Examples of DependencyGraphBuilder

com.opengamma.engine.depgraph.DependencyGraphBuilder
Builds a dependency graph that describes how to calculate values that will satisfy a given set of value requirements. Although a graph builder may itself use additional threads to complete the graph it is only safe for a single calling thread to call any of the public methods at any one time. If multiple threads are to attempt to add targets to the graph concurrently, it is possible to synchronize on the builder instance.
org.apache.maven.shared.dependency.graph.DependencyGraphBuilder
Maven project dependency graph builder API, neutral against Maven 2 or Maven 3. @author Hervé Boutemy @since 2.0
org.gradle.api.internal.artifacts.ivyservice.resolveengine.graph.DependencyGraphBuilder

Examples of com.opengamma.engine.depgraph.DependencyGraphBuilder

    assertEquals(res1.getProperty("FundingCurve"), "FooFunding");
    assertEquals(res1.getProperty("Currency"), "USD");
  }


  public void testSecurityGeneric() {
    final DependencyGraphBuilder builder = createBuilder();
    final ViewCalculationConfiguration config = builder.getCompilationContext().getViewCalculationConfiguration();
    config.setDefaultProperties(ValueProperties.with("SECURITY.Present Value.DEFAULT_ForwardCurve", "BarForward").with("SECURITY.*.DEFAULT_FundingCurve", "BarFunding").get());
    final ValueRequirement req1 = createValueRequirement(
        ComputationTargetSpecification.of(builder.getCompilationContext().getSecuritySource().getSingle(ExternalIdBundle.of(ExternalId.of("Security", "Swap")))), ValueProperties.none());
    builder.addTarget(req1);
    builder.getDependencyGraph();
    final ValueSpecification res1 = builder.getValueRequirementMapping().get(req1);
    assertEquals(res1.getProperty("ForwardCurve"), "BarForward");
    assertEquals(res1.getProperty("FundingCurve"), "BarFunding");
    assertEquals(res1.getProperty("Currency"), "USD");
  }

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Examples of com.opengamma.engine.depgraph.DependencyGraphBuilder

    assertEquals(res1.getProperty("FundingCurve"), "BarFunding");
    assertEquals(res1.getProperty("Currency"), "USD");
  }


  public void testSecuritySpecific() {
    final DependencyGraphBuilder builder = createBuilder();
    final ViewCalculationConfiguration config = builder.getCompilationContext().getViewCalculationConfiguration();
    config.setDefaultProperties(ValueProperties.with("SECURITY.Present Value.DEFAULT_ForwardCurve.Security~Swap", "BarForward")
        .with("SECURITY.*.DEFAULT_FundingCurve.Security~Swap", "BarFunding").get());
    final ValueRequirement req1 = createValueRequirement(
        ComputationTargetSpecification.of(builder.getCompilationContext().getSecuritySource().getSingle(ExternalIdBundle.of(ExternalId.of("Security", "Swap")))), ValueProperties.none());
    builder.addTarget(req1);
    builder.getDependencyGraph();
    final ValueSpecification res1 = builder.getValueRequirementMapping().get(req1);
    assertEquals(res1.getProperty("ForwardCurve"), "BarForward");
    assertEquals(res1.getProperty("FundingCurve"), "BarFunding");
    assertEquals(res1.getProperty("Currency"), "USD");
  }

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Examples of com.opengamma.engine.depgraph.DependencyGraphBuilder

    assertEquals(res1.getProperty("FundingCurve"), "BarFunding");
    assertEquals(res1.getProperty("Currency"), "USD");
  }


  public void testSecuritySpecificOverride() {
    final DependencyGraphBuilder builder = createBuilder();
    final ViewCalculationConfiguration config = builder.getCompilationContext().getViewCalculationConfiguration();
    config.setDefaultProperties(ValueProperties.with("SECURITY.*.DEFAULT_ForwardCurve", "GenericForward").with("SECURITY.*.DEFAULT_FundingCurve", "GenericFunding")
        .with("SECURITY.Present Value.DEFAULT_ForwardCurve.Security~Swap", "BarForward").with("SECURITY.Present Value.DEFAULT_FundingCurve.Security~Swap", "BarFunding").get());
    final ValueRequirement req1 = createValueRequirement(
        ComputationTargetSpecification.of(builder.getCompilationContext().getSecuritySource().getSingle(ExternalIdBundle.of(ExternalId.of("Security", "Swap")))), ValueProperties.none());
    builder.addTarget(req1);
    builder.getDependencyGraph();
    final ValueSpecification res1 = builder.getValueRequirementMapping().get(req1);
    assertEquals(res1.getProperty("ForwardCurve"), "BarForward");
    assertEquals(res1.getProperty("FundingCurve"), "BarFunding");
    assertEquals(res1.getProperty("Currency"), "USD");
  }

