Package com.opengamma.core.position.impl

Examples of com.opengamma.core.position.impl.SimplePortfolio

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  public void testEmptyView() {
    final ExternalId secIdentifier = ExternalId.of("SEC", "1");
    final SimplePosition pos = new SimplePosition(new BigDecimal(1), secIdentifier);
    final SimplePortfolioNode pn = new SimplePortfolioNode("node");
    pn.addPosition(pos);
    final SimplePortfolio p = new SimplePortfolio(UniqueId.of("FOO", "BAR"), "portfolio");
    p.setRootNode(pn);
    final MockPositionSource positionSource = new MockPositionSource();
    positionSource.addPortfolio(p);
    final SimpleSecurity defSec = new SimpleSecurity("");
    defSec.addExternalId(secIdentifier);
    final InMemorySecuritySource securitySource = new InMemorySecuritySource();
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  public void testSingleValueNoLiveData() {
    final ExternalId secIdentifier = ExternalId.of("SEC", "1");
    final SimplePosition pos = new SimplePosition(new BigDecimal(1), secIdentifier);
    final SimplePortfolioNode pn = new SimplePortfolioNode("node");
    pn.addPosition(pos);
    final SimplePortfolio p = new SimplePortfolio(UniqueId.of("FOO", "BAR"), "portfolio");
    p.setRootNode(pn);
    final MockPositionSource positionSource = new MockPositionSource();
    positionSource.addPortfolio(p);
    final SimpleSecurity defSec = new SimpleSecurity("My Sec");
    defSec.addExternalId(secIdentifier);
    final InMemorySecuritySource securitySource = new InMemorySecuritySource();
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    final ExternalId secIdentifier1 = ExternalId.of("SEC", "1");
    final ExternalId secIdentifier2 = ExternalId.of("SEC", "2");
    final SimplePosition pos = new SimplePosition(new BigDecimal(1), secIdentifier1);
    final SimplePortfolioNode pn = new SimplePortfolioNode("node");
    pn.addPosition(pos);
    final SimplePortfolio p = new SimplePortfolio(UniqueId.of("FOO", "BAR"), "portfolio");
    p.setRootNode(pn);
    final MockPositionSource positionSource = new MockPositionSource();
    positionSource.addPortfolio(p);
    final SimpleSecurity sec1 = new SimpleSecurity("My Sec");
    sec1.addExternalId(secIdentifier1);
    final SimpleSecurity sec2 = new SimpleSecurity("Your Sec");
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  @BeforeMethod
  public void createPortfolio() {
    final UniqueIdSupplier uid = new UniqueIdSupplier("Test");
    final MockPositionSource positionSource = new MockPositionSource();
    final PortfolioStructure resolver = new PortfolioStructure(positionSource);
    final SimplePortfolio portfolio = new SimplePortfolio(uid.get(), "Test");
    _root = new SimplePortfolioNode(uid.get(), "root");
    _child1 = new SimplePortfolioNode(uid.get(), "child 1");
    _child2 = new SimplePortfolioNode(uid.get(), "child 2");
    _position1 = new SimplePosition(uid.get(), new BigDecimal(10), ExternalId.of("Security", "Foo"));
    _child2.addPosition(_position1);
    _position2 = new SimplePosition(uid.get(), new BigDecimal(20), ExternalId.of("Security", "Bar"));
    _child2.addPosition(_position2);
    _child2.setParentNodeId(_child1.getUniqueId());
    _child1.addChildNode(_child2);
    _child1.setParentNodeId(_root.getUniqueId());
    _root.addChildNode(_child1);
    portfolio.setRootNode(_root);
    positionSource.addPortfolio(portfolio);
    _badChild = new SimplePortfolioNode(uid.get(), "child 3");
    _badChild.setParentNodeId(uid.get());
    _badPosition = new SimplePosition(uid.get(), new BigDecimal(10), ExternalId.of("Security", "Cow"));
    _context = new FunctionCompilationContext();
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      }
      graph.addDependencyNode(node);
      previous = node;
    }
    final CompiledViewDefinitionWithGraphsImpl viewEvaluationModel = new CompiledViewDefinitionWithGraphsImpl(VersionCorrection.LATEST, "", viewDefinition, Collections.singleton(graph),
        Collections.<ComputationTargetReference, UniqueId>emptyMap(), new SimplePortfolio("Test Portfolio"), 0);
    final ViewCycleExecutionOptions cycleOptions = ViewCycleExecutionOptions.builder().setValuationTime(Instant.ofEpochMilli(1)).setMarketDataSpecification(new MarketDataSpecification()).create();
    final SingleComputationCycle cycle = new SingleComputationCycle(UniqueId.of("Test", "Cycle1"), computationCycleResultListener, vpc, viewEvaluationModel,
        cycleOptions, VersionCorrection.of(Instant.ofEpochMilli(1), Instant.ofEpochMilli(1)));
    return factory.createExecutor(cycle).execute(graph);
  }
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    node.addChildNode(createChildNode(SECURITY_TYPE_2, CURRENCY_2));
    return node;
  }

  private Portfolio createPortfolio() {
    final SimplePortfolio portfolio = new SimplePortfolio("Test");
    portfolio.setRootNode(createRootNode());
    return portfolio;
  }
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    FudgeField idField = message.getByName(IDENTIFIER_FIELD_NAME);
    final UniqueId id = idField != null ? deserializer.fieldValueToObject(UniqueId.class, idField) : null;
    final String name = message.getFieldValue(String.class, message.getByName(NAME_FIELD_NAME));
    final PortfolioNode node = deserializer.fieldValueToObject(PortfolioNode.class, message.getByName(ROOT_FIELD_NAME));
   
