bberg 0.1.0

data/.yardopts

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+--markup markdown --title "bberg Documentation" --protected lib/**/*.rb README.md LICENSE.TXT

data/ChangeLog.md

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+### 0.1.0 / 2011-03-10
+
+* Initial release:

data/Gemfile

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+source :rubygems
+
+#gemspec
+
+gem 'activesupport'
+gem 'i18n'
+gem 'tzinfo'
+gem 'rake',       '~> 0.8.7'
+
+group :development do
+  gem 'ore-core',   '~> 0.1.0'
+  gem 'rspec',      '~> 2.5.0'
+  case RUBY_PLATFORM
+  when 'java'
+    gem 'maruku'
+  else
+    gem 'bluecloth',  '>= 2.0.0'
+  end
+  gem 'yard',         '~> 0.6.0'
+  gem 'guard',        '~> 0.3.0'
+  gem 'guard-rspec',  '~> 0.2.0'
+  gem 'ci_reporter',  '~> 1.6.4'
+  gem 'rcov',         '~> 0.9.9'
+  gem 'flog',         '~> 2.5.0'
+  gem 'yardstick'
+  # install separately so that we can do a bundle install --deployment --without development
+  # when packaging to .exe
+  #gem 'rawr',         :git => 'https://github.com/sundbp/rawr.git'
+end

data/Gemfile.lock

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+GEM
+  remote: http://rubygems.org/
+  specs:
+    activesupport (3.0.3)
+    builder (3.0.0)
+    ci_reporter (1.6.4)
+      builder (>= 2.1.2)
+    configuration (1.2.0)
+    diff-lcs (1.1.2)
+    flog (2.5.0)
+      ruby_parser (~> 2.0)
+      sexp_processor (~> 3.0)
+    guard (0.3.0)
+      open_gem (~> 1.4.2)
+      thor (~> 0.14.6)
+    guard-rspec (0.2.0)
+      guard (>= 0.2.2)
+    i18n (0.5.0)
+    launchy (0.3.7)
+      configuration (>= 0.0.5)
+      rake (>= 0.8.1)
+    maruku (0.6.0)
+      syntax (>= 1.0.0)
+    open_gem (1.4.2)
+      launchy (~> 0.3.5)
+    ore-core (0.1.0)
+    rake (0.8.7)
+    rcov (0.9.9-java)
+    rspec (2.5.0)
+      rspec-core (~> 2.5.0)
+      rspec-expectations (~> 2.5.0)
+      rspec-mocks (~> 2.5.0)
+    rspec-core (2.5.1)
+    rspec-expectations (2.5.0)
+      diff-lcs (~> 1.1.2)
+    rspec-mocks (2.5.0)
+    ruby_parser (2.0.5)
+      sexp_processor (~> 3.0)
+    sexp_processor (3.0.5)
+    syntax (1.0.0)
+    thor (0.14.6)
+    tzinfo (0.3.23)
+    yard (0.6.4)
+    yardstick (0.2.0)
+      yard (~> 0.6.1)
+
+PLATFORMS
+  java
+
+DEPENDENCIES
+  activesupport
+  ci_reporter (~> 1.6.4)
+  flog (~> 2.5.0)
+  guard (~> 0.3.0)
+  guard-rspec (~> 0.2.0)
+  i18n
+  maruku
+  ore-core (~> 0.1.0)
+  rake (~> 0.8.7)
+  rcov (~> 0.9.9)
+  rspec (~> 2.5.0)
+  tzinfo
+  yard (~> 0.6.0)
+  yardstick

data/Guardfile

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+# rspec
+guard 'rspec' do
+  watch(%r{^spec/.+_spec\.rb})
+  watch(%r{^lib/(.+)\.rb})     { |m| p "spec/#{m[1]}_spec.rb"; "spec/#{m[1]}_spec.rb" }
+  watch('spec/spec_helper.rb') { "spec" }
+end

data/LICENSE.txt

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+Copyright (c) 2010 pts
+
+Permission is hereby granted, free of charge, to any person obtaining
+a copy of this software and associated documentation files (the
+"Software"), to deal in the Software without restriction, including
+without limitation the rights to use, copy, modify, merge, publish,
+distribute, sublicense, and/or sell copies of the Software, and to
+permit persons to whom the Software is furnished to do so, subject to
+the following conditions:
+
+The above copyright notice and this permission notice shall be
+included in all copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
+EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF
+MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
+NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE
+LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION
+OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION
+WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.

data/README.md

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+# bberg
+
+* [Homepage](http://rubygems.org/gems/bberg)
+* [Github](http://github.com/sundbp/bberg/)
+* [Issue tracker](http://github.com/sundbp/bberg/issues)
+
+## Description
+
+A library to use the Bloomberg Java API from jruby
+
+## Features
+
+So far the following requests can be made:
+
+* HistoricalDataRequest
+* ReferenceDataRequest
+
+We'll be working on adding all the requests supported by the Java API, including "subscriptions".
+
+Feel free to pitch in :)
+
+## Examples
+
+  TODO: add examples. For now look at the specs for a couple of examples
+
+## Requirements
+
+* The Bloomberg Java API jar
+  
+## Install
+
+    $ gem install bberg
+
+The gem comes with a drb server to make it simpler to use the API from several processes on
+the same machine (multiple machines not allowed by the Java API copyright, same applies here):
+
+    $ bberg_drb_server
+
+To create a stand alone executable do the following (after checking out the git repo):
+
+    $ bundle install
+    $ bundle install --deployment --without development
+    $ rake bberg:create_exe
+
+This creates a folder with a .exe in ../bberg-package/windows/
+
+## Copyright
+
+Copyright (c) 2010 pts
+
+See {file:LICENSE.txt} for details.

