Examples of com.opengamma.integration.tool.portfolio.xml.TradePositionResolver

Package com.opengamma.integration.tool.portfolio.xml

Examples of com.opengamma.integration.tool.portfolio.xml.TradePositionResolver

com.opengamma.integration.tool.portfolio.xml.TradePositionResolver
Manages the relationship between trades and positions for a position load process. The resolver is initially populated with a set of trade ids. Position trade relationships can then be added and when complete the {@link #resolve} method called.This freezes the state of the resolver (no more relationships can be added), and the following are calculated:
- positions with their associated trades
- trades from the trade population with no associated position
- trades in positions which were not in the original trade set
- trades that appear in multiple positions
These can be examined by the client and errors raised as appropriate.

    assertEquals(positions.get("P1"), ImmutableList.of("T1", "T1"));
  }


  @Test
  public void testPositionAddition() {
    TradePositionResolver resolver = new TradePositionResolver(ImmutableSet.of("T1","T2","T3","T4","T5"));
    resolver.addToPosition("P1", "T1");
    resolver.addToPosition("P2", "T2");
    resolver.addToPosition("P1", "T3");
    resolver.addToPosition("P2", "T4");
    resolver.addToPosition("P1", "T5");
    resolver.resolve();


    assertFalse(resolver.getOrphans().iterator().hasNext());
    Multimap<String, String> positions = resolver.getPositions();
    assertEquals(positions.keySet().size(), 2);
    assertEquals(positions.size(), 5);
    assertEquals(positions.get("P1"), ImmutableSet.of("T1","T3","T5"));
    assertEquals(positions.get("P2"), ImmutableSet.of("T2","T4"));
  }

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  @Test
  public void testMissingTradesAreIdentified() {


    // The XMl load process should mean this can't happen in
    // the actual load, but ...
    TradePositionResolver resolver = new TradePositionResolver(ImmutableSet.of("T1"));
    resolver.addToPosition("P1", "T1");
    resolver.addToPosition("P1", "T2");
    resolver.resolve();


    assertEquals(ImmutableSet.copyOf(resolver.getUnknownTrades()), ImmutableSet.of("T2"));
  }

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    assertEquals(ImmutableSet.copyOf(resolver.getUnknownTrades()), ImmutableSet.of("T2"));
  }


  @Test
  public void testDuplicatedTradesAreIdentified() {
    TradePositionResolver resolver = new TradePositionResolver(ImmutableSet.of("T1"));
    resolver.addToPosition("P1", "T1");
    resolver.addToPosition("P2", "T1");
    resolver.resolve();


    // Multimap comparison seems somewhat awkward, therefore do comparisons with
    // the more familiar java collection methods
    Multimap<String, String> duplicateTrades = resolver.getDuplicateTrades();
    assertEquals(duplicateTrades.keySet().size(), 1);
    assertEquals(duplicateTrades.get("T1"), ImmutableSet.of("P1", "P2"));
  }

View Full Code Here

  }


  @Test
  public void testCombined() {


    TradePositionResolver resolver = new TradePositionResolver(ImmutableSet.of("T1","T2","T3","T4","T5"));
    resolver.addToPosition("P1", "T1");
    resolver.addToPosition("P2", "T1");
    resolver.addToPosition("P2", "T2");
    resolver.addToPosition("P1", "T3");
    resolver.addToPosition("P2", "T4");
    resolver.addToPosition("P3", "T6");
    resolver.resolve();


    Iterator<String> orphans = resolver.getOrphans().iterator();
    assertEquals(orphans.next(), "T5");
    assertFalse(orphans.hasNext());


    Multimap<String, String> positions = resolver.getPositions();
    assertEquals(positions.keySet().size(), 3);
    assertEquals(positions.get("P1"), ImmutableList.of("T1", "T3"));
    assertEquals(positions.get("P2"), ImmutableList.of("T1", "T2", "T4"));
    assertEquals(positions.get("P3"), ImmutableList.of("T6"));


    assertEquals(ImmutableSet.copyOf(resolver.getUnknownTrades()), ImmutableSet.of("T6"));


    Multimap<String, String> duplicateTrades = resolver.getDuplicateTrades();
    assertEquals(duplicateTrades.keySet().size(), 1);
    assertEquals(duplicateTrades.get("T1"), ImmutableSet.of("P1", "P2"));
  }

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