Package com.opengamma.engine

Examples of com.opengamma.engine.ComputationTargetSpecification

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  protected void doSetUp() {
    _batchMaster = new DbBatchMaster(getDbConnector(), new DefaultComputationTargetResolver());

    final String calculationConfigName = "config_1";

    _compTargetSpec = new ComputationTargetSpecification(ComputationTargetType.SECURITY, UniqueId.of("Sec", "APPL"));

    _requirement = new ValueRequirement("FAIR_VALUE", _compTargetSpec);
    _specification = new ValueSpecification("FAIR_VALUE", _compTargetSpec, ValueProperties.with(ValuePropertyNames.FUNCTION, "IDENTITY_FUNCTION").get());

    _cycleMetadataStub = new ViewCycleMetadata() {

      @Override
      public UniqueId getViewCycleId() {
        return UniqueId.of("viewcycle", "viewcycle", "viewcycle");
      }
     
      @Override
      public Collection<String> getAllCalculationConfigurationNames() {
        return newArrayList(calculationConfigName);
      }

      @Override
      public Collection<com.opengamma.engine.ComputationTargetSpecification> getComputationTargets(String configurationName) {
        if (configurationName.equals(calculationConfigName)) {
          return Arrays.asList(new ComputationTargetSpecification(ComputationTargetType.PRIMITIVE, UniqueId.of("Primitive", "Value")), _compTargetSpec);
        } else {
          return emptyList();
        }
      }
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  public ComputationTargetResolver.AtVersionCorrection getResolver() {
    return _resolver;
  }

  public Object get(ComputationTargetType type, ExternalId identifier) {
    final ComputationTargetSpecification specification = getResolver().getSpecificationResolver().getTargetSpecification(new ComputationTargetRequirement(type, identifier));
    if (specification == null) {
      return null;
    }
    final ComputationTarget target = getResolver().resolve(specification);
    if (target == null) {
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        ValueProperties.with(CurrencyConversionFunction.ORIGINAL_CURRENCY, "Default").withOptional(CurrencyConversionFunction.ORIGINAL_CURRENCY).get());
    defaultCalConfig.addPortfolioRequirement(SwapSecurity.SECURITY_TYPE, PRESENT_VALUE,
        ValueProperties.with(CURRENCY, "USD").get());
    for (final Map.Entry<Currency, String> entry : CONFIGS_FOR_CURRENCY.entrySet()) {
      final String ccyName = entry.getKey().getCode();
      final ComputationTargetSpecification ccyTarget = ComputationTargetSpecification.of(entry.getKey());
      final Pair<String, String> curveNames = CURVES_FOR_CURRENCY.get(entry.getKey());
      final String discountingCurve = curveNames.getFirst();
      final String forwardCurve = curveNames.getSecond();
      defaultCalConfig.addPortfolioRequirement(SwapSecurity.SECURITY_TYPE, PV01,
          ValueProperties.with(CURVE, discountingCurve).with(CURVE_CURRENCY, ccyName)
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    viewDefinition.setMinDeltaCalculationPeriod(500L);
    viewDefinition.setMinFullCalculationPeriod(500L);
    final ViewCalculationConfiguration defaultCalculationConfig = new ViewCalculationConfiguration(viewDefinition, DEFAULT_CALC_CONFIG);
    final Set<Currency> ccysAdded = new HashSet<>();
    for (final UnorderedCurrencyPair pair : ExampleVanillaFxOptionPortfolioLoader.CCYS) {
      final ComputationTargetSpecification target = ComputationTargetSpecification.of(pair.getUniqueId());
      final ValueProperties properties = ValueProperties.builder()
          .with(SURFACE, "DEFAULT")
          .with(InstrumentTypeProperties.PROPERTY_SURFACE_INSTRUMENT_TYPE, InstrumentTypeProperties.FOREX)
          .get();
      defaultCalculationConfig.addSpecificRequirement(new ValueRequirement(VOLATILITY_SURFACE_DATA, target, properties));
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    viewDefinition.setMaxFullCalculationPeriod(500L);
    viewDefinition.setMinDeltaCalculationPeriod(500L);
    viewDefinition.setMinFullCalculationPeriod(500L);
    final ViewCalculationConfiguration defaultCalculationConfig = new ViewCalculationConfiguration(viewDefinition, DEFAULT_CALC_CONFIG);
    for (final Currency currency : ExampleSwaptionPortfolioLoader.CCYS) {
      final ComputationTargetSpecification target = ComputationTargetSpecification.of(currency.getUniqueId());
      ValueProperties properties = ValueProperties.builder()
          .with(SURFACE, "DEFAULT")
          .with(InstrumentTypeProperties.PROPERTY_SURFACE_INSTRUMENT_TYPE, InstrumentTypeProperties.SWAPTION_ATM)
          .get();
      defaultCalculationConfig.addSpecificRequirement(new ValueRequirement(VOLATILITY_SURFACE_DATA, target, properties));
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          }
        } else if (TARGET_SPECIFICATION_PROPERTY.equals(constraintName)) {
          if (constraintValues.isEmpty() || constraintValues.contains(TARGET_SPECIFICATION_UNIQUE)) {
            requirementTarget = target.toSpecification();
          } else if (constraintValues.contains(TARGET_SPECIFICATION_OBJECT)) {
            final ComputationTargetSpecification targetSpec = target.toSpecification();
            if (targetSpec.getUniqueId() != null) {
              requirementTarget = ComputationTargetResolverUtils.simplifyType(targetSpec.replaceIdentifier(target.getUniqueId().toLatest()), resolver);
            } else {
              // Null - special case
              requirementTarget = targetSpec;
            }
          } else if (constraintValues.contains(TARGET_SPECIFICATION_EXTERNAL)) {
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    final ViewCalculationConfiguration calcConfig = new ViewCalculationConfiguration(tempTarget.getViewDefinition(), context.getViewCalculationConfiguration().getName());
    calcConfig.addSpecificRequirement(requirement);
    tempTarget.getViewDefinition().addViewCalculationConfiguration(calcConfig);
    final TempTargetRepository targets = OpenGammaCompilationContext.getTempTargets(context);
    final UniqueId tempTargetId = targets.locateOrStore(tempTarget);
    return Collections.singleton(new ValueRequirement(ValueRequirementNames.HISTORICAL_TIME_SERIES, new ComputationTargetSpecification(TempTarget.TYPE, tempTargetId), ValueProperties.withAny(
        ViewEvaluationFunction.PROPERTY_CALC_CONFIG).get()));
  }
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      } else if (target.getValue() instanceof ExternalBundleIdentifiable) {
        targetEids = ((ExternalBundleIdentifiable) target.getValue()).getExternalIdBundle();
      } else {
        targetEids = null;
      }
      final ComputationTargetSpecification targetSpec = target.toSpecification();
      final ComputationTargetReference targetContextSpec = target.getContextSpecification();
      final ComputationTargetReferenceVisitor<Set<String>> getTargetType = new ComputationTargetReferenceVisitor<Set<String>>() {

