Package com.opengamma.engine

Examples of com.opengamma.engine.ComputationTarget

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    assertSame(target.getValue(), POSITION);
  }

  public void testCreateResolvedTarget_rewriteUnion() {
    // Rewrite to remove the union type
    ComputationTarget target = ComputationTargetResolverUtils.createResolvedTarget(
        new ComputationTargetSpecification(ComputationTargetType.POSITION.or(ComputationTargetType.TRADE), POSITION.getUniqueId()), POSITION);
    assertEquals(target.getType(), ComputationTargetType.of(SimplePosition.class));
    assertEquals(target.getContextSpecification(), null);
    assertSame(target.getValue(), POSITION);
  }
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        _previousCache);

  }

  private ComputationTarget getTarget(final String name) {
    return new ComputationTarget(ComputationTargetType.PRIMITIVE, UniqueId.of("testdomain", name));
  }
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  private ComputationTarget getTarget(final String name) {
    return new ComputationTarget(ComputationTargetType.PRIMITIVE, UniqueId.of("testdomain", name));
  }

  private DependencyNode createNode(final String name, final Set<DependencyNode> inputNodes) {
    final ComputationTarget target = getTarget(name);
    final DependencyNode node = new DependencyNode(target);
    final ValueSpecification output;
    if (inputNodes.isEmpty()) {
      final MarketDataSourcingFunction msdf = MarketDataSourcingFunction.INSTANCE;
      output = new ValueSpecification(name, target.toSpecification(), ValueProperties.with(ValuePropertyNames.FUNCTION, msdf.getUniqueId()).get());
      node.setFunction(new ParameterizedFunction(msdf, msdf.getDefaultParameters()));
    } else {
      final MockFunction mock = new MockFunction(target);
      output = new ValueSpecification(name, target.toSpecification(), ValueProperties.with(ValuePropertyNames.FUNCTION, mock.getUniqueId()).get());
      node.setFunction(mock);
      mock.addResult(new ComputedValue(output, null));
    }
    node.addOutputValue(output);
    node.addInputNodes(inputNodes);
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    assertSame(target.getValue(), POSITION);
  }

  public void testCreateResolvedTarget_rewriteNested() {
    // Rewrite the nested type
    ComputationTarget target = ComputationTargetResolverUtils.createResolvedTarget(
        new ComputationTargetSpecification(ComputationTargetType.PORTFOLIO_NODE, NODE.getUniqueId()).containing(ComputationTargetType.POSITION.or(ComputationTargetType.TRADE),
            POSITION.getUniqueId()), POSITION);
    assertEquals(target.getType(), ComputationTargetType.PORTFOLIO_NODE.containing(ComputationTargetType.of(SimplePosition.class)));
    assertEquals(target.getContextSpecification(), ComputationTargetSpecification.of(NODE));
    assertSame(target.getValue(), POSITION);
    target = ComputationTargetResolverUtils.createResolvedTarget(
        new ComputationTargetSpecification(ComputationTargetType.PORTFOLIO_NODE, NODE.getUniqueId()).containing(ComputationTargetType.PORTFOLIO_NODE, NODE.getUniqueId()).containing(
            ComputationTargetType.POSITION.or(ComputationTargetType.TRADE), POSITION.getUniqueId()), POSITION);
    assertEquals(target.getType(), ComputationTargetType.PORTFOLIO_NODE.containing(ComputationTargetType.PORTFOLIO_NODE).containing(ComputationTargetType.of(SimplePosition.class)));
    assertEquals(target.getContextSpecification(), ComputationTargetSpecification.of(NODE).containing(ComputationTargetType.PORTFOLIO_NODE, NODE.getUniqueId()));
    assertSame(target.getValue(), POSITION);
  }
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    assertEquals(target.getContextSpecification(), ComputationTargetSpecification.of(NODE).containing(ComputationTargetType.PORTFOLIO_NODE, NODE.getUniqueId()));
    assertSame(target.getValue(), POSITION);
  }

  public void testCreateResolvedTarget_rewriteSpec() {
    ComputationTarget target = ComputationTargetResolverUtils.createResolvedTarget(new ComputationTargetSpecification(ComputationTargetType.PORTFOLIO_NODE, NODE.getUniqueId().toLatest()), NODE);
    assertEquals(target.getType(), ComputationTargetType.of(SimplePortfolioNode.class));
    assertEquals(target.getUniqueId(), NODE.getUniqueId());
  }
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  private ValueRequirement valueRequirement() {
    return new ValueRequirement("Foo" + (_count++), ComputationTargetSpecification.NULL);
  }

  private ParameterizedFunction parameterizedFunction() {
    final ComputationTarget target = new ComputationTarget(ComputationTargetType.NULL, null);
    final MockFunction function = new MockFunction(target);
    return new ParameterizedFunction(function, function.getDefaultParameters());
  }
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    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);
    final InMemoryFunctionRepository functionRepo = new InMemoryFunctionRepository();
    functionRepo.addFunction(fn1);
    final FunctionCompilationContext functionCompilationContext = new FunctionCompilationContext();
    functionCompilationContext.setFunctionInitId(123);
    functionCompilationContext.setSecuritySource(securitySource);
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    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);
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    final ViewDefinition viewDefinition = new ViewDefinition("Test", "jonathan");
    final ViewCalculationConfiguration calcConfig = new ViewCalculationConfiguration(viewDefinition, "Config1");
    viewDefinition.addViewCalculationConfiguration(calcConfig);
    final UniqueId t1 = UniqueId.of("TestScheme", "t1");
    final InMemoryFunctionRepository functionRepo = new InMemoryFunctionRepository();
    final MockFunction f1 = MockFunction.getMockFunction(new ComputationTarget(ComputationTargetType.PRIMITIVE, t1), 42);
    functionRepo.addFunction(f1);
    final FunctionCompilationContext compilationContext = new FunctionCompilationContext();
    compilationContext.setFunctionInitId(123);
    final CompiledFunctionService cfs = new CompiledFunctionService(functionRepo, new CachingFunctionRepositoryCompiler(), compilationContext);
    cfs.initialize();
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    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);
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Related Classes of com.opengamma.engine.ComputationTarget

  • com.opengamma.core.position.PositionOrTrade
  • com.opengamma.core.security.Security
  • com.opengamma.core.security.SecurityLink
  • com.opengamma.engine.calcnode.SimpleCalculationNode
  • com.opengamma.engine.depgraph.DependencyGraphBuilder
  • com.opengamma.engine.depgraph.DependencyGraphTest
  • com.opengamma.engine.depgraph.DependencyNodeTest
  • com.opengamma.engine.depgraph.DepGraphConversionTest
  • com.opengamma.engine.depgraph.DepGraphTestHelper
  • com.opengamma.engine.depgraph.FunctionApplicationStep
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