public static VolatilityAndBucketedSensitivities getVolatilityAndSensitivities(
final SmileDeltaTermStructureDataBundle data,
final Currency ccy1,
final Currency ccy2,
final double time,
final double strike,
final double forward) {
ArgumentChecker.notNull(ccy1, "ccy1");
ArgumentChecker.notNull(ccy2, "ccy2");
ArgumentChecker.notNull(data, "data");
final Pair<Currency, Currency> currencyPair = data.getCurrencyPair();
final SmileDeltaTermStructureParametersStrikeInterpolation smile = data.getVolatilityModel();
if ((ccy1 == currencyPair.getFirst()) && (ccy2 == currencyPair.getSecond())) {
return smile.getVolatilityAndSensitivities(time, strike, forward);
}
if ((ccy2 == currencyPair.getFirst()) && (ccy1 == currencyPair.getSecond())) {
return smile.getVolatilityAndSensitivities(time, 1.0 / strike, 1.0 / forward);
}
throw new IllegalArgumentException(
"Currencies not compatible with smile data; asked for "
+ ccy1
+ " and "
+ ccy2
+ ", have "
+ data.getCurrencyMap().values());
}
public static String getFormattedStrike(
final double strike, final Pair<Currency, Currency> pair) {
if (pair.getFirst().compareTo(pair.getSecond()) < 0) {
return STRIKE_FORMATTER.format(strike) + " " + pair.getFirst() + "/" + pair.getSecond();
}
if (pair.getFirst().compareTo(pair.getSecond()) > 0) {
return STRIKE_FORMATTER.format(1. / strike) + " " + pair.getSecond() + "/" + pair.getFirst();
}
throw new OpenGammaRuntimeException("Currencies were equal");
}
/**
* Entry point from the service wrapper - starts a connection handler for a given client.
*
* @param userName the user name of the incoming connection
* @param inputPipeName the pipe created for sending data from C++ to Java
* @param outputPipeName the pipe created for sending data from Java to C++
* @param languageID the identifier of the bound language. Language specific factories will be
* used if present, otherwise the default factories will be used.
* @param debug true if the bound language is a debug build
* @return true if the connection started okay
*/
public static synchronized boolean svcAccept(
final String userName,
final String inputPipeName,
final String outputPipeName,
final String languageID,
final boolean debug) {
try {
s_logger.info("Accepted {} connection from {}", languageID, userName);
s_logger.debug("Using pipes IN:{} OUT:{}", inputPipeName, outputPipeName);
final Pair<ClientFactory, SessionContextFactory> factories =
s_springContext.getLanguageFactories(languageID);
final SessionContext sessionContext =
factories.getSecond().createSessionContext(userName, debug);
final Client client =
factories.getFirst().createClient(inputPipeName, outputPipeName, sessionContext);
s_activeConnections++;
s_executorService.submit(
new Runnable() {
@Override
public void run() {
client.run();
s_logger.info("Session for {} disconnected", userName);
clientDisconnected();
}
});
return true;
} catch (Throwable t) {
s_logger.error("Exception thrown", t);
return false;
}
}
private static List<RequirementBasedColumnKey> getRequirements(
ViewDefinition viewDefinition, EnumSet<ComputationTargetType> targetTypes) {
List<RequirementBasedColumnKey> result = new ArrayList<RequirementBasedColumnKey>();
for (ViewCalculationConfiguration calcConfig :
viewDefinition.getAllCalculationConfigurations()) {
String calcConfigName = calcConfig.getName();
if (targetTypes.contains(ComputationTargetType.POSITION)
|| targetTypes.contains(ComputationTargetType.PORTFOLIO_NODE)) {
for (Pair<String, ValueProperties> portfolioOutput :
calcConfig.getAllPortfolioRequirements()) {
String valueName = portfolioOutput.getFirst();
ValueProperties constraints = portfolioOutput.getSecond();
RequirementBasedColumnKey columnKey =
new RequirementBasedColumnKey(calcConfigName, valueName, constraints);
result.add(columnKey);
}
}
for (ValueRequirement specificRequirement : calcConfig.getSpecificRequirements()) {