data/Rakefile

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+require 'rubygems'
+require 'fileutils'
+
+begin
+  require 'rawr'
+rescue LoadError
+  # just silently ignore it, for development we don't have rawr available
+  nil
+end
+
+begin
+  require 'bundler'
+rescue LoadError => e
+  STDERR.puts e.message
+  STDERR.puts "Run `gem install bundler` to install Bundler."
+  STDERR.puts "But we'll continue ahead in case you're trying to bundle a .exe file.."
+end
+
+begin
+  Bundler.setup(:development) if defined?(Bundler)
+rescue Bundler::BundlerError => e
+  STDERR.puts e.message
+  STDERR.puts "Run `bundle install` to install missing gems."
+  exit e.status_code
+end
+
+require 'rake'
+
+begin
+  require 'rspec/core/rake_task'
+  RSpec::Core::RakeTask.new
+  
+  require 'yard'
+  YARD::Rake::YardocTask.new
+
+  require 'yardstick/rake/measurement'
+  Yardstick::Rake::Measurement.new(:yardstick_measure) do |measurement|
+    measurement.output = 'measurement/report.txt'
+  end
+
+  require 'yardstick/rake/verify'
+  Yardstick::Rake::Verify.new do |verify|
+    verify.threshold = 80
+  end
+  
+rescue LoadError => e
+  STDERR.puts e.message
+  STDERR.puts "But we'll continue ahead in case you're trying to create a .exe file.."
+end
+
+task :default => :spec
+namespace :bberg do
+  desc "create a .exe file for the bberg drb server"
+  task :create_exe => [:clean_for_exe, :download_jruby_jar, "rawr:bundle:exe"]
+  
+  desc "clean up files in order to create a clean .exe"
+  task :clean_for_exe do
+    FileUtils.rm_rf('pkg')
+  end
+  
+  desc "download jruby-complete.jar"
+  task :download_jruby_jar do
+    jar_file = File.join('vendor', 'java', 'jruby-complete-1.5.6.jar')
+    if File.exists? jar_file
+      puts "Already have a copy of jruby-complete.jar."
+    else
+      require 'net/http'
+      require 'uri'
+      http_proxy = ENV['http_proxy']
+      http_proxy ||= ENV['HTTP_PROXY']
+      http_object = if http_proxy
+        uri = URI.parse(http_proxy)
+        proxy_user, proxy_pass = uri.userinfo.split(/:/) if uri.userinfo
+        Net::HTTP::Proxy(uri.host, uri.port, proxy_user, proxy_pass)
+      else
+        Net::HTTP
+      end
+      http_object.start('jruby.org.s3.amazonaws.com') do |http|
+        puts "Downloading jruby-complete.jar.."
+        #response = http.get('/downloads/1.6.0.RC3/jruby-complete-1.6.0.RC3.jar')
+        response = http.get('/downloads/1.5.6/jruby-complete-1.5.6.jar')
+        FileUtils.mkdir_p(File.join('vendor', 'java'))
+        open(jar_file, "wb") do |file|
+          file.write(response.body)
+        end
+      end
    end
+  end
+end

data/bberg.gemspec

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+# -*- encoding: utf-8 -*-
+
+begin
+  Ore::Specification.new do |gemspec|
+    # custom logic here
+  end
+rescue NameError
+  STDERR.puts "The 'bberg.gemspec' file requires Ore."
+  STDERR.puts "Run `gem install ore-core` to install Ore."
+end

data/bin/bberg_drb_server

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+#!/usr/bin/env ruby
+require 'rubygems'
+require 'bberg/drb_server'

data/build_configuration.rb

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+configuration do |c|
+	# The name for your resulting application file (e.g., if the project_name is 'foo' then you'll get foo.jar, foo.exe, etc.)
+	# default value: "bberg"
+	#
+	c.project_name = "bberg_drb_server"
+
+	# Undocumented option 'output_dir'
+	# default value: "package"
+	#
+	c.output_dir = "../bberg-package"
+
+  c.executable_type = "console"
+  
+	# The main ruby file to invoke, minus the .rb extension
+	# default value: "main"
+	#
+	c.main_ruby_file = "lib/bberg/drb_server_rawr_launcher"
+
+	# The fully-qualified name of the main Java file used to initiate the application.
+	# default value: "org.rubyforge.rawr.Main"
+	#
+	#c.main_java_file = "org.rubyforge.rawr.Main"
+
+	# A list of directories where source files reside
+	# default value: ["src"]
+	#
+	c.source_dirs = ['.']
+
+	# A list of regexps of files to exclude
+	# default value: []
+	#
+	c.source_exclude_filter = [/jruby-complete-.*.jar/]
+
+	# Whether Ruby source files should be compiled into .class files
+	# default value: true
+	#
+	c.compile_ruby_files = false
+
+	# A list of individual Java library files to include.
+	# default value: []
+	#
+	#c.java_lib_files = []
+
+	# A list of directories for rawr to include . All files in the given directories get bundled up.
+	# default value: ["lib/java"]
+	#
+	c.java_lib_dirs = ["vendor/java"]
+
+	# Undocumented option 'files_to_copy'
+	# default value: []
+	#
+	#c.files_to_copy = []
+
+	# Undocumented option 'target_jvm_version'
+	# default value: 1.6
+	#
+	#c.target_jvm_version = 1.6
+
+	# Undocumented option 'jvm_arguments'
+	# default value: ""
+	#
+	#c.jvm_arguments = ""
+
+	# Undocumented option 'java_library_path'
+	# default value: ""
+	#
+	#c.java_library_path = ""
+
+	# Undocumented option 'extra_user_jars'
+	# default value: {}
+	#
+	#c.extra_user_jars[:data] = { :directory => 'data/images/png',
+	#                             :location_in_jar => 'images',
+	#                             :exclude => /*.bak$/ }
+
+	# Undocumented option 'mac_do_not_generate_plist'
+	# default value: nil
+	#
+	#c.mac_do_not_generate_plist = nil
+
+	# Undocumented option 'mac_icon_path'
+	# default value: nil
+	#
+	#c.mac_icon_path = nil
+
+	# Undocumented option 'windows_icon_path'
+	# default value: nil
+	#
+	#c.windows_icon_path = nil
+
+end

