/**
* Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.analytics.model.pnl;
import java.util.Map;
import java.util.Set;
import com.google.common.collect.ImmutableSet;
import com.google.common.collect.Iterables;
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;
import com.opengamma.financial.analytics.timeseries.DateConstraint;
import com.opengamma.financial.analytics.timeseries.HistoricalTimeSeriesFunctionUtils;
import com.opengamma.util.async.AsynchronousExecution;
/**
* Produces a value in terms of a {@link ValuePropertyNames#SAMPLING_PERIOD} from a value in terms of
* {@link HistoricalTimeSeriesFunctionUtils#START_DATE_PROPERTY} and
* {@link HistoricalTimeSeriesFunctionUtils#END_DATE_PROPERTY}.
*/
public class PnLPeriodTranslationFunction extends AbstractFunction.NonCompiledInvoker {
private final String _valueRequirementName;
public PnLPeriodTranslationFunction(String valueRequirementName) {
_valueRequirementName = valueRequirementName;
}
@Override
public ComputationTargetType getTargetType() {
return ComputationTargetType.POSITION.or(ComputationTargetType.PORTFOLIO_NODE);
}
@Override
public Set<ValueSpecification> getResults(FunctionCompilationContext context, ComputationTarget target) {
return ImmutableSet.of(new ValueSpecification(_valueRequirementName, target.toSpecification(), ValueProperties.all()));
}
@Override
public Set<ValueRequirement> getRequirements(FunctionCompilationContext context, ComputationTarget target, ValueRequirement desiredValue) {
Set<String> samplingPeriods = desiredValue.getConstraints().getValues(ValuePropertyNames.SAMPLING_PERIOD);
if (samplingPeriods == null || samplingPeriods.size() != 1) {
return null;
}
String samplingPeriod = Iterables.getOnlyElement(samplingPeriods);
DateConstraint start = DateConstraint.parse("-" + samplingPeriod);
ValueProperties inputConstraints = desiredValue.getConstraints().copy()
.withOptional(ValuePropertyNames.SAMPLING_PERIOD)
.with(HistoricalTimeSeriesFunctionUtils.START_DATE_PROPERTY, start.toString())
.with(HistoricalTimeSeriesFunctionUtils.END_DATE_PROPERTY, DateConstraint.VALUATION_TIME.toString())
.get();
return ImmutableSet.of(new ValueRequirement(_valueRequirementName, target.toSpecification(), inputConstraints));
}
@Override
public Set<ValueSpecification> getResults(FunctionCompilationContext context, ComputationTarget target, Map<ValueSpecification, ValueRequirement> inputs) {
Map.Entry<ValueSpecification, ValueRequirement> input = Iterables.getOnlyElement(inputs.entrySet());
String samplingPeriod = input.getValue().getConstraint(ValuePropertyNames.SAMPLING_PERIOD);
ValueProperties outputProperties = input.getKey().getProperties().copy()
.with(ValuePropertyNames.SAMPLING_PERIOD, samplingPeriod)
.withoutAny(ValuePropertyNames.FUNCTION)
.with(ValuePropertyNames.FUNCTION, getUniqueId())
.get();
return ImmutableSet.of(new ValueSpecification(_valueRequirementName, target.toSpecification(), outputProperties));
}
@Override
public Set<ComputedValue> execute(FunctionExecutionContext executionContext, FunctionInputs inputs, ComputationTarget target, Set<ValueRequirement> desiredValues) throws AsynchronousExecution {
ValueRequirement desiredValue = desiredValues.iterator().next();
Object result = inputs.getValue(_valueRequirementName);
return ImmutableSet.of(new ComputedValue(new ValueSpecification(_valueRequirementName, target.toSpecification(), desiredValue.getConstraints()), result));
}
}