Examples of com.opengamma.core.position.Position

com.opengamma.core.position.Position
A position in a security held in a portfolio.
A position is fundamentally a quantity of a security. For example, a position might be 50 shares of OpenGamma.
It differs from a trade in that it may represent the combined result from a set of trades. The collection of trades is optional and if present may be incomplete.
This interface is read-only. Implementations may be mutable.

 */
public abstract class AbstractPositionPnLFunction extends AbstractFunction.NonCompiledInvoker {


  @Override
  public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs, final ComputationTarget target, final Set<ValueRequirement> desiredValues) {
    final Position position = target.getPosition();
    BigDecimal currentSum = BigDecimal.ZERO;
    for (final Trade trade : position.getTrades()) {
      final Object tradeValue = inputs.getValue(new ValueRequirement(ValueRequirementNames.PNL,
          ComputationTargetType.TRADE, trade.getUniqueId()));
      currentSum = MoneyCalculationUtils.add(currentSum, new BigDecimal(String.valueOf(tradeValue)));
    }
    return Sets.newHashSet(new ComputedValue(new ValueSpecification(ValueRequirementNames.PNL, target.toSpecification(), createValueProperties(position).get()), currentSum.doubleValue()));

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    return Collections.singleton(new ValueSpecification(ValueRequirementNames.PNL, target.toSpecification(), createValueProperties(target.getPosition()).get()));
  }


  @Override
  public Set<ValueRequirement> getRequirements(final FunctionCompilationContext context, final ComputationTarget target, final ValueRequirement desiredValue) {
    final Position position = target.getPosition();
    final Currency currency = FinancialSecurityUtils.getCurrency(position.getSecurity());
    final ValueProperties constraints;
    if (currency != null) {
      constraints = ValueProperties.with(ValuePropertyNames.CURRENCY, currency.getCode()).get();
    } else {
      constraints = ValueProperties.none();
    }
    final Set<ValueRequirement> requirements = new HashSet<ValueRequirement>();
    for (final Trade trade : position.getTrades()) {
      requirements.add(new ValueRequirement(ValueRequirementNames.PNL, ComputationTargetType.TRADE, trade.getUniqueId(), constraints));
    }
    return requirements;
  }

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    return security instanceof CreditDefaultSwapIndexSecurity;
  }


  @Override
  public Set<ValueRequirement> getRequirements(final FunctionCompilationContext context, final ComputationTarget target, final ValueRequirement desiredValue) {
    final Position position = target.getPosition();
    final FinancialSecurity security = (FinancialSecurity) position.getSecurity();
    final String currency = FinancialSecurityUtils.getCurrency(security).getCode();
    final ValueProperties constraints = desiredValue.getConstraints();
    final Set<String> periodNames = constraints.getValues(SAMPLING_PERIOD);
    if (periodNames == null || periodNames.size() != 1) {
      return null;

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        if (uniqueId.equals(child.getUniqueId())) {
          return child;
        }
      }
      for (PortfolioNode child : node.getChildNodes()) {
        Position result = getPosition(child, uniqueId);
        if (result != null) {
          return result;
        }
      }
    }

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    // FunctionInvoker


    @Override
    public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs, final ComputationTarget target, final Set<ValueRequirement> desiredValues) {
      final Position position = target.getPosition();
      final ZonedDateTime now = ZonedDateTime.now(executionContext.getValuationClock());
      final ValueRequirement desiredValue = desiredValues.iterator().next();
      final String samplingPeriod = desiredValue.getConstraint(ValuePropertyNames.SAMPLING_PERIOD);
      final String scheduleCalculator = desiredValue.getConstraint(ValuePropertyNames.SCHEDULE_CALCULATOR);
      final String samplingFunction = desiredValue.getConstraint(ValuePropertyNames.SAMPLING_FUNCTION);
      final FinancialSecurity security = (FinancialSecurity) position.getSecurity();
      final MultipleCurrencyAmount mca = (MultipleCurrencyAmount) inputs.getValue(ValueRequirementNames.FX_CURRENCY_EXPOSURE);
      final LocalDateDoubleTimeSeries timeSeries = (LocalDateDoubleTimeSeries) inputs.getValue(ValueRequirementNames.HISTORICAL_FX_TIME_SERIES);
      final LocalDate startDate = now.toLocalDate().minus(Period.parse(samplingPeriod));
      final Schedule schedule = ScheduleCalculatorFactory.getScheduleCalculator(scheduleCalculator);
      final TimeSeriesSamplingFunction sampling = TimeSeriesSamplingFunctionFactory.getFunction(samplingFunction);
      final Currency putCurrency = security.accept(ForexVisitors.getPutCurrencyVisitor());
      final Currency callCurrency = security.accept(ForexVisitors.getCallCurrencyVisitor());
      final CurrencyPairs currencyPairs = OpenGammaExecutionContext.getCurrencyPairsSource(executionContext).getCurrencyPairs(CurrencyPairs.DEFAULT_CURRENCY_PAIRS);
      final CurrencyPair currencyPair = currencyPairs.getCurrencyPair(putCurrency, callCurrency);
      final Currency currencyNonBase = currencyPair.getCounter(); // The non-base currency
      final double delta = mca.getAmount(currencyNonBase);
      DoubleTimeSeries<?> result = getPnLSeries(startDate, now.toLocalDate(), schedule, sampling, timeSeries);
      result = result.multiply(position.getQuantity().doubleValue() * delta);
      final ValueSpecification spec = new ValueSpecification(ValueRequirementNames.PNL_SERIES, target.toSpecification(), desiredValue.getConstraints());
      return Collections.singleton(new ComputedValue(spec, result));
    }

