Examples of DateConstraint


Examples of com.opengamma.financial.analytics.timeseries.DateConstraint

  @Override
  public Set<ValueRequirement> getRequirements(final FunctionCompilationContext context, final ComputationTarget target, final ValueRequirement desiredValue) {
    final ValueProperties constraints = desiredValue.getConstraints();
    final String lookbackPeriodString = anyConstraintOrNull(constraints, ValuePropertyNames.SAMPLING_PERIOD);
    final DateConstraint startDate;
    if (lookbackPeriodString == null) {
      if (!OpenGammaCompilationContext.isPermissive(context)) {
        return null;
      }
      startDate = DateConstraint.VALUATION_TIME.minus(DEFAULT_SAMPLING_PERIOD);
    } else {
      startDate = DateConstraint.VALUATION_TIME.minus(Period.parse(lookbackPeriodString));
    }
    final ViewDefinition viewDefinition = context.getViewCalculationConfiguration().getViewDefinition();
    final HistoricalViewEvaluationTarget tempTarget = new HistoricalViewEvaluationTarget(viewDefinition.getMarketDataUser(), startDate.toString(), true, DateConstraint.VALUATION_TIME.toString(),
        false, null, HistoricalViewEvaluationMarketDataMode.HISTORICAL);
    final ViewCalculationConfiguration calcConfig = createViewCalculationConfiguration(tempTarget.getViewDefinition(), context.getViewCalculationConfiguration().getName());
    addValueRequirements(context, target, calcConfig);
    tempTarget.getViewDefinition().addViewCalculationConfiguration(calcConfig);
    final TempTargetRepository targets = OpenGammaCompilationContext.getTempTargets(context);
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Examples of com.opengamma.financial.analytics.timeseries.DateConstraint

    final TempTarget tempTargetObject = OpenGammaCompilationContext.getTempTargets(context).get(inputs.keySet().iterator().next().getTargetSpecification().getUniqueId());
    if (!(tempTargetObject instanceof HistoricalViewEvaluationTarget)) {
      return null;
    }
    final HistoricalViewEvaluationTarget historicalTarget = (HistoricalViewEvaluationTarget) tempTargetObject;
    final DateConstraint startDate = DateConstraint.parse(historicalTarget.getStartDate());
    final DateConstraint endDate = DateConstraint.parse(historicalTarget.getEndDate());
    final Period samplingPeriod = startDate.periodUntil(endDate);
    return Collections
        .singleton(new ValueSpecification(ValueRequirementNames.COVARIANCE_MATRIX, target.toSpecification(), createValueProperties()
            .with(ValuePropertyNames.SAMPLING_PERIOD, samplingPeriod.toString()).get()));
  }
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Examples of com.opengamma.financial.analytics.timeseries.DateConstraint

    Set<String> samplingPeriods = desiredValue.getConstraints().getValues(ValuePropertyNames.SAMPLING_PERIOD);
    if (samplingPeriods == null || samplingPeriods.size() != 1) {
      return null;
    }
    String samplingPeriod = Iterables.getOnlyElement(samplingPeriods);
    DateConstraint start = DateConstraint.parse("-" + samplingPeriod);
    ValueProperties inputConstraints = desiredValue.getConstraints().copy()
        .withOptional(ValuePropertyNames.SAMPLING_PERIOD)
        .with(HistoricalTimeSeriesFunctionUtils.START_DATE_PROPERTY, start.toString())
        .with(HistoricalTimeSeriesFunctionUtils.END_DATE_PROPERTY, DateConstraint.VALUATION_TIME.toString())
        .get();
    return ImmutableSet.of(new ValueRequirement(_valueRequirementName, target.toSpecification(), inputConstraints));
  }
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Examples of com.opengamma.financial.analytics.timeseries.DateConstraint

