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Adding data loading or unloading topics

This page provides a description of how to load a new file into a new store within the Market Risk Accelerator. The techniques employed are generic examples that can be extended, adapted and repeated for any use case you encounter. In all cases, we make minimal changes to the MR application.

Step 1 - Move data to the relevant directory

For this example, we want to bring any custom data to an appropriate folder inside of : /mr-application/src/test/resources/data within the /2018-09-26 folder and name our file Custom.csv.

AsOfDate RiskClass CustomProjected
2018-09-26 Commodity -6640.633693
2018-09-26 GIRR 14020.37649
2018-09-26 CSR Sec CTP 8386.767854
2018-09-26 CSR Sec non-CTP 19218.3336
2018-09-26 Commodity -2460.048584
2018-09-26 Equity 8274.302903
2018-09-26 FX 2150.845785
2018-09-26 GIRR 17537.8908
2018-09-26 CSR non-Sec -25353.39868
2018-09-26 DRC Sec non-CTP 11319.08548
2018-09-26 FX 25977.18728
2018-09-26 Commodity 11714.89133
2018-09-26 Equity -19844.11309
2018-09-26 FX 8906.302165
2018-09-26 GIRR 19617.16455
2018-09-26 DRC non-Sec 17134.37517

Step 2 - Define the datastore and references

To add a new datastore, we will need to create a bean with the signature @Qualifier(SP_QUALIFIER__CUSTOMISATIONS) Consumer<IDatastoreConfigurator> customisation() that will be used by the addModifications() method inside of the DatastoreConfiguratorSetup class. mr-application/src/main/java/com/activeviam/mr/application/datastore/DatastoreConfiguratorSetup.java

        // 1. This will be all the fields you wish to store in your cube for that particular store.
    @Bean
    @Qualifier(SP_QUALIFIER__CUSTOMISATIONS)
    public Consumer<IDatastoreConfigurator> myCustomisations() {
        return Customisations::loadCustomisations;
    }
    public static void loadCustomisations(IDatastoreConfigurator configurator) {
        configurator
            .....
    }

Here we can also add a reference, if needed.

        IReferenceDescription referenceDescription = configurator.referenceBuilder(FRTBConstants.FRTB_SCHEMA)
                .fromStore(SADatastoreConfig.TRADE_BASE_STORE_NAME)
                .toStore(CUSTOM_STORE)
                .withName(SADatastoreConfig.TRADE_BASE_STORE_NAME + "To" + CUSTOM_STORE)
                .withMapping(SADatastoreConfig.TRADE_BASE_STORE_RISK_CLASS, SADatastoreConfig.TRADE_BASE_STORE_RISK_CLASS)
                .withMapping(SADatastoreConfig.AS_OF_DATE, SADatastoreConfig.AS_OF_DATE)
                .build();
        configurator.addReference(FRTBConstants.FRTB_SCHEMA, referenceDescription);

See DatastoreHelper for more information.

Step 3 - Create channel parameters for our data loading topic

The channel parameters for our store include store name, topic name, and file pattern.

Ensure that a file pattern property is defined within mr-application/src/main/resources/mr.properties

custom.file-pattern=**/*Custom*.csv

To add channel parameters, we will have to extend the SourcePatternsConfig class.

public class ExtendedSourceConfig  extends SourcePatternsConfig {
    public static final String FILE_PATTERN_PROP = "custom.file-pattern";
    public static final String TOPIC_CUSTOM = "Custom_TOPIC";
    @Bean(name="sensiPatterns")
    @Conditional(BeanVectorised.class)
    public Map<String, IPair<String, String>> sensiFilePatterns()
        List<ChannelParameters> channelParametersList = super.sensiFilePatterns();
        channelParametersList.add(new ChannelParameters(CUSTOM_STORE, TOPIC_CUSTOM, FILE_PATTERN_PROP));
        return channelParametersList;
    }
}

Step 4 - Ensure that MarketRiskConfig takes our extended class

Navigate to the application config class MarketRiskConfig``mr-application/src/main/java/com/activeviam/mr/application/main/MarketRiskConfig.java

Replace SourcePatternsConfig with ExtendedSourceConfig

@Configuration  
@Import(value = {  
...  
        // SourceConfig.class,
        ExtendedSourceConfig.class,
...  
})

Step 5 - Ensure that our topic is included within InitialDataLoadConfig

InitialDataLoadConfig orchestrates our Topic’s execution.

public Void initialDataLoad() throws IOException {
    //...
        //In this case it makes sense to include a scope for our files.
        for(final LocalDate date: initialLoadAsOfDates()){
            final Map<String, Object> fetchScope = new HashMap<>();
            fetchScope.put(DataLoadControllerConfig.SCOPE__AS_OF_DATE, date.toString());
            controller.execute(new DataLoadControllerRequest(FRTBLoadDataTxControllerTask.PLUGIN_KEY,
                    Arrays.asList(ExtendedSourceConfig.TOPIC_CUSTOM), fetchScope));
    //...
}

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