Package com.opengamma.engine.marketdata.availability

Examples of com.opengamma.engine.marketdata.availability.FixedMarketDataAvailabilityProvider

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    functionCompilationContext.setRawComputationTargetResolver(new DefaultCachingComputationTargetResolver(new DefaultComputationTargetResolver(securitySource, positionSource),
        _cacheManager));
    final CompiledFunctionService cfs = new CompiledFunctionService(functionRepo, new CachingFunctionRepositoryCompiler(), functionCompilationContext);
    cfs.initialize();
    final DefaultFunctionResolver functionResolver = new DefaultFunctionResolver(cfs);
    final ViewCompilationServices vcs = new ViewCompilationServices(new FixedMarketDataAvailabilityProvider(), functionResolver, functionCompilationContext, new PoolExecutor(1, getClass()
        .getSimpleName()),
        new DependencyGraphBuilderFactory());
    final ViewDefinition viewDefinition = new ViewDefinition("My View", UniqueId.of("FOO", "BAR"), "kirk");
    final CompiledViewDefinitionWithGraphsImpl compiledViewDefinition = ViewDefinitionCompiler.compile(viewDefinition, vcs, Instant.now(), VersionCorrection.LATEST);
    assertTrue(compiledViewDefinition.getMarketDataRequirements().isEmpty());
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    cfs.initialize();
    final DefaultFunctionResolver functionResolver = new DefaultFunctionResolver(cfs);
    final DefaultCachingComputationTargetResolver computationTargetResolver = new DefaultCachingComputationTargetResolver(new DefaultComputationTargetResolver(securitySource, positionSource),
        _cacheManager);
    functionCompilationContext.setRawComputationTargetResolver(computationTargetResolver);
    final ViewCompilationServices vcs = new ViewCompilationServices(new FixedMarketDataAvailabilityProvider(), functionResolver, functionCompilationContext, new PoolExecutor(1, getClass()
        .getSimpleName()),
        new DependencyGraphBuilderFactory());
    final ViewDefinition viewDefinition = new ViewDefinition("My View", UniqueId.of("FOO", "BAR"), "kirk");
    // We've not provided a function that targets the position level, so we can't ask for it.
    viewDefinition.getResultModelDefinition().setPositionOutputMode(ResultOutputMode.NONE);
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    cfs.initialize();
    final DefaultFunctionResolver functionResolver = new DefaultFunctionResolver(cfs);
    final DefaultCachingComputationTargetResolver computationTargetResolver = new DefaultCachingComputationTargetResolver(new DefaultComputationTargetResolver(securitySource, positionSource),
        _cacheManager);
    functionCompilationContext.setRawComputationTargetResolver(computationTargetResolver);
    final ViewCompilationServices vcs = new ViewCompilationServices(new FixedMarketDataAvailabilityProvider(), functionResolver, functionCompilationContext, new PoolExecutor(1, getClass()
        .getSimpleName()),
        new DependencyGraphBuilderFactory());
    final ViewDefinition viewDefinition = new ViewDefinition("My View", UniqueId.of("FOO", "BAR"), "kirk");
    viewDefinition.getResultModelDefinition().setPositionOutputMode(ResultOutputMode.NONE);
    final ViewCalculationConfiguration calcConfig = new ViewCalculationConfiguration(viewDefinition, "Fibble");
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    final CompiledFunctionService cfs = new CompiledFunctionService(functionRepo, new CachingFunctionRepositoryCompiler(), compilationContext);
    cfs.initialize();
    final DefaultFunctionResolver functionResolver = new DefaultFunctionResolver(cfs);
    final DefaultCachingComputationTargetResolver computationTargetResolver = new DefaultCachingComputationTargetResolver(new DefaultComputationTargetResolver(), _cacheManager);
    compilationContext.setRawComputationTargetResolver(computationTargetResolver);
    final ViewCompilationServices compilationServices = new ViewCompilationServices(new FixedMarketDataAvailabilityProvider(), functionResolver, compilationContext, new PoolExecutor(1, getClass()
        .getSimpleName()),
        new DependencyGraphBuilderFactory());
    // We'll require r1 which can be satisfied by f1
    calcConfig.addSpecificRequirement(f1.getResultSpec().toRequirementSpecification());
    final CompiledViewDefinitionWithGraphsImpl compiledViewDefinition = ViewDefinitionCompiler.compile(viewDefinition, compilationServices, Instant.now(), VersionCorrection.LATEST);
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    final CompiledFunctionService cfs = new CompiledFunctionService(functionRepo, new CachingFunctionRepositoryCompiler(), compilationContext);
    cfs.initialize();
    final DefaultFunctionResolver functionResolver = new DefaultFunctionResolver(cfs);
    final DefaultCachingComputationTargetResolver computationTargetResolver = new DefaultCachingComputationTargetResolver(new DefaultComputationTargetResolver(securitySource), _cacheManager);
    compilationContext.setRawComputationTargetResolver(computationTargetResolver);
    final ViewCompilationServices compilationServices = new ViewCompilationServices(new FixedMarketDataAvailabilityProvider(), functionResolver, compilationContext, new PoolExecutor(1, getClass()
        .getSimpleName()),
        new DependencyGraphBuilderFactory());
    // We'll require r2 which can be satisfied by f2, which in turn requires the output of f1
    // Additionally, the security should be resolved through the ComputationTargetResolver, which only has a security
    // source.
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    final DefaultFunctionResolver functionResolver = new DefaultFunctionResolver(cfs);
    final SecuritySource securitySource = new InMemorySecuritySource();
    final DefaultCachingComputationTargetResolver computationTargetResolver = new DefaultCachingComputationTargetResolver(new DefaultComputationTargetResolver(securitySource),
        _cacheManager);
    compilationContext.setRawComputationTargetResolver(computationTargetResolver);
    final Future<CompiledViewDefinitionWithGraphsImpl> future = ViewDefinitionCompiler.fullCompileTask(viewDefinition, new ViewCompilationServices(new FixedMarketDataAvailabilityProvider(),
        functionResolver, compilationContext, new PoolExecutor(1, getClass().getSimpleName()), new DependencyGraphBuilderFactory()), Instant.now(), VersionCorrection.LATEST);
    assertFalse(future.isDone());
    assertFalse(future.isCancelled());
    assertTrue(future.cancel(true));
    try {
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    public TestLiveMarketDataProvider(final String sourceName, final InMemoryLKVMarketDataProvider underlyingProvider) {
      this(sourceName, underlyingProvider, defaultAvailability());
    }

