Examples of com.opengamma.master.position.ManageablePosition

com.opengamma.master.position.ManageablePosition
A position held in a position master.
A position is fundamentally a quantity of a security. For example, a position might be 50 shares of OpenGamma.
Positions are formed from a set of trades, however trade data may not always be available or complete. Even if trade data is available, the position details cannot necessarily be derived from the trades. Therefore the position holds the quantity and security reference directly, separately from the underlying trades.
Positions are logically attached to nodes in the portfolio tree, however they are stored and returned separately from the position master.

    _posMaster.add(doc);
  }


  @Test(expectedExceptions = IllegalArgumentException.class)
  public void test_add_addTradeWithMissingQuantityProperty() {
    ManageablePosition position = new ManageablePosition();
    position.setQuantity(BigDecimal.ONE);
    ManageableTrade trade = new ManageableTrade();
    trade.setTradeDate(_now.toLocalDate());
    trade.setCounterpartyExternalId(ExternalId.of("ABC", "DEF"));
    position.addTrade(trade);
    PositionDocument doc = new PositionDocument(position);
    _posMaster.add(doc);
  }

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    _posMaster.add(doc);
  }


  @Test
  public void test_add_addTradeWithMinimalProperties() {
    ManageablePosition position = new ManageablePosition();
    position.setQuantity(BigDecimal.ONE);
    ManageableTrade trade = new ManageableTrade();
    trade.setTradeDate(_now.toLocalDate());
    trade.setCounterpartyExternalId(ExternalId.of("ABC", "DEF"));
    trade.setQuantity(BigDecimal.ONE);
    position.addTrade(trade);
    PositionDocument doc = new PositionDocument(position);
    _posMaster.add(doc);
  }

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    assert222(test.getDocuments().get(1));
  }
  
  @Test
  public void test_search_trades_withPremium() {
    ManageablePosition position = new ManageablePosition(BigDecimal.TEN, ExternalId.of("A", "B"));
    
    LocalDate tradeDate = _now.toLocalDate();
    OffsetTime tradeTime = _now.toOffsetTime().minusSeconds(500);
    
    ManageableTrade trade1 = new ManageableTrade(BigDecimal.TEN, ExternalId.of("A", "B"), tradeDate, tradeTime, ExternalId.of("CPS", "CPV"));
    trade1.setPremium(1000000.00);
    trade1.setPremiumCurrency(Currency.USD);
    trade1.setPremiumDate(tradeDate.plusDays(1));
    trade1.setPremiumTime(tradeTime);
    position.getTrades().add(trade1);
    
    ManageableTrade trade2 = new ManageableTrade(BigDecimal.TEN, ExternalId.of("C", "D"), tradeDate, tradeTime, ExternalId.of("CPS2", "CPV2"));
    trade2.setPremium(100.00);
    trade2.setPremiumCurrency(Currency.GBP);
    trade2.setPremiumDate(tradeDate.plusDays(10));
    trade2.setPremiumTime(tradeTime.plusHours(1));
    position.getTrades().add(trade2);
    
    PositionDocument doc = new PositionDocument();
    doc.setPosition(position);
    _posMaster.add(doc);
    assertNotNull(trade1.getUniqueId());
    assertNotNull(trade2.getUniqueId());
    
    PositionSearchRequest requestByTrade = new PositionSearchRequest();
    requestByTrade.addTradeObjectId(trade1.getUniqueId().getObjectId());
    
    PositionSearchResult test = _posMaster.search(requestByTrade);
    assertEquals(1, test.getDocuments().size());
    assertEquals(doc, test.getDocuments().get(0));
    
    PositionSearchRequest requestByPosition = new PositionSearchRequest();
    requestByPosition.addPositionObjectId(position.getUniqueId().getObjectId());
    test = _posMaster.search(requestByTrade);
    assertEquals(1, test.getDocuments().size());
    assertEquals(doc, test.getDocuments().get(0));
    
  }

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  }
  
  @Test
  public void test_search_trades_withAttributes() {
    ManageablePosition position = new ManageablePosition(BigDecimal.TEN, ExternalId.of("A", "B"));
    
