Examples of com.opengamma.master.position.ManageableTrade

com.opengamma.master.position.ManageableTrade
A trade forming part of a position.
A position is formed of one or more trades. For example a trade of 200 shares of OpenGamma might be combined with another trade of 450 shares of OpenGamma to create a combined position of 650 shares.

    _webPositionsResource.setUriInfo(_uriInfo);
  }


  protected List<ManageableTrade> getTrades() {
    final List<ManageableTrade> trades = Lists.newArrayList();
    final ManageableTrade trade1 = new ManageableTrade(BigDecimal.valueOf(50), SEC_ID, LocalDate.parse("2011-12-07"), OffsetTime.of(LocalTime.of(15, 4), ZONE_OFFSET), COUNTER_PARTY);
    trade1.setPremium(10.0);
    trade1.setPremiumCurrency(Currency.USD);
    trade1.setPremiumDate(LocalDate.parse("2011-12-08"));
    trade1.setPremiumTime(OffsetTime.of(LocalTime.of(15, 4), ZONE_OFFSET));
    trades.add(trade1);


    final ManageableTrade trade2 = new ManageableTrade(BigDecimal.valueOf(60), SEC_ID, LocalDate.parse("2011-12-08"), OffsetTime.of(LocalTime.of(16, 4), ZONE_OFFSET), COUNTER_PARTY);
    trade2.setPremium(20.0);
    trade2.setPremiumCurrency(Currency.USD);
    trade2.setPremiumDate(LocalDate.parse("2011-12-09"));
    trade2.setPremiumTime(OffsetTime.of(LocalTime.of(16, 4), ZONE_OFFSET));
    trades.add(trade2);


    final ManageableTrade trade3 = new ManageableTrade(BigDecimal.valueOf(70), SEC_ID, LocalDate.parse("2011-12-09"), OffsetTime.of(LocalTime.of(17, 4), ZONE_OFFSET), COUNTER_PARTY);
    trade3.setPremium(30.0);
    trade3.setPremiumCurrency(Currency.USD);
    trade3.setPremiumDate(LocalDate.parse("2011-12-10"));
    trade3.setPremiumTime(OffsetTime.of(LocalTime.of(17, 4), ZONE_OFFSET));
    trades.add(trade3);
    return trades;
  }

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    final ManageablePosition position = new ManageablePosition(BigDecimal.valueOf(shares), bundle);


    // create random trades that add up in shares to the position they're under (this is not enforced by the system)
    if (shares <= 2000) {
      final ManageableTrade trade = new ManageableTrade(BigDecimal.valueOf(shares), bundle, LocalDate.of(2010, 12, 3), null, ExternalId.of("CPARTY", "BACS"));
      position.addTrade(trade);
    } else {
      final ManageableTrade trade1 = new ManageableTrade(BigDecimal.valueOf(2000), bundle, LocalDate.of(2010, 12, 1), null, ExternalId.of("CPARTY", "BACS"));
      position.addTrade(trade1);
      final ManageableTrade trade2 = new ManageableTrade(BigDecimal.valueOf(shares - 2000), bundle, LocalDate.of(2010, 12, 2), null, ExternalId.of("CPARTY", "BACS"));
      position.addTrade(trade2);
    }
    return position;
  }

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  }


  @Test
  public void test_getTradePosition_unversioned() {
    final UniqueId oid = UniqueId.of("DbPos", "407");
    final ManageableTrade test = _posMaster.getTrade(oid);


    final ExternalIdBundle secKey = ExternalIdBundle.of("TICKER", "IBMC");
    final ManageableTrade expected = new ManageableTrade(BigDecimal.valueOf(222.987), secKey, _now.toLocalDate(), _now.toOffsetTime().minusSeconds(408), ExternalId.of("CPARTY", "C222"));
    expected.setUniqueId(UniqueId.of("DbPos", "407", "1"));
    expected.setProviderId(ExternalId.of("B", "408"));
    expected.setParentPositionId(UniqueId.of("DbPos", "221", "1"));
    assertEquals(expected, test);
  }