    private static MarketDataAvailabilityProvider defaultAvailability() {
      final FixedMarketDataAvailabilityProvider availability = new FixedMarketDataAvailabilityProvider();
      availability.addAvailableData(availability.resolveRequirement(ViewProcessorTestEnvironment.getPrimitive1()));
      availability.addAvailableData(availability.resolveRequirement(ViewProcessorTestEnvironment.getPrimitive2()));
      return availability;
    }
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    _value2Foo = new ComputedValue(_spec2Foo, 15.6);
    _req2Bar = new ValueRequirement(REQUIREMENT_2, targetSpec, ValueProperties.with(TEST_PROPERTY, "Bar").get());
    _spec2Bar = new ValueSpecification(REQUIREMENT_2, targetSpec, _req2Bar.getConstraints().copy().with(ValuePropertyNames.FUNCTION, MockFunction.UNIQUE_ID).get());
    _value2Bar = new ComputedValue(_spec2Bar, 7.8);
    _req2Any = new ValueRequirement(REQUIREMENT_2, targetSpec, ValueProperties.withAny(TEST_PROPERTY).get());
    _liveDataAvailabilityProvider = new FixedMarketDataAvailabilityProvider();
  }
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    return new ValueSpecification(_marketDataRequirement, constructTargetSpec(ticker), ValueProperties.with(ValuePropertyNames.FUNCTION, "MarketData").get());
  }

  public void snapshotting() {
    final TestLiveDataClient client = new TestLiveDataClient();
    final FixedMarketDataAvailabilityProvider availabilityProvider = new FixedMarketDataAvailabilityProvider();
    availabilityProvider.addAvailableData(getTicker("test1"), constructSpecification("test1"));
    availabilityProvider.addAvailableData(getTicker("test2"), constructSpecification("test2"));
    availabilityProvider.addAvailableData(getTicker("test3"), constructSpecification("test3"));
    final LiveMarketDataProvider provider = new InMemoryLKVLiveMarketDataProvider(client, availabilityProvider.getAvailabilityFilter(), UserPrincipal.getTestUser());
    final ValueSpecification test1Specification = provider.getAvailabilityProvider(MarketData.live()).getAvailability(constructTargetSpec("test1"), getTicker("test1"), constructRequirement("test1"));
    final ValueSpecification test2Specification = provider.getAvailabilityProvider(MarketData.live()).getAvailability(constructTargetSpec("test2"), getTicker("test2"), constructRequirement("test2"));
    final ValueSpecification test3Specification = provider.getAvailabilityProvider(MarketData.live()).getAvailability(constructTargetSpec("test3"), getTicker("test3"), constructRequirement("test3"));
    provider.subscribe(test1Specification);
    provider.subscribe(test2Specification);
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  @Test
  public void testChangeMarketDataProviderBetweenCycles() throws InterruptedException {
    final ViewProcessorTestEnvironment env = new ViewProcessorTestEnvironment();
    final MarketDataProvider provider1 = new TestLiveMarketDataProvider(SOURCE_1_NAME, new InMemoryLKVMarketDataProvider());
    final MarketDataProvider provider2 = new TestLiveMarketDataProvider(SOURCE_2_NAME, new InMemoryLKVMarketDataProvider());
    final MarketDataProvider provider3 = new TestLiveMarketDataProvider(SOURCE_3_NAME, new InMemoryLKVMarketDataProvider(), new FixedMarketDataAvailabilityProvider());
    env.setMarketDataProviderResolver(new MockMarketDataProviderResolver(SOURCE_1_NAME, provider1, SOURCE_2_NAME, provider2, SOURCE_3_NAME, provider3));
    env.init();
    final ViewProcessorImpl vp = env.getViewProcessor();
    vp.start();
    final ViewClient client = vp.createViewClient(ViewProcessorTestEnvironment.TEST_USER);
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Related Classes of com.opengamma.engine.marketdata.availability.FixedMarketDataAvailabilityProvider

  • com.opengamma.engine.ComputationTargetSpecification
  • com.opengamma.engine.depgraph.DepGraphTestHelper
  • com.opengamma.engine.marketdata.live.InMemoryLKVLiveMarketDataProviderTest
  • com.opengamma.engine.value.ValueProperties
  • com.opengamma.engine.value.ValueSpecification
  • com.opengamma.engine.view.compilation.ViewDefinitionCompilerTest
  • com.opengamma.engine.view.worker.SingleThreadViewProcessWorkerTest
  • com.opengamma.engine.view.worker.SingleThreadViewProcessWorkerTest$TestLiveMarketDataProvider
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