public Portfolio filter(final Portfolio inputPortfolio) {
return new SimplePortfolio(
UniqueId.of(
inputPortfolio.getUniqueId().getScheme(),
buildPortfolioName(inputPortfolio.getUniqueId().getValue())),
buildPortfolioName(inputPortfolio.getName()),
filter(inputPortfolio.getRootNode()));
}
private static List<PortfolioRow> flattenPortfolio(final Portfolio portfolio) {
List<PortfolioRow> rows = new ArrayList<PortfolioRow>();
if (portfolio == null) {
return rows;
}
flattenPortfolio(portfolio.getRootNode(), null, 0, portfolio.getName(), rows);
return rows;
}
/**
* Resolves the securities in the portfolio at the given version-correction.
*
* @param portfolio the portfolio to resolve, not null
* @param executorService the threading service, not null
* @param securitySource the security source, not null
* @param versionCorrection the version-correction for security resolution, not null
* @return the resolved portfolio, not null
*/
public static Portfolio resolvePortfolio(
final Portfolio portfolio,
final ExecutorService executorService,
final SecuritySource securitySource,
final VersionCorrection versionCorrection) {
Portfolio cloned = new SimplePortfolio(portfolio);
new SecurityLinkResolver(executorService, securitySource, versionCorrection)
.resolveSecurities(cloned.getRootNode());
return cloned;
}
/**
* Adds portfolio targets to the dependency graphs as required, and fully resolves the portfolio
* structure.
*
* @param compilationContext the context of the view definition compilation
* @param versionCorrection the version-correction at which to operate, not null
* @param forcePortfolioResolution {@code true} if there are external portfolio targets, false
* otherwise
* @return the fully-resolved portfolio structure if any portfolio targets were required, null
* otherwise.
*/
protected static Portfolio execute(
ViewCompilationContext compilationContext,
VersionCorrection versionCorrection,
boolean forcePortfolioResolution) {
// Everything we do here is geared towards the avoidance of resolution (of portfolios,
// positions, securities)
// wherever possible, to prevent needless dependencies (on a position master, security master)
// when a view never
// really has them.
if (!isPortfolioOutputEnabled(compilationContext.getViewDefinition())) {
// Doesn't even matter if the portfolio can't be resolved - we're not outputting anything at
// the portfolio level
// (which might be because the user knows the portfolio can't be resolved right now) so there
// are no portfolio
// targets to add to the dependency graph.
return null;
}
Portfolio portfolio =
forcePortfolioResolution ? getPortfolio(compilationContext, versionCorrection) : null;
for (ViewCalculationConfiguration calcConfig :
compilationContext.getViewDefinition().getAllCalculationConfigurations()) {
if (calcConfig.getAllPortfolioRequirements().size() == 0) {
// No portfolio requirements for this calculation configuration - avoid further processing.
continue;
}
// Actually need the portfolio now
if (portfolio == null) {
portfolio = getPortfolio(compilationContext, versionCorrection);
}
DependencyGraphBuilder builder = compilationContext.getBuilders().get(calcConfig.getName());
// Cache PortfolioNode, Trade and Position entities
CachingComputationTargetResolver resolver =
compilationContext.getServices().getComputationTargetResolver();
resolver.cachePortfolioNodeHierarchy(portfolio.getRootNode());
cacheTradesPositionsAndSecurities(resolver, portfolio.getRootNode());
// Add portfolio requirements to the dependency graph
PortfolioCompilerTraversalCallback traversalCallback =
new PortfolioCompilerTraversalCallback(builder, calcConfig);
PortfolioNodeTraverser.depthFirst(traversalCallback).traverse(portfolio.getRootNode());
}
return portfolio;
}
/**
* Resolves the securities.
*
* @param compilationContext the compilation context containing the view being compiled, not null
* @param portfolio the portfolio to update, not null
* @param versionCorrection the version-correction at which to resolve the securities, not null
* @return the updated portfolio, not null
*/
private static Portfolio resolveSecurities(
ViewCompilationContext compilationContext,
Portfolio portfolio,
VersionCorrection versionCorrection) {
OperationTimer timer =
new OperationTimer(s_logger, "Resolving all securities for {}", portfolio.getName());
try {
new SecurityLinkResolver(compilationContext, versionCorrection)
.resolveSecurities(portfolio.getRootNode());
} catch (Exception e) {
throw new OpenGammaRuntimeException(
"Unable to resolve all securities for portfolio " + portfolio.getName());
} finally {
timer.finished();
}
return portfolio;
}
