feat(derivedcurve): added derivedcurve configuration

Artesian/Artesian.SDK.Tests/TestDelete.cs → Artesian/Artesian.SDK.Tests/Samples/DeleteTest.cs

@@ -11,9 +11,9 @@
 using System.Collections.Generic;
 using System.Linq;
 
-namespace Artesian.SDK.Tests
+namespace Artesian.SDK.Tests.Samples
 {
-    public class TestDelete
+    public class DeleteTest
     {
         private readonly ArtesianServiceConfig _cfg = new ArtesianServiceConfig(new Uri("https://arkive.artesian.cloud/tenantName/"), "APIKey");
 
@@ -40,6 +40,8 @@ public void DeleteActual()
                     marketDataEntity.MarketDataName)
                 );
 
+            //marketDataService.DeleteMarketDataAsync(marketData.MarketDataId.Value).GetAwaiter().GetResult();
+
             var isRegistered = marketData.IsRegistered().GetAwaiter().GetResult();
 
             if (!isRegistered)

Artesian/Artesian.SDK.Tests/Samples/DerivedTimeSerieTest.cs

@@ -0,0 +1,274 @@
+using Artesian.SDK.Dto;
+using Artesian.SDK.Dto.DerivedCfg;
+using Artesian.SDK.Factory;
+using Artesian.SDK.Service;
+
+using NodaTime;
+
+using NUnit.Framework;
+using NUnit.Framework.Legacy;
+
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Threading;
+
+namespace Artesian.SDK.Tests.Samples
+{
+    public class DerivedTimeSerieTest
+    {
+        private readonly ArtesianServiceConfig _cfg = new ArtesianServiceConfig(new Uri("https://arkive.artesian.cloud/tenantName/"), "APIKey");
+
+        [Test]
+        [Ignore("Run only manually with proper artesian URI and ApiKey set")]
+        public void CreateDerivedCoalesceTimeSeries()
+        {
+            var qs = new QueryService(_cfg);
+            var marketDataService = new MarketDataService(_cfg);
+
+            /*******************************************************************
+             * Register Versioned curves to use in the Derived curve definition
+             *******************************************************************/
+            var providerName = "TestProviderNameDerived";
+            var originalTimezone = "CET";
+            var curveIds = new List<int>();
+            var curvesToBuild = new List<(string Name, LocalDate Start, LocalDate End, double Value, LocalDateTime Version)>
+            {
+                ("CurveOne", new LocalDate(2018, 10, 01), new LocalDate(2018, 10, 06), 100, new LocalDateTime(2018, 10, 04, 0, 0)),
+                ("CurveTwo", new LocalDate(2018, 10, 04), new LocalDate(2018, 10, 09), 200, new LocalDateTime(2018, 10, 06, 0, 0)),
+            };
+
+            foreach (var curve in curvesToBuild)
+            {
+                var marketDataEntity = new MarketDataEntity.Input()
+                {
+                    ProviderName = providerName,
+                    MarketDataName = curve.Name,
+                    OriginalGranularity = Granularity.Day,
+                    OriginalTimezone = originalTimezone,
+                    AggregationRule = AggregationRule.AverageAndReplicate,
+                    Type = MarketDataType.VersionedTimeSerie,
+                    MarketDataId = 0,
+                };
+
+                var mktData = marketDataService.GetMarketDataReference(
+                    new MarketDataIdentifier(
+                        marketDataEntity.ProviderName,
+                        marketDataEntity.MarketDataName)
+                    );
+
+                var isRegd = mktData.IsRegistered().GetAwaiter().GetResult();
+
+                if (!isRegd)
+                    mktData.Register(marketDataEntity).ConfigureAwait(true).GetAwaiter().GetResult();
+
+                mktData.Load().GetAwaiter().GetResult();
+
+                curveIds.Add(mktData.MarketDataId.Value);
+
+                var writeMarketData = mktData.EditVersioned(curve.Version);
+
+                for (var dt = curve.Start; dt <= curve.End; dt = dt.PlusDays(1))
+                {
+                    writeMarketData.AddData(dt, curve.Value);
+                }
+
+                writeMarketData.Save(Instant.FromDateTimeUtc(DateTime.Now.ToUniversalTime())).ConfigureAwait(true).GetAwaiter().GetResult();
+
+                var dts = qs.CreateActual()
+                           .ForMarketData(new[] { mktData.MarketDataId.Value })
+                           .InGranularity(Granularity.Day)
+                           .InAbsoluteDateRange(curve.Start, curve.End)
