Package com.opengamma.core.security

Examples of com.opengamma.core.security.Security


      }
    }
    String marketDataModeConstraint = anyConstraintOrNull(constraints, MARKET_DATA_MODE_PROPERTY);
    HistoricalViewEvaluationMarketDataMode marketDataMode = marketDataModeConstraint != null ?
        HistoricalViewEvaluationMarketDataMode.parse(marketDataModeConstraint) : HistoricalViewEvaluationMarketDataMode.HISTORICAL;
    Security security = null;
    if (ComputationTargetType.SECURITY.equals(target.getType())) {
      security = target.getSecurity();
    } else if (ComputationTargetType.POSITION.equals(target.getType())) {
      security = target.getPosition().getSecurityLink().resolve(context.getSecuritySource());
    }
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  public InterpolatedYieldCurveSpecificationWithSecurities resolveToSecurity(final InterpolatedYieldCurveSpecification curveSpecification, final SnapshotDataBundle marketValues) {
    final Collection<FixedIncomeStripWithSecurity> securityStrips = new TreeSet<>();
    final LocalDate curveDate = curveSpecification.getCurveDate();
    for (final FixedIncomeStripWithIdentifier strip : curveSpecification.getStrips()) {
      final InstrumentHandler handler = getInstrumentHandler(strip);
      final Security security = handler.getSecurity(this, curveSpecification, marketValues, strip);
      final ZonedDateTime maturity = handler.getMaturity(this, curveDate, strip, security);
      final Tenor resolvedTenor = Tenor.of(Period.between(curveDate, maturity.toLocalDate()));
      securityStrips.add(new FixedIncomeStripWithSecurity(strip.getStrip(), resolvedTenor, maturity, strip.getSecurity(), security));
    }
    return new InterpolatedYieldCurveSpecificationWithSecurities(curveDate, curveSpecification.getName(), curveSpecification.getCurrency(), curveSpecification.getInterpolator(),
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      if (!_idLikePattern.getPattern().matcher(id.getValue()).matches()) {
        return null;
      }
    }
    if (_securityTypes != null) {
      Security security = resolver.resolveSecurity(id);
      if (!_securityTypes.contains(security.getSecurityType().toLowerCase())) {
        return null;
      }
    }
    return this;
  }
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    }
  }

  public void testGetSecurity_byUniqueId_a() throws Exception {
    final UniqueId uidA = UniqueId.of("Test", "A");
    final Security secA = Mockito.mock(Security.class);
    final UniqueId uidB = UniqueId.of("Test", "B");
    final Security secB = Mockito.mock(Security.class);
    final UniqueId uidC = UniqueId.of("Test", "C");
    final Security secC = Mockito.mock(Security.class);
    final CyclicBarrier barrier = new CyclicBarrier(4);
    final MockSecuritySource underlying = new MockSecuritySource() {

      int _state;

      @Override
      public Security get(final UniqueId uid) {
        assertEquals(_state++, 0);
        join(barrier); //1
        assertEquals(uid, uidA);
        // Pause for a bit to make sure that the other threads get blocked in their getSecurity methods
        sleep();
        return secA;
      }

      @Override
      public Map<UniqueId, Security> get(final Collection<UniqueId> uids) {
        assertEquals(_state++, 1);
        assertEquals(uids.size(), 2);
        assertTrue(uids.contains(uidB));
        assertTrue(uids.contains(uidC));
        final Map<UniqueId, Security> result = Maps.newHashMapWithExpectedSize(2);
        result.put(uidB, secB);
        result.put(uidC, secC);
        return result;
      }

    };
    final CoalescingSecuritySource coalescing = new CoalescingSecuritySource(underlying);
    // Start three threads. One will do the first write, the other two will be blocked. Then one of the other two will do a second
    // write that includes that required by the third. The third will do no I/O itself.
    final ExecutorService exec = Executors.newCachedThreadPool();
    try {
      final Future<?> a = exec.submit(new Runnable() {
        @Override
        public void run() {
          final Security s = coalescing.get(uidA);
          assertSame(s, secA);
        }
      });
      final Future<?> b = exec.submit(new Runnable() {
        @Override
        public void run() {
          join(barrier);
          final Security s = coalescing.get(uidB);
          assertSame(s, secB);
        }
      });
      final Future<?> c = exec.submit(new Runnable() {
        @Override
        public void run() {
          join(barrier);
          final Security s = coalescing.get(uidC);
          assertSame(s, secC);
        }
      });
      join(barrier);
      a.get(Timeout.standardTimeoutMillis(), TimeUnit.MILLISECONDS);
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    }
  }

  public void testGetSecurity_byUniqueId_b() throws Exception {
    final UniqueId uidA = UniqueId.of("Test", "A");
    final Security secA = Mockito.mock(Security.class);
    final UniqueId uidB = UniqueId.of("Test", "B");
    final Security secB = Mockito.mock(Security.class);
    final UniqueId uidC = UniqueId.of("Test", "C");
    final Security secC = Mockito.mock(Security.class);
    final CyclicBarrier barrier1 = new CyclicBarrier(3);
    final CyclicBarrier barrier2 = new CyclicBarrier(2);
    final MockSecuritySource underlying = new MockSecuritySource() {

      int _state;

