Package com.opengamma.financial.view

Examples of com.opengamma.financial.view.HistoricalViewEvaluationTarget$HistoricalSequence

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      security = target.getPosition().getSecurityLink().resolve(context.getSecuritySource());
    }
    Set<Currency> targetCurrencies = security != null ? ImmutableSet.copyOf(FinancialSecurityUtils.getCurrencies(security, context.getSecuritySource())) : null;
   
    ViewDefinition viewDefinition = context.getViewCalculationConfiguration().getViewDefinition();
    final HistoricalViewEvaluationTarget tempTarget = new HistoricalViewEvaluationTarget(viewDefinition.getMarketDataUser(), startDateConstraint, includeStartConstraint, endDateConstraint,
        includeEndConstraint, targetCurrencies, marketDataMode);
    final ValueRequirement requirement = getNestedRequirement(context.getComputationTargetResolver(), target, desiredValue.getConstraints());
    if (requirement == null) {
      return null;
    }
    final ViewCalculationConfiguration calcConfig = new ViewCalculationConfiguration(tempTarget.getViewDefinition(), context.getViewCalculationConfiguration().getName());
    calcConfig.addSpecificRequirement(requirement);
    tempTarget.getViewDefinition().addViewCalculationConfiguration(calcConfig);
    final TempTargetRepository targets = OpenGammaCompilationContext.getTempTargets(context);
    final UniqueId tempTargetId = targets.locateOrStore(tempTarget);
    return Collections.singleton(new ValueRequirement(ValueRequirementNames.HISTORICAL_TIME_SERIES, new ComputationTargetSpecification(TempTarget.TYPE, tempTargetId), ValueProperties.withAny(
        ViewEvaluationFunction.PROPERTY_CALC_CONFIG).get()));
  }
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  @Override
  public Set<ValueSpecification> getResults(final FunctionCompilationContext context, final ComputationTarget target, final Map<ValueSpecification, ValueRequirement> inputs) {
    final TempTarget tempTargetObject = OpenGammaCompilationContext.getTempTargets(context).get(inputs.keySet().iterator().next().getTargetSpecification().getUniqueId());
    if (tempTargetObject instanceof HistoricalViewEvaluationTarget) {
      final HistoricalViewEvaluationTarget historicalTarget = (HistoricalViewEvaluationTarget) tempTargetObject;
      final ViewCalculationConfiguration calcConfig = historicalTarget.getViewDefinition().getCalculationConfiguration(context.getViewCalculationConfiguration().getName());
      final ExternalIdBundle targetEids;
      if (target.getValue() instanceof ExternalIdentifiable) {
        targetEids = ((ExternalIdentifiable) target.getValue()).getExternalId().toBundle();
      } else if (target.getValue() instanceof ExternalBundleIdentifiable) {
        targetEids = ((ExternalBundleIdentifiable) target.getValue()).getExternalIdBundle();
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      startDate = DateConstraint.VALUATION_TIME.minus(DEFAULT_SAMPLING_PERIOD);
    } else {
      startDate = DateConstraint.VALUATION_TIME.minus(Period.parse(lookbackPeriodString));
    }
    final ViewDefinition viewDefinition = context.getViewCalculationConfiguration().getViewDefinition();
    final HistoricalViewEvaluationTarget tempTarget = new HistoricalViewEvaluationTarget(viewDefinition.getMarketDataUser(), startDate.toString(), true, DateConstraint.VALUATION_TIME.toString(),
        false, null, HistoricalViewEvaluationMarketDataMode.HISTORICAL);
    final ViewCalculationConfiguration calcConfig = createViewCalculationConfiguration(tempTarget.getViewDefinition(), context.getViewCalculationConfiguration().getName());
    addValueRequirements(context, target, calcConfig);
    tempTarget.getViewDefinition().addViewCalculationConfiguration(calcConfig);
    final TempTargetRepository targets = OpenGammaCompilationContext.getTempTargets(context);
    final UniqueId tempTargetId = targets.locateOrStore(tempTarget);
    final ComputationTargetSpecification targetSpec = new ComputationTargetSpecification(TempTarget.TYPE, tempTargetId);
    return createRequirements(targetSpec);
  }
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  public Set<ValueSpecification> getResults(final FunctionCompilationContext context, final ComputationTarget target, final Map<ValueSpecification, ValueRequirement> inputs) {
    final TempTarget tempTargetObject = OpenGammaCompilationContext.getTempTargets(context).get(inputs.keySet().iterator().next().getTargetSpecification().getUniqueId());
    if (!(tempTargetObject instanceof HistoricalViewEvaluationTarget)) {
      return null;
    }
    final HistoricalViewEvaluationTarget historicalTarget = (HistoricalViewEvaluationTarget) tempTargetObject;
    final DateConstraint startDate = DateConstraint.parse(historicalTarget.getStartDate());
    final DateConstraint endDate = DateConstraint.parse(historicalTarget.getEndDate());
    final Period samplingPeriod = startDate.periodUntil(endDate);
    return Collections
        .singleton(new ValueSpecification(ValueRequirementNames.COVARIANCE_MATRIX, target.toSpecification(), createValueProperties()
            .with(ValuePropertyNames.SAMPLING_PERIOD, samplingPeriod.toString()).get()));
  }
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Related Classes of com.opengamma.financial.view.HistoricalViewEvaluationTarget$HistoricalSequence

  • com.opengamma.core.holiday.HolidaySource
  • com.opengamma.engine.marketdata.spec.FixedHistoricalMarketDataSpecification
  • com.opengamma.engine.marketdata.spec.HistoricalShockMarketDataSpecification
  • com.opengamma.engine.marketdata.spec.MarketDataSpecification
  • com.opengamma.engine.view.execution.ArbitraryViewCycleExecutionSequence
  • com.opengamma.engine.view.execution.ViewCycleExecutionOptions
  • com.opengamma.financial.analytics.covariance.SampledCovarianceMatrixFunction
  • com.opengamma.financial.analytics.timeseries.HistoricalValuationFunction
  • com.opengamma.financial.convention.HolidaySourceCalendarAdapter
  • com.opengamma.util.money.Currency
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