Examples of InMemorySecuritySource

com.opengamma.engine.InMemorySecuritySource
A simple mutable implementation of a source of securities.
This class is intended for testing scenarios. It is not thread-safe and must not be used in production.

Examples of com.opengamma.engine.InMemorySecuritySource

    result = operation.apply(new ValueRequirement("Foo", ComputationTargetSpecification.of(_swap)), 42d);
    assertEquals (result, 42d);
  }


  public void testMultipleConditionalExpression() {
    final InMemorySecuritySource securities = new InMemorySecuritySource();
    securities.addSecurity(_fooEquity);
    securities.addSecurity(_barEquity);
    securities.addSecurity(_swap);
    final MarketDataELCompiler compiler = new MarketDataELCompiler();
    final OverrideOperation operation = compiler.compile(
        "if (security.type == \"EQUITY\" && security.name == \"Foo\") x * 0.9; if (security.type == \"EQUITY\") x * 1.1; if (security.cow == 42) x * 0", new DefaultComputationTargetResolver(
            securities).atVersionCorrection(VersionCorrection.LATEST));
    assertNotNull(operation);

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Examples of com.opengamma.engine.InMemorySecuritySource

        new ValueRequirement("Foo", ComputationTargetSpecification.of(Currency.USD)), null);
    assertEquals(result, "Foo");
  }


  public void testUnderlyingExpression () {
    final InMemorySecuritySource securities = new InMemorySecuritySource();
    securities.addSecurity(_fooEquity);
    final EquityOptionSecurity fooOption = new EquityOptionSecurity (OptionType.PUT, 10d, Currency.USD, ExternalId.of("Test", "FooEquity"),
        new AmericanExerciseType(), new Expiry(zdt(2020, 11, 25, 12, 0, 0, 0, ZoneOffset.UTC)), 42d, "EXCH");
    fooOption.addExternalId(ExternalId.of("Test", "FooOption"));
    securities.addSecurity(fooOption);
    final MarketDataELCompiler compiler = new MarketDataELCompiler();
    Object result = compiler.compile("security.underlyingId", new DefaultComputationTargetResolver(securities).atVersionCorrection(VersionCorrection.LATEST)).apply(
        new ValueRequirement("Foo", ComputationTargetSpecification.of(fooOption)), null);
    assertEquals(result, ExternalId.of("Test", "FooEquity"));
    result = compiler.compile("Security:get(security.underlyingId)", new DefaultComputationTargetResolver(securities).atVersionCorrection(VersionCorrection.LATEST)).apply(

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Examples of com.opengamma.engine.InMemorySecuritySource

      assertTrue(security instanceof RawSecurity);
    }
  }


  public void testSinglePosition() {
    final InMemorySecuritySource source = new InMemorySecuritySource();
    final PortfolioGenerator generator = new PortfolioGenerator(new LeafPortfolioNodeGenerator(new StaticNameGenerator("NODE"), createSimplePositionGenerator(source), 1), new StaticNameGenerator(
        "PORTFOLIO"));
    final Portfolio portfolio = generator.createPortfolio();
    assertEquals(portfolio.getRootNode().getChildNodes().size(), 0);
    assertEquals(portfolio.getRootNode().getPositions().size(), 1);

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Examples of com.opengamma.engine.InMemorySecuritySource

    assertEquals(portfolio.getRootNode().getName(), "NODE");
    assertEquals(portfolio.getName(), "PORTFOLIO");
  }


  public void testMultiplePosition() {
    final InMemorySecuritySource source = new InMemorySecuritySource();
    final PortfolioGenerator generator = new PortfolioGenerator(new LeafPortfolioNodeGenerator(new StaticNameGenerator("NODE"), createSimplePositionGenerator(source), 20), new StaticNameGenerator(
        "PORTFOLIO"));
    final Portfolio portfolio = generator.createPortfolio();
    assertEquals(portfolio.getRootNode().getChildNodes().size(), 0);
    assertEquals(portfolio.getRootNode().getPositions().size(), 20);

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Examples of com.opengamma.engine.InMemorySecuritySource

    functions.addFunction(new DefaultForwardFundingCurveFunction("DefaultForward", "DefaultFunding", "Present Value"));
    return functions;
  }


  private SecuritySource createSecuritySource() {
    final InMemorySecuritySource securities = new InMemorySecuritySource();
    final ZonedDateTime zdt = ZonedDateTime.now();
    final SwapLeg leg = new FixedInterestRateLeg(DayCountFactory.INSTANCE.getDayCount("ACT/365"), SimpleFrequency.ANNUAL, ExternalId.of("Test", "Region"),
        BusinessDayConventionFactory.INSTANCE.getBusinessDayConvention("Following"), new InterestRateNotional(Currency.USD, 0d), false, 0d);
    final SwapSecurity security = new SwapSecurity(zdt, zdt, zdt, "Counterparty", leg, leg);
    security.addExternalId(ExternalId.of("Security", "Swap"));
    securities.addSecurity(security);
    return securities;
  }

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Examples of com.opengamma.engine.InMemorySecuritySource

  public void setSecuritySource(final SecuritySource securitySource) {
    _securitySource = securitySource;
  }


  private SecuritySource generateSecuritySource() {
    final SecuritySource securitySource = new InMemorySecuritySource();
    setSecuritySource(securitySource);
    return securitySource;
  }

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Examples of com.opengamma.engine.InMemorySecuritySource

    addFunctions(repo, ComputationTargetType.POSITION);
    return repo;
  }


  private ComputationTargetResults createComputationTargetResults(final FunctionRepository functionRepo) {
    final InMemorySecuritySource securitySource = new InMemorySecuritySource();
    securitySource.addSecurity(SECURITY);
    final PositionSource positionSource = Mockito.mock(PositionSource.class);
    Mockito.when(positionSource.getPosition(POSITION.getUniqueId())).thenReturn(POSITION);
    Mockito.when(positionSource.getPosition(Mockito.eq(POSITION.getUniqueId().getObjectId()), Mockito.any(VersionCorrection.class))).thenReturn(POSITION);
    final FunctionCompilationContext context = new FunctionCompilationContext();
    context.setRawComputationTargetResolver(new DefaultComputationTargetResolver(securitySource, positionSource));

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