@Override
public synchronized YieldCurveDefinitionDocument update(YieldCurveDefinitionDocument document) {
ArgumentChecker.notNull(document, "document");
ArgumentChecker.notNull(document.getYieldCurveDefinition(), "document.yieldCurveDefinition");
final Currency currency = document.getYieldCurveDefinition().getCurrency();
final String name = document.getYieldCurveDefinition().getName();
final UniqueId uid = UniqueId.of(getUniqueIdScheme(), name + "_" + currency.getCode());
if (!uid.equals(document.getUniqueId())) {
throw new IllegalArgumentException("Invalid unique identifier");
}
final Pair<Currency, String> key = Pair.of(currency, name);
final TreeMap<Instant, YieldCurveDefinition> value = _definitions.get(key);
if (value == null) {
throw new DataNotFoundException("UID '" + uid + "' not found");
}
if (_sourceVersionCorrection.getVersionAsOf() != null) {
// Don't need to keep the old values before the one needed by "versionAsOfInstant"
final Instant oldestNeeded = value.floorKey(_sourceVersionCorrection.getVersionAsOf());
value.headMap(oldestNeeded).clear();
} else {
// Don't need any old values
value.clear();
}
Instant now = Instant.now();
value.put(now, document.getYieldCurveDefinition());
document.setUniqueId(uid);
changeManager().entityChanged(ChangeType.CHANGED, uid.getObjectId(), null, null, now);
return document;
}
// -------------------------------------------------------------------------
public MarketDataSnapshotSearchResult search(final MarketDataSnapshotSearchRequest request) {
ArgumentChecker.notNull(request, "request");
ArgumentChecker.notNull(request.getPagingRequest(), "request.pagingRequest");
ArgumentChecker.notNull(request.getVersionCorrection(), "request.versionCorrection");
s_logger.debug("search {}", request);
final MarketDataSnapshotSearchResult result = new MarketDataSnapshotSearchResult();
final VersionCorrection vc = request.getVersionCorrection().withLatestFixed(now());
final DbMapSqlParameterSource args = new DbMapSqlParameterSource();
args.addTimestamp("version_as_of_instant", vc.getVersionAsOf());
args.addTimestamp("corrected_to_instant", vc.getCorrectedTo());
args.addValueNullIgnored("name", getDialect().sqlWildcardAdjustValue(request.getName()));
args.addValue("details", request.isIncludeData());
args.addValue("paging_offset", request.getPagingRequest().getFirstItem());
args.addValue("paging_fetch", request.getPagingRequest().getPagingSize());
String[] sql = {
getElSqlBundle().getSql("Search", args), getElSqlBundle().getSql("SearchCount", args)
};
searchWithPaging(
request.getPagingRequest(),
sql,
args,
new MarketDataSnapshotDocumentExtractor(request.isIncludeData()),
result);
return result;
}
private VersionCorrection getResolvedVersionCorrection() {
VersionCorrection versionCorrection = getExecutionOptions().getVersionCorrection();
if (!versionCorrection.containsLatest()) {
return versionCorrection;
}
return versionCorrection.withLatestFixed(Instant.now());
}
/**
* Builds a URI.
*
* @param baseUri the base URI, not null
* @param objectId the object identifier, may be null
* @param vc the version-correction, null means latest
* @return the URI, not null
*/
public static URI uriGet(URI baseUri, ObjectId objectId, VersionCorrection vc) {
UriBuilder bld = UriBuilder.fromUri(baseUri).path("exchanges/{exchangeId}");
if (vc != null) {
bld.queryParam("versionAsOf", vc.getVersionAsOfString());
bld.queryParam("correctedTo", vc.getCorrectedToString());
}
return bld.build(objectId);
}
/**
* Builds a URI.
