Adding and Loading New Columns to an Existing File

This page provides a description of how to add a new column to an existing file and load that column into the FRTB project. It features an example in which we will add ‘TestField’ to the file Trade_Attributes.csv. The techniques employed are generic examples that can be extended, adapted and repeated for any use case that we need. In all cases we make minimal changes to the Accelerator Reference Implementation.

Editing the Data

For the purposes of this example, we will add a column to the file Trade_Attributes.csv and load the data from this column into the TradeBase store. In this case, our new column’s header is ‘TestField’, and all data in this column is ‘Testdata’. Below is a portion of the file.

AsOfDate	TradeId	Book	LegalEntity	Notional	Notional Ccy	PresentValue	PVCcy	ResidualRisk	ExoticUnderlying	OtherResidualRiskType	TradeDate	TestField
2018-09-26	EQ_FUT_JBS S.A. c854d9d0	EQ_LARG_EM	ActiveBank US	-71380331.05	EUR	-4207218.46	EUR	N	N	N	2018-09-26	Testdata
2018-09-26	IRS_CNY_CPI c866a688	CVA_EU_RATE	ActiveBank EU	10938652.89	EUR	-1619042.59	EUR	N	N	N	2018-09-26	Testdata
2018-09-26	EQ_SPOT_Sony c8791bf6	EQ_WAREHOU	ActiveBank US	35271290.98	EUR	-2181687.99	EUR	N	N	N	2018-09-26	Testdata
2018-09-26	SWAPTION_JPY.IBOR6M c8896ec0	CVA_AP_RATE	ActiveBank US	52720813.95	EUR	10177813.4	EUR	N	N	N	2018-09-26	Testdata
2018-09-26	EQ_SWAP_Cr_dit Agricole c89b077a	CVA_HG_EQ	ActiveBank UK	-87503147.64	EUR	6911885.66	EUR	N	N	N	2018-09-26	Testdata
2018-09-26	COM_FUT_dry-bulk route c8ada754	CM_PREC_EX	ActiveBank EU	-77905376.84	EUR	-12973904.23	EUR	N	N	N	2018-09-26	Testdata
2018-09-26	IRS_DKK.IBOR6M c8bf1930	CVA_EU_RATE	ActiveBank EU	61826432.15	EUR	-3652040.68	EUR	N	N	N	2018-09-26	Testdata

Step 2 - Source config / ETL code

Now that we have modified our store, we need to make sure the ETL is set up properly so that the field will be properly populated.

To make modifications to our ETL, we will create the class ExtendedSourceCofig.java inside of the directory /frtb-starter/src/main/java/com/activeviam/frtb/starter/cfg/impl/ that extends the appropriate source configuration that handles the topic we want to modify. In this case, we will extend SourceConfig.java .

Ensure that the columns that are expected by the Source are set properly. (In this case we created a class ExtendedTradeAttributesFileConstants, which is exactly the same as TradeAttributesFileConstants with the addition of our field.)
(Optional) If the tuple publisher needs to be modified, we will also need to modify our topic configuration. In this case the tuplepublisher was not modified but was added to the code example below to show how one would do so.

@Configuration
abstract class ExtendedSourceConfig<I> extends SourceConfig {

    @Autowired
    String csvSourceFilePath;

    /**
     * 1. Ensure that the columns are properly set for the topic in the Source.
     */
    @Override
    public CsvScopedFetchSource<Path> csvSource() {
        CsvScopedFetchSource<Path> csvSource = super.csvSource();

        final String filePath = csvSourceFilePath;
        createAndAddTopics(csvSource, filePath, ExtendedTradeAttributesFileConstants.TOPIC_TRADES,
                FRTBDataLoadConstants.TRADE_ATTRIBUTES_SA_TRADES_FILE_PATTERN, ExtendedTradeAttributesFileConstants.ALL_FIELDS, false, null);

        return  csvSource;
    }

   /**
     * 2. (Optional) If there is a tuple publisher for the store you are modifying then the below method is necessary so that our new tuple
     * publisher will overwrite the old for our topic configuration. In this case CustomTuplePublisher will need to be defined.
     */
    @Override
    @Bean
    protected Map<String, SimpleSourceConfig.ITopicConfig<IFileInfo<Path>>> csvTopicConfigs() {
        
        Map<String, SimpleSourceConfig.ITopicConfig<IFileInfo<Path>>> topicConfigs = super.csvTopicConfigs();
        topicConfigs.put(ExtendedTradeAttributesFileConstants.TOPIC_TRADES,
                createTopicConfig(ExtendedTradeAttributesFileConstants.TOPIC_TRADES, TRADE_BASE_STORE, new CustomTuplePublisher<>(datastoreConfig.datastore()), false));

        return topicConfigs;
    }
				}