Package com.opengamma.master.historicaltimeseries

Examples of com.opengamma.master.historicaltimeseries.HistoricalTimeSeriesResolver

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  public void init(final FunctionCompilationContext context) {
    final HolidaySource holidaySource = OpenGammaCompilationContext.getHolidaySource(context);
    final RegionSource regionSource = OpenGammaCompilationContext.getRegionSource(context);
    final ConventionBundleSource conventionSource = OpenGammaCompilationContext.getConventionBundleSource(context);
    final SecuritySource securitySource = OpenGammaCompilationContext.getSecuritySource(context);
    final HistoricalTimeSeriesResolver timeSeriesResolver = OpenGammaCompilationContext.getHistoricalTimeSeriesResolver(context);
    _converter = new InterestRateFutureOptionTradeConverterDeprecated(
        new InterestRateFutureOptionSecurityConverterDeprecated(holidaySource, conventionSource, regionSource, securitySource));
    _dataConverter = new FixedIncomeConverterDataProvider(conventionSource, timeSeriesResolver);
    ConfigDBCurveCalculationConfigSource.reinitOnChanges(context, this);
  }
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    final SecuritySource securitySource = OpenGammaCompilationContext.getSecuritySource(context);
    final HolidaySource holidaySource = OpenGammaCompilationContext.getHolidaySource(context);
    final RegionSource regionSource = OpenGammaCompilationContext.getRegionSource(context);
    final ConventionBundleSource conventionBundleSource = OpenGammaCompilationContext.getConventionBundleSource(context);
    final ConventionSource conventionSource = OpenGammaCompilationContext.getConventionSource(context);
    final HistoricalTimeSeriesResolver timeSeriesResolver = OpenGammaCompilationContext.getHistoricalTimeSeriesResolver(context);
    final InterestRateFutureOptionSecurityConverter irFutureOptionConverter = new InterestRateFutureOptionSecurityConverter(holidaySource, conventionSource, regionSource, securitySource);
    final InterestRateFutureOptionTradeConverter optionTradeToTxnDefnConverter = new InterestRateFutureOptionTradeConverter(irFutureOptionConverter);
    final FutureTradeConverter futureTradeConverter = new FutureTradeConverter(securitySource, holidaySource, conventionSource, conventionBundleSource, regionSource);
    final FixedIncomeConverterDataProvider definitionConverter = new FixedIncomeConverterDataProvider(conventionBundleSource, timeSeriesResolver);
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  }

  //-------------------------------------------------------------------------
  @Test(expectedExceptions = IllegalArgumentException.class)
  public void constructorWith1ArgNull() throws Exception {
    HistoricalTimeSeriesResolver mock = mock(HistoricalTimeSeriesResolver.class);
    new MasterHistoricalTimeSeriesSource(null, mock);
  }
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  }

  private HistoricalTimeSeriesResolver mockConnection(final HistoricalTimeSeriesResolver resolver) {
    final DataHistoricalTimeSeriesResolverResource server = new DataHistoricalTimeSeriesResolverResource(resolver, OpenGammaFudgeContext.getInstance());
    final HistoricalTimeSeriesResolver client = new RemoteHistoricalTimeSeriesResolver(URI.create("http://localhost/")) {
      @Override
      protected UniformInterface accessRemote(final URI uri) {
        assertTrue(uri.getPath().startsWith("/resolve/"));
        final UniformInterface builder = Mockito.mock(UniformInterface.class);
        Mockito.when(builder.get(FudgeMsg.class)).thenAnswer(new Answer<FudgeMsg>() {
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    return client;
  }

  public void testResolve() {
    final MockResolver mock = new MockResolver();
    final HistoricalTimeSeriesResolver client = mockConnection(mock);
    mock.setIdentifierBundle(ExternalId.of("Test", "Foo").toBundle());
    mock.setDataField("PX_LAST");
    mock.setResult(new HistoricalTimeSeriesResolutionResult(new ManageableHistoricalTimeSeriesInfo()));
    assertNotNull(client.resolve(ExternalId.of("Test", "Foo").toBundle(), null, null, null, "PX_LAST", null), null);
  }
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  }

  public void testResolveWithValidityDate() {
    final LocalDate now = LocalDate.now();
    final MockResolver mock = new MockResolver();
    final HistoricalTimeSeriesResolver client = mockConnection(mock);
    mock.setIdentifierBundle(ExternalId.of("Test", "Foo").toBundle());
    mock.setIdentifierValidityDate(now);
    mock.setDataField("PX_LAST");
    mock.setResult(new HistoricalTimeSeriesResolutionResult(new ManageableHistoricalTimeSeriesInfo()));
    assertNotNull(client.resolve(ExternalId.of("Test", "Foo").toBundle(), now, null, null, "PX_LAST", null), null);
  }
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    assertNotNull(client.resolve(ExternalId.of("Test", "Foo").toBundle(), now, null, null, "PX_LAST", null), null);
  }

