Package com.opengamma.engine.value

Examples of com.opengamma.engine.value.ValueRequirement

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    return requirements;
  }

  @Override
  public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs, final ComputationTarget target, final Set<ValueRequirement> desiredValues) {
    final ValueRequirement desiredValue = desiredValues.iterator().next();
    final String curveCalculationConfigName = desiredValue.getConstraint(ValuePropertyNames.CURVE_CALCULATION_CONFIG);
    final Set<ValueRequirement> timeSeriesRequirements = new HashSet<>();
    final HistoricalTimeSeriesBundle timeSeries = new HistoricalTimeSeriesBundle();
    final ComputationTargetSpecification targetSpec = target.toSpecification();
    for (final ComputedValue input : inputs.getAllValues()) {
      if (!input.getSpecification().getValueName().equals(ValueRequirementNames.YIELD_CURVE_SPEC)) {
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    if (!matched) {
      // No default values were found
      s_logger.debug("No matched values");
      return null;
    }
    final ValueRequirement reduction = new ValueRequirement(desiredValue.getValueName(), target.toSpecification(), constraints.get());
    s_logger.debug("Reduced to {}", reduction);
    return Collections.singleton(reduction);
  }
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  @Override
  public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs,
      final ComputationTarget target, final Set<ValueRequirement> desiredValues) {
    final ComputedValue latestHtsValue = inputs.getComputedValue(ValueRequirementNames.HISTORICAL_TIME_SERIES_LATEST);
    final ValueRequirement desiredValue = desiredValues.iterator().next();
    return Collections.singleton(new ComputedValue(new ValueSpecification(desiredValue.getValueName(), target.toSpecification(), desiredValue.getConstraints()), latestHtsValue.getValue()));
  }
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  }

  public void testAddRemoveValues() {
    final InMemoryLKVMarketDataProvider provider = new InMemoryLKVMarketDataProvider();
    assertTrue(provider.getAllValueKeys().isEmpty());
    provider.addValue(new ValueRequirement("Foo", ComputationTargetSpecification.NULL), "FooValue");
    assertEquals(provider.getAllValueKeys().size(), 1);
    provider.addValue(new ValueRequirement("Bar", ComputationTargetSpecification.NULL), "BarValue");
    assertEquals(provider.getAllValueKeys().size(), 2);
    final ExternalIdBundle identifiers = ExternalIdBundle.of(ExternalId.of("A", "1"), ExternalId.of("B", "1"));
    provider.addValue(new ValueRequirement("Foo", ComputationTargetRequirement.of(identifiers)), "FooValue");
    provider.addValue(new ValueRequirement("Bar", ComputationTargetRequirement.of(identifiers)), "BarValue");
    assertEquals(provider.getAllValueKeys().size(), 4);
    provider.removeValue(new ValueRequirement("Foo", ComputationTargetSpecification.NULL));
    assertEquals(provider.getAllValueKeys().size(), 3);
    provider.removeValue(new ValueRequirement("Bar", ComputationTargetSpecification.NULL));
    assertEquals(provider.getAllValueKeys().size(), 2);
  }
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  }

