Time Series Update Example

TimeSeriesUtil.java

  public void updateTimeSeries(String description, ExternalIdBundle externalIdBundle, LocalDateDoubleTimeSeries timeSeries) {
    HistoricalTimeSeriesInfoSearchRequest htsSearchReq = new HistoricalTimeSeriesInfoSearchRequest();
    
    ExternalIdSearch idSearch = new ExternalIdSearch(externalIdBundle);
    htsSearchReq.setExternalIdSearch(idSearch);
    htsSearchReq.setDataField(PRICE_FIELD);
    HistoricalTimeSeriesInfoSearchResult searchResult = _htsMaster.search(htsSearchReq);
    if (searchResult.getDocuments().size() > 0) {
      HistoricalTimeSeriesInfoDocument doc = searchResult.getFirstDocument();
      ManageableHistoricalTimeSeries manageableHistoricalTimeSeries = _htsMaster.getTimeSeries(doc.getUniqueId());
      LocalDateDoubleTimeSeries ts = manageableHistoricalTimeSeries.getTimeSeries();
      LocalDateDoubleTimeSeries existingSeries = timeSeries.subSeries(ts.getEarliestTime(), true, ts.getLatestTime(), true);
      if (!existingSeries.equals(ts)) {
        // correct any older points that might have changed.
        s_logger.info("Correcting time series " + externalIdBundle + "[" + PRICE_FIELD + "] from " + ts.getEarliestTime() + " to " + ts.getLatestTime());
        _htsMaster.correctTimeSeriesDataPoints(doc.getObjectId(), existingSeries);
      }
      LocalDateDoubleTimeSeries newSeries = timeSeries.subSeries(ts.getLatestTime(), false, timeSeries.getLatestTime(), true);
      if (newSeries.size() > 0) {
        s_logger.info("Updating time series " + externalIdBundle + "[" + PRICE_FIELD + "] from " + newSeries.getEarliestTime() + " to " + newSeries.getLatestTime());
        _htsMaster.updateTimeSeriesDataPoints(doc.getObjectId(), newSeries);
      }
    } else {
      // add it
      ManageableHistoricalTimeSeriesInfo info = new ManageableHistoricalTimeSeriesInfo();
      info.setDataField(PRICE_FIELD);
      info.setDataSource(DATA_SOURCE);
      info.setDataProvider(DATA_PROVIDER);
      info.setObservationTime(OBSERVATION_TIME);
      info.setExternalIdBundle(ExternalIdBundleWithDates.of(externalIdBundle));
      info.setName(description);
      HistoricalTimeSeriesInfoDocument htsInfoDoc = new HistoricalTimeSeriesInfoDocument();
      htsInfoDoc.setInfo(info);
      
      HistoricalTimeSeriesInfoDocument addedInfoDoc = _htsMaster.add(htsInfoDoc);
      s_logger.info("Adding time series " + externalIdBundle + " from " + timeSeries.getEarliestTime() + " to " + timeSeries.getLatestTime());
      _htsMaster.updateTimeSeriesDataPoints(addedInfoDoc.getObjectId(), timeSeries);
    }
  }