ConfigLoader.java

  1. package org.drip.param.config;

  3. /*
  4.  * -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
  5.  */

  7. /*!
  8.  * Copyright (C) 2020 Lakshmi Krishnamurthy
  9.  * Copyright (C) 2019 Lakshmi Krishnamurthy
  10.  * Copyright (C) 2018 Lakshmi Krishnamurthy
  11.  * Copyright (C) 2017 Lakshmi Krishnamurthy
  12.  * Copyright (C) 2016 Lakshmi Krishnamurthy
  13.  * Copyright (C) 2015 Lakshmi Krishnamurthy
  14.  * Copyright (C) 2014 Lakshmi Krishnamurthy
  15.  * Copyright (C) 2013 Lakshmi Krishnamurthy
  16.  * Copyright (C) 2012 Lakshmi Krishnamurthy
  17.  * Copyright (C) 2011 Lakshmi Krishnamurthy
  18.  * 
  19.  *  This file is part of DROP, an open-source library targeting analytics/risk, transaction cost analytics,
  20.  *      asset liability management analytics, capital, exposure, and margin analytics, valuation adjustment
  21.  *      analytics, and portfolio construction analytics within and across fixed income, credit, commodity,
  22.  *      equity, FX, and structured products. It also includes auxiliary libraries for algorithm support,
  23.  *      numerical analysis, numerical optimization, spline builder, model validation, statistical learning,
  24.  *      and computational support.
  25.  *  
  26.  *      https://lakshmidrip.github.io/DROP/
  27.  *  
  28.  *  DROP is composed of three modules:
  29.  *  
  30.  *  - DROP Product Core - https://lakshmidrip.github.io/DROP-Product-Core/
  31.  *  - DROP Portfolio Core - https://lakshmidrip.github.io/DROP-Portfolio-Core/
  32.  *  - DROP Computational Core - https://lakshmidrip.github.io/DROP-Computational-Core/
  33.  * 
  34.  *  DROP Product Core implements libraries for the following:
  35.  *  - Fixed Income Analytics
  36.  *  - Loan Analytics
  37.  *  - Transaction Cost Analytics
  38.  * 
  39.  *  DROP Portfolio Core implements libraries for the following:
  40.  *  - Asset Allocation Analytics
  41.  *  - Asset Liability Management Analytics
  42.  *  - Capital Estimation Analytics
  43.  *  - Exposure Analytics
  44.  *  - Margin Analytics
  45.  *  - XVA Analytics
  46.  * 
  47.  *  DROP Computational Core implements libraries for the following:
  48.  *  - Algorithm Support
  49.  *  - Computation Support
  50.  *  - Function Analysis
  51.  *  - Model Validation
  52.  *  - Numerical Analysis
  53.  *  - Numerical Optimizer
  54.  *  - Spline Builder
  55.  *  - Statistical Learning
  56.  * 
  57.  *  Documentation for DROP is Spread Over:
  58.  * 
  59.  *  - Main                     => https://lakshmidrip.github.io/DROP/
  60.  *  - Wiki                     => https://github.com/lakshmiDRIP/DROP/wiki
  61.  *  - GitHub                   => https://github.com/lakshmiDRIP/DROP
  62.  *  - Repo Layout Taxonomy     => https://github.com/lakshmiDRIP/DROP/blob/master/Taxonomy.md
  63.  *  - Javadoc                  => https://lakshmidrip.github.io/DROP/Javadoc/index.html
  64.  *  - Technical Specifications => https://github.com/lakshmiDRIP/DROP/tree/master/Docs/Internal
  65.  *  - Release Versions         => https://lakshmidrip.github.io/DROP/version.html
  66.  *  - Community Credits        => https://lakshmidrip.github.io/DROP/credits.html
  67.  *  - Issues Catalog           => https://github.com/lakshmiDRIP/DROP/issues
  68.  *  - JUnit                    => https://lakshmidrip.github.io/DROP/junit/index.html
  69.  *  - Jacoco                   => https://lakshmidrip.github.io/DROP/jacoco/index.html
  70.  * 
  71.  *  Licensed under the Apache License, Version 2.0 (the "License");
  72.  *      you may not use this file except in compliance with the License.
  73.  *   
  74.  *  You may obtain a copy of the License at
  75.  *      http://www.apache.org/licenses/LICENSE-2.0
  76.  *  
  77.  *  Unless required by applicable law or agreed to in writing, software
  78.  *      distributed under the License is distributed on an "AS IS" BASIS,
  79.  *      WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
  80.  *  
  81.  *  See the License for the specific language governing permissions and
  82.  *      limitations under the License.
  83.  */

