@Test
public void testCycleSimpleGraph() {
ViewProcessorTestEnvironment env = new ViewProcessorTestEnvironment();
env.init();
CompiledViewDefinitionWithGraphsImpl compiledViewDefinition =
env.compileViewDefinition(Instant.now(), VersionCorrection.LATEST);
DependencyGraph graph =
compiledViewDefinition.getDependencyGraph(
ViewProcessorTestEnvironment.TEST_CALC_CONFIG_NAME);
DependencyGraph cycledGraph = cycleObject(DependencyGraph.class, graph);
assertEquals(
graph.getCalculationConfigurationName(), cycledGraph.getCalculationConfigurationName());
assertEquals(graph.getAllComputationTargets(), cycledGraph.getAllComputationTargets());
assertEquals(graph.getOutputSpecifications(), cycledGraph.getOutputSpecifications());
assertEquals(graph.getSize(), cycledGraph.getSize());
assertEquals(
graph.getTerminalOutputSpecifications(), cycledGraph.getTerminalOutputSpecifications());
for (DependencyNode node : graph.getDependencyNodes()) {
boolean isRoot = graph.getRootNodes().contains(node);
for (ValueSpecification spec : node.getOutputValues()) {
DependencyNode equivalentNode = cycledGraph.getNodeProducing(spec);
assertEquals(isRoot, cycledGraph.getRootNodes().contains(equivalentNode));
assertEquals(node.getInputValues(), equivalentNode.getInputValues());
assertEquals(node.getOutputValues(), equivalentNode.getOutputValues());
assertEquals(node.getTerminalOutputValues(), equivalentNode.getTerminalOutputValues());
}
}
}
// -------------------------------------------------------------------------
private EngineResourceReference<SingleComputationCycle> createCycle(
ViewCycleExecutionOptions executionOptions,
CompiledViewDefinitionWithGraphsImpl compiledViewDefinition,
VersionCorrection versionCorrection) {
// View definition was compiled based on compilation options, which might have only included an
// indicative
// valuation time. A further check ensures that the compiled view definition is still valid.
if (!compiledViewDefinition.isValidFor(executionOptions.getValuationTime())) {
throw new OpenGammaRuntimeException(
"Compiled view definition "
+ compiledViewDefinition
+ " not valid for execution options "
+ executionOptions);
}
UniqueId cycleId = getViewProcess().generateCycleId();
ComputationResultListener streamingResultListener =
new ComputationResultListener() {
@Override
public void resultAvailable(ViewComputationResultModel result) {
cycleFragmentCompleted(result);
}
};
SingleComputationCycle cycle =
new SingleComputationCycle(
cycleId,
getViewProcess().getUniqueId(),
streamingResultListener,
getProcessContext(),
compiledViewDefinition,
executionOptions,
versionCorrection);
return getCycleManager().manage(cycle);
}
@Override
public void valuesChanged(Collection<ValueRequirement> values) {
if (!getExecutionOptions()
.getFlags()
.contains(ViewExecutionFlags.TRIGGER_CYCLE_ON_MARKET_DATA_CHANGED)) {
return;
}
CompiledViewDefinitionWithGraphsImpl compiledView = getCachedCompiledViewDefinition();
if (compiledView == null) {
return;
}
// Since this happens for every tick, for every job, we need to use the quick call here
if (compiledView.hasAnyMarketDataRequirements(values)) {
marketDataChanged();
}
}
private CompiledViewDefinitionWithGraphsImpl getCompiledViewDefinition(
Instant valuationTime, VersionCorrection versionCorrection) {
long functionInitId =
getProcessContext()
.getFunctionCompilationService()
.getFunctionCompilationContext()
.getFunctionInitId();
CompiledViewDefinitionWithGraphsImpl compiledViewDefinition;
updateViewDefinitionIfRequired();
if (_compilationDirty) {
_compilationDirty = false;
invalidateCachedCompiledViewDefinition();
compiledViewDefinition = null;
} else {
compiledViewDefinition = getCachedCompiledViewDefinition();
}
if (compiledViewDefinition != null
&& compiledViewDefinition.isValidFor(valuationTime)
&& functionInitId == compiledViewDefinition.getFunctionInitId()) {
// Existing cached model is valid (an optimisation for the common case of similar, increasing
// valuation times)
return compiledViewDefinition;
}
try {
MarketDataAvailabilityProvider availabilityProvider =
getMarketDataProvider().getAvailabilityProvider();
ViewCompilationServices compilationServices =
getProcessContext().asCompilationServices(availabilityProvider);
compiledViewDefinition =
ViewDefinitionCompiler.compile(
_viewDefinition, compilationServices, valuationTime, versionCorrection);
if (isTerminated()) {
return compiledViewDefinition; // [PLAT-1904] If we can't terminate the compilation at least
// avoid doing the subscribe etc.
