Parse zero length period to start from CSV (#1670)

Zero is a valid period to start
OpenGamma · Mar 23, 2018 · b5a16fb · b5a16fb
1 parent bc53e68
commit b5a16fb
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Showing 5 changed files with 58 additions and 6 deletions.
diff --git a/modules/loader/src/main/java/com/opengamma/strata/loader/LoaderUtils.java b/modules/loader/src/main/java/com/opengamma/strata/loader/LoaderUtils.java
@@ -13,6 +13,7 @@
 import java.math.BigDecimal;
 import java.time.LocalDate;
 import java.time.LocalTime;
+import java.time.Period;
 import java.time.YearMonth;
 import java.time.format.DateTimeFormatter;
 import java.time.format.DateTimeFormatterBuilder;
@@ -24,6 +25,7 @@
 
 import com.opengamma.strata.basics.date.BusinessDayConvention;
 import com.opengamma.strata.basics.date.DayCount;
+import com.opengamma.strata.basics.date.Tenor;
 import com.opengamma.strata.basics.index.FxIndex;
 import com.opengamma.strata.basics.index.IborIndex;
 import com.opengamma.strata.basics.index.Index;
@@ -299,6 +301,44 @@ public static LocalTime parseTime(String str) {
     }
   }
 
+  //-------------------------------------------------------------------------
+  /**
+   * Parses a period from the input string.
+   * <p>
+   * It accepts the same formats as {@link Period}, but the "P" at the start is optional.
+   * 
+   * @param str  the string to parse
+   * @return the parsed value
+   * @throws IllegalArgumentException if the string cannot be parsed
+   */
+  public static Period parsePeriod(String str) {
+    try {
+      String prefixed = str.startsWith("P") ? str : "P" + str;
+      return Period.parse(prefixed);
+
+    } catch (DateTimeParseException ex) {
+      throw new IllegalArgumentException("Unknown period format: " + str);
+    }
+  }
+
+  /**
+   * Parses a tenor from the input string.
+   * <p>
+   * A tenor cannot be zero or negative.
+   * 
+   * @param str  the string to parse
+   * @return the parsed value
+   * @throws IllegalArgumentException if the string cannot be parsed
+   */
+  public static Tenor parseTenor(String str) {
+    try {
+      return Tenor.parse(str);
+
+    } catch (DateTimeParseException ex) {
+      throw new IllegalArgumentException("Unknown tenor format: " + str);
+    }
+  }
+
   //-------------------------------------------------------------------------
   /**
    * Parses day count from the input string.

diff --git a/modules/loader/src/main/java/com/opengamma/strata/loader/csv/FraTradeCsvLoader.java b/modules/loader/src/main/java/com/opengamma/strata/loader/csv/FraTradeCsvLoader.java
@@ -29,7 +29,6 @@
 import com.opengamma.strata.basics.date.BusinessDayConventions;
 import com.opengamma.strata.basics.date.DayCount;
 import com.opengamma.strata.basics.date.HolidayCalendarId;
-import com.opengamma.strata.basics.date.Tenor;
 import com.opengamma.strata.basics.index.IborIndex;
 import com.opengamma.strata.collect.io.CsvRow;
 import com.opengamma.strata.loader.LoaderUtils;
@@ -63,7 +62,7 @@ private static FraTrade parseRow(CsvRow row, TradeInfo info, TradeCsvInfoResolve
     double notional = LoaderUtils.parseDouble(row.getValue(NOTIONAL_FIELD));
     double fixedRate = LoaderUtils.parseDoublePercent(row.getValue(FIXED_RATE_FIELD));
     Optional<FraConvention> conventionOpt = row.findValue(CONVENTION_FIELD).map(s -> FraConvention.of(s));
-    Optional<Period> periodToStartOpt = row.findValue(PERIOD_TO_START_FIELD).map(s -> Tenor.parse(s).getPeriod());
+    Optional<Period> periodToStartOpt = row.findValue(PERIOD_TO_START_FIELD).map(s -> LoaderUtils.parsePeriod(s));
     Optional<LocalDate> startDateOpt = row.findValue(START_DATE_FIELD).map(s -> LoaderUtils.parseDate(s));
     Optional<LocalDate> endDateOpt = row.findValue(END_DATE_FIELD).map(s -> LoaderUtils.parseDate(s));
     Optional<IborIndex> indexOpt = row.findValue(INDEX_FIELD).map(s -> IborIndex.of(s));

