Weblogic Sybase driver from weblogic 8.1 sp2

Question

This issue involves retrieving multiple resultsets from a CallableStatement.
Lets assume by default when executing the CallableStatment I retrieve 3 result
sets.
The first one has 5 records
The second 10
The third 15
If I execute the same CallableStatment with different parameters and the second
result set has
no records I get the following, the secode result set is not returned.
The first one has 5 records
The second 15.
It is normal to return 0 records for a specific result set.
Is it normal to have dynamic number of result sets, I think not.
Can anyone help?
Tommy Lapierre
[email protected]

Answer 1

We found the issue, we don't know why by at least is works:
We chaged part on the stored procedure, see comments in the sql statement.
(This is only a subset of the whol;e stored proc.)
--Fx InstrumentPrice
--Todo load fx only if the swap.useInstrumentCurrency is true.
select
@currencyPairId,
isnull(cr.resetDate, r.resetDate),
@foreignExchangeResetSource,
isnull(cr.resetValue,r.resetValue),
isnull(cr.resetValue2,r.resetValue2)
from
ResetMarkerEq rm,
CustomReset cr,
Reset r
where
rm.tradeDateFx *= cr.resetDate
and rm.tradeDateFx *= r.resetDate
and cr.instrId=@currencyPairId
and r.fiId=@currencyPairId
and rm.swapId=@swapId
and cr.swapId=@swapId
--This line was causing the weblogic driver to not return result of this select
--and isnull(cr.resetValue,r.resetValue)!=null
and (cr.resetValue is not null or r.resetValue is not null)
and r.resetSource=@foreignExchangeResetSource
and rm.settleDate > @asOfDate
--No fx if both are equal
and @instrumentTradeCurrencyId != @payCurrencyId
end;
"Tommy Lapierre" <[email protected]> wrote:
>
After investigating even more!!!!!!
At the last two seclect I removed the CustomReset table from the statement
and
all of its references in that statement, I GET RESULTS.
Something is fishy with that statement I guess.
select
@instrumentId,
isnull(cr.resetDate, r.resetDate),
@equityResetSource,
isnull(cr.resetValue,r.resetValue),
isnull(cr.resetValue2,r.resetValue2)
from
ResetMarkerEq rm,
CustomReset cr,
Reset r
where
rm.tradeDate *= cr.resetDate
and rm.tradeDate *= r.resetDate
and cr.instrId=@instrumentId
and r.fiId=@instrumentId
and rm.swapId=@swapId
and cr.swapId=@swapId
and isnull(cr.resetValue,r.resetValue)!=null
and rm.settleDate > @asOfDate
and r.resetSource=@equityResetSource
"Tommy Lapierre" <[email protected]> wrote:
After investigating more I realized that the result sets returned with
jconn2 and
not returned with wlsybase.jar is normal and the code fuctions fine.
I am still getting unaceptable results because with the jconn2 driver
the last
result set has data and with the weblogic sybase driver I get no data.
This is the store proc. look for --Fx InstrumentPrice, this is the result
set
that returns no data/
-- SwapInstrument Store Procedure--
create procedure dbo.essGetSwapInstrument @swapId int, @instrumentId
int, @asOfDate
smalldatetime
as
begin
--Swap
declare @swapStartDate smalldatetime
declare @payCurrencyId int, @tradeCurrencyId int
declare @moveTradeDate int, @moveSettleDate int
--SwapLeg
declare @equityLongLeg int, @equityShortLeg int
declare @equityResetSource varchar(30), @foreignExchangeResetSourcevarchar(30)
--SwapTypeDomain
declare @quantityOrderPosition int
declare @settleDate int
--Instrument
declare @multiplier int
declare @instrumentTradeCurrencyId int
--CurrencyPair
declare @currencyPairId int, @majorCurrencyId int, @minorCurrencyIdint
--Getting some mv trade/settle date flags because it has to be use before
loading
data
select
distinct
@moveTradeDate = isnull(std.mvTrdDtToSwpStrt,0),
@moveSettleDate = isnull(std.mvStlDtToSwpStrt,0),
@swapStartDate = s.startDate,
@quantityOrderPosition = isnull(std.qtyOrderPos,0),
@settleDate = isnull(std.settleDate,0)
from
Swap s,
SwapTypeDomain std
where
s.fiId = @swapId
and s.swapType *= std.type
--Getting the Equity Long and Short legs
select
@equityLongLeg = slLong.fiId,
@equityShortLeg = slShort.fiId,
@tradeCurrencyId = slLong.fxId,
@payCurrencyId = slLong.currencyId,
@equityResetSource = slLong.resetSource,
@foreignExchangeResetSource = slLong.fxResetSource
from
--todo to track down those index. Taken from old code.