    result.add(new ValueRequirement(ValueRequirementNames.FAIR_VALUE, targetSpec));
    result.add(new ValueRequirement(ValueRequirementNames.CAPM_BETA, targetSpec, betaProperties));
    final HistoricalTimeSeriesResolver resolver = OpenGammaCompilationContext.getHistoricalTimeSeriesResolver(context);
    final ConventionBundleSource conventionSource = OpenGammaCompilationContext.getConventionBundleSource(context);
    final ConventionBundle bundle = conventionSource.getConventionBundle(ExternalId.of(InMemoryConventionBundleMaster.SIMPLE_NAME_SCHEME, "USD_CAPM"));
    final DateConstraint startDate = DateConstraint.VALUATION_TIME.minus(samplingPeriodName);
    HistoricalTimeSeriesResolutionResult timeSeries = resolver.resolve(bundle.getCAPMMarket(), null, null, null, MarketDataRequirementNames.MARKET_VALUE, _resolutionKey);
    if (timeSeries == null) {
      return null;
    }
    result.add(HistoricalTimeSeriesFunctionUtils.createHTSRequirement(timeSeries, MarketDataRequirementNames.MARKET_VALUE, startDate, true,
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Examples of com.opengamma.financial.analytics.timeseries.DateConstraint

        .with(ValuePropertyNames.RETURN_CALCULATOR, returnCalculatorName).get()));
    requirements.add(new ValueRequirement(ValueRequirementNames.FAIR_VALUE, targetSpec));
    final HistoricalTimeSeriesResolver resolver = OpenGammaCompilationContext.getHistoricalTimeSeriesResolver(context);
    final ConventionBundleSource conventionSource = OpenGammaCompilationContext.getConventionBundleSource(context);
    final ConventionBundle bundle = conventionSource.getConventionBundle(ExternalId.of(InMemoryConventionBundleMaster.SIMPLE_NAME_SCHEME, "USD_CAPM"));
    final DateConstraint startDate = DateConstraint.VALUATION_TIME.minus(samplingPeriodName);
    HistoricalTimeSeriesResolutionResult timeSeries = resolver.resolve(bundle.getCAPMMarket(), null, null, null, MarketDataRequirementNames.MARKET_VALUE, _resolutionKey);
    if (timeSeries == null) {
      return null;
    }
    requirements.add(HistoricalTimeSeriesFunctionUtils.createHTSRequirement(timeSeries, MarketDataRequirementNames.MARKET_VALUE, startDate, true,
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Examples of com.opengamma.financial.analytics.timeseries.DateConstraint

      // If a POSITION, request the POSITION's value and DON'T scale during the execute
      securityOrTradeValue = new ValueRequirement(ValueRequirementNames.VALUE, target.toSpecification(), getCurrencyProperty(security));
    }
    final HistoricalTimeSeriesResolver resolver = OpenGammaCompilationContext.getHistoricalTimeSeriesResolver(context);
    final ExternalIdBundle bundle = security.getExternalIdBundle();
    final DateConstraint startDate = getTimeSeriesStartDate(positionOrTrade);
    final DateConstraint endDate = getTimeSeriesEndDate(positionOrTrade);
    final ValueRequirement markToMarketValue = getMarkToMarketSeriesRequirement(resolver, bundle, startDate, endDate);
    final ValueRequirement costOfCarryValue = getCostOfCarrySeriesRequirement(resolver, bundle, endDate);

    if (markToMarketValue == null && costOfCarryValue == null) {
      return null;
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Examples of org.internna.iwebmvc.core.validation.annotation.DateConstraint

     * @param field the field to be validated
     * @param object the value to be validated
     * @return a collection of {@link ValidationError}
     */
    protected Set<ValidationError> validateDateConstraint(final Field field, final Object object) {
        final DateConstraint dateConstraint = field.getAnnotation(DateConstraint.class);
        Set<ValidationError> errors = new HashSet<ValidationError>();
        if (dateConstraint != null) {
            if (dateConstraint.required() & (object == null)) errors.add(new ValidationError(field.getName(), errorCodes[0], dateConstraint, object));
            if (object != null) {
                Calendar min = dateConstraint.minValue().getDate(false);
                Calendar max = dateConstraint.maxValue().getDate(true);
                Calendar date = Calendar.getInstance();
                date.setTime((Date) object);
                if (date.before(min)) errors.add(new ValidationError(field.getName(), errorCodes[2], dateConstraint, object));
                if (date.after(max)) errors.add(new ValidationError(field.getName(), errorCodes[3], dateConstraint, object));
            }
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