+                           .ExecuteAsync().Result;
+
+                ClassicAssert.AreEqual(curve.Value, dts.First().Value);
+                ClassicAssert.AreEqual(curve.Value, dts.Last().Value);
+            }
+
+            /*******************************************************************
+             * Register Derived curve
+             *******************************************************************/
+            var marketDataEntityDerived = new MarketDataEntity.Input()
+            {
+                ProviderName = providerName,
+                MarketDataName = "DerivedCurveOne",
+                OriginalGranularity = Granularity.Day,
+                OriginalTimezone = originalTimezone,
+                AggregationRule = AggregationRule.AverageAndReplicate,
+                Type = MarketDataType.ActualTimeSerie,
+                DerivedCfg = new DerivedCfgCoalesce()
+                {
+                    OrderedReferencedMarketDataIds = curveIds.ToArray(),
+                    Version = 1,
+                },
+                MarketDataId = 0
+            };
+
+            var marketData = marketDataService.GetMarketDataReference(
+                new MarketDataIdentifier(
+                    marketDataEntityDerived.ProviderName,
+                    marketDataEntityDerived.MarketDataName)
+                );
+
+            var isRegistered = marketData.IsRegistered().GetAwaiter().GetResult();
+
+            if (!isRegistered)
+                marketData.Register(marketDataEntityDerived).ConfigureAwait(true).GetAwaiter().GetResult();
+
+            marketData.Load().GetAwaiter().GetResult();
+
+            Thread.Sleep(2000);
+
+            var ts = qs.CreateActual()
+                       .ForMarketData(new[] { marketData.MarketDataId.Value })
+                       .InGranularity(Granularity.Day)
+                       .InAbsoluteDateRange(new LocalDate(2018, 10, 01), new LocalDate(2018, 10, 10))
+                       .ExecuteAsync().Result;
+
+            foreach (var item in ts)
+            {
+                if (item.Time.Date <= new DateTime(2018, 10, 6))
+                    ClassicAssert.AreEqual(100, item.Value);
+
+                if (item.Time.Date > new DateTime(2018, 10, 6))
+                    ClassicAssert.AreEqual(200, item.Value);
+            }
+
+            /*******************************************************************
+             * Tidy Up
+             *******************************************************************/
+            foreach (var curve in curveIds)
+            {
+                marketDataService.DeleteMarketDataAsync(curve).GetAwaiter().GetResult();
+            }
+            marketDataService.DeleteMarketDataAsync(marketData.MarketDataId.Value).GetAwaiter().GetResult();
+        }
+
+
+        [Test]
+        [Ignore("Run only manually with proper artesian URI and ApiKey set")]
+        public void CreateDerivedSumTimeSeries()
+        {
+            var qs = new QueryService(_cfg);
+            var marketDataService = new MarketDataService(_cfg);
+
+            /*******************************************************************
+             * Register Versioned curves to use in the Derived curve definition
+             *******************************************************************/
+            var providerName = "TestProviderNameDerivedSum";
+            var originalTimezone = "CET";
+            var curveIds = new List<int>();
+            var curvesToBuild = new List<(string Name, LocalDate Start, LocalDate End, double Value, LocalDateTime Version)>
+            {
+                ("CurveOne", new LocalDate(2018, 10, 01), new LocalDate(2018, 10, 06), 100, new LocalDateTime(2018, 10, 04, 0, 0)),
+                ("CurveTwo", new LocalDate(2018, 10, 04), new LocalDate(2018, 10, 09), 200, new LocalDateTime(2018, 10, 06, 0, 0)),
+            };
+
+            foreach (var curve in curvesToBuild)
+            {
+                var marketDataEntity = new MarketDataEntity.Input()
+                {
+                    ProviderName = providerName,
+                    MarketDataName = curve.Name,
+                    OriginalGranularity = Granularity.Day,
+                    OriginalTimezone = originalTimezone,
+                    AggregationRule = AggregationRule.AverageAndReplicate,
