Examples of com.opengamma.core.config.ConfigSource

com.opengamma.core.config.ConfigSource
A source of configuration elements as accessed by the main application.
This interface provides a simple view of configuration as used by most parts of the application. This may be backed by a full-featured config master, or by a much simpler data structure.
This interface is read-only. Implementations must be thread-safe.

    final Clock snapshotClock = executionContext.getValuationClock();
    final ZonedDateTime now = ZonedDateTime.now(snapshotClock);
    final HistoricalTimeSeriesBundle timeSeries = HistoricalTimeSeriesFunctionUtils.getHistoricalTimeSeriesInputs(executionContext, inputs);
    final ValueRequirement desiredValue = desiredValues.iterator().next();
    //TODO won't need to call into database again when calculation configurations are a requirement
    final ConfigSource configSource = OpenGammaExecutionContext.getConfigSource(executionContext);
    final ConfigDBCurveCalculationConfigSource curveCalculationConfigSource = new ConfigDBCurveCalculationConfigSource(configSource);
    final String payCurveCalculationConfigName = desiredValue.getConstraint(ValuePropertyNames.PAY_CURVE_CALCULATION_CONFIG);
    final MultiCurveCalculationConfig payCurveCalculationConfig = curveCalculationConfigSource.getConfig(payCurveCalculationConfigName);
    if (payCurveCalculationConfig == null) {
      throw new OpenGammaRuntimeException("Could not find curve calculation configuration named " + payCurveCalculationConfigName);

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    if (receiveCurveCalculationConfigs == null || receiveCurveCalculationConfigs.size() != 1) {
      return null;
    }
    final String payCurveCalculationConfigName = Iterables.getOnlyElement(payCurveCalculationConfigs);
    final String receiveCurveCalculationConfigName = Iterables.getOnlyElement(receiveCurveCalculationConfigs);
    final ConfigSource configSource = OpenGammaCompilationContext.getConfigSource(context);
    final SecuritySource securitySource = OpenGammaCompilationContext.getSecuritySource(context);
    final ConfigDBCurveCalculationConfigSource curveCalculationConfigSource = new ConfigDBCurveCalculationConfigSource(configSource);
    final MultiCurveCalculationConfig payCurveCalculationConfig = curveCalculationConfigSource.getConfig(payCurveCalculationConfigName);
    if (payCurveCalculationConfig == null) {
      s_logger.info("Could not find curve calculation configuration named " + payCurveCalculationConfigName);

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    final Set<String> curveCalculationConfigNames = constraints.getValues(CURVE_CALCULATION_CONFIG);
    if (curveCalculationConfigNames == null || curveCalculationConfigNames.size() != 1) {
      return null;
    }
    final String domesticCurveCalculationConfigName = curveCalculationConfigNames.iterator().next();
    final ConfigSource configSource = OpenGammaCompilationContext.getConfigSource(context);
    final ConfigDBCurveCalculationConfigSource curveCalculationConfigSource = new ConfigDBCurveCalculationConfigSource(configSource);
    final MultiCurveCalculationConfig domesticCurveCalculationConfig = curveCalculationConfigSource.getConfig(domesticCurveCalculationConfigName);
    if (domesticCurveCalculationConfig == null) {
      s_logger.error("Could not get domestic curve calculation config called {}", domesticCurveCalculationConfigName);
      return null;

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        return null;
      }
      final Set<String> curveExposureConfigs = constraints.getValues(CURVE_EXPOSURES);
      try {
        final FinancialSecurity security = (FinancialSecurity) target.getTrade().getSecurity();
        final ConfigSource configSource = OpenGammaCompilationContext.getConfigSource(context);
        final SecuritySource securitySource = OpenGammaCompilationContext.getSecuritySource(context);
        final ConfigDBInstrumentExposuresProvider exposureSource = new ConfigDBInstrumentExposuresProvider(configSource, securitySource);
        final ConfigDBCurveConstructionConfigurationSource constructionConfigurationSource = new ConfigDBCurveConstructionConfigurationSource(configSource);
        final Set<ValueRequirement> requirements = new HashSet<>();
        final ValueProperties.Builder commonCurveProperties = getCurveProperties(target, constraints);

