Java Code Examples for com.google.common.io.CharSource#wrap()

@Test
public void test_parse_multipleSources() {
  CharSource source1 = CharSource.wrap(
      "Reference,Sensitivity Tenor,Zero Rate Delta\n" +
          "GBP-LIBOR,P1M,1.1\n" +
          "GBP-LIBOR,P2M,1.2\n");
  CharSource source2 = CharSource.wrap(
      "Reference,Sensitivity Tenor,Zero Rate Delta\n" +
          "GBP-LIBOR,P3M,1.3\n" +
          "GBP-LIBOR,P6M,1.4\n");
  ValueWithFailures<ListMultimap<String, CurveSensitivities>> test = LOADER.parse(ImmutableList.of(source1, source2));
  assertThat(test.getFailures().size()).as(test.getFailures().toString()).isEqualTo(0);
  assertThat(test.getValue().keySet()).hasSize(1);
  List<CurveSensitivities> list = test.getValue().get("");
  assertThat(list).hasSize(2);

  CurveSensitivities csens0 = list.get(0);
  assertThat(csens0.getTypedSensitivities()).hasSize(1);
  assertSens(csens0, ZERO_RATE_DELTA, "GBP-LIBOR", GBP, "1M, 2M", 1.1, 1.2);

  CurveSensitivities csens1 = list.get(1);
  assertThat(csens1.getTypedSensitivities()).hasSize(1);
  assertSens(csens1, ZERO_RATE_DELTA, "GBP-LIBOR", GBP, "3M, 6M", 1.3, 1.4);
}
 

@Test
public void test_parse_list_duplicateTenor() {
  CharSource source = CharSource.wrap(
      "Reference,Sensitivity Tenor,Zero Rate Delta\n" +
          "GBP,P1D,1\n" +
          "GBP,P1M,2\n" +
          "GBP,P1M,3\n");
  ValueWithFailures<ListMultimap<String, CurveSensitivities>> test = LOADER.parse(ImmutableList.of(source));
  assertThat(test.getFailures().size()).as(test.getFailures().toString()).isEqualTo(0);
  assertThat(test.getValue().size()).isEqualTo(1);
  List<CurveSensitivities> list = test.getValue().get("");
  assertThat(list).hasSize(1);

  CurveSensitivities csens0 = list.get(0);
  assertThat(csens0.getTypedSensitivities()).hasSize(1);
  assertSens(csens0, ZERO_RATE_DELTA, "GBP", GBP, "1D, 1M", 1, 5);
}
 

@Test
public void test_parse_grid_dateInTenorColumn() {
  CharSource source = CharSource.wrap(
      "Sensitivity Type,Sensitivity Tenor,GBP\n" +
          "ZeroRateGamma,2018-06-30,1\n");
  assertThat(LOADER_DATE.isKnownFormat(source)).isTrue();
  ValueWithFailures<ListMultimap<String, CurveSensitivities>> test = LOADER_DATE.parse(ImmutableList.of(source));
  assertThat(test.getFailures().size()).as(test.getFailures().toString()).isEqualTo(0);
  assertThat(test.getValue().size()).isEqualTo(1);
  List<CurveSensitivities> list = test.getValue().get("");
  assertThat(list).hasSize(1);

  CurveSensitivities csens0 = list.get(0);
  assertThat(csens0.getTypedSensitivities()).hasSize(1);
  CurrencyParameterSensitivities cpss = csens0.getTypedSensitivity(ZERO_RATE_GAMMA);
  assertThat(cpss.getSensitivities()).hasSize(1);
  CurrencyParameterSensitivity cps = cpss.getSensitivities().get(0);
  assertThat(cps.getParameterMetadata()).hasSize(1);
  assertThat(cps.getParameterMetadata().get(0)).isEqualTo(LabelDateParameterMetadata.of(date(2018, 6, 30), "2018-06-30"));
}
 

@Test
public void test_parse_grid_dateColumn() {
  CharSource source = CharSource.wrap(
      "Sensitivity Type,Sensitivity Date,GBP\n" +
          "ZeroRateGamma,2018-06-30,1\n");
  assertThat(LOADER_DATE.isKnownFormat(source)).isTrue();
  ValueWithFailures<ListMultimap<String, CurveSensitivities>> test = LOADER_DATE.parse(ImmutableList.of(source));
  assertThat(test.getFailures().size()).as(test.getFailures().toString()).isEqualTo(0);
  assertThat(test.getValue().size()).isEqualTo(1);
  List<CurveSensitivities> list = test.getValue().get("");
  assertThat(list).hasSize(1);

