Store values other than double values


#1

HI,

Since I focus on a reporting system based on timeseries, I w’d like to know, whether it is possible to store values other than type double in timeseries and retrieve as reports through opengamma system.

The values which I have to store are strings which generally need not require calculations on that, just get back as reports of specified time period.


#2

The short answer is no, not at the moment. The time series library does support time series of arbitrary objects, but the storage system does not. It shouldn’t be that difficult to build one if you really wanted a string or fudge-based implementation based on the existing one.

However, assuming that what you really want is to store portfolio/date specific information for reports, you might want to consider using the string attributes available on portfolios (and positions and portfolios), a relatively recent addition we’ve made. You can then store a different version of the portfolio on each day/portfolio load and have different attributes on each version. This basically gives you a time series.

Hope that helps.

Jim