Package com.opengamma.master.position

Examples of com.opengamma.master.position.PositionDocument

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  }

  @Test(expectedExceptions = IllegalArgumentException.class)
  public void test_update_noPositionId() {
    ManageablePosition position = new ManageablePosition(BigDecimal.TEN, ExternalId.of("A", "B"));
    PositionDocument doc = new PositionDocument();
    doc.setPosition(position);
    _posMaster.update(doc);
  }
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    _posMaster.update(doc);
  }

  @Test(expectedExceptions = IllegalArgumentException.class)
  public void test_update_noPosition() {
    PositionDocument doc = new PositionDocument();
    doc.setUniqueId(UniqueId.of("DbPos", "121", "0"));
    _posMaster.update(doc);
  }
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  @Test(expectedExceptions = DataNotFoundException.class)
  public void test_update_notFound() {
    ManageablePosition pos = new ManageablePosition(BigDecimal.TEN, ExternalId.of("A", "B"));
    pos.setUniqueId(UniqueId.of("DbPos", "0", "0"));
    PositionDocument doc = new PositionDocument(pos);
    _posMaster.update(doc);
  }
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  @Test(expectedExceptions = IllegalArgumentException.class)
  public void test_update_notLatestVersion() {
    ManageablePosition pos = new ManageablePosition(BigDecimal.TEN, ExternalId.of("A", "B"));
    pos.setUniqueId(UniqueId.of("DbPos", "221", "0"));
    PositionDocument doc = new PositionDocument(pos);
    _posMaster.update(doc);
  }
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  @Test
  public void test_update_getUpdateGet() {
    Instant now = Instant.now(_posMaster.getClock());
   
    PositionDocument base = _posMaster.get(UniqueId.of("DbPos", "121", "0"));
    ManageablePosition pos = new ManageablePosition(BigDecimal.TEN, ExternalId.of("A", "B"));
    pos.setUniqueId(UniqueId.of("DbPos", "121", "0"));
    PositionDocument input = new PositionDocument(pos);
   
    PositionDocument updated = _posMaster.update(input);
    assertEquals(false, base.getUniqueId().equals(updated.getUniqueId()));
    assertEquals(now, updated.getVersionFromInstant());
    assertEquals(null, updated.getVersionToInstant());
    assertEquals(now, updated.getCorrectionFromInstant());
    assertEquals(null, updated.getCorrectionToInstant());
    assertEquals(input.getPosition(), updated.getPosition());
   
    PositionDocument old = _posMaster.get(UniqueId.of("DbPos", "121", "0"));
    assertEquals(base.getUniqueId(), old.getUniqueId());
    assertEquals(base.getVersionFromInstant(), old.getVersionFromInstant());
    assertEquals(now, old.getVersionToInstant());  // old version ended
    assertEquals(base.getCorrectionFromInstant(), old.getCorrectionFromInstant());
    assertEquals(base.getCorrectionToInstant(), old.getCorrectionToInstant());
    assertEquals(base.getPosition(), old.getPosition());
   
    PositionDocument old2 = _posMaster.get(ObjectId.of("DbPos", "121"), VersionCorrection.of(_version2Instant, _version2Instant));
    assertEquals(base.getUniqueId(), old2.getUniqueId());
   
    PositionDocument old3 = _posMaster.get(ObjectId.of("DbPos", "121"), VersionCorrection.of(_version2Instant, now));
    assertEquals(base.getUniqueId(), old3.getUniqueId());
   
//    PositionDocument old4 = _posMaster.get(ObjectId.of("DbPos", "121"), VersionCorrection.of(now, _version2Instant));
//    assertEquals(base.getUniqueId(), old4.getUniqueId());
   
    PositionHistoryRequest search = new PositionHistoryRequest(base.getUniqueId(), null, now);
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  @Test
  public void test_updateWithTrades_getUpdateGet() {
    Instant now = Instant.now(_posMaster.getClock());
   
    PositionDocument base = _posMaster.get(UniqueId.of("DbPos", "121", "0"));
    ManageablePosition pos = new ManageablePosition(BigDecimal.TEN, ExternalId.of("A", "B"));
    pos.setUniqueId(UniqueId.of("DbPos", "121", "0"));
    pos.addTrade(new ManageableTrade(BigDecimal.TEN, ExternalId.of("C", "D"), _now.toLocalDate(), _now.toOffsetTime().minusSeconds(500), ExternalId.of("CPS2", "CPV2")));
    PositionDocument input = new PositionDocument(pos);
   
    PositionDocument updated = _posMaster.update(input);
    assertEquals(false, base.getUniqueId().equals(updated.getUniqueId()));
    assertEquals(now, updated.getVersionFromInstant());
    assertEquals(null, updated.getVersionToInstant());
    assertEquals(now, updated.getCorrectionFromInstant());
    assertEquals(null, updated.getCorrectionToInstant());
    assertEquals(input.getPosition(), updated.getPosition());
   
    PositionDocument old = _posMaster.get(UniqueId.of("DbPos", "121", "0"));
    assertEquals(base.getUniqueId(), old.getUniqueId());
    assertEquals(base.getVersionFromInstant(), old.getVersionFromInstant());
    assertEquals(now, old.getVersionToInstant());  // old version ended
    assertEquals(base.getCorrectionFromInstant(), old.getCorrectionFromInstant());
    assertEquals(base.getCorrectionToInstant(), old.getCorrectionToInstant());
    assertEquals(base.getPosition(), old.getPosition());
   
