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Clean up blpapi utils #127

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merged 3 commits into from Feb 10, 2016
Merged

Clean up blpapi utils #127

merged 3 commits into from Feb 10, 2016

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@armstrtw
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@armstrtw armstrtw commented Feb 10, 2016

cleanup to move new util functions into blpapi_utils.cpp and move Lazyframe related code into bds which is the only remaining place it's used.

@eddelbuettel
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@eddelbuettel eddelbuettel commented Feb 10, 2016

Great idea -- til we figure out how to totally avoid it, at least make it local.

eddelbuettel added a commit that referenced this pull request Feb 10, 2016
Clean up blpapi utils
@eddelbuettel eddelbuettel merged commit 460d89f into master Feb 10, 2016
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@armstrtw armstrtw deleted the clean-up-blpapi-utils branch Feb 10, 2016
@RockScience
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@RockScience RockScience commented Feb 16, 2016

is #107 also an issue linked to Lazyframe?

@armstrtw
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@armstrtw armstrtw commented Feb 16, 2016

Well, this is the fieldInfo from BBG for LAST_UPDATE:

id "PR024"
mnemonic "LAST_UPDATE"
datatype "Datetime"
ftype "DateOrTime"

So, we can address this in the new allocateDataFrame function. The problem is that most of the functions (bdp, bdh) still use populateDfRow to convert the bbg response to a dataframe, and that code still uses the BBG types to convert, so it's going to see BLPAPI_DATATYPE_DATE or BLPAPI_DATATYPE_TIME and that particular function assumes that the allocation function has already set up for a double (posix) or integer (date).

So, there's still some work to be done to connect the types we see at allocation time w/ the populateDfRow function. I don't think it's too hard, but just going to take some time to re-tool for this.

@RockScience
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@RockScience RockScience commented Feb 18, 2016

Thank you for the detailed explanation, it is much more clear now.

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