*
* @param baseUri the base URI, not null
* @param vc the version-correction, null means latest
* @param bundle the bundle, may be null
* @return the URI, not null
*/
public static URI uriSearch(URI baseUri, VersionCorrection vc, ExternalIdBundle bundle) {
UriBuilder bld = UriBuilder.fromUri(baseUri).path("exchanges");
if (vc != null) {
bld.queryParam("versionAsOf", vc.getVersionAsOfString());
bld.queryParam("correctedTo", vc.getCorrectedToString());
}
bld.queryParam("id", bundle.toStringList().toArray());
return bld.build();
}
@Override
public synchronized void remove(ObjectIdentifiable objectIdentifiable) {
ArgumentChecker.notNull(objectIdentifiable, "objectIdentifiable");
if (!getUniqueIdScheme().equals(objectIdentifiable.getObjectId().getScheme())) {
throw new DataNotFoundException(
"Scheme '"
+ objectIdentifiable.getObjectId().getScheme()
+ "' not valid for '"
+ getUniqueIdScheme()
+ "'");
}
final int i = objectIdentifiable.getObjectId().getValue().indexOf('_');
if (i <= 0) {
throw new DataNotFoundException(
"Identifier '"
+ objectIdentifiable.getObjectId().getValue()
+ "' not valid for '"
+ getUniqueIdScheme()
+ "'");
}
final String name = objectIdentifiable.getObjectId().getValue().substring(0, i);
final String iso = objectIdentifiable.getObjectId().getValue().substring(i + 1);
final Currency currency;
try {
currency = Currency.of(iso);
} catch (IllegalArgumentException e) {
throw new DataNotFoundException(
"Identifier '"
+ objectIdentifiable.getObjectId().getValue()
+ "' not valid for '"
+ getUniqueIdScheme()
+ "'",
e);
}
final Pair<Currency, String> key = Pair.of(currency, name);
if (_sourceVersionCorrection.getVersionAsOf() != null) {
final TreeMap<Instant, YieldCurveDefinition> value = _definitions.get(key);
if (value == null) {
throw new DataNotFoundException("Curve definition not found");
}
// Don't need to keep the old values before the one needed by "versionAsOfInstant"
final Instant oldestNeeded = value.floorKey(_sourceVersionCorrection.getVersionAsOf());
if (oldestNeeded != null) {
value.headMap(oldestNeeded).clear();
}
// Store a null to indicate the delete
value.put(Instant.now(), null);
} else {
if (_definitions.remove(key) == null) {
throw new DataNotFoundException("Curve definition not found");
}
}
changeManager()
.entityChanged(
ChangeType.REMOVED, objectIdentifiable.getObjectId(), null, null, Instant.now());
}
/**
* Sets the function initialization identifier.
*
* @param id the identifier to bind
*/
public void setFunctionInitId(final long id) {
put(FUNCTION_INIT_ID_NAME, id);
// TODO: Note that the behaviour below is closely coupled to the implementation of
// initialization identifiers in CompiledFunctionService
final Instant instant = Instant.ofEpochMilli(id);
put(FUNCTION_INIT_TIMESTAMP_NAME, VersionCorrection.of(instant, instant));
}
// -------------------------------------------------------------------------
@Test
public void test_search_versionAsOf_below() {
UserSearchRequest request = new UserSearchRequest();
request.setVersionCorrection(VersionCorrection.ofVersionAsOf(_version1Instant.minusSeconds(5)));
UserSearchResult test = _usrMaster.search(request);
assertEquals(0, test.getDocuments().size());
}
@Test
public void testGetConfigByOid() {
final SimpleExchange target = new SimpleExchange();
target.setName("Test");
when(_underlying.getConfig(eq(SimpleExchange.class), eq(OID), eq(VC))).thenReturn(target);
Response test =
_resource.get(
OID.toString(),
SimpleExchange.class.getName(),
null,
VC.getVersionAsOfString(),
VC.getCorrectedToString());
assertEquals(Status.OK.getStatusCode(), test.getStatus());
assertSame(target, test.getEntity());
}
// -------------------------------------------------------------------------