    PositionDocument latestDoc = _posMaster.get(updated.getUniqueId());
    assertNotNull(latestDoc);
    assertEquals(updated.getPosition(), latestDoc.getPosition());
   
    PositionHistoryRequest search = new PositionHistoryRequest(base.getUniqueId(), null, now);
    PositionHistoryResult searchResult = _posMaster.history(search);
    assertEquals(2, searchResult.getDocuments().size());
  }
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    ManageableTrade tradeB = new ManageableTrade(BigDecimal.TEN, ExternalId.of("C", "D"), tradeDate, tradeTime, ExternalId.of("CPS2", "CPV2"));
    tradeB.addAttribute("key21", "Value21");
    tradeB.addAttribute("key22", "Value22");
    pos1.addTrade(tradeB);
   
    PositionDocument doc = new PositionDocument(pos1);
    PositionDocument version1 = _posMaster.add(doc);
    assertNotNull(version1.getUniqueId());
    assertNotNull(tradeA.getUniqueId());
    assertNotNull(tradeB.getUniqueId());
    assertEquals(version1.getPosition(), _posMaster.get(pos1.getUniqueId()).getPosition());
   
    ManageablePosition pos2 = new ManageablePosition(BigDecimal.TEN, ExternalId.of("A", "B"));
    pos2.setUniqueId(version1.getUniqueId());
    ManageableTrade tradeC = new ManageableTrade(BigDecimal.TEN, ExternalId.of("A", "B"), tradeDate, tradeTime, ExternalId.of("CPS", "CPV"));
    tradeC.addAttribute("A", "B");
    tradeC.addAttribute("C", "D");
    tradeC.addAttribute("E", "F");
    pos2.addTrade(tradeC);
   
    PositionDocument version2 = _posMaster.update(new PositionDocument(pos2));   
    assertNotNull(version2);
    assertFalse(version1.getUniqueId().equals(version2.getUniqueId()));
    assertNotNull(tradeC.getUniqueId());
    assertEquals(version2.getPosition(), _posMaster.get(version2.getUniqueId()).getPosition());
   
    //reload version1
    version1 = _posMaster.get(version1.getUniqueId());
   
    PositionHistoryResult historyResult = _posMaster.history(new PositionHistoryRequest(version1.getUniqueId(), null, Instant.now(_posMaster.getClock())));
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    ManageableTrade tradeB = new ManageableTrade(BigDecimal.TEN, ExternalId.of("C", "D"), tradeDate, tradeTime, ExternalId.of("CPS2", "CPV2"));
    tradeB.addAttribute("key21", "Value21");
    tradeB.addAttribute("key22", "Value22");
    pos1.addTrade(tradeB);

    PositionDocument doc = new PositionDocument(pos1);
    PositionDocument version1 = _posMaster.add(doc);
    assertNotNull(version1.getUniqueId());
    assertNotNull(tradeA.getUniqueId());
    assertNotNull(tradeB.getUniqueId());
    assertEquals(version1.getPosition(), _posMaster.get(pos1.getUniqueId()).getPosition());

    ManageablePosition pos2 = new ManageablePosition(BigDecimal.TEN, ExternalId.of("A", "B"));
    pos2.setUniqueId(version1.getUniqueId());
    pos1.addAttribute("A11", "V21");
    pos1.addAttribute("A12", "V22");
    ManageableTrade tradeC = new ManageableTrade(BigDecimal.TEN, ExternalId.of("A", "B"), tradeDate, tradeTime, ExternalId.of("CPS", "CPV"));
    tradeC.addAttribute("A", "B");
    tradeC.addAttribute("C", "D");
    tradeC.addAttribute("E", "F");
    pos2.addTrade(tradeC);

    PositionDocument version2 = _posMaster.update(new PositionDocument(pos2));
    assertNotNull(version2);
    assertFalse(version1.getUniqueId().equals(version2.getUniqueId()));
    assertNotNull(tradeC.getUniqueId());
    assertEquals(version2.getPosition(), _posMaster.get(version2.getUniqueId()).getPosition());

    //reload version1
    version1 = _posMaster.get(version1.getUniqueId());

    PositionHistoryResult historyResult = _posMaster.history(new PositionHistoryRequest(version1.getUniqueId(), null, Instant.now(_posMaster.getClock())));
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  @Test
  public void test_update_rollback() {
    DbPositionMaster w = new DbPositionMaster(_posMaster.getDbConnector());
    w.setElSqlBundle(ElSqlBundle.of(new ElSqlConfig("TestRollback"), DbPositionMaster.class));
    final PositionDocument base = _posMaster.get(UniqueId.of("DbPos", "121", "0"));
    ManageablePosition pos = new ManageablePosition(BigDecimal.TEN, ExternalId.of("A", "B"));
    pos.setUniqueId(UniqueId.of("DbPos", "121", "0"));
    PositionDocument input = new PositionDocument(pos);
    try {
      w.update(input);
      Assert.fail();
    } catch (BadSqlGrammarException ex) {
      // expected
    }
    final PositionDocument test = _posMaster.get(UniqueId.of("DbPos", "121", "0"));
   
    assertEquals(base, test);
  }
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    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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