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Examples of com.opengamma.engine.depgraph.DependencyGraphBuilder

    assertEquals(res1.getProperty("FundingCurve"), "BarFunding");
    assertEquals(res1.getProperty("Currency"), "USD");
  }


  public void testTradeGeneric() {
    final DependencyGraphBuilder builder = createBuilder();
    final ViewCalculationConfiguration config = builder.getCompilationContext().getViewCalculationConfiguration();
    config.setDefaultProperties(ValueProperties.with("TRADE.Present Value.DEFAULT_ForwardCurve", "BarForward").with("TRADE.*.DEFAULT_FundingCurve", "BarFunding").get());
    final PositionSource positions = builder.getCompilationContext().getPortfolioStructure().getPositionSource();
    final ValueRequirement req1 = createValueRequirement(ComputationTargetSpecification.of(getTrade(positions, "Trade")), ValueProperties.none());
    final ValueRequirement req2 = createValueRequirement(ComputationTargetSpecification.of(getTrade(positions, "TradeAttr")), ValueProperties.none());
    builder.addTarget(req1);
    builder.addTarget(req2);
    builder.getDependencyGraph();
    final ValueSpecification res1 = builder.getValueRequirementMapping().get(req1);
    final ValueSpecification res2 = builder.getValueRequirementMapping().get(req2);
    assertEquals(res1.getProperty("ForwardCurve"), "BarForward");
    assertEquals(res1.getProperty("FundingCurve"), "BarFunding");
    assertEquals(res1.getProperty("Currency"), "USD");
    assertEquals(res2.getProperty("ForwardCurve"), "BarForward");
    assertEquals(res2.getProperty("FundingCurve"), "BarFunding");

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Examples of com.opengamma.engine.depgraph.DependencyGraphBuilder

    return resolver.compile(Instant.now());
  }


  private DependencyGraphBuilder createBuilder() {
    final DependencyGraphBuilderFactory factory = new DependencyGraphBuilderFactory();
    final DependencyGraphBuilder builder = factory.newInstance();
    final FunctionCompilationContext ctx = createFunctionCompilationContext();
    builder.setCalculationConfigurationName("Default");
    ctx.setViewCalculationConfiguration(new ViewCalculationConfiguration(new ViewDefinition("Name", "User"), "Default"));
    builder.setCompilationContext(ctx);
    final CompiledFunctionResolver cfr = createFunctionResolver(ctx);
    ctx.setComputationTargetResults(new ComputationTargetResults(cfr.getAllResolutionRules()));
    ctx.init();
    builder.setFunctionResolver(cfr);
    builder.setMarketDataAvailabilityProvider(new DomainMarketDataAvailabilityFilter(Arrays.asList(ExternalScheme.of("Foo")), Arrays.asList(MarketDataRequirementNames.MARKET_VALUE))
        .withProvider(new DefaultMarketDataAvailabilityProvider()));
    return builder;
  }

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Examples of com.opengamma.engine.depgraph.DependencyGraphBuilder

  private ValueRequirement createValueRequirement(final ComputationTargetSpecification target, final ValueProperties constraints) {
    return new ValueRequirement("Present Value", target, constraints);
  }


  public void testPortfolioNodeDefault() {
    final DependencyGraphBuilder builder = createBuilder();
    final PositionSource positions = builder.getCompilationContext().getPortfolioStructure().getPositionSource();
    final ValueRequirement req1 = createValueRequirement(ComputationTargetSpecification.of(getPortfolioNode(positions, "Position")), ValueProperties.none());
    builder.addTarget(req1);
    builder.getDependencyGraph();
    final ValueSpecification res1 = builder.getValueRequirementMapping().get(req1);
    assertEquals(res1.getProperty("ForwardCurve"), "DefaultForward");
    assertEquals(res1.getProperty("FundingCurve"), "DefaultFunding");
    assertEquals(res1.getProperty("Currency"), "USD");
  }