data/gemspec.yml

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+name: bberg
+summary: "Bloomberg API wrapper for ruby"
+description: "Makes the Bloomberg Java API available from jruby - in ruby friendly manner."
+license: MIT
+authors: Patrik Sundberg
+email: patrik.sundberg@gmail.com
+homepage: http://rubygems.org/gems/bberg
+has_yard: true
+
+development_dependencies:
+  bundler: ~> 1.0.0
+  yard: ~> 0.6.0

data/lib/bberg.rb

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+require 'active_support/time'
+
+require 'bberg/version'
+require 'bberg/bberg_wrapper'
+require 'bberg/bberg_exception'
+require 'bberg/client'

data/lib/bberg/bberg_exception.rb

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+module Bberg
+  # Exception class that is thrown from inside the bberg gem
+  class BbergException < StandardError
+  end
+end

data/lib/bberg/bberg_wrapper.rb

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+require 'java'
+
+module Bberg
+
+  # path to where the bloomberg java API jar can be found.
+  # 
+  # either uses the path in the env variable BBERG_JAVA_HOME
+  #  or defaults to 'C:/blp/API/APIv3/JavaAPI/v3.3.3.3/lib'
+  # @return [String] path to jar
+  def self.jar_path
+    # load either from BBERG_JAVA_HOME or the default location
+    base_path = ENV['BBERG_JAVA_HOME'].nil? ? 'C:/blp/API/APIv3/JavaAPI/v3.3.3.3/lib' : ENV['BBERG_JAVA_HOME']
+    File.join(base_path, 'blpapi3.jar')
+  end
+  
+  # Module to hold references to the native java API classes in a ruby friendly way.
+  module Native
+    require Bberg.jar_path
+    import com.bloomberglp.blpapi.CorrelationID
+    import com.bloomberglp.blpapi.Datetime
+    import com.bloomberglp.blpapi.Element
+    import com.bloomberglp.blpapi.Event
+    import com.bloomberglp.blpapi.Message
+    import com.bloomberglp.blpapi.MessageIterator
+    import com.bloomberglp.blpapi.Request
+    import com.bloomberglp.blpapi.Service
+    import com.bloomberglp.blpapi.Session
+    import com.bloomberglp.blpapi.SessionOptions
+    import com.bloomberglp.blpapi.Schema
+  end
+  
+end

data/lib/bberg/client.rb

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+require 'date'
+
+require 'bberg/requests'
+
+module Bberg
+  
+  # Main class for making synchronous bberg data requests.
+  class Client
+    
+    # Create a new instance of Client
+    # @param [String] host host running bberg we want to connect to
+    # @param [Fixnum] port port to connect to
+    def initialize(host = "localhost", port = 8194)
+      @session_options = Bberg::Native::SessionOptions.new
+      @session_options.setServerHost("localhost")
+      @session_options.setServerPort(8194)
+    end
+
+    # Perform a historical data request.
+    # @param [#each|String] identifiers a list of identifiers for this request
+    # @param [Time] start_time start of historical range
+    # @param [Time] end_time end of historical range
+    # @param [Hash] options_arg specification of what fields or other parameters to use for the request.
+    # @return [Hash] result in Hash format.
+    def historical_data_request(identifiers, start_time, end_time, options = {})
+      request = Bberg::Requests::HistoricalDataRequest.new(@session_options, identifiers, start_time, end_time, options)
+      request.perform_request
+    end
+
+    # Perform a reference data request.
+    # @param [#each|String] identifiers a list of identifiers for this request
+    # @param [Hash] options_arg specification of what fields or other parameters to use for the request.
+    # @return [Hash] result in Hash format.
+    def reference_data_request(identifiers, options)
+      request = Bberg::Requests::ReferenceDataRequest.new(@session_options, identifiers, options)
+      request.perform_request
+    end
+    
+    # Convencience method to perform a reference data request for holiday calendar data.
+    # @param [String] currency which settlement currency to use for calendar.
+    # @param [String] calendar name of calendar.
+    # @param [Date|Time] start_date when to start calendar from.
+    # @param [Date|Time] end_date when to end calendar.
+    # @return [Array] an array of Dates.
+    def get_holidays_for_calendar(currency, calendar, start_date, end_date)
+      overrides = Hash[
+        "CALENDAR_START_DATE", start_date,
+        "CALENDAR_END_DATE", end_date
+      ]
+      overrides["SETTLEMENT_CALENDAR_CODE"] = calendar unless calendar.nil?
+      options = Hash[ :fields => ["CALENDAR_HOLIDAYS"]]
+      options[:overrides] = overrides
+      
+      response = self.reference_data_request(currency, options)
+      result = response[currency]["CALENDAR_HOLIDAYS"].map {|o| o["Holiday Date"]}
+      result
+    end
+    
+    ################## PRIVATE #######################
+
+    private
+    
+  end
+end

