Package com.opengamma.engine

Examples of com.opengamma.engine.DefaultComputationTargetResolver

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    final EquityOptionSecurity fooOption = new EquityOptionSecurity (OptionType.PUT, 10d, Currency.USD, ExternalId.of("Test", "FooEquity"),
        new AmericanExerciseType(), new Expiry(zdt(2020, 11, 25, 12, 0, 0, 0, ZoneOffset.UTC)), 42d, "EXCH");
    fooOption.addExternalId(ExternalId.of("Test", "FooOption"));
    securities.addSecurity(fooOption);
    final MarketDataELCompiler compiler = new MarketDataELCompiler();
    Object result = compiler.compile("security.underlyingId", new DefaultComputationTargetResolver(securities).atVersionCorrection(VersionCorrection.LATEST)).apply(
        new ValueRequirement("Foo", ComputationTargetSpecification.of(fooOption)), null);
    assertEquals(result, ExternalId.of("Test", "FooEquity"));
    result = compiler.compile("Security:get(security.underlyingId)", new DefaultComputationTargetResolver(securities).atVersionCorrection(VersionCorrection.LATEST)).apply(
        new ValueRequirement("Foo", ComputationTargetSpecification.of(fooOption)), null);
    assertEquals(result, _fooEquity);
  }
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    final FunctionCompilationContext context = new FunctionCompilationContext();
    final SecuritySource securities = createSecuritySource();
    final PositionSource positions = createPositionSource(securities);
    context.setPortfolioStructure(new PortfolioStructure(positions));
    context.setSecuritySource(securities);
    context.setRawComputationTargetResolver(new DefaultComputationTargetResolver(securities, positions));
    context.setComputationTargetResolver(context.getRawComputationTargetResolver().atVersionCorrection(VersionCorrection.LATEST));
    return context;
  }
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  }

  @Test
  public void testGetRequirementsAndExecute() {
    final ValueProperties properties = ValueProperties.with(ValuePropertyNames.FUNCTION, "liveDataSourcing").get();
    final ComputationTargetSpecificationResolver resolver = new DefaultComputationTargetResolver().getSpecificationResolver();

    // Require value the "right" way up
    // [PLAT-2290] Execute should be taking a ValueSpecification, getRequirements should be taking a ValueRequirement
    ValueRequirement outRequirement = new ValueRequirement(ValueRequirementNames.SPOT_RATE, _matrixTarget.toSpecification(), ValueProperties
        .with(AbstractCurrencyMatrixSourcingFunction.SOURCE_CURRENCY_PROPERTY, "USD").with(AbstractCurrencyMatrixSourcingFunction.TARGET_CURRENCY_PROPERTY, "GBP")
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  private FunctionExecutionContext createFunctionExecutionContext(final LocalDate valuationTime) {
    final FunctionExecutionContext context = new FunctionExecutionContext();
    context.setValuationTime(valuationTime.atTime(LocalTime.NOON).toInstant(ZoneOffset.UTC));
    context.setValuationClock(DateUtils.fixedClockUTC(context.getValuationTime()));
    context.setComputationTargetResolver(
        new DefaultComputationTargetResolver(context.getSecuritySource()).atVersionCorrection(VersionCorrection.LATEST));
    OpenGammaExecutionContext.setHolidaySource(context, getHolidaySource());
    OpenGammaExecutionContext.setRegionSource(context, getRegionSource());
    OpenGammaExecutionContext.setConventionBundleSource(context, getConventionBundleSource());
    OpenGammaExecutionContext.setConventionSource(context, getConventionSource());
    OpenGammaExecutionContext.setSecuritySource(context, new MasterSecuritySource(getSecurityMaster()));
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    OpenGammaCompilationContext.setConventionBundleSource(context, getConventionBundleSource());
    OpenGammaCompilationContext.setConventionSource(context, getConventionSource());
    OpenGammaCompilationContext.setSecuritySource(context, new MasterSecuritySource(getSecurityMaster()));
    OpenGammaCompilationContext.setHistoricalTimeSeriesResolver(context, new DefaultHistoricalTimeSeriesResolver(new DefaultHistoricalTimeSeriesSelector(getConfigSource()),
        getHistoricalTimeSeriesMaster()));
    final DefaultComputationTargetResolver targetResolver = new DefaultComputationTargetResolver(context.getSecuritySource());
    targetResolver.addResolver(CurrencyPairs.TYPE, new CurrencyPairsResolver(new ConfigDBCurrencyPairsSource(getConfigSource())));
    targetResolver.addResolver(CurrencyMatrixResolver.TYPE, new CurrencyMatrixResolver(new ConfigDBCurrencyMatrixSource(getConfigSource())));
    context.setRawComputationTargetResolver(targetResolver);
    context.setComputationTargetResolver(context.getRawComputationTargetResolver().atVersionCorrection(VersionCorrection.LATEST));
    OpenGammaCompilationContext.setConfigSource(context, getConfigSource());
    return context;
  }
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   */
  @PropertyDefinition
  private VersionedCurrencyPairsSource _currencyPairsSource;

