Package com.opengamma.master.position

Examples of com.opengamma.master.position.PositionMaster

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  }
 
  private void portfolioWithSecurity(Security security, String portfolioName) {

   
    final PositionMaster posMaster = getToolContext().getPositionMaster();
    final PortfolioMaster portMaster = getToolContext().getPortfolioMaster();
   
    final ManageablePosition position = makePositionAndTrade(security);
    final PositionDocument positionDoc = new PositionDocument(position);
    posMaster.add(positionDoc);
   
    ManageablePortfolio portfolio = new ManageablePortfolio(portfolioName);
    ManageablePortfolioNode rootNode = portfolio.getRootNode();
    rootNode.setName("Root");
    rootNode.addPosition(position.getUniqueId());
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    search(results, callback);
  }

  @Override
  public PositionHistoryResult history(final PositionHistoryRequest request) {
    final PositionMaster master = getMasterByScheme(request.getObjectId().getScheme());
    if (master != null) {
      return master.history(request);
    }
    return (new Try<PositionHistoryResult>() {
      @Override
      public PositionHistoryResult tryMaster(final PositionMaster master) {
        return master.history(request);
      }
    }).each(request.getObjectId().getScheme());
  }
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    return spotSeries.getTimeSeries().getLatestValue();
  }

  private void persistToPortfolio(final Collection<FXOptionSecurity> fxOptions, final String portfolioName) {
    final PortfolioMaster portfolioMaster = getToolContext().getPortfolioMaster();
    final PositionMaster positionMaster = getToolContext().getPositionMaster();
    final SecurityMaster securityMaster = getToolContext().getSecurityMaster();

    final ManageablePortfolioNode rootNode = new ManageablePortfolioNode(portfolioName);
    final ManageablePortfolio portfolio = new ManageablePortfolio(portfolioName, rootNode);
    final PortfolioDocument portfolioDoc = new PortfolioDocument();
    portfolioDoc.setPortfolio(portfolio);

    for (final FXOptionSecurity fxOption : fxOptions) {
      final SecurityDocument fxOptionToAddDoc = new SecurityDocument();
      fxOptionToAddDoc.setSecurity(fxOption);
      securityMaster.add(fxOptionToAddDoc);
      final ManageablePosition fxOptionPosition = new ManageablePosition(BigDecimal.ONE, fxOption.getExternalIdBundle());
      final PositionDocument addedDoc = positionMaster.add(new PositionDocument(fxOptionPosition));
      rootNode.addPosition(addedDoc.getUniqueId());
    }
    portfolioMaster.add(portfolioDoc);
  }
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  @Override
  public void init(ComponentRepository repo, LinkedHashMap<String, String> configuration) {   
    Map<String, PositionMaster> map = new HashMap<String, PositionMaster>();   
    String scheme = repo.getInfo(getUserPositionMaster()).getAttribute(ComponentInfoAttributes.UNIQUE_ID_SCHEME);
    map.put(scheme, getUserPositionMaster());
    PositionMaster master = new DelegatingPositionMaster(getUnderlyingPositionMaster(), map);
   
    // register
    ComponentInfo info = new ComponentInfo(PositionMaster.class, getClassifier());
    info.addAttribute(ComponentInfoAttributes.LEVEL, 2);
    info.addAttribute(ComponentInfoAttributes.REMOTE_CLIENT_JAVA, RemotePositionMaster.class);
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  }

  //-------------------------------------------------------------------------
  public void test_getPortfolio_UniqueId() throws Exception {
    PortfolioMaster mockPortfolio = mock(PortfolioMaster.class);
    PositionMaster mockPosition = mock(PositionMaster.class);
   
    ManageablePortfolioNode manNode = example(false);
    ManageablePortfolio manPrt = new ManageablePortfolio("Hello", manNode);
    manPrt.addAttribute("A1", "V1");
    manPrt.addAttribute("A2", "V2");
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    assertEquals("V2", testResult.getAttributes().get("A2"));
  }

  public void test_getPortfolio_UniqueId_instants_children() throws Exception {
    PortfolioMaster mockPortfolio = mock(PortfolioMaster.class);
    PositionMaster mockPosition = mock(PositionMaster.class);
   
    ManageablePortfolioNode manNode = example(true);
    ManageablePortfolio manPrt = new ManageablePortfolio("Hello", manNode);
    manPrt.setUniqueId(UID);
    PortfolioDocument prtDoc = new PortfolioDocument(manPrt);
   