  85. /**
  86.  * <i>ConfigLoader</i> implements the configuration functionality. It exposes the following:
  87.  * 
  88.  * <br><br>
  89.  *  <ul>
  90.  *      <li>
  91.  *          Parses the XML configuration file and extract the tag pairs information.
  92.  *      </li>
  93.  *      <li>
  94.  *          Retrieve the logger.
  95.  *      </li>
  96.  *      <li>
  97.  *          Load the holiday calendars and retrieve the location holidays.
  98.  *      </li>
  99.  *      <li>
  100.  *          Connect to analytics server and the database server.
  101.  *      </li>
  102.  *  </ul>
  103.  * 
  104.  * <br><br>
  105.  *  Depending on the configuration setting, ConfigLoader loads the above from either a file or the specified
  106.  *      database.
  107.  *
  108.  *  <br><br>
  109.  *  <ul>
  110.  *      <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ProductCore.md">Product Core Module</a></li>
  111.  *      <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/FixedIncomeAnalyticsLibrary.md">Fixed Income Analytics</a></li>
  112.  *      <li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/param/README.md">Product Cash Flow, Valuation, Market, Pricing, and Quoting Parameters</a></li>
  113.  *      <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/param/config/README.md">Library Level Configuration Parameters Setting</a></li>
  114.  *  </ul>
  115.  *
  116.  * @author Lakshmi Krishnamurthy
  117.  */

  119. public class ConfigLoader {
  120.     private static boolean s_bInit = false;
  121.     private static java.sql.Statement s_Statement = null;

  123.     private static final int IntegerTagValue (
  124.         final org.w3c.dom.Element eTag,
  125.         final java.lang.String strTag)
  126.         throws java.lang.Exception {
  127.         if (null == eTag || null == strTag || null == eTag.getElementsByTagName (strTag))
  128.             throw new java.lang.Exception ("Cannot get int value for <" + strTag + ">");

  130.         org.w3c.dom.NodeList nl = eTag.getElementsByTagName (strTag);

  132.         if (null == nl.item (0) || !(nl.item (0) instanceof org.w3c.dom.Element))
  133.             throw new java.lang.Exception ("Cannot get int value for <" + strTag + ">");

  135.         org.w3c.dom.Element elem = (org.w3c.dom.Element) nl.item (0);

  137.         if (null == elem || null == elem.getChildNodes() || null == elem.getChildNodes().item (0) ||
  138.             !(elem.getChildNodes().item (0) instanceof org.w3c.dom.Node))
  139.             throw new java.lang.Exception ("Cannot get int value for <" + strTag + ">");

  141.         org.w3c.dom.Node node = elem.getChildNodes().item (0);

  143.         if (null == node || null == node.getNodeValue())
  144.             throw new java.lang.Exception ("Cannot get int value for <" + strTag + ">");

  146.         return Integer.parseInt (node.getNodeValue());
  147.     }

  149.     private static final boolean BooleanTagValue (
  150.         final org.w3c.dom.Element eTag,
  151.         final java.lang.String strTag)
  152.         throws java.lang.Exception
  153.     {
  154.         if (null == eTag || null == strTag || null == eTag.getElementsByTagName (strTag))
  155.             throw new java.lang.Exception ("Cannot get bool value for <" + strTag + ">");

  157.         org.w3c.dom.NodeList nl = eTag.getElementsByTagName (strTag);

  159.         if (null == nl.item (0) || !(nl.item (0) instanceof org.w3c.dom.Element))
  160.             throw new java.lang.Exception ("Cannot get bool value for <" + strTag + ">");