if (!targetTypes.contains(specificRequirement.getTargetSpecification().getType())) {
continue;
}
String valueName = specificRequirement.getValueName();
ValueProperties constraints = specificRequirement.getConstraints();
RequirementBasedColumnKey columnKey =
new RequirementBasedColumnKey(calcConfigName, valueName, constraints);
result.add(columnKey);
}
}
return result;
}
/* package */ void updateDepGraphCells(Set<WebGridCell> newCells) {
Set<WebGridCell> currentCells = _depGraphGrids.keySet();
Set<WebGridCell> cellsToRemove = Sets.difference(currentCells, newCells);
Set<WebGridCell> cellsToAdd = Sets.difference(newCells, currentCells);
for (WebGridCell cell : cellsToRemove) {
_depGraphGrids.remove(cell);
}
for (WebGridCell cell : cellsToAdd) {
String gridName = getName() + ".depgraph-" + cell.getRowId() + "-" + cell.getColumnId();
OperationTimer timer = new OperationTimer(s_logger, "depgraph");
Pair<String, ValueSpecification> columnMappingPair =
getGridStructure()
.findCellSpecification(cell, getViewClient().getLatestCompiledViewDefinition());
s_logger.debug("includeDepGraph took {}", timer.finished());
// TODO should this ever happen? it is currently
if (columnMappingPair != null) {
PushWebViewDepGraphGrid grid =
new PushWebViewDepGraphGrid(
gridName,
getViewClient(),
getConverterCache(),
cell,
columnMappingPair.getFirst(),
columnMappingPair.getSecond());
_depGraphGrids.put(cell, grid);
}
}
}
protected synchronized InMemoryCompiledFunctionRepository getNextCompilation(
final Pair<FunctionRepository, Instant> key) {
final Map.Entry<Pair<FunctionRepository, Instant>, InMemoryCompiledFunctionRepository> entry =
getCompilationCache().higherEntry(key);
if ((entry != null) && (entry.getKey().getFirst() == key.getFirst())) {
return entry.getValue();
}
return null;
}
@BeforeClass
public void createServer() throws Exception {
Pair<Server, WebApplicationContext> serverAndContext =
_webPushTestUtils.createJettyServer(
"classpath:/com/opengamma/web/analytics/push/rest-subscription-test.xml");
_server = serverAndContext.getFirst();
WebApplicationContext context = serverAndContext.getSecond();
_positionChangeManager = context.getBean("positionChangeManager", TestChangeManager.class);
}
private ResolutionIterator(final Pair<?, ?> values) {
_properties = values.getFirst();
_functions = values.getSecond();
if (_properties instanceof ValueProperties) {
_length = 1;
} else {
_length = ((ValueProperties[]) _properties).length;
}
_index = 0;
}
/**
* Computes the fair value strike of a spot starting VarianceSwap parameterized in 'variance'
* terms, It is quoted as an annual variance value, hence 1/T * integral(0,T) {sigmaSquared dt}
*
* <p>
*
* @param expiry Time from spot until last observation
* @param market VarianceSwapDataBundle containing volatility surface, forward underlying, and
* funding curve
* @param cutoff The cutoff
* @return presentValue of the *remaining* variance in the swap.
*/
protected double impliedVarianceFromSpot(
final double expiry, final VarianceSwapDataBundle market, final DoublesPair cutoff) {
// 1. Unpack Market data
final double fwd = market.getForwardCurve().getForward(expiry);
final BlackVolatilitySurface<?> volSurf = market.getVolatilitySurface();
VarianceCalculator varCal;
if (cutoff == null) {
varCal = new VarianceCalculator(fwd, expiry);
} else {
final ExtrapolationParameters exParCal = new ExtrapolationParameters(fwd, expiry);
final Pair<double[], double[]> pars = exParCal.getparameters(volSurf, cutoff);
final double[] ks = pars.getFirst();
final double[] vols = pars.getSecond();
final double res = getResidual(fwd, expiry, ks, vols);
varCal = new VarianceCalculator(fwd, expiry, res, ks[0]);
}
return varCal.getVariance(volSurf);
}
public void basicOperation() {
NonVersionedRedisHistoricalTimeSeriesSource source =
