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.

  protected ManageablePosition makePositionAndTrade(Security security) {


    int shares = (RandomUtils.nextInt(490) + 10) * 10;
    ExternalIdBundle bundle = security.getExternalIdBundle();
    
    ManageablePosition position = new ManageablePosition(BigDecimal.valueOf(shares), bundle);
    ManageableTrade trade = new ManageableTrade(BigDecimal.valueOf(shares), bundle, LocalDate.of(2010, 12, 3), null, ExternalId.of("CPARTY", "BACS"));
    position.addTrade(trade);
   
    return position;
  }

View Full Code Here

    // ID, look up the portfolio, find the node in the portfolio, modify that copy of the node and save the portfolio
    // TODO can use a portfolio search request and only hit the master once
    ManageablePortfolioNode node = _portfolioMaster.getNode(nodeId);
    ManageablePortfolio portfolio = _portfolioMaster.get(node.getPortfolioId()).getPortfolio();
    ManageablePortfolioNode portfolioNode = findNode(portfolio, nodeId);
    ManageablePosition position = findPosition(portfolioNode, security);
    if (position == null) {
      // no position in this security on the node, create a new position just for this trade
      ManageablePosition newPosition = new ManageablePosition(trade.getQuantity(), security.getExternalIdBundle());
      newPosition.addTrade(trade);
      ManageablePosition savedPosition = getPositionMaster().add(new PositionDocument(newPosition)).getPosition();
      portfolioNode.addPosition(savedPosition.getUniqueId());
      _portfolioMaster.update(new PortfolioDocument(portfolio));
      return savedPosition.getTrades().get(0).getUniqueId();
    } else {
      position.addTrade(trade);
      position.setQuantity(position.getQuantity().add(trade.getQuantity()));
      ManageablePosition savedPosition = getPositionMaster().update(new PositionDocument(position)).getPosition();
      List<ManageableTrade> savedTrades = savedPosition.getTrades();
      return savedTrades.get(savedTrades.size() - 1).getUniqueId();
    }
  }

View Full Code Here

   * @param positionId Unique ID of the position
   */
  /* package */ void updatePosition(BeanDataSource tradeData, UniqueId positionId) {
    ManageableTrade trade = buildTrade(tradeData);
    // TODO check if the ID is versioned?
    ManageablePosition position = getPositionMaster().get(positionId).getPosition();
    // TODO this is a temporary workaround for a client bug. not sure what the correct behaviour is yet
    trade.setUniqueId(null);
    /*if (!trade.getSecurityLink().equals(position.getSecurityLink())) {
      throw new IllegalArgumentException("Cannot update a position's security. new version " + trade.getSecurityLink() +
                                             ", previous version: " + position.getSecurityLink());
    }*/
    if (position.getTrades().size() != 0) {
      throw new IllegalArgumentException("Cannot directly update a position that contains trade. Update the trades");
    }
    position.setTrades(Lists.newArrayList(trade));
    position.setQuantity(trade.getQuantity());
    getPositionMaster().update(new PositionDocument(position)).getPosition();
  }

View Full Code Here


  // TODO would it make more sense to have a void return type? does the client use the returned ID?
  /* package */ UniqueId updateTrade(BeanDataSource tradeData) {
    ManageableTrade trade = buildTrade(tradeData);
    ManageableTrade previousTrade = getPositionMaster().getTrade(trade.getUniqueId());
    ManageablePosition position = getPositionMaster().get(previousTrade.getParentPositionId()).getPosition();
    if (!trade.getSecurityLink().equals(previousTrade.getSecurityLink())) {
      throw new IllegalArgumentException("Cannot update a trade's security. new version " + trade +
                                             ", previous version: " + previousTrade);
    }
    List<ManageableTrade> trades = Lists.newArrayList();
    for (ManageableTrade existingTrade : position.getTrades()) {
      if (existingTrade.getUniqueId().equals(trade.getUniqueId())) {
        trades.add(trade);
        position.setQuantity(position.getQuantity().subtract(existingTrade.getQuantity()).add(trade.getQuantity()));
      } else {
        trades.add(existingTrade);
      }
    }
    position.setTrades(trades);
    ManageablePosition savedPosition = getPositionMaster().update(new PositionDocument(position)).getPosition();
    ManageableTrade savedTrade = savedPosition.getTrade(trade.getUniqueId().getObjectId());
    if (savedTrade == null) {
      // shouldn't ever happen
      throw new DataNotFoundException("Failed to save trade " + trade + " to position " + savedPosition);
    } else {
      return savedTrade.getUniqueId();

View Full Code Here

   */
  private ManageablePosition findPosition(ManageablePortfolioNode node, Security security) {
    for (ObjectId positionId : node.getPositionIds()) {
      // TODO which version do I want? will LATEST do?
      PositionDocument document = getPositionMaster().get(positionId, VersionCorrection.LATEST);
      ManageablePosition position = document.getPosition();
      Security positionSecurity = position.getSecurityLink().resolve(_securitySource);
      if (positionSecurity.getExternalIdBundle().containsAny(security.getExternalIdBundle())) {
        return position;
      }
    }
    return null;

