Examples of com.opengamma.core.security.impl.SimpleSecurity

Package com.opengamma.core.security.impl

Examples of com.opengamma.core.security.impl.SimpleSecurity

com.opengamma.core.security.impl.SimpleSecurity
Simple implementation of {@code Security}.
This is the simplest possible implementation of the {@link Security} interface.
This class is mutable and not thread-safe. It is intended to be used in the engine via the read-only {@code Security} interface.


  @Test
  public void getComputationTarget() {
    final UniqueId uniqueId = UniqueId.of("foo", "bar", "1");


    final SimpleSecurity mockSecurity = new SimpleSecurity("option");
    mockSecurity.setUniqueId(uniqueId);
    mockSecurity.setName("myOption");


    //Batch batch = new Batch(_batchId, _cycleInfo);
    _batchMaster.getDbConnector().getTransactionTemplate().execute(new TransactionCallback<Void>() {
      @Override
      public Void doInTransaction(final TransactionStatus status) {

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  @Test
  public void updateComputationTarget() {
    final UniqueId uniqueId = UniqueId.of("foo", "bar");


    final SimpleSecurity mockSecurity = new SimpleSecurity("option");
    mockSecurity.setUniqueId(uniqueId);
    mockSecurity.setName("myOption");


    _batchMaster.getDbConnector().getTransactionTemplate().execute(new TransactionCallback<Void>() {
      @Override
      public Void doInTransaction(final TransactionStatus status) {
        HbComputationTargetSpecification security = _batchWriter.getOrCreateComputationTargetInTransaction(

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    new SimplePosition(UniqueId.of("B", "C"), BigDecimal.ONE, (ExternalIdBundle) null);
  }


  //-------------------------------------------------------------------------
  public void test_construction_UniqueId_BigDecimal_Security() {
    SimpleSecurity sec = new SimpleSecurity("A");
    sec.setExternalIdBundle(ExternalIdBundle.of(ExternalId.of("A", "B")));
    SimplePosition test = new SimplePosition(UniqueId.of("B", "C"), BigDecimal.ONE, sec);
    assertEquals(UniqueId.of("B", "C"), test.getUniqueId());
    assertEquals(BigDecimal.ONE, test.getQuantity());
    assertEquals(1, test.getSecurityLink().getExternalId().size());
    assertEquals(ExternalId.of("A", "B"), test.getSecurityLink().getExternalId().iterator().next());

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    new SimpleTrade(new SimpleSecurityLink(BUNDLE), BigDecimal.ONE, COUNTERPARTY, null, TRADE_OFFSET_DATETIME.toOffsetTime());
  }


  public void test_construction_Security_BigDecimal_Counterparty_Instant() {
    ExternalIdBundle securityKey = ExternalIdBundle.of(ExternalId.of("A", "B"));
    SimpleSecurity security = new SimpleSecurity("A");
    security.setExternalIdBundle(securityKey);
    
    SimpleTrade test = new SimpleTrade(security, BigDecimal.ONE, COUNTERPARTY, TRADE_OFFSET_DATETIME.toLocalDate(), TRADE_OFFSET_DATETIME.toOffsetTime());
    assertNull(test.getUniqueId());
    assertEquals(BigDecimal.ONE, test.getQuantity());
    assertEquals(1, test.getSecurityLink().getExternalId().size());

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    pn.addPosition(pos);
    final SimplePortfolio p = new SimplePortfolio(UniqueId.of("FOO", "BAR"), "portfolio");
    p.setRootNode(pn);
    final MockPositionSource positionSource = new MockPositionSource();
    positionSource.addPortfolio(p);
    final SimpleSecurity defSec = new SimpleSecurity("");
    defSec.addExternalId(secIdentifier);
    final InMemorySecuritySource securitySource = new InMemorySecuritySource();
    securitySource.addSecurity(defSec);
    final InMemoryFunctionRepository functionRepo = new InMemoryFunctionRepository();
    final FunctionCompilationContext functionCompilationContext = new FunctionCompilationContext();
    functionCompilationContext.setFunctionInitId(123);

