Package com.opengamma.engine.function

Examples of com.opengamma.engine.function.FunctionExecutionContext

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    _conventionSource = conventionSource;
  }

  @Override
  protected FunctionExecutionContext createObject() {
    final FunctionExecutionContext context = new FunctionExecutionContext();
    context.setSecuritySource(getSecuritySource());
    context.setPortfolioStructure(new PortfolioStructure(getPositionSource()));
    if (getHistoricalTimeSeriesSource() != null) {
      OpenGammaExecutionContext.setHistoricalTimeSeriesSource(context, getHistoricalTimeSeriesSource());
    }
    if (getRegionSource() != null) {
      OpenGammaExecutionContext.setRegionSource(context, getRegionSource());
    }
    if (getOrganizationSource() != null) {
      context.setOrganizationSource(getOrganizationSource());
    }
    if (getExchangeSource() != null) {
      OpenGammaExecutionContext.setExchangeSource(context, getExchangeSource());
    }
    if (getHolidaySource() != null) {
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    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();
    final JobDispatcher jobDispatcher = new JobDispatcher(new LocalNodeJobInvoker(new SimpleCalculationNode(computationCacheSource, compilationService, executionContext, "node",
        Executors.newCachedThreadPool(), functionInvocationStatistics, new CalculationNodeLogEventListener(new ThreadLocalLogEventListener()))));
    final ViewPermissionProvider viewPermissionProvider = new DefaultViewPermissionProvider();
    final GraphExecutorStatisticsGathererProvider graphExecutorStatisticsProvider = new DiscardingGraphStatisticsGathererProvider();
    final ViewDefinition viewDefinition = new ViewDefinition("TestView", UserPrincipal.getTestUser());
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  private final LocalDate referenceDate = LocalDate.of(2010, 4, 23);
  private final LocalDate nowDate = LocalDate.of(2013, 3, 5);

  private FunctionExecutionContext mockExecutionContext() {
    final FunctionExecutionContext context = new FunctionExecutionContext();
    final ZoneId zone = ZoneId.of("UTC");
    context.setValuationClock(Clock.fixed(nowDate.atStartOfDay(zone).toInstant(), zone));
    return context;
  }
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    input.addTimeSeries(timeSeriesSpecification(1), localDateDoubleTimeSeries(10));
    input.addTimeSeries(timeSeriesSpecification(2), localDateDoubleTimeSeries(10));
    input.addTimeSeries(timeSeriesSpecification(3), localDateDoubleTimeSeries(10));
    input.addTimeSeries(timeSeriesSpecification(4), localDateDoubleTimeSeries(10));
    final FunctionInputs inputs = new FunctionInputsImpl(null, new ComputedValue(INPUT_VALUE, input));
    final Set<ComputedValue> result = FUNCTION.execute(new FunctionExecutionContext(), inputs, ComputationTarget.NULL, Collections.singleton(DESIRED_VALUE));
    assertEquals(result.size(), 1);
    final ComputedValue value = result.iterator().next();
    assertEquals(value.getValue().getClass(), DoubleLabelledMatrix2D.class);
    final DoubleLabelledMatrix2D matrix = (DoubleLabelledMatrix2D) value.getValue();
    assertEquals(matrix.getXLabels().length, 5);
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  @Test(expectedExceptions = IllegalArgumentException.class)
  public void testExecuteNoData() {
    final HistoricalViewEvaluationMarketData input = new HistoricalViewEvaluationMarketData();
    final FunctionInputs inputs = new FunctionInputsImpl(null, new ComputedValue(INPUT_VALUE, input));
    FUNCTION.execute(new FunctionExecutionContext(), inputs, ComputationTarget.NULL, Collections.singleton(DESIRED_VALUE));
  }
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    input.addTimeSeries(timeSeriesSpecification(2), localDateDoubleTimeSeries(10, 0, 5));
    input.addTimeSeries(timeSeriesSpecification(3), localDateObjectTimeSeries(10));
    input.addTimeSeries(timeSeriesSpecification(4), localDateDoubleTimeSeries(10, 0, 5));
    input.addTimeSeries(timeSeriesSpecification(5), localDateDoubleTimeSeries(0, 0, 5));
    final FunctionInputs inputs = new FunctionInputsImpl(null, new ComputedValue(INPUT_VALUE, input));
    final Set<ComputedValue> result = FUNCTION.execute(new FunctionExecutionContext(), inputs, ComputationTarget.NULL, Collections.singleton(DESIRED_VALUE));
    assertEquals(result.size(), 1);
    final ComputedValue value = result.iterator().next();
    assertEquals(value.getValue().getClass(), DoubleLabelledMatrix2D.class);
    final DoubleLabelledMatrix2D matrix = (DoubleLabelledMatrix2D) value.getValue();
    assertEquals(matrix.getXLabels().length, 3);
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    input.addTimeSeries(timeSeriesSpecification(1), localDateDoubleTimeSeries(15, 3, 7));
    input.addTimeSeries(timeSeriesSpecification(2), localDateDoubleTimeSeries(10, 1, 5));
    input.addTimeSeries(timeSeriesSpecification(3), localDateDoubleTimeSeries(15, 0, 7));
    input.addTimeSeries(timeSeriesSpecification(4), localDateDoubleTimeSeries(10, 2, 5));
    final FunctionInputs inputs = new FunctionInputsImpl(null, new ComputedValue(INPUT_VALUE, input));
    final Set<ComputedValue> result = FUNCTION.execute(new FunctionExecutionContext(), inputs, ComputationTarget.NULL, Collections.singleton(DESIRED_VALUE));
    assertEquals(result.size(), 1);
    final ComputedValue value = result.iterator().next();
    assertEquals(value.getValue().getClass(), DoubleLabelledMatrix2D.class);
    final DoubleLabelledMatrix2D matrix = (DoubleLabelledMatrix2D) value.getValue();
    assertEquals(matrix.getXLabels().length, 5);
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    input.addTimeSeries(timeSeriesSpecification(0), localDateDoubleTimeSeries(LocalDate.of(2013, 1, 1), 10));
    input.addTimeSeries(timeSeriesSpecification(1), localDateDoubleTimeSeries(LocalDate.of(2013, 1, 1), 15));
    input.addTimeSeries(timeSeriesSpecification(2), localDateDoubleTimeSeries(LocalDate.of(2013, 2, 1), 10));
    input.addTimeSeries(timeSeriesSpecification(3), localDateDoubleTimeSeries(LocalDate.of(2013, 2, 1), 15));
    final FunctionInputs inputs = new FunctionInputsImpl(null, new ComputedValue(INPUT_VALUE, input));
    FUNCTION.execute(new FunctionExecutionContext(), inputs, ComputationTarget.NULL, Collections.singleton(DESIRED_VALUE));
  }
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  private CurrencyMatrixSpotSourcingFunction _function;
  private ComputationTarget _matrixTarget;

