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.

    _marketDataSpecRepo = marketDataSpecificationRepository;
    List<MarketDataSpecification> requestedMarketDataSpecs = viewRequest.getMarketDataSpecs();
    List<MarketDataSpecification> actualMarketDataSpecs = fixMarketDataSpecs(requestedMarketDataSpecs);


    // TODO - At this point we need to pick up a shift specification from the UI - for now we'll add the NoOp
    MarketDataSelector marketDataSelector = NoOpMarketDataSelector.getInstance();


    ViewCycleExecutionOptions defaultOptions =
        ViewCycleExecutionOptions
            .builder()
            .setValuationTime(viewRequest.getValuationTime())

View Full Code Here


  /** if no criteria are specified the selector should match any curve */
  @Test
  public void noCriteria() {
    YieldCurveSelector.Builder curve = new YieldCurveSelector.Builder(SCENARIO);
    MarketDataSelector selector = curve.getSelector();
    assertEquals(selector, selector.findMatchingSelector(structureId("curveName1"), CALC_CONFIG_NAME, _resolver));
    assertEquals(selector, selector.findMatchingSelector(structureId("curveName2"), CALC_CONFIG_NAME, _resolver));
  }

View Full Code Here

  public void singleName() {
    String curveName = "curveName";
    String calcConfigName = "calcConfigName";
    YieldCurveSelector.Builder curve = new YieldCurveSelector.Builder(SCENARIO);
    curve.named(curveName);
    MarketDataSelector selector = curve.getSelector();
    assertEquals(selector, selector.findMatchingSelector(structureId(curveName), calcConfigName, _resolver));
    assertNull(selector.findMatchingSelector(structureId("otherName"), calcConfigName, _resolver));
  }

View Full Code Here

  public void multipleNames() {
    String curveName1 = "curveName1";
    String curveName2 = "curveName2";
    YieldCurveSelector.Builder curve = new YieldCurveSelector.Builder(SCENARIO);
    curve.named(curveName1, curveName2);
    MarketDataSelector selector = curve.getSelector();
    assertEquals(selector, selector.findMatchingSelector(structureId(curveName1), CALC_CONFIG_NAME, _resolver));
    assertEquals(selector, selector.findMatchingSelector(structureId(curveName2), CALC_CONFIG_NAME, _resolver));
    assertNull(selector.findMatchingSelector(structureId("otherName"), CALC_CONFIG_NAME, _resolver));
  }

View Full Code Here


  /** don't match if the calc config name doesn't match */
  @Test
  public void calcConfigName() {
    YieldCurveSelector.Builder curve = new YieldCurveSelector.Builder(new Scenario("foo").calculationConfigurations(CALC_CONFIG_NAME));
    MarketDataSelector selector = curve.getSelector();
    assertNull(selector.findMatchingSelector(structureId("curveName"), "otherCalcConfigName", _resolver));
  }

View Full Code Here

  public void nameMatches() {
    String curve3M = "curve3M";
    String curve6M = "curve6M";
    YieldCurveSelector.Builder curve = new YieldCurveSelector.Builder(SCENARIO);
    curve.nameMatches(".*3M");
    MarketDataSelector selector = curve.getSelector();
    assertEquals(selector, selector.findMatchingSelector(structureId(curve3M), CALC_CONFIG_NAME, _resolver));
    assertNull(selector.findMatchingSelector(structureId(curve6M), CALC_CONFIG_NAME, _resolver));
  }

View Full Code Here

    String curve3M = "curve3M";
    String curve6M = "curve6M";


    YieldCurveSelector.Builder curve1 = new YieldCurveSelector.Builder(SCENARIO);
    curve1.nameLike("*3M");
    MarketDataSelector selector1 = curve1.getSelector();
    assertEquals(selector1, selector1.findMatchingSelector(structureId(curve3M), CALC_CONFIG_NAME, _resolver));
    assertNull(selector1.findMatchingSelector(structureId(curve6M), CALC_CONFIG_NAME, _resolver));


