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NO_ISSUE, code cleanup
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Julius278 committed May 15, 2024
1 parent 9270f93 commit 881ae7e
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Showing 7 changed files with 10 additions and 34 deletions.
27 changes: 10 additions & 17 deletions src/main/java/net/finmath/smartcontract/demo/VisualiserSDC.java
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Expand Up @@ -37,9 +37,8 @@
*/
@SuppressWarnings("java:S125")
public class VisualiserSDC {

private static final String COUNTERPART = "Counterpart";
private List<Point2D> seriesMarketValues;

private Plot2DBarFX plotMarginAccounts;
private Plot2DFX plotMarketValue;

Expand All @@ -54,12 +53,10 @@ public static void main(final String[] args) throws Exception {
final LocalDate startDate = LocalDate.of(2008, 1, 1);
final LocalDate maturity = LocalDate.of(2012, 1, 3);
final String fileName = "timeseriesdatamap.json";
//final DateTimeFormatter providedDateFormat = DateTimeFormatter.ofPattern("yyyyMMdd");
final List<CalibrationDataset> scenarioList = CalibrationParserDataItems.getScenariosFromJsonFile(fileName).stream().filter(s -> s.getDate().toLocalDate().isAfter(startDate)).filter(s -> s.getDate().toLocalDate().isBefore(maturity)).toList();
// CSV Method returns same List
// final List<IRMarketDataScenario> scenarioList = IRScenarioGenerator.getScenariosFromCSVFile(fileName,providedDateFormat).stream().filter(S->S.getDate().toLocalDate().isAfter(startDate)).filter(S->S.getDate().toLocalDate().isBefore(maturity)).collect(Collectors.toList());


final double notional = 1.0E7;
final String maturityKey = "5Y";
final String forwardCurveKey = "forward-EUR-6M";
Expand Down Expand Up @@ -126,33 +123,29 @@ public void start() {
frame.setSize(1600, 600);
// frame.setSize(960, 540+22);

Platform.runLater(new Runnable() {
@Override
public void run() {

final FlowPane root = new FlowPane();
root.getChildren().addAll(new Group(plotMarginAccounts.get()), plotMarketValue.get());
Platform.runLater(() -> {
final FlowPane root = new FlowPane();
root.getChildren().addAll(new Group(plotMarginAccounts.get()), plotMarketValue.get());

final Scene scene = new Scene(root, 1600, 600);
scene.getStylesheets().add("barchart.css");
fxPanel.setScene(scene);
}
final Scene scene = new Scene(root, 1600, 600);
scene.getStylesheets().add("barchart.css");
fxPanel.setScene(scene);
});
});
}

void updateWithValue(final LocalDateTime date, final double base, final double x, final Double value, final double increment) throws InterruptedException {
final List<Category2D> marginBase = new ArrayList<>();
marginBase.add(new Category2D("We", base + Math.min(0, +increment)));
marginBase.add(new Category2D("Counterpart", base + Math.min(0, -increment)));
marginBase.add(new Category2D(COUNTERPART, base + Math.min(0, -increment)));

final List<Category2D> marginRemoved = new ArrayList<>();
marginRemoved.add(new Category2D("We", -Math.min(0, +increment)));
marginRemoved.add(new Category2D("Counterpart", -Math.min(0, -increment)));
marginRemoved.add(new Category2D(COUNTERPART, -Math.min(0, -increment)));

final List<Category2D> marginExcessed = new ArrayList<>();
marginExcessed.add(new Category2D("We", Math.max(0, +increment)));
marginExcessed.add(new Category2D("Counterpart", Math.max(0, -increment)));
marginExcessed.add(new Category2D(COUNTERPART, Math.max(0, -increment)));

final List<PlotableCategories> plotables = new ArrayList<>();
plotables.add(new PlotableCategories() {
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Expand Up @@ -21,9 +21,7 @@
* @author Peter Kohl-Landgraf
* @author Dietmar Schnabel
*/
@SuppressWarnings("java:S125")
public class ValuationClient {

private static final Logger logger = LoggerFactory.getLogger(ValuationClient.class);
private static final String BASIC = "Basic ";

Expand All @@ -48,9 +46,7 @@ public static void main(String[] args) throws Exception {
}

final String marketDataStartXml = new String(Objects.requireNonNull(ValuationClient.class.getClassLoader().getResourceAsStream("net/finmath/smartcontract/valuation/client/md_testset1.xml")).readAllBytes(), StandardCharsets.UTF_8);
//final MarketDataList marketDataStart = SDCXMLParser.unmarshalXml(marketDataStartXml, MarketDataList.class);
final String marketDataEndXml = new String(Objects.requireNonNull(ValuationClient.class.getClassLoader().getResourceAsStream("net/finmath/smartcontract/valuation/client/md_testset2.xml")).readAllBytes(), StandardCharsets.UTF_8);
//final MarketDataList marketDataEnd = SDCXMLParser.unmarshalXml(marketDataEndXml, MarketDataList.class);
final String product = new String(Objects.requireNonNull(ValuationClient.class.getClassLoader().getResourceAsStream("net.finmath.smartcontract.product.xml/smartderivativecontract.xml")).readAllBytes(), StandardCharsets.UTF_8);

