Package com.opengamma.engine

Examples of com.opengamma.engine.ComputationTargetSpecification

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    @Override
    public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs, final ComputationTarget target, final Set<ValueRequirement> desiredValues) {
      final HistoricalTimeSeriesSource timeSeriesSource = OpenGammaExecutionContext.getHistoricalTimeSeriesSource(executionContext);
      final ValueRequirement desiredValue = desiredValues.iterator().next();
      final ComputationTargetSpecification targetSpec = target.toSpecification();
      Object value = executeImpl(executionContext, timeSeriesSource, targetSpec, desiredValue);
      if (value == null) {
        s_logger.error("Couldn't get time series {}", desiredValue);
        value = MissingInput.MISSING_MARKET_DATA;
      }
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  @SuppressWarnings("unchecked")
  public Set<ValueSpecification> getResults(final FunctionCompilationContext context, final ComputationTarget target) {
    final TTarget viewEvaluation = (TTarget) target.getValue();
    final Collection<String> calcConfigs = viewEvaluation.getViewDefinition().getAllCalculationConfigurationNames();
    final Set<ValueSpecification> results = Sets.newHashSetWithExpectedSize(calcConfigs.size());
    final ComputationTargetSpecification targetSpec = target.toSpecification();
    for (final String calcConfig : calcConfigs) {
      results.add(getResultSpec(calcConfig, targetSpec));
    }
    return results;
  }
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  @Override
  protected Set<ComputedValue> buildResults(ComputationTarget target, HistoricalViewEvaluationResultBuilder resultBuilder) {
    final Map<String, HistoricalViewEvaluationResult> viewResults = resultBuilder.getResults();
    final Set<ComputedValue> results = Sets.newHashSetWithExpectedSize(viewResults.size() + 1);
    final ComputationTargetSpecification targetSpec = target.toSpecification();
    for (final Map.Entry<String, HistoricalViewEvaluationResult> viewResult : viewResults.entrySet()) {
      String calcConfigName = viewResult.getKey();
      HistoricalViewEvaluationResult value = viewResult.getValue();
      results.add(new ComputedValue(getResultSpec(calcConfigName, targetSpec), value));
    }
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  private final ValueProperties PROPERTIES = ValueProperties.with(ValuePropertyNames.FUNCTION, "Test").get();
  private final ValueSpecification INPUT_VALUE = new ValueSpecification(ValueRequirementNames.HISTORICAL_TIME_SERIES, ComputationTargetSpecification.NULL, PROPERTIES);
  private final ValueRequirement DESIRED_VALUE = new ValueRequirement(ValueRequirementNames.COVARIANCE_MATRIX, ComputationTargetSpecification.NULL, PROPERTIES);

  private ValueSpecification timeSeriesSpecification(final int index) {
    return new ValueSpecification(ValueRequirementNames.VALUE, new ComputationTargetSpecification(ComputationTargetType.PRIMITIVE, UniqueId.of("Test", Integer.toString(index))), PROPERTIES);
  }
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    final String absoluteTolerance = Iterables.getOnlyElement(rootFinderAbsoluteTolerance);
    final String relativeTolerance = Iterables.getOnlyElement(rootFinderRelativeTolerance);
    final String maxIteration = Iterables.getOnlyElement(maxIterations);
    final String finiteDifference = Iterables.getOnlyElement(useFiniteDifference);
    final Set<ValueRequirement> requirements = new HashSet<>();
    final ComputationTargetSpecification targetSpec = target.toSpecification();
    for (final String curveName : curveNames) {
      final ValueProperties properties = ValueProperties.builder()
          .with(ValuePropertyNames.CURVE, curveName)
          .with(ValuePropertyNames.CURVE_CALCULATION_CONFIG, curveCalculationConfigName).withOptional(ValuePropertyNames.CURVE_CALCULATION_CONFIG).get();
      final ValueProperties curveTSProperties = ValueProperties.builder()
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  }