  protected ComputationTargetResolver createTargetResolver() {
    final DefaultComputationTargetResolver resolver = new DefaultComputationTargetResolver(getSecuritySource(), getPositionSource());
    initDefaultResolvers(resolver);
    return resolver;
  }
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public class TestCalculationNode extends SimpleCalculationNode {

  private static FunctionCompilationContext compilationContext() {
    final FunctionCompilationContext context = new FunctionCompilationContext();
    context.setSecuritySource(new MockSecuritySource());
    context.setRawComputationTargetResolver(new DefaultComputationTargetResolver(context.getSecuritySource(), new MockPositionSource()));
    return context;
  }
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  }

  private FunctionCompilationContext generateFunctionCompilationContext() {
    final FunctionCompilationContext functionCompilationContext = new FunctionCompilationContext();
    functionCompilationContext.setSecuritySource(getSecuritySource());
    functionCompilationContext.setRawComputationTargetResolver(new DefaultComputationTargetResolver(getSecuritySource(), getPositionSource()));
    setFunctionCompilationContext(functionCompilationContext);
    return functionCompilationContext;
  }
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    return new ParameterizedFunction(cfd, cfd.getFunctionDefinition().getDefaultParameters());
  }

  private FunctionCompilationContext createFunctionCompilationContext() {
    final FunctionCompilationContext context = new FunctionCompilationContext();
    context.setRawComputationTargetResolver(new DefaultComputationTargetResolver());
    context.setComputationTargetResolver(context.getRawComputationTargetResolver().atVersionCorrection(VersionCorrection.of(Instant.now(), Instant.now())));
    return context;
  }
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    securitySource.addSecurity(SECURITY);
    final PositionSource positionSource = Mockito.mock(PositionSource.class);
    Mockito.when(positionSource.getPosition(POSITION.getUniqueId())).thenReturn(POSITION);
    Mockito.when(positionSource.getPosition(Mockito.eq(POSITION.getUniqueId().getObjectId()), Mockito.any(VersionCorrection.class))).thenReturn(POSITION);
    final FunctionCompilationContext context = new FunctionCompilationContext();
    context.setRawComputationTargetResolver(new DefaultComputationTargetResolver(securitySource, positionSource));
    context.setComputationTargetResolver(context.getRawComputationTargetResolver().atVersionCorrection(VersionCorrection.of(Instant.now(), Instant.now())));
    final CompiledFunctionService cfs = new CompiledFunctionService(functionRepo, new CachingFunctionRepositoryCompiler(), context);
    cfs.initialize();
    final FunctionResolver functionResolver = new DefaultFunctionResolver(cfs);
    final CompiledFunctionResolver compiledFunctionResolver = functionResolver.compile(Instant.now());
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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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