/**
* Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.analytics;
import java.util.Collections;
import java.util.Map;
import java.util.Set;
import org.apache.commons.lang.Validate;
import com.google.common.collect.Sets;
import com.opengamma.core.security.Security;
import com.opengamma.engine.ComputationTarget;
import com.opengamma.engine.function.AbstractFunction;
import com.opengamma.engine.function.FunctionCompilationContext;
import com.opengamma.engine.function.FunctionExecutionContext;
import com.opengamma.engine.function.FunctionInputs;
import com.opengamma.engine.target.ComputationTargetType;
import com.opengamma.engine.value.ComputedValue;
import com.opengamma.engine.value.ValueProperties;
import com.opengamma.engine.value.ValuePropertyNames;
import com.opengamma.engine.value.ValueRequirement;
import com.opengamma.engine.value.ValueSpecification;
/**
* Takes as input the result of a function that acts on ComputationTargetType.SECURITY, applies unit scaling ( * 1.0 )
* and outputs the result for ComputationTargetType.POSITION_OR_TRADE. <p>
* Closely related to UnitPositionTradeScalingFunction but with different requirement target.
*/
public class UnitPositionOrTradeScalingFunction extends AbstractFunction.NonCompiledInvoker {
private final String _requirementName;
public UnitPositionOrTradeScalingFunction(final String requirementName) {
Validate.notNull(requirementName, "requirement name");
_requirementName = requirementName;
}
@Override
public String getShortName() {
return "UnitPositionScalingFunction";
}
@Override
public ComputationTargetType getTargetType() {
return ComputationTargetType.POSITION_OR_TRADE;
}
@Override
public boolean canApplyTo(final FunctionCompilationContext context, final ComputationTarget target) {
return true;
}
@Override
public Set<ValueSpecification> getResults(final FunctionCompilationContext context, final ComputationTarget target) {
return Sets.newHashSet(new ValueSpecification(_requirementName, target.toSpecification(), ValueProperties.all()));
}
@Override
public Set<ValueRequirement> getRequirements(final FunctionCompilationContext context, final ComputationTarget target, final ValueRequirement desiredValue) {
final Security security = target.getPositionOrTrade().getSecurity();
final ValueProperties constraints = desiredValue.getConstraints().withoutAny(ValuePropertyNames.FUNCTION);
final ValueRequirement requirement = new ValueRequirement(_requirementName, ComputationTargetType.SECURITY, security.getUniqueId(), constraints);
return Collections.singleton(requirement);
}
private ValueProperties getResultProperties(final ValueSpecification input) {
return input.getProperties().copy().withoutAny(ValuePropertyNames.FUNCTION).with(ValuePropertyNames.FUNCTION, getUniqueId()).get();
}
@Override
public Set<ValueSpecification> getResults(final FunctionCompilationContext context, final ComputationTarget target, final Map<ValueSpecification, ValueRequirement> inputs) {
final ValueSpecification specification = new ValueSpecification(_requirementName, target.toSpecification(), getResultProperties(inputs.keySet().iterator().next()));
return Collections.singleton(specification);
}
@Override
public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs, final ComputationTarget target, final Set<ValueRequirement> desiredValues) {
final ComputedValue value = inputs.getAllValues().iterator().next();
final ValueSpecification specification = new ValueSpecification(_requirementName, target.toSpecification(), getResultProperties(value.getSpecification()));
return Sets.newHashSet(new ComputedValue(specification, value.getValue()));
}
}