  @Override
  public Set<ValueSpecification> getResults(final FunctionCompilationContext context, final ComputationTarget target, final Map<ValueSpecification, ValueRequirement> inputs) {
    final Set<ValueSpecification> results = new HashSet<>();
    final ComputationTargetSpecification targetSpec = target.toSpecification();
    String curveCalculationConfigName = null;
    for (final Map.Entry<ValueSpecification, ValueRequirement> entry : inputs.entrySet()) {
      final ValueRequirement value = entry.getValue();
      if (value.getValueName().equals(ValueRequirementNames.YIELD_CURVE_SPEC)) {
        if (curveCalculationConfigName == null) {
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  public Set<ValueSpecification> getResults(final FunctionCompilationContext context, final ComputationTarget target, final Map<ValueSpecification, ValueRequirement> inputs) {
    final Set<ValueSpecification> results = super.getResults(context, target, inputs);
    final Set<ValueSpecification> resultsWithExtraProperties = Sets.newHashSetWithExpectedSize(results.size());
    for (final ValueSpecification spec : results) {
      final String name = spec.getValueName();
      final ComputationTargetSpecification targetSpec = spec.getTargetSpecification();
      final ValueProperties properties = spec.getProperties().copy()
          .withAny(ValuePropertyNames.BINARY_OVERHEDGE)
          .withAny(ValuePropertyNames.BINARY_SMOOTHING_FULLWIDTH)
          .get();
      resultsWithExtraProperties.add(new ValueSpecification(name, targetSpec, properties));
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    }
    if (column == 0) {
      return getNodeTitle(node);
    }
    if (node instanceof UniqueIdentifiable) {
      ComputationTargetSpecification targetSpec = ComputationTargetSpecification.of(((UniqueIdentifiable) node).getUniqueId());
      return renderForColumn(targetSpec, column);
    }
    return "Unknown object: " + node;
  }
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  }

  @Override
  public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs, final ComputationTarget target,
      final Set<ValueRequirement> desiredValues) {
    final ComputationTargetSpecification targetSpec = target.toSpecification();
    final ConventionBundleSource conventionSource = OpenGammaExecutionContext.getConventionBundleSource(executionContext);
    final ConventionBundle bundle = conventionSource.getConventionBundle(ExternalId.of(InMemoryConventionBundleMaster.SIMPLE_NAME_SCHEME, "USD_CAPM"));
    final ValueRequirement desiredValue = desiredValues.iterator().next();
    final ValueProperties constraints = desiredValue.getConstraints();
    final HistoricalTimeSeriesBundle timeSeries = HistoricalTimeSeriesFunctionUtils.getHistoricalTimeSeriesInputs(executionContext, inputs);
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        .with(ValuePropertyNames.SCHEDULE_CALCULATOR, scheduleCalculatorName)
        .with(ValuePropertyNames.SAMPLING_FUNCTION, samplingFunctionName)
        .with(ValuePropertyNames.RETURN_CALCULATOR, returnCalculatorName)
        .with(ValuePropertyNames.COVARIANCE_CALCULATOR, covarianceCalculatorNames.iterator().next())
        .with(ValuePropertyNames.VARIANCE_CALCULATOR, varianceCalculatorNames.iterator().next()).get();
    final ComputationTargetSpecification targetSpec = target.toSpecification();
    result.add(new ValueRequirement(ValueRequirementNames.PNL_SERIES, targetSpec, pnlSeriesProperties));
    result.add(new ValueRequirement(ValueRequirementNames.FAIR_VALUE, targetSpec));
    result.add(new ValueRequirement(ValueRequirementNames.CAPM_BETA, targetSpec, betaProperties));
    final HistoricalTimeSeriesResolver resolver = OpenGammaCompilationContext.getHistoricalTimeSeriesResolver(context);
    final ConventionBundleSource conventionSource = OpenGammaCompilationContext.getConventionBundleSource(context);
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Related Classes of com.opengamma.engine.ComputationTargetSpecification

  • com.opengamma.engine.cache.ValueSpecificationStringEncoderTest
  • com.opengamma.engine.calcnode.CalculationJobTest
  • com.opengamma.engine.depgraph.DefaultComputationTargetCollapser$ChainedCollapser
  • com.opengamma.engine.fudgemsg.CalculationJobItemFudgeBuilder
  • com.opengamma.engine.fudgemsg.ComputationTargetFudgeBuilderTest
  • com.opengamma.engine.fudgemsg.ComputationTargetReferenceFudgeBuilderTest
  • com.opengamma.engine.fudgemsg.ValueSpecificationFudgeBuilder
  • com.opengamma.engine.function.dsl.BaseNonCompiledInvokerTest
  • com.opengamma.engine.function.dsl.FunctionGate
  • com.opengamma.engine.function.dsl.functions.BaseNonCompiledInvoker
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