Support loaded several dates in QuotesCsvLoader #1245

ghost opened this Issue Jul 26, 2016 · 0 comments


None yet
1 participant

ghost commented Jul 26, 2016

QuotesCsvLoader allows to load quotes from a csv file. The file can contain data for several dates, but only the data related to one date is loaded. The method signature is
ImmutableMap<QuoteId, Double> load(LocalDate marketDataDate, ... )

The load should be extended to several dates with a method
Map<LocalDate, Map<QuoteId, Double>> load(Set<LocalDate> marketDataDates, ... )
or something similar. This is important we doing historical analysis and several dates are used in the same process.

@ghost ghost added the Type:Enhancement label Jul 26, 2016

@ghost ghost added the Status:InProgress label Jul 26, 2016

@jodastephen jodastephen added this to the v1.1 milestone Jul 26, 2016

@jodastephen jodastephen closed this in #1246 Jul 27, 2016

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment