Examples of com.opengamma.core.position.PositionSource

com.opengamma.core.position.PositionSource
A source of portfolios and positions/trades as accessed by the engine.
This interface provides a simple view of portfolios and positions as needed by the engine. This may be backed by a full-featured position master, or by a much simpler data structure.
This interface is read-only. Implementations must be thread-safe.

  }


  private FunctionCompilationContext createFunctionCompilationContext() {
    final FunctionCompilationContext context = new FunctionCompilationContext();
    final SecuritySource securities = createSecuritySource();
    final PositionSource positions = createPositionSource(securities);
    context.setPortfolioStructure(new PortfolioStructure(positions));
    context.setSecuritySource(securities);
    context.setRawComputationTargetResolver(new DefaultComputationTargetResolver(securities, positions));
    context.setComputationTargetResolver(context.getRawComputationTargetResolver().atVersionCorrection(VersionCorrection.LATEST));
    return context;

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    return new ValueRequirement("Present Value", target, constraints);
  }


  public void testPortfolioNodeDefault() {
    final DependencyGraphBuilder builder = createBuilder();
    final PositionSource positions = builder.getCompilationContext().getPortfolioStructure().getPositionSource();
    final ValueRequirement req1 = createValueRequirement(ComputationTargetSpecification.of(getPortfolioNode(positions, "Position")), ValueProperties.none());
    builder.addTarget(req1);
    builder.getDependencyGraph();
    final ValueSpecification res1 = builder.getValueRequirementMapping().get(req1);
    assertEquals(res1.getProperty("ForwardCurve"), "DefaultForward");

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    assertEquals(res1.getProperty("Currency"), "USD");
  }


  public void testPortfolioNodeOverride() {
    final DependencyGraphBuilder builder = createBuilder();
    final PositionSource positions = builder.getCompilationContext().getPortfolioStructure().getPositionSource();
    final ValueRequirement req1 = createValueRequirement(ComputationTargetSpecification.of(getPortfolioNode(positions, "Position")),
        ValueProperties.with("ForwardCurve", "BarForward").with("FundingCurve", "BarFunding").get());
    final ValueRequirement req2 = createValueRequirement(ComputationTargetSpecification.of(getPortfolioNode(positions, "PositionAttr")),
        ValueProperties.with("ForwardCurve", "BarForward").with("FundingCurve", "BarFunding").get());
    builder.addTarget(req1);

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    assertEquals(res2.getProperty("Currency"), "USD");
  }


  public void testPositionDefault() {
    final DependencyGraphBuilder builder = createBuilder();
    final PositionSource positions = builder.getCompilationContext().getPortfolioStructure().getPositionSource();
    final ValueRequirement req1 = createValueRequirement(ComputationTargetSpecification.of(getPosition(positions, "Position")), ValueProperties.none());
    builder.addTarget(req1);
    builder.getDependencyGraph();
    final ValueSpecification res1 = builder.getValueRequirementMapping().get(req1);
    assertEquals(res1.getProperty("ForwardCurve"), "DefaultForward");

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    assertEquals(res1.getProperty("Currency"), "USD");
  }


  public void testPositionOverride() {
    final DependencyGraphBuilder builder = createBuilder();
    final PositionSource positions = builder.getCompilationContext().getPortfolioStructure().getPositionSource();
    final ValueRequirement req1 = createValueRequirement(ComputationTargetSpecification.of(getPosition(positions, "Position")),
        ValueProperties.with("ForwardCurve", "BarForward").with("FundingCurve", "BarFunding").get());
    final ValueRequirement req2 = createValueRequirement(ComputationTargetSpecification.of(getPosition(positions, "PositionAttr")),
        ValueProperties.with("ForwardCurve", "BarForward").with("FundingCurve", "BarFunding").get());
    builder.addTarget(req1);

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    assertEquals(res2.getProperty("Currency"), "USD");
  }


  public void testTradeDefault() {
    final DependencyGraphBuilder builder = createBuilder();
    final PositionSource positions = builder.getCompilationContext().getPortfolioStructure().getPositionSource();
    final ValueRequirement req1 = createValueRequirement(ComputationTargetSpecification.of(getTrade(positions, "Trade")), ValueProperties.none());
    builder.addTarget(req1);
    builder.getDependencyGraph();
    final ValueSpecification res1 = builder.getValueRequirementMapping().get(req1);
    assertEquals(res1.getProperty("ForwardCurve"), "DefaultForward");

