Package com.opengamma.core.config

Examples of com.opengamma.core.config.ConfigSource

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  }

  @Override
  public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs, final ComputationTarget target, final Set<ValueRequirement> desiredValues) {
    final Position position = target.getPosition();
    final ConfigSource configSource = OpenGammaExecutionContext.getConfigSource(executionContext);
    final Clock snapshotClock = executionContext.getValuationClock();
    final LocalDate now = ZonedDateTime.now(snapshotClock).toLocalDate();
    final Currency currency = FinancialSecurityUtils.getCurrency(position.getSecurity());
    final String currencyString = currency.getCode();
    final ValueRequirement desiredValue = desiredValues.iterator().next();
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    final Set<String> samplingPeriods = constraints.getValues(ValuePropertyNames.SAMPLING_PERIOD);
    if (samplingPeriods == null || samplingPeriods.size() != 1) {
      return null;
    }
    final String samplingPeriod = samplingPeriods.iterator().next();
    final ConfigSource configSource = OpenGammaCompilationContext.getConfigSource(context);
    final ConfigDBCurveCalculationConfigSource curveCalculationConfigSource = new ConfigDBCurveCalculationConfigSource(configSource);
    final MultiCurveCalculationConfig curveCalculationConfig = curveCalculationConfigSource.getConfig(curveCalculationConfigName);
    if (curveCalculationConfig == null) {
      s_logger.error("Could not find curve calculation configuration named " + curveCalculationConfigName);
      return null;
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    final Period samplingPeriod = getSamplingPeriod(desiredValue.getConstraint(ValuePropertyNames.SAMPLING_PERIOD));
    final LocalDate startDate = now.minus(samplingPeriod);
    final Schedule scheduleCalculator = getScheduleCalculator(desiredValue.getConstraint(ValuePropertyNames.SCHEDULE_CALCULATOR));
    final TimeSeriesSamplingFunction samplingFunction = getSamplingFunction(desiredValue.getConstraint(ValuePropertyNames.SAMPLING_FUNCTION));
    final LocalDate[] schedule = HOLIDAY_REMOVER.getStrippedSchedule(scheduleCalculator.getSchedule(startDate, now, true, false), WEEKEND_CALENDAR);
    final ConfigSource configSource = OpenGammaExecutionContext.getConfigSource(executionContext);
    final CreditSecurityToIdentifierVisitor identifierVisitor = new CreditSecurityToIdentifierVisitor(OpenGammaExecutionContext.getSecuritySource(executionContext));
    final FinancialSecurity security = (FinancialSecurity) target.getPosition().getSecurity();
    final String spreadCurveName = security.accept(identifierVisitor).getUniqueId().getValue();
    //TODO
    final String curveName = getCurvePrefix() + "_" + spreadCurveName;
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      final HistoricalTimeSeriesBundle timeSeriesBundle = (HistoricalTimeSeriesBundle) volatilityHTSObject;
      final Clock snapshotClock = executionContext.getValuationClock();
      final LocalDate now = ZonedDateTime.now(snapshotClock).toLocalDate();
      final ValueRequirement desiredValue = Iterables.getOnlyElement(desiredValues);
      final String surfaceName = desiredValue.getConstraint(ValuePropertyNames.SURFACE);
      final ConfigSource configSource = OpenGammaExecutionContext.getConfigSource(executionContext);
      final ConfigDBVolatilitySurfaceDefinitionSource definitionSource = new ConfigDBVolatilitySurfaceDefinitionSource(configSource);
      final ConfigDBVolatilitySurfaceSpecificationSource specificationSource = new ConfigDBVolatilitySurfaceSpecificationSource(configSource);
      final Position position = target.getPosition();
      final FinancialSecurity security = (FinancialSecurity) position.getSecurity();
      final Currency putCurrency = security.accept(ForexVisitors.getPutCurrencyVisitor());
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  }

  @Override
  protected void doRun() throws Exception {
    String scriptLocation = getCommandLine().getOptionValue('s');
    ConfigSource configSource = getToolContext().getConfigSource();
    ConfigMaster configMaster = getToolContext().getConfigMaster();

