Package com.opengamma.engine.function

Examples of com.opengamma.engine.function.FunctionCompilationContext

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    OpenGammaExecutionContext.setOrganizationSource(context, getOrganizationSource());
    return context;
  }

  private FunctionCompilationContext createFunctionCompilationContext() {
    final FunctionCompilationContext context = new FunctionCompilationContext();
    OpenGammaCompilationContext.setInterpolatedYieldCurveDefinitionSource(context, new ConfigDBInterpolatedYieldCurveDefinitionSource(getConfigSource()));
    OpenGammaCompilationContext.setInterpolatedYieldCurveSpecificationBuilder(context, new ConfigDBInterpolatedYieldCurveSpecificationBuilder(getConfigSource()));
    context.setFunctionReinitializer(new DummyFunctionReinitializer());
    OpenGammaCompilationContext.setHolidaySource(context, getHolidaySource());
    OpenGammaCompilationContext.setRegionSource(context, getRegionSource());
    OpenGammaCompilationContext.setOrganizationSource(context, getOrganizationSource());
    OpenGammaCompilationContext.setConventionBundleSource(context, getConventionBundleSource());
    OpenGammaCompilationContext.setConventionSource(context, getConventionSource());
    OpenGammaCompilationContext.setSecuritySource(context, new MasterSecuritySource(getSecurityMaster()));
    OpenGammaCompilationContext.setHistoricalTimeSeriesResolver(context, new DefaultHistoricalTimeSeriesResolver(new DefaultHistoricalTimeSeriesSelector(getConfigSource()),
        getHistoricalTimeSeriesMaster()));
    final DefaultComputationTargetResolver targetResolver = new DefaultComputationTargetResolver(context.getSecuritySource());
    targetResolver.addResolver(CurrencyPairs.TYPE, new CurrencyPairsResolver(new ConfigDBCurrencyPairsSource(getConfigSource())));
    targetResolver.addResolver(CurrencyMatrixResolver.TYPE, new CurrencyMatrixResolver(new ConfigDBCurrencyMatrixSource(getConfigSource())));
    context.setRawComputationTargetResolver(targetResolver);
    context.setComputationTargetResolver(context.getRawComputationTargetResolver().atVersionCorrection(VersionCorrection.LATEST));
    OpenGammaCompilationContext.setConfigSource(context, getConfigSource());
    return context;
  }
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      s_logger.debug("No spot rate for {}", spotRateIdentifier);
      return null;
    }
    s_logger.debug("Got spot rate {} for {}", spotRate, spotRateIdentifier);
    final FunctionExecutionContext execContext = createFunctionExecutionContext(spotRate.getFirst());
    final FunctionCompilationContext compContext = createFunctionCompilationContext();
    final CompiledFunctionDefinition payYieldCurveSpecificationFunction = createFunction(compContext, execContext, new YieldCurveSpecificationFunction(payCurrency, getCurrencyCurveName()));
    final CompiledFunctionDefinition payYieldCurveMarketDataFunction = createFunction(compContext, execContext, new YieldCurveMarketDataFunction(payCurrency, getCurrencyCurveName()));
    final CompiledFunctionDefinition receiveYieldCurveSpecificationFunction = createFunction(compContext, execContext, new YieldCurveSpecificationFunction(receiveCurrency, getCurrencyCurveName()));
    final CompiledFunctionDefinition receiveYieldCurveMarketDataFunction = createFunction(compContext, execContext, new YieldCurveMarketDataFunction(receiveCurrency, getCurrencyCurveName()));
    final CompiledFunctionDefinition yieldCurveFunction = createFunction(compContext, execContext, new MultiYieldCurvePresentValueMethodFunction());
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    @Override
    public CompiledViewDefinitionWithGraphsImpl get() {
      final ConcurrentMap<ComputationTargetReference, UniqueId> resolutions = getContext().getActiveResolutions();
      if (isPortfolioOutputs()) {
        for (final DependencyGraphBuilder builder : getContext().getBuilders()) {
          final FunctionCompilationContext functionContext = builder.getCompilationContext();
          if (!functionContext.getViewCalculationConfiguration().getAllPortfolioRequirements().isEmpty()) {
            if (_portfolio == null) {
              _portfolio = resolvePortfolio();
              resolutions.putIfAbsent(new ComputationTargetSpecification(ComputationTargetType.PORTFOLIO, getContext().getViewDefinition().getPortfolioId()), _portfolio.getUniqueId());
            }
            functionContext.setPortfolio(_portfolio);
          }
        }
      }
      long t = -System.nanoTime();
      compile();
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    final ViewProcessorFactoryBean vpFactBean = new ViewProcessorFactoryBean();
    vpFactBean.setName("test");

    final FudgeContext fudgeContext = OpenGammaFudgeContext.getInstance();
    final SecuritySource securitySource = getSecuritySource() != null ? getSecuritySource() : generateSecuritySource();
    final FunctionCompilationContext functionCompilationContext = getFunctionCompilationContext() != null ? getFunctionCompilationContext() : generateFunctionCompilationContext();