  public void testAvailabilityAndSnapshot() {
    final InMemoryLKVMarketDataProvider provider = new InMemoryLKVMarketDataProvider();
    ValueSpecification fooNull = provider.getAvailabilityProvider(MarketData.live()).getAvailability(ComputationTargetSpecification.NULL, null,
        new ValueRequirement("Foo", ComputationTargetSpecification.NULL));
    assertNull(fooNull);
    provider.addValue(new ValueRequirement("Foo", ComputationTargetSpecification.NULL), "FooValue1");
    fooNull = provider.getAvailabilityProvider(MarketData.live()).getAvailability(ComputationTargetSpecification.NULL, null, new ValueRequirement("Foo", ComputationTargetSpecification.NULL));
    assertNotNull(fooNull);
    provider.addValue(new ValueRequirement("Bar", ComputationTargetSpecification.NULL), "BarValue1");
    final ValueSpecification barNull = provider.getAvailabilityProvider(MarketData.live()).getAvailability(ComputationTargetSpecification.NULL, null,
        new ValueRequirement("Bar", ComputationTargetSpecification.NULL));
    assertNotNull(barNull);
    final ExternalIdBundle identifiers = ExternalIdBundle.of(ExternalId.of("A", "1"), ExternalId.of("B", "1"));
    provider.addValue(new ValueRequirement("Foo", ComputationTargetRequirement.of(identifiers)), "FooValue2");
    final ValueSpecification foo = provider.getAvailabilityProvider(MarketData.live()).getAvailability(ComputationTargetSpecification.of(UniqueId.of("X", "1")), identifiers,
        new ValueRequirement("Foo", ComputationTargetRequirement.of(identifiers)));
    assertNotNull(foo);
    assertEquals(provider.getAllValueKeys(), ImmutableSet.of(fooNull, barNull, foo));
    assertEquals(provider.getCurrentValue(fooNull), "FooValue1");
    assertEquals(provider.getCurrentValue(barNull), "BarValue1");
    assertEquals(provider.getCurrentValue(foo), "FooValue2");
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public class ResolutionFailureFudgeBuilderTest extends AbstractFudgeBuilderTestCase {

  private int _count;

  private ValueRequirement valueRequirement() {
    return new ValueRequirement("Foo" + (_count++), ComputationTargetSpecification.NULL);
  }
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  private ValueSpecification valueSpecification(final ValueRequirement requirement) {
    return new ValueSpecification(requirement.getValueName(), requirement.getTargetReference().getSpecification(), ValueProperties.with(ValuePropertyNames.FUNCTION, "Mock").get());
  }

  public void testRecursiveRequirement() {
    final ValueRequirement requirement = valueRequirement();
    assertEncodeDecodeCycle(ResolutionFailure.class, ResolutionFailureImpl.recursiveRequirement(requirement));
  }
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    final ValueRequirement requirement = valueRequirement();
    assertEncodeDecodeCycle(ResolutionFailure.class, ResolutionFailureImpl.recursiveRequirement(requirement));
  }

  public void testFunctionApplication() {
    final ValueRequirement req1 = valueRequirement();
    final ValueRequirement req2 = valueRequirement();
    final ValueRequirement req3 = valueRequirement();
    final ParameterizedFunction function = parameterizedFunction();
    final ValueSpecification spec1 = valueSpecification(req1);
    final ValueSpecification spec2 = valueSpecification(req2);
    assertEncodeDecodeCycle(ResolutionFailure.class, ResolutionFailureImpl.functionApplication(req1, function, spec1).getRequirementsFailed());
    assertEncodeDecodeCycle(ResolutionFailure.class, ResolutionFailureImpl.functionApplication(req1, function, spec1).requirement(req2, ResolutionFailureImpl.recursiveRequirement(req2)));
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    assertEncodeDecodeCycle(ResolutionFailure.class, ResolutionFailureImpl.functionApplication(req1, function, spec1).requirements(Collections.singletonMap(spec2, req2))
            .additionalRequirement(req3, ResolutionFailureImpl.recursiveRequirement(req3)));
  }

  public void testNoFunctions() {
    final ValueRequirement requirement = valueRequirement();
    assertEncodeDecodeCycle(ResolutionFailure.class, ResolutionFailureImpl.noFunctions(requirement));
  }
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    final ValueRequirement requirement = valueRequirement();
    assertEncodeDecodeCycle(ResolutionFailure.class, ResolutionFailureImpl.noFunctions(requirement));
  }

  public void testCouldNotResolve() {
    final ValueRequirement requirement = valueRequirement();
    assertEncodeDecodeCycle(ResolutionFailure.class, ResolutionFailureImpl.couldNotResolve(requirement));
  }
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