Package com.opengamma.master.position

Examples of com.opengamma.master.position.PositionMaster

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    return swapSecurity;
  }

  private void persistToPortfolio(final Collection<FinancialSecurity> securities, final String portfolioName) {
    final PortfolioMaster portfolioMaster = getToolContext().getPortfolioMaster();
    final PositionMaster positionMaster = getToolContext().getPositionMaster();
    final SecurityMaster securityMaster = getToolContext().getSecurityMaster();

    final ManageablePortfolioNode rootNode = new ManageablePortfolioNode(portfolioName);
    final ManageablePortfolio portfolio = new ManageablePortfolio(portfolioName, rootNode);
    final PortfolioDocument portfolioDoc = new PortfolioDocument();
    portfolioDoc.setPortfolio(portfolio);

    for (final FinancialSecurity security : securities) {
      final SecurityDocument securityToAddDoc = new SecurityDocument();
      securityToAddDoc.setSecurity(security);
      securityMaster.add(securityToAddDoc);
      final ManageablePosition position = new ManageablePosition(BigDecimal.ONE, security.getExternalIdBundle());
      final PositionDocument addedDoc = positionMaster.add(new PositionDocument(position));
      rootNode.addPosition(addedDoc.getUniqueId());
    }
    portfolioMaster.add(portfolioDoc);
  }
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    return securities;
  }

  private void persistToPortfolio(final Collection<Collection<FinancialSecurity>> subPortfolios, final Collection<String> names, final String portfolioName) {
    final PortfolioMaster portfolioMaster = getToolContext().getPortfolioMaster();
    final PositionMaster positionMaster = getToolContext().getPositionMaster();
    final SecurityMaster securityMaster = getToolContext().getSecurityMaster();

    final ManageablePortfolioNode rootNode = new ManageablePortfolioNode(portfolioName);
    final ManageablePortfolio portfolio = new ManageablePortfolio(portfolioName, rootNode);
    final PortfolioDocument portfolioDoc = new PortfolioDocument();
    portfolioDoc.setPortfolio(portfolio);

    final Iterator<Collection<FinancialSecurity>> iter1 = subPortfolios.iterator();
    final Iterator<String> iter2 = names.iterator();
    final Random random = new Random(2349);
    while (iter1.hasNext()) {
      final Collection<FinancialSecurity> securities = iter1.next();
      final String name = iter2.next();
      final ManageablePortfolioNode subNode = new ManageablePortfolioNode(name);
      final ManageablePortfolio subPortfolio = new ManageablePortfolio(name, subNode);
      final PortfolioDocument subPortfolioDoc = new PortfolioDocument();
      subPortfolioDoc.setPortfolio(subPortfolio);
      for (final FinancialSecurity security : securities) {
        final SecurityDocument securityToAddDoc = new SecurityDocument();
        securityToAddDoc.setSecurity(security);
        securityMaster.add(securityToAddDoc);
        BigDecimal trades;
        if (security instanceof FutureSecurity) {
          trades = new BigDecimal(1 + (random.nextInt(150) - 75));
        } else {
          trades = BigDecimal.ONE;
        }
        final ManageablePosition securityPosition = new ManageablePosition(trades, security.getExternalIdBundle());
        final PositionDocument addedDoc = positionMaster.add(new PositionDocument(securityPosition));
        subNode.addPosition(addedDoc.getUniqueId());
      }
      portfolioMaster.add(subPortfolioDoc);
      rootNode.addChildNode(subNode);
    }
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    persistToPortfolio(swaps, PORTFOLIO_NAME);
  }

  private void persistToPortfolio(final Collection<SwapSecurity> swaps, final String portfolioName) {
    final PortfolioMaster portfolioMaster = getToolContext().getPortfolioMaster();
    final PositionMaster positionMaster = getToolContext().getPositionMaster();
    final SecurityMaster securityMaster = getToolContext().getSecurityMaster();

    final ManageablePortfolioNode rootNode = new ManageablePortfolioNode(portfolioName);
    final ManageablePortfolio portfolio = new ManageablePortfolio(portfolioName, rootNode);
    final PortfolioDocument portfolioDoc = new PortfolioDocument();
    portfolioDoc.setPortfolio(portfolio);