new NonVersionedRedisHistoricalTimeSeriesSource(getJedisPool(), getRedisPrefix());
UniqueId id1 = UniqueId.of("Test", "1");
UniqueId id2 = UniqueId.of("Test", "2");
UniqueId id3 = UniqueId.of("Test", "3");
source.setTimeSeriesPoint(id1, LocalDate.parse("2013-06-04"), 14.0);
source.setTimeSeriesPoint(id1, LocalDate.parse("2013-06-05"), 15.0);
source.setTimeSeriesPoint(id1, LocalDate.parse("2013-06-06"), 16.0);
source.setTimeSeriesPoint(id1, LocalDate.parse("2013-06-07"), 17.0);
source.setTimeSeriesPoint(id1, LocalDate.parse("2013-06-08"), 18.0);
source.setTimeSeriesPoint(id2, LocalDate.parse("2013-06-04"), 24.0);
source.setTimeSeriesPoint(id2, LocalDate.parse("2013-06-05"), 25.0);
source.setTimeSeriesPoint(id2, LocalDate.parse("2013-06-06"), 26.0);
source.setTimeSeriesPoint(id2, LocalDate.parse("2013-06-07"), 27.0);
source.setTimeSeriesPoint(id2, LocalDate.parse("2013-06-08"), 28.0);
source.setTimeSeriesPoint(id3, LocalDate.parse("2013-06-04"), 34.0);
source.setTimeSeriesPoint(id3, LocalDate.parse("2013-06-05"), 35.0);
source.setTimeSeriesPoint(id3, LocalDate.parse("2013-06-06"), 36.0);
source.setTimeSeriesPoint(id3, LocalDate.parse("2013-06-07"), 37.0);
source.setTimeSeriesPoint(id3, LocalDate.parse("2013-06-08"), 38.0);
Pair<LocalDate, Double> pair = null;
HistoricalTimeSeries hts = null;
LocalDateDoubleTimeSeries ts = null;
pair = source.getLatestDataPoint(id3);
assertNotNull(pair);
assertEquals(LocalDate.parse("2013-06-08"), pair.getFirst());
assertEquals(38.0, pair.getSecond(), 0.000001);
assertNull(source.getHistoricalTimeSeries(UniqueId.of("Test", "5")));
hts = source.getHistoricalTimeSeries(id2);
assertNotNull(hts);
assertEquals(id2, hts.getUniqueId());
ts = hts.getTimeSeries();
assertNotNull(ts);
assertEquals(5, ts.size());
assertEquals(24.0, ts.getValue(LocalDate.parse("2013-06-04")), 0.00001);
assertEquals(25.0, ts.getValue(LocalDate.parse("2013-06-05")), 0.00001);
assertEquals(26.0, ts.getValue(LocalDate.parse("2013-06-06")), 0.00001);
assertEquals(27.0, ts.getValue(LocalDate.parse("2013-06-07")), 0.00001);
assertEquals(28.0, ts.getValue(LocalDate.parse("2013-06-08")), 0.00001);
hts =
source.getHistoricalTimeSeries(
ExternalIdBundle.of(ExternalId.of("Test", "1")),
LocalDate.now(),
"Data Source",
"Data Provider",
"Data Field");
assertNotNull(hts);
assertEquals(id1, hts.getUniqueId());
ts = hts.getTimeSeries();
assertNotNull(ts);
assertEquals(5, ts.size());
assertEquals(14.0, ts.getValue(LocalDate.parse("2013-06-04")), 0.00001);
assertEquals(15.0, ts.getValue(LocalDate.parse("2013-06-05")), 0.00001);
assertEquals(16.0, ts.getValue(LocalDate.parse("2013-06-06")), 0.00001);
assertEquals(17.0, ts.getValue(LocalDate.parse("2013-06-07")), 0.00001);
assertEquals(18.0, ts.getValue(LocalDate.parse("2013-06-08")), 0.00001);
}
@Override
protected Set<String> getDefaultValue(
final FunctionCompilationContext context,
final ComputationTarget target,
final ValueRequirement desiredValue,
final String propertyName) {
final FinancialSecurity security = (FinancialSecurity) target.getSecurity();
final String putCurrency = security.accept(ForexVisitors.getPutCurrencyVisitor()).getCode();
final String callCurrency = security.accept(ForexVisitors.getCallCurrencyVisitor()).getCode();
if (!(_propertyValuesByFirstCurrency.containsKey(putCurrency)
|| _propertyValuesBySecondCurrency.containsKey(putCurrency))) {
s_logger.error(
"Could not get config for put currency " + putCurrency + "; should never happen");
return null;
}
if (!(_propertyValuesByFirstCurrency.containsKey(callCurrency)
|| _propertyValuesBySecondCurrency.containsKey(callCurrency))) {
s_logger.error(
"Could not get config for call currency " + callCurrency + "; should never happen");
return null;
}
final String putCurveConfig, callCurveConfig, putCurve, callCurve;
if (_propertyValuesByFirstCurrency.containsKey(putCurrency)) {
