Package com.opengamma.master.position

Examples of com.opengamma.master.position.ManageableTrade$Meta

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  protected ManageableTrade createNDFXOptionSecurityTrade(final Bundle bundle, final BigDecimal quantity, final SecurityPersister persister, final NameGenerator counterPartyGenerator) {
    final NonDeliverableFXOptionSecurity security = createNDFXOptionSecurity(bundle);
    if (security == null) {
      return null;
    }
    ManageableTrade trade = new ManageableTrade(quantity, persister.storeSecurity(security), bundle._tradeDate.toLocalDate(), bundle._tradeDate.toOffsetDateTime().toOffsetTime(),
        ExternalId.of(Counterparty.DEFAULT_SCHEME, counterPartyGenerator.createName()));
    trade.setPremium(security.getCallAmount());
    trade.setPremiumCurrency(security.getCallCurrency());
    return trade;
  }
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  }

  @Test
  public void newSecurityWithNoUnderlying() {
    UniqueId tradeId = _builder.addTrade(createTradeData(), BlotterTestUtils.FX_FORWARD_DATA_SOURCE, null, _nodeId);
    ManageableTrade trade = _positionMaster.getTrade(tradeId);
    UniqueId positionId = trade.getParentPositionId();
    ManageablePosition position = _positionMaster.get(positionId).getPosition();
    assertEquals(BigDecimal.ONE, trade.getQuantity());
    assertEquals(BigDecimal.ONE, position.getQuantity());
    ManageableSecurity security = _securityMaster.get(trade.getSecurityLink().getObjectId(),
                                                      VersionCorrection.LATEST).getSecurity();
    assertNotNull(security);
    security.setUniqueId(null); // so it can be tested for equality against the unsaved version
    assertEquals(BlotterTestUtils.FX_FORWARD, security);
    assertEquals(COUNTERPARTY_ID, trade.getCounterpartyExternalId());
    assertEquals(PREMIUM, trade.getPremium());
    assertEquals(Currency.GBP, trade.getPremiumCurrency());
    assertEquals(PREMIUM_DATE, trade.getPremiumDate());
    assertEquals(TRADE_DATE, trade.getTradeDate());
    assertEquals(PREMIUM_TIME, trade.getPremiumTime());
    assertEquals(TRADE_TIME, trade.getTradeTime());
    assertEquals(ATTRIBUTES, trade.getAttributes());

    // can't check the node ID as nodes are completely replaced
    ManageablePortfolioNode loadedRoot = _portfolioMaster.get(_savedPortfolio.getUniqueId()).getPortfolio().getRootNode();
    ManageablePortfolioNode loadedNode = loadedRoot.getChildNodes().get(0);
    assertEquals(1, loadedNode.getPositionIds().size());
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//    } else {
//      return createPositionFromTrade(trade);
//    }
   
    Position position = null;
    final ManageableTrade trade = getSecurityGenerator().createSecurityTrade(getQuantityGenerator(), getSecurityPersister(), getCounterPartyGenerator());
    if (trade != null) {
      position = createPositionFromTrade(trade);
    }
    return position;
  }
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    BeanDataSource updatedSecurityData = BlotterTestUtils.overrideBeanData(BlotterTestUtils.FX_FORWARD_DATA_SOURCE,
                                                                           "payCurrency", "AUD",
                                                                           "payAmount", "200");

    UniqueId updatedTradeId = _builder.updateTrade(updatedTradeData, updatedSecurityData, null);
    ManageableTrade updatedTrade = _positionMaster.getTrade(updatedTradeId);
    assertEquals("updatedCounterparty", updatedTrade.getCounterpartyExternalId().getValue());
    assertEquals(LocalDate.of(2012, 12, 22), updatedTrade.getTradeDate());
    assertEquals(4321d, updatedTrade.getPremium());
    PositionDocument positionDocument = _positionMaster.get(updatedTrade.getParentPositionId());
    ManageablePosition updatedPosition = positionDocument.getPosition();
    assertEquals(updatedTrade, updatedPosition.getTrade(updatedTradeId));
    FXForwardSecurity updatedSecurity = (FXForwardSecurity) _securityMaster.get(updatedTrade.getSecurityLink().getObjectId(),
                                                                                VersionCorrection.LATEST).getSecurity();
    assertEquals(Currency.AUD, updatedSecurity.getPayCurrency());
    assertEquals(200d, updatedSecurity.getPayAmount());
  }
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      assertTrue(_trades.contains(trade));
    }
  }

