Package com.opengamma.engine.target

Examples of com.opengamma.engine.target.ComputationTargetRequirement

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  public void testBuild_ok() {

    DependencyGraphTraceBuilder builder = createBuilder();

    ComputationTargetRequirement ct1 = new ComputationTargetRequirement(ComputationTargetType.parse("PRIMITIVE"), ExternalId.parse("Foo~1"));
    ValueRequirement req1 = parseValueRequirement(MarketDataRequirementNames.MARKET_VALUE, ct1);
    ComputationTargetRequirement ct2 = new ComputationTargetRequirement(ComputationTargetType.parse("PRIMITIVE"), ExternalId.parse("Foo~2"));
    ValueRequirement req2 = parseValueRequirement(MarketDataRequirementNames.MARKET_VALUE, ct2);

    DependencyGraphTraceBuilderProperties properties = new DependencyGraphTraceBuilderProperties();
    properties = properties.addRequirement(req1).addRequirement(req2);
    DependencyGraphBuildTrace obj = builder.build(properties);
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  }

  public void testBuild_exceptions() {
    DependencyGraphTraceBuilder builder = createBuilder();

    ComputationTargetRequirement ct1 = new ComputationTargetRequirement(ComputationTargetType.parse("PRIMITIVE"), ExternalId.parse("Foo~1"));
    ValueRequirement req1 = parseValueRequirement(MarketDataRequirementNames.MARKET_VALUE, ct1);
    ComputationTargetSpecification ct2 = new ComputationTargetSpecification(ComputationTargetType.parse("PRIMITIVE"), UniqueId.parse("Foo~Bar"));
    ValueRequirement req2 = parseValueRequirement(ValueRequirementNames.FAIR_VALUE, ct2);

