Examples of com.opengamma.engine.depgraph.DependencyGraph

com.opengamma.engine.depgraph.DependencyGraph
Represents a directed, acyclic, graph of nodes describing how to execute a view to produce the required terminal outputs.
Code using a graph instance may assume that it is well formed - that is, the nodes are linked to each other in a consistent fashion and no cycles are present. It is the responsibility of code that creates (or modifies) graphs to ensure that invalid graphs are not produced as the presence of such a graph would break other components.

    viewDefinition.setUniqueId(UniqueId.of("View", "0", "V"));
    return viewDefinition;
  }


  private DependencyGraph createDependencyGraph() {
    final DependencyGraph graph = new DependencyGraph("Default");
    final ValueProperties properties = ValueProperties.with(ValuePropertyNames.FUNCTION, "Mock").get();
    final ComputationTarget t1 = new ComputationTarget(ComputationTargetType.PORTFOLIO_NODE, new SimplePortfolioNode(UniqueId.of("Node", "0"), "node"));
    final DependencyNode n1 = new DependencyNode(t1.toSpecification());
    n1.setFunction(new MockFunction("F1", t1));
    n1.addOutputValue(new ValueSpecification("Foo", t1.toSpecification(), properties));
    n1.addTerminalOutputValue(new ValueSpecification("Foo", t1.toSpecification(), properties));
    graph.addDependencyNode(n1);
    final ComputationTarget t2 = new ComputationTarget(ComputationTargetType.POSITION, new SimplePosition(UniqueId.of("Pos", "0"), BigDecimal.ONE, ExternalId.of("Security", "Foo")));
    final DependencyNode n2 = new DependencyNode(t2.toSpecification());
    n2.setFunction(new MockFunction("F2", t1));
    n2.addOutputValue(new ValueSpecification("Foo", t2.toSpecification(), properties));
    n1.addInputValue(new ValueSpecification("Foo", t2.toSpecification(), properties));
    n1.addInputNode(n2);
    graph.addDependencyNode(n2);
    final ComputationTarget t3 = new ComputationTarget(ComputationTargetType.SECURITY, createSecurity(UniqueId.of("Pos", "0"), ExternalId.of("Security", "Foo")));
    final DependencyNode n3 = new DependencyNode(t3.toSpecification());
    n3.setFunction(new MockFunction("F3", t1));
    n3.addOutputValue(new ValueSpecification("Foo", t3.toSpecification(), properties));
    n2.addInputValue(new ValueSpecification("Foo", t3.toSpecification(), properties));
    n2.addInputNode(n3);
    graph.addDependencyNode(n3);
    graph.addTerminalOutput(new ValueRequirement("Foo", t1.toSpecification()), new ValueSpecification("Foo", t1.toSpecification(), properties));
    return graph;
  }

View Full Code Here

  private CompiledViewDefinitionWithGraphs createCompiledViewDefinitionWithGraphs() {
    final Portfolio portfolio = createPortfolio();
    final ViewDefinition viewDefinition = createViewDefinition();
    final ViewCalculationConfiguration calcConfig = new ViewCalculationConfiguration(viewDefinition, "Default");
    viewDefinition.addViewCalculationConfiguration(calcConfig);
    final DependencyGraph graph = createDependencyGraph();
    final Collection<DependencyGraph> graphs = Collections.singleton(graph);
    final Map<ComputationTargetReference, UniqueId> resolutions = ImmutableMap.<ComputationTargetReference, UniqueId>of(
        new ComputationTargetRequirement(ComputationTargetType.SECURITY, ExternalId.of("Security", "Foo")), UniqueId.of("Sec", "0"));
    return new CompiledViewDefinitionWithGraphsImpl(VersionCorrection.LATEST, "", viewDefinition, graphs, resolutions, portfolio, 0);
  }

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  @Test
  public void testInvocationWithEmptyGraphsGivesEmptyResults() {


    MarketDataSelectionGraphManipulator manipulator = createNoOpManipulator();
    Map<DistinctMarketDataSelector,Set<ValueSpecification>> result =
        manipulator.modifyDependencyGraph(new DependencyGraph("testGraph"), _resolver);
    assertEquals(result.isEmpty(), true);
  }

