Variable Types
QuickStart Module
This quickstart module is an overview of variable types including geometry, dates, durations and objects
Built-in Variable Types
This section of the module takes you through all the built-in variable types with examples on how to create them and some basic usage.
Scalars, Dates and Secrets
String
A string variable represents a character string.
Example use of strings:
a1 = "My String"
a2 = "Your String"
a3 = a1 + " plus " + a2
print a3
Outputs:
My String plus Your String
Number
A number variable represents any type of number, integer or decimal.
Example use of numbers:
a1=10
a2=3.4
a3=a1*a2
print a3
Outputs:
34.000000
Boolean
A boolean variable represents a true or false value.
Example use of booleans:
a1=10
b1=true
b2=a1==10
print b2
Outputs:
true
Date
A date variable represents a point in time, either as a date or a date and time.
Example use of dates:
// Get the current date
d1=Date()
// Create a date in a specific format
d2=Date("01/10/2021", "dd/MM/yyyy")
print d2
Outputs:
2021-10-04
Duration
A duration variable represents an amount of time, e.g. 2 days or 15 seconds
Example use of durations:
// Create a duration of 1 day and 6 hours
dur1=Duration("1D6h")
d2=Date("01/10/2021", "dd/MM/yyyy")
// Add the duration to the date
d3=d2+dur1
print d3
Outputs:
2021-10-02T06:00:00
Geometry
A geometry variable represents a point or shape in a 2D or geographical co-ordinate system
Example use of geometry:
bm20 = Sphere([51.51958, -0.12695], 20/3963.2)
geolocation = Point([52.35672, 4.91120])
road1 = MultiPoint([[-73.96943, 40.78519],[-72.96943, 41.78519],[-73.96943, 42.78519],[-73.96943, 40.78519]])
print road1.geometry.area
Secret
A secret variable is a string that can be added to an object that is never displayed in the console and is generally used for passwords.
Example use of secrets:
// Create an object
o1=Object()
// Add a secret
o1.password=Secret("MyPassword")
print o1.password
Outputs:
********
Calendars
A calendar variable represents a time-line of intervals generally used to define points in time where you expect to have data point.
You can create your own calendars based on these basic types:
- IntradayCalendar - time-points within a day like hours
- Daily - days or multiples of days, e.g. weeks
- Business - weekdays only
- Holiday - based on the Daily calendar, but includes holiday rules
- Monthly and Yearly calendars
- Sparse - non-regular dates, can be any point-in-time
- Expiry - forward contract trading expiry calendars
Calendar example:
cal = HolidayCalendar()
cal.addRule("Every Monday")
cal.addRule("25th of December named 'Christmas Day' on Saturday shift -1 day on Sunday shift 1 day")
first = Date("2021-12-20")
last = Date("2021-12-31")
dates = cal.getDates(first, last)
print dates
Outputs:
[
2021-12-21
2021-12-22
2021-12-23
2021-12-25
2021-12-26
2021-12-28
2021-12-29
2021-12-30
2021-12-31
]
Curve Date
A CurveDate is a combined date and expiry calendar which represents a curve valuation date or OnDate.
CurveDate example:
expiry = ExpiryCalendar(BusinessCalendar())
expiry.addRule("go back 1 day using calendar")
ondate = CurveDate(Date("2020-12-01"), expiry)
print ondate
Output:
2020-12-01
TimeSeries and Curves
TimeSeries
A TimeSeries is a list of values aligned to a calendar which generally represent a recording of observations over a period of time such as prices for a specific product.
TimeSeries example:
ts = TimeSeries("DAILY")
ts.add("2021-10-04", 12.5)
ts.addValue(13.6)
print ts.values
Outputs:
[
2021-10-04 12.500000
2021-10-05 13.600000
]
Curves
A curve is a list of contracts which represent either a future delivery period or a forecasting period and is usually used for commodity forward curves, financial futures curves and weather forecasts.
Curve example:
expiry = ExpiryCalendar(BusinessCalendar())
expiry.addRule("go back 1 day using calendar")
ondate = CurveDate(Date("2020-12-01"), expiry)
c1 = Curve(ondate)
c1.add(Contract(ondate, "2021M01", 12.5))
c1.add(Contract(ondate, "2021M02", 12.75))
c1.add(Contract(ondate, "2021M03", 13.0))
c1.add(Contract(ondate, "2021M04", 13.5))
c1.add(Contract(ondate, "2021Q01", 12.75))
c1.add(Contract(ondate, "2021Q02", 13.25))
c1.add(Contract(ondate, "2021Q03", 13.75))
c1.add(Contract(ondate, "2021Y", 13.5))
print c1.contracts
Outputs:
M01: 12.500000
Q01: 12.750000
Y01: 13.500000
M02: 12.750000
M03: 13
M04: 13.500000
Q02: 13.250000
Q03: 13.750000
Custom Variable Types
You can create your own variable types which represent real-world entites such as companies, products, people, dogs - pretty much anything you can think of.
You define your variable type using the special type constructor syntax, here is an example:
widget = type
description as String()
price as Number()
end
Once your have defined your type, you can create objects 'of that' type using the special object constructor syntax as shown below:
ABC123 = object as widget
description = "A small widget for storing beans"
price = 6.24
end
print ABC123
This prints the following:
{
"_id": "ABC123",
"_type": "widget",
"_links": {},
"description": "A small widget for storing beans",
"price": 6.240000
}