Package com.opengamma.master.position

Examples of com.opengamma.master.position.ManageablePosition$Meta

315
316
317
318
319
320
321
322
323
324
325
    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);
  }
View Full Code Here
77
78
79
80
81
82
83
84
85
86
87
     
      // build the tree structure
      final ManageablePortfolioNode issuerNode = buildPortfolioTree(rootNode, security);
     
      // create the position and add it to the master
      final ManageablePosition position = createPosition(security);
      final PositionDocument addedPosition = addPosition(position);
     
      // add the position reference (the unique identifier) to portfolio
      issuerNode.addPosition(addedPosition.getUniqueId());
    }
View Full Code Here
191
192
193
194
195
196
197
    if (buid != null) {
      bundle = ExternalIdBundle.of(buid);
    } else {
      bundle = security.getExternalIdBundle();
    }
    return new ManageablePosition(BigDecimal.valueOf(shares), bundle);
  }
View Full Code Here
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
  protected ExternalIdBundle mapSecurityKey(final ExternalIdBundle securityKey) {
    return null;
  }

  protected ManageablePosition createManageablePosition(final Position position) {
    final ManageablePosition manageablePosition = new ManageablePosition();
    manageablePosition.setQuantity(position.getQuantity());
    manageablePosition.setSecurityLink(new ManageableSecurityLink(position.getSecurityLink()));
    manageablePosition.setAttributes(position.getAttributes());
    final Collection<Trade> trades = position.getTrades();
    final List<ManageableTrade> manageableTrades = new ArrayList<ManageableTrade>(trades.size());
    for (Trade trade : trades) {
      final ManageableTrade mtrade = new ManageableTrade(trade);
      final ExternalIdBundle replacementKey = mapSecurityKey(mtrade.getSecurityLink().getExternalId());
      if (replacementKey != null) {
        mtrade.getSecurityLink().setExternalId(replacementKey);
      }
      mtrade.setAttributes(trade.getAttributes());
      manageableTrades.add(mtrade);
    }
    manageablePosition.setTrades(manageableTrades);
    final String providerIdFieldName = manageablePosition.providerId().name();
    if (position.getAttributes().containsKey(providerIdFieldName)) {
      // this is here to preserve the provider id when round-tripping to and from the resolved vs managed positions.
      manageablePosition.setProviderId(ExternalId.parse(position.getAttributes().get(providerIdFieldName)));
    } else {
      manageablePosition.setProviderId(position.getUniqueId().toExternalId());
    }
    return manageablePosition;
  }
View Full Code Here
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
      addPosition(bucketNode, BigDecimal.valueOf(scale).multiply(_numContracts), option.getIdentifier());
    }
  }

  private void addPosition(final ManageablePortfolioNode node, final BigDecimal amount, final ExternalId optionTicker) {
    final ManageablePosition position = new ManageablePosition(amount, optionTicker);

    final LocalDate tradeDate = getRandomTradeDate(optionTicker);
    final ManageableTrade trade = new ManageableTrade(amount, optionTicker, tradeDate, null, ExternalId.of("CPARTY", "BACS"));

