Package com.opengamma.engine.value

Examples of com.opengamma.engine.value.ValueProperties

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  @Override
  public boolean canApplyTo(final FunctionCompilationContext context, final ComputationTarget target) {
    if (context.getViewCalculationConfiguration() == null) {
      return false;
    }
    final ValueProperties defaults = context.getViewCalculationConfiguration().getDefaultProperties();
    if (defaults.getProperties() == null) {
      return false;
    }
    final String prefix = getPrefix(context, target) + ".";
    if (isIdentifier()) {
      final List<String> identifiers = getIdentifiers(target);
      if (identifiers == null) {
        return false;
      }
      final List<String> suffixes = new ArrayList<String>(identifiers.size());
      for (String identifier : identifiers) {
        suffixes.add("." + identifier);
      }
      for (String property : defaults.getProperties()) {
        for (String suffix : suffixes) {
          if (property.startsWith(prefix) && property.endsWith(suffix)) {
            final int i = property.indexOf(SEP, prefix.length());
            if (i > 0) {
              return true;
            }
          }
        }
      }
    } else {
      for (String property : defaults.getProperties()) {
        if (property.startsWith(prefix)) {
          final int i = property.indexOf(SEP, prefix.length());
          if ((i > 0) && (property.indexOf('.', i + 1) < 0)) {
            return true;
          }
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  @Override
  public CompiledFunctionDefinition compile(final FunctionCompilationContext context, final Instant atInstant) {
    final ZonedDateTime atZDT = ZonedDateTime.ofInstant(atInstant, ZoneOffset.UTC);
    final ConfigSource configSource = OpenGammaCompilationContext.getConfigSource(context);
    final CurveSpecification curveSpecification = CurveUtils.getCurveSpecification(atInstant, configSource, atZDT.toLocalDate(), _curveName);
    final ValueProperties properties = createValueProperties()
        .with(ValuePropertyNames.CURVE, _curveName)
        .get();
    final ValueSpecification spec = new ValueSpecification(ValueRequirementNames.CURVE_SPECIFICATION, ComputationTargetSpecification.NULL, properties);
    return new MyCompiledFunction(atZDT.with(LocalTime.MIDNIGHT), atZDT.plusDays(1).with(LocalTime.MIDNIGHT).minusNanos(1000000), curveSpecification, spec);
  }
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      return null;
    }
    final Set<ValueRequirement> requirements = new HashSet<>();
    final MultiCurveCalculationConfig curveCalculationConfig = getCurveCalculationConfig().getConfig(Iterables.getOnlyElement(curveCalculationConfigs));
    for (final String curveName : curveCalculationConfig.getYieldCurveNames()) {
      final ValueProperties properties = ValueProperties.with(ValuePropertyNames.CURVE, curveName).get();
      requirements.add(new ValueRequirement(ValueRequirementNames.YIELD_CURVE_SPEC, target.toSpecification(), properties));
    }
    return requirements;
  }
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          throw new OpenGammaRuntimeException("Can't get time series for " + timeSeriesRequirement);
        }
        timeSeries.add(timeSeriesRequirement.getConstraint(HistoricalTimeSeriesFunctionUtils.DATA_FIELD_PROPERTY), timeSeriesSource.getExternalIdBundle(hts.getUniqueId()), hts);
      }
    }
    final ValueProperties properties = createValueProperties().with(ValuePropertyNames.CURVE_CALCULATION_CONFIG, curveCalculationConfigName).get();
    return Collections.singleton(new ComputedValue(new ValueSpecification(ValueRequirementNames.YIELD_CURVE_INSTRUMENT_CONVERSION_HISTORICAL_TIME_SERIES, targetSpec, properties), timeSeries));
  }
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    return ComputationTargetType.POSITION;
  }

  @Override
  public Set<ValueSpecification> getResults(final FunctionCompilationContext context, final ComputationTarget target) {
    final ValueProperties props = createValueProperties()
        .withAny(HistoricalTimeSeriesFunctionUtils.DATA_FIELD_PROPERTY)
        .withAny(HistoricalTimeSeriesFunctionUtils.AGE_LIMIT_PROPERTY).get();
    return Collections.singleton(new ValueSpecification(ValueRequirementNames.HISTORICAL_TIME_SERIES_LATEST, target.toSpecification(), props));
  }
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  }