        @Override
        public Set<String> visitComputationTargetRequirement(final ComputationTargetRequirement requirement) {
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  @Override
  public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs, final ComputationTarget target, final Set<ValueRequirement> desiredValues) {
    final HistoricalViewEvaluationResult evaluationResult = (HistoricalViewEvaluationResult) inputs.getValue(ValueRequirementNames.HISTORICAL_TIME_SERIES);
    final Set<ComputedValue> results = Sets.newHashSetWithExpectedSize(desiredValues.size());
    final ComputationTargetSpecification targetSpec = target.toSpecification();
    for (final ValueRequirement desiredValue : desiredValues) {
      final ValueRequirement requirement = getNestedRequirement(executionContext.getComputationTargetResolver(), target, desiredValue.getConstraints());
      if (requirement != null) {
        @SuppressWarnings("rawtypes")
        final TimeSeries ts = evaluationResult.getTimeSeries(requirement);
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  public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs, final ComputationTarget target, final Set<ValueRequirement> desiredValues) {
    final ValueRequirement desiredValue = desiredValues.iterator().next();
    final String curveCalculationConfigName = desiredValue.getConstraint(ValuePropertyNames.CURVE_CALCULATION_CONFIG);
    final Set<ValueRequirement> timeSeriesRequirements = new HashSet<>();
    final HistoricalTimeSeriesBundle timeSeries = new HistoricalTimeSeriesBundle();
    final ComputationTargetSpecification targetSpec = target.toSpecification();
    for (final ComputedValue input : inputs.getAllValues()) {
      if (!input.getSpecification().getValueName().equals(ValueRequirementNames.YIELD_CURVE_SPEC)) {
        continue;
      }
      final String curveName = input.getSpecification().getProperty(ValuePropertyNames.CURVE);
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Related Classes of com.opengamma.engine.ComputationTargetSpecification

  • com.opengamma.engine.cache.ValueSpecificationStringEncoderTest
  • com.opengamma.engine.calcnode.CalculationJobTest
  • com.opengamma.engine.depgraph.DefaultComputationTargetCollapser$ChainedCollapser
  • com.opengamma.engine.fudgemsg.CalculationJobItemFudgeBuilder
  • com.opengamma.engine.fudgemsg.ComputationTargetFudgeBuilderTest
  • com.opengamma.engine.fudgemsg.ComputationTargetReferenceFudgeBuilderTest
  • com.opengamma.engine.fudgemsg.ValueSpecificationFudgeBuilder
  • com.opengamma.engine.function.dsl.BaseNonCompiledInvokerTest
  • com.opengamma.engine.function.dsl.FunctionGate
  • com.opengamma.engine.function.dsl.functions.BaseNonCompiledInvoker
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