data/lib/bberg/drb_server.rb

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+require 'drb'
+require 'socket'
+
+require 'bberg'
+
+hostname = Socket.gethostbyname(Socket.gethostname).first
+port = ARGV.size == 1 ? ARGV.shift : 9000
+
+uri = "druby://#{hostname}:#{port}"
+
+puts "Starting server using URI = '#{uri}'"
+
+DRb.start_service uri, Bberg::Client.new
+
+puts "Ready to accept requests!"
+
+DRb.thread.join

data/lib/bberg/drb_server_rawr_launcher.rb

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+# find the base of the current jar file
+base = __FILE__.split('!').first + '!'
+
+# first setup LOAD_PATH
+
+# add our gem's lib dir
+$LOAD_PATH << File.join(base, 'lib')
+
+# look through all bundled gems
+Dir[File.join(base, 'vendor/bundle') + '/**/lib'].each do |dir|
+  $LOAD_PATH << dir
+end
+
+# then launch server
+require 'bberg/drb_server'

data/lib/bberg/requests.rb

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+require 'bberg/requests/refdata_request_base'
+require 'bberg/requests/historical_data_request'
+require 'bberg/requests/reference_data_request'

data/lib/bberg/requests/historical_data_request.rb

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+require 'bberg/bberg_exception'
+require 'bberg/requests/refdata_request_base'
+
+module Bberg
+  module Requests
+    
+    # A class for preforming historical data requets. 
+    class HistoricalDataRequest < RefdataRequestBase
+    
+      DEFAULT_OPTIONS = Hash[
+        :fields => ["PX_SETTLE"],
+        :frequency => "DAILY"
+      ]
+
+      # Create new instance.
+      # @param [Bberg::Native::SessionOptions] session_options to specify how to connect session.
+      # @param [#each|String] identifiers a list of identifiers for this request
+      # @param [Time] start_time start of historical range
+      # @param [Time] end_time end of historical range
+      # @param [Hash] options_arg specification of what fields or other parameters to use for the request.
+      def initialize(session_options, identifiers, start_time, end_time, options_arg = {})
+        @session_options = session_options
+        
+        @identifiers = unless identifiers.respond_to? 'each'
+          [identifiers]
+        else
+          identifiers
+        end
+        
+        @start_time = start_time
+        @end_time = end_time
+        
+        @options = DEFAULT_OPTIONS.merge(options_arg)
+      end
+      
+      # Create a historical data request.
+      def create_request
+        request = @svc.createRequest("HistoricalDataRequest")
+        request.set("startDate", @start_time.strftime("%Y%m%d"))
+        request.set("endDate", @end_time.strftime("%Y%m%d"))
+        request.set("periodicitySelection", @options[:frequency])
+        request.set("returnEids", false)
+        @identifiers.each {|identifier| request.append("securities", identifier) }
+        @options[:fields].each {|f| request.append("fields", f) }
+        @request = request
+      end
+      
+      # Parse event for HistoricalDataResponse.
+      # @return [Hash] event parsed into a Hash format.
+      def parse_response(event)
+        iter = event.messageIterator()
+        result = Hash.new
+        
+        while iter.hasNext()
+          
+          message = iter.next()
+          raise Bberg::BbergException.new("Got a response with incorrect correlation id!") if message.correlationID != @req_id
+          msg_type = message.messageType().toString()
+          raise Bberg::BbergException.new("Expected message of type HistoricalDataResponse but got #{msg_type}") if msg_type != "HistoricalDataResponse"
+          
+          field_data = message.getElement("securityData").getElement("fieldData")
+          security_name = message.getElement("securityData").getElementAsString("security")
+          
+          result[security_name] ||= []
+          
+          (0..(field_data.numValues - 1)).each do |field_num|
+            field_values = get_field_values(field_data, field_num)
+            result[security_name] << field_values
+          end
+        end
+        result  
+      end
+          
+      ##################### PRIVATE ############################
+      
+      private
+      
+      def get_field_values(field_data, field_num)
+        element = field_data.getValueAsElement(field_num)
+        timestamp = convert_to_rb_time(element.getElementAsDatetime("date"))
+        values = Hash.new
+        values["date"] = timestamp
+        
+        @options[:fields].each do |field|
+          raise Bberg::BbergException.new("Can't find required field #{field} in response") unless element.hasElement(field)
+          field_element = element.getElement(field)
+          
+          data_type = element.getElement(field).datatype()
+          
+          values[field] = case data_type.intValue()
+          when Bberg::Native::Schema::Datatype::Constants::INT32
+            element.getElementAsInt32(field).to_i
+          when Bberg::Native::Schema::Datatype::Constants::INT64
+            element.getElementAsInt64(field).to_i
+          when Bberg::Native::Schema::Datatype::Constants::FLOAT32
+            element.getElementAsFloat32(field).to_f
+          when  Bberg::Native::Schema::Datatype::Constants::FLOAT64
+            element.getElementAsFloat64(field).to_f
+          else
+            raise Bberg::BbergException.new("Unsupported data type in response: #{data_type.to_s}")
+          end
+        end
+        values
+      end
+      
+    end
+    
+  end
+end

