Added beqs function

.gitignore

@@ -8,3 +8,5 @@ script/upload*
 *.jar
 build
 R/bin
+.Rproj.user
+blpwrapper.Rproj

java/src/org/findata/blpwrapper/BeqsDataResult.java

@@ -0,0 +1,127 @@
+package org.findata.blpwrapper;
+
+import com.bloomberglp.blpapi.*;
+
+import java.util.logging.Logger;
+
+public class BeqsDataResult extends DataResult {
+  private String[] fields;
+  private String[] securities;
+  private String[] data_types;
+  private String[][] result_data;
+
+  public BeqsDataResult() {
+    // With BEQS we do not know the size of the result data until
+    // we process response, so we cannot pre initialise the output 
+
+  }
+
+  public String[][] getData() {
+    return(result_data);
+  }
+
+  public String[] getColumnNames() {
+    return(fields);
+  }
+
+  public String[] getRowNames() {
+    return(securities);
+  }
+
+  public String[] getDataTypes() {
+    return(data_types);
+  }
+
+  public void processResponse(Element response, Logger logger, boolean throwInvalidTickerError) throws WrapperException {
+    logger.finest("BeqsDataResult: Processing response");
+
+    Element dataElement = response.getElement("data");
+    Element securityDataArray = dataElement.getElement("securityData");
+
+    int numItems = securityDataArray.numValues();
+    logger.finest("BeqsDataResult: Number of securities is " + numItems);
+    if (numItems == 0 ){
+      logger.info("No securities in response");
+      securities = new String[0];
+      fields = new String[0];
+      data_types = new String[0];
+      result_data = new String[0][0];
+      return;
+    }
+
+    securities = new String[numItems];
+
+    // Use the number of fields in the first security to size the results_data array
+    Element fldData = dataElement.getElement("fieldDisplayUnits");
+    int numCols = fldData.numElements();
+    fields = new String[numCols];
+
+    data_types = new String[fields.length];
+    // Because we may get data type info out of order, need to
+    // initialize array at start with a default value.
+    // get the names of each field/column from fieldDisplayUnits
+
+    for (int i = 0; i < fields.length; i++) {
+      // Call this "NOT_APPLICABLE" since "NA" causes problems in R.
+      data_types[i] = "NOT_APPLICABLE";
+      fields[i] = fldData.getElement(i).name().toString();
+    }
+
+    logger.finest("BeqsDataResult: Number of fields is " + fields.length);
+
+    result_data = new String[securities.length][fields.length];
+
+
+    for (int i = 0; i < numItems; i++) {
+logger.finest("***");
+Element securityData = securityDataArray.getValueAsElement(i);
+      Element fieldData = securityData.getElement("fieldData");
+      String sec = securityData.getElementAsString("security");
+
+      processSecurityError(securityData, logger, throwInvalidTickerError);
+      processFieldExceptions(securityData, logger);
+
+      int field_data_counter = 0;
+      for (int j = 0; j < fields.length; j++) { 
+        String field_name = fields[j];
+
+        if (field_data_counter < fieldData.numElements()) {
+          logger.finest("i = " + i + "\n" + " security = " + sec + "\n" + " j = " + j + "\n" + " field_data_counter = " + field_data_counter);
+          Element field = fieldData.getElement(field_data_counter);
+
+          if (field.name().toString().equals(field_name)) {
+            // Raise an error if we're trying to read SEQUENCE data.
+            // Store the data type for later (if it hasn't already been stored).
+            if (data_types[j].equals("NOT_APPLICABLE")) {
+              if (field.datatype().intValue() == Schema.Datatype.Constants.SEQUENCE) {
+                throw new WrapperException("reference data request cannot handle SEQUENCE data in field " + field.name().toString());
+              }
+              String data_type = field.datatype().toString();
+              if (!data_type.equals("NA")) {
+                logger.finest("Setting field data type to " + data_type);
+                data_types[j] = data_type;
+              }
+            } else {
+              logger.finest("Field data type is " + data_types[j]);
+            }
+
+            String value = field.getValueAsString();
+
+            logger.finest("Setting field value to " + value);
+            field_data_counter++;
+           logger.finest("field_data_counter = " + field_data_counter);
+
+            if (value.equals("-2.4245362661989844E-14")) {
+              logger.info("Numeric of -2.4245362661989844E-14 encountered. Not a real value. Will be left NULL.");
+            } else {
+              result_data[i][j] = value;
+            }
+          } else {
+            logger.finest("Skipping field as does not match.");
+          }
+        }
+
+      } 
+    }
+  }
+}

java/src/org/findata/blpwrapper/Connection.java

@@ -31,6 +31,7 @@ public class Connection {
   private String histdata_request_name = "HistoricalDataRequest";
   private String intraday_tick_request_name = "IntradayTickRequest";
   private String intraday_bar_request_name = "IntradayBarRequest";
+  private String beqs_request_name = "BeqsRequest";
 
