DoctorPivot - viewing measures and PostProcessors

DoctorPivot provides you with a means to investigate the measures and PostProcessors that are employed within your ActivePivot Accelerator projects:

• Enables you to view the measure chains that make up any measure in the cubes, together with the properties and descriptions of every measure in these chains

• Shows how these entities interact with each other

• Facilitates instant access to the JavaDoc descriptions of the Plugin Keys that are associated with the key PostProcessor classes

• Runs as part of the server component and comprises the DoctorPivot API and DoctorPivot Web App

DoctorPivot API

DoctorPivot API is a REST service that gets information about your ActivePivot Accelerator project’s cubes and measures. This service can be used with the DoctorPivot Web App or used to power other user interfaces or tools.

DoctorPivot Web App

The web app is an intuitive web-based application for viewing the data that the DoctorPivot API exposes. While the network for the selected cube is traversed, the following entities are made available:

• Datastore fields
• Measure details
• Parent/child relationships between the measures
• PostProcessor classes
• Javadocs
• Plugin keys

Getting Started

This section walks you through the sequence of installing, configuring, and then running DoctorPivot.

 

Installing

DoctorPivot is bolted onto existing projects by added the code shown below. If you only wish to use the API, Web App dependencies can be omitted.

/pom.xml:

    </properties>
    <dependency>
        <groupId>com.activeviam.tools</groupId>
        <artifactId>doctorpivot-api</artifactId>
        <version>${doctorpivot.version}</version>
    </dependency>

    <dependency>
        <groupId>com.activeviam.tools</groupId>
        <artifactId>doctorpivot-web-app</artifactId>
        <version>${doctorpivot.version}</version>
    </dependency>

{submodule}/pom.xml:

<dependency>
      <groupId>com.activeviam.tools</groupId>
      <artifactId>doctorpivot-api</artifactId>
</dependency>
<dependency>
      <groupId>com.activeviam.tools</groupId>
      <artifactId>doctorpivot-web-app</artifactId>
</dependency>

Configuring

The following files are key to the configuration of DoctorPivot:

• Java Server file
• Java Configuration file

Add the following DoctorPivot Web App code to your project:

<plugin>
   <groupId>org.apache.maven.plugins</groupId>
   <artifactId>maven-dependency-plugin</artifactId>
   <version>2.2</version>
   <executions>
       <execution>
           <id>unpack-doctorpivot-web-app</id>
           <phase>package</phase>
           <goals>
               <goal>unpack-dependencies</goal>
           </goals>
           <configuration>
               <includeGroupIds>com.activeviam.tools</includeGroupIds>
               <includeArtifactIds>doctorpivot-web-app</includeArtifactIds>
               <outputDirectory>generated/</outputDirectory>
           </configuration>
       </execution>
   </executions>
</plugin>
<plugin>
   <artifactId>maven-antrun-plugin</artifactId>
   <version>1.8</version>
   <executions>
       <execution>
           <phase>package</phase>
           <configuration>
               <target>
                   <echo file="generated/doctorpivot-web-app/env.js">
                       window.env = {
                       serverUrl: {YOUR_SERVER_URL_HERE},
                       javadocUrl: {YOUR_JAVADOC_URL_HERE},
                       javadocVersion: {YOUR_JAVADOC_VERSION_HERE}
                       };
                   </echo>
               </target>
           </configuration>
           <goals>
               <goal>run</goal>
           </goals>
       </execution>
   </executions>
</plugin>

Java Server file

Set the location of DoctorPivot Web App in your project, and the URL used to access it. You can change the access URL here.

public static final String DOCTORPIVOT_DIRECTORY = "./generated/doctorpivot-web-app";
public static final String DOCTORPIVOT_PATH = "/doctorpivot";
Within the createServer function, add the following block:
ResourceHandler doctorPivotResources;
if (port != DEFAULT_PORT) {
    // modify env.js file on the fly, to change the port
    doctorPivotResources = new ActiveUIResourceHandler(port);
} else {
    doctorPivotResources = new ResourceHandler();
}
doctorPivotResources.setDirectoriesListed(true);
doctorPivotResources.setResourceBase(DOCTORPIVOT_DIRECTORY);
ContextHandler doctorPivotContextHandler = new ContextHandler();
doctorPivotContextHandler.setContextPath(DOCTORPIVOT_PATH);
doctorPivotContextHandler.setHandler(doctorPivotResources);
GzipHandler doctorPivotGzipHandler = new GzipHandler();
doctorPivotGzipHandler.setHandler(staticContextHandler);
handlers.addHandler(doctorPivotContextHandler);

Java Configuration file

Set the following:

import com.activeviam.tools.doctorpivot.config.DoctorPivotConfig;

and

@Import(value = {
      ...
      DoctorPivotConfig.class
      ...
})

Running and accessing DoctorPivot

To launch DoctorPivot, run mvn clean install

Accessing DoctorPivot within your project

With your project running, access DoctorPivot Web App by visiting {project_url}/doctorpivot, or the URL you set in the configuration above. So for FRTB, for example, you would go to FRTB_Accelerator/doctorpivot.

Navigating the UI

For more information, use the application Wizard to guide you through the sequence of exploring the measures.