    DependencyGraphTraceBuilderProperties properties = new DependencyGraphTraceBuilderProperties();
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  @Test
  public void testGetRequirements() {
    ComputationTarget target = new ComputationTarget(CurrencyPair.TYPE, CurrencyPair.parse("GBP/USD"));
    Set<ValueRequirement> requirements = _function.getRequirements(_functionCompilationContext, target, new ValueRequirement(ValueRequirementNames.SPOT_RATE, target.toSpecification()));
    assertEquals(Iterables.getOnlyElement(requirements),
        new ValueRequirement(ValueRequirementNames.SPOT_RATE, new ComputationTargetRequirement(CurrencyMatrixResolver.TYPE, ExternalId.of(CurrencyMatrixResolver.IDENTIFIER_SCHEME, "Foo")),
            ValueProperties.with(AbstractCurrencyMatrixSourcingFunction.SOURCE_CURRENCY_PROPERTY, "USD").with(AbstractCurrencyMatrixSourcingFunction.TARGET_CURRENCY_PROPERTY, "GBP").get()));
    requirements = _function.getRequirements(_functionCompilationContext, target,
        new ValueRequirement(ValueRequirementNames.SPOT_RATE, target.toSpecification(), ValueProperties.with(CurrencyMatrixLookupFunction.CURRENCY_MATRIX_NAME_PROPERTY, "Bar").get()));
    assertEquals(Iterables.getOnlyElement(requirements),
        new ValueRequirement(ValueRequirementNames.SPOT_RATE, new ComputationTargetRequirement(CurrencyMatrixResolver.TYPE, ExternalId.of(CurrencyMatrixResolver.IDENTIFIER_SCHEME, "Bar")),
            ValueProperties.with(AbstractCurrencyMatrixSourcingFunction.SOURCE_CURRENCY_PROPERTY, "USD").with(AbstractCurrencyMatrixSourcingFunction.TARGET_CURRENCY_PROPERTY, "GBP").get()));
    requirements = _function.getRequirements(_functionCompilationContext, target,
        new ValueRequirement(ValueRequirementNames.SPOT_RATE, target.toSpecification(), ValueProperties.with(CurrencyMatrixLookupFunction.CURRENCY_MATRIX_NAME_PROPERTY, "Bar", "Foo").get()));
    assertEquals(
        Iterables.getOnlyElement(requirements),
        new ValueRequirement(ValueRequirementNames.SPOT_RATE, new ComputationTargetRequirement(CurrencyMatrixResolver.TYPE, ExternalIdBundle.of(
            ExternalId.of(CurrencyMatrixResolver.IDENTIFIER_SCHEME, "Foo"), ExternalId.of(CurrencyMatrixResolver.IDENTIFIER_SCHEME, "Bar"))),
            ValueProperties.with(AbstractCurrencyMatrixSourcingFunction.SOURCE_CURRENCY_PROPERTY, "USD").with(AbstractCurrencyMatrixSourcingFunction.TARGET_CURRENCY_PROPERTY, "GBP").get()));
    requirements = _function.getRequirements(_functionCompilationContext, target,
        new ValueRequirement(ValueRequirementNames.SPOT_RATE, target.toSpecification(), ValueProperties.withAny(CurrencyMatrixLookupFunction.CURRENCY_MATRIX_NAME_PROPERTY).get()));
    assertEquals(Iterables.getOnlyElement(requirements),
        new ValueRequirement(ValueRequirementNames.SPOT_RATE, new ComputationTargetRequirement(CurrencyMatrixResolver.TYPE, ExternalId.of(CurrencyMatrixResolver.IDENTIFIER_SCHEME, "Foo")),
            ValueProperties.with(AbstractCurrencyMatrixSourcingFunction.SOURCE_CURRENCY_PROPERTY, "USD").with(AbstractCurrencyMatrixSourcingFunction.TARGET_CURRENCY_PROPERTY, "GBP").get()));
  }
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        _functionCompilationContext,
        target,
        ImmutableMap.of(
            new ValueSpecification(ValueRequirementNames.SPOT_RATE, new ComputationTargetSpecification(CurrencyMatrixResolver.TYPE, UniqueId.of("Matrix", "0")), ValueProperties.with(
                ValuePropertyNames.FUNCTION, "Test").get()),
            new ValueRequirement(ValueRequirementNames.SPOT_RATE, new ComputationTargetRequirement(CurrencyMatrixResolver.TYPE, ExternalId.of(CurrencyMatrixResolver.IDENTIFIER_SCHEME, "Foo")))));
    assertEquals(
        Iterables.getOnlyElement(results),
        new ValueSpecification(ValueRequirementNames.SPOT_RATE, target.toSpecification(), ValueProperties.with(ValuePropertyNames.FUNCTION, "currencyMatrixLookup")
            .with(CurrencyMatrixLookupFunction.CURRENCY_MATRIX_NAME_PROPERTY, "Foo").get()));
  }
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    ValueRequirement outRequirement = new ValueRequirement(ValueRequirementNames.SPOT_RATE, _matrixTarget.toSpecification(), ValueProperties
        .with(AbstractCurrencyMatrixSourcingFunction.SOURCE_CURRENCY_PROPERTY, "USD").with(AbstractCurrencyMatrixSourcingFunction.TARGET_CURRENCY_PROPERTY, "GBP")
        .with(ValuePropertyNames.FUNCTION, "CMSF").get());
    Set<ValueRequirement> inRequirements = _function.getRequirements(_functionCompilationContext, _matrixTarget, outRequirement);
    assertEquals(1, inRequirements.size());
    final ComputationTargetRequirement inRequirementTarget = new ComputationTargetRequirement(ComputationTargetType.PRIMITIVE, ExternalId.of("LiveData", "USD_GBP"));
    for (ValueRequirement requirement : inRequirements) {
      assertEquals(requirement.getValueName(), MarketDataRequirementNames.MARKET_VALUE);
      assertEquals(requirement.getTargetReference(), inRequirementTarget);
      assertTrue(requirement.getConstraints().isSatisfiedBy(ValueProperties.none()));
    }
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    final EquityVarianceSwapSecurity security = (EquityVarianceSwapSecurity) target.getSecurity();
    ExternalId underlyingId = security.getSpotUnderlyingId();
    if (underlyingId.getScheme().equals(ExternalSchemes.BLOOMBERG_TICKER)) {
      underlyingId = ExternalId.of(ExternalSchemes.BLOOMBERG_TICKER_WEAK, underlyingId.getValue());
    }
    final ComputationTargetRequirement underlyingTarget = ComputationTargetRequirement.of(underlyingId);
    final ValueRequirement spotRequirement = new ValueRequirement(MarketDataRequirementNames.MARKET_VALUE, underlyingTarget);
    final Currency currency = FinancialSecurityUtils.getCurrency(security);
    final ValueRequirement discountingCurveRequirement = getCurveRequirement(currency, desiredValue);
    final ValueRequirement dividendsRequirement = getDividendRequirement(underlyingTarget);
    final ValueRequirement forwardCurveRequirement = getForwardCurveRequirement(underlyingTarget, desiredValue);
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    String valueName = "test1";
    String targetType = "POSITION";
    String idStr = "GOLDMAN~Foo1";
    ExternalId id = ExternalId.parse(idStr);

