Examples of ViewCalculationConfiguration


Examples of com.opengamma.engine.view.ViewCalculationConfiguration

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

  public void testPositionSpecific() {
    final DependencyGraphBuilder builder = createBuilder();
    final ViewCalculationConfiguration config = builder.getCompilationContext().getViewCalculationConfiguration();
    final PositionSource positions = builder.getCompilationContext().getPortfolioStructure().getPositionSource();
    final Position position1 = getPosition(positions, "PositionAttr");
    config.setDefaultProperties(ValueProperties.with("POSITION.Present Value.DEFAULT_ForwardCurve." + position1.getUniqueId(), "BarForward")
        .with("POSITION.*.DEFAULT_FundingCurve." + position1.getUniqueId(), "BarFunding").get());
    final ValueRequirement req1 = createValueRequirement(ComputationTargetSpecification.of(position1), ValueProperties.none());
    final ValueRequirement req2 = createValueRequirement(ComputationTargetSpecification.of(getPosition(positions, "Position")), ValueProperties.none());
    builder.addTarget(req1);
    builder.addTarget(req2);
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Examples of com.opengamma.engine.view.ViewCalculationConfiguration

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

  public void testPositionSpecificOverride() {
    final DependencyGraphBuilder builder = createBuilder();
    final ViewCalculationConfiguration config = builder.getCompilationContext().getViewCalculationConfiguration();
    final PositionSource positions = builder.getCompilationContext().getPortfolioStructure().getPositionSource();
    final Position position1 = getPosition(positions, "PositionAttr");
    config.setDefaultProperties(ValueProperties.with("POSITION.Present Value.DEFAULT_ForwardCurve." + position1.getUniqueId(), "BarForward")
        .with("POSITION.*.DEFAULT_FundingCurve." + position1.getUniqueId(), "BarFunding").with("POSITION.*.DEFAULT_ForwardCurve", "GenericForward")
        .with("POSITION.Present Value.DEFAULT_FundingCurve", "GenericFunding").get());
    final ValueRequirement req1 = createValueRequirement(ComputationTargetSpecification.of(position1), ValueProperties.none());
    final ValueRequirement req2 = createValueRequirement(ComputationTargetSpecification.of(getPosition(positions, "Position")), ValueProperties.none());
    builder.addTarget(req1);
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Examples of com.opengamma.engine.view.ViewCalculationConfiguration

    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);
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Examples of com.opengamma.engine.view.ViewCalculationConfiguration

      addValueRequirements(context, (Position) target.getValue(), calcConfig);
    }
  }

  protected ViewCalculationConfiguration createViewCalculationConfiguration(final ViewDefinition viewDefinition, final String calcConfigName) {
    return new ViewCalculationConfiguration(viewDefinition, calcConfigName);
  }
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Examples of com.opengamma.engine.view.ViewCalculationConfiguration

      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);
    final UniqueId tempTargetId = targets.locateOrStore(tempTarget);
    final ComputationTargetSpecification targetSpec = new ComputationTargetSpecification(TempTarget.TYPE, tempTargetId);
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Examples of com.opengamma.engine.view.ViewCalculationConfiguration

    viewDefinition.setMaxDeltaCalculationPeriod(500L);
    viewDefinition.setMaxFullCalculationPeriod(500L);
    viewDefinition.setMinDeltaCalculationPeriod(500L);
    viewDefinition.setMinFullCalculationPeriod(500L);

    ViewCalculationConfiguration defaultCalConfig = new ViewCalculationConfiguration(viewDefinition, DEFAULT_CALC_CONFIG);
    for (String requiredOutput : _valueRequirementNames) {
      defaultCalConfig.addPortfolioRequirementName(_securityType, requiredOutput);
    }
    viewDefinition.addViewCalculationConfiguration(defaultCalConfig);
    return storeViewDefinition(viewDefinition);
  }
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Examples of com.opengamma.engine.view.ViewCalculationConfiguration

    super(ComputationTargetType.SECURITY, VolatilitySurfaceShiftFunction.SHIFT, false, ValueRequirementNames.VOLATILITY_SURFACE);
  }

  @Override
  protected Set<String> getDefaultValue(FunctionCompilationContext context, ComputationTarget target, ValueRequirement desiredValue) {
    final ViewCalculationConfiguration config = context.getViewCalculationConfiguration();
    // TODO: should probably check the target type (or other properties) so that shifts can be applied more selectively than to all surfaces
    if (config != null) {
      return config.getDefaultProperties().getValues(VOLATILITY_SURFACE_SHIFT);
    }
    return null;
  }
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Examples of com.opengamma.engine.view.ViewCalculationConfiguration