   private String apifields_service_name = "//blp/apiflds";
   private boolean apifields_service_open = false;
@@ -47,7 +48,8 @@ public class Connection {
   public static final int FIELD_INFO_RESULT = 4;
   public static final int INTRADAY_TICK_RESULT = 5;
   public static final int INTRADAY_BAR_RESULT = 6;
-
+  public static final int BEQS_RESULT = 7;
+
   public static final int MB = 1048576;
 
   public static final String DATETIME_OPTION_NAMES[] = {
@@ -163,8 +165,9 @@ public CorrelationID nextCorrelationID(int result_type, String[] securities, Str
       case BULK_DATA_RESULT:                result = new BulkDataResult(securities, fields); break;
       case HISTORICAL_DATA_RESULT:          result = new HistoricalDataResult(securities, fields); break;
       case FIELD_INFO_RESULT:               result = new FieldInfoResult(securities); break;
-      case INTRADAY_TICK_RESULT:    result = new IntradayTickDataResult(securities, fields); break;
-      case INTRADAY_BAR_RESULT:    result = new IntradayBarDataResult(securities, fields); break;
+      case INTRADAY_TICK_RESULT:            result = new IntradayTickDataResult(securities, fields); break;
+      case INTRADAY_BAR_RESULT:             result = new IntradayBarDataResult(securities, fields); break;
+      case BEQS_RESULT:                     result = new BeqsDataResult(); break;
       default: throw new WrapperException("unknown result_type " + result_type);
     }
     if (response_cache.add(result)) {
@@ -309,6 +312,47 @@ private CorrelationID sendRefDataRequest(int result_type, String request_name, S
     return(correlation_id);
   }
 
+
+  private CorrelationID sendBeqsDataRequest(int result_type, String request_name, String screenName, String screenType, String languageId, String Group, String AsOfDate) throws Exception {
+    Service service = getRefDataService();
+    Request request = service.createRequest(request_name);
+
+    request.set("screenName", screenName);
+
+    request.set("screenType", screenType);
+
+    if( !languageId.equals("") ){
+       request.set("languageId", languageId);
+    }
+
+    if( !Group.equals("") ){
+       request.set("Group", Group);
+    }
+
+    if ( !AsOfDate.equals("") ) {
+      Element override_values_element = request.getElement("overrides");
+      Element override = override_values_element.appendElement();
+      override.setElement("fieldId", "PiTDate");
+      override.setElement("value", AsOfDate);
+      logger.fine("override PiTDate set to " + AsOfDate);
+    }
+
+    // BEQSRequest does not have the securities or fields elements as they are defined using the BEQS
+    // function on the terminal when defining a screen.  But create dummy ones as nextCorrelationID expects it
+
+
+    String[] securities = new String[0];    
+    String[] fields = new String[0];
+
+    CorrelationID correlation_id = nextCorrelationID(result_type, securities, fields);
+    if (identity == null) {
+      session.sendRequest(request, correlation_id);
+    } else {
+      session.sendRequest(request, identity, correlation_id);
+    }
+    return(correlation_id);
+  }
+
   private void processEventLoop() throws java.lang.InterruptedException, WrapperException {
     processEventLoop(0);
   }
@@ -394,6 +438,7 @@ private void processResponseEvent(int result_type, Event event) throws WrapperEx
         case FIELD_INFO_RESULT:         result = (FieldInfoResult)response_cache.get(response_id); break;
         case INTRADAY_TICK_RESULT:      result = (IntradayTickDataResult)response_cache.get(response_id); break;
         case INTRADAY_BAR_RESULT:       result = (IntradayBarDataResult)response_cache.get(response_id); break;
+        case BEQS_RESULT:               result = (BeqsDataResult)response_cache.get(response_id); break;
         default: throw new WrapperException("unknown result_type " + result_type);
       }
 
@@ -584,6 +629,51 @@ public DataResult bls(String security, String field, String[] override_fields, S
     return(data_result);
   }
 
+/** 
+ * Might have to overload this function to get it to work
+ * Have modelled it on blp.
+ * /
+ */
+
+  public DataResult beqs(String screenName) throws Exception {
+    String screenType = "PRIVATE";
+    String languageId = "ENGLISH";
+    String Group = "";
+    String AsOfDate = "";
+    return(beqs(screenName, screenType, languageId, Group, AsOfDate));
+  }
+
+  public DataResult beqs(String screenName, String AsOfDate) throws Exception {
+    String screenType = "PRIVATE";
+    String languageId = "ENGLISH";
+    String Group = "";
+    return(beqs(screenName, screenType, languageId, Group, AsOfDate));
+  }
+
+  public DataResult beqs(String screenName, String Group, String AsOfDate) throws Exception {
+    String screenType = "PRIVATE";
+    String languageId = "ENGLISH";
+    return(beqs(screenName, screenType, languageId, Group, AsOfDate));
+  }
+
+  public DataResult beqs(String screenName, String screenType, String languageId, String Group) throws Exception {
+    String AsOfDate = "";
+    return(beqs(screenName, screenType, languageId, Group, AsOfDate));
+  }
+
+
+  public DataResult beqs(String screenName, String screenType, String languageId, String Group, String AsOfDate) throws Exception {
+    int response_id = (int)sendBeqsDataRequest(BEQS_RESULT, beqs_request_name, screenName, screenType, languageId, Group, AsOfDate).value();
+    processEventLoop(BEQS_RESULT);
+    DataResult data_result = (DataResult)response_cache.get(response_id);
+    if (!cache_responses) {
+      response_cache.set(response_id, null);
+    }
+    return(data_result);
+  }
+
+
+
   public DataResult tick(String security, String[] event_types, String start_date_time, String end_date_time) throws Exception {
     String[] option_names = new String[0];
     String[] option_values = new String[0];