  @Override
  public Set<ValueSpecification> getResults(final FunctionCompilationContext context, final ComputationTarget target, final Map<ValueSpecification, ValueRequirement> inputs) {
    final ValueSpecification inputSpec = Iterables.getOnlyElement(inputs.keySet());
    final ValueProperties properties = inputSpec.getProperties().copy().withoutAny(ValuePropertyNames.FUNCTION).with(ValuePropertyNames.FUNCTION, getUniqueId()).get();
    final ValueSpecification outputSpec = new ValueSpecification(ValueRequirementNames.HISTORICAL_TIME_SERIES_LATEST, target.toSpecification(), properties);
    return ImmutableSet.of(outputSpec);
  }
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  }

  private ValueSpecification createValueSpec(String ticker, String valueName) {
    UniqueId uniqueId = UniqueId.of(ExternalSchemes.ACTIVFEED_TICKER.getName(), ticker);

    ValueProperties properties = ValueProperties.builder()
        .with(ValuePropertyNames.FUNCTION, "MarketDataSourcingFunction")
        .get();

    ComputationTargetSpecification targetSpecification =
        new ComputationTargetSpecification(ComputationTargetType.PRIMITIVE, uniqueId);
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        if (specification == null) {
          s_logger.error("Could not get volatility surface specification for instrument type {} with target {} called {}", new Object[] {target, _instrumentType, surfaceName});
          return null;
        }
        final Set<ValueRequirement> requirements = buildDataRequirements(specification, definition, _now, surfaceName, instrumentType);
        final ValueProperties definitionProperties = ValueProperties.builder()
            .with(ValuePropertyNames.SURFACE, surfaceName)
            .with(InstrumentTypeProperties.PROPERTY_SURFACE_INSTRUMENT_TYPE, instrumentType)
            .get();
        final ValueProperties specificationProperties = ValueProperties.builder()
            .with(ValuePropertyNames.SURFACE, surfaceName)
            .with(InstrumentTypeProperties.PROPERTY_SURFACE_INSTRUMENT_TYPE, instrumentType)
            .with(SurfaceAndCubePropertyNames.PROPERTY_SURFACE_QUOTE_TYPE, specification.getSurfaceQuoteType())
            .with(SurfaceAndCubePropertyNames.PROPERTY_SURFACE_UNITS, specification.getQuoteUnits())
            .get();
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  }

  @Override
  protected Set<String> getDefaultValue(final FunctionCompilationContext context, final ComputationTarget target, final ValueRequirement desiredValue) {
    final String currency = target.getUniqueId().getValue();
    final ValueProperties defaults = context.getViewCalculationConfiguration().getDefaultProperties();
    final Set<String> names = desiredValue.getConstraints().getValues(ValuePropertyNames.CURVE);
    Set<String> values;
    if ((names != null) && (names.size() == 1)) {
      final String name = names.iterator().next();
      values = defaults.getValues(name + "_" + currency + "_" + YIELD_CURVE_MARKET_DATA_SHIFT);
      if (values != null) {
        return values;
      }
      values = defaults.getValues(name + "_" + YIELD_CURVE_MARKET_DATA_SHIFT);
      if (values != null) {
        return values;
      }
    }
    values = defaults.getValues(currency + "_" + YIELD_CURVE_MARKET_DATA_SHIFT);
    if (values != null) {
      return values;
    }
    return defaults.getValues(YIELD_CURVE_MARKET_DATA_SHIFT);
  }
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    for (final CurveGroupConfiguration group : groups) {
      //TODO do we want to put information in about whether or not to use fixing time series?
      //TODO do we want to exclude node types that definitely don't need fixing data?
      for (final Map.Entry<String, List<CurveTypeConfiguration>> entry : group.getTypesForCurves().entrySet()) {
        final String curveName = entry.getKey();
        final ValueProperties properties = ValueProperties.builder()
            .with(ValuePropertyNames.CURVE, curveName)
            .get();
        final ValueRequirement bundleRequirement = new ValueRequirement(ValueRequirementNames.CURVE_HISTORICAL_TIME_SERIES, targetSpec, properties);
        final ValueRequirement specRequirement = new ValueRequirement(ValueRequirementNames.CURVE_SPECIFICATION, targetSpec, properties);
        final HistoricalTimeSeriesBundle bundleForCurve = (HistoricalTimeSeriesBundle) inputs.getValue(bundleRequirement);
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