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    public T createSecurity() {
      return null;
    }


    private void add(final SimplePortfolioNode node, final ManageableTrade trade) {
      final Position position = SimplePositionGenerator.createPositionFromTrade(trade);
      if (position != null) {
        node.addPosition(position);
      }
    }

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    // FunctionInvoker


    @Override
    public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs, final ComputationTarget target, final Set<ValueRequirement> desiredValues) {
      final Position position = target.getPosition();
      final ZonedDateTime now = ZonedDateTime.now(executionContext.getValuationClock());
      final ValueRequirement desiredValue = desiredValues.iterator().next();
      final String samplingPeriod = desiredValue.getConstraint(ValuePropertyNames.SAMPLING_PERIOD);
      final String scheduleCalculator = desiredValue.getConstraint(ValuePropertyNames.SCHEDULE_CALCULATOR);
      final String samplingFunction = desiredValue.getConstraint(ValuePropertyNames.SAMPLING_FUNCTION);
      final MultipleCurrencyAmount mca = (MultipleCurrencyAmount) inputs.getValue(ValueRequirementNames.FX_CURRENCY_EXPOSURE);
      final FinancialSecurity security = (FinancialSecurity) position.getSecurity();
      final LocalDate startDate = now.toLocalDate().minus(Period.parse(samplingPeriod));
      final Schedule schedule = ScheduleCalculatorFactory.getScheduleCalculator(scheduleCalculator);
      final TimeSeriesSamplingFunction sampling = TimeSeriesSamplingFunctionFactory.getFunction(samplingFunction);
      final Currency putCurrency = security.accept(ForexVisitors.getPutCurrencyVisitor());
      final Currency callCurrency = security.accept(ForexVisitors.getCallCurrencyVisitor());
      final CurrencyPair currencyPair = _currencyPairs.getCurrencyPair(putCurrency, callCurrency);
      final Currency currencyNonBase = currencyPair.getCounter(); // The non-base currency
      final double delta = mca.getAmount(currencyNonBase);
      final HistoricalTimeSeries timeSeries = (HistoricalTimeSeries) inputs.getValue(ValueRequirementNames.HISTORICAL_FX_TIME_SERIES);
      DateDoubleTimeSeries<?> result = getPnLSeries(startDate, now.toLocalDate(), schedule, sampling, timeSeries);
      result = result.multiply(position.getQuantity().doubleValue() * delta);
      final ValueSpecification spec = new ValueSpecification(ValueRequirementNames.PNL_SERIES, target.toSpecification(), desiredValue.getConstraints());
      return Collections.singleton(new ComputedValue(spec, result));
    }

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    for (final ComputationTargetSpecification targetSpec : calcResults.getAllTargets()) {
      if (!targetSpec.getType().isTargetType(ComputationTargetType.POSITION)) {
        continue;
      }
      final UniqueId positionId = targetSpec.getUniqueId();
      final Position position = getPositionSource().getPosition(positionId);
      position.getSecurityLink().resolve(getSecuritySource());
      for (final ComputedValueResult targetResult : calcResults.getValues(targetSpec).values()) {
        final String valueName = targetResult.getSpecification().getValueName();
        final PaymentType paymentType = getPaymentType(valueName);
        final PaymentDirection direction = getPaymentDirection(valueName);
        switch (paymentType) {

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    if (value != null) {
      if (value instanceof PortfolioNode) {
        PortfolioNode portfolioNode = (PortfolioNode) value;
        return portfolioNode.getName();
      } else if (value instanceof Position) {
        Position position = (Position) value;
        ExternalIdBundle bundle = position.getSecurityLink().getExternalId().withCustomIdOrdering(_idBundleComparator);
        if (!bundle.isEmpty()) {
          return bundle.iterator().next() + " (" + position.getQuantity() + ")";
        } else {
          return position.getSecurity().getName() + " (" + position.getQuantity() + ")";
        }
      } else if (value instanceof Trade) {
        Trade trade = (Trade) value;
        return trade.getQuantity() + " on " + trade.getTradeDate();
      } else if (value instanceof Security) {

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  private static final Calendar WEEKEND_CALENDAR = new MondayToFridayCalendar("Weekend");
  private static final TimeSeriesDifferenceOperator DIFFERENCE = new TimeSeriesDifferenceOperator();


  @Override
  public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs, final ComputationTarget target, final Set<ValueRequirement> desiredValues) {
    final Position position = target.getPosition();
    final HistoricalTimeSeriesSource historicalSource = OpenGammaExecutionContext.getHistoricalTimeSeriesSource(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();
    final ValueProperties constraints = desiredValue.getConstraints();
    final String forwardCurveName = getPropertyName(constraints.getValues(YieldCurveFunction.PROPERTY_FORWARD_CURVE));
    final String fundingCurveName = getPropertyName(constraints.getValues(YieldCurveFunction.PROPERTY_FUNDING_CURVE));

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