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    assertEquals(res1.getProperty("Currency"), "USD");
  }


  public void testTradeOverride() {
    final DependencyGraphBuilder builder = createBuilder();
    final PositionSource positions = builder.getCompilationContext().getPortfolioStructure().getPositionSource();
    final ValueRequirement req1 = createValueRequirement(ComputationTargetSpecification.of(getTrade(positions, "Trade")),
        ValueProperties.with("ForwardCurve", "BarForward").with("FundingCurve", "BarFunding").get());
    final ValueRequirement req2 = createValueRequirement(ComputationTargetSpecification.of(getTrade(positions, "TradeAttr")),
        ValueProperties.with("ForwardCurve", "BarForward").with("FundingCurve", "BarFunding").get());
    builder.addTarget(req1);

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  public void testPortfolioNodeGeneric() {
    final DependencyGraphBuilder builder = createBuilder();
    final ViewCalculationConfiguration config = builder.getCompilationContext().getViewCalculationConfiguration();
    config.setDefaultProperties(ValueProperties.with("PORTFOLIO_NODE.Present Value.DEFAULT_ForwardCurve", "BarForward").with("PORTFOLIO_NODE.*.DEFAULT_FundingCurve", "BarFunding").get());
    final PositionSource positions = builder.getCompilationContext().getPortfolioStructure().getPositionSource();
    final ValueRequirement req1 = createValueRequirement(ComputationTargetSpecification.of(getPortfolioNode(positions, "Position")), ValueProperties.none());
    final ValueRequirement req2 = createValueRequirement(ComputationTargetSpecification.of(getPortfolioNode(positions, "PositionAttr")), ValueProperties.none());
    builder.addTarget(req1);
    builder.addTarget(req2);
    builder.getDependencyGraph();

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  }


  public void testPortfolioNodeSpecific() {
    final DependencyGraphBuilder builder = createBuilder();
    final ViewCalculationConfiguration config = builder.getCompilationContext().getViewCalculationConfiguration();
    final PositionSource positions = builder.getCompilationContext().getPortfolioStructure().getPositionSource();
    final PortfolioNode node1 = getPortfolioNode(positions, "PositionAttr");
    config.setDefaultProperties(ValueProperties.with("PORTFOLIO_NODE.Present Value.DEFAULT_ForwardCurve." + node1.getUniqueId(), "BarForward")
        .with("PORTFOLIO_NODE.*.DEFAULT_FundingCurve." + node1.getUniqueId(), "BarFunding").get());
    final ValueRequirement req1 = createValueRequirement(ComputationTargetSpecification.of(node1), ValueProperties.none());
    final ValueRequirement req2 = createValueRequirement(ComputationTargetSpecification.of(getPortfolioNode(positions, "Position")), ValueProperties.none());

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  }


  public void testPortfolioNodeSpecificOverride() {
    final DependencyGraphBuilder builder = createBuilder();
    final ViewCalculationConfiguration config = builder.getCompilationContext().getViewCalculationConfiguration();
    final PositionSource positions = builder.getCompilationContext().getPortfolioStructure().getPositionSource();
    final PortfolioNode node1 = getPortfolioNode(positions, "PositionAttr");
    config.setDefaultProperties(ValueProperties.with("PORTFOLIO_NODE.Present Value.DEFAULT_ForwardCurve." + node1.getUniqueId(), "BarForward")
        .with("PORTFOLIO_NODE.Present Value.DEFAULT_FundingCurve." + node1.getUniqueId(), "BarFunding").with("PORTFOLIO_NODE.*.DEFAULT_ForwardCurve", "GenericForward")
        .with("PORTFOLIO_NODE.*.DEFAULT_FundingCurve", "GenericFunding").get());
    final ValueRequirement req1 = createValueRequirement(ComputationTargetSpecification.of(node1), ValueProperties.none());

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