      @Override
      public Security get(final UniqueId uid) {
        assertEquals(_state++, 0);
        join(barrier1);
        assertEquals(uid, uidA);
        // Pause for a bit to make sure that the other thread gets blocked in their getSecurity methods
        sleep();
        return secA;
      }

      @Override
      public Map<UniqueId, Security> get(final Collection<UniqueId> uids) {
        assertEquals(_state++, 1);
        assertEquals(uids.size(), 2);
        assertTrue(uids.contains(uidB));
        assertTrue(uids.contains(uidC));
        final Map<UniqueId, Security> result = Maps.newHashMapWithExpectedSize(2);
        result.put(uidB, secB);
        result.put(uidC, secC);
        return result;
      }

    };
    final CoalescingSecuritySource coalescing = new CoalescingSecuritySource(underlying) {
      @Override
      protected void releaseOtherWritingThreads() {
        join(barrier2); // 1 + 2 // release the third thread
      }
    };
    // Start two threads. One will do the first write, the other will be blocked. Suppressing releaseOtherThreads means a third
    // call will try to write its own value plus those from the other threads. The second thread will do no I/O itself.
    final ExecutorService exec = Executors.newCachedThreadPool();
    try {
      final Future<?> a = exec.submit(new Runnable() {
        @Override
        public void run() {
          final Security s = coalescing.get(uidA);
          assertSame(s, secA);
        }
      });
      final Future<?> b = exec.submit(new Runnable() {
        @Override
        public void run() {
          join(barrier1);
          final Security s = coalescing.get(uidB);
          assertSame(s, secB);
        }
      });
      final Future<?> c = exec.submit(new Runnable() {
        @Override
        public void run() {
          join(barrier2); // 1
          final Security s = coalescing.get(uidC);
          assertSame(s, secC);
        }
      });
      join(barrier1);
      a.get(Timeout.standardTimeoutMillis(), TimeUnit.MILLISECONDS);
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    }
  }

  public void testGetSecurities_byUniqueId_a() throws Exception {
    final UniqueId uidA = UniqueId.of("Test", "A");
    final Security secA = Mockito.mock(Security.class);
    final UniqueId uidB = UniqueId.of("Test", "B");
    final Security secB = Mockito.mock(Security.class);
    final UniqueId uidC = UniqueId.of("Test", "C");
    final Security secC = Mockito.mock(Security.class);
    final CyclicBarrier barrier = new CyclicBarrier(4);
    final MockSecuritySource underlying = new MockSecuritySource() {

      int _state;
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    }
  }

  public void testGetSecurities_byUniqueId_b() throws Exception {
    final UniqueId uidA = UniqueId.of("Test", "A");
    final Security secA = Mockito.mock(Security.class);
    final UniqueId uidB = UniqueId.of("Test", "B");
    final Security secB = Mockito.mock(Security.class);
    final UniqueId uidC = UniqueId.of("Test", "C");
    final Security secC = Mockito.mock(Security.class);
    final CyclicBarrier barrier1 = new CyclicBarrier(3);
    final CyclicBarrier barrier2 = new CyclicBarrier(2);
    final MockSecuritySource underlying = new MockSecuritySource() {

      int _state;
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  protected SecurityLink security(final Security security) {
    return SimpleSecurityLink.of(security);
  }

  private SimplePosition createPosition() {
    final Security security = createSecurity();
    final SimplePosition position = new SimplePosition(UniqueId.of("Position", Integer.toString(_positionId++)), BigDecimal.ONE, security) {

      private static final long serialVersionUID = 1L;

      @Override
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    addTarget(new ComputationTarget(ComputationTargetType.POSITION, position(position)));
    return position;
  }

  private Security createSecurity() {
    final Security security = new MockSecurity(_securityId++);
    _securitySource.addSecurity(security);
    addTarget(new ComputationTarget(ComputationTargetType.SECURITY, security));
    return security;
  }
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  public void addSimpleGetByUniqueId() {
    NonVersionedRedisSecuritySource source = new NonVersionedRedisSecuritySource(getJedisPool(), getRedisPrefix());
    addSimpleSecurity(source, "1");
    addSimpleSecurity(source, "2");
   
    Security security = null;
   
    security = source.get(UniqueId.of("TEST-UNQ", "1"));
    assertNotNull(security);
    assertEquals("1", security.getExternalIdBundle().getValue(ExternalScheme.of("TEST-EXT")));

    security = source.get(UniqueId.of("TEST-UNQ", "2"));
    assertNotNull(security);
    assertEquals("2", security.getExternalIdBundle().getValue(ExternalScheme.of("TEST-EXT")));

    security = source.get(UniqueId.of("TEST-UNQ", "3"));
    assertNull(security);
  }
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Related Classes of com.opengamma.core.security.Security

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