Examples of com.opengamma.engine.marketdata.manipulator.MarketDataSelector

Package com.opengamma.engine.marketdata.manipulator

Examples of com.opengamma.engine.marketdata.manipulator.MarketDataSelector

com.opengamma.engine.marketdata.manipulator.MarketDataSelector
Indicates a market data structure on which a shift is to be performed within the execution of a view context. A specification indicates what type and item of market data it wishes to manipulate such that when the engine compiles its dependency graph it can proxy particular market data nodes. The specification does not indicate the actual manipulation to be performed.

   * @param defaults The default options whose values are used if there are values missing in the base options, can be null
   * @return A set of merged options, not null
   */
  protected ViewCycleExecutionOptions merge(ViewCycleExecutionOptions base, ViewCycleExecutionOptions defaults) {
    List<MarketDataSpecification> marketDataSpecifications = base.getMarketDataSpecifications();
    MarketDataSelector marketDataSelector = base.getMarketDataSelector();
    Map<DistinctMarketDataSelector, FunctionParameters> functionParameters = base.getFunctionParameters();
    Instant valuationTime = base.getValuationTime();
    if (defaults != null) {
      if (marketDataSpecifications.isEmpty()) {
        marketDataSpecifications = defaults.getMarketDataSpecifications();

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   * @return a market data manipulator combined those found in the execution context and the view defintion
   */
  private MarketDataSelectionGraphManipulator createMarketDataManipulator(ViewCycleExecutionOptions executionOptions,
      Map<String, Map<DistinctMarketDataSelector, FunctionParameters>> specificSelectors) {


    MarketDataSelector executionOptionsMarketDataSelector = executionOptions != null ?
        executionOptions.getMarketDataSelector() :
        NoOpMarketDataSelector.getInstance();


    return new MarketDataSelectionGraphManipulator(executionOptionsMarketDataSelector, specificSelectors);
  }

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  @Test
  public void roundTrip() {
    Simulation simulation = new Simulation("test simulation");
    simulation.scenario("scenario1").curve().named("foo").apply().parallelShift(0.1);
    simulation.scenario("scenario2").curve().named("bar").apply().parallelShift(0.1);
    MarketDataSelector selector = CompositeMarketDataSelector.of(simulation.allSelectors());
    ViewCycleExecutionOptions options = ViewCycleExecutionOptions.builder().setMarketDataSelector(selector).create();
    List<ViewCycleExecutionOptions> optionsList = simulation.cycleExecutionOptions(options, simulation.allSelectors());
    ArbitraryViewCycleExecutionSequence sequence = new ArbitraryViewCycleExecutionSequence(optionsList);
    FudgeSerializer serializer = new FudgeSerializer(OpenGammaFudgeContext.getInstance());
    ArbitraryViewCycleExecutionSequenceFudgeBuilder fudgeBuilder = new ArbitraryViewCycleExecutionSequenceFudgeBuilder();

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com.opengamma.integration.marketdata.manipulator.dsl.SimulationToolFudgeTest

com.opengamma.integration.marketdata.manipulator.dsl.YieldCurveSelectorTest

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