@Test
public void test_search_versionAsOf_below() {
ConfigSearchRequest<Identifier> request = createIdentifierSearchRequest();
request.setVersionCorrection(
VersionCorrection.ofVersionAsOf(_version1aInstant.minusSeconds(5)));
ConfigSearchResult<Identifier> test = _cfgMaster.search(request);
assertEquals(0, test.getDocuments().size());
}
@SuppressWarnings({"rawtypes", "unchecked"})
@Test
public void testSearch() {
final SimpleExchange target = new SimpleExchange();
target.setName("Test");
Collection targetColl = ImmutableList.of(target);
when(_underlying.getConfigs(eq(SimpleExchange.class), eq(NAME), eq(VC))).thenReturn(targetColl);
Response test =
_resource.search(
SimpleExchange.class.getName(),
VC.getVersionAsOfString(),
VC.getCorrectedToString(),
NAME);
assertEquals(Status.OK.getStatusCode(), test.getStatus());
assertEquals(FudgeListWrapper.of(targetColl), test.getEntity());
}
@Override
public Region get(final ObjectId objectId, final VersionCorrection versionCorrection) {
_count.getAndIncrement();
Region result = null;
if (_testRegion.getUniqueId().getObjectId().equals(objectId)
&& versionCorrection.equals(VersionCorrection.LATEST)) {
result = _testRegion;
}
return result;
}
@Test
public void test_search_versionAsOf_above() {
UserSearchRequest request = new UserSearchRequest();
request.setVersionCorrection(VersionCorrection.ofVersionAsOf(_version2Instant.plusSeconds(5)));
UserSearchResult test = _usrMaster.search(request);
assertEquals(3, test.getDocuments().size());
assert101(test.getDocuments().get(0));
assert102(test.getDocuments().get(1));
assert202(test.getDocuments().get(2)); // new version
}
// -------------------------------------------------------------------------
@GET
@Path("exchanges")
public Response search(
@QueryParam("versionAsOf") String versionAsOf,
@QueryParam("correctedTo") String correctedTo,
@QueryParam("id") List<String> externalIdStrs) {
final VersionCorrection vc = VersionCorrection.parse(versionAsOf, correctedTo);
final ExternalIdBundle bundle = ExternalIdBundle.parse(externalIdStrs);
Collection<? extends Exchange> result = getExchangeSource().getExchanges(bundle, vc);
return responseOkFudge(FudgeListWrapper.of(result));
}
@Override
public Collection<Region> get(
final ExternalIdBundle bundle, final VersionCorrection versionCorrection) {
_count.getAndIncrement();
Collection<Region> result = Collections.emptyList();
if (_testRegion.getExternalIdBundle().equals(bundle)
&& versionCorrection.equals(VersionCorrection.LATEST)) {
result = Collections.singleton((Region) getTestRegion());
}
return result;
}
// -------------------------------------------------------------------------
@Override
public synchronized YieldCurveDefinition getDefinition(Currency currency, String name) {
ArgumentChecker.notNull(currency, "currency");
ArgumentChecker.notNull(name, "name");
final TreeMap<Instant, YieldCurveDefinition> definitions =
_definitions.get(Pair.of(currency, name));
if (definitions == null) {
return null;
}
final Map.Entry<Instant, YieldCurveDefinition> entry;
if (_sourceVersionCorrection.getVersionAsOf() == null) {
entry = definitions.lastEntry();
} else {
entry = definitions.floorEntry(_sourceVersionCorrection.getVersionAsOf());
}
if (entry == null) {
return null;
}
return entry.getValue();
}
@Override
public SecurityDocument get(ObjectIdentifiable objectId, VersionCorrection versionCorrection) {
final RestTarget target = _targetSecurity.resolve(objectId.getObjectId().toString());
if (versionCorrection != null && versionCorrection.getVersionAsOf() != null) {
target.resolveQuery(
"versionAsOf", Collections.singletonList(versionCorrection.getVersionAsOf().toString()));
