Package com.opengamma.engine.view

Examples of com.opengamma.engine.view.ViewCalculationConfiguration


        .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);
    final ViewCalculationConfiguration calcConfig = new ViewCalculationConfiguration(viewDefinition, "Fibble");
    calcConfig.addPortfolioRequirementName("My Sec", "OUTPUT");
    viewDefinition.addViewCalculationConfiguration(calcConfig);
    final CompiledViewDefinitionWithGraphsImpl compiledViewDefinition = ViewDefinitionCompiler.compile(viewDefinition, vcs, Instant.now(), VersionCorrection.LATEST);
    assertTrue(compiledViewDefinition.getMarketDataRequirements().isEmpty());
    assertEquals(1, compiledViewDefinition.getDependencyGraphExplorers().size());
    assertNotNull(compiledViewDefinition.getDependencyGraphExplorer("Fibble"));
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    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");
    calcConfig.addPortfolioRequirementName("My Sec", "OUTPUT");
    viewDefinition.addViewCalculationConfiguration(calcConfig);
    final CompiledViewDefinitionWithGraphsImpl compiledViewDefinition = ViewDefinitionCompiler.compile(viewDefinition, vcs, Instant.now(), VersionCorrection.LATEST);
    assertTrue(compiledViewDefinition.getMarketDataRequirements().isEmpty());
    assertEquals(1, compiledViewDefinition.getDependencyGraphExplorers().size());
    final DependencyGraph dg = compiledViewDefinition.getDependencyGraphExplorer("Fibble").getWholeGraph();
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    assertTargets(compiledViewDefinition, sec2.getUniqueId(), pn.getUniqueId());
  }

  public void testPrimitivesOnlyNoPortfolioReference() {
    final ViewDefinition viewDefinition = new ViewDefinition("Test", "jonathan");
    final ViewCalculationConfiguration calcConfig = new ViewCalculationConfiguration(viewDefinition, "Config1");
    viewDefinition.addViewCalculationConfiguration(calcConfig);
    final UniqueId t1 = UniqueId.of("TestScheme", "t1");
    final InMemoryFunctionRepository functionRepo = new InMemoryFunctionRepository();
    final MockFunction f1 = MockFunction.getMockFunction(new ComputationTarget(ComputationTargetType.PRIMITIVE, t1), 42);
    functionRepo.addFunction(f1);
    final FunctionCompilationContext compilationContext = new FunctionCompilationContext();
    compilationContext.setFunctionInitId(123);
    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);
    assertTrue(compiledViewDefinition.getMarketDataRequirements().isEmpty());
    assertEquals(1, compiledViewDefinition.getDependencyGraphExplorers().size());
    assertNotNull(compiledViewDefinition.getDependencyGraphExplorer("Config1"));
    assertTargets(compiledViewDefinition, t1);
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    assertTargets(compiledViewDefinition, t1);
  }

  public void testPrimitivesAndSecuritiesNoPortfolioReference() {
    final ViewDefinition viewDefinition = new ViewDefinition("Test", "jonathan");
    final ViewCalculationConfiguration calcConfig = new ViewCalculationConfiguration(viewDefinition, "Config1");
    viewDefinition.addViewCalculationConfiguration(calcConfig);
    final ExternalId secIdentifier1 = ExternalId.of("SEC", "1");
    final SimpleSecurity sec1 = new SimpleSecurity("My Sec");
    sec1.addExternalId(secIdentifier1);
    final InMemorySecuritySource securitySource = new InMemorySecuritySource();
    securitySource.addSecurity(sec1);
    final UniqueId t1 = UniqueId.of("TestScheme", "t1");
    final InMemoryFunctionRepository functionRepo = new InMemoryFunctionRepository();
    final MockFunction f1 = MockFunction.getMockFunction("f1", new ComputationTarget(ComputationTargetType.PRIMITIVE, t1), 42);
    final MockFunction f2 = MockFunction.getMockFunction("f2", new ComputationTarget(ComputationTargetType.SECURITY, sec1), 60, f1);
    functionRepo.addFunction(f1);
    functionRepo.addFunction(f2);
    final FunctionCompilationContext compilationContext = new FunctionCompilationContext();
    compilationContext.setFunctionInitId(123);
    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.
    calcConfig.addSpecificRequirement(f2.getResultSpec().toRequirementSpecification());
    CompiledViewDefinitionWithGraphsImpl compiledViewDefinition = ViewDefinitionCompiler.compile(viewDefinition, compilationServices, Instant.now(), VersionCorrection.LATEST);
    assertTrue(compiledViewDefinition.getMarketDataRequirements().isEmpty());
    assertEquals(1, compiledViewDefinition.getDependencyGraphExplorers().size());
    assertNotNull(compiledViewDefinition.getDependencyGraphExplorer("Config1"));
    assertTargets(compiledViewDefinition, sec1.getUniqueId(), t1);
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    assertTargets(compiledViewDefinition);
  }

