Package com.opengamma.engine.depgraph

Examples of com.opengamma.engine.depgraph.DependencyGraphBuilder.addTarget()


    builder.setMarketDataAvailabilityProvider(availabilityProvider);
    final ResolutionFailureAccumulator resolutionFailureAccumulator = new ResolutionFailureAccumulator();
    builder.setResolutionFailureListener(resolutionFailureAccumulator);
    builder.setDisableFailureReporting(false);
    for (final ValueRequirement requirement : properties.getRequirements()) {
      builder.addTarget(requirement);
    }
    DependencyGraph dependencyGraph = builder.getDependencyGraph();
    List<ResolutionFailure> resolutionFailures = resolutionFailureAccumulator.getResolutionFailures();

    DependencyGraphBuildTrace graphBuildTrace = DependencyGraphBuildTrace.of(
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  public void testOutputModes() {
    DepGraphTestHelper helper = new DepGraphTestHelper();
    helper.addFunctionProducing1and2();
    DependencyGraphBuilder builder = helper.createBuilder(null);
    builder.addTarget(Collections.singleton(helper.getRequirement1()));
    DependencyGraph graph = builder.getDependencyGraph();
    graph.removeUnnecessaryValues();
   
    assertEquals(1, graph.getDependencyNodes().size());
    DependencyNode functionNode = graph.getDependencyNodes().iterator().next();
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  public void testTradeDefault() {
    final DependencyGraphBuilder builder = createBuilder();
    final PositionSource positions = builder.getCompilationContext().getPortfolioStructure().getPositionSource();
    final ValueRequirement req1 = createValueRequirement(ComputationTargetSpecification.of(getTrade(positions, "Trade")), ValueProperties.none());
    builder.addTarget(req1);
    builder.getDependencyGraph();
    final ValueSpecification res1 = builder.getValueRequirementMapping().get(req1);
    assertEquals(res1.getProperty("ForwardCurve"), "DefaultForward");
    assertEquals(res1.getProperty("FundingCurve"), "DefaultFunding");
    assertEquals(res1.getProperty("Currency"), "USD");
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    final PositionSource positions = builder.getCompilationContext().getPortfolioStructure().getPositionSource();
    final ValueRequirement req1 = createValueRequirement(ComputationTargetSpecification.of(getTrade(positions, "Trade")),
        ValueProperties.with("ForwardCurve", "BarForward").with("FundingCurve", "BarFunding").get());
    final ValueRequirement req2 = createValueRequirement(ComputationTargetSpecification.of(getTrade(positions, "TradeAttr")),
        ValueProperties.with("ForwardCurve", "BarForward").with("FundingCurve", "BarFunding").get());
    builder.addTarget(req1);
    builder.addTarget(req2);
    builder.getDependencyGraph();
    final ValueSpecification res1 = builder.getValueRequirementMapping().get(req1);
    final ValueSpecification res2 = builder.getValueRequirementMapping().get(req2);
    assertEquals(res1.getProperty("ForwardCurve"), "BarForward");
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    final ValueRequirement req1 = createValueRequirement(ComputationTargetSpecification.of(getTrade(positions, "Trade")),
        ValueProperties.with("ForwardCurve", "BarForward").with("FundingCurve", "BarFunding").get());
    final ValueRequirement req2 = createValueRequirement(ComputationTargetSpecification.of(getTrade(positions, "TradeAttr")),
        ValueProperties.with("ForwardCurve", "BarForward").with("FundingCurve", "BarFunding").get());
    builder.addTarget(req1);
    builder.addTarget(req2);
    builder.getDependencyGraph();
    final ValueSpecification res1 = builder.getValueRequirementMapping().get(req1);
    final ValueSpecification res2 = builder.getValueRequirementMapping().get(req2);
    assertEquals(res1.getProperty("ForwardCurve"), "BarForward");
    assertEquals(res1.getProperty("FundingCurve"), "BarFunding");
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    final ViewCalculationConfiguration config = builder.getCompilationContext().getViewCalculationConfiguration();
    config.setDefaultProperties(ValueProperties.with("PORTFOLIO_NODE.Present Value.DEFAULT_ForwardCurve", "BarForward").with("PORTFOLIO_NODE.*.DEFAULT_FundingCurve", "BarFunding").get());
    final PositionSource positions = builder.getCompilationContext().getPortfolioStructure().getPositionSource();
    final ValueRequirement req1 = createValueRequirement(ComputationTargetSpecification.of(getPortfolioNode(positions, "Position")), ValueProperties.none());
