Package com.opengamma.master.portfolio

Examples of com.opengamma.master.portfolio.PortfolioMaster

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      DBTestUtils.cleanUp(CONFIG_RESOURCE_LOCATION);
    }
  }

  private void assertMultiCurrencySwapPortfolio(IntegrationToolContext toolContext) {
    PortfolioMaster portfolioMaster = toolContext.getPortfolioMaster();
    assertPortfolio(portfolioMaster, ExampleMultiCurrencySwapPortfolioLoader.PORTFOLIO_NAME);
  }
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    PortfolioMaster portfolioMaster = toolContext.getPortfolioMaster();
    assertPortfolio(portfolioMaster, ExampleMultiCurrencySwapPortfolioLoader.PORTFOLIO_NAME);
  }

  private void assertEquityPortfolio(IntegrationToolContext toolContext) {
    PortfolioMaster portfolioMaster = toolContext.getPortfolioMaster();
    assertPortfolio(portfolioMaster, ExampleEquityPortfolioLoader.PORTFOLIO_NAME);
  }
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    }
    return swapSecurity;
  }

  private void persistToPortfolio(final Collection<FinancialSecurity> securities, final String portfolioName) {
    final PortfolioMaster portfolioMaster = getToolContext().getPortfolioMaster();
    final PositionMaster positionMaster = getToolContext().getPositionMaster();
    final SecurityMaster securityMaster = getToolContext().getSecurityMaster();

    final ManageablePortfolioNode rootNode = new ManageablePortfolioNode(portfolioName);
    final ManageablePortfolio portfolio = new ManageablePortfolio(portfolioName, rootNode);
    final PortfolioDocument portfolioDoc = new PortfolioDocument();
    portfolioDoc.setPortfolio(portfolio);

    for (final FinancialSecurity security : securities) {
      final SecurityDocument securityToAddDoc = new SecurityDocument();
      securityToAddDoc.setSecurity(security);
      securityMaster.add(securityToAddDoc);
      final ManageablePosition position = new ManageablePosition(BigDecimal.ONE, security.getExternalIdBundle());
      final PositionDocument addedDoc = positionMaster.add(new PositionDocument(position));
      rootNode.addPosition(addedDoc.getUniqueId());
    }
    portfolioMaster.add(portfolioDoc);
  }
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    }
    return securities;
  }

  private void persistToPortfolio(final Collection<Collection<FinancialSecurity>> subPortfolios, final Collection<String> names, final String portfolioName) {
    final PortfolioMaster portfolioMaster = getToolContext().getPortfolioMaster();
    final PositionMaster positionMaster = getToolContext().getPositionMaster();
    final SecurityMaster securityMaster = getToolContext().getSecurityMaster();

    final ManageablePortfolioNode rootNode = new ManageablePortfolioNode(portfolioName);
    final ManageablePortfolio portfolio = new ManageablePortfolio(portfolioName, rootNode);
    final PortfolioDocument portfolioDoc = new PortfolioDocument();
    portfolioDoc.setPortfolio(portfolio);

    final Iterator<Collection<FinancialSecurity>> iter1 = subPortfolios.iterator();
    final Iterator<String> iter2 = names.iterator();
    final Random random = new Random(2349);
    while (iter1.hasNext()) {
      final Collection<FinancialSecurity> securities = iter1.next();
      final String name = iter2.next();
      final ManageablePortfolioNode subNode = new ManageablePortfolioNode(name);
      final ManageablePortfolio subPortfolio = new ManageablePortfolio(name, subNode);
      final PortfolioDocument subPortfolioDoc = new PortfolioDocument();
      subPortfolioDoc.setPortfolio(subPortfolio);
      for (final FinancialSecurity security : securities) {
        final SecurityDocument securityToAddDoc = new SecurityDocument();
        securityToAddDoc.setSecurity(security);
        securityMaster.add(securityToAddDoc);
        BigDecimal trades;
        if (security instanceof FutureSecurity) {
          trades = new BigDecimal(1 + (random.nextInt(150) - 75));
        } else {
          trades = BigDecimal.ONE;
        }
        final ManageablePosition securityPosition = new ManageablePosition(trades, security.getExternalIdBundle());
        final PositionDocument addedDoc = positionMaster.add(new PositionDocument(securityPosition));
        subNode.addPosition(addedDoc.getUniqueId());
      }
      portfolioMaster.add(subPortfolioDoc);
      rootNode.addChildNode(subNode);
    }
    portfolioMaster.add(portfolioDoc);
  }
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   * Stores the portfolio.
   *
   * @param portfolio the portfolio, not null
   */
  private void storePortfolio(final ManageablePortfolio portfolio) {
    final PortfolioMaster portfolioMaster = getToolContext().getPortfolioMaster();