final Pair<String, String> firstCurrencyValues =
_propertyValuesByFirstCurrency.get(putCurrency);
putCurveConfig = firstCurrencyValues.getFirst();
putCurve = firstCurrencyValues.getSecond();
final Pair<String, String> secondCurrencyValues =
_propertyValuesBySecondCurrency.get(callCurrency);
callCurveConfig = secondCurrencyValues.getFirst();
callCurve = secondCurrencyValues.getSecond();
} else {
final Pair<String, String> firstCurrencyValues =
_propertyValuesByFirstCurrency.get(callCurrency);
callCurveConfig = firstCurrencyValues.getFirst();
callCurve = firstCurrencyValues.getSecond();
final Pair<String, String> secondCurrencyValues =
_propertyValuesBySecondCurrency.get(putCurrency);
putCurveConfig = secondCurrencyValues.getFirst();
putCurve = secondCurrencyValues.getSecond();
}
if (FXOptionBlackFunction.PUT_CURVE_CALC_CONFIG.equals(propertyName)) {
return Collections.singleton(putCurveConfig);
}
if (FXOptionBlackFunction.PUT_CURVE.equals(propertyName)) {
return Collections.singleton(putCurve);
}
if (FXOptionBlackFunction.CALL_CURVE_CALC_CONFIG.equals(propertyName)) {
return Collections.singleton(callCurveConfig);
}
if (FXOptionBlackFunction.CALL_CURVE.equals(propertyName)) {
return Collections.singleton(callCurve);
}
if (InterpolatedDataProperties.X_INTERPOLATOR_NAME.equals(propertyName)) {
return Collections.singleton(_interpolatorName);
}
if (InterpolatedDataProperties.LEFT_X_EXTRAPOLATOR_NAME.equals(propertyName)) {
return Collections.singleton(_leftExtrapolatorName);
}
if (InterpolatedDataProperties.RIGHT_X_EXTRAPOLATOR_NAME.equals(propertyName)) {
return Collections.singleton(_rightExtrapolatorName);
}
if (ValuePropertyNames.SURFACE.equals(propertyName)) {
Pair<String, String> pair = Pair.of(putCurrency, callCurrency);
if (_surfaceNameByCurrencyPair.containsKey(pair)) {
return Collections.singleton(_surfaceNameByCurrencyPair.get(pair));
}
pair = Pair.of(callCurrency, putCurrency);
if (_surfaceNameByCurrencyPair.containsKey(pair)) {
return Collections.singleton(_surfaceNameByCurrencyPair.get(pair));
}
}
return null;
}
private void spreadOptions(
final ManageablePortfolioNode bucketNode,
final Collection<Pair<BloombergTickerParserEQOption, BloombergTickerParserEQOption>> options,
final OptionType type,
final int scale,
final Set<ExternalId> tickersToLoad,
final BigDecimal underlyingAmount,
final boolean includeUnderlying,
final int targetNumber) {
if (targetNumber == 0) {
return;
}
final Collection<BloombergTickerParserEQOption> chosen =
new ArrayList<BloombergTickerParserEQOption>();
int remaining = targetNumber;
for (final Pair<BloombergTickerParserEQOption, BloombergTickerParserEQOption> pair : options) {
BloombergTickerParserEQOption option;
if (type == OptionType.PUT) {
option = pair.getSecond();
} else {
option = pair.getFirst();
}
// TODO [LAPANA-29] Should be able to do this for index options too
if (includeUnderlying) {
try {
final HistoricalTimeSeriesInfoDocument loadedTs =
getOrLoadTimeSeries(option.getIdentifier());
final HistoricalTimeSeries ts =
getToolContext()
.getHistoricalTimeSeriesSource()
.getHistoricalTimeSeries(
loadedTs.getUniqueId(),
LocalDate.now().minusWeeks(1),
true,
LocalDate.now(),
true);
if (ts.getTimeSeries().isEmpty()) {
s_logger.info("No recent time series points for " + option.getIdentifier());
// leave in for now
// continue; //This option is not liquid enough for us
}
} catch (final Exception ex) {
s_logger.info("Failed to get time series for " + option.getIdentifier(), ex);
// TODO: stop refetching this series each time
continue; // This option is not liquid enough for us
}
}
chosen.add(option);
remaining--;
if (remaining == 0) {
break;
}
}
if (chosen.size() == 0) {
s_logger.warn("Couldn't find any liquid " + type + " options from " + options);
return; // TODO: should we try another expiry?