final MarginRequest marginRequest = new MarginRequest().marketDataStart(marketDataStartXml).marketDataEnd(marketDataEndXml).tradeData(product).valuationDate("");
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Expand Up @@ -11,7 +11,6 @@
public class CalibrationDataItem {
private static final String REGEX = "((?<=[a-zA-Z])(?=[0-9]))|((?<=[0-9])(?=[a-zA-Z]))";


public static class Spec {
private final String key;
private final String curveName;
Expand Down Expand Up @@ -119,7 +118,6 @@ public String getDateString() {
return this.dateTime.format(DateTimeFormatter.ofPattern("yyyy-MM-dd"));
}


public LocalDate getDate() {return dateTime.toLocalDate();}

public LocalDateTime getDateTime(){ return dateTime;}
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Expand Up @@ -35,7 +35,6 @@ public CalibrationDataset getScaled(double scaleFactor) {
return new CalibrationDataset(scaledSet, scenarioDate);
}


public Set<CalibrationDataItem> getFixingDataItems() {
return this.fixingDataItems;
}
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Expand Up @@ -25,7 +25,6 @@
@SuppressWarnings("java:S125")
public class CalibrationParserDataItems implements CalibrationParser {


private static final Logger logger = LoggerFactory.getLogger(CalibrationParserDataItems.class);

@Override
Expand Down Expand Up @@ -200,6 +199,4 @@ private static Set<CalibrationDataItem> getFixingDataItemSet(final String curveK
return new CalibrationDataItem(spec, curvePointEntry.getValue(), fixingDate.atStartOfDay());
})).collect(Collectors.toCollection(LinkedHashSet::new));
}


}
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Expand Up @@ -17,14 +17,11 @@
import java.util.List;
import java.util.Objects;

@SuppressWarnings("java:S125")
@Profile(value = {"dev", "test", "int", "default"})
@Service
public class MarketDataGeneratorScenarioList implements MarketDataGeneratorInterface<MarketDataList> {

private static final Logger logger = LoggerFactory.getLogger(MarketDataGeneratorScenarioList.class);
private Observable<MarketDataList> publishSubject;

private int counter = 0;

private final List<String> files = List.of("marketdata_2008-05-02.xml", "marketdata_2008-05-05.xml", "marketdata_2008-05-06.xml", "marketdata_2008-05-07.xml", "marketdata_2008-05-08.xml", "marketdata_2008-05-09.xml", "marketdata_2008-05-12.xml", "marketdata_2008-05-13.xml", "marketdata_2008-05-14.xml", "marketdata_2008-05-15.xml", "marketdata_2008-05-16.xml", "marketdata_2008-05-19.xml", "marketdata_2008-05-20.xml", "marketdata_2008-05-21.xml", "marketdata_2008-05-22.xml", "marketdata_2008-05-23.xml", "marketdata_2008-05-26.xml", "marketdata_2008-05-27.xml", "marketdata_2008-05-28.xml", "marketdata_2008-05-29.xml", "marketdata_2008-05-30.xml",
Expand All @@ -35,9 +32,6 @@ public class MarketDataGeneratorScenarioList implements MarketDataGeneratorInter
"marketdata_2008-10-01.xml", "marketdata_2008-10-02.xml", "marketdata_2008-10-03.xml", "marketdata_2008-10-06.xml", "marketdata_2008-10-07.xml", "marketdata_2008-10-08.xml", "marketdata_2008-10-09.xml", "marketdata_2008-10-10.xml", "marketdata_2008-10-13.xml", "marketdata_2008-10-14.xml", "marketdata_2008-10-15.xml", "marketdata_2008-10-16.xml", "marketdata_2008-10-17.xml", "marketdata_2008-10-20.xml", "marketdata_2008-10-21.xml", "marketdata_2008-10-22.xml", "marketdata_2008-10-23.xml", "marketdata_2008-10-24.xml", "marketdata_2008-10-27.xml", "marketdata_2008-10-28.xml", "marketdata_2008-10-29.xml", "marketdata_2008-10-30.xml", "marketdata_2008-10-31.xml");


/*public MarketDataGeneratorScenarioList(List<MarketDataList> scenarioList) {
publishSubject = PublishSubject.create();
}*/
public MarketDataGeneratorScenarioList() {
publishSubject = PublishSubject.create();
}
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Expand Up @@ -84,7 +84,6 @@ public PlainSwapEditorController(DatabaseConnector databaseConnector, ResourceGo
this.objectMapper = objectMapper;
}


/**
* Controller that handles requests for generation of a SDCmL document.
*
Expand Down

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