data/lib/bberg/requests/refdata_request_base.rb

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+require 'bberg/bberg_exception'
+
+module Bberg
+  
+  # Module containing classes for the various bberg requests that can be made
+  module Requests
+
+    # Base class for reference data requests.
+    # Child classes implements particular requests, using features of this base class.
+    class RefdataRequestBase
+
+      # raises exception, do not instantiate base class - only use child classes.
+      def initialize
+        raise Bberg::BbergException.new("Do not instantiate base class!")      
+      end
+      
+      # Perform a synchronous reference data request.
+      # Calls (#create_request) to create the request object to send.
+      # Blocks while waiting for the response.
+      # @return [Hash] A parsed response in the form of a Hash.
+      def perform_request
+        @session, @svc, @req_id = create_ref_data_service()
+        
+        create_request
+        
+        @session.sendRequest(@request, @req_id)
+  
+        response = retrieve_response
+      
+        @session.stop()
+        @session = nil
+        
+        response
+      end
+
+      # Create the reference data request to send to server.
+      # To be implemented by specialized child classes.
+      # Implementation on base class raises exception.
+      def create_request
+        raise Bberg::BbergException.new("Not implemented on base class!")
+      end
+
+      # Retrieve response for this request.
+      # Will retrieve events from the request's session until an event of type REPONSE is found.
+      # For each event (partial or not) it will callse (#parse_response) and merge the hash
+      # returned into a cummulitative result.
+      # 
+      # Note: if you set the $DEBUG flag the unparsed event will be printed on STDOUT.
+      # @return [Hash] A parsed response in the form of a Hash.
+      def retrieve_response
+        done = false
+        result = Hash.new
+        until done
+          event = @session.nextEvent()
+          case event.eventType().intValue()
+          when Bberg::Native::Event::EventType::Constants::RESPONSE
+            print_response_event(event) if $DEBUG
+            event_result = parse_response(event)
+            result = hash_merge_concat(result, event_result)
+            done = true
+          when Bberg::Native::Event::EventType::Constants::PARTIAL_RESPONSE
+            print_response_event(event) if $DEBUG
+            event_result = parse_response(event)
+            result = hash_merge_concat(result, event_result)
+          else
+            print_other_event(event) if $DEBUG
+          end
+        end
+        result
+      end
+      
+      # Parse response from server.
+      # Ideally this should convert the java response into a ruby friendly format.
+      # To be implemented by specialized child classes.
+      # Implementation on base class raises exception.
+      # @return [Hash] the information in the result parsed to Hash format.
+      def parse_response(event)
+        raise Bberg::BbergException.new("Not implemented in base class!")
+      end
+      
+      ##################### PROTECTED ############################
+      
+      protected
+      
+      # Create a reference data service.
+      # This both creates and starts a session, and opens a refdata service.
+      # @return [Bberg::Native::Session, Object, Fixnum] session, service and request ID.
+      def create_ref_data_service
+        session = Bberg::Native::Session.new(@session_options)
+        raise Bberg::BbergException.new("Could not start session!") unless session.start()
+        raise Bberg::BbergException.new("Could not open service!") unless session.openService("//blp/refdata")
+        request_id = get_correlation_id()
+        ref_data_service = session.getService("//blp/refdata")
+        [session, ref_data_service, request_id]
+      end
+      
+      # Get correlation ID.
+      #
+      # NOTE: this needs to be updated so we have increasing unique IDs here.
+      # @return [Fixnum] correlation ID.
+      def get_correlation_id
+        # TODO: we need a mutex protected instance variable of increasing ID's to pass in here
+        Bberg::Native::CorrelationID.new(1)
+      end
+      
+      # Utility method to merge and concatenate two Hashes.
+      #
+      # This is useful for creating a cummulitative Hash result when reply consists of several events.
+      # @param [Hash] existing_hash what we have so far
+      # @param [Hash] new_hash partial result to add
+      # @return [Hash] merged and concatenated result
+      def hash_merge_concat(existing_hash, new_hash)
+        new_hash.each do |key, value|
+          if existing_hash.has_key? key
+            existing_hash[key] = existing_hash[key].concat(value)
+          else
+            existing_hash[key] = value
+          end
+        end
+        existing_hash
+      end
+      
+      # Utility method to convert a ruby values to their bberg format.
+      # 
+      # So far only time like types are affected.
+      def convert_value_to_bberg(value)
+        if value.is_a? Date or value.is_a? DateTime or value.is_a? Time
+          value.strftime("%Y%m%d")
+        else
+          value
+        end
+      end
+      
+      # Convert a Java::ComBloomberglpBlpapi::Datetime to a ruby Time
+      # @return [Time] value as Time
+      def convert_to_rb_time(dt)
+        hour = dt.hour == 24 ? 0 : dt.hour
+        Time.local(dt.year, dt.month, dt.dayOfMonth, hour, dt.minute, dt.second, dt.milliSecond)
+      end
+      
+      # Convert a Java::ComBloomberglpBlpapi::Datetime to a ruby Date
+      # @return [Date] value as Date
+      def convert_to_rb_date(d)
+        Date.new(d.year, d.month, d.dayOfMonth)
+      end
+      
+      ##################### PRIVATE ############################
+      
+      private
+      
+      def print_response_event(event)
+        iter = event.messageIterator()
+        while iter.hasNext()
+          message = iter.next()
+          puts "correlationID=" + message.correlationID().to_s
+          puts "messageType =" + message.messageType().toString()
+          puts message.toString()
+        end
+      end
+      
+      def print_other_event(event)
+        puts "EventType=" + event.eventType().toString()
+        iter = event.messageIterator()
+        while iter.hasNext()
+          message = iter.next()
+          puts "correlationID=" + message.correlationID().to_s
+          puts "messageType =" + message.messageType().toString()
+          puts message.toString()
+          if Bberg::Native::Event::EventType::Constants::SESSION_STATUS == event.eventType().intValue() and
+            "SessionStopped" == message.messageType().toString()
+            puts "Terminating: " + message.messageType()
+            exit
+          end
+        end
+      end
+      
+    end
+  end
+end

