Package com.opengamma.engine

Examples of com.opengamma.engine.DefaultComputationTargetResolver

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    final CompiledFunctionService compilationService = new CompiledFunctionService(functionRepository, new CachingFunctionRepositoryCompiler(), compilationContext);
    compilationService.initialize();
    final FunctionResolver functionResolver = new DefaultFunctionResolver(compilationService);
    final InMemorySecuritySource securitySource = new InMemorySecuritySource();
    final MockPositionSource positionSource = new MockPositionSource();
    compilationContext.setRawComputationTargetResolver(new DefaultComputationTargetResolver(securitySource, positionSource));
    final ViewComputationCacheSource computationCacheSource = new InMemoryViewComputationCacheSource(FudgeContext.GLOBAL_DEFAULT);
    final FunctionInvocationStatisticsGatherer functionInvocationStatistics = new DiscardingInvocationStatisticsGatherer();
    final FunctionExecutionContext executionContext = new FunctionExecutionContext();
    final JobDispatcher jobDispatcher = new JobDispatcher(new LocalNodeJobInvoker(new SimpleCalculationNode(computationCacheSource, compilationService, executionContext, "node",
        Executors.newCachedThreadPool(), functionInvocationStatistics, new CalculationNodeLogEventListener(new ThreadLocalLogEventListener()))));
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        definition = d;
      }
    }
    assertNotNull(definition);
    final FunctionCompilationContext context = new FunctionCompilationContext();
    context.setRawComputationTargetResolver(new DefaultComputationTargetResolver());
    final CompiledFunctionService cfs = new CompiledFunctionService(repo, new CachingFunctionRepositoryCompiler(), context);
    cfs.initialize();
    final CompiledFunctionRepository compiledRepo = cfs.compileFunctionRepository(System.currentTimeMillis());
    assertNotNull(compiledRepo.getDefinition(definition.getUniqueId()));
    final FunctionInvoker invoker = compiledRepo.getInvoker(definition.getUniqueId());
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    factory.setClientBrokerUri(uri);
    final JmsConnector jmsConnector = factory.getObjectCreating();

    final ViewProcessor viewProcessor = new RemoteViewProcessor(viewProcessorInfo.getUri(), jmsConnector, Executors.newSingleThreadScheduledExecutor());
    // TODO: Not ideal; the published resolver should be used rather than an ad-hoc one created based just on the security source
    final ComputationTargetResolver targetResolver = new DefaultComputationTargetResolver(new RemoteSecuritySource(securitySourceInfo.getUri()));
    return new WatchListRecorder(viewProcessor, targetResolver);
  }
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  }

  @Test(expectedExceptions = {IllegalArgumentException.class })
  public void testInvalidExpression() {
    final MarketDataELCompiler compiler = new MarketDataELCompiler();
    compiler.compile("Not a valid expression", new DefaultComputationTargetResolver().atVersionCorrection(VersionCorrection.LATEST));
  }
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    compiler.compile("Not a valid expression", new DefaultComputationTargetResolver().atVersionCorrection(VersionCorrection.LATEST));
  }

  public void testConstantMultiplier() {
    final MarketDataELCompiler compiler = new MarketDataELCompiler();
    final OverrideOperation operation = compiler.compile("x * 0.9", new DefaultComputationTargetResolver().atVersionCorrection(VersionCorrection.LATEST));
    assertNotNull(operation);
    final ValueRequirement req = new ValueRequirement("Foo", ComputationTargetSpecification.of(UniqueId.of("Test", "Bar")));
    final Object result = operation.apply(req, 42d);
    assertEquals(result, 42d * 0.9);
  }
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    assertEquals(result, 42d * 0.9);
  }

  public void testConstantAddition() {
    final MarketDataELCompiler compiler = new MarketDataELCompiler();
    final OverrideOperation operation = compiler.compile("x + 0.42", new DefaultComputationTargetResolver().atVersionCorrection(VersionCorrection.LATEST));
    assertNotNull(operation);
    final ValueRequirement req = new ValueRequirement("Foo", ComputationTargetSpecification.of(UniqueId.of("Test", "Bar")));
    final Object result = operation.apply(req, 0.9d);
    assertEquals(result, 0.9 + 0.42);
  }
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  public void testConditionalExpression() {
    final InMemorySecuritySource securities = new InMemorySecuritySource();
    securities.addSecurity(_fooEquity);
    securities.addSecurity(_swap);
    final MarketDataELCompiler compiler = new MarketDataELCompiler();
    final OverrideOperation operation = compiler.compile("if (security.type == \"EQUITY\") x * 0.9", new DefaultComputationTargetResolver(securities).atVersionCorrection(VersionCorrection.LATEST));
    assertNotNull(operation);
    Object result = operation.apply(new ValueRequirement("Foo", ComputationTargetSpecification.of(_fooEquity)), 42d);
    assertEquals (result, 42d * 0.9);
    result = operation.apply(new ValueRequirement("Foo", ComputationTargetSpecification.of(_swap)), 42d);
    assertEquals (result, 42d);
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    securities.addSecurity(_fooEquity);
    securities.addSecurity(_barEquity);
    securities.addSecurity(_swap);
    final MarketDataELCompiler compiler = new MarketDataELCompiler();
    final OverrideOperation operation = compiler.compile(
        "if (security.type == \"EQUITY\" && security.name == \"Foo\") x * 0.9; if (security.type == \"EQUITY\") x * 1.1; if (security.cow == 42) x * 0", new DefaultComputationTargetResolver(
            securities).atVersionCorrection(VersionCorrection.LATEST));
    assertNotNull(operation);
    // First rule should match
    Object result = operation.apply(new ValueRequirement("Foo", ComputationTargetSpecification.of(_fooEquity)), 42d);
    assertEquals (result, 42d * 0.9);
 
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    });
    final FunctionCompilationContext context = new FunctionCompilationContext();
    final InMemorySecuritySource securities = new InMemorySecuritySource();
    context.setSecuritySource(securities);
    context.setRawComputationTargetResolver(new DefaultComputationTargetResolver(securities));
    context.setComputationTargetResolver(context.getRawComputationTargetResolver().atVersionCorrection(VersionCorrection.LATEST));
    return new CompiledFunctionService(functions, new CachingFunctionRepositoryCompiler(), context);
  }
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    assertEquals(result, 42d);
  }

  public void testValueExpression() {
    final MarketDataELCompiler compiler = new MarketDataELCompiler();
    final Object result = compiler.compile("value", new DefaultComputationTargetResolver().atVersionCorrection(VersionCorrection.LATEST)).apply(
        new ValueRequirement("Foo", ComputationTargetSpecification.of(Currency.USD)), null);
    assertEquals(result, "Foo");
  }
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Related Classes of com.opengamma.engine.DefaultComputationTargetResolver

  • com.opengamma.component.factory.engine.TargetResolverComponentFactory
  • com.opengamma.core.change.PassthroughChangeManager
  • com.opengamma.engine.depgraph.DependencyGraphTest
  • com.opengamma.engine.exec.CancelExecutionTest
  • com.opengamma.engine.function.CachingFunctionRepositoryCompilerTest
  • com.opengamma.engine.function.config.RepositoryFactoryTest
  • com.opengamma.engine.function.resolver.ComputationTargetResultsTest
  • com.opengamma.engine.function.resolver.DefaultCompiledFunctionResolverTest
  • com.opengamma.engine.target.ComputationTargetType
  • com.opengamma.engine.target.lazy.LazyResolveContext
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