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.

   * Builds the dependency graph trace with the configured params.
   * @param properties the properties to use
   * @return the built trace object
   */
  public DependencyGraphBuildTrace build(DependencyGraphTraceBuilderProperties properties) {
    final DependencyGraphBuilder builder = _builderContext.getDependencyGraphBuilderFactory().newInstance();
    builder.setCalculationConfigurationName(properties.getCalculationConfigurationName());
    final FunctionCompilationContext context = _builderContext.getFunctionCompilationContext().clone();
    final ViewDefinition definition = new ViewDefinition("Mock View", "Test");
    final ViewCalculationConfiguration calcConfig = new ViewCalculationConfiguration(definition, properties.getCalculationConfigurationName());
    calcConfig.setDefaultProperties(properties.getDefaultProperties());
    context.setViewCalculationConfiguration(calcConfig);
    context.setComputationTargetResolver(context.getRawComputationTargetResolver().atVersionCorrection(properties.getResolutionTime()));
    builder.setCompilationContext(context);
    final Collection<ResolutionRule> rules = _builderContext.getFunctionResolver().compile((properties.getValuationTime() != null) ? properties.getValuationTime() : Instant.now())
        .getAllResolutionRules();
    // TODO: allow transformation rules
    final DefaultCompiledFunctionResolver functions = new DefaultCompiledFunctionResolver(context, rules);
    functions.compileRules();
    builder.setFunctionResolver(functions);
    builder.setFunctionExclusionGroups(_builderContext.getFunctionExclusionGroups());
    // TODO this isn't used. is this OK?
    final UserPrincipal marketDataUser = UserPrincipal.getLocalUser();
    final MarketDataProviderResolver resolver = _builderContext.getMarketDataProviderResolver();
    List<MarketDataSpecification> marketData = properties.getMarketData();
    if (marketData == null || marketData.isEmpty()) {
      marketData = Collections.<MarketDataSpecification>singletonList(MarketData.live());
    }
    
    MarketDataAvailabilityProvider availabilityProvider = new SnapshottingViewExecutionDataProvider(marketDataUser, marketData, resolver).getAvailabilityProvider();
    builder.setMarketDataAvailabilityProvider(availabilityProvider);
    final ResolutionFailureAccumulator resolutionFailureAccumulator = new ResolutionFailureAccumulator();
    builder.setResolutionFailureListener(resolutionFailureAccumulator);
    builder.setDisableFailureReporting(false);
    for (final ValueRequirement requirement : properties.getRequirements()) {
      builder.addTarget(requirement);
    }
    DependencyGraph dependencyGraph = builder.getDependencyGraph();
    List<ResolutionFailure> resolutionFailures = resolutionFailureAccumulator.getResolutionFailures();


    DependencyGraphBuildTrace graphBuildTrace = DependencyGraphBuildTrace.of(
        dependencyGraph,
        builder.getExceptions(),
        resolutionFailures,
        builder.getValueRequirementMapping());


    return graphBuildTrace;


  }

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public class ResultOutputModeTest {


  public void testOutputModes() {
    DepGraphTestHelper helper = new DepGraphTestHelper();
    helper.addFunctionProducing1and2();
    DependencyGraphBuilder builder = helper.createBuilder(null);
    builder.addTarget(Collections.singleton(helper.getRequirement1()));
    DependencyGraph graph = builder.getDependencyGraph();
    graph.removeUnnecessaryValues();
    
    assertEquals(1, graph.getDependencyNodes().size());
    DependencyNode functionNode = graph.getDependencyNodes().iterator().next();

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    assertEquals(res1.getProperty("FundingCurve"), "DefaultFunding");
    assertEquals(res1.getProperty("Currency"), "USD");
  }


  public void testTradeOverride() {
    final DependencyGraphBuilder builder = createBuilder();
    final PositionSource positions = builder.getCompilationContext().getPortfolioStructure().getPositionSource();
    final ValueRequirement req1 = createValueRequirement(ComputationTargetSpecification.of(getTrade(positions, "Trade")),
        ValueProperties.with("ForwardCurve", "BarForward").with("FundingCurve", "BarFunding").get());
    final ValueRequirement req2 = createValueRequirement(ComputationTargetSpecification.of(getTrade(positions, "TradeAttr")),
        ValueProperties.with("ForwardCurve", "BarForward").with("FundingCurve", "BarFunding").get());
    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"), "BarForward");
    assertEquals(res2.getProperty("FundingCurve"), "BarFunding");

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


  public void testPortfolioNodeGeneric() {
    final DependencyGraphBuilder builder = createBuilder();
    final ViewCalculationConfiguration config = builder.getCompilationContext().getViewCalculationConfiguration();
    config.setDefaultProperties(ValueProperties.with("PORTFOLIO_NODE.Present Value.DEFAULT_ForwardCurve", "BarForward").with("PORTFOLIO_NODE.*.DEFAULT_FundingCurve", "BarFunding").get());
    final PositionSource positions = builder.getCompilationContext().getPortfolioStructure().getPositionSource();
    final ValueRequirement req1 = createValueRequirement(ComputationTargetSpecification.of(getPortfolioNode(positions, "Position")), ValueProperties.none());
    final ValueRequirement req2 = createValueRequirement(ComputationTargetSpecification.of(getPortfolioNode(positions, "PositionAttr")), 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"), "BarForward");
    assertEquals(res2.getProperty("FundingCurve"), "BarFunding");