  protected UniqueId addPosition() {
    final ManageableTrade origTrade = new ManageableTrade(BigDecimal.valueOf(50), SEC_ID, LocalDate.parse("2011-12-07"), OffsetTime.of(LocalTime.of(15, 4), ZONE_OFFSET), COUNTER_PARTY);
    origTrade.setPremium(10.0);
    origTrade.setPremiumCurrency(Currency.USD);
    origTrade.setPremiumDate(LocalDate.parse("2011-12-08"));
    origTrade.setPremiumTime(OffsetTime.of(LocalTime.of(15, 4), ZONE_OFFSET));

    final ManageablePosition manageablePosition = new ManageablePosition(origTrade.getQuantity(), EQUITY_SECURITY.getExternalIdBundle());
    manageablePosition.addTrade(origTrade);
    final PositionDocument addedPos = _positionMaster.add(new PositionDocument(manageablePosition));
    final UniqueId uid = addedPos.getUniqueId();
    return uid;
  }
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      final ManageablePosition newPosition = new ManageablePosition();
      newPosition.setAttributes(position.getAttributes());
      newPosition.setQuantity(position.getQuantity());
      newPosition.setSecurityLink(new ManageableSecurityLink(position.getSecurityLink()));
      for (final Trade trade : position.getTrades()) {
        newPosition.addTrade(new ManageableTrade(trade));
      }
      newNode.addPosition(positionMaster.add(new PositionDocument(newPosition)).getUniqueId());
    }
    return newNode;
  }
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  public void test_addWithOneTrade_add() {
    LocalDate tradeDate = _now.toLocalDate();
    OffsetTime tradeTime = _now.toOffsetTime().minusSeconds(500);
   
    ManageablePosition position = new ManageablePosition(BigDecimal.TEN, ExternalId.of("A", "B"));
    position.getTrades().add(new ManageableTrade(BigDecimal.TEN, ExternalId.of("A", "B"), tradeDate, tradeTime, ExternalId.of("CPS", "CPV")));
   
    PositionDocument doc = new PositionDocument();
    doc.setPosition(position);
    PositionDocument test = _posMaster.add(doc);
   
    Instant now = Instant.now(_posMaster.getClock());
    UniqueId uniqueId = test.getUniqueId();
    assertNotNull(uniqueId);
    assertEquals("DbPos", uniqueId.getScheme());
    assertTrue(uniqueId.isVersioned());
    assertTrue(Long.parseLong(uniqueId.getValue()) >= 1000);
    assertEquals("0", uniqueId.getVersion());
    assertEquals(now, test.getVersionFromInstant());
    assertEquals(null, test.getVersionToInstant());
    assertEquals(now, test.getCorrectionFromInstant());
    assertEquals(null, test.getCorrectionToInstant());
    ManageablePosition testPosition = test.getPosition();
    assertNotNull(testPosition);
    assertEquals(uniqueId, testPosition.getUniqueId());
    assertEquals(BigDecimal.TEN, testPosition.getQuantity());
    ExternalIdBundle secKey = testPosition.getSecurityLink().getExternalId();
    assertEquals(1, secKey.size());
    assertTrue(secKey.getExternalIds().contains(ExternalId.of("A", "B")));
   
    assertNotNull(testPosition.getTrades());
    assertEquals(1, testPosition.getTrades().size());
    ManageableTrade testTrade = testPosition.getTrades().get(0);
    assertNotNull(testTrade);
    assertEquals(BigDecimal.TEN, testTrade.getQuantity());
    assertEquals(tradeDate, testTrade.getTradeDate());
    assertEquals(tradeTime, testTrade.getTradeTime());
    assertEquals(ExternalId.of("CPS", "CPV"), testTrade.getCounterpartyExternalId());
    assertEquals(secKey, testTrade.getSecurityLink().getExternalId());
  }
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    LocalDate tradeDate = _now.toLocalDate();
    OffsetTime tradeTime = _now.toOffsetTime().minusSeconds(500);
   