    for (final SwapSecurity swap : swaps) {
      final SecurityDocument swapToAddDoc = new SecurityDocument();
      swapToAddDoc.setSecurity(swap);
      securityMaster.add(swapToAddDoc);
      final ManageablePosition swapPosition = new ManageablePosition(BigDecimal.ONE, swap.getExternalIdBundle());
      final PositionDocument addedDoc = positionMaster.add(new PositionDocument(swapPosition));
      rootNode.addPosition(addedDoc.getUniqueId());
    }
    portfolioMaster.add(portfolioDoc);
  }
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    return swapSecurity;
  }

  private void persistToPortfolio(final Map<SwaptionSecurity, SwapSecurity> securities, final String portfolioName) {
    final PortfolioMaster portfolioMaster = getToolContext().getPortfolioMaster();
    final PositionMaster positionMaster = getToolContext().getPositionMaster();
    final SecurityMaster securityMaster = getToolContext().getSecurityMaster();

    final ManageablePortfolioNode rootNode = new ManageablePortfolioNode(portfolioName);
    final ManageablePortfolio portfolio = new ManageablePortfolio(portfolioName, rootNode);
    final PortfolioDocument portfolioDoc = new PortfolioDocument();
    portfolioDoc.setPortfolio(portfolio);

    for (final Map.Entry<SwaptionSecurity, SwapSecurity> entry : securities.entrySet()) {
      final SecurityDocument swapToAddDoc = new SecurityDocument();
      final SwapSecurity swap = entry.getValue();
      swapToAddDoc.setSecurity(swap);
      final SecurityDocument swaptionToAddDoc = new SecurityDocument();
      final SwaptionSecurity swaption = entry.getKey();
      swaptionToAddDoc.setSecurity(swaption);
      securityMaster.add(swaptionToAddDoc);
      securityMaster.add(swapToAddDoc);
      final ManageablePosition swaptionPosition = new ManageablePosition(BigDecimal.ONE, swaption.getExternalIdBundle());
      final PositionDocument addedDoc = positionMaster.add(new PositionDocument(swaptionPosition));
      rootNode.addPosition(addedDoc.getUniqueId());
    }
    portfolioMaster.add(portfolioDoc);
  }
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    return spotSeries.getTimeSeries().getLatestValue();
  }

  private void persistToPortfolio(final Collection<FXForwardSecurity> fxForwards, final String portfolioName) {
    final PortfolioMaster portfolioMaster = getToolContext().getPortfolioMaster();
    final PositionMaster positionMaster = getToolContext().getPositionMaster();
    final SecurityMaster securityMaster = getToolContext().getSecurityMaster();

    final ManageablePortfolioNode rootNode = new ManageablePortfolioNode(portfolioName);
    final ManageablePortfolio portfolio = new ManageablePortfolio(portfolioName, rootNode);
    final PortfolioDocument portfolioDoc = new PortfolioDocument();
    portfolioDoc.setPortfolio(portfolio);

    for (final FXForwardSecurity fxForward : fxForwards) {
      final SecurityDocument fxForwardToAddDoc = new SecurityDocument();
      fxForwardToAddDoc.setSecurity(fxForward);
      securityMaster.add(fxForwardToAddDoc);
      final ManageablePosition fxForwardPosition = new ManageablePosition(BigDecimal.ONE, fxForward.getExternalIdBundle());
      final PositionDocument addedDoc = positionMaster.add(new PositionDocument(fxForwardPosition));
      rootNode.addPosition(addedDoc.getUniqueId());
    }
    portfolioMaster.add(portfolioDoc);
  }
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    return swapSecurity;
  }

  private void persistToPortfolio(final Collection<SwapSecurity> swaps, final String portfolioName) {
    final PortfolioMaster portfolioMaster = getToolContext().getPortfolioMaster();
    final PositionMaster positionMaster = getToolContext().getPositionMaster();
    final SecurityMaster securityMaster = getToolContext().getSecurityMaster();