    final ConfigSource configSource = getConfigSource() != null ? getConfigSource() : generateConfigSource();

    final InMemoryViewComputationCacheSource cacheSource = new InMemoryViewComputationCacheSource(fudgeContext);
    vpFactBean.setComputationCacheSource(cacheSource);
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  public void setFunctionCompilationContext(final FunctionCompilationContext functionCompilationContext) {
    _functionCompilationContext = functionCompilationContext;
  }

  private FunctionCompilationContext generateFunctionCompilationContext() {
    final FunctionCompilationContext functionCompilationContext = new FunctionCompilationContext();
    functionCompilationContext.setSecuritySource(getSecuritySource());
    functionCompilationContext.setRawComputationTargetResolver(new DefaultComputationTargetResolver(getSecuritySource(), getPositionSource()));
    setFunctionCompilationContext(functionCompilationContext);
    return functionCompilationContext;
  }
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import com.opengamma.util.log.ThreadLocalLogEventListener;

public class TestCalculationNode extends SimpleCalculationNode {

  private static FunctionCompilationContext compilationContext() {
    final FunctionCompilationContext context = new FunctionCompilationContext();
    context.setSecuritySource(new MockSecuritySource());
    context.setRawComputationTargetResolver(new DefaultComputationTargetResolver(context.getSecuritySource(), new MockPositionSource()));
    return context;
  }
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@Test
public class BaseNonCompiledInvokerTest {

  @Test
  public void getResultsTest_1() {
    FunctionCompilationContext fcctx = mock(FunctionCompilationContext.class);
    DV01_test_fun dv01 = new DV01_test_fun();

    assertTrue(dv01.canApplyTo(fcctx, new ComputationTarget(ComputationTargetType.POSITION, new SimplePosition())));

    ComputationTargetSpecification cts = new ComputationTargetSpecification(ComputationTargetType.POSITION, UniqueId.of("a", "b"));
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  }


  @Test
  public void getRequirements() {
    FunctionCompilationContext fcctx = mock(FunctionCompilationContext.class);
    DV01_test_fun dv01 = new DV01_test_fun();

    assertTrue(dv01.canApplyTo(fcctx, new ComputationTarget(ComputationTargetType.POSITION, new SimplePosition())));

    ComputationTargetSpecification cts = new ComputationTargetSpecification(ComputationTargetType.POSITION, UniqueId.of("a", "b"));
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  }


  @Test
  public void getResultsTest_2() {
    FunctionCompilationContext fcctx = mock(FunctionCompilationContext.class);
    DV01_test_fun dv01 = new DV01_test_fun();

    assertTrue(dv01.canApplyTo(fcctx, new ComputationTarget(ComputationTargetType.POSITION, new SimplePosition())));

    ComputationTargetSpecification cts = new ComputationTargetSpecification(ComputationTargetType.POSITION, UniqueId.of("a", "b"));
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  public DependencyGraphBuilder createBuilder(final ViewCalculationConfiguration calcConfig) {
    final DependencyGraphBuilder builder = _services.getDependencyGraphBuilder().newInstance();
    builder.setCalculationConfigurationName(calcConfig.getName());
    builder.setMarketDataAvailabilityProvider(_services.getMarketDataAvailabilityProvider());
    final FunctionCompilationContext compilationContext = _services.getFunctionCompilationContext().clone();
    compilationContext.setViewCalculationConfiguration(calcConfig);
    compilationContext.setComputationTargetResolver(_targetResolver);
    final Collection<ResolutionRule> transformedRules = calcConfig.getResolutionRuleTransform().transform(_rules);
    compilationContext.setComputationTargetResults(new ComputationTargetResults(transformedRules));
    final DefaultCompiledFunctionResolver functionResolver = new DefaultCompiledFunctionResolver(compilationContext, transformedRules);
    functionResolver.compileRules();
    builder.setFunctionResolver(functionResolver);
    compilationContext.init();
    builder.setCompilationContext(compilationContext);
    return builder;
  }
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Related Classes of com.opengamma.engine.function.FunctionCompilationContext

  • com.opengamma.component.factory.engine.EngineContextsComponentFactory
  • com.opengamma.engine.calcnode.RemoteNodeClientTest
  • com.opengamma.engine.depgraph.DepGraphTestHelper
  • com.opengamma.engine.exec.CancelExecutionTest
  • com.opengamma.engine.function.blacklist.DummyFunctionBlacklistQuery
  • com.opengamma.engine.function.config.RepositoryFactoryTest
  • com.opengamma.engine.function.dsl.BaseNonCompiledInvokerTest
  • com.opengamma.engine.function.resolver.ComputationTargetResultsTest
  • com.opengamma.engine.function.resolver.DefaultCompiledFunctionResolverTest
  • com.opengamma.engine.test.TestCalculationNode
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