Package com.opengamma.core.position.impl

Examples of com.opengamma.core.position.impl.SimplePosition

65
66
67
68
69
70
71
72
73
74
75
76
    return _counterPartyGenerator;
  }

  public static Position createPositionFromTrade(final ManageableTrade trade) {
    if (trade != null) {
      final SimplePosition position = new SimplePosition(trade.getQuantity(), trade.getSecurityLink().getExternalId());
      position.addTrade(trade);
      return position;
    } else {
      return null;
    }
  }
View Full Code Here
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
  }

  @Test
  public void flatPortfolio() {
    SimplePortfolioNode portfolioRoot = new SimplePortfolioNode("");
    portfolioRoot.addPosition(new SimplePosition());
    portfolioRoot.addPosition(new SimplePosition());
    portfolioRoot.addPosition(new SimplePosition());
    portfolioRoot.addPosition(new SimplePosition());
    portfolioRoot.addPosition(new SimplePosition());

    AnalyticsNode root = new AnalyticsNode.PortfolioNodeBuilder(portfolioRoot).getRoot();
    assertEquals(0, root.getStartRow());
    assertEquals(5, root.getEndRow()); // 1 node for the root and one each for the positions
    assertTrue(root.getChildren().isEmpty());
View Full Code Here
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
    3   |_child1
    4      |_pos
    5      |_pos
    */
    SimplePortfolioNode portfolioChild = new SimplePortfolioNode();
    portfolioChild.addPosition(new SimplePosition());
    portfolioChild.addPosition(new SimplePosition());
    SimplePortfolioNode portfolioRoot = new SimplePortfolioNode("");
    portfolioRoot.addChildNode(portfolioChild);
    portfolioRoot.addPosition(new SimplePosition());
    portfolioRoot.addPosition(new SimplePosition());

    AnalyticsNode root = new AnalyticsNode.PortfolioNodeBuilder(portfolioRoot).getRoot();
    assertEquals(0, root.getStartRow());
    assertEquals(5, root.getEndRow());
    assertEquals(1, root.getChildren().size());
View Full Code Here
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
    8        |_child3
    9          |_pos
    10         |_pos
    */
    SimplePortfolioNode portfolioRoot = new SimplePortfolioNode();
    portfolioRoot.addPosition(new SimplePosition());
    SimplePortfolioNode portfolioChild1 = new SimplePortfolioNode();
    portfolioChild1.addPosition(new SimplePosition());
    portfolioChild1.addPosition(new SimplePosition());
    SimplePortfolioNode portfolioChild2 = new SimplePortfolioNode();
    portfolioChild2.addPosition(new SimplePosition());
    portfolioChild2.addPosition(new SimplePosition());
    SimplePortfolioNode portfolioChild3 = new SimplePortfolioNode();
    portfolioChild3.addPosition(new SimplePosition());
    portfolioChild3.addPosition(new SimplePosition());
    portfolioRoot.addChildNode(portfolioChild1);
    portfolioChild1.addChildNode(portfolioChild2);
    portfolioChild2.addChildNode(portfolioChild3);

    AnalyticsNode root = new AnalyticsNode.PortfolioNodeBuilder(portfolioRoot).getRoot();
View Full Code Here
136
137
138
139
140
141
142
143
144
145
146
147
148
    3  |_child2
    4     |_pos
    */
    SimplePortfolioNode portfolioRoot = new SimplePortfolioNode();
    SimplePortfolioNode portfolioChild1 = new SimplePortfolioNode();
    portfolioChild1.addPosition(new SimplePosition());
    SimplePortfolioNode portfolioChild2 = new SimplePortfolioNode();
    portfolioChild2.addPosition(new SimplePosition());
    portfolioRoot.addChildNode(portfolioChild1);
    portfolioRoot.addChildNode(portfolioChild2);

    AnalyticsNode root = new AnalyticsNode.PortfolioNodeBuilder(portfolioRoot).getRoot();
    assertEquals(0, root.getStartRow());
View Full Code Here
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
    4  |_pos2
    5     |_trade3
    */
    EquitySecurity security = new EquitySecurity("exchange", "exchangeCode", "companyName", Currency.USD);
    SimplePortfolioNode portfolioRoot = new SimplePortfolioNode();
    SimplePosition position1 = new SimplePosition();
    SimpleSecurityLink securityLink = new SimpleSecurityLink();
    securityLink.setTarget(security);
    position1.setSecurityLink(securityLink);
    position1.addTrade(new SimpleTrade());
    position1.addTrade(new SimpleTrade());
    SimplePosition position2 = new SimplePosition();
    position2.setSecurityLink(securityLink);
    position2.addTrade(new SimpleTrade());
    portfolioRoot.addPosition(position1);
    portfolioRoot.addPosition(position2);