}
if (versionCorrection != null && versionCorrection.getCorrectedTo() != null) {
target.resolveQuery(
"correctedTo", Collections.singletonList(versionCorrection.getCorrectedTo().toString()));
}
s_logger.debug("get-get to {}", target);
final FudgeMsg message = getRestClient().getMsg(target);
if (message == null) {
s_logger.debug("get-recv NULL");
throw new DataNotFoundException("Security with identifier " + objectId);
}
s_logger.debug("get-recv {}", message);
return getFudgeDeserializer().fudgeMsgToObject(SecurityDocument.class, message);
}
@Test
public void test_search_versionAsOf_above() {
ConfigSearchRequest<Identifier> request = createIdentifierSearchRequest();
request.setVersionCorrection(VersionCorrection.ofVersionAsOf(_version2Instant.plusSeconds(5)));
ConfigSearchResult<Identifier> test = _cfgMaster.search(request);
assertEquals(3, test.getDocuments().size());
assert202(test.getDocuments().get(0)); // new version
assert102(test.getDocuments().get(1));
assert101(test.getDocuments().get(2));
}
@Override
public synchronized YieldCurveDefinitionDocument addOrUpdate(
YieldCurveDefinitionDocument document) {
ArgumentChecker.notNull(document, "document");
ArgumentChecker.notNull(document.getYieldCurveDefinition(), "document.yieldCurveDefinition");
final Currency currency = document.getYieldCurveDefinition().getCurrency();
final String name = document.getYieldCurveDefinition().getName();
final Pair<Currency, String> key = Pair.of(currency, name);
TreeMap<Instant, YieldCurveDefinition> value = _definitions.get(key);
final UniqueId uid = UniqueId.of(getUniqueIdScheme(), name + "_" + currency.getCode());
Instant now = Instant.now();
if (value != null) {
if (_sourceVersionCorrection.getVersionAsOf() != null) {
// Don't need to keep the old values before the one needed by "versionAsOfInstant"
final Instant oldestNeeded = value.floorKey(_sourceVersionCorrection.getVersionAsOf());
if (oldestNeeded != null) {
value.headMap(oldestNeeded).clear();
}
} else {
// Don't need any old values
value.clear();
}
value.put(now, document.getYieldCurveDefinition());
changeManager().entityChanged(ChangeType.CHANGED, uid.getObjectId(), null, null, now);
} else {
value = new TreeMap<Instant, YieldCurveDefinition>();
value.put(now, document.getYieldCurveDefinition());
_definitions.put(key, value);
changeManager()
.entityChanged(
ChangeType.ADDED,
uid.getObjectId(),
document.getVersionFromInstant(),
document.getVersionToInstant(),
now);
}
document.setUniqueId(uid);
return document;
}
/**
* Searches for a configuration document matching the specified name.
*
* <p>This will always return the latest correction of the version requested, ignoring any other
* version constraints of the implementation.
*
* @param <T> the type of configuration element
* @param clazz the configuration element type, not null
* @param name the element name to search for, wildcards allowed, not null
* @param versionAsOf the version to fetch, null means latest
* @return the versioned configuration document matching the request, null if not found
*/
public <T> ConfigDocument<T> getDocumentByName(
final Class<T> clazz, final String name, final Instant versionAsOf) {
ArgumentChecker.notNull(clazz, "clazz");
ArgumentChecker.notNull(name, "name");
ConfigSearchRequest<T> request = new ConfigSearchRequest<T>();
request.setPagingRequest(PagingRequest.ONE);
request.setVersionCorrection(VersionCorrection.ofVersionAsOf(versionAsOf));
request.setName(name);
request.setType(clazz);
ConfigSearchResult<T> searchResult = getMaster().search(request);
return searchResult.getFirstDocument();
}
@GET
@Path("exchanges/{exchangeId}")
public Response get(
@PathParam("exchangeId") String idStr,