+                    Type = MarketDataType.VersionedTimeSerie,
+                    MarketDataId = 0,
+                };
+
+                var mktData = marketDataService.GetMarketDataReference(
+                    new MarketDataIdentifier(
+                        marketDataEntity.ProviderName,
+                        marketDataEntity.MarketDataName)
+                    );
+
+                var isRegd = mktData.IsRegistered().GetAwaiter().GetResult();
+
+                if (!isRegd)
+                    mktData.Register(marketDataEntity).ConfigureAwait(true).GetAwaiter().GetResult();
+
+                mktData.Load().GetAwaiter().GetResult();
+
+                curveIds.Add(mktData.MarketDataId.Value);
+
+                var writeMarketData = mktData.EditVersioned(curve.Version);
+
+                for (var dt = curve.Start; dt <= curve.End; dt = dt.PlusDays(1))
+                {
+                    writeMarketData.AddData(dt, curve.Value);
+                }
+
+                writeMarketData.Save(Instant.FromDateTimeUtc(DateTime.Now.ToUniversalTime())).ConfigureAwait(true).GetAwaiter().GetResult();
+
+                var dts = qs.CreateActual()
+                           .ForMarketData(new[] { mktData.MarketDataId.Value })
+                           .InGranularity(Granularity.Day)
+                           .InAbsoluteDateRange(curve.Start, curve.End)
+                           .ExecuteAsync().Result;
+
+                ClassicAssert.AreEqual(curve.Value, dts.First().Value);
+                ClassicAssert.AreEqual(curve.Value, dts.Last().Value);
+            }
+
+            /*******************************************************************
+             * Register Derived curve
+             *******************************************************************/
+            var marketDataEntityDerived = new MarketDataEntity.Input()
+            {
+                ProviderName = providerName,
+                MarketDataName = "DerivedCurveTwo",
+                OriginalGranularity = Granularity.Day,
+                OriginalTimezone = originalTimezone,
+                AggregationRule = AggregationRule.AverageAndReplicate,
+                Type = MarketDataType.ActualTimeSerie,
+                DerivedCfg = new DerivedCfgSum()
+                {
+                    OrderedReferencedMarketDataIds = curveIds.ToArray(),
+                    Version = 1,
+                },
+                MarketDataId = 0
+            };
+
+            var marketData = marketDataService.GetMarketDataReference(
+                new MarketDataIdentifier(
+                    marketDataEntityDerived.ProviderName,
+                    marketDataEntityDerived.MarketDataName)
+                );
+
+            var isRegistered = marketData.IsRegistered().GetAwaiter().GetResult();
+
+            if (!isRegistered)
+                marketData.Register(marketDataEntityDerived).ConfigureAwait(true).GetAwaiter().GetResult();
+
+            marketData.Load().GetAwaiter().GetResult();
+
+            Thread.Sleep(2000);
+
+            var ts = qs.CreateActual()
+                       .ForMarketData(new[] { marketData.MarketDataId.Value })
+                       .InGranularity(Granularity.Day)
+                       .InAbsoluteDateRange(new LocalDate(2018, 10, 01), new LocalDate(2018, 10, 10))
+                       .ExecuteAsync().Result;
+
+            foreach (var item in ts)
+            {
+                if (item.Time.Date <= new DateTime(2018, 10, 3))
+                    ClassicAssert.AreEqual(100, item.Value);
+                else if (item.Time.Date > new DateTime(2018, 10, 3) && item.Time.Date <= new DateTime(2018, 10, 6))
+                    ClassicAssert.AreEqual(100+200, item.Value);
+                else// if (item.Time.Date > new DateTime(2018, 10, 6))
+                    ClassicAssert.AreEqual(200, item.Value);
+            }
+
+            /*******************************************************************
+             * Tidy Up
+             *******************************************************************/
+            foreach (var curve in curveIds)
+            {
+                marketDataService.DeleteMarketDataAsync(curve).GetAwaiter().GetResult();
+            }
+            marketDataService.DeleteMarketDataAsync(marketData.MarketDataId.Value).GetAwaiter().GetResult();
+        }
+    }
+}