SwapLeg slLong (index xxx),
SwapLeg slShort (index xxx),
SwapLeg slLongInt (index xxx),
SwapLeg slShortInt (index xxx)
where
slLong.parentId = @swapId
and slShort.parentId = @swapId
and slLongInt.parentId = @swapId
and slShortInt.parentId = @swapId
and slLongInt.linkedLegId=slLong.fiId
and slShortInt.linkedLegId=slShort.fiId
and slLongInt.structureType=1
and slShortInt.structureType=1
and slLong.structureType=0
and slShort.structureType=0
and slLong.longShort=1
and slShort.longShort=2
and slLong.status <> 2
and slShort.status <> 2
and slLongInt.status <> 2
and slShortInt.status <> 2
--Getting instrument values
select
@multiplier=multiplier,
@instrumentTradeCurrencyId=trdCcyId
from
Instrument
where
fiId = @instrumentId
--Getting currency pair
select
@currencyPairId=ccyPairId,
@majorCurrencyId=majorCcyId,
@minorCurrencyId=minorCcyId
from
CurrencyPair
where
(majorCcyId = @instrumentTradeCurrencyId
and minorCcyId = @payCurrencyId)
or
(majorCcyId = @payCurrencyId
and minorCcyId = @instrumentTradeCurrencyId)
and @instrumentTradeCurrencyId != @payCurrencyId
--Returning SwapInstrument properties
select
@equityLongLeg,
@equityShortLeg,
@quantityOrderPosition
--Returning Instrument
select
@instrumentId,
@multiplier,
@instrumentTradeCurrencyId
--Returning instrument trade currency
select
ccyId,
display
from
Currency
where
ccyId = @instrumentTradeCurrencyId
--Returning currency pair
select
@currencyPairId,
@majorCurrencyId,
@minorCurrencyId
--Returning trades to calulate
select
isnull(be.eventId, 0 ) as eventId,
be.legId,
--tradeDate
case
     when @moveTradeDate=1 and be.tradeDate<@swapStartDate then @swapStartDate
     else be.tradeDate
end as 'tradeDate',
--settleDate
case
     when @moveSettleDate=1 and be.settleDate<@swapStartDate then @swapStartDate
     when @settleDate=0 then be.tradeDate
     else be.settleDate
end as 'settleDate',
be.qty,
be.price,
be.basePrice,
be.fxRate,
be.intRate
--ber.realizedAmt,
--ber.realizedAmtBase,
--ber.avgCost,
--ber.avgBaseCost
--ecf.cashFlow as equityCashFlow,
--ecf.payDate as equityPayDate,
--ccf.cashFlow as commissionCashFlow,
--ccf.payDate as commissionPayDate
from
BasketEvent be
--BasketEventRealized ber
--cashFlow ecf,
--cashFlow ccf
where
be.legId in (@equityLongLeg, @equityShortLeg)
and be.instrId = @instrumentId
and be.settleDate > @asOfDate
and be.qty!=0
and be.eventType = 0
--RealizedAmount and Average cost
--and be.eventId *= ber.eventId
--and be.legId *= ber.legId
--Equity CashFlow (type 0)
--and be.eventId *= ecf.eventId
--and be.legId *= ecf.legId
--and ecf.type = 0
--Divident CashFlow (type 2) -> Is it related to one trade?? no related
to position
--and be.eventId *= dcf.eventId
--and be.legId *= dcf.legId
--and ccf.type = 2
--Commission CashFlow (type 3)
--and be.eventId *= ccf.eventId
--and be.legId *= ccf.legId
--and ccf.type = 3
union all
--Returning trades still open before asOfDate
select
be.eventId,
be.legId,
--tradeDate
case
     when @moveTradeDate=1 and be.tradeDate<@swapStartDate then @swapStartDate
     else be.tradeDate
end as 'tradeDate',
--settleDate
case
     when @moveSettleDate=1 and be.settleDate<@swapStartDate then @swapStartDate
     when @settleDate=0 then be.tradeDate
     else be.settleDate
