Package com.opengamma.engine

Examples of com.opengamma.engine.ComputationTarget

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    }

  }

  public void testChainedRuleFolding() {
    final ComputationTarget target1 = new ComputationTarget(ComputationTargetType.of(SimplePosition.class), mock(SimplePosition.class));
    final ComputationTarget target2 = new ComputationTarget(ComputationTargetType.of(SimpleTrade.class), mock(SimpleTrade.class));
    final ParameterizedFunction pfn1 = function(new TestPositionFunction(), "1");
    final ParameterizedFunction pfn2 = function(new TestTradeFunction(), "2");
    final ParameterizedFunction pfn3 = function(new TestPositionOrTradeFunction(), "3");
    final FunctionCompilationContext context = new FunctionCompilationContext();
    final ComputationTargetResolver.AtVersionCorrection targetResolver = Mockito.mock(ComputationTargetResolver.AtVersionCorrection.class);
    Mockito.when(targetResolver.resolve(target1.toSpecification())).thenReturn(target1);
    Mockito.when(targetResolver.resolve(target2.toSpecification())).thenReturn(target2);
    context.setComputationTargetResolver(targetResolver);
    final DefaultCompiledFunctionResolver resolver = new DefaultCompiledFunctionResolver(context);
    resolver.addRule(new ResolutionRule(pfn1, ApplyToAllTargets.INSTANCE, 1));
    resolver.addRule(new ResolutionRule(pfn2, ApplyToAllTargets.INSTANCE, 1));
    resolver.addRule(new ResolutionRule(pfn3, ApplyToAllTargets.INSTANCE, 2));
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    // when there are functions for two different interfaces that some securities may implement and a security that implements both
    // is the target
  }

  public void testCompiledRuleFolding() {
    final ComputationTarget target = new ComputationTarget(ComputationTargetType.of(UserType.class), mock(UserType.class));
    final ParameterizedFunction pfn1 = function(new TestPositionFunction(), "1");
    final ParameterizedFunction pfn2 = function(new TestTradeFunction(), "2");
    final FunctionCompilationContext context = new FunctionCompilationContext();
    final ComputationTargetResolver.AtVersionCorrection targetResolver = Mockito.mock(ComputationTargetResolver.AtVersionCorrection.class);
    Mockito.when(targetResolver.resolve(target.toSpecification())).thenReturn(target);
    context.setComputationTargetResolver(targetResolver);
    final DefaultCompiledFunctionResolver resolver = new DefaultCompiledFunctionResolver(context);
    resolver.addRule(new ResolutionRule(pfn1, ApplyToAllTargets.INSTANCE, 1));
    resolver.addRule(new ResolutionRule(pfn2, ApplyToAllTargets.INSTANCE, 2));
    resolver.compileRules();
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  private FunctionCompilationContext createFunctionCompilationContext() {
    final FunctionCompilationContext context = new FunctionCompilationContext();
    final ComputationTargetResolver targetResolver = Mockito.mock(ComputationTargetResolver.class);
    Mockito.when(targetResolver.resolve(new ComputationTargetSpecification(ComputationTargetType.PORTFOLIO, UniqueId.of("Portfolio", "0", "V")), VersionCorrection.LATEST)).thenReturn(
        new ComputationTarget(ComputationTargetType.PORTFOLIO, createPortfolio()));
    Mockito.when(targetResolver.atVersionCorrection(VersionCorrection.LATEST)).thenReturn(Mockito.mock(ComputationTargetResolver.AtVersionCorrection.class));
    context.setRawComputationTargetResolver(targetResolver);
    return context;
  }
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    return context;
  }

  private FunctionRepository createFunctionRepository() {
    final InMemoryFunctionRepository functions = new InMemoryFunctionRepository();
    functions.addFunction(new MockFunction("F1", new ComputationTarget(ComputationTargetType.PORTFOLIO_NODE, new SimplePortfolioNode(UniqueId.of("Node", "0"), "node"))));
    functions.addFunction(new MockFunction("F2", new ComputationTarget(ComputationTargetType.POSITION, new SimplePosition(UniqueId.of("Pos", "0"), BigDecimal.ONE, ExternalId.of("Security", "Foo")))));
    functions.addFunction(new MockFunction("F3", new ComputationTarget(ComputationTargetType.SECURITY, createSecurity(UniqueId.of("Pos", "0"), ExternalId.of("Security", "Foo")))));
    return functions;
  }
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    DependencyGraph graph = new DependencyGraph(name);
    ComputationTargetSpecification targetSpecification = new ComputationTargetSpecification(
        ComputationTargetType.CURRENCY,
        Currency.USD.getUniqueId());

