public InstrumentDefinition<?> convert(final Trade trade) {
Validate.notNull(trade, "trade");
Validate.isTrue(
trade.getSecurity() instanceof IRFutureOptionSecurity,
"Can only handle trades with security type IRFutureOptionSecurity");
final Object securityDefinition =
_securityConverter.convert((IRFutureOptionSecurity) trade.getSecurity());
final int quantity =
1; // trade.getQuantity().intValue(); TODO: correct when position/trade dilemma is solved.
// TODO trade time or premium time?
// final ZonedDateTime tradeDate =
// ZonedDateTime.of(trade.getPremiumDate().atTime(trade.getPremiumTime()),
// TimeZone.UTC); //TODO get the real time zone
final ZonedDateTime tradeDate =
ZonedDateTime.of(
trade.getTradeDate().atTime(trade.getTradeTime()),
TimeZone.UTC); // TODO get the real time zone
final Double tradePrice = trade.getPremium();
Validate.notNull(
tradePrice,
"IRFutureOption trade must have a premium set. The interpretation of premium is the market price, without unit, i.e. not %");
// TODO: The premium is not the right place to store the trade price...
if (securityDefinition instanceof InterestRateFutureOptionMarginSecurityDefinition) {
final InterestRateFutureOptionMarginSecurityDefinition underlyingOption =
(InterestRateFutureOptionMarginSecurityDefinition) securityDefinition;
return new InterestRateFutureOptionMarginTransactionDefinition(
underlyingOption, quantity, tradeDate, tradePrice);
}
final InterestRateFutureOptionPremiumSecurityDefinition underlyingOption =
(InterestRateFutureOptionPremiumSecurityDefinition) securityDefinition;
return new InterestRateFutureOptionPremiumTransactionDefinition(
underlyingOption, quantity, tradeDate, tradePrice);
}
@Override
public Map<String, String> getAttributes() {
Map<String, String> allAttributes = Maps.newHashMap();
for (Trade trade : _trades) {
allAttributes.putAll(trade.getAttributes());
}
return allAttributes;
}
private static void cacheTradesPositionsAndSecurities(
final CachingComputationTargetResolver resolver, final PortfolioNode node) {
final Collection<Position> positions = node.getPositions();
resolver.cachePositions(positions);
for (Position position : positions) {
resolver.cacheSecurities(Collections.singleton(position.getSecurity()));
for (Trade trade : position.getTrades()) {
resolver.cacheSecurities(Collections.singleton(trade.getSecurity()));
}
resolver.cacheTrades(position.getTrades());
}
for (PortfolioNode child : node.getChildNodes()) {
cacheTradesPositionsAndSecurities(resolver, child);
}
}
@Override
public List<ExternalId> getIds(Trade trade) {
Security security = trade.getSecurity();
if (security instanceof FinancialSecurity) {
return ((FinancialSecurity) security).accept(_visitor);
}
return null;
}
@Override
public Object getValue(final Object object, final String name) {
if (object instanceof Position) {
final Position position = (Position) object;
if ("trade".equals(name)) {
final Collection<Trade> trades = position.getTrades();
if (trades.size() == 1) {
return trades.iterator().next();
} else if (trades.isEmpty()) {
return UserExpression.NA;
} else {
return new AnyTradeAttribute(trades);
}
} else {
Object value = position.getAttributes().get(name);
if (value != null) {
return value;
} else {
for (Trade trade : position.getTrades()) {
value = trade.getAttributes().get(name);
if (value != null) {
return value;
}
}
return UserExpression.NA;
}
}
} else if (object instanceof AnyTradeAttribute) {
final AnyTradeAttribute trades = (AnyTradeAttribute) object;
for (Trade trade : trades.getTrades()) {
final Object value = trade.getAttributes().get(name);
if (value != null) {
return value;
}
}
return UserExpression.NA;
} else if (object instanceof Trade) {
final Trade trade = (Trade) object;
final Object value = trade.getAttributes().get(name);
if (value != null) {
return value;
} else {
return UserExpression.NA;
}
} else {
return UserExpression.NA;
}
}