}
for (final BloombergTickerParserEQOption option : chosen) {
tickersToLoad.add(option.getIdentifier());
addPosition(
bucketNode, BigDecimal.valueOf(scale).multiply(_numContracts), option.getIdentifier());
}
}
private void addNodes(
final ManageablePortfolioNode rootNode,
final String underlying,
final boolean includeUnderlying,
final Period[] expiries) {
final ExternalId ticker = ExternalSchemes.bloombergTickerSecurityId(underlying);
ManageableSecurity underlyingSecurity = null;
if (includeUnderlying) {
underlyingSecurity = getOrLoadEquity(ticker);
}
final ExternalIdBundle bundle =
underlyingSecurity == null
? ExternalIdBundle.of(ticker)
: underlyingSecurity.getExternalIdBundle();
final HistoricalTimeSeriesInfoDocument timeSeriesInfo = getOrLoadTimeSeries(ticker, bundle);
final double estimatedCurrentStrike = getOrLoadMostRecentPoint(timeSeriesInfo);
final Set<ExternalId> optionChain = getOptionChain(ticker);
// TODO: reuse positions/nodes?
final String longName = underlyingSecurity == null ? "" : underlyingSecurity.getName();
final String formattedName =
MessageFormatter.format("[{}] {}", underlying, longName).getMessage();
final ManageablePortfolioNode equityNode = new ManageablePortfolioNode(formattedName);
final BigDecimal underlyingAmount =
VALUE_OF_UNDERLYING.divide(
BigDecimal.valueOf(estimatedCurrentStrike), BigDecimal.ROUND_HALF_EVEN);
if (includeUnderlying) {
addPosition(equityNode, underlyingAmount, ticker);
}
final TreeMap<LocalDate, Set<BloombergTickerParserEQOption>> optionsByExpiry =
new TreeMap<LocalDate, Set<BloombergTickerParserEQOption>>();
for (final ExternalId optionTicker : optionChain) {
s_logger.debug("Got option {}", optionTicker);
final BloombergTickerParserEQOption optionInfo =
BloombergTickerParserEQOption.getOptionParser(optionTicker);
s_logger.debug("Got option info {}", optionInfo);
final LocalDate key = optionInfo.getExpiry();
Set<BloombergTickerParserEQOption> set = optionsByExpiry.get(key);
if (set == null) {
set = new HashSet<BloombergTickerParserEQOption>();
optionsByExpiry.put(key, set);
}
set.add(optionInfo);
}
final Set<ExternalId> tickersToLoad = new HashSet<ExternalId>();
final BigDecimal expiryCount = BigDecimal.valueOf(expiries.length);
final BigDecimal defaultAmountAtExpiry =
underlyingAmount.divide(expiryCount, BigDecimal.ROUND_DOWN);
final BigDecimal spareAmountAtExpiry = defaultAmountAtExpiry.add(BigDecimal.ONE);
int spareCount =
underlyingAmount.subtract(defaultAmountAtExpiry.multiply(expiryCount)).intValue();
for (final Period bucketPeriod : expiries) {
final ManageablePortfolioNode bucketNode =
new ManageablePortfolioNode(bucketPeriod.toString().substring(1));
final LocalDate nowish =
LocalDate.now()
.withDayOfMonth(
20); // This avoids us picking different options every time this script is run
final LocalDate targetExpiry = nowish.plus(bucketPeriod);
final LocalDate chosenExpiry = optionsByExpiry.floorKey(targetExpiry);
if (chosenExpiry == null) {
s_logger.info("No options for {} on {}", targetExpiry, underlying);
continue;
}
s_logger.info(
"Using time {} for bucket {} ({})",
new Object[] {chosenExpiry, bucketPeriod, targetExpiry});
final Set<BloombergTickerParserEQOption> optionsAtExpiry = optionsByExpiry.get(chosenExpiry);
final TreeMap<Double, Pair<BloombergTickerParserEQOption, BloombergTickerParserEQOption>>
optionsByStrike = new TreeMap<>();
for (final BloombergTickerParserEQOption option : optionsAtExpiry) {
// s_logger.info("option {}", option);
final double key = option.getStrike();
Pair<BloombergTickerParserEQOption, BloombergTickerParserEQOption> pair =
optionsByStrike.get(key);
if (pair == null) {
pair = Pair.of(null, null);
}
if (option.getOptionType() == OptionType.CALL) {
pair = Pair.of(option, pair.getSecond());
} else {
pair = Pair.of(pair.getFirst(), option);
}
optionsByStrike.put(key, pair);
}
// cascading collar?