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    final ManageablePosition position = new ManageablePosition(BigDecimal.TEN, ExternalId.of("A", "B"));


    final LocalDate tradeDate = _now.toLocalDate();
    final OffsetTime tradeTime = _now.toOffsetTime().minusSeconds(500);


    final 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);


    final 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);


    final PositionDocument doc = new PositionDocument();
    doc.setPosition(position);
    _posMaster.add(doc);
    assertNotNull(trade1.getUniqueId());
    assertNotNull(trade2.getUniqueId());


    assertEquals(trade1, _posMaster.getTrade(trade1.getUniqueId()));
    assertEquals(trade2, _posMaster.getTrade(trade2.getUniqueId()));


    final PositionDocument storedDoc = _posMaster.get(position.getUniqueId());
    assertNotNull(storedDoc);
    assertNotNull(storedDoc.getPosition());
    assertNotNull(storedDoc.getPosition().getTrades());

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    final ManageablePosition position = new ManageablePosition(BigDecimal.TEN, ExternalId.of("A", "B"));


    final LocalDate tradeDate = _now.toLocalDate();
    final OffsetTime tradeTime = _now.toOffsetTime().minusSeconds(500);


    final 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.getTrades().add(trade1);


    final 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.getTrades().add(trade2);


    final PositionDocument doc = new PositionDocument();
    doc.setPosition(position);
    _posMaster.add(doc);
    assertNotNull(trade1.getUniqueId());
    assertNotNull(trade2.getUniqueId());


    assertEquals(trade1, _posMaster.getTrade(trade1.getUniqueId()));
    assertEquals(trade2, _posMaster.getTrade(trade2.getUniqueId()));


    final PositionDocument storedDoc = _posMaster.get(position.getUniqueId());
    assertNotNull(storedDoc);
    assertNotNull(storedDoc.getPosition());
    assertNotNull(storedDoc.getPosition().getTrades());

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    assertTradeWithAttributes(UniqueId.parse(positionId));
  }


  private void assertTradeWithAttributes(UniqueId positionId) {
    PositionDocument positionDocument = _positionMaster.get(positionId);
    ManageableTrade trade = assertTrade(positionDocument);
    Map<String, String> attributes = trade.getAttributes();
    assertNotNull(attributes);
    assertEquals(4, attributes.size());
    assertDealAttributes(attributes);
    assertUserAttributes(attributes);
  }

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    assertTradeWithEmptyDealAttributes(UniqueId.parse(positionId));
  }
  
  private void assertTradeWithEmptyDealAttributes(UniqueId positionId) {
    PositionDocument positionDocument = _positionMaster.get(positionId);
    ManageableTrade trade = assertTrade(positionDocument);
    Map<String, String> attributes = trade.getAttributes();
    assertNotNull(attributes);
    assertEquals(2, attributes.size());
    assertUserAttributes(attributes);
  }

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    assertTradeWithEmptyUserAttributes(UniqueId.parse(positionId));
  }
  
  private void assertTradeWithEmptyUserAttributes(UniqueId positionId) {
    PositionDocument positionDocument = _positionMaster.get(positionId);
    ManageableTrade trade = assertTrade(positionDocument);
    Map<String, String> attributes = trade.getAttributes();
    assertNotNull(attributes);
    assertEquals(2, attributes.size());
    assertDealAttributes(attributes);
  }

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    assertTradeWithEmptyAttributes(UniqueId.parse(positionId));
  }
  
  private void assertTradeWithEmptyAttributes(UniqueId positionId) {
    PositionDocument positionDocument = _positionMaster.get(positionId);
    ManageableTrade trade = assertTrade(positionDocument);
    assertTrue(trade.getAttributes().isEmpty());
  }

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    assertNotNull(positionDocument);
    
    ManageablePosition position = positionDocument.getPosition();
    assertEquals(BigDecimal.valueOf(QUANTITY), position.getQuantity());
    assertEquals(1, position.getTrades().size());
    ManageableTrade trade = position.getTrades().iterator().next();
    
    assertEquals(SECURITY_LINK, trade.getSecurityLink());
    assertEquals(TRADE_PREMIUM, trade.getPremium());
    assertEquals(COUNTER_PARTY, trade.getCounterpartyExternalId().getValue());
    assertEquals(Currency.USD, trade.getPremiumCurrency());
    assertEquals(PREMIUM_DATE, trade.getPremiumDate());
    assertEquals(PREMIUM_TIME, trade.getPremiumTime());
    assertEquals(TRADE_QUANTITY, trade.getQuantity());
    assertEquals(TRADE_DATE, trade.getTradeDate());
    assertEquals(TRADE_TIME, trade.getTradeTime());
    return trade;
  }

View Full Code Here

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