public void requirements() {
MarketDataFeed marketDataFeed = MarketDataFeed.of("MarketDataVendor");
MarketDataMappings marketDataMappings =
DefaultMarketDataMappings.builder()
.mappings(ImmutableMap.of(TestKey.class, new TestMapping("foo")))
.marketDataFeed(marketDataFeed)
.build();
CalculationTask task =
new CalculationTask(
new TestTarget(), 0, 0, new TestFunction(), marketDataMappings, ReportingRules.empty());
MarketDataRequirements requirements = task.requirements();
Set<? extends MarketDataId<?>> nonObservables = requirements.getNonObservables();
ImmutableSet<? extends ObservableId> observables = requirements.getObservables();
ImmutableSet<ObservableId> timeSeries = requirements.getTimeSeries();
MarketDataId<?> timeSeriesId = TestObservableKey.of("3").toMarketDataId(marketDataFeed);
assertThat(timeSeries).hasSize(1);
assertThat(timeSeries.iterator().next()).isEqualTo(timeSeriesId);
MarketDataId<?> nonObservableId = TestId.of("1");
assertThat(nonObservables).hasSize(1);
assertThat(nonObservables.iterator().next()).isEqualTo(nonObservableId);
MarketDataId<?> observableId = TestObservableKey.of("2").toMarketDataId(marketDataFeed);
assertThat(observables).hasSize(1);
assertThat(observables.iterator().next()).isEqualTo(observableId);
}
@Override
public FunctionRequirements requirements(TestTarget target) {
return FunctionRequirements.builder()
.singleValueRequirements(ImmutableSet.of(TestKey.of("1"), TestObservableKey.of("2")))
.timeSeriesRequirements(TestObservableKey.of("3"))
.build();
}