  162.         org.w3c.dom.Element elem = (org.w3c.dom.Element) nl.item (0);

  164.         if (null == elem || null == elem.getChildNodes() || null == elem.getChildNodes().item (0) ||
  165.             !(elem.getChildNodes().item (0) instanceof org.w3c.dom.Node))
  166.             throw new java.lang.Exception ("Cannot get bool value for <" + strTag + ">");

  168.         org.w3c.dom.Node node = elem.getChildNodes().item (0);

  170.         if (null == node || null == node.getNodeValue())
  171.             throw new java.lang.Exception ("Cannot get bool value for <" + strTag + ">");

  173.         return java.lang.Boolean.parseBoolean (node.getNodeValue());
  174.     }

  176.     private static final java.lang.String StringTagValue (
  177.         final org.w3c.dom.Element eTag,
  178.         final java.lang.String strTag)
  179.     {
  180.         if (null == eTag || null == strTag || null == eTag.getElementsByTagName (strTag)) return null;

  182.         org.w3c.dom.NodeList nl = eTag.getElementsByTagName (strTag);

  184.         if (null == nl.item (0) || !(nl.item (0) instanceof org.w3c.dom.Element)) return null;

  186.         org.w3c.dom.Element elem = (org.w3c.dom.Element) nl.item (0);

  188.         if (null == elem || null == elem.getChildNodes() || null == elem.getChildNodes().item (0) ||
  189.             !(elem.getChildNodes().item (0) instanceof org.w3c.dom.Node))
  190.             return null;

  192.         org.w3c.dom.Node node = elem.getChildNodes().item (0);

  194.         if (null == node || null == node.getNodeValue()) return null;

  196.         return node.getNodeValue();
  197.     }

  199.     private static final int[] IntegerArrayTagValue (
  200.         final org.w3c.dom.Element eTag,
  201.         final java.lang.String strTag)
  202.     {
  203.         if (null == eTag || null == strTag || null == eTag.getElementsByTagName (strTag)) return null;

  205.         org.w3c.dom.NodeList nl = eTag.getElementsByTagName (strTag);

  207.         if (!(nl.item (0) instanceof org.w3c.dom.Element)) return null;

  209.         org.w3c.dom.Element elem = (org.w3c.dom.Element) nl.item (0);

  211.         if (null == elem || null == elem.getChildNodes() || null == elem.getChildNodes().item (0) ||
  212.             !(elem.getChildNodes().item (0) instanceof org.w3c.dom.Node))
  213.             return null;

  215.         java.lang.String strValue = elem.getChildNodes().item (0).getNodeValue();

  217.         if (null == strValue || strValue.isEmpty()) return null;

  219.         java.lang.String[] astrValue = strValue.split (",");

  221.         int[] ai = new int[astrValue.length];

  223.         for (int i = 0; i < astrValue.length; ++i)
  224.             ai[i] = Integer.parseInt (astrValue[i]);

  226.         return ai;
  227.     }

  229.     private static final org.w3c.dom.Document NormalizedXMLDoc (
  230.         final java.lang.String strXMLFile)
  231.     {
  232.         if (null == strXMLFile || strXMLFile.isEmpty()) return null;

  234.         org.w3c.dom.Document doc = null;

  236.         try {
  237.             doc = javax.xml.parsers.DocumentBuilderFactory.newInstance().newDocumentBuilder().parse (new
  238.                 java.io.File (strXMLFile));
  239.         } catch (java.lang.Exception e) {
  240.             e.printStackTrace();

  242.             return null;
  243.         }

  245.         if (null == doc || null == doc.getDocumentElement()) return null;

  247.         doc.getDocumentElement().normalize();

  249.         return doc;
  250.     }

  252.     /**
  253.      * Create a LocHolidays object from the XML Document and the Location Tag
  254.      * 
  255.      * @param doc XML Document
  256.      * @param strLoc Location Tag
  257.      * 
  258.      * @return LocHolidays
  259.      */