data/lib/bberg/requests/reference_data_request.rb

@@ -0,0 +1,134 @@
+require 'date'
+require 'bberg/bberg_exception'
+require 'bberg/requests/refdata_request_base'
+
+module Bberg
+  module Requests
+    
+    # A class for preforming reference data requets.     
+    class ReferenceDataRequest < RefdataRequestBase
+    
+      DEFAULT_OPTIONS = Hash[
+        :fields => ["PX_SETTLE"],
+        :useUTCTime => true,
+        :returnEids => false
+      ]
+
+      # Create new instance.
+      # @param [Bberg::Native::SessionOptions] session_options to specify how to connect session.
+      # @param [#each|String] identifiers a list of identifiers for this request
+      # @param [Hash] options_arg specification of what fields or other parameters to use for the request.
+      def initialize(session_options, identifiers, options_arg = {})
+        @session_options = session_options
+        
+        @identifiers = unless identifiers.respond_to? 'each'
+          [identifiers]
+        else
+          identifiers
+        end
+        
+        @options = DEFAULT_OPTIONS.merge(options_arg)
+      end
+
+      # Create a reference data request.
+      def create_request
+        request = @svc.createRequest("ReferenceDataRequest")
+
+        @identifiers.each {|identifier| request.append("securities", identifier) }
+        
+        @options.each do |key, value|
+          next if key == :fields or key == :overrides
+          request.set(key.to_s, convert_value_to_bberg(value))
+        end
+        
+        @options[:fields].each {|f| request.append("fields", f) }
+        
+        overrides = request.getElement("overrides")
+        @options[:overrides].each do |field_id, value|
+          new_override = overrides.appendElement()
+          new_override.setElement("fieldId", field_id.to_s)
+          new_override.setElement("value", convert_value_to_bberg(value))
+        end
+        @request = request
+      end
+      
+      # Parse event for ReferenceDataResponse.
+      # @return [Hash] event parsed into a Hash format.
+      def parse_response(event)
+        iter = event.messageIterator()
+        result = Hash.new
+        
+        while iter.hasNext()
+          
+          message = iter.next()
+          raise Bberg::BbergException.new("Got a response with incorrect correlation id!") if message.correlationID != @req_id
+          msg_type = message.messageType().toString()
+          raise Bberg::BbergException.new("Expected message of type ReferenceDataResponse but got #{msg_type}") if msg_type != "ReferenceDataResponse"
+          
+          security_data_array = message.getElement("securityData")
+          (0..(security_data_array.numValues - 1)).each do |sec_num|
+            security_data = security_data_array.getValueAsElement(sec_num)
+            security_name = security_data.getElementAsString("security")
+            field_data = security_data.getElement("fieldData")
+
+            result[security_name] ||= Hash.new
+            
+            (0..(field_data.numElements - 1)).each do |field_num|
+              field_element = field_data.getElement(field_num)
+              values = if field_element.isArray
+                process_array_type(field_element)
+              else
+                get_element_values(field_data, field_num)
+              end
+              result[security_name][field_element.name.toString] = values
+            end
+          end
+        end
+        result
+      end
+      
+      ##################### PRIVATE ############################
+      
+      private
+      
+      def process_array_type(element)
+        result = []
+        (0..(element.numValues - 1)).each do |num|
+          sub_element = element.getValueAsElement(num)
+          values = if sub_element.isArray
+            process_array_type(sub_element)
+          else
+            get_element_values(sub_element)
+          end
+          result << values
+        end
+        result
+      end
+
+      def get_element_values(sub_element)
+        values = Hash.new
+        iter = sub_element.elementIterator()
+        while iter.hasNext()
+          e = iter.next()
+          values[e.name.toString] = case e.datatype.intValue()
+          when Bberg::Native::Schema::Datatype::Constants::INT32
+            e.getValueAsInt32().to_i
+          when Bberg::Native::Schema::Datatype::Constants::INT64
+            e.getValueAsInt64().to_i
+          when Bberg::Native::Schema::Datatype::Constants::FLOAT32
+            e.getValueAsFloat32().to_f
+          when  Bberg::Native::Schema::Datatype::Constants::FLOAT64
+            e.getValueAsFloat64().to_f
+          when Bberg::Native::Schema::Datatype::Constants::DATE
+            convert_to_rb_date(e.getValueAsDate())
+          else
+            raise Bberg::BbergException.new("Unsupported data type in response: #{e.datatype.to_s}")
+          end
+        end
+        values
+      end
+      
+    end
+    
+  end
+end

