Package com.opengamma.core.position.impl

Examples of com.opengamma.core.position.impl.SimpleTrade$Meta

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        // No-op
      }

    };
    position.setSecurityLink(security(security));
    final SimpleTrade trade = new SimpleTrade(security, BigDecimal.ONE, new SimpleCounterparty(ExternalId.of("Counterparty", "Mock")), TODAY, null) {

      private static final long serialVersionUID = 1L;

      @Override
      public void setUniqueId(final UniqueId uid) {
        if (getUniqueId() == null) {
          super.setUniqueId(uid);
        }
      }

    };
    trade.setUniqueId(UniqueId.of("Trade", Integer.toString(_tradeId++)));
    trade.setSecurityLink(security(security));
    addTarget(new ComputationTarget(ComputationTargetType.TRADE, trade(trade)));
    position.addTrade(trade);
    addTarget(new ComputationTarget(ComputationTargetType.POSITION, position(position)));
    return position;
  }
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      if (secIdField != null) {
        secLink.setObjectId(deserializer.fieldValueToObject(ObjectId.class, secIdField));
      }
    }
   
    SimpleTrade trade = new SimpleTrade();
    trade.setSecurityLink(secLink);
    if (message.hasField(UNIQUE_ID_FIELD_NAME)) {
      FudgeField uniqueIdField = message.getByName(UNIQUE_ID_FIELD_NAME);
      if (uniqueIdField != null) {
        trade.setUniqueId(deserializer.fieldValueToObject(UniqueId.class, uniqueIdField));
      }     
    }
    if (message.hasField(QUANTITY_FIELD_NAME)) {
      FudgeField quantityField = message.getByName(QUANTITY_FIELD_NAME);
      if (quantityField != null) {
        trade.setQuantity(message.getFieldValue(BigDecimal.class, quantityField));
      }
    }
    if (message.hasField(COUNTERPARTY_FIELD_NAME)) {
      FudgeField counterpartyField = message.getByName(COUNTERPARTY_FIELD_NAME);
      if (counterpartyField != null) {
        trade.setCounterparty(new SimpleCounterparty(deserializer.fieldValueToObject(ExternalId.class, counterpartyField)));
      }
    }
    if (message.hasField(TRADE_DATE_FIELD_NAME)) {
      FudgeField tradeDateField = message.getByName(TRADE_DATE_FIELD_NAME);
      if (tradeDateField != null) {
        trade.setTradeDate(message.getFieldValue(LocalDate.class, tradeDateField));
      }
    }
    if (message.hasField(TRADE_TIME_FIELD_NAME)) {
      FudgeField tradeTimeField = message.getByName(TRADE_TIME_FIELD_NAME);
      if (tradeTimeField != null) {
        trade.setTradeTime(message.getFieldValue(OffsetTime.class, tradeTimeField));
      }
    }
    if (message.hasField(PREMIUM_FIELD_NAME)) {
      trade.setPremium(message.getDouble(PREMIUM_FIELD_NAME));
    }
    if (message.hasField(PREMIUM_CURRENCY_FIELD_NAME)) {
      String currencyCode = message.getString(PREMIUM_CURRENCY_FIELD_NAME);
      if (currencyCode != null) {
        trade.setPremiumCurrency(Currency.of(currencyCode));
      }
    }
    if (message.hasField(PREMIUM_DATE_FIELD_NAME)) {
      FudgeField premiumDate = message.getByName(PREMIUM_DATE_FIELD_NAME);
      if (premiumDate != null) {
        trade.setPremiumDate(message.getFieldValue(LocalDate.class, premiumDate));
      }
    }
    if (message.hasField(PREMIUM_TIME_FIELD_NAME)) {
      FudgeField premiumTime = message.getByName(PREMIUM_TIME_FIELD_NAME);
      if (premiumTime != null) {
        trade.setPremiumTime(message.getFieldValue(OffsetTime.class, premiumTime));
      }
    }
    if (message.hasField(ATTRIBUTES_FIELD_NAME)) {
      FudgeMsg attributesMsg = message.getMessage(ATTRIBUTES_FIELD_NAME);
      for (FudgeField fudgeField : attributesMsg) {
        String key = fudgeField.getName();
        Object value = fudgeField.getValue();
        if (key != null && value != null) {
          trade.addAttribute(key, (String) value);
        }
      }
    }
    return trade;
  }
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  private static void readTrades(final FudgeDeserializer deserializer, final FudgeMsg message, final SimplePosition position) {
    if (message != null) {
      for (FudgeField field : message) {
        if (field.getValue() instanceof FudgeMsg) {
          final SimpleTrade trade = TradeFudgeBuilder.buildObjectImpl(deserializer, (FudgeMsg) field.getValue());
          position.addTrade(trade);
        }
      }
    }
  }
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      throw new OpenGammaRuntimeException("Failed to create subscription to JMS topics ", e);
    } 
  }

  private String generateTrade(String securityId, String destinationName, JmsConnector jmsConnector) {
    SimpleTrade trade = new SimpleTrade();
    trade.setCounterparty(COUNTERPARTY);
    trade.setPremiumCurrency(Currency.USD);
    trade.setQuantity(BigDecimal.valueOf(_random.nextInt(10) + 10));
    trade.setTradeDate(LocalDate.now());
    String providerId = GUIDGenerator.generate().toString();
    trade.addAttribute(PROVIDER_ID_NAME, RANDOM_ID_SCHEME + "~" + providerId);
    trade.setSecurityLink(new SimpleSecurityLink(ExternalSchemes.syntheticSecurityId(securityId)));
    s_logger.debug("Generated {}", trade);
   
