org.drip.feed.loader

Class CSVGrid

java.lang.Object

org.drip.feed.loader.CSVGrid

public class CSVGrid
extends java.lang.Object

CSVGrid Holds the Outputs of a CSV Parsing Exercise.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
CSVGrid() Empty CSVGrid Constructor

Method Summary

Modifier and Type	Method and Description
boolean	add(java.lang.String[] astr) Add a String Array to the Grid
JulianDate[]	dateArrayAtColumn(int iColumn) Retrieve the Array of JulianDate corresponding to the specified Column Index
double[]	doubleArrayAtColumn(int iColumn) Retrieve the Array of Double Values corresponding to the specified Column Index
double[]	doubleArrayAtColumn(int iColumn, double dblScaler) Retrieve the Array of Double Values corresponding to the specified Column Index
java.util.Map<JulianDate,java.util.Map<java.lang.Double,java.lang.Double>>	doubleMap(double dblScaler) Construct a Historical Map of Scaled/Keyed Double
java.util.List<java.lang.String[]>	grid() Retrieve the Underlying CSV Grid
java.util.Map<JulianDate,InstrumentSetTenorQuote>	groupedOrderedDouble(double dblScaler) Construct a Historical Map of Scaled/Keyed/Tenor Ordered Double
java.lang.String	header(int iIndex) Retrieve the Header identified by the Index
java.lang.String[]	headers() Retrieve the Array of Headers
int[]	intArrayAtColumn(int iColumn) Retrieve the Array of Integer Values corresponding to the specified Column Index
boolean	setHeader(java.lang.String[] astrHeader) Set the Column Headers
int	size() Retrieve the Size of the Sample Set
java.lang.String[]	stringArrayAtColumn(int iColumn) Retrieve the Array of String Values corresponding to the specified Column Index
static JulianDate	ToDate(java.lang.String strElement) Convert the String Element to a JulianDate Instance.
static double	ToDouble(java.lang.String strElement) Convert the String Element to double.
static int	ToInteger(java.lang.String strElement) Convert the String Element to int.

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

CSVGrid

public CSVGrid()

Empty CSVGrid Constructor

Method Detail

ToDouble

public static final double ToDouble(java.lang.String strElement)

Convert the String Element to double. Fall back is NaN.

Parameters:

strElement - String Element

Returns:

The Return Value

ToInteger

public static final int ToInteger(java.lang.String strElement)

Convert the String Element to int. Fall back is MIN_VALUE.

Parameters:

strElement - String Element

Returns:

The Return Value

ToDate

public static final JulianDate ToDate(java.lang.String strElement)

Convert the String Element to a JulianDate Instance.

Parameters:

strElement - String Element

Returns:

The Return Value

grid

public java.util.List<java.lang.String[]> grid()

Retrieve the Underlying CSV Grid

Returns:

The Underlying CSV Field Grid

size

public int size()

Retrieve the Size of the Sample Set

Returns:

Size of the Sample Set

setHeader

public boolean setHeader(java.lang.String[] astrHeader)

Set the Column Headers

Parameters:

astrHeader - The Column Headers

Returns:

TRUE - Column Headers successfully set

add

public boolean add(java.lang.String[] astr)

Add a String Array to the Grid

Parameters:

astr - The String Array

Returns:

TRUE - The String Array successfully added

headers

public java.lang.String[] headers()

Retrieve the Array of Headers

Returns:

The Header Array

header

public java.lang.String header(int iIndex)

Retrieve the Header identified by the Index

Parameters:

iIndex - The Index

Returns:

The Header identified by the Index

stringArrayAtColumn

public java.lang.String[] stringArrayAtColumn(int iColumn)

Retrieve the Array of String Values corresponding to the specified Column Index

Parameters:

iColumn - The Column Index

Returns:

The Array of Strings

intArrayAtColumn

public int[] intArrayAtColumn(int iColumn)

Retrieve the Array of Integer Values corresponding to the specified Column Index

Parameters:

iColumn - The Column Index

Returns:

The Array of Integers

doubleArrayAtColumn

public double[] doubleArrayAtColumn(int iColumn,
                                    double dblScaler)

Retrieve the Array of Double Values corresponding to the specified Column Index

Parameters:

iColumn - The Column Index

dblScaler - The Scaling Multiplier

Returns:

The Array of Doubles

doubleArrayAtColumn

public double[] doubleArrayAtColumn(int iColumn)

Retrieve the Array of Double Values corresponding to the specified Column Index

Parameters:

iColumn - The Column Index

Returns:

The Array of Doubles

dateArrayAtColumn

public JulianDate[] dateArrayAtColumn(int iColumn)

Retrieve the Array of JulianDate corresponding to the specified Column Index

Parameters:

iColumn - The Column Index

Returns:

The Array of JulianDate

doubleMap

public java.util.Map<JulianDate,java.util.Map<java.lang.Double,java.lang.Double>> doubleMap(double dblScaler)

Construct a Historical Map of Scaled/Keyed Double

Parameters:

dblScaler - The Scale to be applied

Returns:

Historical Map of Scaled/Keyed Double

groupedOrderedDouble

public java.util.Map<JulianDate,InstrumentSetTenorQuote> groupedOrderedDouble(double dblScaler)

Construct a Historical Map of Scaled/Keyed/Tenor Ordered Double

Parameters:

dblScaler - The Scale to be applied

Returns:

Historical Map of Scaled/Keyed/Tenor Ordered Double