Package com.opengamma.engine

Examples of com.opengamma.engine.InMemorySecuritySource

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    _positionMaster = new InMemoryPositionMaster();
    final MasterConfigSource configSource = new MasterConfigSource(new InMemoryConfigMaster());
    final InMemoryHistoricalTimeSeriesMaster htsMaster = new InMemoryHistoricalTimeSeriesMaster();
    final HistoricalTimeSeriesResolver htsResolver = new DefaultHistoricalTimeSeriesResolver(new DefaultHistoricalTimeSeriesSelector(configSource), htsMaster);
    _htsSource = new MasterHistoricalTimeSeriesSource(htsMaster, htsResolver);
    _securitySource = new InMemorySecuritySource();
    _secLoader = new AbstractSecurityLoader() {
      @Override
      protected SecurityLoaderResult doBulkLoad(SecurityLoaderRequest request) {
        throw new UnsupportedOperationException("load security not supported");
      }
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    p.setRootNode(pn);
    final MockPositionSource positionSource = new MockPositionSource();
    positionSource.addPortfolio(p);
    final SimpleSecurity defSec = new SimpleSecurity("");
    defSec.addExternalId(secIdentifier);
    final InMemorySecuritySource securitySource = new InMemorySecuritySource();
    securitySource.addSecurity(defSec);
    final InMemoryFunctionRepository functionRepo = new InMemoryFunctionRepository();
    final FunctionCompilationContext functionCompilationContext = new FunctionCompilationContext();
    functionCompilationContext.setFunctionInitId(123);
    functionCompilationContext.setRawComputationTargetResolver(new DefaultCachingComputationTargetResolver(new DefaultComputationTargetResolver(securitySource, positionSource),
        _cacheManager));
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    p.setRootNode(pn);
    final MockPositionSource positionSource = new MockPositionSource();
    positionSource.addPortfolio(p);
    final SimpleSecurity defSec = new SimpleSecurity("My Sec");
    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);
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    positionSource.addPortfolio(p);
    final SimpleSecurity sec1 = new SimpleSecurity("My Sec");
    sec1.addExternalId(secIdentifier1);
    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);
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    final ViewCalculationConfiguration calcConfig = new ViewCalculationConfiguration(viewDefinition, "Config1");
    viewDefinition.addViewCalculationConfiguration(calcConfig);
    final ExternalId secIdentifier1 = ExternalId.of("SEC", "1");
    final SimpleSecurity sec1 = new SimpleSecurity("My Sec");
    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);
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    final FunctionRepository functionRepo = new InMemoryFunctionRepository();
    final FunctionCompilationContext compilationContext = new FunctionCompilationContext();
    final CompiledFunctionService cfs = new CompiledFunctionService(functionRepo, new CachingFunctionRepositoryCompiler(), compilationContext);
    cfs.initialize();
    final DefaultFunctionResolver functionResolver = new DefaultFunctionResolver(cfs);
    final SecuritySource securitySource = new InMemorySecuritySource();
    final DefaultCachingComputationTargetResolver computationTargetResolver = new DefaultCachingComputationTargetResolver(new DefaultComputationTargetResolver(securitySource),
        _cacheManager);
    compilationContext.setRawComputationTargetResolver(computationTargetResolver);
    final Future<CompiledViewDefinitionWithGraphsImpl> future = ViewDefinitionCompiler.fullCompileTask(viewDefinition, new ViewCompilationServices(new FixedMarketDataAvailabilityProvider(),
        functionResolver, compilationContext, new PoolExecutor(1, getClass().getSimpleName()), new DependencyGraphBuilderFactory()), Instant.now(), VersionCorrection.LATEST);
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    functionRepository.addFunction(mockFunction);
    final FunctionCompilationContext compilationContext = new FunctionCompilationContext();
    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();
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public class InMemorySecurityPersister extends SecurityPersister {

  private final InMemorySecuritySource _source;

  public InMemorySecurityPersister() {
    this(new InMemorySecuritySource());
  }
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        return null;
      }

    });
    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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    final Object result = operation.apply(req, 0.9d);
    assertEquals(result, 0.9 + 0.42);
  }

  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);
 
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Related Classes of com.opengamma.engine.InMemorySecuritySource

  • com.opengamma.core.security.Security
  • com.opengamma.engine.exec.CancelExecutionTest
  • com.opengamma.engine.function.resolver.ComputationTargetResultsTest
  • com.opengamma.engine.test.ViewProcessorTestEnvironment
  • com.opengamma.engine.view.compilation.ViewDefinitionCompilerTest
  • com.opengamma.financial.depgraph.rest.DependencyGraphTraceBuilderTest
  • com.opengamma.financial.generator.InMemorySecurityPersister
  • com.opengamma.financial.generator.PortfolioGeneratorTest
  • com.opengamma.financial.marketdata.MarketDataELCompilerTest
  • com.opengamma.financial.property.DefaultPropertyFunctionsTest
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