  261.     public static org.drip.analytics.eventday.Locale LocationHolidays (
  262.         final org.w3c.dom.Document doc,
  263.         final java.lang.String strLoc)
  264.     {
  265.         if (null == doc || null == strLoc) return null;

  267.         org.w3c.dom.NodeList nlLoc = doc.getElementsByTagName (strLoc);

  269.         if (null == nlLoc || null == nlLoc.item (0) || org.w3c.dom.Node.ELEMENT_NODE != nlLoc.item
  270.             (0).getNodeType())
  271.             return null;

  273.         org.drip.analytics.eventday.Locale locHols = new org.drip.analytics.eventday.Locale();

  275.         org.w3c.dom.Element e = (org.w3c.dom.Element) nlLoc.item (0);

  277.         org.w3c.dom.NodeList nlHols = e.getElementsByTagName ("Weekend");

  279.         if (null != nlHols && null != nlHols.item (0) && org.w3c.dom.Node.ELEMENT_NODE == nlHols.item
  280.             (0).getNodeType())
  281.             locHols.addWeekend (IntegerArrayTagValue ((org.w3c.dom.Element) nlHols.item (0), "DaysInWeek"));

  283.         if (null != (nlHols = e.getElementsByTagName ("FixedHoliday"))) {
  284.             for (int j = 0; j < nlHols.getLength(); ++j) {
  285.                 if (null == nlHols.item (j) || org.w3c.dom.Node.ELEMENT_NODE != nlHols.item
  286.                     (j).getNodeType())
  287.                     continue;

  289.                 org.w3c.dom.Element elemHol = (org.w3c.dom.Element) nlHols.item (j);

  291.                 if (null != elemHol) {
  292.                     try {
  293.                         locHols.addFixedHoliday (IntegerTagValue (elemHol, "Date"), IntegerTagValue (elemHol,
  294.                             "Month"), "");
  295.                     } catch (java.lang.Exception ex) {
  296.                         ex.printStackTrace();
  297.                     }
  298.                 }
  299.             }
  300.         }   

  302.         if (null != (nlHols = e.getElementsByTagName ("FloatingHoliday"))) {
  303.             for (int j = 0; j < nlHols.getLength(); ++j) {
  304.                 if (null == nlHols.item (j) || org.w3c.dom.Node.ELEMENT_NODE != nlHols.item
  305.                     (j).getNodeType())
  306.                     continue;

  308.                 org.w3c.dom.Element elemHol = (org.w3c.dom.Element) nlHols.item (j);

  310.                 if (null != elemHol) {
  311.                     try {
  312.                         locHols.addFloatingHoliday (IntegerTagValue (elemHol, "WeekInMonth"), IntegerTagValue
  313.                             (elemHol, "WeekDay"), IntegerTagValue (elemHol, "Month"), BooleanTagValue
  314.                                 (elemHol, "FromFront"), "");
  315.                     } catch (java.lang.Exception ex) {
  316.                         ex.printStackTrace();
  317.                     }
  318.                 }
  319.             }
  320.         }

  322.         return locHols;
  323.     }

  325.     /**
  326.      * Get the logger location from the XML Configuration file
  327.      * 
  328.      * @param strConfigFile XML Configuration file
  329.      * 
  330.      * @return String representing the logger location's full path
  331.      */

  333.     public static java.lang.String LoggerLocation (
  334.         final java.lang.String strConfigFile)
  335.     {
  336.         org.w3c.dom.Document doc = NormalizedXMLDoc (strConfigFile);

  338.         if (null == doc) return null;

  340.         org.w3c.dom.NodeList nlLogger = doc.getElementsByTagName ("logger");

  342.         if (null == nlLogger || null == nlLogger.item (0) || org.w3c.dom.Node.ELEMENT_NODE !=
  343.             nlLogger.item (0).getNodeType())
  344.             return null;

  346.         return StringTagValue ((org.w3c.dom.Element) nlLogger.item (0), "Location");
  347.     }

  349.     /**
  350.      * Connect to the analytics server from the connection parameters set in the XML Configuration file
  351.      * 
  352.      * @param strConfigFile XML Configuration file
  353.      * 
  354.      * @return java.net.Socket
  355.      */