end as 'settleDate',
be.qty,
be.price,
be.basePrice,
be.fxRate,
be.intRate
from
TradeOpenQty t,
BasketEvent be
where
t.eventId != 0
and be.legId =
case
     when t.qty > 0 then @equityLongLeg
     else @equityShortLeg
end
and t.swapId = @swapId
and t.instrId = @instrumentId
and t.date <= @asOfDate
and t.dateEnd > @asOfDate
and t.instrId=be.instrId
and t.settleDate=be.settleDate
--Returning TradeRealized for trade to recalc
select
ber.eventId,
ber.legId,
ber.settleDate,
ber.realizedAmt,
ber.realizedAmtBase,
ber.avgCost,
ber.avgBaseCost
from
BasketEventRealized ber
where
--Don't include reset.
ber.eventId is not null
and ber.legId in (@equityLongLeg, @equityShortLeg)
and ber.instrId = @instrumentId
and ber.settleDate > @asOfDate
--Returning reset trade and reset traderealized
select
ber.legId,
ber.settleDate,
ber.realizedAmt,
ber.realizedAmtBase,
ber.avgCost,
ber.avgBaseCost
from
BasketEventRealized ber
where
ber.legId in (@equityLongLeg, @equityShortLeg)
and ber.instrId = @instrumentId
and ber.settleDate > @asOfDate
and ber.eventId is null
union all
--reset that are still open
select
ber.legId,
ber.settleDate,
ber.realizedAmt,
ber.realizedAmtBase,
ber.avgCost,
ber.avgBaseCost
from
TradeOpenQty t,
BasketEventRealized ber
where
t.eventId = 0
and ber.eventId is null
and ber.legId =
case
     when t.qty > 0 then @equityLongLeg
     else @equityShortLeg
end
and t.swapId = @swapId
and t.instrId = @instrumentId
and t.date <= @asOfDate
and t.dateEnd > @asOfDate
and t.instrId = ber.instrId
and t.settleDate = ber.settleDate
--Returning trade match
select
f.eventIdMatch,
f.eventId,
f.legId,
f.matchId,
f.settleDate,
f.qty,
f.avgCost,
f.avgBaseCost,
f.realizedAmt,
f.realizedAmtBase
from
FifoMatch f,
BasketEvent be
where
--todo do we need to join to BasketEvent? FifoMatch already has thesettle
date.
be.legId in (@equityLongLeg , @equityShortLeg)
and f.legId in (@equityLongLeg , @equityShortLeg)
and be.instrId = @instrumentId
and be.settleDate > @asOfDate
and f.instrId=be.instrId
and f.eventId=be.eventId
and f.legId =be.legId
and be.eventType = 0
order by f.eventId
--Returning trade match custom
select
f.eventIdMatch,
isnull(f.eventId, 0) eventId,
f.legId,
f.matchId,
f.settleDate,
f.qty,
f.avgCost,
f.avgBaseCost,
f.realizedAmt,
f.realizedAmtBase
from
FifoMatchCustom f,
BasketEvent be
where
f.eventId = be.eventId
and f.legId = be.legId
and be.legId in (@equityLongLeg , @equityShortLeg)
and be.qty!=0
and be.instrId = @instrumentId
and be.settleDate > @asOfDate
and be.eventType = 0
--Returning TradeOpenQty
--TradeOpenQuantity covering asOfDate
select
t.eventId,
t.settleDate,
case
     when t.qty > 0 then @equityLongLeg
     else @equityShortLeg
end as legId,
t.date,
t.qty,
t.dateEnd
from
TradeOpenQty t
where
t.swapId = @swapId
and t.instrId = @instrumentId
and t.date <= @asOfDate
and t.dateEnd > @asOfDate
union all
--TradeOpenQuantity after asOfDate
select
t.eventId,
t.settleDate,
case
     when t.qty > 0 then @equityLongLeg
     else @equityShortLeg
end as legId,
t.date,
t.qty,
t.dateEnd
from
TradeOpenQty t
where
t.swapId = @swapId
and t.instrId = @instrumentId
and t.dateEnd > @asOfDate
--Returning daily positions
--Position covering asOfDate
select
bp.date as startDate,