    position.addTrade(trade);
    final PositionDocument doc = new PositionDocument(position);
    final PositionDocument added = getToolContext().getPositionMaster().add(doc);
    node.addPosition(added);
  }
View Full Code Here
310
311
312
313
314
315
316
317
318
319
320
        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);
View Full Code Here
116
117
118
119
120
121
122
123
124
125
126
127
128
  @Test
  public void newSecurityWithNoUnderlying() {
    UniqueId tradeId = _builder.addTrade(createTradeData(), BlotterTestUtils.FX_FORWARD_DATA_SOURCE, null, _nodeId);
    ManageableTrade trade = _positionMaster.getTrade(tradeId);
    UniqueId positionId = trade.getParentPositionId();
    ManageablePosition position = _positionMaster.get(positionId).getPosition();
    assertEquals(BigDecimal.ONE, trade.getQuantity());
    assertEquals(BigDecimal.ONE, position.getQuantity());
    ManageableSecurity security = _securityMaster.get(trade.getSecurityLink().getObjectId(),
                                                      VersionCorrection.LATEST).getSecurity();
    assertNotNull(security);
    security.setUniqueId(null); // so it can be tested for equality against the unsaved version
    assertEquals(BlotterTestUtils.FX_FORWARD, security);
View Full Code Here
157
158
159
160
161
162
163
164
165
166
167
168
    ManageableTrade updatedTrade = _positionMaster.getTrade(updatedTradeId);
    assertEquals("updatedCounterparty", updatedTrade.getCounterpartyExternalId().getValue());
    assertEquals(LocalDate.of(2012, 12, 22), updatedTrade.getTradeDate());
    assertEquals(4321d, updatedTrade.getPremium());
    PositionDocument positionDocument = _positionMaster.get(updatedTrade.getParentPositionId());
    ManageablePosition updatedPosition = positionDocument.getPosition();
    assertEquals(updatedTrade, updatedPosition.getTrade(updatedTradeId));
    FXForwardSecurity updatedSecurity = (FXForwardSecurity) _securityMaster.get(updatedTrade.getSecurityLink().getObjectId(),
                                                                                VersionCorrection.LATEST).getSecurity();
    assertEquals(Currency.AUD, updatedSecurity.getPayCurrency());
    assertEquals(200d, updatedSecurity.getPayAmount());
  }
View Full Code Here
173
174
175
176
177
178
179
180
181
182
183
184
185
                                         BlotterTestUtils.SWAPTION_DATA_SOURCE,
                                         BlotterTestUtils.SWAP_DATA_SOURCE,
                                         _nodeId);
    ManageableTrade trade = _positionMaster.getTrade(tradeId);
    UniqueId positionId = trade.getParentPositionId();
    ManageablePosition position = _positionMaster.get(positionId).getPosition();
    assertEquals(BigDecimal.ONE, trade.getQuantity());
    assertEquals(BigDecimal.ONE, position.getQuantity());
    SwaptionSecurity security = (SwaptionSecurity) _securityMaster.get(trade.getSecurityLink().getObjectId(),
                                                                       VersionCorrection.LATEST).getSecurity();
    assertNotNull(security);
    // check this later
    ExternalId underlyingId = security.getUnderlyingId();
View Full Code Here
236
237
238
239
240
241
242
243
244
245
246
247
    ManageableTrade updatedTrade = _positionMaster.getTrade(updatedTradeId);
    assertEquals("updatedCounterparty", updatedTrade.getCounterpartyExternalId().getValue());
    assertEquals(LocalDate.of(2012, 12, 22), updatedTrade.getTradeDate());
    assertEquals(4321d, updatedTrade.getPremium());
    PositionDocument positionDocument = _positionMaster.get(updatedTrade.getParentPositionId());
    ManageablePosition updatedPosition = positionDocument.getPosition();
    assertEquals(updatedTrade, updatedPosition.getTrade(updatedTradeId));
    SwaptionSecurity updatedSecurity = (SwaptionSecurity) _securityMaster.get(updatedTrade.getSecurityLink().getObjectId(),
                                                                              VersionCorrection.LATEST).getSecurity();
    assertFalse(updatedSecurity.isPayer());
    assertEquals(LongShort.LONG, updatedSecurity.getLongShort());
    assertEquals(Currency.CAD, updatedSecurity.getCurrency());
View Full Code Here
TOP

Related Classes of com.opengamma.master.position.ManageablePosition$Meta

  • com.opengamma.core.position.impl.SimplePosition
  • com.opengamma.examples.bloomberg.loader.DemoEquityOptionCollarPortfolioLoader
  • com.opengamma.examples.bloomberg.loader.ExampleAUDSwapPortfolioLoader
  • com.opengamma.examples.bloomberg.loader.ExampleBondPortfolioLoader
  • com.opengamma.examples.bloomberg.loader.ExampleEquityPortfolioLoader
  • 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
    • Copyright © 2018 www.massapicom. All rights reserved.
    All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.