final BigDecimal amountAtExpiry =
spareCount-- > 0 ? spareAmountAtExpiry : defaultAmountAtExpiry;
s_logger.info(" est strike {}", estimatedCurrentStrike);
final Double[] strikes = optionsByStrike.keySet().toArray(new Double[0]);
int strikeIndex = Arrays.binarySearch(strikes, estimatedCurrentStrike);
if (strikeIndex < 0) {
strikeIndex = -(1 + strikeIndex);
}
s_logger.info(
"strikes length {} index {} strike of index {}",
new Object[] {
Integer.valueOf(strikes.length),
Integer.valueOf(strikeIndex),
Double.valueOf(strikes[strikeIndex])
});
int minIndex = strikeIndex - _numOptions;
minIndex = Math.max(0, minIndex);
int maxIndex = strikeIndex + _numOptions;
maxIndex = Math.min(strikes.length - 1, maxIndex);
s_logger.info("min {} max {}", Integer.valueOf(minIndex), Integer.valueOf(maxIndex));
final StringBuffer sb = new StringBuffer("strikes: [");
for (int j = minIndex; j <= maxIndex; j++) {
sb.append(" ");
sb.append(strikes[j]);
}
sb.append(" ]");
s_logger.info(sb.toString());
// Short Calls
final ArrayList<Pair<BloombergTickerParserEQOption, BloombergTickerParserEQOption>> calls =
new ArrayList<Pair<BloombergTickerParserEQOption, BloombergTickerParserEQOption>>();
for (int j = minIndex; j < strikeIndex; j++) {
final Pair<BloombergTickerParserEQOption, BloombergTickerParserEQOption> pair =
optionsByStrike.get(strikes[j]);
if (pair == null) {
throw new OpenGammaRuntimeException("no pair for strike" + strikes[j]);
}
calls.add(pair);
}
spreadOptions(
bucketNode,
calls,
OptionType.CALL,
-1,
tickersToLoad,
amountAtExpiry,
includeUnderlying,
calls.size());
// Long Puts
final ArrayList<Pair<BloombergTickerParserEQOption, BloombergTickerParserEQOption>> puts =
new ArrayList<Pair<BloombergTickerParserEQOption, BloombergTickerParserEQOption>>();
for (int j = strikeIndex + 1; j <= maxIndex; j++) {
final Pair<BloombergTickerParserEQOption, BloombergTickerParserEQOption> pair =
optionsByStrike.get(strikes[j]);
if (pair == null) {
throw new OpenGammaRuntimeException("no pair for strike" + strikes[j]);
}
puts.add(pair);
}
spreadOptions(
bucketNode,
puts,
OptionType.PUT,
1,
tickersToLoad,
amountAtExpiry,
includeUnderlying,
puts.size());
if (bucketNode.getChildNodes().size() + bucketNode.getPositionIds().size() > 0) {
equityNode.addChildNode(bucketNode); // Avoid generating empty nodes
}
}
for (final ExternalId optionTicker : tickersToLoad) {
final ManageableSecurity loaded = getOrLoadSecurity(optionTicker);
if (loaded == null) {
throw new OpenGammaRuntimeException("Unexpected option type " + loaded);
}
// TODO [LAPANA-29] Should be able to do this for index options too
if (includeUnderlying) {
try {
final HistoricalTimeSeriesInfoDocument loadedTs =
getOrLoadTimeSeries(optionTicker, loaded.getExternalIdBundle());
if (loadedTs == null) {
throw new OpenGammaRuntimeException("Failed to get time series for " + loaded);
}
} catch (final Exception ex) {
s_logger.info("Failed to get time series for " + loaded, ex);
}
}
}
if (equityNode.getPositionIds().size() + equityNode.getChildNodes().size() > 0) {
rootNode.addChildNode(equityNode);
}
}
/**
* Updates the data in the viewport using the results in the cache.
*
* @param cache The latest results
*/
/* package */ void updateResults(ResultsCache cache) {
Pair<ViewportResults, State> resultsAndState =
_gridStructure.createResults(_viewportDefinition, cache);
_latestResults = resultsAndState.getFirst();
_state = resultsAndState.getSecond();
}