    ComputationTarget target = new ComputationTarget(targetSpecification, Currency.USD);

    DependencyNode yieldCurveNode = new DependencyNode(targetSpecification);
    yieldCurveNode.setFunction(new MockFunction(target));
    yieldCurveNode.addOutputValue(new ValueSpecification(
        "YieldCurve",
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  public void testNull() {
    assertEncodeDecodeCycle(ComputationTarget.class, ComputationTarget.NULL);
  }

  public void testBasic() {
    assertEncodeDecodeCycle(ComputationTarget.class, new ComputationTarget(ComputationTargetType.POSITION, new SimplePosition(UniqueId.of("Pos", "Foo"), BigDecimal.ONE, ExternalId.of("Sec", "Bar"))));
  }
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    assertEncodeDecodeCycle(ComputationTarget.class, new ComputationTarget(ComputationTargetType.POSITION, new SimplePosition(UniqueId.of("Pos", "Foo"), BigDecimal.ONE, ExternalId.of("Sec", "Bar"))));
  }

  public void testNested_1() {
    assertEncodeDecodeCycle(ComputationTarget.class,
        new ComputationTarget(
            new ComputationTargetSpecification(ComputationTargetType.PORTFOLIO_NODE, UniqueId.of("Prt", "Foo")).containing(ComputationTargetType.POSITION, UniqueId.of("Pos", "Foo")),
            new SimplePosition(UniqueId.of("Pos", "Foo"), BigDecimal.ONE, ExternalId.of("Sec", "Bar"))));
  }
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  }

  public void testNested_2() {
    assertEncodeDecodeCycle(
        ComputationTarget.class,
        new ComputationTarget(
            new ComputationTargetSpecification(ComputationTargetType.PORTFOLIO_NODE, UniqueId.of("Prt", "Foo")).containing(ComputationTargetType.PORTFOLIO_NODE, UniqueId.of("Prt", "Bar")).containing(
                ComputationTargetType.POSITION, UniqueId.of("Pos", "Foo")),
            new SimplePosition(UniqueId.of("Pos", "Foo"), BigDecimal.ONE, ExternalId.of("Sec", "Bar"))));
  }
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  private int _mockId;

  public DepGraphTestHelper() {
    _functionRepo = new InMemoryFunctionRepository();
    final UniqueId targetId = UniqueId.of("Scheme", "Value");
    _target = new ComputationTarget(ComputationTargetType.PRIMITIVE, targetId);
    final ComputationTargetSpecification targetSpec = _target.toSpecification();
    _req1 = new ValueRequirement(REQUIREMENT_1, targetSpec);
    _spec1 = new ValueSpecification(REQUIREMENT_1, targetSpec, _req1.getConstraints().copy().with(ValuePropertyNames.FUNCTION, MockFunction.UNIQUE_ID).get());
    _value1 = new ComputedValue(_spec1, 14.2);
    _req1Foo = new ValueRequirement(REQUIREMENT_1, targetSpec, ValueProperties.with(TEST_PROPERTY, "Foo").get());
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    return results;
  }

  public void testMaximalResults_emptyRepo() {
    final ComputationTargetResults ctr = createComputationTargetResults(emptyFunctionRepo());
    final ComputationTarget target = new ComputationTarget(ComputationTargetType.POSITION, POSITION);
    final Collection<ValueSpecification> values = ctr.getMaximalResults(target);
    s_logger.debug("testMaximalResults_emptyRepo = {}", values);
    assertTrue(values.isEmpty());
  }
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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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