    LocalDate tradeDate = _now.toLocalDate();
    OffsetTime tradeTime = _now.toOffsetTime().minusSeconds(500);
    
    ManageableTrade trade1 = new ManageableTrade(BigDecimal.TEN, ExternalId.of("A", "B"), tradeDate, tradeTime, ExternalId.of("CPS", "CPV"));
    trade1.addAttribute("key11", "value11");
    trade1.addAttribute("key12", "value12");
    position.addTrade(trade1);
    
    ManageableTrade trade2 = new ManageableTrade(BigDecimal.TEN, ExternalId.of("C", "D"), tradeDate, tradeTime, ExternalId.of("CPS2", "CPV2"));
    trade2.addAttribute("key21", "value21");
    trade2.addAttribute("key22", "value22");
    position.addTrade(trade2);
    
    PositionDocument doc = new PositionDocument();
    doc.setPosition(position);
    _posMaster.add(doc);
    assertNotNull(trade1.getUniqueId());
    assertNotNull(trade2.getUniqueId());
    
    PositionSearchRequest requestByTrade = new PositionSearchRequest();
    requestByTrade.addTradeObjectId(trade1.getUniqueId().getObjectId());
    
    PositionSearchResult test = _posMaster.search(requestByTrade);
    assertEquals(1, test.getDocuments().size());
    assertEquals(doc, test.getDocuments().get(0));
    
    PositionSearchRequest requestByPosition = new PositionSearchRequest();
    requestByPosition.addPositionObjectId(position.getUniqueId().getObjectId());
    test = _posMaster.search(requestByTrade);
    assertEquals(1, test.getDocuments().size());
    assertEquals(doc, test.getDocuments().get(0));
  }

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    assertEquals(doc, test.getDocuments().get(0));
  }
  
  @Test
  public void test_search_position_withAttributes() {
    ManageablePosition position = new ManageablePosition(BigDecimal.TEN, ExternalId.of("A", "B"));
    position.addAttribute("PA1", "A");
    position.addAttribute("PA2", "B");
    position.addAttribute("PA3", "C");
    
    LocalDate tradeDate = _now.toLocalDate();
    OffsetTime tradeTime = _now.toOffsetTime().minusSeconds(500);
    
    ManageableTrade trade1 = new ManageableTrade(BigDecimal.TEN, ExternalId.of("A", "B"), tradeDate, tradeTime, ExternalId.of("CPS", "CPV"));
    trade1.addAttribute("key11", "value11");
    trade1.addAttribute("key12", "value12");
    position.addTrade(trade1);
    
    ManageableTrade trade2 = new ManageableTrade(BigDecimal.TEN, ExternalId.of("C", "D"), tradeDate, tradeTime, ExternalId.of("CPS2", "CPV2"));
    trade2.addAttribute("key21", "value21");
    trade2.addAttribute("key22", "value22");
    position.addTrade(trade2);
    
    PositionDocument doc = new PositionDocument();
    doc.setPosition(position);
    _posMaster.add(doc);
    assertNotNull(trade1.getUniqueId());
    assertNotNull(trade2.getUniqueId());
    
    PositionSearchRequest requestByTrade = new PositionSearchRequest();
    requestByTrade.addTradeObjectId(trade1.getUniqueId().getObjectId());
    
    PositionSearchResult test = _posMaster.search(requestByTrade);
    assertEquals(1, test.getDocuments().size());
    assertEquals(doc, test.getDocuments().get(0));
    
    PositionSearchRequest requestByPosition = new PositionSearchRequest();
    requestByPosition.addPositionObjectId(position.getUniqueId().getObjectId());
    test = _posMaster.search(requestByTrade);
    assertEquals(1, test.getDocuments().size());
    assertEquals(doc, test.getDocuments().get(0));
  }

