Issues while running batch mode against historicaltimeseriesMaketdataspecification


#1

Hi ,

I am trying to run this piece of code against a date which has no valid value in historical time series corresponding to that security.
CODE - https://gist.github.com/2963633
Result listener code - https://gist.github.com/2963647
Error - https://gist.github.com/2963621

If there are no data points for a particular date in hts , how is the situation handled ?
Also is there anyway i can see the date on the timeseries from where a particular cycle is executed from ResultListener ?

One more concern here- when i give a batch job over N number of datapoints using the code above , how will the resultListener understand the particular job has ended ? As in is there any mechanism where the resultListener is told that there are no more data points to be executed ?

Thanks
Vineeth


#2

If there is no data in the hts for that date, it should just show up as missing data. This can mean either the dependency graph doesn’t form for that security/position or that no data flows during execution (so you get Loading… on the web view) and you don’t see a result in the result set.

You can get the date by looking at the valuation time in the result model. We may add a market data time separately at some point, but currently the two are linked.

I will have a colleague investigate the error you sent specifically.

Jim


#3

The direct cause of the exception is computed value object (com.opengamma.engine.value.ComputedValue) has no value set. The code samples you have send are not showing the actual construction of computed value. Are you using your own implementation of engine functions? If yes could you, please, check how do you crate computed values? Currently the constructor of computed value allows nulls as the actual values but it shouldn’t. In meantime could you change the constructor with the patch provided and rerun your test?

— a/projects/OG-Engine/src/com/opengamma/engine/value/ComputedValue.java
+++ b/projects/OG-Engine/src/com/opengamma/engine/value/ComputedValue.java
@@ -62,6 +62,7 @@ public class ComputedValue implements Serializable {
*/
public ComputedValue(ValueSpecification specification, Object value) {
ArgumentChecker.notNull(specification, “value specification”);

  • ArgumentChecker.notNull(value, “actual value”);
    if (value instanceof ComputedValue) {
    throw new IllegalArgumentException(“Value must not be a ComputedValue instance”);
    }

#4

Hello @daniel ,

Thanks for the reply.
The time wastage due to a missing date is gone.
ERROR log - https://gist.github.com/2965400

Still is there someway i can avoid the error by changing the code i have pasted.

I am not using my own implementation of engine function.
Only piece of code i have written is shown in the above post.

Thanks
Vineeth


#5

Additionally i am getting this error in eclipse over the rEntry.getComputedValue() function - “The method getComputedValue() from the type ViewResultEntry refers to the missing type ComputedValue”

I am not understanding the error.
Please help me on this.

Thanks
Vineeth


#6

Hi Vineeth,

Could you, please, send the stacktrace of the error you mentioned lately?

Thanks,
Daniel