@QueryParam("version") String version,
@QueryParam("versionAsOf") String versionAsOf,
@QueryParam("correctedTo") String correctedTo) {
final ObjectId objectId = ObjectId.parse(idStr);
if (version != null) {
final Exchange result = getExchangeSource().getExchange(objectId.atVersion(version));
return responseOkFudge(result);
} else {
final VersionCorrection vc = VersionCorrection.parse(versionAsOf, correctedTo);
Exchange result = getExchangeSource().getExchange(objectId, vc);
return responseOkFudge(result);
}
}
@Override
public YieldCurveDefinition getDefinition(
final Currency currency, final String name, final VersionCorrection versionCorrection) {
ArgumentChecker.notNull(currency, "currency");
ArgumentChecker.notNull(name, "name");
final TreeMap<Instant, YieldCurveDefinition> definitions =
_definitions.get(Pair.of(currency, name));
if (definitions == null) {
return null;
}
final Map.Entry<Instant, YieldCurveDefinition> entry =
definitions.floorEntry(versionCorrection.getVersionAsOf());
if (entry == null) {
return null;
}
return entry.getValue();
}
@SuppressWarnings("unchecked")
@Override
public Collection<V> get(
final ExternalIdBundle bundle, final VersionCorrection versionCorrection) {
ArgumentChecker.notNull(bundle, "bundle");
ArgumentChecker.notNull(versionCorrection, "versionCorrection");
if (versionCorrection.containsLatest()) {
Collection<V> results = getUnderlying().get(bundle, versionCorrection);
cacheItems(results);
return results;
}
final Pair<ExternalIdBundle, VersionCorrection> key = Pairs.of(bundle, versionCorrection);
final Element e = _eidToUidCache.get(key);
if (e != null) {
if (e.getObjectValue() instanceof Collection) {
final Collection<UniqueId> identifiers = (Collection<UniqueId>) e.getObjectValue();
if (identifiers.isEmpty()) {
return Collections.emptySet();
} else {
return get(identifiers).values();
}
}
}
final Collection<V> result = getUnderlying().get(bundle, versionCorrection);
if (result.isEmpty()) {
cacheIdentifiers(Collections.<UniqueId>emptyList(), key);
} else {
final List<UniqueId> uids = new ArrayList<UniqueId>(result.size());
for (final V item : result) {
uids.add(item.getUniqueId());
}
Collections.sort(uids);
cacheIdentifiers(uids, key);
cacheItems(result);
}
return result;
}
// -------------------------------------------------------------------------
@Override
public synchronized void setVersionCorrection(final VersionCorrection versionCorrection) {
_sourceVersionCorrection = VersionCorrection.of(versionCorrection);
}
@Override
public List<UniqueId> replaceVersions(
ObjectIdentifiable objectIdentifiable,
List<YieldCurveDefinitionDocument> replacementDocuments) {
ArgumentChecker.notNull(replacementDocuments, "replacementDocuments");
ArgumentChecker.notNull(objectIdentifiable, "objectIdentifiable");
final Instant now = Instant.now();
for (YieldCurveDefinitionDocument replacementDocument : replacementDocuments) {
ArgumentChecker.notNull(replacementDocument, "document");
ArgumentChecker.notNull(
replacementDocument.getYieldCurveDefinition(), "document.yieldCurveDefinition");
final Currency currency = replacementDocument.getYieldCurveDefinition().getCurrency();
final String name = replacementDocument.getYieldCurveDefinition().getName();
final UniqueId id = UniqueId.of(getUniqueIdScheme(), name + "_" + currency.getCode());
ArgumentChecker.isTrue(id.equals(objectIdentifiable), "Invalid object identifier");
}
YieldCurveDefinitionDocument storedDocument = get(objectIdentifiable, null);
if (storedDocument == null) {
throw new DataNotFoundException("Document not found: " + objectIdentifiable);
}
final Currency currency = storedDocument.getYieldCurveDefinition().getCurrency();