bp.legId,
bp.dateEnd as endDate,
bp.qty,
bp.avgCost,
bp.avgBaseCost,
bp.totalRealized,
bp.totalBaseRealized
from BasketPosition bp
where
bp.legId in (@equityLongLeg , @equityShortLeg)
and bp.instrId = @instrumentId
and bp.date <= @asOfDate
and bp.dateEnd >@asOfDate
union all
--Position after asOfDate
select
bp.date as startDate,
bp.legId,
bp.dateEnd as endDate,
bp.qty,
bp.avgCost,
bp.avgBaseCost,
bp.totalRealized,
bp.totalBaseRealized
from BasketPosition bp
where
bp.legId in (@equityLongLeg , @equityShortLeg)
and bp.instrId = @instrumentId
and bp.dateEnd > @asOfDate
--Returning Instrument base price from Reset/CustomReset table
select
@instrumentId,
isnull(cr.resetDate, r.resetDate),
@equityResetSource,
isnull(cr.resetValue,r.resetValue),
isnull(cr.resetValue2,r.resetValue2)
from
ResetMarkerEq rm,
CustomReset cr,
Reset r
where
rm.tradeDate *= cr.resetDate
and rm.tradeDate *= r.resetDate
and cr.instrId=@instrumentId
and r.fiId=@instrumentId
and rm.swapId=@swapId
and cr.swapId=@swapId
and isnull(cr.resetValue,r.resetValue)!=null
and rm.settleDate > @asOfDate
and r.resetSource=@equityResetSource
--Fx InstrumentPrice
--Todo load fx only if the swap.useInstrumentCurrency is true.
select
@currencyPairId,
isnull(cr.resetDate, r.resetDate),
@foreignExchangeResetSource,
isnull(cr.resetValue,r.resetValue),
isnull(cr.resetValue2,r.resetValue2)
from
ResetMarkerEq rm,
CustomReset cr,
Reset r
where
rm.tradeDateFx *= cr.resetDate
and rm.tradeDateFx *= r.resetDate
and cr.instrId=@currencyPairId
and r.fiId=@currencyPairId
and rm.swapId=@swapId
and cr.swapId=@swapId
and isnull(cr.resetValue,r.resetValue)!=null
and r.resetSource=@foreignExchangeResetSource
and rm.settleDate > @asOfDate
--No fx if both are equal
and @instrumentTradeCurrencyId != @payCurrencyId
end;
Joe Weinstein <[email protected]> wrote:
Tommy Lapierre wrote:
This issue involves retrieving multiple resultsets from a CallableStatement.
Lets assume by default when executing the CallableStatment I retrieve3 result
sets.
The first one has 5 records
The second 10
The third 15
If I execute the same CallableStatment with different parameters
and
the second
result set has
no records I get the following, the secode result set is not returned.
The first one has 5 records
The second 15.
It is normal to return 0 records for a specific result set.
Is it normal to have dynamic number of result sets, I think not.
Can anyone help?
Tommy Lapierre
[email protected]
Hi. I'd like to see the stored procedure. If the procedure does dothe
three selects, the jdbc driver should/will return a result set foreach
one,
and any query that returns no rows should result in a result set that
returns false from the first call to next().
If the procedure may skip a given query under some executions,then
there would be no result set for a given skipped query. In other words,
JDBC doesn't care or know whether a given execution of a statementwill
return the same number of result sets as it did last time.
It is not common to have a procedure return a variable number of
result sets, but it has been done, and is fine as far as JDBC is concerned.
The 'canonical style' for handling Prepared/Callable statements will
handle
this just fine.
Joe