  CurveSensitivities csens0 = list.get(0);
  assertThat(csens0.getTypedSensitivities()).hasSize(1);
  CurrencyParameterSensitivities cpss = csens0.getTypedSensitivity(ZERO_RATE_GAMMA);
  assertThat(cpss.getSensitivities()).hasSize(1);
  CurrencyParameterSensitivity cps = cpss.getSensitivities().get(0);
  assertThat(cps.getParameterMetadata()).hasSize(1);
  assertThat(cps.getParameterMetadata().get(0)).isEqualTo(LabelDateParameterMetadata.of(date(2018, 6, 30), "2018-06-30"));
}
 

@Test
public void test_parse_grid_duplicateTenor() {
  CharSource source = CharSource.wrap(
      "Sensitivity Type,Sensitivity Tenor,GBP\n" +
          "ZeroRateGamma,P6M,1\n" +
          "ZeroRateGamma,12M,2\n" +
          "ZeroRateGamma,12M,3\n");
  assertThat(LOADER_DATE.isKnownFormat(source)).isTrue();
  ValueWithFailures<ListMultimap<String, CurveSensitivities>> test = LOADER_DATE.parse(ImmutableList.of(source));
  assertThat(test.getFailures().size()).as(test.getFailures().toString()).isEqualTo(0);
  assertThat(test.getValue().size()).isEqualTo(1);
  List<CurveSensitivities> list = test.getValue().get("");
  assertThat(list).hasSize(1);

  CurveSensitivities csens0 = list.get(0);
  assertThat(csens0.getTypedSensitivities()).hasSize(1);
  assertSens(csens0, ZERO_RATE_GAMMA, "GBP", GBP, "6M, 1Y", 1, 5);  // 12M -> 1Y
}
 

@Test
public void test_parse_grid_tenorAndDateColumns() {
  CharSource source = CharSource.wrap(
      "Sensitivity Type,Sensitivity Tenor,Sensitivity Date,GBP\n" +
          "ZeroRateGamma,1M,2018-06-30,1\n");
  assertThat(LOADER.isKnownFormat(source)).isTrue();
  ValueWithFailures<ListMultimap<String, CurveSensitivities>> test = LOADER.parse(ImmutableList.of(source));
  assertThat(test.getFailures().size()).as(test.getFailures().toString()).isEqualTo(0);
  assertThat(test.getValue().size()).isEqualTo(1);
  List<CurveSensitivities> list = test.getValue().get("");
  assertThat(list).hasSize(1);

  CurveSensitivities csens0 = list.get(0);
  assertThat(csens0.getTypedSensitivities()).hasSize(1);
  CurrencyParameterSensitivities cpss = csens0.getTypedSensitivity(ZERO_RATE_GAMMA);
  assertThat(cpss.getSensitivities()).hasSize(1);
  CurrencyParameterSensitivity cps = cpss.getSensitivities().get(0);
  assertThat(cps.getParameterMetadata()).hasSize(1);
  assertThat(cps.getParameterMetadata().get(0)).isEqualTo(TenorDateParameterMetadata.of(date(2018, 6, 30), TENOR_1M));
}
 

@Test
public void test_parse_list_badDayMonthTenor() {
  CharSource source = CharSource.wrap(
      "Reference,Sensitivity Tenor,Zero Rate Delta\n" +
          "GBP-LIBOR,P2M1D,1.0");
  ValueWithFailures<ListMultimap<String, CurveSensitivities>> test = LOADER.parse(ImmutableList.of(source));
  assertThat(test.getFailures()).hasSize(1);
  assertThat(test.getFailures().get(0).getReason()).isEqualTo(FailureReason.PARSING);
  assertThat(test.getFailures().get(0).getMessage())
      .isEqualTo("CSV file could not be parsed at line 2: Invalid tenor, cannot mix years/months and days: 2M1D");
}
 