    final ManageablePortfolioNode rootNode = new ManageablePortfolioNode(portfolioName);
    final ManageablePortfolio portfolio = new ManageablePortfolio(portfolioName, rootNode);
    final PortfolioDocument portfolioDoc = new PortfolioDocument();
    portfolioDoc.setPortfolio(portfolio);

    for (final SwapSecurity swap : swaps) {
      final SecurityDocument swapToAddDoc = new SecurityDocument();
      swapToAddDoc.setSecurity(swap);
      securityMaster.add(swapToAddDoc);
      final ManageablePosition swapPosition = new ManageablePosition(BigDecimal.ONE, swap.getExternalIdBundle());
      final PositionDocument addedDoc = positionMaster.add(new PositionDocument(swapPosition));
      rootNode.addPosition(addedDoc.getUniqueId());
    }
    portfolioMaster.add(portfolioDoc);
  }
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  }

  @Override
  protected void doRun() {
    final SecurityMaster securities = getToolContext().getSecurityMaster();
    final PositionMaster positions = getToolContext().getPositionMaster();
    final PortfolioMaster portfolios = getToolContext().getPortfolioMaster();
    final ManageablePortfolio portfolio = new ManageablePortfolio("Tutorial 1");
    final ManageablePortfolioNode root = portfolio.getRootNode();
    final Random rnd = new Random();
    root.setName("Root");
    for (final Tutorial1Security security : loadSecurities()) {
      securities.add(new SecurityDocument(security.toRawSecurity()));
      final ManageablePosition position = new ManageablePosition(new BigDecimal(100 + rnd.nextInt(900)), security.getExternalIdBundle());
      root.addPosition(positions.add(new PositionDocument(position)));
    }
    portfolios.add(new PortfolioDocument(portfolio));
  }
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  private boolean _publishRest = true;


  @Override
  public void init(final ComponentRepository repo, final LinkedHashMap<String, String> configuration) {
    final PositionMaster master = new InMemoryPositionMaster();
    final ComponentInfo info = new ComponentInfo(PositionMaster.class, getClassifier());
    info.addAttribute(ComponentInfoAttributes.LEVEL, 1);
    info.addAttribute(ComponentInfoAttributes.REMOTE_CLIENT_JAVA, RemotePositionMaster.class);
    info.addAttribute(ComponentInfoAttributes.UNIQUE_ID_SCHEME, InMemoryPositionMaster.DEFAULT_OID_SCHEME);
    repo.registerComponent(info, master);
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  //-------------------------------------------------------------------------
  @Override
  public void init(ComponentRepository repo, LinkedHashMap<String, String> configuration) {

    PositionMaster master = new EHCachingPositionMaster(getClassifier(),
                                                        getUnderlying(),
                                                        getCacheManager());

    // register
    ComponentInfo info = new ComponentInfo(PositionMaster.class, getClassifier());
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    toAddDoc.setSecurity(security);
    securityMaster.add(toAddDoc);
  }

  private void addPortfolioNode(final ManageablePortfolioNode rootNode, final Collection<FinancialSecurity> finSecurities, final String portfolioNodeName, BigDecimal quantity) {
    PositionMaster positionMaster = getToolContext().getPositionMaster();
    final ManageablePortfolioNode portfolioNode = new ManageablePortfolioNode(portfolioNodeName);
    for (final FinancialSecurity security : finSecurities) {
      storeFinancialSecurity(security);
      ManageablePosition position = new ManageablePosition(quantity, security.getExternalIdBundle());
      PositionDocument addedDoc = positionMaster.add(new PositionDocument(position));
      portfolioNode.addPosition(addedDoc.getUniqueId());
    }
    rootNode.addChildNode(portfolioNode);
  }
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Related Classes of com.opengamma.master.position.PositionMaster

  • com.opengamma.component.factory.master.CombinedPositionMasterComponentFactory
  • com.opengamma.component.factory.master.EHCachingPositionMasterComponentFactory
  • com.opengamma.component.factory.master.InMemoryPositionMasterComponentFactory
  • com.opengamma.examples.bloomberg.loader.ExampleAUDSwapPortfolioLoader
  • 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
  • com.opengamma.examples.bloomberg.loader.ExampleVanillaFxOptionPortfolioLoader
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