 46 deletions modules/loader/src/main/java/com/opengamma/strata/loader/csv/CdsTradeCsvPlugin.java
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Expand Up @@ -7,37 +7,52 @@

import static com.opengamma.strata.collect.Guavate.toImmutableList;
import static com.opengamma.strata.collect.Guavate.zip;
import static com.opengamma.strata.loader.csv.CsvLoaderColumns.BUY_SELL_FIELD;
import static com.opengamma.strata.loader.csv.CsvLoaderColumns.CDS_INDEX_ID_FIELD;
import static com.opengamma.strata.loader.csv.CsvLoaderColumns.CDS_INDEX_ID_SCHEME_FIELD;
import static com.opengamma.strata.loader.csv.CsvLoaderColumns.CONVENTION_FIELD;
import static com.opengamma.strata.loader.csv.CsvLoaderColumns.CURRENCY_FIELD;
import static com.opengamma.strata.loader.csv.CsvLoaderColumns.DATE_ADJ_CAL_FIELD;
import static com.opengamma.strata.loader.csv.CsvLoaderColumns.DATE_ADJ_CNV_FIELD;
import static com.opengamma.strata.loader.csv.CsvLoaderColumns.DAY_COUNT_FIELD;
import static com.opengamma.strata.loader.csv.CsvLoaderColumns.END_DATE_CAL_FIELD;
import static com.opengamma.strata.loader.csv.CsvLoaderColumns.END_DATE_CNV_FIELD;
import static com.opengamma.strata.loader.csv.CsvLoaderColumns.END_DATE_FIELD;
import static com.opengamma.strata.loader.csv.CsvLoaderColumns.FIRST_REGULAR_START_DATE_FIELD;
import static com.opengamma.strata.loader.csv.CsvLoaderColumns.FIXED_RATE_FIELD;
import static com.opengamma.strata.loader.csv.CsvLoaderColumns.FREQUENCY_FIELD;
import static com.opengamma.strata.loader.csv.CsvLoaderColumns.LAST_REGULAR_END_DATE_FIELD;
import static com.opengamma.strata.loader.csv.CsvLoaderColumns.LEGAL_ENTITY_ID_FIELD;
import static com.opengamma.strata.loader.csv.CsvLoaderColumns.LEGAL_ENTITY_ID_SCHEME_FIELD;
import static com.opengamma.strata.loader.csv.CsvLoaderColumns.NOTIONAL_FIELD;
import static com.opengamma.strata.loader.csv.CsvLoaderColumns.OVERRIDE_START_DATE_CAL_FIELD;
import static com.opengamma.strata.loader.csv.CsvLoaderColumns.OVERRIDE_START_DATE_CNV_FIELD;
import static com.opengamma.strata.loader.csv.CsvLoaderColumns.OVERRIDE_START_DATE_FIELD;
import static com.opengamma.strata.loader.csv.CsvLoaderColumns.PAYMENT_ON_DEFAULT_FIELD;
import static com.opengamma.strata.loader.csv.CsvLoaderColumns.PREMIUM_AMOUNT_FIELD;
import static com.opengamma.strata.loader.csv.CsvLoaderColumns.PREMIUM_CURRENCY_FIELD;
import static com.opengamma.strata.loader.csv.CsvLoaderColumns.PREMIUM_DATE_CAL_FIELD;
import static com.opengamma.strata.loader.csv.CsvLoaderColumns.PREMIUM_DATE_CNV_FIELD;
import static com.opengamma.strata.loader.csv.CsvLoaderColumns.PREMIUM_DATE_FIELD;
import static com.opengamma.strata.loader.csv.CsvLoaderColumns.PREMIUM_DIRECTION_FIELD;
import static com.opengamma.strata.loader.csv.CsvLoaderColumns.PROTECTION_START_FIELD;
import static com.opengamma.strata.loader.csv.CsvLoaderColumns.ROLL_CONVENTION_FIELD;
import static com.opengamma.strata.loader.csv.CsvLoaderColumns.SETTLEMENT_DATE_OFFSET_ADJ_CAL_FIELD;
import static com.opengamma.strata.loader.csv.CsvLoaderColumns.SETTLEMENT_DATE_OFFSET_ADJ_CNV_FIELD;
import static com.opengamma.strata.loader.csv.CsvLoaderColumns.SETTLEMENT_DATE_OFFSET_CAL_FIELD;
import static com.opengamma.strata.loader.csv.CsvLoaderColumns.SETTLEMENT_DATE_OFFSET_DAYS_FIELD;
import static com.opengamma.strata.loader.csv.CsvLoaderColumns.START_DATE_CAL_FIELD;
import static com.opengamma.strata.loader.csv.CsvLoaderColumns.START_DATE_CNV_FIELD;