    final PortfolioSearchRequest req = new PortfolioSearchRequest();
    req.setName(portfolio.getName());
    final PortfolioSearchResult result = portfolioMaster.search(req);
    switch (result.getDocuments().size()) {
      case 0:
        s_logger.info("Creating new portfolio");
        portfolioMaster.add(new PortfolioDocument(portfolio));
        break;
      case 1:
        final UniqueId previousId = result.getDocuments().get(0).getUniqueId();
        s_logger.info("Updating portfolio {}", previousId);
        portfolio.setUniqueId(previousId);
        final PortfolioDocument document = new PortfolioDocument(portfolio);
        document.setUniqueId(previousId);
        portfolioMaster.update(document);
        break;
      default:
        throw new OpenGammaRuntimeException("Multiple portfolios matching " + req);
    }
  }
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    swaps.add(swap4);
    persistToPortfolio(swaps, PORTFOLIO_NAME);
  }

  private void persistToPortfolio(final Collection<SwapSecurity> swaps, final String portfolioName) {
    final PortfolioMaster portfolioMaster = getToolContext().getPortfolioMaster();
    final PositionMaster positionMaster = getToolContext().getPositionMaster();
    final SecurityMaster securityMaster = getToolContext().getSecurityMaster();

    final ManageablePortfolioNode rootNode = new ManageablePortfolioNode(portfolioName);
    final ManageablePortfolio portfolio = new ManageablePortfolio(portfolioName, rootNode);
    final PortfolioDocument portfolioDoc = new PortfolioDocument();
    portfolioDoc.setPortfolio(portfolio);

    for (final SwapSecurity swap : swaps) {
      final SecurityDocument swapToAddDoc = new SecurityDocument();
      swapToAddDoc.setSecurity(swap);
      securityMaster.add(swapToAddDoc);
      final ManageablePosition swapPosition = new ManageablePosition(BigDecimal.ONE, swap.getExternalIdBundle());
      final PositionDocument addedDoc = positionMaster.add(new PositionDocument(swapPosition));
      rootNode.addPosition(addedDoc.getUniqueId());
    }
    portfolioMaster.add(portfolioDoc);
  }
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    }
    return swapSecurity;
  }

  private void persistToPortfolio(final Map<SwaptionSecurity, SwapSecurity> securities, final String portfolioName) {
    final PortfolioMaster portfolioMaster = getToolContext().getPortfolioMaster();
    final PositionMaster positionMaster = getToolContext().getPositionMaster();
    final SecurityMaster securityMaster = getToolContext().getSecurityMaster();

    final ManageablePortfolioNode rootNode = new ManageablePortfolioNode(portfolioName);
    final ManageablePortfolio portfolio = new ManageablePortfolio(portfolioName, rootNode);
    final PortfolioDocument portfolioDoc = new PortfolioDocument();
    portfolioDoc.setPortfolio(portfolio);

    for (final Map.Entry<SwaptionSecurity, SwapSecurity> entry : securities.entrySet()) {
      final SecurityDocument swapToAddDoc = new SecurityDocument();
      final SwapSecurity swap = entry.getValue();
      swapToAddDoc.setSecurity(swap);
      final SecurityDocument swaptionToAddDoc = new SecurityDocument();
      final SwaptionSecurity swaption = entry.getKey();
      swaptionToAddDoc.setSecurity(swaption);
      securityMaster.add(swaptionToAddDoc);
      securityMaster.add(swapToAddDoc);
      final ManageablePosition swaptionPosition = new ManageablePosition(BigDecimal.ONE, swaption.getExternalIdBundle());
      final PositionDocument addedDoc = positionMaster.add(new PositionDocument(swaptionPosition));
      rootNode.addPosition(addedDoc.getUniqueId());
    }
    portfolioMaster.add(portfolioDoc);
  }
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    }
    return spotSeries.getTimeSeries().getLatestValue();
  }