    ManageablePosition position = new ManageablePosition(BigDecimal.TEN, ExternalId.of("A", "B"));
    ManageableTrade trade = new ManageableTrade(BigDecimal.TEN, ExternalId.of("A", "B"), tradeDate, tradeTime, ExternalId.of("CPS", "CPV"));
    trade.setPremium(1000000.00);
    trade.setPremiumCurrency(Currency.USD);
    trade.setPremiumDate(tradeDate.plusDays(1));
    trade.setPremiumTime(tradeTime);
    position.getTrades().add(trade);
   
    PositionDocument doc = new PositionDocument();
    doc.setPosition(position);
    PositionDocument test = _posMaster.add(doc);
   
    Instant now = Instant.now(_posMaster.getClock());
    UniqueId uniqueId = test.getUniqueId();
    assertNotNull(uniqueId);
    assertEquals("DbPos", uniqueId.getScheme());
    assertTrue(uniqueId.isVersioned());
    assertTrue(Long.parseLong(uniqueId.getValue()) >= 1000);
    assertEquals("0", uniqueId.getVersion());
    assertEquals(now, test.getVersionFromInstant());
    assertEquals(null, test.getVersionToInstant());
    assertEquals(now, test.getCorrectionFromInstant());
    assertEquals(null, test.getCorrectionToInstant());
    ManageablePosition testPosition = test.getPosition();
    assertNotNull(testPosition);
    assertEquals(uniqueId, testPosition.getUniqueId());
    assertEquals(BigDecimal.TEN, testPosition.getQuantity());
    ExternalIdBundle secKey = testPosition.getSecurityLink().getExternalId();
    assertEquals(1, secKey.size());
    assertTrue(secKey.getExternalIds().contains(ExternalId.of("A", "B")));
   
    assertNotNull(testPosition.getTrades());
    assertEquals(1, testPosition.getTrades().size());
    ManageableTrade testTrade = testPosition.getTrades().get(0);
    assertNotNull(testTrade);
    assertEquals(BigDecimal.TEN, testTrade.getQuantity());
    assertEquals(tradeDate, testTrade.getTradeDate());
    assertEquals(tradeTime, testTrade.getTradeTime());
    assertEquals(ExternalId.of("CPS", "CPV"), testTrade.getCounterpartyExternalId());
    assertEquals(secKey, testTrade.getSecurityLink().getExternalId());
    assertEquals(1000000.00, testTrade.getPremium());
    assertEquals(Currency.USD, testTrade.getPremiumCurrency());
    assertEquals(tradeDate.plusDays(1), testTrade.getPremiumDate());
    assertEquals(tradeTime, testTrade.getPremiumTime());
  }
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    ManageablePosition position = new ManageablePosition(BigDecimal.TEN, ExternalId.of("A", "B"));
   
    LocalDate tradeDate = _now.toLocalDate();
    OffsetTime tradeTime = _now.toOffsetTime().minusSeconds(500);
   
    ManageableTrade trade = new ManageableTrade(BigDecimal.TEN, ExternalId.of("A", "B"), tradeDate, tradeTime, ExternalId.of("CPS", "CPV"));
    trade.setPremium(1000000.00);
    trade.setPremiumCurrency(Currency.USD);
    trade.setPremiumDate(tradeDate.plusDays(1));
    trade.setPremiumTime(tradeTime);
   
    position.getTrades().add(trade);
   
    PositionDocument doc = new PositionDocument();
    doc.setPosition(position);
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    Instant now = Instant.now(_posMaster.getClock());
   
    OffsetDateTime offsetDateTime = OffsetDateTime.now();
   
    ManageablePosition position = new ManageablePosition(BigDecimal.TEN, ExternalId.of("A", "B"));
    position.getTrades().add(new ManageableTrade(BigDecimal.TEN, ExternalId.of("A", "C"), offsetDateTime.toLocalDate(), offsetDateTime.minusSeconds(600).toOffsetTime(), ExternalId.of("CPS", "CPV")));
    position.getTrades().add(new ManageableTrade(BigDecimal.TEN, ExternalId.of("A", "D"), offsetDateTime.toLocalDate(), offsetDateTime.minusSeconds(500).toOffsetTime(), ExternalId.of("CPS", "CPV")));
   
    PositionDocument doc = new PositionDocument();
    doc.setPosition(position);
    PositionDocument test = _posMaster.add(doc);
   
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