data/lib/bberg/version.rb

@@ -0,0 +1,4 @@
+module Bberg
+  # bberg gem version
+  VERSION = "0.1.0"
+end

data/spec/bberg/client_spec.rb

@@ -0,0 +1,99 @@
+require 'spec_helper'
+require 'bberg'
+
+describe Bberg::Client do
+  before(:each) do
+    @client = Bberg::Client.new
+  end
+  
+  it "should handle historical data request for one security" do
+    securities = ["CLF1 Comdty"]
+    start_time = Date.new(2010,12,1)
+    end_time = Date.new(2010,12,3)
+    data = @client.historical_data_request(securities,  start_time, end_time)
+    data.has_key?(securities.first).should be_true
+    data[securities.first].size.should == 3
+    data[securities.first][0]["date"].should == Date.new(2010,12,1).to_time
+    data[securities.first][0]["PX_SETTLE"].should == 86.75
+    data[securities.first][1]["date"].should == Date.new(2010,12,2).to_time
+    data[securities.first][1]["PX_SETTLE"].should == 88.00
+    data[securities.first][2]["date"].should == Date.new(2010,12,3).to_time
+    data[securities.first][2]["PX_SETTLE"].should == 89.19
+  end
+  
+  it "should handle historical data request with one security not given as array" do
+    security = "CLF1 Comdty"
+    start_time = Date.new(2010,12,1)
+    end_time = Date.new(2010,12,3)
+    data = @client.historical_data_request(security, start_time, end_time)
+    data.has_key?(security).should be_true
+    data[security].size.should == 3
+  end
+  
+  it "should handle historical data request for multiple securities" do
+    securities = ["CLF1 Comdty", "CLG1 Comdty"]
+    start_time = Date.new(2010,12,1)
+    end_time = Date.new(2010,12,3)
+    data = @client.historical_data_request(securities,  start_time, end_time)
+    
+    data.has_key?(securities.first).should be_true
+    data.has_key?(securities.last).should be_true
+    
+    data[securities.first].size.should == 3
+    data[securities.first][0]["date"].should == Date.new(2010,12,1).to_time
+    data[securities.first][0]["PX_SETTLE"].should == 86.75
+    data[securities.first][1]["date"].should == Date.new(2010,12,2).to_time
+    data[securities.first][1]["PX_SETTLE"].should == 88.00
+    data[securities.first][2]["date"].should == Date.new(2010,12,3).to_time
+    data[securities.first][2]["PX_SETTLE"].should == 89.19
+    
+    data[securities.last].size.should == 3
+    data[securities.last][0]["date"].should == Date.new(2010,12,1).to_time
+    data[securities.last][0]["PX_SETTLE"].should == 87.25
+    data[securities.last][1]["date"].should == Date.new(2010,12,2).to_time
+    data[securities.last][1]["PX_SETTLE"].should == 88.42
+    data[securities.last][2]["date"].should == Date.new(2010,12,3).to_time
+    data[securities.last][2]["PX_SETTLE"].should == 89.59
+  end
+  
+  it "should handle historical data request for multiple fields" do
+    security = "CLF1 Comdty"
+    start_time = Date.new(2010,12,1)
+    end_time = Date.new(2010,12,3)
+    data = @client.historical_data_request(security, start_time, end_time, :fields => ["PX_OPEN", "PX_HIGH"])
+    data.has_key?(security).should be_true
+    data[security].size.should == 3
+    
+    data[security][0]["date"].should == Date.new(2010,12,1).to_time
+    data[security][0]["PX_OPEN"].should == 83.66
+    data[security][0]["PX_HIGH"].should == 86.95
+    data[security][1]["date"].should == Date.new(2010,12,2).to_time
+    data[security][1]["PX_OPEN"].should == 86.80
+    data[security][1]["PX_HIGH"].should == 88.13
+    data[security][2]["date"].should == Date.new(2010,12,3).to_time
+    data[security][2]["PX_OPEN"].should == 87.94
+    data[security][2]["PX_HIGH"].should == 89.49
+  end
+  
+  it "should get holiday calendar reference data correctly (tests overrides)" do
+    start_date = Date.new(2010, 1, 1)
+    end_date = Date.new(2010, 12, 31)
+    holidays = @client.get_holidays_for_calendar("USD Curncy", "NM", start_date, end_date)
+    
+    known_holidays = [
+      Date.new(2010,1,1),
+      Date.new(2010,1,18),
+      Date.new(2010,2,15),
+      Date.new(2010,4,2),
+      Date.new(2010,5,31),
+      Date.new(2010,7,5),
+      Date.new(2010,9,6),
+      Date.new(2010,11,25),
+      Date.new(2010,12,24),
+    ]
+    
+    holidays.size.should == known_holidays.size
+    holidays.each_with_index {|d,i| d.should == known_holidays[i] }
+  end
+  
+end

data/spec/bberg_spec.rb

@@ -0,0 +1,8 @@
+require 'spec_helper'
+require 'bberg'
+
+describe Bberg do
+  it "should have a VERSION constant" do
+    Bberg.const_get('VERSION').should_not be_empty
+  end
+end