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        return null;
      }
      final Set<String> curveCalculationMethods = constraints.getValues(ValuePropertyNames.CURVE_CALCULATION_METHOD);
      final String curveCalculationMethod;
      if (curveCalculationMethods == null) {
        final ConfigSource configSource = OpenGammaCompilationContext.getConfigSource(context);
        final ConfigDBCurveCalculationConfigSource curveCalculationConfigSource = new ConfigDBCurveCalculationConfigSource(configSource);
        final MultiCurveCalculationConfig curveCalculationConfig = curveCalculationConfigSource.getConfig(curveCalculationConfigName);
        curveCalculationMethod = curveCalculationConfig.getCalculationMethod();
      } else {
        curveCalculationMethod = Iterables.getOnlyElement(curveCalculationMethods);
      }
      final Set<String> calculationMethods = constraints.getValues(ValuePropertyNames.CALCULATION_METHOD);
      final ValueRequirement ycnsRequirement = getYCNSRequirement(payCurveName, payCurveCalculationConfigName, receiveCurveName, receiveCurveCalculationConfigName,
          curveCurrency.getCode(), curveName, curveCalculationMethods, calculationMethods, security);
      final ValueProperties returnSeriesBaseConstraints = desiredValue.getConstraints().copy()
          .withoutAny(ValuePropertyNames.RECEIVE_CURVE)
          .withoutAny(ValuePropertyNames.RECEIVE_CURVE_CALCULATION_CONFIG)
          .withoutAny(ValuePropertyNames.PAY_CURVE)
          .withoutAny(ValuePropertyNames.PAY_CURVE_CALCULATION_CONFIG)
          .withoutAny(ValuePropertyNames.CURVE_CURRENCY)
          .withoutAny(ValuePropertyNames.PROPERTY_PNL_CONTRIBUTIONS)
          .withoutAny(ValuePropertyNames.CURVE_CALCULATION_METHOD)
          .withoutAny(ValuePropertyNames.CALCULATION_METHOD).get();
      final Set<String> resultCurrencies = constraints.getValues(CURRENCY);
      final String resultCurrency;
      final CurrencyPair baseQuotePair = _currencyPairs.getCurrencyPair(payCurrency, receiveCurrency);
      final Currency tradeBaseCurrency = baseQuotePair.getBase();
      final Currency tradeNonBaseCurrency = baseQuotePair.getCounter();
      final Set<ValueRequirement> requirements = new HashSet<>();
      if (resultCurrencies != null && resultCurrencies.size() == 1) {
        final Currency ccy = Currency.of(Iterables.getOnlyElement(resultCurrencies));
        if (!(ccy.equals(payCurrency) || ccy.equals(receiveCurrency))) {
          requirements.add(ConventionBasedFXRateFunction.getHistoricalTimeSeriesRequirement(UnorderedCurrencyPair.of(tradeBaseCurrency, ccy)));
          resultCurrency = ccy.getCode();
        } else if (ccy.equals(tradeNonBaseCurrency)) {
          requirements.add(ConventionBasedFXRateFunction.getHistoricalTimeSeriesRequirement(UnorderedCurrencyPair.of(tradeNonBaseCurrency, tradeBaseCurrency)));
          resultCurrency = tradeNonBaseCurrency.getCode();
        } else {
          requirements.add(ConventionBasedFXRateFunction.getHistoricalTimeSeriesRequirement(UnorderedCurrencyPair.of(tradeNonBaseCurrency, tradeBaseCurrency)));
          resultCurrency = tradeBaseCurrency.getCode();
        }
      } else {
        resultCurrency = tradeBaseCurrency.getCode();
      }
      final ValueRequirement returnSeriesRequirement;
      if (curveCalculationMethod.equals(FXImpliedYieldCurveFunction.FX_IMPLIED)) {
        final ConfigSource configSource = OpenGammaCompilationContext.getConfigSource(context);
        final ConfigDBCurveCalculationConfigSource curveCalculationConfigSource = new ConfigDBCurveCalculationConfigSource(configSource);
        final MultiCurveCalculationConfig curveCalculationConfig = curveCalculationConfigSource.getConfig(curveCalculationConfigName);
        final LinkedHashMap<String, String[]> exogenousConfigData = curveCalculationConfig.getExogenousConfigData();
        if (exogenousConfigData != null) {
          final String underlyingCurveConfigName = Iterables.getOnlyElement(exogenousConfigData.entrySet()).getKey();