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    pn.addPosition(pos);
    final SimplePortfolio p = new SimplePortfolio(UniqueId.of("FOO", "BAR"), "portfolio");
    p.setRootNode(pn);
    final MockPositionSource positionSource = new MockPositionSource();
    positionSource.addPortfolio(p);
    final SimpleSecurity defSec = new SimpleSecurity("My Sec");
    defSec.addExternalId(secIdentifier);
    final InMemorySecuritySource securitySource = new InMemorySecuritySource();
    securitySource.addSecurity(defSec);
    // This function doesn't actually require anything, so it can compute at the node level without anything else.
    // Hence, the only target will be the node.
    final MockFunction fn1 = MockFunction.getMockFunction(new ComputationTarget(ComputationTargetType.PORTFOLIO_NODE, pn), 14.2);

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    pn.addPosition(pos);
    final SimplePortfolio p = new SimplePortfolio(UniqueId.of("FOO", "BAR"), "portfolio");
    p.setRootNode(pn);
    final MockPositionSource positionSource = new MockPositionSource();
    positionSource.addPortfolio(p);
    final SimpleSecurity sec1 = new SimpleSecurity("My Sec");
    sec1.addExternalId(secIdentifier1);
    final SimpleSecurity sec2 = new SimpleSecurity("Your Sec");
    sec2.addExternalId(secIdentifier2);
    final InMemorySecuritySource securitySource = new InMemorySecuritySource();
    securitySource.addSecurity(sec1);
    securitySource.addSecurity(sec2);
    final MockFunction fn2 = MockFunction.getMockFunction("fn2", new ComputationTarget(ComputationTargetType.SECURITY, sec2), 14.2);
    final MockFunction fn1 = MockFunction.getMockFunction("fn1", new ComputationTarget(ComputationTargetType.PORTFOLIO_NODE, pn), 14.2, fn2);
    final InMemoryFunctionRepository functionRepo = new InMemoryFunctionRepository();
    functionRepo.addFunction(fn1);
    functionRepo.addFunction(fn2);
    final FunctionCompilationContext functionCompilationContext = new FunctionCompilationContext();
    functionCompilationContext.setFunctionInitId(123);
    final CompiledFunctionService cfs = new CompiledFunctionService(functionRepo, new CachingFunctionRepositoryCompiler(), functionCompilationContext);
    cfs.initialize();
    final DefaultFunctionResolver functionResolver = new DefaultFunctionResolver(cfs);
    final DefaultCachingComputationTargetResolver computationTargetResolver = new DefaultCachingComputationTargetResolver(new DefaultComputationTargetResolver(securitySource, positionSource),
        _cacheManager);
    functionCompilationContext.setRawComputationTargetResolver(computationTargetResolver);
    final ViewCompilationServices vcs = new ViewCompilationServices(new FixedMarketDataAvailabilityProvider(), functionResolver, functionCompilationContext, new PoolExecutor(1, getClass()
        .getSimpleName()),
        new DependencyGraphBuilderFactory());
    final ViewDefinition viewDefinition = new ViewDefinition("My View", UniqueId.of("FOO", "BAR"), "kirk");
    viewDefinition.getResultModelDefinition().setPositionOutputMode(ResultOutputMode.NONE);
    final ViewCalculationConfiguration calcConfig = new ViewCalculationConfiguration(viewDefinition, "Fibble");
    calcConfig.addPortfolioRequirementName("My Sec", "OUTPUT");
    viewDefinition.addViewCalculationConfiguration(calcConfig);
    final CompiledViewDefinitionWithGraphsImpl compiledViewDefinition = ViewDefinitionCompiler.compile(viewDefinition, vcs, Instant.now(), VersionCorrection.LATEST);
    assertTrue(compiledViewDefinition.getMarketDataRequirements().isEmpty());
    assertEquals(1, compiledViewDefinition.getDependencyGraphExplorers().size());
    final DependencyGraph dg = compiledViewDefinition.getDependencyGraphExplorer("Fibble").getWholeGraph();
    assertNotNull(dg);
    assertTrue(dg.getAllRequiredMarketData().isEmpty());
    assertEquals(2, dg.getDependencyNodes().size());
    // Expect the node and the security, since we've turned off position-level outputs and not actually provided a
    // function that can produce them
    assertTargets(compiledViewDefinition, sec2.getUniqueId(), pn.getUniqueId());
  }

