Examples of com.opengamma.core.position.Portfolio

com.opengamma.core.position.Portfolio
A portfolio of positions, typically having business-level meaning.
A portfolio is the primary element of business-level grouping within the source of positions. It consists of a number of positions which are grouped using a flexible tree structure.
A portfolio typically has meta-data.
This interface is read-only. Implementations may be mutable.

      }
      key = Pair.of(uniqueId, versionCorrection);
      final Element e = _portfolioCache.get(key);
      if (e != null) {
        s_logger.debug("getPortfolioByUniqueId: EHCache hit on {}/{}", uniqueId, versionCorrection);
        Portfolio portfolio = (Portfolio) e.getObjectValue();
        f = _frontCacheByUID.putIfAbsent(versionCorrection, uniqueId, portfolio);
        if (f instanceof Portfolio) {
          s_logger.debug("getPortfolioByUniqueId: Late front cache hit on {}/{}", uniqueId, versionCorrection);
          return (Portfolio) f;
        }
        portfolio = addToFrontCache(portfolio, versionCorrection);
        return portfolio;
      } else {
        s_logger.debug("getPortfolioByUniqueId: Cache miss on {}/{}", uniqueId, versionCorrection);
      }
    } else {
      s_logger.debug("getPortfolioByUniqueId: Pass through on {}/{}", uniqueId, versionCorrection);
      key = null;
    }
    Portfolio portfolio = getUnderlying().getPortfolio(uniqueId, versionCorrection);
    f = _frontCacheByUID.putIfAbsent(versionCorrection, portfolio.getUniqueId(), portfolio);
    if (f instanceof Portfolio) {
      s_logger.debug("getPortfolioByUniqueId: Late front cache hit on {}/{}", uniqueId, versionCorrection);
      return (Portfolio) f;
    }
    portfolio = addToFrontCache(portfolio, versionCorrection);
    if (key != null) {
      _portfolioCache.put(new Element(key, portfolio));
    } else {
      _portfolioCache.put(new Element(Pair.of(portfolio.getUniqueId(), versionCorrection), portfolio));
    }
    return portfolio;
  }

View Full Code Here

    }
    final Pair<ObjectId, VersionCorrection> key = Pair.of(objectId, versionCorrection);
    final Element e = _portfolioCache.get(key);
    if (e != null) {
      s_logger.debug("getPortfolioByObjectId: EHCache hit on {}/{}", objectId, versionCorrection);
      Portfolio portfolio = (Portfolio) e.getObjectValue();
      f = _frontCacheByUID.putIfAbsent(versionCorrection, portfolio.getUniqueId(), portfolio);
      if (f instanceof Portfolio) {
        s_logger.debug("getPortfolioByObjectId: Late front cache hit on {}/{}", objectId, versionCorrection);
        portfolio = (Portfolio) f;
        _frontCacheByOID.put(versionCorrection, objectId, portfolio);
        return portfolio;
      } else {
        portfolio = addToFrontCache(portfolio, versionCorrection);
        _frontCacheByOID.put(versionCorrection, objectId, portfolio);
        return portfolio;
      }
    } else {
      s_logger.debug("getPortfolioByObjectId: Cache miss on {}/{}", objectId, versionCorrection);
      Portfolio portfolio = getUnderlying().getPortfolio(objectId, versionCorrection);
      f = _frontCacheByUID.putIfAbsent(versionCorrection, portfolio.getUniqueId(), portfolio);
      if (f instanceof Portfolio) {
        s_logger.debug("getPortfolioByObjectId: Late front cache hit on {}/{}", objectId, versionCorrection);
        portfolio = (Portfolio) f;
        _frontCacheByOID.put(versionCorrection, objectId, portfolio);
        return portfolio;
      } else {
        portfolio = addToFrontCache(portfolio, versionCorrection);
        _frontCacheByOID.put(versionCorrection, objectId, portfolio);
        _portfolioCache.put(new Element(key, portfolio));
        _portfolioCache.put(new Element(Pair.of(portfolio.getUniqueId(), versionCorrection), portfolio));
        return portfolio;
      }
    }
  }

View Full Code Here

  // ---------------------------------------------------------------------------------------
  
  public Portfolio getByName(String portfolioName) {
    ArgumentChecker.notNull(portfolioName, "portfolioName");
    
    Portfolio portfolio = null;
    
    try (Timer.Context context = _getPortfolioTimer.time()) {
      
      Jedis jedis = getJedisPool().getResource();
      try {

View Full Code Here

    return _securitySource;
  }


  //-------------------------------------------------------------------------
  public PortfolioPaymentDiary getPortfolioPaymentDiary(final UniqueId portfolioId) {
    Portfolio portfolio = getPositionSource().getPortfolio(portfolioId, VersionCorrection.LATEST);
    portfolio = PortfolioCompiler.resolvePortfolio(portfolio, Executors.newSingleThreadExecutor(), getSecuritySource());
    final UniqueId viewDefinitionId = getPaymentViewDefinition(portfolio);


    final ViewClient viewClient = getViewProcessor().createViewClient(UserPrincipal.getTestUser());
    viewClient.attachToViewProcess(viewDefinitionId, ExecutionOptions.singleCycle(Instant.now(), MarketData.live()));