  public void testCancel() throws Exception {
    final ViewDefinition viewDefinition = new ViewDefinition("Test", "jonathan");
    final ViewCalculationConfiguration calcConfig = new ViewCalculationConfiguration(viewDefinition, "Config1");
    viewDefinition.addViewCalculationConfiguration(calcConfig);
    final FunctionRepository functionRepo = new InMemoryFunctionRepository();
    final FunctionCompilationContext compilationContext = new FunctionCompilationContext();
    final CompiledFunctionService cfs = new CompiledFunctionService(functionRepo, new CachingFunctionRepositoryCompiler(), compilationContext);
    cfs.initialize();
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  private DependencyGraphBuilder createBuilder() {
    final DependencyGraphBuilderFactory factory = new DependencyGraphBuilderFactory();
    final DependencyGraphBuilder builder = factory.newInstance();
    final FunctionCompilationContext ctx = createFunctionCompilationContext();
    builder.setCalculationConfigurationName("Default");
    ctx.setViewCalculationConfiguration(new ViewCalculationConfiguration(new ViewDefinition("Name", "User"), "Default"));
    builder.setCompilationContext(ctx);
    final CompiledFunctionResolver cfr = createFunctionResolver(ctx);
    ctx.setComputationTargetResults(new ComputationTargetResults(cfr.getAllResolutionRules()));
    ctx.init();
    builder.setFunctionResolver(cfr);
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    assertEquals(res2.getProperty("Currency"), "USD");
  }

  public void testPortfolioNodeGeneric() {
    final DependencyGraphBuilder builder = createBuilder();
    final ViewCalculationConfiguration config = builder.getCompilationContext().getViewCalculationConfiguration();
    config.setDefaultProperties(ValueProperties.with("PORTFOLIO_NODE.Present Value.DEFAULT_ForwardCurve", "BarForward").with("PORTFOLIO_NODE.*.DEFAULT_FundingCurve", "BarFunding").get());
    final PositionSource positions = builder.getCompilationContext().getPortfolioStructure().getPositionSource();
    final ValueRequirement req1 = createValueRequirement(ComputationTargetSpecification.of(getPortfolioNode(positions, "Position")), ValueProperties.none());
    final ValueRequirement req2 = createValueRequirement(ComputationTargetSpecification.of(getPortfolioNode(positions, "PositionAttr")), ValueProperties.none());
    builder.addTarget(req1);
    builder.addTarget(req2);
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    assertEquals(res2.getProperty("Currency"), "USD");
  }

  public void testPortfolioNodeSpecific() {
    final DependencyGraphBuilder builder = createBuilder();
    final ViewCalculationConfiguration config = builder.getCompilationContext().getViewCalculationConfiguration();
    final PositionSource positions = builder.getCompilationContext().getPortfolioStructure().getPositionSource();
    final PortfolioNode node1 = getPortfolioNode(positions, "PositionAttr");
    config.setDefaultProperties(ValueProperties.with("PORTFOLIO_NODE.Present Value.DEFAULT_ForwardCurve." + node1.getUniqueId(), "BarForward")
        .with("PORTFOLIO_NODE.*.DEFAULT_FundingCurve." + node1.getUniqueId(), "BarFunding").get());
    final ValueRequirement req1 = createValueRequirement(ComputationTargetSpecification.of(node1), ValueProperties.none());
    final ValueRequirement req2 = createValueRequirement(ComputationTargetSpecification.of(getPortfolioNode(positions, "Position")), ValueProperties.none());
    builder.addTarget(req1);
    builder.addTarget(req2);
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    assertEquals(res2.getProperty("Currency"), "USD");
  }

  public void testPortfolioNodeSpecificOverride() {
    final DependencyGraphBuilder builder = createBuilder();
    final ViewCalculationConfiguration config = builder.getCompilationContext().getViewCalculationConfiguration();
    final PositionSource positions = builder.getCompilationContext().getPortfolioStructure().getPositionSource();
    final PortfolioNode node1 = getPortfolioNode(positions, "PositionAttr");
    config.setDefaultProperties(ValueProperties.with("PORTFOLIO_NODE.Present Value.DEFAULT_ForwardCurve." + node1.getUniqueId(), "BarForward")
        .with("PORTFOLIO_NODE.Present Value.DEFAULT_FundingCurve." + node1.getUniqueId(), "BarFunding").with("PORTFOLIO_NODE.*.DEFAULT_ForwardCurve", "GenericForward")
        .with("PORTFOLIO_NODE.*.DEFAULT_FundingCurve", "GenericFunding").get());
    final ValueRequirement req1 = createValueRequirement(ComputationTargetSpecification.of(node1), ValueProperties.none());
    final ValueRequirement req2 = createValueRequirement(ComputationTargetSpecification.of(getPortfolioNode(positions, "Position")), ValueProperties.none());
    builder.addTarget(req1);
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    assertEquals(res2.getProperty("Currency"), "USD");
  }

  public void testPositionGeneric() {
    final DependencyGraphBuilder builder = createBuilder();
    final ViewCalculationConfiguration config = builder.getCompilationContext().getViewCalculationConfiguration();
    config.setDefaultProperties(ValueProperties.with("POSITION.*.DEFAULT_ForwardCurve", "BarForward").with("POSITION.Present Value.DEFAULT_FundingCurve", "BarFunding").get());
    final PositionSource positions = builder.getCompilationContext().getPortfolioStructure().getPositionSource();
    final ValueRequirement req1 = createValueRequirement(ComputationTargetSpecification.of(getPosition(positions, "Position")), ValueProperties.none());
    final ValueRequirement req2 = createValueRequirement(ComputationTargetSpecification.of(getPosition(positions, "PositionAttr")), ValueProperties.none());
    builder.addTarget(req1);
    builder.addTarget(req2);
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