  @BeforeMethod
  public void setupContexts() {
    _functionExecutionContext = new FunctionExecutionContext();
    _functionCompilationContext = new FunctionCompilationContext();
    SimpleCurrencyMatrix matrix = new SimpleCurrencyMatrix();
    matrix.setUniqueId(UniqueId.of("Matrix", "Test"));
    matrix.setLiveData(_currencyUSD, _currencyGBP, new ValueRequirement(MarketDataRequirementNames.MARKET_VALUE, ComputationTargetType.PRIMITIVE, ExternalId.of("LiveData", "USD_GBP")));
    matrix.setFixedConversion(_currencyEUR, _currencyGBP, _rateEUR_GBP);
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    repo.registerComponent(info, ooc);
    return ooc;
  }

  protected void initFunctionExecutionContext(final ComponentRepository repo, final LinkedHashMap<String, String> configuration, final OverrideOperationCompiler ooc) {
    final FunctionExecutionContext context = new FunctionExecutionContext();
    OpenGammaExecutionContext.setHistoricalTimeSeriesSource(context, getHistoricalTimeSeriesSource());
    OpenGammaExecutionContext.setRegionSource(context, getRegionSource());
    OpenGammaExecutionContext.setExchangeSource(context, getExchangeSource());
    OpenGammaExecutionContext.setHolidaySource(context, getHolidaySource());
    OpenGammaExecutionContext.setOrganizationSource(context, getOrganizationSource());
    OpenGammaExecutionContext.setConventionBundleSource(context, getConventionBundleSource());
    OpenGammaExecutionContext.setConventionSource(context, getConventionSource());
    OpenGammaExecutionContext.setOrganizationSource(context, getOrganizationSource());
    OpenGammaExecutionContext.setConfigSource(context, getConfigSource());
    if (getConfigMaster() != null) {
      OpenGammaExecutionContext.setConfigMaster(context, getConfigMaster());
    }
    OpenGammaExecutionContext.setOverrideOperationCompiler(context, ooc);
    context.setSecuritySource(getSecuritySource());
    context.setPortfolioStructure(new PortfolioStructure(getPositionSource()));
    if (getViewProcessor() != null) {
      OpenGammaExecutionContext.setViewProcessor(context, getViewProcessor());
    }
    final ComponentInfo info = new ComponentInfo(FunctionExecutionContext.class, getClassifier());
    repo.registerComponent(info, context);
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Related Classes of com.opengamma.engine.function.FunctionExecutionContext

  • com.opengamma.component.factory.engine.EngineContextsComponentFactory
  • com.opengamma.engine.exec.CancelExecutionTest
  • com.opengamma.engine.test.TestCalculationNode
  • com.opengamma.engine.test.ViewProcessorTestEnvironment
  • com.opengamma.financial.analytics.covariance.MarketDataCovarianceMatrixFunctionTest
  • com.opengamma.financial.analytics.timeseries.DateConstraintTest
  • com.opengamma.financial.currency.CurrencyMatrixSpotSourcingFunctionTest
  • com.opengamma.financial.generator.SecurityGenerator
  • com.opengamma.financial.OpenGammaExecutionContextFactoryBean
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