Examples of com.opengamma.engine.marketdata.availability.MarketDataAvailabilityProvider

Package com.opengamma.engine.marketdata.availability

Examples of com.opengamma.engine.marketdata.availability.MarketDataAvailabilityProvider

com.opengamma.engine.marketdata.availability.MarketDataAvailabilityProvider
Used to obtain the availability status of market data for a given {@link MarketDataProvider} instance.
For example, in dependency graph building, this is used to decide whether a requirement can be satisfied directly from market data, or whether a function is required to produce the requirement.

    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()) {

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      super.removeValue(valueSpecification);
    }


    @Override
    public MarketDataAvailabilityProvider getAvailabilityProvider(final MarketDataSpecification marketDataSpec) {
      final MarketDataAvailabilityProvider underlying = super.getAvailabilityProvider(marketDataSpec);
      return new MarketDataAvailabilityProvider() {


        @Override
        public ValueSpecification getAvailability(final ComputationTargetSpecification targetSpec, final Object target, final ValueRequirement desiredValue) {
          synchronized (SynchronousInMemoryLKVSnapshotProvider.this) {
            return underlying.getAvailability(targetSpec, target, desiredValue);
          }
        }


        @Override
        public MarketDataAvailabilityFilter getAvailabilityFilter() {
          throw new UnsupportedOperationException();
        }


        @Override
        public Serializable getAvailabilityHintKey() {
          return underlying.getAvailabilityHintKey();
        }


      };
    }

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    final FunctionResolver functionResolver = _repo.getInstance(FunctionResolver.class, "main");
    final FunctionExclusionGroups functionExclusionGroups = _repo.getInstance(FunctionExclusionGroups.class, "main");
    final DependencyGraphBuilderFactory dependencyGraphBuilder = new DependencyGraphBuilderFactory();
    dependencyGraphBuilder.setFunctionExclusionGroups(functionExclusionGroups);
    configureDependencyGraphBuilder(dependencyGraphBuilder);
    final MarketDataAvailabilityProvider mdap = new OptimisticMarketDataAvailabilityFilter().withProvider(new DefaultMarketDataAvailabilityProvider());
    return new ViewCompilationServices(mdap, functionResolver, cfs.getFunctionCompilationContext(), cfs.getExecutorService(), dependencyGraphBuilder);
  }

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  }


  @Test
  public void testGetAvailabilityAndQuery() {
    final UserMarketDataSnapshot snapshot = createSnapshot();
    final MarketDataAvailabilityProvider provider = snapshot.getAvailabilityProvider();
    final ComputationTargetSpecification target = ComputationTargetSpecification.of(Currency.USD);
    ValueSpecification specification = provider.getAvailability(target, Currency.USD,
        new ValueRequirement(ValueRequirementNames.YIELD_CURVE_MARKET_DATA, target, ValueProperties.with(ValuePropertyNames.CURVE, "testCurve").get()));
    assertNotNull(specification);
    assertNotNull(snapshot.query(specification));
    assertEquals(123d, ((SnapshotDataBundle) snapshot.query(specification)).getDataPoint(ExternalId.of("TestScheme", "Value1")));
    specification = provider.getAvailability(target, Currency.USD,
        new ValueRequirement(ValueRequirementNames.YIELD_CURVE_MARKET_DATA, target, ValueProperties.with(ValuePropertyNames.CURVE, "testCurve").with("SomethingElse", "Value").get()));
    assertNull(specification);
    // TODO: Test the surface, cube and global values
  }

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    public CompositeAvailabilityProvider(final List<MarketDataProvider> providers, final List<MarketDataSpecification> specs) {
      _providers = new ArrayList<MarketDataAvailabilityProvider>(providers.size());
      final ArrayList<Serializable> cacheHints = new ArrayList<Serializable>(providers.size());
      for (int i = 0; i < providers.size(); i++) {
        final MarketDataAvailabilityProvider availabilityProvider = providers.get(i).getAvailabilityProvider(specs.get(i));
        _providers.add(availabilityProvider);
        cacheHints.add(availabilityProvider.getAvailabilityHintKey());
      }
      _cacheHint = cacheHints;
    }

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     */
    @Override
    public ValueSpecification getAvailability(final ComputationTargetSpecification targetSpec, final Object target, final ValueRequirement desiredValue) {
      MarketDataNotSatisfiableException missing = null;
      for (int i = 0; i < _providers.size(); i++) {
        final MarketDataAvailabilityProvider provider = _providers.get(i);
        try {
          final ValueSpecification underlying = provider.getAvailability(targetSpec, target, desiredValue);
          if (underlying != null) {
            return convertUnderlyingSpecification(i, underlying);
          }
        } catch (final MarketDataNotSatisfiableException e) {
          missing = e;

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          } while (false);
          executionCacheLocks.getFirst().lock();
          broadLock = true;
        }
      }
      final MarketDataAvailabilityProvider availabilityProvider = _marketDataManager.getAvailabilityProvider();
      final ViewCompilationServices compilationServices = getProcessContext().asCompilationServices(availabilityProvider);
      if (previousGraphs != null) {
        s_logger.info("Performing incremental graph compilation");
        _compilationTask = ViewDefinitionCompiler.incrementalCompileTask(getViewDefinition(), compilationServices, valuationTime, versionCorrection, previousGraphs, previousResolutions,
            changedPositions, unchangedNodes);

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   * @param marketDataSpec the market data specification, not null
   * @return the provider, not null
   */
  @Override
  public MarketDataAvailabilityProvider getAvailabilityProvider(final MarketDataSpecification marketDataSpec) {
    return new MarketDataAvailabilityProvider() {


      private final MarketDataAvailabilityProvider _preferredProvider = _preferred.getAvailabilityProvider(marketDataSpec);
      private final MarketDataAvailabilityProvider _fallbackProvider = _fallBack.getAvailabilityProvider(marketDataSpec);


      @Override

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  // MarketDataProvider


  public MarketDataAvailabilityProvider getAvailabilityProvider() {
    assertInitialized();
    final MarketDataAvailabilityProvider unstructured = _unstructured.getAvailabilityProvider(MarketData.live());
    return new MarketDataAvailabilityProvider() {


      @Override
      public ValueSpecification getAvailability(final ComputationTargetSpecification targetSpec, final Object target, final ValueRequirement desiredValue) {
        final StructuredMarketDataHandler handler = s_structuredDataHandler.get(desiredValue.getValueName());
        if (handler == null) {
          return unstructured.getAvailability(targetSpec, target, desiredValue);
        } else {
          return handler.resolve(targetSpec, target, desiredValue, getSnapshot());
        }
      }

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      super.removeValue(valueSpecification);
    }


    @Override
    public MarketDataAvailabilityProvider getAvailabilityProvider(final MarketDataSpecification marketDataSpec) {
      final MarketDataAvailabilityProvider underlying = super.getAvailabilityProvider(marketDataSpec);
      return new MarketDataAvailabilityProvider() {


        @Override
        public ValueSpecification getAvailability(final ComputationTargetSpecification targetSpec, final Object target, final ValueRequirement desiredValue) {
          synchronized (SynchronousInMemoryLKVSnapshotProvider.this) {
            return underlying.getAvailability(targetSpec, target, desiredValue);
          }
        }


        @Override
        public MarketDataAvailabilityFilter getAvailabilityFilter() {
          throw new UnsupportedOperationException();
        }


        @Override
        public Serializable getAvailabilityHintKey() {
          return underlying.getAvailabilityHintKey();
        }


      };
    }

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