Package com.opengamma.engine.function

Examples of com.opengamma.engine.function.FunctionInputs

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    input.addTimeSeries(timeSeriesSpecification(0), localDateDoubleTimeSeries(10));
    input.addTimeSeries(timeSeriesSpecification(1), localDateDoubleTimeSeries(10));
    input.addTimeSeries(timeSeriesSpecification(2), localDateDoubleTimeSeries(10));
    input.addTimeSeries(timeSeriesSpecification(3), localDateDoubleTimeSeries(10));
    input.addTimeSeries(timeSeriesSpecification(4), localDateDoubleTimeSeries(10));
    final FunctionInputs inputs = new FunctionInputsImpl(null, new ComputedValue(INPUT_VALUE, input));
    final Set<ComputedValue> result = FUNCTION.execute(new FunctionExecutionContext(), inputs, ComputationTarget.NULL, Collections.singleton(DESIRED_VALUE));
    assertEquals(result.size(), 1);
    final ComputedValue value = result.iterator().next();
    assertEquals(value.getValue().getClass(), DoubleLabelledMatrix2D.class);
    final DoubleLabelledMatrix2D matrix = (DoubleLabelledMatrix2D) value.getValue();
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  }

  @Test(expectedExceptions = IllegalArgumentException.class)
  public void testExecuteNoData() {
    final HistoricalViewEvaluationMarketData input = new HistoricalViewEvaluationMarketData();
    final FunctionInputs inputs = new FunctionInputsImpl(null, new ComputedValue(INPUT_VALUE, input));
    FUNCTION.execute(new FunctionExecutionContext(), inputs, ComputationTarget.NULL, Collections.singleton(DESIRED_VALUE));
  }
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    input.addTimeSeries(timeSeriesSpecification(1), localDateObjectTimeSeries(10));
    input.addTimeSeries(timeSeriesSpecification(2), localDateDoubleTimeSeries(10, 0, 5));
    input.addTimeSeries(timeSeriesSpecification(3), localDateObjectTimeSeries(10));
    input.addTimeSeries(timeSeriesSpecification(4), localDateDoubleTimeSeries(10, 0, 5));
    input.addTimeSeries(timeSeriesSpecification(5), localDateDoubleTimeSeries(0, 0, 5));
    final FunctionInputs inputs = new FunctionInputsImpl(null, new ComputedValue(INPUT_VALUE, input));
    final Set<ComputedValue> result = FUNCTION.execute(new FunctionExecutionContext(), inputs, ComputationTarget.NULL, Collections.singleton(DESIRED_VALUE));
    assertEquals(result.size(), 1);
    final ComputedValue value = result.iterator().next();
    assertEquals(value.getValue().getClass(), DoubleLabelledMatrix2D.class);
    final DoubleLabelledMatrix2D matrix = (DoubleLabelledMatrix2D) value.getValue();
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    input.addTimeSeries(timeSeriesSpecification(0), localDateDoubleTimeSeries(10, 0, 5));
    input.addTimeSeries(timeSeriesSpecification(1), localDateDoubleTimeSeries(15, 3, 7));
    input.addTimeSeries(timeSeriesSpecification(2), localDateDoubleTimeSeries(10, 1, 5));
    input.addTimeSeries(timeSeriesSpecification(3), localDateDoubleTimeSeries(15, 0, 7));
    input.addTimeSeries(timeSeriesSpecification(4), localDateDoubleTimeSeries(10, 2, 5));
    final FunctionInputs inputs = new FunctionInputsImpl(null, new ComputedValue(INPUT_VALUE, input));
    final Set<ComputedValue> result = FUNCTION.execute(new FunctionExecutionContext(), inputs, ComputationTarget.NULL, Collections.singleton(DESIRED_VALUE));
    assertEquals(result.size(), 1);
    final ComputedValue value = result.iterator().next();
    assertEquals(value.getValue().getClass(), DoubleLabelledMatrix2D.class);
    final DoubleLabelledMatrix2D matrix = (DoubleLabelledMatrix2D) value.getValue();
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    final HistoricalViewEvaluationMarketData input = new HistoricalViewEvaluationMarketData();
    input.addTimeSeries(timeSeriesSpecification(0), localDateDoubleTimeSeries(LocalDate.of(2013, 1, 1), 10));
    input.addTimeSeries(timeSeriesSpecification(1), localDateDoubleTimeSeries(LocalDate.of(2013, 1, 1), 15));
    input.addTimeSeries(timeSeriesSpecification(2), localDateDoubleTimeSeries(LocalDate.of(2013, 2, 1), 10));
    input.addTimeSeries(timeSeriesSpecification(3), localDateDoubleTimeSeries(LocalDate.of(2013, 2, 1), 15));
    final FunctionInputs inputs = new FunctionInputsImpl(null, new ComputedValue(INPUT_VALUE, input));
    FUNCTION.execute(new FunctionExecutionContext(), inputs, ComputationTarget.NULL, Collections.singleton(DESIRED_VALUE));
  }
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        postEvaluationErrors(jobItem.getOutputs(), MissingOutput.MISSING_INPUTS);
        resultItemBuilder.withMissingInputs(missing);
        return;
      }
    }
    final FunctionInputs functionInputs = new FunctionInputsImpl(getTargetResolver().getSpecificationResolver(), inputs, missing);
    if (target == null) {
      try {
        target = targetFuture.get();
      } catch (final Throwable t) {
        s_logger.warn("Error resolving target", t);
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Related Classes of com.opengamma.engine.function.FunctionInputs

  • com.opengamma.engine.calcnode.SimpleCalculationNode
  • com.opengamma.financial.analytics.covariance.MarketDataCovarianceMatrixFunctionTest
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