}
} catch (Exception e) {
String message =
MessageFormat.format(
"Error compiling view definition {0} for time {1}",
getViewProcess().getDefinitionId(), valuationTime);
viewDefinitionCompilationFailed(valuationTime, new OpenGammaRuntimeException(message, e));
throw new OpenGammaRuntimeException(message, e);
}
setCachedCompiledViewDefinition(compiledViewDefinition);
// [PLAT-984]
// Assume that valuation times are increasing in real-time towards the expiry of the view
// definition, so that we
// can predict the time to expiry. If this assumption is wrong then the worst we do is trigger
// an unnecessary
// cycle. In the predicted case, we trigger a cycle on expiry so that any new market data
// subscriptions are made
// straight away.
if (compiledViewDefinition.getValidTo() != null) {
Duration durationToExpiry =
getMarketDataProvider()
.getRealTimeDuration(valuationTime, compiledViewDefinition.getValidTo());
long expiryNanos = System.nanoTime() + durationToExpiry.toNanosLong();
_compilationExpiryCycleTrigger.set(expiryNanos, ViewCycleTriggerResult.forceFull());
} else {
_compilationExpiryCycleTrigger.reset();
}
// Notify the view that a (re)compilation has taken place before going on to do any
// time-consuming work.
// This might contain enough for clients to e.g. render an empty grid in which results will
// later appear.
viewDefinitionCompiled(compiledViewDefinition);
// Update the market data subscriptions to whatever is now required, ensuring the computation
// cycle can find the
// required input data when it is executed.
setMarketDataSubscriptions(compiledViewDefinition.getMarketDataRequirements().keySet());
return compiledViewDefinition;
}
/**
* Determines whether to run, and runs if required, a single computation cycle using the following
* rules:
*
* <ul>
* <li>A computation cycle can only be triggered if the relevant minimum computation period has
* passed since the start of the previous cycle.
* <li>A computation cycle will be forced if the relevant maximum computation period has passed
* since the start of the previous cycle.
* <li>A full computation is preferred over a delta computation if both are possible.
* <li>Performing a full computation also updates the times to the next delta computation; i.e.
* a full computation is considered to be as good as a delta.
* </ul>
*/
@Override
protected void runOneCycle() {
// Exception handling is important here to ensure that computation jobs do not just die quietly
// while consumers are
// potentially blocked, waiting for results.
ViewCycleType cycleType;
try {
cycleType = waitForNextCycle();
} catch (InterruptedException e) {
return;
}
ViewCycleExecutionOptions executionOptions = null;
try {
if (!getExecutionOptions().getExecutionSequence().isEmpty()) {
executionOptions =
getExecutionOptions()
.getExecutionSequence()
.getNext(getExecutionOptions().getDefaultExecutionOptions());
s_logger.debug("Next cycle execution options: {}", executionOptions);
}
if (executionOptions == null) {
s_logger.info("No more view cycle execution options");
processCompleted();
return;
}
} catch (Exception e) {
s_logger.error(
"Error obtaining next view cycle execution options from sequence for view process "
+ getViewProcess(),
e);
return;
}
if (executionOptions.getMarketDataSpecification() == null) {
s_logger.error("No market data specification for cycle");
cycleExecutionFailed(
executionOptions,
new OpenGammaRuntimeException("No market data specification for cycle"));
return;
}
MarketDataSnapshot marketDataSnapshot;
try {
if (getMarketDataProvider() == null
|| !getMarketDataProvider().isCompatible(executionOptions.getMarketDataSpecification())) {
// A different market data provider is required. We support this because we can, but
// changing provider is not the
// most efficient operation.
if (getMarketDataProvider() != null) {
s_logger.info("Replacing market data provider between cycles");
}
replaceMarketDataProvider(executionOptions.getMarketDataSpecification());
}
// Obtain the snapshot in case it is needed, but don't explicitly initialise it until the data
// is required
marketDataSnapshot =
getMarketDataProvider().snapshot(executionOptions.getMarketDataSpecification());
} catch (Exception e) {
s_logger.error("Error with market data provider", e);
cycleExecutionFailed(
executionOptions, new OpenGammaRuntimeException("Error with market data provider", e));
return;
}
Instant compilationValuationTime;
try {
if (executionOptions.getValuationTime() != null) {
compilationValuationTime = executionOptions.getValuationTime();
} else {
// Neither the cycle-specific options nor the defaults have overridden the valuation time so
// use the time
// associated with the market data snapshot. To avoid initialising the snapshot perhaps
// before the required
// inputs are known or even subscribed to, only ask for an indication at the moment.