    FudgeMsg msg = s_fudgeContext.toFudgeMsg(trade).getMessage();
   
    s_logger.debug("sending {} to {}", msg, destinationName);
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        throw new IllegalStateException();
    }
  }

  protected Trade createTrade(final int quantity, final Security security, final String attr1Value, final String attr2Value) {
    final SimpleTrade trade = new SimpleTrade();
    trade.setQuantity(new BigDecimal(quantity));
    trade.setUniqueId(createUniqueId("Trade"));
    trade.setSecurityLink(SimpleSecurityLink.ofBundleId(security));
    if (attr1Value != null) {
      trade.addAttribute("Attr1", attr1Value);
    }
    if (attr2Value != null) {
      trade.addAttribute("Attr2", attr2Value);
    }
    return trade;
  }
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    SimplePortfolioNode node2 = new SimplePortfolioNode(id("node2"), "node2");
    ExternalId securityId = ExternalId.of("sec", "123");
    SimplePosition position = new SimplePosition(id("position"), BigDecimal.ONE, securityId);
    SimpleCounterparty counterparty = new SimpleCounterparty(ExternalId.of("cpty", "123"));
    SimpleSecurityLink securityLink = new SimpleSecurityLink(securityId);
    Trade trade = new SimpleTrade(securityLink, BigDecimal.ONE, counterparty, LocalDate.now(), OffsetTime.now());
    position.addTrade(trade);
    portfolio.setRootNode(root);
    node1.addPosition(position);
    node2.addPosition(position);
    root.addChildNode(node1);
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    link.resolve(securities);
    return link;
  }

  private SimpleTrade createTrade(final SecuritySource securities) {
    final SimpleTrade trade = new SimpleTrade();
    trade.setQuantity(BigDecimal.ONE);
    trade.setSecurityLink(createSecurityLink(securities));
    return trade;
  }
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    final MockPositionSource positions = new MockPositionSource();
    final SimplePortfolio portfolio = new SimplePortfolio("Test");
    final SimplePortfolioNode root = portfolio.getRootNode();
    // Portfolio node with position with a trade with an attribute
    SimplePortfolioNode node = new SimplePortfolioNode("TradeAttr");
    SimpleTrade trade = createTrade(securities);
    trade.addAttribute("Present Value.DEFAULT_ForwardCurve", "FooForward");
    trade.addAttribute("*.DEFAULT_FundingCurve", "FooFunding");
    SimplePosition position = createPosition(securities);
    position.addTrade(trade);
    node.addPosition(position);
    root.addChildNode(node);
    // Portfolio node with position with a trade without an attribute
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  }

  @Test
  public void tradeAttribute() {
    SimplePosition position = new SimplePosition();
    SimpleTrade trade = new SimpleTrade();
    trade.addAttribute(ATTR_NAME, TRADE_VALUE);
    position.addTrade(trade);
    assertEquals(TRADE_VALUE, _aggFn.classifyPosition(position));
  }
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   */
  @Test
  public void positionAndTradeAttributes() {
    SimplePosition position = new SimplePosition();
    position.addAttribute(ATTR_NAME, POS_VALUE);
    SimpleTrade trade = new SimpleTrade();
    trade.addAttribute(ATTR_NAME, TRADE_VALUE);
    position.addTrade(trade);
    assertEquals(POS_VALUE, _aggFn.classifyPosition(position));
  }
View Full Code Here
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Related Classes of com.opengamma.core.position.impl.SimpleTrade$Meta

  • com.opengamma.core.position.PositionFudgeBuilder
  • com.opengamma.core.position.TradeFudgeBuilder
  • com.opengamma.core.position.TradeFudgeEncodingTest
  • com.opengamma.core.security.impl.SimpleSecurityLink
  • com.opengamma.engine.ComputationTargetSpecificationTest
  • com.opengamma.engine.DefaultComputationTargetResolverTest
  • com.opengamma.engine.target.lazy.LazyResolvedTrade
  • com.opengamma.engine.target.MockComputationTargetResolver
  • com.opengamma.examples.simulated.analyticservice.ExampleAnalyticServiceUsage
  • com.opengamma.financial.aggregation.PortfolioAggregatorTest
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