Package com.opengamma.core.security

Examples of com.opengamma.core.security.SecuritySource

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  public void run(final ToolContext context, final String portfolioName, final String security, final boolean write, final Currency[] currencies) {
    final AbstractPortfolioGeneratorTool instance = getInstance(security);
    instance.setToolContext(context);
    instance.setCounterPartyGenerator(getCounterPartyGenerator());
    instance.setRandom(new SecureRandom());
    final SecuritySource securitySource;
    if (write) {
      s_logger.info("Creating database security writer");
      securitySource = context.getSecuritySource();
      instance.setSecurityPersister(new MasterSecurityPersister(context.getSecurityMaster()));
    } else {
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  }

  @Test
  public void testBondFutureOptionSecurity() {
    final BondFutureSecurity future = ExposureFunctionTestHelper.getBondFutureSecurity();
    final SecuritySource securitySource = ExposureFunctionTestHelper.getSecuritySource(future);
    final ExposureFunction exposureFunction = new UnderlyingExposureFunction(securitySource);
    final BondFutureOptionSecurity security = ExposureFunctionTestHelper.getBondFutureOptionSecurity();
    final List<ExternalId> ids = security.accept(exposureFunction);
    assertNull(ids);
  }
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  }

  @Test
  public void testEnergyFutureOptionSecurity() {
    final EnergyFutureSecurity future = ExposureFunctionTestHelper.getEnergyFutureSecurity();
    final SecuritySource securitySource = ExposureFunctionTestHelper.getSecuritySource(future);
    final ExposureFunction exposureFunction = new UnderlyingExposureFunction(securitySource);
    final CommodityFutureOptionSecurity security = ExposureFunctionTestHelper.getEnergyFutureOptionSecurity();
    final List<ExternalId> ids = security.accept(exposureFunction);
    assertNull(ids);
  }
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    assertNull(ids);
  }

  @Test
  public void testEquityIndexDividendFutureSecurity() {
    final SecuritySource securitySource = ExposureFunctionTestHelper.getSecuritySource(null);
    final EquityIndexDividendFutureSecurity future = ExposureFunctionTestHelper.getEquityIndexDividendFutureSecurity();
    final ExposureFunction exposureFunction = new UnderlyingExposureFunction(securitySource);
    final List<ExternalId> ids = future.accept(exposureFunction);
    assertNull(ids);
  }
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  }

  @Test
  public void testFXFutureOptionSecurity() {
    final FXFutureSecurity future = ExposureFunctionTestHelper.getFXFutureSecurity();
    final SecuritySource securitySource = ExposureFunctionTestHelper.getSecuritySource(future);
    final ExposureFunction exposureFunction = new UnderlyingExposureFunction(securitySource);
    final FxFutureOptionSecurity security = ExposureFunctionTestHelper.getFXFutureOptionSecurity();
    final List<ExternalId> ids = security.accept(exposureFunction);
    assertNull(ids);
  }
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  @Override
  public void init(final FunctionCompilationContext context) {
    final HolidaySource holidaySource = OpenGammaCompilationContext.getHolidaySource(context);
    final RegionSource regionSource = OpenGammaCompilationContext.getRegionSource(context);
    final ConventionBundleSource conventionSource = OpenGammaCompilationContext.getConventionBundleSource(context);
    final SecuritySource securitySource = OpenGammaCompilationContext.getSecuritySource(context);
    final HistoricalTimeSeriesResolver timeSeriesResolver = OpenGammaCompilationContext.getHistoricalTimeSeriesResolver(context);
    final ConfigSource configSource = OpenGammaCompilationContext.getConfigSource(context);
    _securityConverter = new InterestRateInstrumentTradeOrSecurityConverter(holidaySource, conventionSource, regionSource, securitySource, true);
    _definitionConverter = new FixedIncomeConverterDataProvider(conventionSource, timeSeriesResolver);
    _curveCalculationConfig = new ConfigDBCurveCalculationConfigSource(configSource);
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    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "3216"));
    return security;
  }

  public static SecuritySource getSecuritySource(final Security security) {
    return new SecuritySource() {

      @Override
      public Collection<Security> get(final ExternalIdBundle bundle, final VersionCorrection versionCorrection) {
        return null;
      }
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  private static final SimplePortfolioNode NODE = new SimplePortfolioNode(UniqueId.of("A", "B"), "Name");
  private static final Position POSITION = new SimplePosition(UniqueId.of("Test", "1"), new BigDecimal(1), ExternalIdBundle.EMPTY);
  private static final Security SECURITY = new SimpleSecurity(UniqueId.of("Test", "SEC"), ExternalIdBundle.EMPTY, "Test security", "EQUITY");

  public void test_constructor() {
    final SecuritySource secSource = new InMemorySecuritySource();
    final PositionSource posSource = new MockPositionSource();
    final DefaultComputationTargetResolver test = new DefaultComputationTargetResolver(secSource, posSource);
    assertSame(secSource, test.getSecuritySource());
    assertSame(posSource, test.getPositionSource());
  }
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      exec.shutdownNow();
    }
  }

  public void testGetSecurity_byObjectId() {
    final SecuritySource underlying = Mockito.mock(SecuritySource.class);
    final SecuritySource coalescing = new CoalescingSecuritySource(underlying);
    coalescing.get(ObjectId.of("Test", "Test"), VersionCorrection.LATEST);
    Mockito.verify(underlying).get(ObjectId.of("Test", "Test"), VersionCorrection.LATEST);
  }
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    coalescing.get(ObjectId.of("Test", "Test"), VersionCorrection.LATEST);
    Mockito.verify(underlying).get(ObjectId.of("Test", "Test"), VersionCorrection.LATEST);
  }

  public void testGetSecurities_byExternalIdBundleVersionCorrection() {
    final SecuritySource underlying = Mockito.mock(SecuritySource.class);
    final SecuritySource coalescing = new CoalescingSecuritySource(underlying);
    coalescing.get(ExternalIdBundle.EMPTY, VersionCorrection.LATEST);
    Mockito.verify(underlying).get(ExternalIdBundle.EMPTY, VersionCorrection.LATEST);
  }
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Related Classes of com.opengamma.core.security.SecuritySource

  • com.opengamma.component.factory.source.SecuritySourceComponentFactory
  • com.opengamma.core.security.impl.CoalescingSecuritySourceTest
  • com.opengamma.engine.DefaultComputationTargetResolverTest
  • com.opengamma.engine.test.ViewProcessorTestEnvironment
  • com.opengamma.engine.view.compilation.ViewDefinitionCompilerTest
  • com.opengamma.financial.analytics.curve.exposure.ExposureFunctionTestHelper
  • com.opengamma.financial.analytics.curve.exposure.UnderlyingExposureFunctionTest
  • com.opengamma.financial.analytics.model.black.BlackDiscountingCapFloorFunction
  • com.opengamma.financial.analytics.model.black.BlackDiscountingFXOptionFunction
  • com.opengamma.financial.analytics.model.black.BlackDiscountingIRFutureOptionFunction
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