@Test
public void test_parse_grid_neitherTenorNorDate() {
  CharSource source = CharSource.wrap(
      "Sensitivity Type,Sensitivity Tenor,Sensitivity Date,GBP\n" +
          "ZeroRateGamma,,,1\n");
  assertThat(LOADER_DATE.isKnownFormat(source)).isTrue();
  ValueWithFailures<ListMultimap<String, CurveSensitivities>> test = LOADER_DATE.parse(ImmutableList.of(source));
  assertThat(test.getFailures()).hasSize(1);
  assertThat(test.getValue().size()).isEqualTo(0);
  FailureItem failure0 = test.getFailures().get(0);
  assertThat(failure0.getReason()).isEqualTo(FailureReason.PARSING);
  assertThat(failure0.getMessage()).isEqualTo("CSV file could not be parsed at line 2: Unable to parse tenor or date, " +
      "check 'Sensitivity Tenor' and 'Sensitivity Date' columns");
}
 

@Test
public void test_parse_grid_missingColumns() {
  CharSource source = CharSource.wrap(
      "GBP\n" +
          "1");
  assertThat(LOADER.isKnownFormat(source)).isFalse();
  ValueWithFailures<ListMultimap<String, CurveSensitivities>> test = LOADER.parse(ImmutableList.of(source));
  assertThat(test.getFailures()).hasSize(1);
  assertThat(test.getValue().size()).isEqualTo(0);
  FailureItem failure0 = test.getFailures().get(0);
  assertThat(failure0.getReason()).isEqualTo(FailureReason.PARSING);
  assertThat(failure0.getMessage()).isEqualTo("CSV file could not be parsed as sensitivities, invalid format");
}
 

@Test
public void test_parse_grid_badTenorWithValidDateColumn() {
  CharSource source = CharSource.wrap(
      "Sensitivity Type,Sensitivity Tenor,Sensitivity Date,GBP\n" +
          "ZeroRateGamma,XXX,2018-06-30,1\n");
  assertThat(LOADER.isKnownFormat(source)).isTrue();
  ValueWithFailures<ListMultimap<String, CurveSensitivities>> test = LOADER.parse(ImmutableList.of(source));
  assertThat(test.getFailures()).hasSize(1);
  assertThat(test.getValue().size()).isEqualTo(0);
  FailureItem failure0 = test.getFailures().get(0);
  assertThat(failure0.getReason()).isEqualTo(FailureReason.PARSING);
  assertThat(failure0.getMessage())
      .isEqualTo("CSV file could not be parsed at line 2: Invalid tenor 'XXX', must be expressed as nD, nW, nM or nY");
}
 

@Test
public void test_parse_grid_allRowsBadNoEmptySensitvityCreated() {
  CharSource source = CharSource.wrap(
      "Sensitivity Type,Sensitivity Tenor,GBP\n" +
          "ZeroRateGamma,XX,1\n");
  assertThat(LOADER.isKnownFormat(source)).isTrue();
  ValueWithFailures<ListMultimap<String, CurveSensitivities>> test = LOADER.parse(ImmutableList.of(source));
  assertThat(test.getFailures()).hasSize(1);
  assertThat(test.getValue().size()).isEqualTo(0);
  FailureItem failure0 = test.getFailures().get(0);
  assertThat(failure0.getReason()).isEqualTo(FailureReason.PARSING);
  assertThat(failure0.getMessage())
      .isEqualTo("CSV file could not be parsed at line 2: Invalid tenor 'XX', must be expressed as nD, nW, nM or nY");
}
 

@Test
public void test_parse_list_unableToGetCurrency() {
  CharSource source = CharSource.wrap(
      "Reference,Sensitivity Tenor,Zero Rate Delta\n" +
          "X,1D,1.0");
  ValueWithFailures<ListMultimap<String, CurveSensitivities>> test = LOADER.parse(ImmutableList.of(source));
  assertThat(test.getFailures()).hasSize(1);
  FailureItem failure0 = test.getFailures().get(0);
  assertThat(failure0.getReason()).isEqualTo(FailureReason.PARSING);
  assertThat(failure0.getMessage())
      .isEqualTo("CSV file could not be parsed at line 2: Unable to parse currency from reference, " +
          "consider adding a 'Currency' column");
}
 