data/spec/spec_helper.rb

@@ -0,0 +1,4 @@
+require 'rspec'
+require 'bberg/version'
+
+include Bberg

data/src/org/rubyforge/rawr/Main.java

@@ -0,0 +1,67 @@
+package org.rubyforge.rawr;
+
+import java.io.BufferedReader;
+import java.io.InputStreamReader;
+import java.io.InputStream;
+import java.io.IOException;
+import java.net.URL;
+
+
+import java.util.ArrayList;
+import org.jruby.Ruby;
+import org.jruby.RubyInstanceConfig;
+import org.jruby.javasupport.JavaEmbedUtils;
+
+public class Main
+{
+  public static void main(String[] args) throws Exception
+  {   
+    RubyInstanceConfig config = new RubyInstanceConfig();
+    config.setArgv(args);
+    Ruby runtime = JavaEmbedUtils.initialize(new ArrayList(0), config);
+    String mainRubyFile = "main";
+   
+    ArrayList<String> config_data = new ArrayList<String>();
+    try{
+      java.io.InputStream ins = Main.class.getClassLoader().getResourceAsStream("run_configuration");
+      if (ins == null ) {
+        System.err.println("Did not find configuration file 'run_configuration', using defaults.");
+      } else {
+        config_data = getConfigFileContents(ins);
+      }
+    }
+    catch(IOException ioe)
+    {
+      System.err.println("Error loading run configuration file 'run_configuration', using defaults: " + ioe);
+    }
+    catch(java.lang.NullPointerException npe)
+    {
+      System.err.println("Error loading run configuration file 'run_configuration', using defaults: " + npe );
+    }
+
+    for(String line : config_data) {
+        String[] parts = line.split(":");
+        if("main_ruby_file".equals(parts[0].replaceAll(" ", ""))) {
+            mainRubyFile = parts[1].replaceAll(" ", "");
+        }
+    }
+
+    runtime.evalScriptlet("require '" + mainRubyFile + "'");
+  }
+
+  public static URL getResource(String path) {
+      return Main.class.getClassLoader().getResource(path);
+  }
+
+  private static ArrayList<String> getConfigFileContents(InputStream input) throws IOException, java.lang.NullPointerException {
+    BufferedReader reader = new BufferedReader(new InputStreamReader(input));
+    String line;
+    ArrayList<String> contents = new ArrayList<String>();
+
+    while ((line = reader.readLine()) != null) {
+      contents.add(line);
+    }
+    reader.close();
+    return(contents);
+  }
+}

metadata

@@ -0,0 +1,105 @@
+--- !ruby/object:Gem::Specification 
+name: bberg
+version: !ruby/object:Gem::Version 
+  prerelease: 
+  version: 0.1.0
+platform: ruby
+authors: 
+  - Patrik Sundberg
+autorequire: 
+bindir: bin
+cert_chain: []
+
+date: 2011-03-14 00:00:00 +00:00
+default_executable: 
+dependencies: 
+  - !ruby/object:Gem::Dependency 
+    name: bundler
+    prerelease: false
+    requirement: &id001 !ruby/object:Gem::Requirement 
+      none: false
+      requirements: 
+        - - ~>
+          - !ruby/object:Gem::Version 
+            version: 1.0.0
+    type: :development
+    version_requirements: *id001
+  - !ruby/object:Gem::Dependency 
+    name: yard
+    prerelease: false
+    requirement: &id002 !ruby/object:Gem::Requirement 
+      none: false
+      requirements: 
+        - - ~>
+          - !ruby/object:Gem::Version 
+            version: 0.6.0
+    type: :development
+    version_requirements: *id002
+description: Makes the Bloomberg Java API available from jruby - in ruby friendly manner.
+email: 
+  - patrik.sundberg@gmail.com
+executables: []
+
+extensions: []
+
+extra_rdoc_files: 
+  - README.md
+files: 
+  - .yardopts
+  - ChangeLog.md
+  - Gemfile
+  - Gemfile.lock
+  - Guardfile
+  - LICENSE.txt
+  - README.md
+  - Rakefile
+  - bberg.gemspec
+  - bin/bberg_drb_server
+  - build_configuration.rb
+  - gemspec.yml
+  - lib/bberg.rb
+  - lib/bberg/bberg_exception.rb
+  - lib/bberg/bberg_wrapper.rb
+  - lib/bberg/client.rb
+  - lib/bberg/drb_server.rb
+  - lib/bberg/drb_server_rawr_launcher.rb
+  - lib/bberg/requests.rb
+  - lib/bberg/requests/historical_data_request.rb
+  - lib/bberg/requests/refdata_request_base.rb
+  - lib/bberg/requests/reference_data_request.rb
+  - lib/bberg/version.rb
+  - spec/bberg/client_spec.rb
+  - spec/bberg_spec.rb
+  - spec/spec_helper.rb
+  - src/org/rubyforge/rawr/Main.java
+has_rdoc: yard
+homepage: http://rubygems.org/gems/bberg
+licenses: 
+  - MIT
+post_install_message: 
+rdoc_options: []
+
+require_paths: 
+  - lib
+required_ruby_version: !ruby/object:Gem::Requirement 
+  none: false
+  requirements: 
+    - - ">="
+      - !ruby/object:Gem::Version 
+        version: "0"
+required_rubygems_version: !ruby/object:Gem::Requirement 
+  none: false
+  requirements: 
+    - - ">="
+      - !ruby/object:Gem::Version 
+        version: 1.3.6
+requirements: []
+
+rubyforge_project: bberg
+rubygems_version: 1.6.2
+signing_key: 
+specification_version: 3
+summary: Bloomberg API wrapper for ruby
+test_files: 
+  - spec/bberg_spec.rb
+  - spec/bberg/client_spec.rb