UI controls for exploring cubes and measures

This section describes all the buttons, drop-down menus and other menu items that are provided within DoctorPivot to enable you to effectively mine and display information regarding the measures you are interested in.

Action	What to do in the UI
Select a cube	Either use the Cube selector dropdown, or start typing the appropriate cube name, allowing DoctorPivot to perform the auto-completion of the names for you.
Select measures	With the cube selected, the measures can be explored. Use the Measure Selector dropdown menu, or simply start typing. DoctorPivot will auto-complete the measure names for you if you are not entirely sure what you are looking for. You can select as many measures as you like. The measures are displayed in the measure tree.
Select hidden measures	Some measures are hidden, which means that they are not meant to be seen in your ActivePivot project. Although these hidden measures are actually displayed in your measure trees, by default they cannot be selected by DoctorPivot. To override this, select the Allow selection of hidden measures checkbox. Separate counts of hidden and visible measures are now displayed. For more info, see Hidden measures
Change orientation	Click the Orientation icon. For more info, see Orientation
Add parent measures	Click the parent measure to add it to the tree. To add all parents of the current measure to the tree, click All Parents. For more info, see Parents
Focus on the current measure	As clicking on keys like All Parents (and other actions) can potentially add many new measures all at once, it’s easy for the tree to rapidly grow large and complicated. To help simplify this, click Isolate to immediately focus on the currently selected measure and its children.
Remove measures	Click the X for the specific measure to remove it from the tree.
View Javadoc	Click Javadoc for the currently highlighted measure

Orientation

The orientation determines whether the current measure (or set of current measures) being explored will appear at the top of the display (with the descendants being shown at the bottom) or vice versa. The Orientation icon toggles between the two different orientation states.

Measure details

Whenever a measure is selected (and therefore becomes the current measure) all its details are displayed in a format that is easy to digest and understand on the Measure Details card as detailed below.

Attributes	Description
Datastore field	Name of the field in which the selected measure is stored within the datastore
Measure type	The measure type of the selected measure is one of the following: - Native - Raw - PostProcessed
Plugin key	Indicates the class of the PostProcessor that generates the currently selected measure
Attributes	[[to do]]
Parents	Measures whose underlying measures include the current one. Click a measure to focus on it and add it to your selection. Some measures have numerous parents. Click All Parents to select all the parents at once.
Children	Underlying measures. They will always be visible in the tree. You can click on a measure at any time to focus on it
Context values	Context values for the measure are listed here. Default ActivePivot Context Values are excluded.

Arrows and color-coded measures

In all DoctorPivot measure trees, the arrows (arrow-headed connectors) lead from child measures to parent measures, indicating the flow of data. Measures are displayed with the following colour-coding:

• The currently selected measure is highlighted in dark blue, with bold text
• Visible measures are displayed in a paler blue
• Hidden measures are shown in grey

Hidden measures

Hidden measures are indicated in grey in the selector, tree and details card. This means they are not visible in the ActivePivot project, but instead only serve other visible measures.

By default, you cannot add hidden measures to your selection, but this can be reversed by selecting the Allow selection of hidden measures option. Hidden measures will always appear in the tree regardless of this setting.

In the example below:

• The hidden measures Actual PL (original currency) and Hypothetical PL (original currency) can be easily identified, because they are displayed in grey.
• The current measure Exception97.5(Hypothetical) is shown in dark blue, with bold text.
• The remaining five measures, referred to as the visible ones, are displayed in paler blue.

Viewing hidden measures

• Beneath the Measures selection field, select the checkbox Allow selection of hidden measures.

  The count of hidden measures is now also displayed, alongside that for visible ones.

Example

This section provides an example of using DoctorPivot for obtaining, expanding and refining the display of measure chains on the screen. The example is drawn from the FRTB Accelerator Project, using the Standardised Approach cube.

Step 1 : Selecting the measure

Type in Equity Delta Sensitivities in the cube selection window.

DoctorPivot will auto-complete and present a list of measures as shown below. In this instance, the selection has been reduced to about a dozen members. Please note that this type of selection is ‘fuzzy’ to allow a little leeway in the typing of the required measure. The fuzziness of the selection algorithm throws up a range of alternatives which can be useful if you are uncertain about the name of the measure.

Click Equity Delta Sensitivities (ringed in the above image). The following measure tree is displayed.

Step 2: Toggling the orientation

Click the Orientation icon. The entire tree is inverted so that the currently-selected measure is shown at the bottom. You can click the Orientation icon a second time to toggle the displayed tree back to its original order.

Step 3: Viewing the measure details

While Equity Delta Sensitivities remains as the current measure (the one that is focused on by DoctorPivot) the Measure Details card is displayed:

You can now click any measure within the PARENTS section to add this measure to the measure tree. The clicked measure becomes the current measure. So if, within the PARENTS section, you click the measure Equity Curvature Technical Curvature Delta Shift as shown below

this measure becomes the current measure and the following tree is displayed:

Similarly, if you then click the Equity Delta Weighted Sensitivities, then the tree is updated, as shown below:

Now if you click Equity Delta Sensitivities again:

The selectiSelection panelike this:

Step 4: Removing measures

Click the X beside the Equity Curvature Technical Curvature Delta Shift to remove this measure from the tree.

The focus is now on Equity Delta Weighted Sensitivities and this becomes the current measure: