Examples of com.opengamma.engine.depgraph.DependencyGraphBuilder

com.opengamma.engine.depgraph.DependencyGraphBuilder
Builds a dependency graph that describes how to calculate values that will satisfy a given set of value requirements. Although a graph builder may itself use additional threads to complete the graph it is only safe for a single calling thread to call any of the public methods at any one time. If multiple threads are to attempt to add targets to the graph concurrently, it is possible to synchronize on the builder instance.

    assertEquals(res2.getProperty("FundingCurve"), "BarFunding");
    assertEquals(res2.getProperty("Currency"), "USD");
  }


  public void testTradeSpecific() {
    final DependencyGraphBuilder builder = createBuilder();
    final ViewCalculationConfiguration config = builder.getCompilationContext().getViewCalculationConfiguration();
    final PositionSource positions = builder.getCompilationContext().getPortfolioStructure().getPositionSource();
    final Trade trade1 = getTrade(positions, "TradeAttr");
    config.setDefaultProperties(ValueProperties.with("TRADE.*.DEFAULT_ForwardCurve." + trade1.getUniqueId(), "BarForward")
        .with("TRADE.Present Value.DEFAULT_FundingCurve." + trade1.getUniqueId(), "BarFunding").get());
    final ValueRequirement req1 = createValueRequirement(ComputationTargetSpecification.of(trade1), ValueProperties.none());
    final ValueRequirement req2 = createValueRequirement(ComputationTargetSpecification.of(getTrade(positions, "Trade")), ValueProperties.none());
    builder.addTarget(req1);
    builder.addTarget(req2);
    builder.getDependencyGraph();
    final ValueSpecification res1 = builder.getValueRequirementMapping().get(req1);
    final ValueSpecification res2 = builder.getValueRequirementMapping().get(req2);
    assertEquals(res1.getProperty("ForwardCurve"), "BarForward");
    assertEquals(res1.getProperty("FundingCurve"), "BarFunding");
    assertEquals(res1.getProperty("Currency"), "USD");
    assertEquals(res2.getProperty("ForwardCurve"), "DefaultForward");
    assertEquals(res2.getProperty("FundingCurve"), "DefaultFunding");

View Full Code Here

    assertEquals(res2.getProperty("FundingCurve"), "DefaultFunding");
    assertEquals(res2.getProperty("Currency"), "USD");
  }


  public void testTradeSpecificOverride() {
    final DependencyGraphBuilder builder = createBuilder();
    final ViewCalculationConfiguration config = builder.getCompilationContext().getViewCalculationConfiguration();
    final PositionSource positions = builder.getCompilationContext().getPortfolioStructure().getPositionSource();
    final Trade trade1 = getTrade(positions, "TradeAttr");
    config.setDefaultProperties(ValueProperties.with("TRADE.Present Value.DEFAULT_ForwardCurve", "GenericForward").with("TRADE.*.DEFAULT_FundingCurve", "GenericFunding")
        .with("TRADE.*.DEFAULT_ForwardCurve." + trade1.getUniqueId(), "BarForward").with("TRADE.Present Value.DEFAULT_FundingCurve." + trade1.getUniqueId(), "BarFunding").get());
    final ValueRequirement req1 = createValueRequirement(ComputationTargetSpecification.of(trade1), ValueProperties.none());
    final ValueRequirement req2 = createValueRequirement(ComputationTargetSpecification.of(getTrade(positions, "Trade")), ValueProperties.none());
    builder.addTarget(req1);
    builder.addTarget(req2);
    builder.getDependencyGraph();
    final ValueSpecification res1 = builder.getValueRequirementMapping().get(req1);
    final ValueSpecification res2 = builder.getValueRequirementMapping().get(req2);
    assertEquals(res1.getProperty("ForwardCurve"), "BarForward");
    assertEquals(res1.getProperty("FundingCurve"), "BarFunding");
    assertEquals(res1.getProperty("Currency"), "USD");
    assertEquals(res2.getProperty("ForwardCurve"), "GenericForward");
    assertEquals(res2.getProperty("FundingCurve"), "GenericFunding");