    final ValueRequirement req2 = createValueRequirement(ComputationTargetSpecification.of(getPortfolioNode(positions, "PositionAttr")), ValueProperties.none());
    builder.addTarget(req1);
    builder.addTarget(req2);
    builder.getDependencyGraph();
    final ValueSpecification res1 = builder.getValueRequirementMapping().get(req1);
    final ValueSpecification res2 = builder.getValueRequirementMapping().get(req2);
    assertEquals(res1.getProperty("ForwardCurve"), "BarForward");
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    config.setDefaultProperties(ValueProperties.with("PORTFOLIO_NODE.Present Value.DEFAULT_ForwardCurve", "BarForward").with("PORTFOLIO_NODE.*.DEFAULT_FundingCurve", "BarFunding").get());
    final PositionSource positions = builder.getCompilationContext().getPortfolioStructure().getPositionSource();
    final ValueRequirement req1 = createValueRequirement(ComputationTargetSpecification.of(getPortfolioNode(positions, "Position")), ValueProperties.none());
    final ValueRequirement req2 = createValueRequirement(ComputationTargetSpecification.of(getPortfolioNode(positions, "PositionAttr")), ValueProperties.none());
    builder.addTarget(req1);
    builder.addTarget(req2);
    builder.getDependencyGraph();
    final ValueSpecification res1 = builder.getValueRequirementMapping().get(req1);
    final ValueSpecification res2 = builder.getValueRequirementMapping().get(req2);
    assertEquals(res1.getProperty("ForwardCurve"), "BarForward");
    assertEquals(res1.getProperty("FundingCurve"), "BarFunding");
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    final PortfolioNode node1 = getPortfolioNode(positions, "PositionAttr");
    config.setDefaultProperties(ValueProperties.with("PORTFOLIO_NODE.Present Value.DEFAULT_ForwardCurve." + node1.getUniqueId(), "BarForward")
        .with("PORTFOLIO_NODE.*.DEFAULT_FundingCurve." + node1.getUniqueId(), "BarFunding").get());
    final ValueRequirement req1 = createValueRequirement(ComputationTargetSpecification.of(node1), ValueProperties.none());
    final ValueRequirement req2 = createValueRequirement(ComputationTargetSpecification.of(getPortfolioNode(positions, "Position")), ValueProperties.none());
    builder.addTarget(req1);
    builder.addTarget(req2);
    builder.getDependencyGraph();
    final ValueSpecification res1 = builder.getValueRequirementMapping().get(req1);
    final ValueSpecification res2 = builder.getValueRequirementMapping().get(req2);
    assertEquals(res1.getProperty("ForwardCurve"), "BarForward");
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    config.setDefaultProperties(ValueProperties.with("PORTFOLIO_NODE.Present Value.DEFAULT_ForwardCurve." + node1.getUniqueId(), "BarForward")
        .with("PORTFOLIO_NODE.*.DEFAULT_FundingCurve." + node1.getUniqueId(), "BarFunding").get());
    final ValueRequirement req1 = createValueRequirement(ComputationTargetSpecification.of(node1), ValueProperties.none());
    final ValueRequirement req2 = createValueRequirement(ComputationTargetSpecification.of(getPortfolioNode(positions, "Position")), ValueProperties.none());
    builder.addTarget(req1);
    builder.addTarget(req2);
    builder.getDependencyGraph();
    final ValueSpecification res1 = builder.getValueRequirementMapping().get(req1);
    final ValueSpecification res2 = builder.getValueRequirementMapping().get(req2);
    assertEquals(res1.getProperty("ForwardCurve"), "BarForward");
    assertEquals(res1.getProperty("FundingCurve"), "BarFunding");
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    config.setDefaultProperties(ValueProperties.with("PORTFOLIO_NODE.Present Value.DEFAULT_ForwardCurve." + node1.getUniqueId(), "BarForward")
        .with("PORTFOLIO_NODE.Present Value.DEFAULT_FundingCurve." + node1.getUniqueId(), "BarFunding").with("PORTFOLIO_NODE.*.DEFAULT_ForwardCurve", "GenericForward")
        .with("PORTFOLIO_NODE.*.DEFAULT_FundingCurve", "GenericFunding").get());
    final ValueRequirement req1 = createValueRequirement(ComputationTargetSpecification.of(node1), ValueProperties.none());
    final ValueRequirement req2 = createValueRequirement(ComputationTargetSpecification.of(getPortfolioNode(positions, "Position")), ValueProperties.none());
    builder.addTarget(req1);
    builder.addTarget(req2);
    builder.getDependencyGraph();
    final ValueSpecification res1 = builder.getValueRequirementMapping().get(req1);
    final ValueSpecification res2 = builder.getValueRequirementMapping().get(req2);
    assertEquals(res1.getProperty("ForwardCurve"), "BarForward");
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