import static com.opengamma.strata.loader.csv.CsvLoaderColumns.START_DATE_FIELD;
import static com.opengamma.strata.loader.csv.CsvLoaderColumns.STEP_IN_DATE_OFFSET_ADJ_CAL_FIELD;
import static com.opengamma.strata.loader.csv.CsvLoaderColumns.STEP_IN_DATE_OFFSET_ADJ_CNV_FIELD;
import static com.opengamma.strata.loader.csv.CsvLoaderColumns.STEP_IN_DATE_OFFSET_CAL_FIELD;
import static com.opengamma.strata.loader.csv.CsvLoaderColumns.STEP_IN_DATE_OFFSET_DAYS_FIELD;
import static com.opengamma.strata.loader.csv.CsvLoaderColumns.STUB_CONVENTION_FIELD;
import static com.opengamma.strata.loader.csv.CsvLoaderColumns.TENOR_FIELD;
import static com.opengamma.strata.loader.csv.CsvLoaderColumns.TRADE_DATE_FIELD;
import static com.opengamma.strata.loader.csv.CsvLoaderColumns.TRADE_TYPE_FIELD;
import static com.opengamma.strata.loader.csv.CsvLoaderUtils.formattedPercentage;
import static com.opengamma.strata.loader.csv.TradeCsvLoader.BUY_SELL_FIELD;
import static com.opengamma.strata.loader.csv.TradeCsvLoader.CONVENTION_FIELD;
import static com.opengamma.strata.loader.csv.TradeCsvLoader.CURRENCY_FIELD;
import static com.opengamma.strata.loader.csv.TradeCsvLoader.DATE_ADJ_CAL_FIELD;
import static com.opengamma.strata.loader.csv.TradeCsvLoader.DATE_ADJ_CNV_FIELD;
import static com.opengamma.strata.loader.csv.TradeCsvLoader.DAY_COUNT_FIELD;
import static com.opengamma.strata.loader.csv.TradeCsvLoader.END_DATE_CAL_FIELD;
import static com.opengamma.strata.loader.csv.TradeCsvLoader.END_DATE_CNV_FIELD;
import static com.opengamma.strata.loader.csv.TradeCsvLoader.END_DATE_FIELD;
import static com.opengamma.strata.loader.csv.TradeCsvLoader.FIRST_REGULAR_START_DATE_FIELD;
import static com.opengamma.strata.loader.csv.TradeCsvLoader.FIXED_RATE_FIELD;
import static com.opengamma.strata.loader.csv.TradeCsvLoader.FREQUENCY_FIELD;
import static com.opengamma.strata.loader.csv.TradeCsvLoader.LAST_REGULAR_END_DATE_FIELD;
import static com.opengamma.strata.loader.csv.TradeCsvLoader.NOTIONAL_FIELD;
import static com.opengamma.strata.loader.csv.TradeCsvLoader.OVERRIDE_START_DATE_CAL_FIELD;
import static com.opengamma.strata.loader.csv.TradeCsvLoader.OVERRIDE_START_DATE_CNV_FIELD;
import static com.opengamma.strata.loader.csv.TradeCsvLoader.OVERRIDE_START_DATE_FIELD;
import static com.opengamma.strata.loader.csv.TradeCsvLoader.PREMIUM_AMOUNT_FIELD;
import static com.opengamma.strata.loader.csv.TradeCsvLoader.PREMIUM_CURRENCY_FIELD;
import static com.opengamma.strata.loader.csv.TradeCsvLoader.PREMIUM_DATE_CAL_FIELD;
import static com.opengamma.strata.loader.csv.TradeCsvLoader.PREMIUM_DATE_CNV_FIELD;
import static com.opengamma.strata.loader.csv.TradeCsvLoader.PREMIUM_DATE_FIELD;
import static com.opengamma.strata.loader.csv.TradeCsvLoader.PREMIUM_DIRECTION_FIELD;
import static com.opengamma.strata.loader.csv.TradeCsvLoader.ROLL_CONVENTION_FIELD;
import static com.opengamma.strata.loader.csv.TradeCsvLoader.START_DATE_CAL_FIELD;
import static com.opengamma.strata.loader.csv.TradeCsvLoader.START_DATE_CNV_FIELD;
import static com.opengamma.strata.loader.csv.TradeCsvLoader.START_DATE_FIELD;
import static com.opengamma.strata.loader.csv.TradeCsvLoader.STUB_CONVENTION_FIELD;
import static com.opengamma.strata.loader.csv.TradeCsvLoader.TENOR_FIELD;
import static com.opengamma.strata.loader.csv.TradeCsvLoader.TRADE_DATE_FIELD;
import static java.util.stream.Collectors.joining;