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Examples of com.opengamma.engine.depgraph.DependencyGraphBuilder

    assertEquals(res1.getProperty("FundingCurve"), "DefaultFunding");
    assertEquals(res1.getProperty("Currency"), "USD");
  }


  public void testPortfolioNodeOverride() {
    final DependencyGraphBuilder builder = createBuilder();
    final PositionSource positions = builder.getCompilationContext().getPortfolioStructure().getPositionSource();
    final ValueRequirement req1 = createValueRequirement(ComputationTargetSpecification.of(getPortfolioNode(positions, "Position")),
        ValueProperties.with("ForwardCurve", "BarForward").with("FundingCurve", "BarFunding").get());
    final ValueRequirement req2 = createValueRequirement(ComputationTargetSpecification.of(getPortfolioNode(positions, "PositionAttr")),
        ValueProperties.with("ForwardCurve", "BarForward").with("FundingCurve", "BarFunding").get());
    builder.addTarget(req1);
    builder.addTarget(req2);
    builder.getDependencyGraph();
    final ValueSpecification res1 = builder.getValueRequirementMapping().get(req1);
    final ValueSpecification res2 = builder.getValueRequirementMapping().get(req2);
    assertEquals(res1.getProperty("ForwardCurve"), "BarForward");
    assertEquals(res1.getProperty("FundingCurve"), "BarFunding");
    assertEquals(res1.getProperty("Currency"), "USD");
    assertEquals(res2.getProperty("ForwardCurve"), "BarForward");
    assertEquals(res2.getProperty("FundingCurve"), "BarFunding");

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Examples of com.opengamma.engine.depgraph.DependencyGraphBuilder

    assertEquals(res2.getProperty("FundingCurve"), "BarFunding");
    assertEquals(res2.getProperty("Currency"), "USD");
  }


  public void testPositionDefault() {
    final DependencyGraphBuilder builder = createBuilder();
    final PositionSource positions = builder.getCompilationContext().getPortfolioStructure().getPositionSource();
    final ValueRequirement req1 = createValueRequirement(ComputationTargetSpecification.of(getPosition(positions, "Position")), ValueProperties.none());
    builder.addTarget(req1);
    builder.getDependencyGraph();
    final ValueSpecification res1 = builder.getValueRequirementMapping().get(req1);
    assertEquals(res1.getProperty("ForwardCurve"), "DefaultForward");
    assertEquals(res1.getProperty("FundingCurve"), "DefaultFunding");
    assertEquals(res1.getProperty("Currency"), "USD");
  }

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Examples of com.opengamma.engine.depgraph.DependencyGraphBuilder

    assertEquals(res1.getProperty("FundingCurve"), "DefaultFunding");
    assertEquals(res1.getProperty("Currency"), "USD");
  }


  public void testPositionOverride() {
    final DependencyGraphBuilder builder = createBuilder();
    final PositionSource positions = builder.getCompilationContext().getPortfolioStructure().getPositionSource();
    final ValueRequirement req1 = createValueRequirement(ComputationTargetSpecification.of(getPosition(positions, "Position")),
        ValueProperties.with("ForwardCurve", "BarForward").with("FundingCurve", "BarFunding").get());
    final ValueRequirement req2 = createValueRequirement(ComputationTargetSpecification.of(getPosition(positions, "PositionAttr")),
        ValueProperties.with("ForwardCurve", "BarForward").with("FundingCurve", "BarFunding").get());
    builder.addTarget(req1);
    builder.addTarget(req2);
    builder.getDependencyGraph();
    final ValueSpecification res1 = builder.getValueRequirementMapping().get(req1);
    final ValueSpecification res2 = builder.getValueRequirementMapping().get(req2);
    assertEquals(res1.getProperty("ForwardCurve"), "BarForward");
    assertEquals(res1.getProperty("FundingCurve"), "BarFunding");
    assertEquals(res1.getProperty("Currency"), "USD");
    assertEquals(res2.getProperty("ForwardCurve"), "BarForward");
    assertEquals(res2.getProperty("FundingCurve"), "BarFunding");

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Examples of com.opengamma.engine.depgraph.DependencyGraphBuilder

    assertEquals(res2.getProperty("FundingCurve"), "BarFunding");
    assertEquals(res2.getProperty("Currency"), "USD");
  }


  public void testTradeDefault() {
    final DependencyGraphBuilder builder = createBuilder();
    final PositionSource positions = builder.getCompilationContext().getPortfolioStructure().getPositionSource();
    final ValueRequirement req1 = createValueRequirement(ComputationTargetSpecification.of(getTrade(positions, "Trade")), ValueProperties.none());
    builder.addTarget(req1);
    builder.getDependencyGraph();
    final ValueSpecification res1 = builder.getValueRequirementMapping().get(req1);
    assertEquals(res1.getProperty("ForwardCurve"), "DefaultForward");
    assertEquals(res1.getProperty("FundingCurve"), "DefaultFunding");
    assertEquals(res1.getProperty("Currency"), "USD");
  }

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