/**
* Copyright (C) 2011 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.analytics;
import java.util.Collection;
import java.util.Collections;
import java.util.HashSet;
import java.util.Map;
import java.util.Set;
import org.apache.commons.lang.Validate;
import com.google.common.collect.Sets;
import com.opengamma.core.position.Position;
import com.opengamma.core.position.Trade;
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.TRADE, applies unit scaling ( * 1.0 )
* and outputs the result for ComputationTargetType.POSITION. <p>
* Closely related to UnitPositionOrTradeScalingFunction but with different requirement target.
*/
public class UnitPositionTradeScalingFunction extends AbstractFunction.NonCompiledInvoker {
private final String _requirementName;
public UnitPositionTradeScalingFunction(final String requirementName) {
Validate.notNull(requirementName, "requirement name");
_requirementName = requirementName;
}
@Override
public String getShortName() {
return "UnitPositionTradeScalingFunction";
}
@Override
public ComputationTargetType getTargetType() {
return ComputationTargetType.POSITION;
}
@Override
public boolean canApplyTo(final FunctionCompilationContext context, final ComputationTarget target) {
return !target.getPosition().getTrades().isEmpty();
}
@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 Position position = target.getPosition();
final Collection<Trade> trades = position.getTrades();
final Set<ValueRequirement> result = new HashSet<ValueRequirement>();
final ValueProperties inputConstraint = desiredValue.getConstraints().withoutAny(ValuePropertyNames.FUNCTION);
for (final Trade trade : trades) {
result.add(new ValueRequirement(_requirementName, ComputationTargetType.TRADE, trade.getUniqueId(), inputConstraint));
}
return result;
}
@Override
public Set<ValueSpecification> getResults(final FunctionCompilationContext context, final ComputationTarget target, final Map<ValueSpecification, ValueRequirement> inputs) {
// Result properties are anything that was common to the input specifications
ValueProperties common = null;
for (ValueSpecification input : inputs.keySet()) {
common = SumUtils.addProperties(common, input.getProperties());
}
if (common == null) {
// Can't have been any inputs ... ?
return null;
}
common = common.copy().withoutAny(ValuePropertyNames.FUNCTION).with(ValuePropertyNames.FUNCTION, getUniqueId()).get();
return Collections.singleton(new ValueSpecification(_requirementName, target.toSpecification(), common));
}
@Override
public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs, final ComputationTarget target, final Set<ValueRequirement> desiredValues) {
ValueProperties common = null;
Object scaledValue = null;
for (ComputedValue value : inputs.getAllValues()) {
common = SumUtils.addProperties(common, value.getSpecification().getProperties());
scaledValue = SumUtils.addValue(scaledValue, value.getValue(), _requirementName);
}
common = common.copy().withoutAny(ValuePropertyNames.FUNCTION).with(ValuePropertyNames.FUNCTION, getUniqueId()).get();
final ValueSpecification specification = new ValueSpecification(_requirementName, target.toSpecification(), common);
return Sets.newHashSet(new ComputedValue(specification, scaledValue));
}
}