compilationValuationTime = marketDataSnapshot.getSnapshotTimeIndication();
if (compilationValuationTime == null) {
throw new OpenGammaRuntimeException(
"Market data snapshot "
+ marketDataSnapshot
+ " produced a null indication of snapshot time");
}
}
} catch (Exception e) {
s_logger.error("Error obtaining compilation valuation time", e);
cycleExecutionFailed(
executionOptions,
new OpenGammaRuntimeException("Error obtaining compilation valuation time", e));
return;
}
VersionCorrection versionCorrection = getResolvedVersionCorrection();
final CompiledViewDefinitionWithGraphsImpl compiledViewDefinition;
try {
compiledViewDefinition =
getCompiledViewDefinition(compilationValuationTime, versionCorrection);
if (isTerminated()) {
return; // [PLAT-1904]
}
} catch (Exception e) {
String message =
MessageFormat.format(
"Error obtaining compiled view definition {0} for time {1} at version-correction {2}",
getViewProcess().getDefinitionId(), compilationValuationTime, versionCorrection);
s_logger.error(message);
cycleExecutionFailed(executionOptions, new OpenGammaRuntimeException(message, e));
return;
}
try {
if (getExecutionOptions().getFlags().contains(ViewExecutionFlags.AWAIT_MARKET_DATA)) {
marketDataSnapshot.init(
compiledViewDefinition.getMarketDataRequirements().keySet(),
MARKET_DATA_TIMEOUT_MILLIS,
TimeUnit.MILLISECONDS);
} else {
marketDataSnapshot.init();
}
if (executionOptions.getValuationTime() == null) {
executionOptions.setValuationTime(marketDataSnapshot.getSnapshotTime());
}
} catch (Exception e) {
s_logger.error("Error initializing snapshot {}", marketDataSnapshot);
cycleExecutionFailed(
executionOptions,
new OpenGammaRuntimeException("Error initializing snapshot" + marketDataSnapshot, e));
}
EngineResourceReference<SingleComputationCycle> cycleReference;
try {
cycleReference = createCycle(executionOptions, compiledViewDefinition, versionCorrection);
} catch (Exception e) {
s_logger.error("Error creating next view cycle for view process " + getViewProcess(), e);
return;
}
if (_executeCycles) {
try {
final SingleComputationCycle singleComputationCycle = cycleReference.get();
final Set<String> configurationNames =
singleComputationCycle.getAllCalculationConfigurationNames();
final HashMap<String, Collection<ComputationTarget>> configToComputationTargets =
new HashMap<String, Collection<ComputationTarget>>();
for (String configName : configurationNames) {
DependencyGraph dependencyGraph =
singleComputationCycle.getExecutableDependencyGraph(configName);
configToComputationTargets.put(configName, dependencyGraph.getAllComputationTargets());
}
final HashMap<String, Map<ValueSpecification, Set<ValueRequirement>>>
configToTerminalOutputs =
new HashMap<String, Map<ValueSpecification, Set<ValueRequirement>>>();
for (String configName : configurationNames) {
DependencyGraph dependencyGraph =
singleComputationCycle.getExecutableDependencyGraph(configName);
configToTerminalOutputs.put(configName, dependencyGraph.getTerminalOutputs());
}
cycleInitiated(
new SimpleCycleInfo(
marketDataSnapshot.getUniqueId(),
compiledViewDefinition.getViewDefinition().getUniqueId(),
versionCorrection,
executionOptions.getValuationTime(),
configurationNames,
configToComputationTargets,
configToTerminalOutputs));
executeViewCycle(
cycleType,
cycleReference,
marketDataSnapshot,
getViewProcess().getCalcJobResultExecutorService());
} catch (InterruptedException e) {
// Execution interrupted - don't propagate as failure
s_logger.info("View cycle execution interrupted for view process {}", getViewProcess());
cycleReference.release();
return;
} catch (Exception e) {
// Execution failed
s_logger.error("View cycle execution failed for view process " + getViewProcess(), e);
cycleReference.release();
cycleExecutionFailed(executionOptions, e);
return;
}
}
// Don't push the results through if we've been terminated, since another computation job could
// be running already
// and the fact that we've been terminated means the view is no longer interested in the result.
// Just die quietly.
if (isTerminated()) {
cycleReference.release();
return;
}
if (_executeCycles) {
cycleCompleted(cycleReference.get());
}
if (getExecutionOptions().getExecutionSequence().isEmpty()) {
processCompleted();
}
if (_executeCycles) {
if (_previousCycleReference != null) {
_previousCycleReference.release();
}
_previousCycleReference = cycleReference;
}
}