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  public void testPrimitivesAndSecuritiesNoPortfolioReference() {
    final ViewDefinition viewDefinition = new ViewDefinition("Test", "jonathan");
    final ViewCalculationConfiguration calcConfig = new ViewCalculationConfiguration(viewDefinition, "Config1");
    viewDefinition.addViewCalculationConfiguration(calcConfig);
    final ExternalId secIdentifier1 = ExternalId.of("SEC", "1");
    final SimpleSecurity sec1 = new SimpleSecurity("My Sec");
    sec1.addExternalId(secIdentifier1);
    final InMemorySecuritySource securitySource = new InMemorySecuritySource();
    securitySource.addSecurity(sec1);
    final UniqueId t1 = UniqueId.of("TestScheme", "t1");
    final InMemoryFunctionRepository functionRepo = new InMemoryFunctionRepository();
    final MockFunction f1 = MockFunction.getMockFunction("f1", new ComputationTarget(ComputationTargetType.PRIMITIVE, t1), 42);
    final MockFunction f2 = MockFunction.getMockFunction("f2", new ComputationTarget(ComputationTargetType.SECURITY, sec1), 60, f1);
    functionRepo.addFunction(f1);
    functionRepo.addFunction(f2);
    final FunctionCompilationContext compilationContext = new FunctionCompilationContext();
    compilationContext.setFunctionInitId(123);
    final CompiledFunctionService cfs = new CompiledFunctionService(functionRepo, new CachingFunctionRepositoryCompiler(), compilationContext);
    cfs.initialize();
    final DefaultFunctionResolver functionResolver = new DefaultFunctionResolver(cfs);
    final DefaultCachingComputationTargetResolver computationTargetResolver = new DefaultCachingComputationTargetResolver(new DefaultComputationTargetResolver(securitySource), _cacheManager);
    compilationContext.setRawComputationTargetResolver(computationTargetResolver);
    final ViewCompilationServices compilationServices = new ViewCompilationServices(new FixedMarketDataAvailabilityProvider(), functionResolver, compilationContext, new PoolExecutor(1, getClass()
        .getSimpleName()),
        new DependencyGraphBuilderFactory());
    // We'll require r2 which can be satisfied by f2, which in turn requires the output of f1
    // Additionally, the security should be resolved through the ComputationTargetResolver, which only has a security
    // source.
    calcConfig.addSpecificRequirement(f2.getResultSpec().toRequirementSpecification());
    CompiledViewDefinitionWithGraphsImpl compiledViewDefinition = ViewDefinitionCompiler.compile(viewDefinition, compilationServices, Instant.now(), VersionCorrection.LATEST);
    assertTrue(compiledViewDefinition.getMarketDataRequirements().isEmpty());
    assertEquals(1, compiledViewDefinition.getDependencyGraphExplorers().size());
    assertNotNull(compiledViewDefinition.getDependencyGraphExplorer("Config1"));
    assertTargets(compiledViewDefinition, sec1.getUniqueId(), t1);
    // Turning off primitive outputs should not affect the dep graph since the primitive is needed for the security
    viewDefinition.getResultModelDefinition().setPrimitiveOutputMode(ResultOutputMode.NONE);
    compiledViewDefinition = ViewDefinitionCompiler.compile(viewDefinition, compilationServices, Instant.now(), VersionCorrection.LATEST);
    assertTargets(compiledViewDefinition, sec1.getUniqueId(), t1);
    // Turning off security outputs, even if all primitive outputs are enabled, should allow the dep graph to be
    // pruned completely, since the only *terminal* output is the security output.
    viewDefinition.getResultModelDefinition().setPrimitiveOutputMode(ResultOutputMode.TERMINAL_OUTPUTS);
    viewDefinition.getResultModelDefinition().setSecurityOutputMode(ResultOutputMode.NONE);
    compiledViewDefinition = ViewDefinitionCompiler.compile(viewDefinition, compilationServices, Instant.now(), VersionCorrection.LATEST);

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Related Classes of com.opengamma.core.security.impl.SimpleSecurity

com.opengamma.core.position.impl.SimplePositionTest

com.opengamma.core.position.impl.SimpleTradeTest

com.opengamma.engine.view.compilation.ViewDefinitionCompilerTest

com.opengamma.masterdb.batch.DbBatchWriterTest

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