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    _viewListModel = getViewListModel();
    _viewList.setModel(_viewListModel);
    _viewList.setCellRenderer(getViewListCellRenderer());
    _viewList.setSelectionMode(ListSelectionModel.SINGLE_SELECTION);


    final ConfigSource configSource = getToolContext().getConfigSource();
    final PositionSource positionSource = getToolContext().getPositionSource();
    final SecuritySource securitySource = getToolContext().getSecuritySource();
    
    
    JPanel panel = new JPanel();
    mainPanel.add(panel, BorderLayout.CENTER);
    panel.setLayout(new BorderLayout(0, 0));
    
    _splitPane = new JSplitPane();
    panel.add(_splitPane);
    
    //JScrollPane failuresScrollPane = new JScrollPane(_failuresTreeTable);
    //_splitPane.setRightComponent(failuresScrollPane);
   
    _viewNameTextField = new JTextField();
    _viewNameTextField.setHorizontalAlignment(JTextField.LEFT);
    _viewNameTextField.addKeyListener(new KeyListener() {
      private void actionPerformed(KeyEvent e) {
        JTextField field = _viewNameTextField;
        _viewListModel.setFilter(field.getText());;
      }


      @Override
      public void keyTyped(KeyEvent e) {
        s_logger.warn("key code = {}", e.getKeyCode());
        actionPerformed(e);
      }


      @Override
      public void keyPressed(KeyEvent e) {
        s_logger.warn("key pressed = {}", e.getKeyCode());
        if (e.getKeyCode() == KeyEvent.VK_DOWN) {
          _viewList.requestFocusInWindow();
        }
      }


      @Override
      public void keyReleased(KeyEvent e) {
      }
    });
    
    _viewList.addListSelectionListener(new ListSelectionListener() {
      @Override
      public void valueChanged(ListSelectionEvent e) {
        @SuppressWarnings("unchecked")
        JList<ViewEntry> cb = (JList<ViewEntry>) e.getSource();
        final ViewEntry viewEntry = (ViewEntry) cb.getSelectedValue();
        if (viewEntry != null) {
          SwingUtilities.invokeLater(new Runnable() {
            @Override
            public void run() {
              @SuppressWarnings("unchecked")
              ConfigItem<ViewDefinition> configItem = (ConfigItem<ViewDefinition>) configSource.get(viewEntry.getUniqueId());
              if (configItem.getValue() != null) {
                _viewNameTextField.setText(viewEntry.getName());
                //_portfolioTree.setModel(getPortfolioTreeModel(configItem.getValue().getPortfolioId(), getToolContext()));
              } else {
                JOptionPane.showMessageDialog(null, "There is no portfolio set in the selected view", "No portfolio", JOptionPane.ERROR_MESSAGE);

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  }


  //-------------------------------------------------------------------------
  @Override
  protected void doRun() {
    final ConfigSource configSource = getToolContext().getConfigSource();
    final ConfigMaster configMaster = getToolContext().getConfigMaster();


    // Find all matching curves
    final List<YieldCurveDefinition> curves = getCurveDefinitionNames(configMaster, getCommandLine().getOptionValue(CURVE_NAME_OPT));

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    return _specificationName;
  }


  @Override
  public void init(final FunctionCompilationContext context) {
    final ConfigSource configSource = OpenGammaCompilationContext.getConfigSource(context);
    final ConfigDBVolatilitySurfaceDefinitionSource volSurfaceDefinitionSource = new ConfigDBVolatilitySurfaceDefinitionSource(configSource);
    _definition = volSurfaceDefinitionSource.getDefinition(_definitionName, _instrumentType);
    if (_definition == null) {
      throw new OpenGammaRuntimeException("Couldn't find Equity Option Volatility Surface Definition " + _definitionName);
    }