    Scenario scenario = SimulationUtils.createScenarioFromDsl(scriptLocation, null);
    ConfigItem<ScenarioDefinition> configItem = ConfigItem.of(scenario.createDefinition(), scenario.getName());
    if (getCommandLine().hasOption('i')) {
      ObjectId scenarioId = ObjectId.parse(getCommandLine().getOptionValue('i'));
      UniqueId latestScenarioId = configSource.get(scenarioId, VersionCorrection.LATEST).getUniqueId();
      configItem.setUniqueId(latestScenarioId);
      configMaster.update(new ConfigDocument(configItem));
    } else {
      configMaster.add(new ConfigDocument(configItem));
    }
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      resultCurrency = callCurrency.getCode();
      resultCurveConfigName = callCurveCalculationConfigName;
    } else {
      return null;
    }
    final ConfigSource configSource = OpenGammaCompilationContext.getConfigSource(context);
    final ConfigDBCurveCalculationConfigSource curveCalculationConfigSource = new ConfigDBCurveCalculationConfigSource(configSource);
    final MultiCurveCalculationConfig resultCurveCalculationConfig = curveCalculationConfigSource.getConfig(resultCurveConfigName);
    if (resultCurveCalculationConfig == null) {
      s_logger.error("Could not find curve calculation configuration named " + resultCurveConfigName + " for currency " + resultCurrency);
      return null;
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  }

  @Override
  public CompiledFunctionDefinition compile(FunctionCompilationContext context, Instant atInstant) {
    final ConfigSource configSource = OpenGammaCompilationContext.getConfigSource(context);
    final ConfigDBFXForwardCurveDefinitionSource curveDefinitionSource = new ConfigDBFXForwardCurveDefinitionSource(configSource);
    final FXForwardCurveDefinition definition = curveDefinitionSource.getDefinition(_curveName, _currencies.toString());
    return new CompiledImpl(definition);
  }
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  }

  @Override
  public CompiledFunctionDefinition compile(FunctionCompilationContext context, Instant atInstant) {
    final ConfigSource configSource = OpenGammaCompilationContext.getConfigSource(context);
    final ConfigDBFXForwardCurveSpecificationSource curveSpecificationSource = new ConfigDBFXForwardCurveSpecificationSource(configSource);
    final FXForwardCurveSpecification specification = curveSpecificationSource.getSpecification(_curveName, _currencies.toString());
    return new CompiledImpl(specification);
  }
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   * @param repo  the component repository, not null
   * @param configuration  the remaining configuration, not null
   */
  @Override
  public void init(ComponentRepository repo, LinkedHashMap<String, String> configuration) {
    ConfigSource source = createConfigSource(repo);
   
    ComponentInfo info = new ComponentInfo(ConfigSource.class, getClassifier());
    info.addAttribute(ComponentInfoAttributes.LEVEL, 1);
    info.addAttribute(ComponentInfoAttributes.REMOTE_CLIENT_JAVA, RemoteConfigSource.class);
    repo.registerComponent(info, source);
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   *
   * @param repo  the component repository, only used to register secondary items like lifecycle, not null
   * @return the config source, not null
   */
  protected ConfigSource createConfigSource(ComponentRepository repo) {
    ConfigSource source = new MasterConfigSource(getConfigMaster());
    if (getCacheManager() != null) {
      source = new EHCachingMasterConfigSource(getConfigMaster(), getCacheManager());
    }
    return source;
  }
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Related Classes of com.opengamma.core.config.ConfigSource

  • com.opengamma.component.factory.source.ConfigSourceComponentFactory
  • com.opengamma.component.factory.source.UserFinancialConfigSourceComponentFactory
  • com.opengamma.engine.function.blacklist.ConfigDBFunctionBlacklistPolicySourceTest
  • com.opengamma.financial.analytics.model.bondfutureoption.BondFutureOptionBlackFunction
  • com.opengamma.financial.analytics.model.curve.forward.ForwardSwapCurveMarketDataFunction
  • com.opengamma.financial.analytics.model.curve.forward.FXForwardPointsCurveMarketDataFunction
  • com.opengamma.financial.analytics.model.curve.future.EquityFuturePriceCurveFunction
  • com.opengamma.financial.analytics.model.curve.interestrate.FXImpliedYieldCurveFunction
  • com.opengamma.financial.analytics.model.curve.interestrate.FXImpliedYieldCurveSeriesFunction
  • com.opengamma.financial.analytics.model.curve.interestrate.MultiYieldCurveFunction
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