    ManageableTrade manTrade = new ManageableTrade();
    manTrade.setQuantity(BigDecimal.valueOf(1234));
    manTrade.setSecurityLink(new ManageableSecurityLink(ExternalId.of("CC", "DD")));
    manTrade.setUniqueId(UID5);
    ManageablePosition manPos = new ManageablePosition();
    manPos.setQuantity(BigDecimal.valueOf(1235));
    manPos.setSecurityLink(new ManageableSecurityLink(ExternalId.of("AA", "BB")));
    manPos.setUniqueId(UID4);
    manPos.addTrade(manTrade);
    PositionDocument posDoc = new PositionDocument(manPos);
    PositionSearchRequest posRequest = new PositionSearchRequest();
    posRequest.addPositionObjectId(UID4);
    posRequest.setVersionCorrection(VC);
    PositionSearchResult posResult = new PositionSearchResult();
    posResult.getDocuments().add(posDoc);
   
    when(mockPortfolio.get(UID)).thenReturn(prtDoc);
    when(mockPosition.search(posRequest)).thenReturn(posResult);
    MasterPositionSource test = new MasterPositionSource(mockPortfolio, mockPosition);
    Portfolio testResult = test.getPortfolio(UID, VC);
    verify(mockPortfolio, times(1)).get(UID);
    verify(mockPosition, times(1)).search(posRequest);
   
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  }

  //-------------------------------------------------------------------------
  public void test_getPortfolioNode_UniqueId() throws Exception {
    PortfolioMaster mockPortfolio = mock(PortfolioMaster.class);
    PositionMaster mockPosition = mock(PositionMaster.class);
   
    ManageablePortfolioNode manNode = new ManageablePortfolioNode("Node");
    manNode.setUniqueId(UID2);
    manNode.setPortfolioId(UID);
    ManageablePortfolioNode manChild = new ManageablePortfolioNode("Child");
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    assertEquals(0, testResult.getChildNodes().get(0).getChildNodes().size());
  }

  public void test_getPosition() throws Exception {
    final PortfolioMaster mockPortfolio = mock(PortfolioMaster.class);
    final PositionMaster mockPosition = mock(PositionMaster.class);
    final PositionDocument doc = new PositionDocument(new ManageablePosition(BigDecimal.TEN, ExternalId.of("B", "C")));
    doc.getPosition().setUniqueId(UID);
    when(mockPosition.get(UID)).thenReturn(doc);
    MasterPositionSource test = new MasterPositionSource(mockPortfolio, mockPosition);
    Position testResult = test.getPosition(UID);
    verify(mockPosition, times(1)).get(UID);
    assertEquals(UID, testResult.getUniqueId());
    assertEquals(BigDecimal.TEN, testResult.getQuantity());
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    assertEquals(ExternalId.of("B", "C").toBundle(), testResult.getSecurityLink().getExternalId());
  }

  public void test_getTrade() throws Exception {
    final PortfolioMaster mockPortfolio = mock(PortfolioMaster.class);
    final PositionMaster mockPosition = mock(PositionMaster.class);
    final OffsetDateTime now = OffsetDateTime.now();
    final ManageableTrade doc = new ManageableTrade(BigDecimal.TEN, ExternalId.of("B", "C"), now.toLocalDate(), now.toOffsetTime().minusSeconds(100), ExternalId.of("CPARTY", "C100"));
    doc.setUniqueId(UID);
    when(mockPosition.getTrade(UID)).thenReturn(doc);
    MasterPositionSource test = new MasterPositionSource(mockPortfolio, mockPosition);
    Trade testResult = test.getTrade(UID);
    verify(mockPosition, times(1)).getTrade(UID);
    assertEquals(UID, testResult.getUniqueId());
    assertEquals(BigDecimal.TEN, testResult.getQuantity());
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  @Test
  public void testCsvToMastersToCsv() throws Exception {
   
    PortfolioCopier portfolioCopier = new SimplePortfolioCopier();

    PositionMaster positionMaster = new InMemoryPositionMaster();
    SecurityMaster securityMaster = new InMemorySecurityMaster();
    SecuritySource securitySource = new MasterSecuritySource(securityMaster);
   
    // Set up mock portfolio master
    PortfolioMaster portfolioMaster = mock(PortfolioMaster.class);
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  • com.opengamma.examples.bloomberg.loader.ExampleSwaptionPortfolioLoader
  • com.opengamma.examples.bloomberg.loader.ExampleVanillaFxOptionPortfolioLoader
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