java/test/BeqsDataResultTest.java

@@ -0,0 +1,35 @@
+import junit.framework.*;
+import java.util.regex.*;
+import org.findata.blpwrapper.*;
+
+public class ReferenceDataResultTest extends TestCase {
+  private Connection conn;
+
+  public void setUp() throws Exception{
+    conn = new Connection();
+  }
+
+  public void tearDown() throws Exception{
+    conn.close();
+  }
+
+
+
+  public void testValidRequest() throws Exception {
+    String screenName = "Quality Screen";
+    String screenType = "GLOBAL";
+    BeqsDataResult result = (BeqsDataResult)conn.beqs(screenName, screenType);
+
+  }
+
+  public void testValidRequestWithAsOfDate() throws Exception {
+    String screenName = {"Quality Screen"};
+    String screenType = {"GLOBAL"};
+    StringAsOfDate = "20100201";
+
+    BeqsDataResult result = (BeqsDataResult)conn.beqs(screenName, screenType, AsOfDate);
+
+  }
+
+
+}

rbloomberg/DESCRIPTION

@@ -1,6 +1,6 @@
 Package: Rbbg
-Version: 0.5.3
-Date: 2014-09-03
+Version: 0.6.1
+Date: 2015-10-21
 Title: R/bbg
 Author: Robert Sams <[email protected]>, Ana Nelson <[email protected]>
 Maintainer: John Laing <[email protected]>

rbloomberg/R/blp.R

@@ -235,6 +235,22 @@ tick <- function(conn, security, fields, start_date_time, end_date_time,
   return(process.result(result))
 }
 
+
+### @export "beqs-definition"
+beqs <- function(conn, screenName, screenType="PRIVATE", languageId="ENGLISH", Group = "", asOfDate=NULL)
+### @end
+{
+   if(is.null(asOfDate)){
+      result <- conn$beqs(screenName, screenType, languageId, Group)
+   } else {
+      dAsOfDate = format(asOfDate, format="%Y%m%d")
+      result <- conn$beqs(screenName, screenType, languageId, Group, dAsOfDate)
+   }
+
+   return(process.result(result))
+}
+
+
 process.result <- function(result, row.name.source = "none") {
   matrix.data <- .jevalArray(result$getData(), simplify = TRUE)
   if (is.null(matrix.data)) return(NULL)

rbloomberg/man/beqs.Rd

@@ -0,0 +1,36 @@
+\name{beqs}
+\alias{beqs}
+\title{Get Bloomberg Equity Screen Data}
+\description{
+  This is the primary user-level function for retrieving Bloomberg Equity Screen data created using the EQS function in Bloomberg.
+}
+\usage{
+blp(conn, securities, fields, start_date, end_date = NULL, override_fields = NULL, overrides NULL)
+}
+\arguments{
+  \item{conn}{Connection object}
+  \item{screenName}{The name of the Equity Screen listed on EQS.}
+  \item{screenType}{string with the location of the screen either PRIVATE for user defined screen or GLOBAL for a Bloomberg EQS screen.}
+  \item{languageId}{string with the language eg ENGLISH, KANJI, FRENCH, GERMAN, SPANISH, PORTUGUESE, ITALIAN, CHINESE_TRA, KOREAN, CHINESE_SIM, THAI, SWED, FINNISH, DUTCH, MALAY, RUSSIAN, GREEK, POLISH, DANISH, FLEMISH, ESTONIAN, TURKISH, NORWEGIAN, LATVIAN, LITHUANIAN, INDONESIAN }
+  \item{Group}{Screen folder name as defined in EQS.}
+  \item{asOfDate}{As Of date for data retrieved, either as a YYYYMMDD format string or a date object of any class which responds correctly to format().}
+}
+\details{
+an equivalent to the beqs() function in Bloomberg Excel.  Returns as a dataframe with the contents of an Equity Screen set up using the EQS page on Bloomberg.  The data can be as of a date.
+}
+\keyword{math}
+\examples{
+# Please consult unit tests for more examples.
+\dontrun{
+library(RBloomberg)
+conn <- blpConnect()
+
+beqs(conn, "Global Volume Surges", "GLOBAL")
+
+
+blpDisconnect(conn)
+
+}
+}
+\author{Charles Cara \email{[email protected]}}
+