Package com.opengamma.core.position.impl

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

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  private String getRightName() {
    return _rightName;
  }

  private Portfolio createPortfolio(final String name, final Collection<Position> positions) {
    final SimplePortfolio portfolio = new SimplePortfolio(name);
    final SimplePortfolioNode rootNode = new SimplePortfolioNode(name);
    rootNode.addPositions(positions);
    portfolio.setRootNode(rootNode);
    return portfolio;
  }
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      aggId = createSyntheticIdentifier();
    }
    String aggPortfolioName = buildPortfolioName(inputPortfolio.getName());
    List<Position> flattenedPortfolio = flatten(inputPortfolio);
    final SimplePortfolioNode root = new SimplePortfolioNode(createSyntheticIdentifier(), buildPortfolioName("Portfolio"));
    SimplePortfolio aggPortfolio = new SimplePortfolio(aggId, aggPortfolioName, root);
    aggregate(root, flattenedPortfolio, new ArrayDeque<AggregationFunction<?>>(_aggregationFunctions));
    aggPortfolio.setAttributes(inputPortfolio.getAttributes());
    return aggPortfolio;
  }
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    if (split) {
      for (PortfolioNode portfolioNode : aggregatedPortfolio.getRootNode().getChildNodes()) {
        String splitPortfolioName = portfolioName + " (" + aggregationName + " " + portfolioNode.getName() + ")";
        SimplePortfolioNode root = new SimplePortfolioNode("root");
        root.addChildNode(portfolioNode);
        Portfolio splitPortfolio = new SimplePortfolio(splitPortfolioName, root);
        splitPortfolio.setAttributes(aggregatedPortfolio.getAttributes());
        s_logger.info("Saving split portfolio " + portfolioName + "...");
        savePortfolio.savePortfolio(splitPortfolio, true);
      }

    } else {
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    if (root instanceof SimplePortfolioNode) {
      rootNode = (SimplePortfolioNode) root;
    } else {
      rootNode = new SimplePortfolioNode(root);
    }
    return new SimplePortfolio(getNameGenerator().createName(), rootNode);
  }
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    }
    return newPortfolioNode;
  }

  public Portfolio filter(final Portfolio inputPortfolio) {
    return new SimplePortfolio(UniqueId.of(inputPortfolio.getUniqueId().getScheme(), buildPortfolioName(inputPortfolio.getUniqueId().getValue())), buildPortfolioName(inputPortfolio.getName()),
        filter(inputPortfolio.getRootNode()));
  }
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  }

  public void test_resolve_portfolioNode() {
    final InMemorySecuritySource secSource = new InMemorySecuritySource();
    final MockPositionSource posSource = new MockPositionSource();
    final SimplePortfolio p = new SimplePortfolio(UniqueId.of("Test", "1"), "Name");
    p.getRootNode().addChildNode(NODE);
    posSource.addPortfolio(p);
    final DefaultComputationTargetResolver test = new DefaultComputationTargetResolver(secSource, posSource);
    final ComputationTargetSpecification spec = ComputationTargetSpecification.of(NODE);
    final ComputationTarget expected = new ComputationTarget(ComputationTargetType.PORTFOLIO_NODE, NODE);
    assertExpected(expected, test.resolve(spec, VersionCorrection.LATEST));
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  }

  public void test_resolve_position() {
    final InMemorySecuritySource secSource = new InMemorySecuritySource();
    final MockPositionSource posSource = new MockPositionSource();
    final SimplePortfolio p = new SimplePortfolio(UniqueId.of("Test", "1"), "Name");
    p.getRootNode().addPosition(POSITION);
    posSource.addPortfolio(p);
    final DefaultComputationTargetResolver test = new DefaultComputationTargetResolver(secSource, posSource);
    final ComputationTargetSpecification spec = ComputationTargetSpecification.of(POSITION);
    final ComputationTarget expected = new ComputationTarget(ComputationTargetType.POSITION, POSITION);
    assertExpected(expected, test.resolve(spec, VersionCorrection.LATEST));
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  public void test_resolve_trade() {
    final OffsetDateTime now = OffsetDateTime.now();
    final InMemorySecuritySource secSource = new InMemorySecuritySource();
    final MockPositionSource posSource = new MockPositionSource();
    final SimplePortfolio portfolio = new SimplePortfolio(UniqueId.of("Test", "1"), "Name");
    final SimplePosition position = new SimplePosition(UniqueId.of("Test", "1"), new BigDecimal(1), ExternalIdBundle.EMPTY);
    final SimpleTrade trade = new SimpleTrade(new SimpleSecurityLink(), new BigDecimal(1), new SimpleCounterparty(ExternalId.of("CPARTY", "C100")), now.toLocalDate(), now.toOffsetTime());
    trade.setUniqueId(UniqueId.of("TradeScheme", "1"));
    position.addTrade(trade);
    portfolio.getRootNode().addPosition(position);
    posSource.addPortfolio(portfolio);
    final DefaultComputationTargetResolver test = new DefaultComputationTargetResolver(secSource, posSource);
    final ComputationTargetSpecification spec = ComputationTargetSpecification.of(trade);
    final ComputationTarget expected = new ComputationTarget(ComputationTargetType.TRADE, trade);
    assertExpected(expected, test.resolve(spec, VersionCorrection.LATEST));
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    return portfolio;
  }

  private void createPortfolio() {
    final int id = _portfolioId++;
    final SimplePortfolio portfolio = new SimplePortfolio(UniqueId.of("Portfolio", Integer.toString(id)), "Portfolio " + id);
    portfolio.setRootNode(createNode(null, 2));
    _positionSource.addPortfolio(portfolio);
  }
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      IOUtils.closeQuietly(fis);
    }
  }

  private Portfolio loadPortfolio(ObjectId portfolioId, InputStream inStream) throws IOException {
    SimplePortfolio portfolio = new SimplePortfolio(portfolioId.atVersion("0"), portfolioId.getValue());
    UniqueId rootNodeId = UniqueId.of(portfolioId.getScheme(), "0");
    portfolio.getRootNode().setUniqueId(rootNodeId);
    _nodes.put(rootNodeId, portfolio.getRootNode());
   
    CSVReader csvReader = new CSVReader(new InputStreamReader(inStream));
    String[] tokens = null;
    int curIndex = 1;
    UniqueId positionId = UniqueId.of(portfolioId.getScheme(), Integer.toString(curIndex));
    while ((tokens = csvReader.readNext()) != null) {
      SimplePosition position = parseLine(tokens, positionId);
      if (position != null) {
        ((SimplePortfolioNode) portfolio.getRootNode()).addPosition(position);
        _positions.put(position.getUniqueId().getObjectId(), position);
        positionId = UniqueId.of(portfolioId.getScheme(), Integer.toString(++curIndex));
      }
    }
    s_logger.info("{} parsed stream with {} positions", portfolioId, portfolio.getRootNode().getPositions().size());
    return portfolio;
  }
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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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