  public void testResolveWithDataSourceAndProvider() {
    final MockResolver mock = new MockResolver();
    final HistoricalTimeSeriesResolver client = mockConnection(mock);
    mock.setIdentifierBundle(ExternalId.of("Test", "Foo").toBundle());
    mock.setDataSource("datasource");
    mock.setDataProvider("dataprovider");
    mock.setDataField("PX_LAST");
    mock.setResult(new HistoricalTimeSeriesResolutionResult(new ManageableHistoricalTimeSeriesInfo()));
    assertNotNull(client.resolve(ExternalId.of("Test", "Foo").toBundle(), null, "datasource", "dataprovider", "PX_LAST", null), null);
  }
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    assertNotNull(client.resolve(ExternalId.of("Test", "Foo").toBundle(), null, "datasource", "dataprovider", "PX_LAST", null), null);
  }

  public void testResolveWithResolutionKey() {
    final MockResolver mock = new MockResolver();
    final HistoricalTimeSeriesResolver client = mockConnection(mock);
    mock.setIdentifierBundle(ExternalId.of("Test", "Foo").toBundle());
    mock.setDataField("PX_LAST");
    mock.setResolutionKey("resolutionkey");
    mock.setResult(new HistoricalTimeSeriesResolutionResult(new ManageableHistoricalTimeSeriesInfo()));
    assertNotNull(client.resolve(ExternalId.of("Test", "Foo").toBundle(), null, null, null, "PX_LAST", "resolutionkey"), null);
  }
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    assertNotNull(client.resolve(ExternalId.of("Test", "Foo").toBundle(), null, null, null, "PX_LAST", "resolutionkey"), null);
  }

  public void testGetAdjustment() {
    final MockResolver resolver = new MockResolver();
    final HistoricalTimeSeriesResolver client = mockConnection(resolver);
    resolver.setIdentifierBundle(ExternalIdBundle.of(ExternalId.of("Test1", "Foo"), ExternalId.of("Test2", "Foo")));
    resolver.setDataField("PX_LAST");
    final MockAdjuster adjuster = new MockAdjuster();
    adjuster.setIdentifierBundle(ExternalIdBundle.of(ExternalId.of("Test1", "Foo"), ExternalId.of("Test2", "Foo")));
    adjuster.setResult(new HistoricalTimeSeriesAdjustment.DivideBy(100d));
    resolver.setResult(new HistoricalTimeSeriesResolutionResult(new ManageableHistoricalTimeSeriesInfo(), adjuster));
    final HistoricalTimeSeriesResolutionResult result = client.resolve(ExternalIdBundle.of(ExternalId.of("Test1", "Foo"), ExternalId.of("Test2", "Foo")), null, null, null, "PX_LAST", null);
    assertNotNull(result);
    adjuster.setIdentifierBundle(ExternalIdBundle.of(ExternalId.of("Test1", "Foo")));
    adjuster.setResult(HistoricalTimeSeriesAdjustment.NoOp.INSTANCE);
    HistoricalTimeSeriesAdjustment adjustment = result.getAdjuster().getAdjustment(ExternalIdBundle.of(ExternalId.of("Test1", "Foo"), ExternalId.of("Test2", "Foo")));
    assertEquals(adjustment.toString(), "100.0 /");
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    assertEquals(adjustment.toString(), "");
  }

  public void testNotFound() {
    final MockResolver resolver = new MockResolver();
    final HistoricalTimeSeriesResolver client = mockConnection(resolver);
    resolver.setIdentifierBundle(ExternalIdBundle.of(ExternalId.of("Test1", "Foo"), ExternalId.of("Test2", "Foo")));
    resolver.setDataField("PX_LAST");
    resolver.setResult(null);
    assertNull(client.resolve(ExternalIdBundle.of(ExternalId.of("Test1", "Foo"), ExternalId.of("Test2", "Foo")), null, null, null, "PX_LAST", null));
  }
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Related Classes of com.opengamma.master.historicaltimeseries.HistoricalTimeSeriesResolver

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  • com.opengamma.component.factory.source.RedisSimulationSeriesSourceComponentFactory
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  • com.opengamma.financial.analytics.cashflow.FloatingCashFlowFunction
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  • com.opengamma.financial.analytics.LastHistoricalValueFunction
  • com.opengamma.financial.analytics.model.bondfutureoption.BondFutureOptionBlackFunction
  • com.opengamma.financial.analytics.model.curve.interestrate.MarketInstrumentImpliedYieldCurveFunction
  • com.opengamma.financial.analytics.model.curve.interestrate.MultiYieldCurveParRateMethodFunction
  • com.opengamma.financial.analytics.model.curve.interestrate.MultiYieldCurveParRateMethodSeriesFunction
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