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    item.setUniqueId(UniqueId.of("Foo", Integer.toString(id), "V"));
    return item;
  }


  public void testWatches() {
    final ConfigSource configSource = Mockito.mock(ConfigSource.class);
    final ConfigDocumentWatchSetProvider provider = new ConfigDocumentWatchSetProvider(configSource);
    Mockito.when(configSource.getAll(ConfigDocumentWatchSetProviderTest.class, VersionCorrection.LATEST)).thenReturn(
        Arrays.<ConfigItem<ConfigDocumentWatchSetProviderTest>>asList(configItem(1), configItem(2)));
    assertEquals(provider.getAdditionalWatchSet(Collections.<ObjectId>singleton(ObjectId.of(ConfigDocumentWatchSetProvider.CONFIG_TYPE_SCHEME, ConfigDocumentWatchSetProviderTest.class.getName()))),
        ImmutableSet.of(ObjectId.of("Foo", "1"), ObjectId.of("Foo", "2")));
  }

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    ConfigDocumentWatchSetProvider.reinitOnChanges(context, this, YieldCurveDefinition.class);
  }


  @Override
  public CompiledFunctionDefinition compile(final FunctionCompilationContext context, final Instant atInstant) {
    final ConfigSource configurationSource = OpenGammaCompilationContext.getConfigSource(context);
    final MultiCurveCalculationConfig impliedConfiguration = configurationSource.getLatestByName(MultiCurveCalculationConfig.class, _impliedCurveCalculationConfig);
    if (impliedConfiguration == null) {
      throw new OpenGammaRuntimeException("Multi-curve calculation called " + _impliedCurveCalculationConfig + " was null");
    }
    ComputationTarget target = context.getComputationTargetResolver().resolve(impliedConfiguration.getTarget());
    if (!(target.getValue() instanceof Currency)) {
      throw new OpenGammaRuntimeException("Target of curve calculation configuration was not a currency");
    }
    final Currency impliedCurrency = (Currency) target.getValue();
    if (!IMPLIED_DEPOSIT.equals(impliedConfiguration.getCalculationMethod())) {
      throw new OpenGammaRuntimeException("Curve calculation method was not " + IMPLIED_DEPOSIT + " for configuration called " + _impliedCurveCalculationConfig);
    }
    final String[] impliedCurveNames = impliedConfiguration.getYieldCurveNames();
    if (impliedCurveNames.length != 1) {
      throw new OpenGammaRuntimeException("Can only handle configurations with a single implied curve");
    }
    final LinkedHashMap<String, String[]> originalConfigurationName = impliedConfiguration.getExogenousConfigData();
    if (originalConfigurationName == null || originalConfigurationName.size() != 1) {
      throw new OpenGammaRuntimeException("Need a configuration with one exogenous configuration");
    }
    final Map.Entry<String, String[]> entry = Iterables.getOnlyElement(originalConfigurationName.entrySet());
    final String[] originalCurveNames = entry.getValue();
    if (originalCurveNames.length != 1) {
      s_logger.warn("Found more than one exogenous configuration name; using only the first");
    }
    final MultiCurveCalculationConfig originalConfiguration = configurationSource.getLatestByName(MultiCurveCalculationConfig.class, entry.getKey());
    if (originalConfiguration == null) {
      throw new OpenGammaRuntimeException("Multi-curve calculation called " + entry.getKey() + " was null");
    }
    target = context.getComputationTargetResolver().resolve(originalConfiguration.getTarget());
    if (!(target.getValue() instanceof Currency)) {
      throw new OpenGammaRuntimeException("Target of curve calculation configuration was not a currency");
    }
    final Currency originalCurrency = (Currency) target.getValue();
    if (!originalCurrency.equals(impliedCurrency)) {
      throw new OpenGammaRuntimeException("Currency targets for configurations " + _impliedCurveCalculationConfig + " and " + entry.getKey() + " did not match");
    }
    final YieldCurveDefinition impliedDefinition = configurationSource.getLatestByName(YieldCurveDefinition.class, impliedCurveNames[0] + "_" + impliedCurrency.getCode());
    if (impliedDefinition == null) {
      throw new OpenGammaRuntimeException("Could not get implied definition called " + impliedCurveNames[0] + "_" + impliedCurrency.getCode());
    }
    final Set<FixedIncomeStrip> strips = impliedDefinition.getStrips();
    for (final FixedIncomeStrip strip : strips) {

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com.opengamma.financial.analytics.model.curve.interestrate.FXImpliedYieldCurveSeriesFunction

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