    AnalyticsNode root = new AnalyticsNode.PortfolioNodeBuilder(portfolioRoot).getRoot();
    assertEquals(0, root.getStartRow());
View Full Code Here
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
    FXForwardSecurity security = new FXForwardSecurity(Currency.GBP, 123,
                                                       Currency.USD, 321,
                                                       LocalDate.of(2012, 12, 21).atTime(11, 0).atZone(ZoneOffset.UTC),
                                                       ExternalId.of("Reg", "ABC"));
    SimplePortfolioNode portfolioRoot = new SimplePortfolioNode();
    SimplePosition position1 = new SimplePosition();
    SimpleSecurityLink securityLink = new SimpleSecurityLink();
    securityLink.setTarget(security);
    position1.setSecurityLink(securityLink);
    position1.addTrade(new SimpleTrade());
    SimplePosition position2 = new SimplePosition();
    position2.setSecurityLink(securityLink);
    position2.addTrade(new SimpleTrade());
    portfolioRoot.addPosition(position1);
    portfolioRoot.addPosition(position2);

    AnalyticsNode root = new AnalyticsNode.PortfolioNodeBuilder(portfolioRoot).getRoot();
    assertEquals(0, root.getStartRow());
View Full Code Here
87
88
89
90
91
92
93
94
95
96
97
98
99
100
  public void test_resolve_trade() {
    final OffsetDateTime now = OffsetDateTime.now();
    final InMemorySecuritySource secSource = new InMemorySecuritySource();
    final MockPositionSource posSource = new MockPositionSource();
    final SimplePortfolio portfolio = new SimplePortfolio(UniqueId.of("Test", "1"), "Name");
    final SimplePosition position = new SimplePosition(UniqueId.of("Test", "1"), new BigDecimal(1), ExternalIdBundle.EMPTY);
    final SimpleTrade trade = new SimpleTrade(new SimpleSecurityLink(), new BigDecimal(1), new SimpleCounterparty(ExternalId.of("CPARTY", "C100")), now.toLocalDate(), now.toOffsetTime());
    trade.setUniqueId(UniqueId.of("TradeScheme", "1"));
    position.addTrade(trade);
    portfolio.getRootNode().addPosition(position);
    posSource.addPortfolio(portfolio);
    final DefaultComputationTargetResolver test = new DefaultComputationTargetResolver(secSource, posSource);
    final ComputationTargetSpecification spec = ComputationTargetSpecification.of(trade);
    final ComputationTarget expected = new ComputationTarget(ComputationTargetType.TRADE, trade);
View Full Code Here
65
66
67
68
69
70
71
72
    return nodes;
  }

  private void addPositions(final SimplePortfolioNode node, final int num) {
    for (int i = 0; i < num; i++) {
      node.addPosition(new SimplePosition(nextUniqueId(), new BigDecimal(10), ExternalId.of("Security", "Foo")));
    }
  }
View Full Code Here
162
163
164
165
166
167
168
169
170
    assertPositionEquals(original, position);
    return message;
  }

  public void testPosition() {
    final FudgeMsg message = runPositionTest(new SimplePosition(nextUniqueId(), new BigDecimal(100), ExternalIdBundle.of(ExternalId.of("Scheme 1", "Id 1"), ExternalId
        .of("Scheme 2", "Id 2"))));
    assertEquals(0, countParents(message));
  }
View Full Code Here
TOP

Related Classes of com.opengamma.core.position.impl.SimplePosition

  • com.opengamma.core.position.PortfolioNodeAndPositionFudgeEncodingTest
  • com.opengamma.core.position.PortfolioNodeFudgeBuilder
  • com.opengamma.core.position.PositionFudgeBuilder
  • com.opengamma.core.security.impl.SimpleSecurityLink
  • com.opengamma.engine.DefaultComputationTargetResolverTest
  • com.opengamma.engine.fudgemsg.ComputationTargetFudgeBuilderTest
  • com.opengamma.engine.function.dsl.BaseNonCompiledInvokerTest
  • com.opengamma.engine.function.PortfolioStructureTest
  • com.opengamma.engine.position.csv.CSVPositionSource
  • com.opengamma.engine.target.lazy.LazyResolvedPosition
    • Copyright © 2018 www.massapicom. All rights reserved.
    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.