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    trade.setPremium(10.0);
    trade.setPremiumCurrency(Currency.USD);
    trade.setPremiumDate(LocalDate.parse("2011-12-08"));
    trade.setPremiumTime(OffsetTime.of(LocalTime.of(15, 4), ZONE_OFFSET));


    final ManageablePosition manageablePosition = new ManageablePosition(trade.getQuantity(), SEC_ID);
    manageablePosition.addTrade(trade);
    final PositionDocument addedPos = _positionMaster.add(new PositionDocument(manageablePosition));


    final WebPositionResource positionResource = _webPositionsResource.findPosition(addedPos.getUniqueId().toString());
    final String json = positionResource.getJSON();
    assertNotNull(json);

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    _positionMaster = new InMemoryPositionMaster();
    InMemorySecurityMaster securityMaster = new InMemorySecurityMaster();
    securityMaster.add(new SecurityDocument(APPLE_SECURITY));
    securityMaster.add(new SecurityDocument(INTEL_SECURITY));
    BigDecimal quantity = BigDecimal.valueOf(20);
    ManageablePosition position = new ManageablePosition(quantity, APPLE_SECURITY.getExternalIdBundle());
    position.addTrade(new ManageableTrade(quantity,
                                          APPLE_BUNDLE,
                                          LocalDate.of(2012, 12, 1),
                                          OffsetTime.of(LocalTime.of(9, 30), ZoneOffset.UTC),
                                          ExternalId.of(AbstractTradeBuilder.CPTY_SCHEME, "existingCpty")));
    _savedPosition = _positionMaster.add(new PositionDocument(position)).getPosition();

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    assertJSONObjectEquals(loadJson("com/opengamma/web/position/position.txt"), new JSONObject(json));
  }


  @Test
  public void testGetPositionWithoutTrade() throws Exception {
    final ManageablePosition manageablePosition = new ManageablePosition(BigDecimal.valueOf(50), SEC_ID);
    final PositionDocument addedPos = _positionMaster.add(new PositionDocument(manageablePosition));


    final WebPositionResource positionResource = _webPositionsResource.findPosition(addedPos.getUniqueId().toString());
    final String json = positionResource.getJSON();
    assertNotNull(json);

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    assertEquals(200, response.getStatus());


    final PositionDocument positionDocument = _positionMaster.get(uid);
    assertNotNull(positionDocument);


    final ManageablePosition position = positionDocument.getPosition();
    assertEquals(BigDecimal.valueOf(QUANTITY), position.getQuantity());
    final List<ManageableTrade> trades = position.getTrades();
    assertEquals(3, trades.size());
    for (final ManageableTrade trade : trades) {
      assertEquals(SECURITY_LINK, trade.getSecurityLink());
      trade.setUniqueId(null);
      trade.setSecurityLink(new ManageableSecurityLink(SEC_ID));

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    assertEquals(OffsetTime.of(LocalTime.of(13, 30), ZoneOffset.UTC), testTrade.getPremiumTime());
    assertEquals(BigDecimal.valueOf(30), testTrade.getQuantity());
    assertEquals(ExternalId.of(AbstractTradeBuilder.CPTY_SCHEME, "cptyName"), testTrade.getCounterpartyExternalId());
    assertTrue(testTrade.getAttributes().isEmpty());


    ManageablePosition testPosition = _positionMaster.get(testTrade.getParentPositionId()).getPosition();
    assertEquals(INTEL_BUNDLE, testPosition.getSecurityLink().getExternalId());
    assertEquals(testTrade.getQuantity(), testPosition.getQuantity());
    assertEquals(1, testPosition.getTrades().size());
    assertEquals(testTrade, testPosition.getTrades().get(0));


    ManageablePortfolio testPortfolio = _portfolioMaster.get(_savedNode.getPortfolioId()).getPortfolio();
    ManageablePortfolioNode testNode = testPortfolio.getRootNode().getChildNodes().get(0);
    assertEquals(2, testNode.getPositionIds().size());
    assertEquals(_savedPosition.getUniqueId().getObjectId(), testNode.getPositionIds().get(0));
    assertEquals(testPosition.getUniqueId().getObjectId(), testNode.getPositionIds().get(1));
  }

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