    SimplePortfolio portfolio = new SimplePortfolio(name);
    if (id != null) {
      portfolio.setUniqueId(id);
    }
    portfolio.setRootNode((SimplePortfolioNode) node);
    if (message.hasField(ATTRIBUTES_FIELD_NAME)) {
      FudgeMsg attributesMsg = message.getMessage(ATTRIBUTES_FIELD_NAME);
      for (FudgeField fudgeField : attributesMsg) {
        String key = fudgeField.getName();
        Object value = fudgeField.getValue();
        if (key != null && value != null) {
          portfolio.addAttribute(key, (String) value);
        }
      }
    }
    return portfolio;
  }
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  public void testComparison() {
    final SimplePortfolioNode nodeA = new SimplePortfolioNode();
    nodeA.addPosition(createPosition("1", 10, createRawSecurity("1", 42), null, null, null, null));
    nodeA.addPosition(createPosition("3", 10, createRawSecurity("3", 42), null, null, null, null));
    final SimplePortfolio portfolioA = new SimplePortfolio("A", nodeA);
    final SimplePortfolioNode nodeB = new SimplePortfolioNode();
    nodeB.addPosition(createPosition("2", 10, createRawSecurity("2", 42), null, null, null, null));
    nodeB.addPosition(createPosition("3", 10, createRawSecurity("3", 42), null, null, null, null));
    final SimplePortfolio portfolioB = new SimplePortfolio("B", nodeB);
    final PortfolioComparator comparator = new PortfolioComparator(OpenGammaFudgeContext.getInstance());
    final PortfolioComparison result = comparator.compare(portfolioA, portfolioB);
    assertEquals(result.getOnlyInFirst().size(), 1);
    assertEquals(result.getOnlyInSecond().size(), 1);
    assertEquals(result.getIdentical().size(), 1);
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@Test(groups = TestGroup.UNIT)
public class PortfolioAggregatorTest {

  @Test(enabled = false)
  public void multipleInstancesOfSamePosition() {
    SimplePortfolio portfolio = new SimplePortfolio(id("portfolio"), "portfolio");
    SimplePortfolioNode root = new SimplePortfolioNode(id("root"), "root");
    SimplePortfolioNode node1 = new SimplePortfolioNode(id("node1"), "node1");
    SimplePortfolioNode node2 = new SimplePortfolioNode(id("node2"), "node2");
    ExternalId securityId = ExternalId.of("sec", "123");
    SimplePosition position = new SimplePosition(id("position"), BigDecimal.ONE, securityId);
    SimpleCounterparty counterparty = new SimpleCounterparty(ExternalId.of("cpty", "123"));
    SimpleSecurityLink securityLink = new SimpleSecurityLink(securityId);
    Trade trade = new SimpleTrade(securityLink, BigDecimal.ONE, counterparty, LocalDate.now(), OffsetTime.now());
    position.addTrade(trade);
    portfolio.setRootNode(root);
    node1.addPosition(position);
    node2.addPosition(position);
    root.addChildNode(node1);
    root.addChildNode(node2);
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    return position;
  }

  private PositionSource createPositionSource(final SecuritySource securities) {
    final MockPositionSource positions = new MockPositionSource();
    final SimplePortfolio portfolio = new SimplePortfolio("Test");
    final SimplePortfolioNode root = portfolio.getRootNode();
    // Portfolio node with position with a trade with an attribute
    SimplePortfolioNode node = new SimplePortfolioNode("TradeAttr");
    SimpleTrade trade = createTrade(securities);
    trade.addAttribute("Present Value.DEFAULT_ForwardCurve", "FooForward");
    trade.addAttribute("*.DEFAULT_FundingCurve", "FooFunding");
    SimplePosition position = createPosition(securities);
    position.addTrade(trade);
    node.addPosition(position);
    root.addChildNode(node);
    // Portfolio node with position with a trade without an attribute
    node = new SimplePortfolioNode("Trade");
    trade = createTrade(securities);
    position = createPosition(securities);
    position.addTrade(trade);
    node.addPosition(position);
    root.addChildNode(node);
    // Portfolio node with position with an attribute
    node = new SimplePortfolioNode("PositionAttr");
    position = createPosition(securities);
    position.addAttribute("Present Value.DEFAULT_ForwardCurve", "FooForward");
    position.addAttribute("*.DEFAULT_FundingCurve", "FooFunding");
    node.addPosition(position);
    root.addChildNode(node);
    // Portfolio node with position without an attribute
    node = new SimplePortfolioNode("Position");
    position = createPosition(securities);
    node.addPosition(position);
    root.addChildNode(node);
    portfolio.setUniqueId(UniqueId.of("Portfolio", "Test"));
    positions.addPortfolio(portfolio);
    return positions;
  }
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Related Classes of com.opengamma.core.position.impl.SimplePortfolio

  • com.opengamma.core.position.PortfolioFudgeBuilder
  • com.opengamma.engine.DefaultComputationTargetResolverTest
  • com.opengamma.engine.exec.CancelExecutionTest
  • com.opengamma.engine.function.PortfolioStructureTest
  • com.opengamma.engine.position.csv.CSVPositionSource
  • com.opengamma.engine.target.lazy.LazyResolvedPortfolio
  • com.opengamma.engine.target.MockComputationTargetResolver
  • com.opengamma.engine.view.client.NodeCheckingPortfolioFilter
  • com.opengamma.engine.view.client.NodeCheckingPortfolioFilterTest
  • com.opengamma.engine.view.client.PortfolioPermissionCheckerTest
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