/**
* Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.analytics.model.sensitivities;
import java.util.Collections;
import java.util.Set;
import com.opengamma.OpenGammaRuntimeException;
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.ValueRequirementNames;
import com.opengamma.engine.value.ValueSpecification;
import com.opengamma.financial.OpenGammaCompilationContext;
import com.opengamma.financial.sensitivities.RawSecurityUtils;
import com.opengamma.financial.sensitivities.SecurityEntryData;
import com.opengamma.master.historicaltimeseries.HistoricalTimeSeriesResolutionResult;
import com.opengamma.master.historicaltimeseries.HistoricalTimeSeriesResolver;
import com.opengamma.master.security.RawSecurity;
/**
* The Standard Equity Model Function simply returns the market value for any cash Equity security.
*/
public class ExternallyProvidedSecurityMarkFunction extends AbstractFunction.NonCompiledInvoker {
@Override
public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs, final ComputationTarget target, final Set<ValueRequirement> desiredValues) {
final RawSecurity security = (RawSecurity) target.getSecurity();
final SecurityEntryData securityEntryData = RawSecurityUtils.decodeSecurityEntryData(security);
final Object latestDataPointObject = inputs.getValue(ValueRequirementNames.HISTORICAL_TIME_SERIES_LATEST);
if (latestDataPointObject == null) {
throw new OpenGammaRuntimeException("Could not get latest data point");
}
final Double price = (Double) latestDataPointObject / 100d; // REVIEW: jim 9/11/2012 -- this needs to go into the normalisation map.
return Collections.<ComputedValue>singleton(new ComputedValue(new ValueSpecification(ValueRequirementNames.PRESENT_VALUE, target.toSpecification(), createValueProperties().with(
ValuePropertyNames.CURRENCY, securityEntryData.getCurrency().getCode()).get()), price));
}
@Override
public boolean canApplyTo(final FunctionCompilationContext context, final ComputationTarget target) {
return RawSecurityUtils.isExternallyProvidedSensitivitiesSecurity(target.getSecurity());
}
@Override
public Set<ValueRequirement> getRequirements(final FunctionCompilationContext context, final ComputationTarget target, final ValueRequirement desiredValue) {
final RawSecurity security = (RawSecurity) target.getSecurity();
final SecurityEntryData securityEntryData = RawSecurityUtils.decodeSecurityEntryData(security);
final HistoricalTimeSeriesResolver resolver = OpenGammaCompilationContext.getHistoricalTimeSeriesResolver(context);
final HistoricalTimeSeriesResolutionResult timeSeries = resolver.resolve(securityEntryData.getId().toBundle(), null, "LITHIUM", null, "PX_LAST", null);
if (timeSeries == null) {
return null;
}
return Collections.singleton(new ValueRequirement(ValueRequirementNames.HISTORICAL_TIME_SERIES_LATEST, ComputationTargetType.PRIMITIVE,
timeSeries.getHistoricalTimeSeriesInfo().getUniqueId(), ValueProperties.none()));
}
@Override
public Set<ValueSpecification> getResults(final FunctionCompilationContext context, final ComputationTarget target) {
final RawSecurity security = (RawSecurity) target.getSecurity();
final SecurityEntryData securityEntryData = RawSecurityUtils.decodeSecurityEntryData(security);
return Collections.<ValueSpecification>singleton(new ValueSpecification(ValueRequirementNames.MARK, target.toSpecification(), createValueProperties().with(ValuePropertyNames.CURRENCY,
securityEntryData.getCurrency().getCode()).get()));
}
@Override
public String getShortName() {
return "ExternallyProvidedSecurityMarkFunction";
}
@Override
public ComputationTargetType getTargetType() {
return ComputationTargetType.SECURITY;
}
}