Package com.opengamma.core.position

Examples of com.opengamma.core.position.PositionSource


  public void testPositionGeneric() {
    final DependencyGraphBuilder builder = createBuilder();
    final ViewCalculationConfiguration config = builder.getCompilationContext().getViewCalculationConfiguration();
    config.setDefaultProperties(ValueProperties.with("POSITION.*.DEFAULT_ForwardCurve", "BarForward").with("POSITION.Present Value.DEFAULT_FundingCurve", "BarFunding").get());
    final PositionSource positions = builder.getCompilationContext().getPortfolioStructure().getPositionSource();
    final ValueRequirement req1 = createValueRequirement(ComputationTargetSpecification.of(getPosition(positions, "Position")), ValueProperties.none());
    final ValueRequirement req2 = createValueRequirement(ComputationTargetSpecification.of(getPosition(positions, "PositionAttr")), ValueProperties.none());
    builder.addTarget(req1);
    builder.addTarget(req2);
    builder.getDependencyGraph();
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  }

  public void testPositionSpecific() {
    final DependencyGraphBuilder builder = createBuilder();
    final ViewCalculationConfiguration config = builder.getCompilationContext().getViewCalculationConfiguration();
    final PositionSource positions = builder.getCompilationContext().getPortfolioStructure().getPositionSource();
    final Position position1 = getPosition(positions, "PositionAttr");
    config.setDefaultProperties(ValueProperties.with("POSITION.Present Value.DEFAULT_ForwardCurve." + position1.getUniqueId(), "BarForward")
        .with("POSITION.*.DEFAULT_FundingCurve." + position1.getUniqueId(), "BarFunding").get());
    final ValueRequirement req1 = createValueRequirement(ComputationTargetSpecification.of(position1), ValueProperties.none());
    final ValueRequirement req2 = createValueRequirement(ComputationTargetSpecification.of(getPosition(positions, "Position")), ValueProperties.none());
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  }

  public void testPositionSpecificOverride() {
    final DependencyGraphBuilder builder = createBuilder();
    final ViewCalculationConfiguration config = builder.getCompilationContext().getViewCalculationConfiguration();
    final PositionSource positions = builder.getCompilationContext().getPortfolioStructure().getPositionSource();
    final Position position1 = getPosition(positions, "PositionAttr");
    config.setDefaultProperties(ValueProperties.with("POSITION.Present Value.DEFAULT_ForwardCurve." + position1.getUniqueId(), "BarForward")
        .with("POSITION.*.DEFAULT_FundingCurve." + position1.getUniqueId(), "BarFunding").with("POSITION.*.DEFAULT_ForwardCurve", "GenericForward")
        .with("POSITION.Present Value.DEFAULT_FundingCurve", "GenericFunding").get());
    final ValueRequirement req1 = createValueRequirement(ComputationTargetSpecification.of(position1), ValueProperties.none());
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    assertEquals(res2.getProperty("Currency"), "USD");
  }

  public void testPositionAttribute() {
    final DependencyGraphBuilder builder = createBuilder();
    final PositionSource positions = builder.getCompilationContext().getPortfolioStructure().getPositionSource();
    final ValueRequirement req1 = createValueRequirement(ComputationTargetSpecification.of(getPosition(positions, "PositionAttr")), ValueProperties.none());
    builder.addTarget(req1);
    builder.getDependencyGraph();
    final ValueSpecification res1 = builder.getValueRequirementMapping().get(req1);
    assertEquals(res1.getProperty("ForwardCurve"), "FooForward");
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  public void testTradeGeneric() {
    final DependencyGraphBuilder builder = createBuilder();
    final ViewCalculationConfiguration config = builder.getCompilationContext().getViewCalculationConfiguration();
    config.setDefaultProperties(ValueProperties.with("TRADE.Present Value.DEFAULT_ForwardCurve", "BarForward").with("TRADE.*.DEFAULT_FundingCurve", "BarFunding").get());
    final PositionSource positions = builder.getCompilationContext().getPortfolioStructure().getPositionSource();
    final ValueRequirement req1 = createValueRequirement(ComputationTargetSpecification.of(getTrade(positions, "Trade")), ValueProperties.none());
    final ValueRequirement req2 = createValueRequirement(ComputationTargetSpecification.of(getTrade(positions, "TradeAttr")), ValueProperties.none());
    builder.addTarget(req1);
    builder.addTarget(req2);
    builder.getDependencyGraph();
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  }

