Examples of com.opengamma.engine.view.ResultModelDefinition

com.opengamma.engine.view.ResultModelDefinition
Encapsulates view-level configuration to describe the types of values required in the calculation results. This configuration could lead to fewer calculations taking place by allowing the dependency graphs to be trimmed, although values will still be calculated if they are required as inputs for other calculations.
This configuration acts as a filter on the outputs that have been requested through {@link ViewCalculationConfiguration}. In a sense, it is a view-view.
This class is a mutable bean.

    protected CompilationTask(final ViewCompilationContext context) {
      _viewCompilationContext = context;
      if (s_logger.isDebugEnabled()) {
        new CompilationCompletionEstimate(_viewCompilationContext);
      }
      final ResultModelDefinition resultModelDefinition = context.getViewDefinition().getResultModelDefinition();
      _portfolioOutputs = (resultModelDefinition.getPositionOutputMode() != ResultOutputMode.NONE) || (resultModelDefinition.getAggregatePositionOutputMode() != ResultOutputMode.NONE);
    }

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    ValueProperties constraints = ValueProperties.with(ValuePropertyNames.FUNCTION, FUNCTION_ID.toString()).withAny(ValuePropertyNames.CURVE).get();
    ValueProperties allConstraints = ValueProperties.all();
    ValueProperties noConstraints = ValueProperties.none();
    ValueProperties nearlyAllConstraints = ValueProperties.all().withoutAny("SomePropName");


    final ViewDefinition viewDefinition = new ViewDefinition(TEST_VIEW_DEFINITION_NAME, TEST_PORTFOLIO_ID, TEST_USER, new ResultModelDefinition());
    final ViewCalculationConfiguration calcConfig1 = new ViewCalculationConfiguration(viewDefinition, "1");
    calcConfig1.addSpecificRequirement(new ValueRequirement("Value1", ComputationTargetType.PRIMITIVE, UniqueId.of("Test", "Foo")));
    calcConfig1.addSpecificRequirement(new ValueRequirement("Value1", ComputationTargetType.PRIMITIVE, UniqueId.of("Test", "Bar"), constraints));
    calcConfig1.setDefaultProperties(ValueProperties.with(ValuePropertyNames.CURRENCY, "GBP").get());
    calcConfig1.addPortfolioRequirement("SomeSecType", "SomeOutput", constraints);

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  private final ConcurrentMap<UniqueId, NodeData> _nodeData = new ConcurrentHashMap<UniqueId, NodeData>();


  public PortfolioCompilerTraversalCallback(final ViewCalculationConfiguration calculationConfiguration, final DependencyGraphBuilder builder,
      final ConcurrentMap<ComputationTargetReference, UniqueId> resolutions, final Set<UniqueId> includeEvents, final Set<UniqueId> excludeEvents) {
    _portfolioRequirementsBySecurityType = calculationConfiguration.getPortfolioRequirementsBySecurityType();
    final ResultModelDefinition resultModelDefinition = calculationConfiguration.getViewDefinition().getResultModelDefinition();
    _outputAggregates = resultModelDefinition.getAggregatePositionOutputMode() != ResultOutputMode.NONE;
    _outputPositions = resultModelDefinition.getPositionOutputMode() != ResultOutputMode.NONE;
    _outputTrades = resultModelDefinition.getTradeOutputMode() != ResultOutputMode.NONE;
    _builder = builder;
    _resolutions = resolutions;
    _includeEvents = includeEvents;
    _excludeEvents = excludeEvents;
  }