View Full Code Here

      security = buildSecurity(securityData, savedUnderlying);
    }
    ManageableSecurity savedSecurity = getSecurityMaster().add(new SecurityDocument(security)).getSecurity();
    ManageableTrade trade = buildTrade(tradeData);
    trade.setSecurityLink(new ManageableSecurityLink(savedSecurity.getUniqueId()));
    ManageablePosition position = new ManageablePosition();
    position.setQuantity(BigDecimal.ONE);
    position.setSecurityLink(new ManageableSecurityLink(trade.getSecurityLink()));
    position.setTrades(Lists.newArrayList(trade));
    ManageablePosition savedPosition = getPositionMaster().add(new PositionDocument(position)).getPosition();
    ManageableTrade savedTrade = savedPosition.getTrades().get(0);


    PortfolioSearchRequest searchRequest = new PortfolioSearchRequest();
    searchRequest.addNodeObjectId(nodeId.getObjectId());
    PortfolioSearchResult searchResult = getPortfolioMaster().search(searchRequest);
    ManageablePortfolio portfolio = searchResult.getSinglePortfolio();
    ManageablePortfolioNode node = findNode(portfolio, nodeId);
    node.addPosition(savedPosition.getUniqueId());
    getPortfolioMaster().update(new PortfolioDocument(portfolio));
    return savedTrade.getUniqueId();
  }

View Full Code Here

  /* package */ UniqueId updatePosition(UniqueId positionId,
                                        BeanDataSource tradeData,
                                        BeanDataSource securityData,
                                        BeanDataSource underlyingData) {
    ManageableTrade trade = buildTrade(tradeData);
    ManageablePosition position = getPositionMaster().get(positionId).getPosition();
    ManageableSecurity previousSecurity = loadSecurity(position.getSecurityLink());
    return updateSecuritiesAndPosition(securityData, underlyingData, trade, previousSecurity, positionId);
  }

View Full Code Here

    // any changes in the security data are interpreted as edits to the security
    validateSecurity(security, previousSecurity);
    security.setUniqueId(previousSecurity.getUniqueId());
    ManageableSecurity savedSecurity = getSecurityMaster().update(new SecurityDocument(security)).getSecurity();
    trade.setSecurityLink(new ManageableSecurityLink(savedSecurity.getUniqueId()));
    ManageablePosition position = getPositionMaster().get(positionId).getPosition();
    position.setTrades(Lists.newArrayList(trade));
    ManageablePosition savedPosition = getPositionMaster().update(new PositionDocument(position)).getPosition();
    ManageableTrade savedTrade = savedPosition.getTrades().get(0);
    return savedTrade.getUniqueId();
  }

View Full Code Here

    updatePosition(doc, quantity, trades);
    return Response.ok().build();
  }


  private URI updatePosition(PositionDocument doc, BigDecimal quantity, Collection<ManageableTrade> trades) {
    ManageablePosition position = doc.getPosition();
    if (Objects.equal(position.getQuantity(), quantity) == false || trades != null) {
      position.setQuantity(quantity);
      position.getTrades().clear();
      for (ManageableTrade trade : trades) {
        trade.setSecurityLink(position.getSecurityLink());
        position.addTrade(trade);
      }
      doc = data().getPositionMaster().update(doc);
      data().setPosition(doc);
    }
    return WebPositionResource.uri(data());

View Full Code Here

    return addPosition(quantity, secUid, Collections.<ManageableTrade>emptyList());
  }
  
  private URI addPosition(BigDecimal quantity, UniqueId secUid, Collection<ManageableTrade> trades) {
    ExternalIdBundle secId = data().getSecuritySource().get(secUid).getExternalIdBundle();
    ManageablePosition position = new ManageablePosition(quantity, secId);
    for (ManageableTrade trade : trades) {
      trade.setSecurityLink(new ManageableSecurityLink(secId));
      position.addTrade(trade);
    }
    PositionDocument doc = new PositionDocument(position);
    doc = data().getPositionMaster().add(doc);
    data().setPosition(doc);
    return WebPositionResource.uri(data());

View Full Code Here

0 1 2 3 4 5 6 7 8 9

TOP

Related Classes of com.opengamma.master.position.ManageablePosition

com.opengamma.core.position.impl.SimplePosition

com.opengamma.examples.bloomberg.loader.DemoEquityOptionCollarPortfolioLoader

com.opengamma.examples.bloomberg.loader.ExampleAUDSwapPortfolioLoader

com.opengamma.examples.bloomberg.loader.ExampleBondPortfolioLoader

com.opengamma.examples.bloomberg.loader.ExampleEquityPortfolioLoader

com.opengamma.examples.bloomberg.loader.ExampleEURFixedIncomePortfolioLoader

com.opengamma.examples.bloomberg.loader.ExampleFxForwardPortfolioLoader

com.opengamma.examples.bloomberg.loader.ExampleMixedCMCapFloorPortfolioLoader

com.opengamma.examples.bloomberg.loader.ExampleMultiCurrencySwapPortfolioLoader

com.opengamma.examples.bloomberg.loader.ExampleSwaptionPortfolioLoader

All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.