Examples of liveDataReceived()

Examples of com.opengamma.livedata.server.FieldHistoryStore.liveDataReceived()

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    MutableFudgeMsg msg = OpenGammaFudgeContext.getInstance().newMessage();
    msg.add(MarketDataRequirementNames.BEST_IMPLIED_VOLATILITY, 50.80);
    msg.add(MarketDataRequirementNames.MID_IMPLIED_VOLATILITY, 50.81);
   
    FieldHistoryStore store = new FieldHistoryStore();
    store.liveDataReceived(msg);
   
    MutableFudgeMsg normalized = _calculator.apply(msg, "123", store);
    assertEquals(3, normalized.getAllFields().size());
    assertEquals(50.80, normalized.getDouble(MarketDataRequirementNames.IMPLIED_VOLATILITY), 0.0001);
  }
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Examples of com.opengamma.livedata.server.FieldHistoryStore.liveDataReceived()

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    MutableFudgeMsg msg = OpenGammaFudgeContext.getInstance().newMessage();
    msg.add(MarketDataRequirementNames.MID_IMPLIED_VOLATILITY, 50.80);
    msg.add(MarketDataRequirementNames.LAST_IMPLIED_VOLATILITY, 50.81);
   
    FieldHistoryStore store = new FieldHistoryStore();
    store.liveDataReceived(msg);
   
    MutableFudgeMsg normalized = _calculator.apply(msg, "123", store);
    assertEquals(3, normalized.getAllFields().size());
    assertEquals(50.80, normalized.getDouble(MarketDataRequirementNames.IMPLIED_VOLATILITY), 0.0001);
  }
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Examples of com.opengamma.livedata.server.FieldHistoryStore.liveDataReceived()

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    msg.add(MarketDataRequirementNames.LAST_IMPLIED_VOLATILITY, 50.80);
    msg.add(MarketDataRequirementNames.BID_IMPLIED_VOLATILITY, 50.81);
    msg.add(MarketDataRequirementNames.ASK_IMPLIED_VOLATILITY, 50.82);
   
    FieldHistoryStore store = new FieldHistoryStore();
    store.liveDataReceived(msg);
   
    MutableFudgeMsg normalized = _calculator.apply(msg, "123", store);
    assertEquals(4, normalized.getAllFields().size());
    assertEquals(50.80, normalized.getDouble(MarketDataRequirementNames.IMPLIED_VOLATILITY), 0.0001);
  }
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Examples of com.opengamma.livedata.server.FieldHistoryStore.liveDataReceived()

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    MutableFudgeMsg msg = OpenGammaFudgeContext.getInstance().newMessage();
    msg.add(MarketDataRequirementNames.BID_IMPLIED_VOLATILITY, 50.81);
    msg.add(MarketDataRequirementNames.ASK_IMPLIED_VOLATILITY, 50.82);
   
    FieldHistoryStore store = new FieldHistoryStore();
    store.liveDataReceived(msg);
   
    MutableFudgeMsg normalized = _calculator.apply(msg, "123", store);
    assertEquals(3, normalized.getAllFields().size());
    assertEquals(50.815, normalized.getDouble(MarketDataRequirementNames.IMPLIED_VOLATILITY), 0.0001);
  }
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Examples of com.opengamma.livedata.server.FieldHistoryStore.liveDataReceived()

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  public void history() {
    MutableFudgeMsg msg = OpenGammaFudgeContext.getInstance().newMessage();
    msg.add(MarketDataRequirementNames.IMPLIED_VOLATILITY, 50.80);
   
    FieldHistoryStore store = new FieldHistoryStore();
    store.liveDataReceived(msg);
   
    MutableFudgeMsg normalized = _calculator.apply(OpenGammaFudgeContext.getInstance().newMessage(), "123", store);
    assertEquals(1, normalized.getAllFields().size());
    assertEquals(50.80, normalized.getDouble(MarketDataRequirementNames.IMPLIED_VOLATILITY), 0.0001);
  }
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Examples of com.opengamma.livedata.server.FieldHistoryStore.liveDataReceived()

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    msg.add(MarketDataRequirementNames.BID, 50.80);
    msg.add(MarketDataRequirementNames.ASK, 50.90);
    msg.add(MarketDataRequirementNames.LAST, 50.89);
   
    FieldHistoryStore store = new FieldHistoryStore();
    store.liveDataReceived(msg);
   
    MutableFudgeMsg normalized = calculator.apply(msg, "123", store);
    assertEquals(4, normalized.getAllFields().size());
    assertEquals(50.85, normalized.getDouble(MarketDataRequirementNames.MARKET_VALUE), 0.0001);
  }
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Examples of com.opengamma.livedata.server.FieldHistoryStore.liveDataReceived()

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    MutableFudgeMsg msg = OpenGammaFudgeContext.getInstance().newMessage();
    msg.add(MarketDataRequirementNames.BID, 50.80);
    msg.add(MarketDataRequirementNames.ASK, 50.90);
   
    FieldHistoryStore store = new FieldHistoryStore();
    store.liveDataReceived(msg);
   
    MutableFudgeMsg normalized = calculator.apply(msg, "123", store);
    assertEquals(3, normalized.getAllFields().size());
    assertEquals(50.85, normalized.getDouble(MarketDataRequirementNames.MARKET_VALUE), 0.0001);
  }
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Examples of com.opengamma.livedata.server.FieldHistoryStore.liveDataReceived()

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    MutableFudgeMsg msg = OpenGammaFudgeContext.getInstance().newMessage();
    msg.add(MarketDataRequirementNames.LAST, 50.89);
   
    FieldHistoryStore store = new FieldHistoryStore();
    store.liveDataReceived(msg);
   
    MutableFudgeMsg normalized = calculator.apply(msg, "123", store);
    assertEquals(2, normalized.getAllFields().size());
    assertEquals(50.89, normalized.getDouble(MarketDataRequirementNames.MARKET_VALUE), 0.0001);
  }
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Examples of com.opengamma.livedata.server.FieldHistoryStore.liveDataReceived()

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    msg.add(MarketDataRequirementNames.BID, 50.0);
    msg.add(MarketDataRequirementNames.ASK, 100.0);
    msg.add(MarketDataRequirementNames.LAST, 55.12);
   
    FieldHistoryStore store = new FieldHistoryStore();
    store.liveDataReceived(msg);
   
    MutableFudgeMsg normalized = calculator.apply(msg, "123", store);
    assertEquals(4, normalized.getAllFields().size());
    assertEquals(55.12, normalized.getDouble(MarketDataRequirementNames.MARKET_VALUE), 0.0001);
  }
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Examples of com.opengamma.livedata.server.FieldHistoryStore.liveDataReceived()

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    MutableFudgeMsg historicalMsg = OpenGammaFudgeContext.getInstance().newMessage();
    historicalMsg.add(MarketDataRequirementNames.LAST, 45); // Should never use this
   
    FieldHistoryStore store = new FieldHistoryStore();
    store.liveDataReceived(historicalMsg);
   
    MutableFudgeMsg msg = OpenGammaFudgeContext.getInstance().newMessage();
    msg.add(MarketDataRequirementNames.BID, 50.0);
    msg.add(MarketDataRequirementNames.ASK, 100.0);
    msg.add(MarketDataRequirementNames.LAST, 50.52);
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