  357.     public static java.net.Socket ConnectToAnalServer (
  358.         final java.lang.String strConfigFile)
  359.     {
  360.         org.w3c.dom.Document doc = NormalizedXMLDoc (strConfigFile);

  362.         if (null == doc) return null;

  364.         org.w3c.dom.NodeList nlLogger = doc.getElementsByTagName ("analserver");

  366.         if (null == nlLogger || null == nlLogger.item (0) || org.w3c.dom.Node.ELEMENT_NODE !=
  367.             nlLogger.item (0).getNodeType())
  368.             return null;

  370.         try {
  371.             return new java.net.Socket (StringTagValue ((org.w3c.dom.Element) nlLogger.item (0), "host"),
  372.                 IntegerTagValue ((org.w3c.dom.Element) nlLogger.item (0), "port"));
  373.         } catch (java.lang.Exception e) {
  374.             e.printStackTrace();
  375.         }

  377.         return null;
  378.     }

  380.     /**
  381.      * Initialize the analytics server from the connection parameters set in the XML Configuration file
  382.      * 
  383.      * @param strConfigFile XML Configuration file
  384.      * 
  385.      * @return java.net.ServerSocket
  386.      */

  388.     public static java.net.ServerSocket InitAnalServer (
  389.         final java.lang.String strConfigFile)
  390.     {
  391.         org.w3c.dom.Document doc = NormalizedXMLDoc (strConfigFile);

  393.         if (null == doc) return null;

  395.         org.w3c.dom.NodeList nlLogger = doc.getElementsByTagName ("analserver");

  397.         if (null == nlLogger || null == nlLogger.item (0) || org.w3c.dom.Node.ELEMENT_NODE !=
  398.             nlLogger.item (0).getNodeType())
  399.             return null;

  401.         try {
  402.             return new java.net.ServerSocket (IntegerTagValue ((org.w3c.dom.Element) nlLogger.item (0),
  403.                 "port"), IntegerTagValue ((org.w3c.dom.Element) nlLogger.item (0), "maxconn"));
  404.         } catch (java.lang.Exception e) {
  405.             e.printStackTrace();
  406.         }

  408.         return null;
  409.     }

  411.     /**
  412.      * Load the map of the holiday calendars from the entries set in the XML Configuration file
  413.      * 
  414.      * @param strConfigFile XML Configuration file
  415.      * 
  416.      * @return Map of the holiday calendars
  417.      */

  419.     public static org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.eventday.Locale>
  420.         LoadHolidayCalendars (
  421.             final java.lang.String strConfigFile)
  422.         {
  423.         org.w3c.dom.Document doc = NormalizedXMLDoc (strConfigFile);

  425.         if (null == doc) return null;

  427.         org.drip.analytics.eventday.Locale lhNYB = LocationHolidays (doc, "NYB");

  429.         if (null == lhNYB) return null;

  431.         org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.eventday.Locale> mapHols = new
  432.             org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.eventday.Locale>();

  434.         mapHols.put ("NYB", lhNYB);

  436.         return mapHols;
  437.     }

  439.     /**
  440.      * Initialize the Oracle database from the connection parameters set in the XML Configuration file
  441.      * 
  442.      * @param strConfigFile XML Configuration file
  443.      * 
  444.      * @return Connection Statement object
  445.      */

  447.     public static java.sql.Statement OracleInit (
  448.         final java.lang.String strConfigFile)
  449.     {
  450.         if (s_bInit) return s_Statement;

  452.         s_bInit = true;

  454.         org.w3c.dom.Document doc = NormalizedXMLDoc (strConfigFile);

  456.         if (null == doc) return null;

  458.         org.w3c.dom.NodeList nlDBConn = doc.getElementsByTagName ("dbconn");

  460.         if (null == nlDBConn || null == nlDBConn.item (0) || org.w3c.dom.Node.ELEMENT_NODE !=
  461.             nlDBConn.item (0).getNodeType())
  462.             return null;

  464.         org.w3c.dom.Element elemDBConn = (org.w3c.dom.Element) nlDBConn.item (0);