    }
  }

  private UniqueId getPaymentViewDefinition(final Portfolio portfolio) {
    final ViewDefinition viewDefinition = new ViewDefinition(VIEW_DEFINITION_PREFIX + portfolio.getName(), portfolio.getUniqueId(), UserPrincipal.getTestUser());
    final ViewCalculationConfiguration calcConfig = new ViewCalculationConfiguration(viewDefinition, CALC_CONFIG_NAME);
    for (final String requirementName : CASH_FLOW_VALUE_NAMES) {
      for (final String securityType : getPortfolioSecurityTypes(portfolio)) {
        calcConfig.addPortfolioRequirement(securityType, requirementName, ValueProperties.none());
      }
    }
    viewDefinition.addViewCalculationConfiguration(calcConfig);
    final ConfigItem<ViewDefinition> configItem = ConfigItem.of(viewDefinition, viewDefinition.getName());
    final ConfigDocument configDoc = getUserConfigMaster().add(new ConfigDocument(configItem));
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Examples of com.opengamma.engine.view.ViewCalculationConfiguration

    ViewDefinition viewDefinition;
    if (getPortfolioScheme() != null && getPortfolioId() != null) {
      viewDefinition = new ViewDefinition(getName(), UniqueId.of(getPortfolioScheme(), getPortfolioId()), getUserName());
      if (getPortfolioRequirements() != null) {
        for (Map.Entry<String, Map<String, String[]>> config : getPortfolioRequirements().entrySet()) {
          ViewCalculationConfiguration calcConfig = getOrCreateCalcConfig(viewDefinition, config.getKey());
          for (Map.Entry<String, String[]> security : config.getValue().entrySet()) {
            for (String value : security.getValue()) {
              final Pair<String, ValueProperties> requirement = parseValueRequirement(value);
              calcConfig.addPortfolioRequirement(security.getKey(), requirement.getFirst(), requirement.getSecond());
            }
          }
        }
      }
    } else {
      viewDefinition = new ViewDefinition(getName(), getUserName());
    }
    viewDefinition.setMinDeltaCalculationPeriod(getMinDeltaCalculationPeriod());
    viewDefinition.setMaxDeltaCalculationPeriod(getMaxDeltaCalculationPeriod());
    viewDefinition.setMinFullCalculationPeriod(getMinFullCalculationPeriod());
    viewDefinition.setMaxFullCalculationPeriod(getMaxFullCalculationPeriod());
    if (getSpecificRequirements() != null) {
      for (Entry<String, Set<String[]>> config : getSpecificRequirements().entrySet()) {
        ViewCalculationConfiguration calcConfig = getOrCreateCalcConfig(viewDefinition, config.getKey());
        for (String[] entry : config.getValue()) {
          if (entry.length < 4) {
            throw new OpenGammaRuntimeException("Not enough members of array in specific requirements. Need [0]=Name [1]=ComputationTargetType [2]=UniqueIdScheme [3]=UniqueIdValue");
          }
          final Pair<String, ValueProperties> requirement = parseValueRequirement(entry[0]);
          String type = entry[1];
          String scheme = entry[2];
          String value = entry[3];
          calcConfig.addSpecificRequirement(new ValueRequirement(requirement.getFirst(), ComputationTargetType.parse(type), UniqueId.of(scheme, value), requirement.getSecond()));
        }
      }
    }
    if (getDefaultCurrency() != null) {
      viewDefinition.setDefaultCurrency(Currency.of(getDefaultCurrency()));
    }

    if (getDefaultProperties() != null) {
      for (Entry<String, Map<String, String>> defaultProperties : getDefaultProperties().entrySet()) {
        ViewCalculationConfiguration calcConfig = getOrCreateCalcConfig(viewDefinition, defaultProperties.getKey());
        final ValueProperties.Builder properties = ValueProperties.builder();
        for (Entry<String, String> property : defaultProperties.getValue().entrySet()) {
          properties.with(property.getKey(), property.getValue());
        }
        calcConfig.setDefaultProperties(properties.get());
      }
    }
    for (ViewCalculationConfiguration calcConfig : viewDefinition.getAllCalculationConfigurations()) {
      if (calcConfig.getDefaultProperties().getValues(ValuePropertyNames.CURRENCY) == null) {
        calcConfig.setDefaultProperties(calcConfig.getDefaultProperties().copy().with(ValuePropertyNames.CURRENCY, getDefaultCurrency()).get());
      }
    }
    return viewDefinition;
  }
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Examples of com.opengamma.engine.view.ViewCalculationConfiguration

    }
    return viewDefinition;
  }

  private ViewCalculationConfiguration getOrCreateCalcConfig(ViewDefinition viewDefinition, String configName) {
    ViewCalculationConfiguration calcConfig = viewDefinition.getCalculationConfiguration(configName);
    if (calcConfig == null) {
      calcConfig = new ViewCalculationConfiguration(viewDefinition, configName);
      viewDefinition.addViewCalculationConfiguration(calcConfig);
    }
    return calcConfig;
  }
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