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


  public void testPortfolioNodeSpecific() {
    final DependencyGraphBuilder builder = createBuilder();
    final ViewCalculationConfiguration config = builder.getCompilationContext().getViewCalculationConfiguration();
    final PositionSource positions = builder.getCompilationContext().getPortfolioStructure().getPositionSource();
    final PortfolioNode node1 = getPortfolioNode(positions, "PositionAttr");
    config.setDefaultProperties(ValueProperties.with("PORTFOLIO_NODE.Present Value.DEFAULT_ForwardCurve." + node1.getUniqueId(), "BarForward")
        .with("PORTFOLIO_NODE.*.DEFAULT_FundingCurve." + node1.getUniqueId(), "BarFunding").get());
    final ValueRequirement req1 = createValueRequirement(ComputationTargetSpecification.of(node1), ValueProperties.none());
    final ValueRequirement req2 = createValueRequirement(ComputationTargetSpecification.of(getPortfolioNode(positions, "Position")), 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");

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


  public void testPortfolioNodeSpecificOverride() {
    final DependencyGraphBuilder builder = createBuilder();
    final ViewCalculationConfiguration config = builder.getCompilationContext().getViewCalculationConfiguration();
    final PositionSource positions = builder.getCompilationContext().getPortfolioStructure().getPositionSource();
    final PortfolioNode node1 = getPortfolioNode(positions, "PositionAttr");
    config.setDefaultProperties(ValueProperties.with("PORTFOLIO_NODE.Present Value.DEFAULT_ForwardCurve." + node1.getUniqueId(), "BarForward")
        .with("PORTFOLIO_NODE.Present Value.DEFAULT_FundingCurve." + node1.getUniqueId(), "BarFunding").with("PORTFOLIO_NODE.*.DEFAULT_ForwardCurve", "GenericForward")
        .with("PORTFOLIO_NODE.*.DEFAULT_FundingCurve", "GenericFunding").get());
    final ValueRequirement req1 = createValueRequirement(ComputationTargetSpecification.of(node1), ValueProperties.none());
    final ValueRequirement req2 = createValueRequirement(ComputationTargetSpecification.of(getPortfolioNode(positions, "Position")), 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");

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


  public void testPositionGeneric() {
    final DependencyGraphBuilder builder = createBuilder();
    final ViewCalculationConfiguration config = builder.getCompilationContext().getViewCalculationConfiguration();
    config.setDefaultProperties(ValueProperties.with("POSITION.*.DEFAULT_ForwardCurve", "BarForward").with("POSITION.Present Value.DEFAULT_FundingCurve", "BarFunding").get());
    final PositionSource positions = builder.getCompilationContext().getPortfolioStructure().getPositionSource();
    final ValueRequirement req1 = createValueRequirement(ComputationTargetSpecification.of(getPosition(positions, "Position")), ValueProperties.none());
    final ValueRequirement req2 = createValueRequirement(ComputationTargetSpecification.of(getPosition(positions, "PositionAttr")), 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"), "BarForward");
    assertEquals(res2.getProperty("FundingCurve"), "BarFunding");

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


  public void testPositionSpecific() {
    final DependencyGraphBuilder builder = createBuilder();
    final ViewCalculationConfiguration config = builder.getCompilationContext().getViewCalculationConfiguration();
    final PositionSource positions = builder.getCompilationContext().getPortfolioStructure().getPositionSource();
    final Position position1 = getPosition(positions, "PositionAttr");
    config.setDefaultProperties(ValueProperties.with("POSITION.Present Value.DEFAULT_ForwardCurve." + position1.getUniqueId(), "BarForward")
        .with("POSITION.*.DEFAULT_FundingCurve." + position1.getUniqueId(), "BarFunding").get());
    final ValueRequirement req1 = createValueRequirement(ComputationTargetSpecification.of(position1), ValueProperties.none());
    final ValueRequirement req2 = createValueRequirement(ComputationTargetSpecification.of(getPosition(positions, "Position")), 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");

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


  public void testPositionSpecificOverride() {
    final DependencyGraphBuilder builder = createBuilder();
    final ViewCalculationConfiguration config = builder.getCompilationContext().getViewCalculationConfiguration();
    final PositionSource positions = builder.getCompilationContext().getPortfolioStructure().getPositionSource();
    final Position position1 = getPosition(positions, "PositionAttr");
    config.setDefaultProperties(ValueProperties.with("POSITION.Present Value.DEFAULT_ForwardCurve." + position1.getUniqueId(), "BarForward")
        .with("POSITION.*.DEFAULT_FundingCurve." + position1.getUniqueId(), "BarFunding").with("POSITION.*.DEFAULT_ForwardCurve", "GenericForward")
        .with("POSITION.Present Value.DEFAULT_FundingCurve", "GenericFunding").get());
    final ValueRequirement req1 = createValueRequirement(ComputationTargetSpecification.of(position1), ValueProperties.none());
    final ValueRequirement req2 = createValueRequirement(ComputationTargetSpecification.of(getPosition(positions, "Position")), 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");

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


  public void testPositionAttribute() {
    final DependencyGraphBuilder builder = createBuilder();
    final PositionSource positions = builder.getCompilationContext().getPortfolioStructure().getPositionSource();
    final ValueRequirement req1 = createValueRequirement(ComputationTargetSpecification.of(getPosition(positions, "PositionAttr")), 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");
  }

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