  466.         try {
  467.             java.lang.Class.forName ("oracle.jdbc.driver.OracleDriver");

  469.             java.lang.String strURL = "jdbc:oracle:thin:@//" + StringTagValue (elemDBConn, "host") + ":" +
  470.                 StringTagValue (elemDBConn, "port") + "/" + StringTagValue (elemDBConn, "dbname");

  472.             // java.lang.String strURL = "jdbc:oracle:thin:@//localhost:1521/XE";

  474.             System.out.println ("URL: " + strURL);

  476.             java.sql.Connection conn = java.sql.DriverManager.getConnection (strURL, "hr", "hr");

  478.             System.out.println ("Conn: " + conn);

  480.             conn.setAutoCommit (false);

  482.             return s_Statement = conn.createStatement();
  483.         } catch (java.lang.Exception e) {
  484.             e.printStackTrace();
  485.         }

  487.         return null;
  488.     }

  490.     /**
  491.      * Load the map of the holiday calendars from the database settings set in the XML Configuration file
  492.      * 
  493.      * @param strConfigFile XML Configuration file
  494.      * 
  495.      * @return Map of the holiday calendars
  496.      */

  498.     public static final org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.eventday.Locale>
  499.         LoadHolidayCalendarsFromDB (
  500.             final java.lang.String strConfigFile)
  501.     {
  502.         org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.eventday.Locale> mapHols = new
  503.             org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.eventday.Locale>();

  505.         java.sql.Statement stmt = OracleInit (strConfigFile);

  507.         if (null == stmt) return null;

  509.         long lStart = System.nanoTime();

  511.         try {
  512.             java.sql.ResultSet rs = stmt.executeQuery ("SELECT Location, Holiday FROM Holidays");

  514.             while (null != rs && rs.next()) {
  515.                 java.lang.String strLocation = rs.getString ("Location");

  517.                 java.util.Date dtSQLHoliday = rs.getDate ("Holiday");

  519.                 if (null != dtSQLHoliday) {
  520.                     org.drip.analytics.eventday.Locale lh = mapHols.get (strLocation);

  522.                     if (null == lh) lh = new org.drip.analytics.eventday.Locale();

  524.                     lh.addStaticHoliday (org.drip.analytics.date.DateUtil.CreateFromYMD
  525.                         (org.drip.analytics.date.DateUtil.Year (dtSQLHoliday),
  526.                             org.drip.analytics.date.DateUtil.Month (dtSQLHoliday),
  527.                                 org.drip.analytics.date.DateUtil.Year (dtSQLHoliday)), "");

  529.                     mapHols.put (strLocation, lh);
  530.                 }
  531.             }
  532.         } catch (java.lang.Exception e) {
  533.             e.printStackTrace();

  535.             return null;
  536.         }

  538.         int[] aiWeekend = new int[2];
  539.         aiWeekend[1] = org.drip.analytics.date.DateUtil.SUNDAY;
  540.         aiWeekend[0] = org.drip.analytics.date.DateUtil.SATURDAY;

  542.         for (java.util.Map.Entry<java.lang.String, org.drip.analytics.eventday.Locale> me :
  543.             mapHols.entrySet())
  544.             me.getValue().addWeekend (aiWeekend);

  546.         System.out.println ("Loading hols from DB took " + (System.nanoTime() - lStart) * 1.e-06 +
  547.             " m-sec\n");

  549.         return mapHols;
  550.     }

  552.     public static void main (
  553.         final java.lang.String[] astrArgs)
  554.         throws java.lang.Exception
  555.     {
  556.         java.lang.String strConfigFile = "c:\\Lakshmi\\java\\BondAnal\\Config.xml";

  558.         org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.eventday.Locale> mapHols =
  559.             LoadHolidayCalendars (strConfigFile);

  561.         for (java.util.Map.Entry<java.lang.String, org.drip.analytics.eventday.Locale> me :
  562.             mapHols.entrySet())
  563.             System.out.println (me.getKey() + "=" + me.getValue());

  565.         System.out.println ("Logger: " + LoggerLocation (strConfigFile));
  566.     }
  567. }
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