  public void testTradeSpecific() {
    final DependencyGraphBuilder builder = createBuilder();
    final ViewCalculationConfiguration config = builder.getCompilationContext().getViewCalculationConfiguration();
    final PositionSource positions = builder.getCompilationContext().getPortfolioStructure().getPositionSource();
    final Trade trade1 = getTrade(positions, "TradeAttr");
    config.setDefaultProperties(ValueProperties.with("TRADE.*.DEFAULT_ForwardCurve." + trade1.getUniqueId(), "BarForward")
        .with("TRADE.Present Value.DEFAULT_FundingCurve." + trade1.getUniqueId(), "BarFunding").get());
    final ValueRequirement req1 = createValueRequirement(ComputationTargetSpecification.of(trade1), ValueProperties.none());
    final ValueRequirement req2 = createValueRequirement(ComputationTargetSpecification.of(getTrade(positions, "Trade")), ValueProperties.none());
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  }

  public void testTradeSpecificOverride() {
    final DependencyGraphBuilder builder = createBuilder();
    final ViewCalculationConfiguration config = builder.getCompilationContext().getViewCalculationConfiguration();
    final PositionSource positions = builder.getCompilationContext().getPortfolioStructure().getPositionSource();
    final Trade trade1 = getTrade(positions, "TradeAttr");
    config.setDefaultProperties(ValueProperties.with("TRADE.Present Value.DEFAULT_ForwardCurve", "GenericForward").with("TRADE.*.DEFAULT_FundingCurve", "GenericFunding")
        .with("TRADE.*.DEFAULT_ForwardCurve." + trade1.getUniqueId(), "BarForward").with("TRADE.Present Value.DEFAULT_FundingCurve." + trade1.getUniqueId(), "BarFunding").get());
    final ValueRequirement req1 = createValueRequirement(ComputationTargetSpecification.of(trade1), ValueProperties.none());
    final ValueRequirement req2 = createValueRequirement(ComputationTargetSpecification.of(getTrade(positions, "Trade")), ValueProperties.none());
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    assertEquals(res2.getProperty("Currency"), "USD");
  }

  public void testTradeAttribute() {
    final DependencyGraphBuilder builder = createBuilder();
    final PositionSource positions = builder.getCompilationContext().getPortfolioStructure().getPositionSource();
    final ValueRequirement req1 = createValueRequirement(ComputationTargetSpecification.of(getTrade(positions, "TradeAttr")), ValueProperties.none());
    builder.addTarget(req1);
    builder.getDependencyGraph();
    final ValueSpecification res1 = builder.getValueRequirementMapping().get(req1);
    assertEquals(res1.getProperty("ForwardCurve"), "FooForward");
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   * @param repo  the component repository, not null
   * @param configuration  the remaining configuration, not null
   */
  @Override
  public void init(ComponentRepository repo, LinkedHashMap<String, String> configuration) {
    PositionSource source = createPositionSource(repo);
   
    ComponentInfo info = new ComponentInfo(PositionSource.class, getClassifier());
    info.addAttribute(ComponentInfoAttributes.LEVEL, 1);
    info.addAttribute(ComponentInfoAttributes.REMOTE_CLIENT_JAVA, RemotePositionSource.class);
    repo.registerComponent(info, source);
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   *
   * @param repo  the component repository, only used to register secondary items like lifecycle, not null
   * @return the position source, not null
   */
  protected PositionSource createPositionSource(ComponentRepository repo) {
    PositionSource source = new MasterPositionSource(getPortfolioMaster(), getPositionMaster());
    if (getCacheManager() != null) {
      source = new EHCachingPositionSource(source, getCacheManager());
    }
    return source;
  }
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