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    return msg;
  }


  @Override
  public ResultModelDefinition buildObject(FudgeDeserializer deserializer, FudgeMsg message) {
    ResultModelDefinition result = new ResultModelDefinition();
    result.setAggregatePositionOutputMode(message.getFieldValue(ResultOutputMode.class, message.getByName(AGGREGATE_POSITION_OUTPUT_MODE_FIELD)));
    result.setPositionOutputMode(message.getFieldValue(ResultOutputMode.class, message.getByName(POSITION_OUTPUT_MODE_FIELD)));
    ResultOutputMode tradeMode = message.getFieldValue(ResultOutputMode.class, message.getByName(TRADE_OUTPUT_MODE_FIELD)); // added later, so handle null
    result.setTradeOutputMode(tradeMode == null ? ResultOutputMode.TERMINAL_OUTPUTS : tradeMode);
    result.setSecurityOutputMode(message.getFieldValue(ResultOutputMode.class, message.getByName(SECURITY_OUTPUT_MODE_FIELD)));
    result.setPrimitiveOutputMode(message.getFieldValue(ResultOutputMode.class, message.getByName(PRIMITIVE_OUTPUT_MODE_FIELD)));
    return result;
  }

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    final FudgeField portfolioIdField = message.getByName(PORTFOLIO_ID_FIELD);
    final UniqueId portfolioId = portfolioIdField == null ? null : deserializer.fieldValueToObject(UniqueId.class, portfolioIdField);
    final String name = message.getFieldValue(String.class, message.getByName(NAME_FIELD));
    final UserPrincipal user = deserializer.fieldValueToObject(UserPrincipal.class, message.getByName(USER_FIELD));
    final ResultModelDefinition model = deserializer.fieldValueToObject(ResultModelDefinition.class, message.getByName(RESULT_MODEL_DEFINITION_FIELD));
    ViewDefinition viewDefinition = new ViewDefinition(
        name,
        portfolioId,
        user,
        model);

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    if (suppressExecutionOnNoMarketData && allRequiredMarketData.size() > 0 && marketDataValues.size() == 0) {
      // Market data was expected but the snapshot was empty. Don't bother doing anything else, and indicate that
      // execution should not continue.
      return false;
    }
    final ResultModelDefinition resultModel = getViewDefinition().getResultModelDefinition();
    for (CompiledViewCalculationConfiguration calcConfig : getCompiledViewDefinition().getCompiledCalculationConfigurations()) {
      final OverrideOperation operation = getCacheMarketDataOperation(getViewDefinition().getCalculationConfiguration(calcConfig.getName()));
      final ViewComputationCache cache = getComputationCache(calcConfig.getName());
      final Collection<ValueSpecification> marketDataRequirements = calcConfig.getMarketDataRequirements();
      final Set<ValueSpecification> terminalOutputs = calcConfig.getTerminalOutputSpecifications().keySet();
      final Collection<ComputedValueResult> valuesToLoad = new ArrayList<>(marketDataRequirements.size());
      for (ValueSpecification marketDataSpec : marketDataRequirements) {
        Object marketDataValue = marketDataValues.get(marketDataSpec);
        ComputedValueResult computedValueResult;
        if (operation != null) {
          if (marketDataValue != null) {
            marketDataValue = operation.apply(marketDataSpec.toRequirementSpecification(), marketDataValue);
            if (marketDataValue == null) {
              s_logger.debug("Market data {} discarded by override operation", marketDataSpec);
            }
          }
        }
        if (marketDataValue == null) {
          s_logger.debug("Unable to load market data value for {} from snapshot {}", marketDataSpec, getValuationTime());
          missingMarketData++;
          // TODO provide elevated logs if requested from market data providers
          computedValueResult = new ComputedValueResult(marketDataSpec, MissingInput.MISSING_MARKET_DATA, MARKET_DATA_LOG);
        } else {
          computedValueResult = new ComputedValueResult(marketDataSpec, marketDataValue, AggregatedExecutionLog.EMPTY);
          fragmentResultModel.addMarketData(computedValueResult);
          fullResultModel.addMarketData(computedValueResult);
        }
        if (terminalOutputs.contains(marketDataSpec) && (resultModel.getOutputMode(marketDataSpec.getTargetSpecification().getType()) != ResultOutputMode.NONE)) {
          fragmentResultModel.addValue(calcConfig.getName(), computedValueResult);
          fullResultModel.addValue(calcConfig.getName(), computedValueResult);
        }
        valuesToLoad.add(computedValueResult);
      }

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