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  @Test
  public void testNoOpSelectorDoesNothingToGraph() {


    MarketDataSelectionGraphManipulator manipulator = createNoOpManipulator();
    DependencyGraph graph = createSimpleGraphWithMarketDataNodes();
    Set<ValueSpecification> originalOutputSpecifications = ImmutableSet.copyOf(graph.getOutputSpecifications());


    Map<DistinctMarketDataSelector,Set<ValueSpecification>> result = manipulator.modifyDependencyGraph(graph, _resolver);


    assertEquals(result.isEmpty(), true);
    assertEquals(graph.getOutputSpecifications(), originalOutputSpecifications);
  }

View Full Code Here


    MarketDataSelectionGraphManipulator manipulator = new MarketDataSelectionGraphManipulator(
        createYieldCurveSelector(Currency.USD, "Forward3M"),
        createEmptyViewCalcManipulations());


    DependencyGraph graph = createSimpleGraphWithMarketDataNodes();
    Set<ValueSpecification> originalOutputSpecifications = ImmutableSet.copyOf(graph.getOutputSpecifications());


    Map<DistinctMarketDataSelector,Set<ValueSpecification>> result = manipulator.modifyDependencyGraph(graph, _resolver);


    checkNodeHasBeenAddedToGraph(graph, originalOutputSpecifications, result);
  }

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    MarketDataSelectionGraphManipulator manipulator = new MarketDataSelectionGraphManipulator(
        NoOpMarketDataSelector.getInstance(),
        specificManipulators);


    DependencyGraph graph1 = createNamedDependencyGraph("graph");
    Set<ValueSpecification> originalOutputSpecifications1 = ImmutableSet.copyOf(graph1.getOutputSpecifications());


    Map<DistinctMarketDataSelector, Set<ValueSpecification>> result1 = manipulator.modifyDependencyGraph(graph1, _resolver);


    checkNodeHasBeenAddedToGraph(graph1, originalOutputSpecifications1, result1);

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    MarketDataSelectionGraphManipulator manipulator = new MarketDataSelectionGraphManipulator(
        NoOpMarketDataSelector.getInstance(),
        specificManipulators);


    DependencyGraph graph = createNamedDependencyGraph("not-the-graph-you-are-looking-for");
    Set<ValueSpecification> originalOutputSpecifications2 = ImmutableSet.copyOf(graph.getOutputSpecifications());


    Map<DistinctMarketDataSelector, Set<ValueSpecification>> result = manipulator.modifyDependencyGraph(graph, _resolver);


    assertTrue(result.isEmpty());
    assertEquals(graph.getOutputSpecifications(), originalOutputSpecifications2);


  }

View Full Code Here


    MarketDataSelector yieldCurveSelector = createYieldCurveSelector(Currency.USD, "Forward3M");
    MarketDataSelectionGraphManipulator manipulator = new MarketDataSelectionGraphManipulator(
        CompositeMarketDataSelector.of(yieldCurveSelector),
        createEmptyViewCalcManipulations());
    DependencyGraph graph = createSimpleGraphWithMarketDataNodes();
    Set<ValueSpecification> originalOutputSpecifications = ImmutableSet.copyOf(graph.getOutputSpecifications());


    Map<DistinctMarketDataSelector,Set<ValueSpecification>> result = manipulator.modifyDependencyGraph(graph, _resolver);


    checkNodeHasBeenAddedToGraph(graph, originalOutputSpecifications, result);

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  private DependencyGraph createSimpleGraphWithMarketDataNodes() {
    return createNamedDependencyGraph("testGraph");
  }


  private DependencyGraph createNamedDependencyGraph(String name) {
    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",
        targetSpecification,
        ValueProperties.builder().with("Curve", "Forward3M").with("Function", "someFunction").get()));


    graph.addDependencyNode(yieldCurveNode);
    return graph;
  }

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    });
    return node;
  }


  private DependencyGraph graphNoStartEndTimes() {
    final DependencyGraph graph = new DependencyGraph("no start/end");
    graph.addDependencyNode(createDependencyNode(null, null));
    graph.addDependencyNode(createDependencyNode(null, null));
    return graph;
  }

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com.opengamma.engine.value.ValueSpecification

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