Package com.opengamma.engine

Examples of com.opengamma.engine.MapComputationTargetResolver

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  }

  //-------------------------------------------------------------------------
  @Override
  protected void doSetUp() {
    MapComputationTargetResolver computationTargetResolver = new MapComputationTargetResolver();
    _batchMaster = new DbBatchMaster(getDbConnector(), computationTargetResolver);
    _batchWriter = new DbBatchWriter(_batchMaster.getDbConnector(), computationTargetResolver);

    final String calculationConfigName = "config_1";

    EquitySecurity aapl = new EquitySecurity("EXCH", "EXCH_CODE", "APPLE", Currency.USD);
    aapl.setUniqueId(UniqueId.of("Sec", "APPL"));
    ComputationTarget target = new ComputationTarget(ComputationTargetType.SECURITY, aapl);
    computationTargetResolver.addTarget(target);

    _compTargetSpec = target.getLeafSpecification();
    _requirement = new ValueRequirement("FAIR_VALUE", _compTargetSpec);
    _specification = new ValueSpecification("FAIR_VALUE", _compTargetSpec, ValueProperties.with(ValuePropertyNames.FUNCTION, "IDENTITY_FUNCTION").get());
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  public static void initBeforeClass() {
    securitySource = new MockSecuritySource();
    functionCompilationContext = new FunctionCompilationContext();
    functionCompilationContext.setFunctionInitId(123);
    functionCompilationContext.setSecuritySource(securitySource);
    final MapComputationTargetResolver targetResolver = new MapComputationTargetResolver();
    functionCompilationContext.setRawComputationTargetResolver(targetResolver);
    CDS_SECURITY.setUniqueId(UniqueId.of("dummy_scheme", "dummy_value"));
  }
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  public DependencyGraphBuilder createBuilder(final FunctionPriority prioritizer) {
    final Instant now = Instant.now();
    final DependencyGraphBuilder builder = new DependencyGraphBuilder();
    builder.setMarketDataAvailabilityProvider(_liveDataAvailabilityProvider);
    final FunctionCompilationContext context = new FunctionCompilationContext();
    final ComputationTargetResolver targetResolver = new MapComputationTargetResolver();
    context.setRawComputationTargetResolver(targetResolver);
    context.setComputationTargetResolver(targetResolver.atVersionCorrection(VersionCorrection.of(now, now)));
    builder.setCompilationContext(context);
    final CompiledFunctionService compilationService = new CompiledFunctionService(_functionRepo, new CachingFunctionRepositoryCompiler(), context);
    compilationService.initialize();
    final DefaultFunctionResolver resolver;
    if (prioritizer != null) {
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Related Classes of com.opengamma.engine.MapComputationTargetResolver

  • com.opengamma.engine.depgraph.DepGraphTestHelper
  • com.opengamma.financial.analytics.model.cds.ISDAApproxCDSPriceFlatSpreadFunctionTest
  • com.opengamma.masterdb.batch.DbBatchWriterTest
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