  private void persistToPortfolio(final Collection<FXForwardSecurity> fxForwards, final String portfolioName) {
    final PortfolioMaster portfolioMaster = getToolContext().getPortfolioMaster();
    final PositionMaster positionMaster = getToolContext().getPositionMaster();
    final SecurityMaster securityMaster = getToolContext().getSecurityMaster();

    final ManageablePortfolioNode rootNode = new ManageablePortfolioNode(portfolioName);
    final ManageablePortfolio portfolio = new ManageablePortfolio(portfolioName, rootNode);
    final PortfolioDocument portfolioDoc = new PortfolioDocument();
    portfolioDoc.setPortfolio(portfolio);

    for (final FXForwardSecurity fxForward : fxForwards) {
      final SecurityDocument fxForwardToAddDoc = new SecurityDocument();
      fxForwardToAddDoc.setSecurity(fxForward);
      securityMaster.add(fxForwardToAddDoc);
      final ManageablePosition fxForwardPosition = new ManageablePosition(BigDecimal.ONE, fxForward.getExternalIdBundle());
      final PositionDocument addedDoc = positionMaster.add(new PositionDocument(fxForwardPosition));
      rootNode.addPosition(addedDoc.getUniqueId());
    }
    portfolioMaster.add(portfolioDoc);
  }
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    }
    return swapSecurity;
  }

  private void persistToPortfolio(final Collection<SwapSecurity> swaps, final String portfolioName) {
    final PortfolioMaster portfolioMaster = getToolContext().getPortfolioMaster();
    final PositionMaster positionMaster = getToolContext().getPositionMaster();
    final SecurityMaster securityMaster = getToolContext().getSecurityMaster();

    final ManageablePortfolioNode rootNode = new ManageablePortfolioNode(portfolioName);
    final ManageablePortfolio portfolio = new ManageablePortfolio(portfolioName, rootNode);
    final PortfolioDocument portfolioDoc = new PortfolioDocument();
    portfolioDoc.setPortfolio(portfolio);

    for (final SwapSecurity swap : swaps) {
      final SecurityDocument swapToAddDoc = new SecurityDocument();
      swapToAddDoc.setSecurity(swap);
      securityMaster.add(swapToAddDoc);
      final ManageablePosition swapPosition = new ManageablePosition(BigDecimal.ONE, swap.getExternalIdBundle());
      final PositionDocument addedDoc = positionMaster.add(new PositionDocument(swapPosition));
      rootNode.addPosition(addedDoc.getUniqueId());
    }
    portfolioMaster.add(portfolioDoc);
  }
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    search(results, callback);
  }

  @Override
  public PortfolioHistoryResult history(final PortfolioHistoryRequest request) {
    final PortfolioMaster master = getMasterByScheme(request.getObjectId().getScheme());
    if (master != null) {
      return master.history(request);
    }
    return (new Try<PortfolioHistoryResult>() {
      @Override
      public PortfolioHistoryResult tryMaster(final PortfolioMaster master) {
        return master.history(request);
      }
    }).each(request.getObjectId().getScheme());
  }
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Related Classes of com.opengamma.master.portfolio.PortfolioMaster

  • com.opengamma.component.factory.master.InMemoryPortfolioMasterComponentFactory
  • com.opengamma.examples.bloomberg.loader.DemoEquityOptionCollarPortfolioLoader
  • com.opengamma.examples.bloomberg.loader.ExampleAUDSwapPortfolioLoader
  • com.opengamma.examples.bloomberg.loader.ExampleEURFixedIncomePortfolioLoader
  • com.opengamma.examples.bloomberg.loader.ExampleFxForwardPortfolioLoader
  • com.opengamma.examples.bloomberg.loader.ExampleMixedCMCapFloorPortfolioLoader
  • com.opengamma.examples.bloomberg.loader.ExampleMultiCurrencySwapPortfolioLoader
  • com.opengamma.examples.bloomberg.loader.ExampleSwaptionPortfolioLoader
  • com.opengamma.examples.bloomberg.loader.ExampleVanillaFxOptionPortfolioLoader
  • com.opengamma.examples.bloomberg.tool.ExampleDatabasePopulatorTest
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