import java.time.LocalDate;
Expand Down Expand Up @@ -102,21 +117,7 @@ final class CdsTradeCsvPlugin implements TradeCsvParserPlugin {
public static final TradeTypeCsvWriter<CdsIndexTrade> CDS_INDEX_INSTANCE = new CdsIndexTradeCsvWriter();

private static final String DEFAULT_CDS_INDEX_SCHEME = "OG-CDS";
private static final String CDS_INDEX_ID_SCHEME_FIELD = "CDS Index Id Scheme";
private static final String CDS_INDEX_ID_FIELD = "CDS Index Id";
private static final String DEFAULT_LEGAL_ENTITY_SCHEME = "OG-Entity";
private static final String LEGAL_ENTITY_ID_SCHEME_FIELD = "Legal Entity Id Scheme";
private static final String LEGAL_ENTITY_ID_FIELD = "Legal Entity Id";
private static final String PAYMENT_ON_DEFAULT_FIELD = "Payment On Default";
private static final String PROTECTION_START_FIELD = "Protection Start";
private static final String STEP_IN_DATE_OFFSET_DAYS_FIELD = "Step In Date Offset Days";
private static final String STEP_IN_DATE_OFFSET_CAL_FIELD = "Step In Date Offset Calendar";
private static final String STEP_IN_DATE_OFFSET_ADJ_CNV_FIELD = "Step In Date Offset Adjustment Convention";
private static final String STEP_IN_DATE_OFFSET_ADJ_CAL_FIELD = "Step In Date Offset Adjustment Calendar";
private static final String SETTLEMENT_DATE_OFFSET_DAYS_FIELD = "Settlement Date Offset Days";
private static final String SETTLEMENT_DATE_OFFSET_CAL_FIELD = "Settlement Date Offset Calendar";
private static final String SETTLEMENT_DATE_OFFSET_ADJ_CNV_FIELD = "Settlement Date Offset Adjustment Convention";
private static final String SETTLEMENT_DATE_OFFSET_ADJ_CAL_FIELD = "Settlement Date Offset Adjustment Calendar";

//-------------------------------------------------------------------------
@Override
Expand Down Expand Up @@ -405,7 +406,7 @@ public List<String> headers(List<CdsTrade> trades) {
@Override
public void writeCsv(CsvRowOutputWithHeaders csv, CdsTrade trade) {
Cds product = trade.getProduct();
csv.writeCell(TradeCsvLoader.TYPE_FIELD, "Cds");
csv.writeCell(TRADE_TYPE_FIELD, "Cds");
csv.writeCell(LEGAL_ENTITY_ID_SCHEME_FIELD, product.getLegalEntityId().getScheme());
csv.writeCell(LEGAL_ENTITY_ID_FIELD, product.getLegalEntityId().getValue());
trade.getUpfrontFee().ifPresent(premium -> writeCdsPremium(csv, premium));
Expand Down Expand Up @@ -454,7 +455,7 @@ public List<String> headers(List<CdsIndexTrade> trades) {
@Override
public void writeCsv(CsvRowOutputWithHeaders csv, CdsIndexTrade trade) {
CdsIndex product = trade.getProduct();
csv.writeCell(TradeCsvLoader.TYPE_FIELD, "CdsIndex");
csv.writeCell(TRADE_TYPE_FIELD, "CdsIndex");
csv.writeCell(CDS_INDEX_ID_SCHEME_FIELD, product.getCdsIndexId().getScheme());
csv.writeCell(CDS_INDEX_ID_FIELD, product.getCdsIndexId().getValue());
String scheme = "";
Expand Down

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