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Support loaded several dates in QuotesCsvLoader #1245

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ghost opened this issue Jul 26, 2016 · 0 comments
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Support loaded several dates in QuotesCsvLoader #1245

ghost opened this issue Jul 26, 2016 · 0 comments
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@ghost
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@ghost 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
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