View Full Code Here

    assertEquals(res2.getProperty("FundingCurve"), "GenericFunding");
    assertEquals(res2.getProperty("Currency"), "USD");
  }


  public void testTradeAttribute() {
    final DependencyGraphBuilder builder = createBuilder();
    final PositionSource positions = builder.getCompilationContext().getPortfolioStructure().getPositionSource();
    final ValueRequirement req1 = createValueRequirement(ComputationTargetSpecification.of(getTrade(positions, "TradeAttr")), ValueProperties.none());
    builder.addTarget(req1);
    builder.getDependencyGraph();
    final ValueSpecification res1 = builder.getValueRequirementMapping().get(req1);
    assertEquals(res1.getProperty("ForwardCurve"), "FooForward");
    assertEquals(res1.getProperty("FundingCurve"), "FooFunding");
    assertEquals(res1.getProperty("Currency"), "USD");
  }

View Full Code Here

    protected abstract void compile(DependencyGraphBuilder builder);


    protected void compile() {
      final Iterator<DependencyGraphBuilder> builders = getContext().getBuilders().iterator();
      while (builders.hasNext()) {
        final DependencyGraphBuilder builder = builders.next();
        compile(builder);
        // TODO: Use a heuristic to decide whether to let the graph builds run in parallel, or sequentially. We will force sequential builds for the time being.
        // Wait for the current config's dependency graph to be built before moving to the next view calc config
        final DependencyGraph graph = builder.getDependencyGraph();
        graph.removeUnnecessaryValues();
        getContext().getGraphs().add(graph);
        builders.remove();
        s_logger.debug("Built {}", graph);
      }

View Full Code Here

            if (missing.isEmpty()) {
              // No requirements ejected from this graph - keep it
              getContext().getGraphs().add(graph);
            } else {
              s_logger.info("Late changes detected affecting {} requirements", missing.size());
              final DependencyGraphBuilder builder = getContext().createBuilder(getContext().getViewDefinition().getCalculationConfiguration(graph.getCalculationConfigurationName()));
              if (getPortfolio() != null) {
                builder.getCompilationContext().setPortfolio(getPortfolio());
              }
              builder.setDependencyGraph(filtered);
              builder.addTarget(missing);
              missing.clear();
              getContext().getGraphs().add(builder.getDependencyGraph());
            }
          }
        }
      }
    }

View Full Code Here

    _graphs = new ArrayList<DependencyGraph>(_builders.size());
    _activeResolutions = resolutions;
  }


  public DependencyGraphBuilder createBuilder(final ViewCalculationConfiguration calcConfig) {
    final DependencyGraphBuilder builder = _services.getDependencyGraphBuilder().newInstance();
    builder.setCalculationConfigurationName(calcConfig.getName());
    builder.setMarketDataAvailabilityProvider(_services.getMarketDataAvailabilityProvider());
    final FunctionCompilationContext compilationContext = _services.getFunctionCompilationContext().clone();
    compilationContext.setViewCalculationConfiguration(calcConfig);
    compilationContext.setComputationTargetResolver(_targetResolver);
    final Collection<ResolutionRule> transformedRules = calcConfig.getResolutionRuleTransform().transform(_rules);
    compilationContext.setComputationTargetResults(new ComputationTargetResults(transformedRules));
    final DefaultCompiledFunctionResolver functionResolver = new DefaultCompiledFunctionResolver(compilationContext, transformedRules);
    functionResolver.compileRules();
    builder.setFunctionResolver(functionResolver);
    compilationContext.init();
    builder.setCompilationContext(compilationContext);
    return builder;
  }

View Full Code Here

0 1 2

TOP

Related Classes of com.opengamma.engine.depgraph.DependencyGraphBuilder

com.opengamma.engine.ComputationTarget

com.opengamma.engine.ComputationTargetSpecification

com.opengamma.engine.view.compilation.ViewCompilationContext

com.opengamma.engine.view.compilation.ViewDefinitionCompiler$CompilationTask

com.opengamma.engine.view.compilation.ViewDefinitionCompiler$IncrementalCompilationTask

com.opengamma.engine.view.impl.ResultOutputModeTest

com.opengamma.financial.depgraph.rest.DependencyGraphTraceBuilder

com.opengamma.financial.property.DefaultPropertyFunctionsTest

java.util.zip.GZIPOutputStream

com.opengamma.OpenGammaRuntimeException

All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.