    YieldCurveSelector.Builder curve2 = new YieldCurveSelector.Builder(SCENARIO);
    curve2.nameLike("curve?M");
    MarketDataSelector selector2 = curve2.getSelector();
    assertEquals(selector2, selector2.findMatchingSelector(structureId(curve3M), CALC_CONFIG_NAME, _resolver));
    assertEquals(selector2, selector2.findMatchingSelector(structureId(curve6M), CALC_CONFIG_NAME, _resolver));
  }

View Full Code Here

  /** match if the curve currency is specified */
  @Test
  public void singleCurrency() {
    YieldCurveSelector.Builder curve = new YieldCurveSelector.Builder(SCENARIO);
    curve.currencies("GBP");
    MarketDataSelector selector = curve.getSelector();
    String curveName = "curveName";
    StructureIdentifier structure1 = StructureIdentifier.of(new YieldCurveKey(Currency.GBP, curveName));
    StructureIdentifier structure2 = StructureIdentifier.of(new YieldCurveKey(Currency.USD, curveName));
    assertEquals(selector, selector.findMatchingSelector(structure1, CALC_CONFIG_NAME, _resolver));
    assertNull(selector.findMatchingSelector(structure2, CALC_CONFIG_NAME, _resolver));
  }

View Full Code Here

  /** match if the curve currency matches any of the specified currency codes */
  @Test
  public void multipleCurrencies() {
    YieldCurveSelector.Builder curve = new YieldCurveSelector.Builder(SCENARIO);
    curve.currencies("GBP", "USD");
    MarketDataSelector selector = curve.getSelector();
    String curveName = "curveName";
    StructureIdentifier structure1 = StructureIdentifier.of(new YieldCurveKey(Currency.GBP, curveName));
    StructureIdentifier structure2 = StructureIdentifier.of(new YieldCurveKey(Currency.USD, curveName));
    StructureIdentifier structure3 = StructureIdentifier.of(new YieldCurveKey(Currency.AUD, curveName));
    assertEquals(selector, selector.findMatchingSelector(structure1, CALC_CONFIG_NAME, _resolver));
    assertEquals(selector, selector.findMatchingSelector(structure2, CALC_CONFIG_NAME, _resolver));
    assertNull(selector.findMatchingSelector(structure3, CALC_CONFIG_NAME, _resolver));
  }

View Full Code Here

    YieldCurveSelector.Builder curve = new YieldCurveSelector.Builder(SCENARIO);
    String curveName1 = "curveName1";
    String curveName2 = "curveName2";
    String curveName3 = "curveName3";
    curve.named(curveName1, curveName2).currencies("USD", "GBP");
    MarketDataSelector selector = curve.getSelector();
    StructureIdentifier structure1 = StructureIdentifier.of(new YieldCurveKey(Currency.GBP, curveName1));
    StructureIdentifier structure2 = StructureIdentifier.of(new YieldCurveKey(Currency.USD, curveName2));
    StructureIdentifier structure3 = StructureIdentifier.of(new YieldCurveKey(Currency.AUD, curveName1));
    StructureIdentifier structure4 = StructureIdentifier.of(new YieldCurveKey(Currency.USD, curveName3));
    assertEquals(selector, selector.findMatchingSelector(structure1, CALC_CONFIG_NAME, _resolver));
    assertEquals(selector, selector.findMatchingSelector(structure2, CALC_CONFIG_NAME, _resolver));
    assertNull(selector.findMatchingSelector(structure3, CALC_CONFIG_NAME, _resolver));
    assertNull(selector.findMatchingSelector(structure4, CALC_CONFIG_NAME, _resolver));
  }

View Full Code Here

0 1

TOP

Related Classes of com.opengamma.engine.marketdata.manipulator.MarketDataSelector

com.opengamma.engine.view.execution.MergingViewCycleExecutionSequence

com.opengamma.engine.view.worker.SingleThreadViewProcessWorker

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

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

com.opengamma.web.analytics.AnalyticsViewClientConnection

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.