/**
* Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.core.position.impl;
import static org.testng.AssertJUnit.assertEquals;
import static org.testng.AssertJUnit.assertFalse;
import static org.testng.AssertJUnit.assertNull;
import static org.testng.AssertJUnit.assertTrue;
import java.math.BigDecimal;
import java.util.Set;
import org.testng.annotations.Test;
import org.threeten.bp.OffsetDateTime;
import com.google.common.collect.Sets;
import com.opengamma.core.position.Counterparty;
import com.opengamma.core.position.Position;
import com.opengamma.core.security.SecurityLink;
import com.opengamma.core.security.impl.SimpleSecurity;
import com.opengamma.core.security.impl.SimpleSecurityLink;
import com.opengamma.id.ExternalId;
import com.opengamma.id.ExternalIdBundle;
import com.opengamma.id.UniqueId;
import com.opengamma.util.money.Currency;
import com.opengamma.util.test.TestGroup;
/**
* Test {@link SimpleTrade}.
*/
@Test(groups = TestGroup.UNIT)
public class SimpleTradeTest {
private static final Counterparty COUNTERPARTY = new SimpleCounterparty(ExternalId.of("CPARTY", "C100"));
private static final UniqueId POSITION_UID = UniqueId.of("P", "A");
private static final Position POSITION = new SimplePosition(POSITION_UID, BigDecimal.ONE, ExternalId.of("A", "B"));
private static final OffsetDateTime TRADE_OFFSET_DATETIME = OffsetDateTime.now();
private static final ExternalIdBundle BUNDLE = POSITION.getSecurityLink().getExternalId();
public void test_construction_ExternalIdBundle_BigDecimal_Counterparty_LocalDate_OffsetTime() {
SimpleTrade test = new SimpleTrade(new SimpleSecurityLink(BUNDLE), BigDecimal.ONE, COUNTERPARTY, TRADE_OFFSET_DATETIME.toLocalDate(), TRADE_OFFSET_DATETIME.toOffsetTime());
assertNull(test.getUniqueId());
assertEquals(BigDecimal.ONE, test.getQuantity());
assertEquals(1, test.getSecurityLink().getExternalId().size());
assertEquals(ExternalId.of("A", "B"), test.getSecurityLink().getExternalId().iterator().next());
assertEquals(COUNTERPARTY, test.getCounterparty());
assertNull(test.getSecurityLink().getTarget());
assertEquals(TRADE_OFFSET_DATETIME.toLocalDate(), test.getTradeDate());
assertEquals(TRADE_OFFSET_DATETIME.toOffsetTime(), test.getTradeTime());
}
@Test(expectedExceptions=IllegalArgumentException.class)
public void test_construction_ExternalIdBundle_BigDecimal_Counterparty_LocalDate_OffsetTime_nullLink() {
new SimpleTrade((SecurityLink) null, BigDecimal.ONE, COUNTERPARTY, TRADE_OFFSET_DATETIME.toLocalDate(), TRADE_OFFSET_DATETIME.toOffsetTime());
}
@Test(expectedExceptions=IllegalArgumentException.class)
public void test_construction_ExternalIdBundle_BigDecimal_Counterparty_LocalDate_OffsetTime_nullBigDecimal() {
new SimpleTrade(new SimpleSecurityLink(BUNDLE), null, COUNTERPARTY, TRADE_OFFSET_DATETIME.toLocalDate(), TRADE_OFFSET_DATETIME.toOffsetTime());
}
@Test(expectedExceptions=IllegalArgumentException.class)
public void test_construction_ExternalIdBundle_BigDecimal_Counterparty_LocalDate_OffsetTime_nullCounterparty() {
new SimpleTrade(new SimpleSecurityLink(BUNDLE), BigDecimal.ONE, null, TRADE_OFFSET_DATETIME.toLocalDate(), TRADE_OFFSET_DATETIME.toOffsetTime());
}
@Test(expectedExceptions=IllegalArgumentException.class)
public void test_construction_ExternalIdBundle_BigDecimal_Counterparty_LocalDate_OffsetTime_nullLocalDate() {
new SimpleTrade(new SimpleSecurityLink(BUNDLE), BigDecimal.ONE, COUNTERPARTY, null, TRADE_OFFSET_DATETIME.toOffsetTime());
}
public void test_construction_Security_BigDecimal_Counterparty_Instant() {
ExternalIdBundle securityKey = ExternalIdBundle.of(ExternalId.of("A", "B"));
SimpleSecurity security = new SimpleSecurity("A");
security.setExternalIdBundle(securityKey);
SimpleTrade test = new SimpleTrade(security, BigDecimal.ONE, COUNTERPARTY, TRADE_OFFSET_DATETIME.toLocalDate(), TRADE_OFFSET_DATETIME.toOffsetTime());
assertNull(test.getUniqueId());
assertEquals(BigDecimal.ONE, test.getQuantity());
assertEquals(1, test.getSecurityLink().getExternalId().size());
