Package com.opengamma.livedata.server

Examples of com.opengamma.livedata.server.FieldHistoryStore

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  public void best() {
    MutableFudgeMsg msg = OpenGammaFudgeContext.getInstance().newMessage();
    msg.add(MarketDataRequirementNames.BEST_IMPLIED_VOLATILITY, 50.80);
    msg.add(MarketDataRequirementNames.MID_IMPLIED_VOLATILITY, 50.81);
   
    FieldHistoryStore store = new FieldHistoryStore();
    store.liveDataReceived(msg);
   
    MutableFudgeMsg normalized = _calculator.apply(msg, "123", store);
    assertEquals(3, normalized.getAllFields().size());
    assertEquals(50.80, normalized.getDouble(MarketDataRequirementNames.IMPLIED_VOLATILITY), 0.0001);
  }
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  public void mid() {
    MutableFudgeMsg msg = OpenGammaFudgeContext.getInstance().newMessage();
    msg.add(MarketDataRequirementNames.MID_IMPLIED_VOLATILITY, 50.80);
    msg.add(MarketDataRequirementNames.LAST_IMPLIED_VOLATILITY, 50.81);
   
    FieldHistoryStore store = new FieldHistoryStore();
    store.liveDataReceived(msg);
   
    MutableFudgeMsg normalized = _calculator.apply(msg, "123", store);
    assertEquals(3, normalized.getAllFields().size());
    assertEquals(50.80, normalized.getDouble(MarketDataRequirementNames.IMPLIED_VOLATILITY), 0.0001);
  }
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    MutableFudgeMsg msg = OpenGammaFudgeContext.getInstance().newMessage();
    msg.add(MarketDataRequirementNames.LAST_IMPLIED_VOLATILITY, 50.80);
    msg.add(MarketDataRequirementNames.BID_IMPLIED_VOLATILITY, 50.81);
    msg.add(MarketDataRequirementNames.ASK_IMPLIED_VOLATILITY, 50.82);
   
    FieldHistoryStore store = new FieldHistoryStore();
    store.liveDataReceived(msg);
   
    MutableFudgeMsg normalized = _calculator.apply(msg, "123", store);
    assertEquals(4, normalized.getAllFields().size());
    assertEquals(50.80, normalized.getDouble(MarketDataRequirementNames.IMPLIED_VOLATILITY), 0.0001);
  }
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  public void bidAsk() {
    MutableFudgeMsg msg = OpenGammaFudgeContext.getInstance().newMessage();
    msg.add(MarketDataRequirementNames.BID_IMPLIED_VOLATILITY, 50.81);
    msg.add(MarketDataRequirementNames.ASK_IMPLIED_VOLATILITY, 50.82);
   
    FieldHistoryStore store = new FieldHistoryStore();
    store.liveDataReceived(msg);
   
    MutableFudgeMsg normalized = _calculator.apply(msg, "123", store);
    assertEquals(3, normalized.getAllFields().size());
    assertEquals(50.815, normalized.getDouble(MarketDataRequirementNames.IMPLIED_VOLATILITY), 0.0001);
  }
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  public void history() {
    MutableFudgeMsg msg = OpenGammaFudgeContext.getInstance().newMessage();
    msg.add(MarketDataRequirementNames.IMPLIED_VOLATILITY, 50.80);
   
    FieldHistoryStore store = new FieldHistoryStore();
    store.liveDataReceived(msg);
   
    MutableFudgeMsg normalized = _calculator.apply(OpenGammaFudgeContext.getInstance().newMessage(), "123", store);
    assertEquals(1, normalized.getAllFields().size());
    assertEquals(50.80, normalized.getDouble(MarketDataRequirementNames.IMPLIED_VOLATILITY), 0.0001);
  }
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    MutableFudgeMsg msg = OpenGammaFudgeContext.getInstance().newMessage();
    msg.add("Foo", "1");
    msg.add("Bar", 2.0);
    msg.add("Baz", 500);
   
    MutableFudgeMsg normalized = filter.apply(msg, "123", new FieldHistoryStore());
    assertNotNull(normalized);
    assertSame(normalized, msg);
  }
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    MutableFudgeMsg msg = OpenGammaFudgeContext.getInstance().newMessage();
    msg.add("Foo", "1");
    msg.add("Bar", 2.0);
    msg.add("Baz", 500);
   
    MutableFudgeMsg normalized = filter.apply(msg, "123", new FieldHistoryStore());
    assertNull(normalized);
  }
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    MutableFudgeMsg msg = OpenGammaFudgeContext.getInstance().newMessage();
    msg.add("Foo", "1");
    msg.add("Bar", 2.0);
    msg.add("Baz", 500);
   
    MutableFudgeMsg normalized = filter.apply(msg, "123", new FieldHistoryStore());
    assertNotNull(normalized);
    assertSame(normalized, msg);
  }
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    MutableFudgeMsg msg = OpenGammaFudgeContext.getInstance().newMessage();
    msg.add("Foo", "1");
    msg.add("Bar", 2.0);
    msg.add("Baz", 500);
   
    FieldHistoryStore store = new FieldHistoryStore();
    FudgeMsg normalizedMsg = ruleSet.getNormalizedMessage(msg, "123", store);
    assertEquals(msg, normalizedMsg);
  }
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    MutableFudgeMsg msg = OpenGammaFudgeContext.getInstance().newMessage();
    msg.add("Foo", 2.0);
    msg.add("Bar", "2");
   
    MutableFudgeMsg normalized = unitChange.apply(msg, "123", new FieldHistoryStore());
    assertEquals(2, normalized.getAllFields().size());
    assertEquals(20.0, normalized.getDouble("Foo"), 0.0001);
  }
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Related Classes of com.opengamma.livedata.server.FieldHistoryStore

  • com.opengamma.livedata.cogda.server.CogdaDataDistributor
  • com.opengamma.livedata.normalization.FieldFilterTest
  • com.opengamma.livedata.normalization.FieldNameChangeTest
  • com.opengamma.livedata.normalization.ImpliedVolatilityCalculatorTest
  • com.opengamma.livedata.normalization.MarketValueCalculatorTest
  • com.opengamma.livedata.normalization.NormalizationRuleSetTest
  • com.opengamma.livedata.normalization.RequiredFieldFilterTest
  • com.opengamma.livedata.normalization.StandardRulesTest
  • com.opengamma.livedata.normalization.UnitChangeTest
  • org.fudgemsg.MutableFudgeMsg
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