@Test
public void test_parse_list_allRowsBadNoEmptySensitvityCreated() {
  CharSource source = CharSource.wrap(
      "Reference,Sensitivity Tenor,ZeroRateDelta\n" +
          "GBP,XX,1\n");
  assertThat(LOADER_DATE.isKnownFormat(source)).isTrue();
  ValueWithFailures<ListMultimap<String, CurveSensitivities>> test = LOADER_DATE.parse(ImmutableList.of(source));
  assertThat(test.getFailures()).hasSize(1);
  assertThat(test.getValue().size()).isEqualTo(0);
  FailureItem failure0 = test.getFailures().get(0);
  assertThat(failure0.getReason()).isEqualTo(FailureReason.PARSING);
  assertThat(failure0.getMessage())
      .isEqualTo("CSV file could not be parsed at line 2: Invalid tenor 'XX', must be expressed as nD, nW, nM or nY");
}
 

@Test
public void test_parse_standard_dateInTenorColumn() {
  CharSource source = CharSource.wrap(
      "Reference,Sensitivity Type,Sensitivity Tenor,Value\n" +
          "GBP,ZeroRateGamma,2018-06-30,1\n");
  assertThat(LOADER_DATE.isKnownFormat(source)).isTrue();
  ValueWithFailures<ListMultimap<String, CurveSensitivities>> test = LOADER_DATE.parse(ImmutableList.of(source));
  assertThat(test.getFailures()).hasSize(1);
  assertThat(test.getValue().size()).isEqualTo(0);
  FailureItem failure0 = test.getFailures().get(0);
  assertThat(failure0.getReason()).isEqualTo(FailureReason.PARSING);
  assertThat(failure0.getMessage())
      .isEqualTo("CSV file could not be parsed at line 2: Invalid tenor '2018-06-30', must be expressed as nD, nW, nM or nY");
}
 

@Test
public void test_parse_grid_dateButTenorRequired() {
  CharSource source = CharSource.wrap(
      "Sensitivity Type,Sensitivity Tenor,Sensitivity Date,GBP\n" +
          "ZeroRateGamma,,2018-06-30,1\n");
  assertThat(LOADER.isKnownFormat(source)).isTrue();
  ValueWithFailures<ListMultimap<String, CurveSensitivities>> test = LOADER.parse(ImmutableList.of(source));
  assertThat(test.getFailures()).hasSize(1);
  assertThat(test.getValue().size()).isEqualTo(0);
  FailureItem failure0 = test.getFailures().get(0);
  assertThat(failure0.getReason()).isEqualTo(FailureReason.PARSING);
  assertThat(failure0.getMessage())
      .isEqualTo("CSV file could not be parsed at line 2: Missing value for 'Sensitivity Tenor' column");
}
 

private static TacKbp2017KBLoader.TacKbp2017KBLoading getDummyLoading() {
  return new TacKbp2017KBLoader.TacKbp2017KBLoading(CharSource.wrap(""));
}
 

/**
 * Prettifies given XML String.
 *
 * @param xml input XML
 * @return prettified input or input itself is input is not well-formed
 */
public static CharSequence prettifyXml(CharSequence xml) {
    return new XmlString(CharSource.wrap(xml));
}
 

/**
 * Obtains an instance of {@link CharSource} from a text variable, specified as a byte array.
 * This also takes in a specific character set, as a {@link Charset}.
 * 
 * @param content  the text to create a {@link CharSource} for
 * @param charset  the charset to build the new CharSource based on
 * @return  a new instance of {@link CharSource}
 */
public static CharSource ofContent(byte[] content, Charset charset) {
  return CharSource.wrap(new String(content, charset));
}
 

/**
 * Obtains an instance of {@link CharSource} from a text variable, specified as a byte array.
 * 
 * @param content  the text to create a {@link CharSource} for
 * @return  a new instance of {@link CharSource} with UTF-8 for charset
 */
public static CharSource ofContent(byte[] content) {
  return CharSource.wrap(new String(content, Charsets.UTF_8));
}
 

/**
 * Obtains an instance of {@link CharSource} from a text variable, specified as a {@link String} object.
 *
 * @param content  the text to create a {@link CharSource} for
 * @return  a new instance of {@link CharSource} with UTF-8 for charset
 */
public static CharSource ofContent(String content) {
  return CharSource.wrap(content);
}