assertEquals(ExternalId.of("A", "B"), test.getSecurityLink().getExternalId().iterator().next());
assertEquals(COUNTERPARTY, test.getCounterparty());
assertEquals(security, test.getSecurityLink().getTarget());
}
public void test_construction_copyFromPosition() {
SimpleTrade trade = new SimpleTrade(new SimpleSecurityLink(ExternalId.of("A", "B")), BigDecimal.ONE, COUNTERPARTY, TRADE_OFFSET_DATETIME.toLocalDate(), TRADE_OFFSET_DATETIME.toOffsetTime());
trade.addAttribute("A", "B");
trade.addAttribute("C", "D");
SimpleTrade copy = new SimpleTrade(trade);
assertEquals(copy, trade);
}
public void test_collectionsOfTradesWithDifferentFields() {
Set<SimpleTrade> trades = Sets.newHashSet();
SimpleTrade trade1 = new SimpleTrade(new SimpleSecurityLink(ExternalId.of("A", "B")), BigDecimal.ONE, COUNTERPARTY, TRADE_OFFSET_DATETIME.toLocalDate(), TRADE_OFFSET_DATETIME.toOffsetTime());
trades.add(trade1);
SimpleTrade trade2 = new SimpleTrade(new SimpleSecurityLink(ExternalId.of("C", "D")), BigDecimal.ONE, COUNTERPARTY, TRADE_OFFSET_DATETIME.toLocalDate(), TRADE_OFFSET_DATETIME.toOffsetTime());
trade2.setPremium(100.00);
trade2.setPremiumCurrency(Currency.USD);
trade2.setPremiumDate(TRADE_OFFSET_DATETIME.toLocalDate().plusDays(1));
trade2.setPremiumTime(TRADE_OFFSET_DATETIME.toOffsetTime().plusHours(1));
trades.add(trade2);
SimpleTrade trade3 = new SimpleTrade(new SimpleSecurityLink(ExternalId.of("E", "F")), BigDecimal.ONE, COUNTERPARTY, TRADE_OFFSET_DATETIME.toLocalDate(), TRADE_OFFSET_DATETIME.toOffsetTime());
trades.add(trade3);
trades.add(new SimpleTrade(trade3));
SimpleTrade trade4 = new SimpleTrade(trade1);
trade4.addAttribute("key1", "value1");
trade4.addAttribute("key2", "value2");
trades.add(trade4);
assertEquals(4, trades.size());
assertTrue(trades.contains(trade1));
assertTrue(trades.contains(trade2));
assertTrue(trades.contains(trade3));
assertTrue(trades.contains(trade4));
trades.remove(trade1);
assertEquals(3, trades.size());
assertFalse(trades.contains(trade1));
trades.remove(trade2);
assertEquals(2, trades.size());
assertFalse(trades.contains(trade2));
trades.remove(trade3);
assertEquals(1, trades.size());
assertFalse(trades.contains(trade3));
trades.remove(trade4);
assertTrue(trades.isEmpty());
}
//------------------------------------------------------------------------
@Test(expectedExceptions=IllegalArgumentException.class)
public void test_addAttribute_null_key() {
SimpleTrade trade = new SimpleTrade(new SimpleSecurityLink(ExternalId.of("A", "B")), BigDecimal.ONE, COUNTERPARTY, TRADE_OFFSET_DATETIME.toLocalDate(), TRADE_OFFSET_DATETIME.toOffsetTime());
assertTrue(trade.getAttributes().isEmpty());
trade.addAttribute(null, "B");
}
@Test(expectedExceptions=IllegalArgumentException.class)
public void test_addAttribute_null_value() {
SimpleTrade trade = new SimpleTrade(new SimpleSecurityLink(ExternalId.of("A", "B")), BigDecimal.ONE, COUNTERPARTY, TRADE_OFFSET_DATETIME.toLocalDate(), TRADE_OFFSET_DATETIME.toOffsetTime());
assertTrue(trade.getAttributes().isEmpty());
trade.addAttribute("A", null);
}
public void test_addAttribute() {
SimpleTrade trade = new SimpleTrade(new SimpleSecurityLink(ExternalId.of("A", "B")), BigDecimal.ONE, COUNTERPARTY, TRADE_OFFSET_DATETIME.toLocalDate(), TRADE_OFFSET_DATETIME.toOffsetTime());
assertTrue(trade.getAttributes().isEmpty());
trade.addAttribute("A", "B");
assertEquals(1, trade.getAttributes().size());
assertEquals("B", trade.getAttributes().get("A"));
trade.addAttribute("C", "D");
assertEquals(2, trade.getAttributes().size());
assertEquals("D", trade.getAttributes().get("C"));
}
public void test_removeAttribute() {
SimpleTrade trade = new SimpleTrade(new SimpleSecurityLink(ExternalId.of("A", "B")), BigDecimal.ONE, COUNTERPARTY, TRADE_OFFSET_DATETIME.toLocalDate(), TRADE_OFFSET_DATETIME.toOffsetTime());
assertTrue(trade.getAttributes().isEmpty());
trade.addAttribute("A", "B");
trade.addAttribute("C", "D");
assertEquals(2, trade.getAttributes().size());
trade.removeAttribute("A");
assertEquals(1, trade.getAttributes().size());
assertNull(trade.getAttributes().get("A"));
}
}