    properties = properties.addRequirement(new ValueRequirement(valueName, new ComputationTargetRequirement(ComputationTargetType.POSITION, id)));

    URI uri = _provider.buildUri(properties);

    String uriStr = decode(uri);
    assertTrue(uriStr.contains("requirement/" + valueName + "/" + targetType + "/" + idStr));
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  }

  public void testBuild_failures() {
    DependencyGraphTraceBuilder builder = createBuilder();

    ComputationTargetRequirement ct1 = new ComputationTargetRequirement(ComputationTargetType.parse("PRIMITIVE"), ExternalId.parse("Bar~1"));
    ValueRequirement req1 = parseValueRequirement(MarketDataRequirementNames.MARKET_VALUE, ct1);
    ComputationTargetSpecification ct2 = new ComputationTargetSpecification(ComputationTargetType.parse("PRIMITIVE"), UniqueId.parse("Bar~2"));
    ValueRequirement req2 = parseValueRequirement(ValueRequirementNames.PRESENT_VALUE, ct2);

    DependencyGraphTraceBuilderProperties properties = new DependencyGraphTraceBuilderProperties();
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  }

  @Test
  public void requirements() {
    Set<ValueRequirement> requirements = Collections.singleton(new ValueRequirement("testValue", new ComputationTargetRequirement(ComputationTargetType.POSITION, ExternalId.of("GOLDMAN", "FOO1"))));

    final DependencyGraphTraceBuilderProperties builder1 = createBuilder();
    Collection<ValueRequirement> defaultRequirements = builder1.getRequirements();
    final DependencyGraphTraceBuilderProperties builder2 = builder1.requirements(requirements);
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    if (!(security instanceof IRFutureOptionSecurity)) {
      return false;
    }
    // REVIEW Andrew 2012-01-17 -- This shouldn't be necessary; the securities in the master should be logically correct and not refer to incorrect or missing underlyings
    final ExternalId identifier = ((IRFutureOptionSecurity) security).getUnderlyingId();
    final ComputationTargetRequirement underlyingTarget = new ComputationTargetRequirement(ComputationTargetType.SECURITY, identifier);
    final ComputationTargetSpecification underlyingSpecification = context.getComputationTargetResolver().getSpecificationResolver().getTargetSpecification(underlyingTarget);
    if (underlyingSpecification == null) {
      s_logger.error("Loader error: " + security.getName() + " - cannot resolve underlying identifier " + identifier);
      return false;
    }
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Related Classes of com.opengamma.engine.target.ComputationTargetRequirement

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  • com.opengamma.engine.fudgemsg.ComputationTargetReferenceFudgeBuilder
  • com.opengamma.engine.fudgemsg.ComputationTargetReferenceFudgeBuilderTest
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