View Full Code Here

        PositionSource remotePositionSource = getToolContext().getPositionSource();
        
        PortfolioSearchRequest request = new PortfolioSearchRequest();
        request.setDepth(0);
        for (PortfolioDocument portfolioDocument : PortfolioSearchIterator.iterable(remotePortfolioMaster, request)) {
          Portfolio portfolio = remotePositionSource.getPortfolio(portfolioDocument.getUniqueId(), VersionCorrection.LATEST);
          Portfolio resolvePortfolio = null;
          try {
            resolvePortfolio = PortfolioCompiler.resolvePortfolio(portfolio, _executorService, getToolContext().getSecuritySource());
          } catch (Exception ex) {
            s_logger.warn(String.format("Error resolving porfolio %s", portfolio.getName()), ex);
            continue;

View Full Code Here

    _securitySource = toolContext.getSecuritySource();
    
    SwingWorker<Portfolio, Pair<UniqueId, SecuritySource>> worker = new SwingWorker<Portfolio, Pair<UniqueId, SecuritySource>>() {
      @Override
      protected Portfolio doInBackground() throws Exception {
        Portfolio portfolio = _positionSource.getPortfolio(portfolioId, VersionCorrection.LATEST);
        Portfolio resolvedPortfolio = PortfolioCompiler.resolvePortfolio(portfolio, Executors.newFixedThreadPool(THREAD_POOL_SIZE), _securitySource);
        return resolvedPortfolio;
      }
      
      protected void done() {
        try {

View Full Code Here


  public void testSinglePosition() {
    final InMemorySecuritySource source = new InMemorySecuritySource();
    final PortfolioGenerator generator = new PortfolioGenerator(new LeafPortfolioNodeGenerator(new StaticNameGenerator("NODE"), createSimplePositionGenerator(source), 1), new StaticNameGenerator(
        "PORTFOLIO"));
    final Portfolio portfolio = generator.createPortfolio();
    assertEquals(portfolio.getRootNode().getChildNodes().size(), 0);
    assertEquals(portfolio.getRootNode().getPositions().size(), 1);
    testPositions(portfolio.getRootNode().getPositions(), source);
    assertEquals(portfolio.getRootNode().getName(), "NODE");
    assertEquals(portfolio.getName(), "PORTFOLIO");
  }

View Full Code Here


  public void testMultiplePosition() {
    final InMemorySecuritySource source = new InMemorySecuritySource();
    final PortfolioGenerator generator = new PortfolioGenerator(new LeafPortfolioNodeGenerator(new StaticNameGenerator("NODE"), createSimplePositionGenerator(source), 20), new StaticNameGenerator(
        "PORTFOLIO"));
    final Portfolio portfolio = generator.createPortfolio();
    assertEquals(portfolio.getRootNode().getChildNodes().size(), 0);
    assertEquals(portfolio.getRootNode().getPositions().size(), 20);
    testPositions(portfolio.getRootNode().getPositions(), source);
    assertEquals(portfolio.getRootNode().getName(), "NODE");
    assertEquals(portfolio.getName(), "PORTFOLIO");
  }

View Full Code Here

    node2.addPosition(position);
    root.addChildNode(node1);
    root.addChildNode(node2);


    CounterpartyAggregationFunction fn = new CounterpartyAggregationFunction();
    Portfolio aggregate = new PortfolioAggregator(fn).aggregate(portfolio);
    PortfolioNode aggregateRoot = aggregate.getRootNode();
    assertEquals(1, aggregateRoot.getChildNodes().size());
    PortfolioNode node = aggregateRoot.getChildNodes().get(0);
    assertEquals(1, node.getPositions().size());
  }

View Full Code Here

    positions.addPortfolio(portfolio);
    return positions;
  }


  private PortfolioNode getPortfolioNode(final PositionSource positions, final String name) {
    final Portfolio portfolio = positions.getPortfolio(UniqueId.of("Portfolio", "Test"), VersionCorrection.LATEST);
    for (final PortfolioNode node : portfolio.getRootNode().getChildNodes()) {
      if (name.equals(node.getName())) {
        return node;
      }
    }
    throw new IllegalArgumentException("Couldn't find node " + name);

View Full Code Here

0 1 2 3 4 5

TOP

Related Classes of com.opengamma.core.position.Portfolio

com.opengamma.core.position.impl.DataPositionSourceResource

com.opengamma.core.position.impl.EHCachingPositionSource

com.opengamma.core.position.impl.MockPositionSource

com.opengamma.core.position.impl.NonVersionedRedisPositionSource

com.opengamma.core.position.impl.NonVersionedRedisPositionSourceTest

com.opengamma.engine.fudgemsg.CompiledViewDefinitionFudgeBuilder

com.opengamma.engine.management.ViewProcessStatsProcessor

com.opengamma.engine.position.csv.CSVPositionSource

com.opengamma.engine.position.csv.CSVPositionSourceTest

com.opengamma.engine.target.lazy.LazyResolvedPortfolioTest

All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.