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 1 - Define customizations to datastore
Before we can load this new column into our cube, we need to make sure that our datastore has a field that can accept this column.
To add a new field to an existing datastore, we will need to navigate to
the addModifications()
method inside of the
DatastoreCustomisationsConfig
class.
@Override
public void addModifications(IDatastoreConfigurator configurator) {
mergingDuplicateKeyHandlerCustomisations(configurator);
customizationForDrc(configurator);
if (extraDatastoreConfigs != null) {
extraDatastoreConfigs.forEach(config -> config.accept(configurator));
}
// Here we add our modification
configurator.appendField(ASourceConfig.TRADE_BASE_STORE, new CustomField(TEST_FIELD, ILiteralType.STRING));
}
If we want to organize our customizations into a separate class for instance ClientCustomisations
, we can create a new class as outlined here.
See Datastore Helper documentation for more information on potential datastore modifications.
Step 2 - Create our Replacement ChannelParameters Bean
Now that we have modified our store, we need to make sure the ETL is set up correctly so that the field will be properly populated.
- Create a class with a type parameter
<I>
and which autowires the appropriate source configuration class - Replace existing ChannelParameters Bean by qualifier. The replacement will be the same except for the addition of our custom field.
- (Optional) If the tuple publisher needs to be modified, we will create a new one and add it to our ChannelParameters. In this case the tuple publisher was not modified but was added to the code example below to show how one would do so.
To figure out which qualifier to use, and the appropriate source configuration class see Available ChannelParameters Qualifiers.
public class CustomChannelParameters<I> {
@Autowired
ASourceConfig<I> sourceConfig;
public static final String TEST_FIELD = "TestField";
/**
* Replace existing ChannelParameters Bean to include our extra fields
*/
@Primary
@SourceConfigChannelParametersBean
@Qualifier(SP_QUALIFIER__TRADE_ATTRIBUTES_CHANNEL_PARAMETER)
public ACSVSourceConfig.ChannelParameters customTradeAttributesChannelParameter(ACSVSourceConfig.ChannelParameters tradeAttributesChannelParameter) {
List<String> modifiedColumns = tradeAttributesChannelParameter.fileColumns;
modifiedColumns.add(TEST_FIELD);
return sourceConfig.new ChannelParameters(tradeAttributesChannelParameter.topic, tradeAttributesChannelParameter.storeName, tradeAttributesChannelParameter.filePatternTopicProp,
modifiedColumns, tradeAttributesChannelParameter.calculators, tradeAttributesChannelParameter.tuplePublisherFactory);
}
/**
* (Optional) A custom tuple publisher can be created and used if necessary
*/
public ITuplePublisher<IFileInfo<Path>> customTuplePublisher(ChannelParameters channelParameters) {
return new CustomTuplePublisher<>(datastore, residualRiskFlagColumn);
}
}
Step 3 - Ensure FRTBConfig picks up our modifications
To ensure that our customizations are picked up, be sure to include CustomChannelParameters
and ClientCustomisations
classes in FRTBConfig
located
in /frtb-starter/src/main/java/com/activeviam/frtb/starter/cfg/impl/
Suggested further reading
Enriching File Fields by Adding Column Calculators
Adding New Data Loading or UnloadingTopics
Organizing Datastore Helper Customizations into a Separate Class