diff --git a/modules/loader/src/main/java/com/opengamma/strata/loader/csv/SwapTradeCsvLoader.java b/modules/loader/src/main/java/com/opengamma/strata/loader/csv/SwapTradeCsvLoader.java
@@ -151,8 +151,8 @@ static SwapTrade parseWithConvention(CsvRow row, TradeInfo info, TradeCsvInfoRes
     BuySell buySell = LoaderUtils.parseBuySell(row.getValue(BUY_SELL_FIELD));
     double notional = LoaderUtils.parseDouble(row.getValue(NOTIONAL_FIELD));
     double fixedRate = LoaderUtils.parseDoublePercent(row.getValue(FIXED_RATE_FIELD));
-    Optional<Period> periodToStartOpt = row.findValue(PERIOD_TO_START_FIELD).map(s -> Tenor.parse(s).getPeriod());
-    Optional<Tenor> tenorOpt = row.findValue(TENOR_FIELD).map(s -> Tenor.parse(s));
+    Optional<Period> periodToStartOpt = row.findValue(PERIOD_TO_START_FIELD).map(s -> LoaderUtils.parsePeriod(s));
+    Optional<Tenor> tenorOpt = row.findValue(TENOR_FIELD).map(s -> LoaderUtils.parseTenor(s));
     Optional<LocalDate> startDateOpt = row.findValue(START_DATE_FIELD).map(s -> LoaderUtils.parseDate(s));
     Optional<LocalDate> endDateOpt = row.findValue(END_DATE_FIELD).map(s -> LoaderUtils.parseDate(s));
     Optional<RollConvention> rollCnvOpt = row.findValue(ROLL_CONVENTION_FIELD).map(s -> LoaderUtils.parseRollConvention(s));

diff --git a/modules/loader/src/main/java/com/opengamma/strata/loader/csv/TermDepositTradeCsvLoader.java b/modules/loader/src/main/java/com/opengamma/strata/loader/csv/TermDepositTradeCsvLoader.java
@@ -29,7 +29,6 @@
 import com.opengamma.strata.basics.date.BusinessDayConventions;
 import com.opengamma.strata.basics.date.DayCount;
 import com.opengamma.strata.basics.date.HolidayCalendarId;
-import com.opengamma.strata.basics.date.Tenor;
 import com.opengamma.strata.collect.io.CsvRow;
 import com.opengamma.strata.loader.LoaderUtils;
 import com.opengamma.strata.product.TradeInfo;
@@ -62,7 +61,7 @@ private static TermDepositTrade parseRow(CsvRow row, TradeInfo info, TradeCsvInf
     double notional = LoaderUtils.parseDouble(row.getValue(NOTIONAL_FIELD));
     double fixedRate = LoaderUtils.parseDoublePercent(row.getValue(FIXED_RATE_FIELD));
     Optional<TermDepositConvention> conventionOpt = row.findValue(CONVENTION_FIELD).map(s -> TermDepositConvention.of(s));
-    Optional<Period> tenorOpt = row.findValue(TENOR_FIELD).map(s -> Tenor.parse(s).getPeriod());
+    Optional<Period> tenorOpt = row.findValue(TENOR_FIELD).map(s -> LoaderUtils.parseTenor(s).getPeriod());
     Optional<LocalDate> startDateOpt = row.findValue(START_DATE_FIELD).map(s -> LoaderUtils.parseDate(s));
     Optional<LocalDate> endDateOpt = row.findValue(END_DATE_FIELD).map(s -> LoaderUtils.parseDate(s));
     Optional<Currency> currencyOpt = row.findValue(CURRENCY_FIELD).map(s -> Currency.parse(s));

diff --git a/modules/loader/src/test/java/com/opengamma/strata/loader/LoaderUtilsTest.java b/modules/loader/src/test/java/com/opengamma/strata/loader/LoaderUtilsTest.java
@@ -11,10 +11,12 @@
 
 import java.time.LocalDate;
 import java.time.LocalTime;
+import java.time.Period;
 import java.time.YearMonth;
 
 import org.testng.annotations.Test;
 
+import com.opengamma.strata.basics.date.Tenor;
 import com.opengamma.strata.basics.index.FxIndices;
 import com.opengamma.strata.basics.index.IborIndices;
 import com.opengamma.strata.basics.index.OvernightIndices;
@@ -119,6 +121,18 @@ public void test_parseTime() {
     assertThrowsIllegalArg(() -> LoaderUtils.parseTime("Rubbish"));
   }
 
+  public void test_parsePeriod() {
+    assertEquals(LoaderUtils.parsePeriod("P2D"), Period.ofDays(2));
+    assertEquals(LoaderUtils.parsePeriod("2D"), Period.ofDays(2));
+    assertThrowsIllegalArg(() -> LoaderUtils.parsePeriod("2"));
+  }
+
+  public void test_parseTenor() {
+    assertEquals(LoaderUtils.parseTenor("P2D"), Tenor.ofDays(2));
+    assertEquals(LoaderUtils.parseTenor("2D"), Tenor.ofDays(2));
+    assertThrowsIllegalArg(() -> LoaderUtils.parseTenor("2"));
+  }
+
   public void test_parseBuySell() {
     assertEquals(LoaderUtils.parseBuySell("BUY"), BuySell.BUY);
     assertEquals(LoaderUtils.parseBuySell("Buy"), BuySell.BUY);