Artesian/Artesian.SDK/Dto/DerivedCfg/DerivedCfgBase.cs

@@ -0,0 +1,32 @@
+using Artesian.SDK.Dto.DerivedCfg.Enums;
+using Artesian.SDK.Dto.DerivedCfg.Serialize;
+
+using MessagePack;
+
+using Newtonsoft.Json;
+
+namespace Artesian.SDK.Dto.DerivedCfg
+{
+    [MessagePackObject]
+    [Union(0, typeof(DerivedCfgMuv))]
+    [Union(1, typeof(DerivedCfgCoalesce))]
+    [Union(2, typeof(DerivedCfgSum))]
+    [JsonConverter(typeof(DerivedCfgBaseConverter))]
+    [System.Text.Json.Serialization.JsonConverter(typeof(DerivedCfgBaseConverterSTJ))]
+    public abstract record DerivedCfgBase
+    {
+        /// <summary>
+        /// The DerivedCfg Version
+        /// </summary>
+        [Key("Version")]
+        public int Version { get; set; }
+
+        /// <summary>
+        /// The DerivedAlgorithm
+        /// </summary>
+        [IgnoreMember]
+        public abstract DerivedAlgorithm DerivedAlgorithm { get; }
+
+
+    }
+}

Artesian/Artesian.SDK/Dto/DerivedCfg/DerivedCfgCoalesce.cs

@@ -0,0 +1,16 @@
+using Artesian.SDK.Dto.DerivedCfg.Enums;
+
+using MessagePack;
+
+namespace Artesian.SDK.Dto.DerivedCfg
+{
+    [MessagePackObject]
+    public record DerivedCfgCoalesce : DerivedCfgWithReferencedIds
+    {
+        /// <summary>
+        /// The Derived Alrghorithm
+        /// </summary>
+        [IgnoreMember]
+        public override DerivedAlgorithm DerivedAlgorithm => DerivedAlgorithm.Coalesce;
+    }
+}

Artesian/Artesian.SDK/Dto/DerivedCfg/DerivedCfgMuv.cs

@@ -0,0 +1,16 @@
+using Artesian.SDK.Dto.DerivedCfg.Enums;
+
+using MessagePack;
+
+namespace Artesian.SDK.Dto.DerivedCfg
+{
+    [MessagePackObject]
+    public record DerivedCfgMuv : DerivedCfgBase
+    {
+        /// <summary>
+        /// The Derived Alrghorithm
+        /// </summary>
+        [IgnoreMember]
+        public override DerivedAlgorithm DerivedAlgorithm => DerivedAlgorithm.MUV;
+    }
+}

Artesian/Artesian.SDK/Dto/DerivedCfg/DerivedCfgSum.cs

@@ -0,0 +1,18 @@
+using System.Linq;
+
+using Artesian.SDK.Dto.DerivedCfg.Enums;
+
+using MessagePack;
+
+namespace Artesian.SDK.Dto.DerivedCfg
+{
+    [MessagePackObject]
+    public record DerivedCfgSum : DerivedCfgWithReferencedIds
+    {
+        /// <summary>
+        /// The Derived Alrghorithm
+        /// </summary>
+        [IgnoreMember]
+        public override DerivedAlgorithm DerivedAlgorithm => DerivedAlgorithm.Sum;
+    }
+}

Artesian/Artesian.SDK/Dto/DerivedCfg/DerivedCfgWithReferencedIds.cs

@@ -0,0 +1,17 @@
+using MessagePack;
+
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+
+namespace Artesian.SDK.Dto.DerivedCfg
+{
+    [MessagePackObject]
+    public abstract record DerivedCfgWithReferencedIds : DerivedCfgBase
+    {
+        [Key("OrderedReferencedMarketDataIds")]
+        public int[] OrderedReferencedMarketDataIds { get; set; }
+    }
+}