Sunday, January 22, 2017

Java 8: Top N elements from a stream

This post shows how you can sort a stream in reverse order and then select the top N elements.

This is quite common in financial systems.

For example, let's say that you have a list of currency exchange rate movements and you want to see the top 5 largest movements. You can do this using Java 8 Streams as shown below:

import static java.util.Comparator.*;
import static java.util.stream.Collectors.*;

// list of currency exchange rate percentage moves
final List<Currency> currencies = Arrays.asList(
    new Currency("EUR/USD", 0.37),
    new Currency("USD/JPY", -0.21),
    new Currency("GBP/USD", 0.27),
    new Currency("AUD/USD", -0.08),
    new Currency("USD/CAD", 0.02),
    new Currency("USD/CHF", -0.46),
    new Currency("EUR/JPY", 0.16),
    new Currency("EUR/GBP", 0.13),
    new Currency("USD/HKD", 0.0),
    new Currency("EUR/CHF", 0.05),
    new Currency("USD/KRW", -0.71)
    );

currencies.stream()
  .sorted(comparing(Currency::getMove, comparing(Math::abs)).reversed())
  .limit(5)
  .collect(toList());

The result is:

Currency [ccy=USD/KRW, move=-0.71]
Currency [ccy=USD/CHF, move=-0.46]
Currency [ccy=EUR/USD, move=0.37]
Currency [ccy=GBP/USD, move=0.27]
Currency [ccy=USD/JPY, move=-0.21]

The two argument Comparator.comparing method easily allows us to compare currency moves on absolute value.

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