final String name = storedDocument.getYieldCurveDefinition().getName();
Pair<Currency, String> key = Pair.of(currency, name);
final TreeMap<Instant, YieldCurveDefinition> value = _definitions.get(key);
if (value == null) {
throw new DataNotFoundException("OID '" + objectIdentifiable + "' not found");
}
if (_sourceVersionCorrection.getVersionAsOf() != null) {
// Don't need to keep the old values before the one needed by "versionAsOfInstant"
final Instant oldestNeeded = value.floorKey(_sourceVersionCorrection.getVersionAsOf());
value.headMap(oldestNeeded).clear();
} else {
// Don't need any old values
value.clear();
}
Instant lowestCurrentVersionFrom = value.firstKey();
List<YieldCurveDefinitionDocument> orderedReplacementDocuments =
MasterUtils.adjustVersionInstants(
now, lowestCurrentVersionFrom, null, replacementDocuments);
final Instant lowestVersionFrom = orderedReplacementDocuments.get(0).getVersionFromInstant();
final Instant highestVersionTo =
orderedReplacementDocuments
.get(orderedReplacementDocuments.size() - 1)
.getVersionToInstant();
if (orderedReplacementDocuments.size() > 0) {
value.subMap(lowestVersionFrom, true, highestVersionTo, false).clear();
}
for (YieldCurveDefinitionDocument replacementDocument : orderedReplacementDocuments) {
value.put(
replacementDocument.getVersionFromInstant(),
replacementDocument.getYieldCurveDefinition());
changeManager()
.entityChanged(ChangeType.CHANGED, replacementDocument.getObjectId(), null, null, now);
}
return MasterUtils.mapToUniqueIDs(orderedReplacementDocuments);
}
@SuppressWarnings("unchecked")
@Override
public Map<ExternalIdBundle, Collection<V>> getAll(
final Collection<ExternalIdBundle> bundles, VersionCorrection versionCorrection) {
ArgumentChecker.notNull(bundles, "bundles");
ArgumentChecker.notNull(versionCorrection, "versionCorrection");
if (versionCorrection.containsLatest()) {
return getUnderlying().getAll(bundles, versionCorrection);
}
final Map<ExternalIdBundle, Collection<V>> results =
Maps.newHashMapWithExpectedSize(bundles.size());
final Collection<ExternalIdBundle> misses = new ArrayList<ExternalIdBundle>(bundles.size());
final Map<ExternalIdBundle, Collection<UniqueId>> lookupBundles =
Maps.newHashMapWithExpectedSize(bundles.size());
final Set<UniqueId> lookupIds = Sets.newHashSetWithExpectedSize(bundles.size());
for (ExternalIdBundle bundle : bundles) {
final Pair<ExternalIdBundle, VersionCorrection> key = Pairs.of(bundle, versionCorrection);
final Element e = _eidToUidCache.get(key);
if (e != null) {
if (e.getObjectValue() instanceof Collection) {
final Collection<UniqueId> identifiers = (Collection<UniqueId>) e.getObjectValue();
if (identifiers.isEmpty()) {
results.put(bundle, Collections.<V>emptySet());
} else {
lookupBundles.put(bundle, identifiers);
lookupIds.addAll(identifiers);
}
continue;
}
}
misses.add(bundle);
}
if (!lookupIds.isEmpty()) {
final Map<UniqueId, V> underlying = get(lookupIds);
for (Map.Entry<ExternalIdBundle, Collection<UniqueId>> lookupBundle :
lookupBundles.entrySet()) {
final ArrayList<V> resultCollection = new ArrayList<V>(lookupBundle.getValue().size());
for (UniqueId uid : lookupBundle.getValue()) {
final V resultValue = underlying.get(uid);
if (resultValue != null) {
resultCollection.add(resultValue);
}
}
resultCollection.trimToSize();
results.put(lookupBundle.getKey(), resultCollection);
}
}
if (!misses.isEmpty()) {
final Map<ExternalIdBundle, Collection<V>> underlying =
getUnderlying().getAll(misses, versionCorrection);
for (ExternalIdBundle miss : misses) {
final Pair<ExternalIdBundle, VersionCorrection> key = Pairs.of(miss, versionCorrection);
final Collection<V> result = underlying.get(miss);
if ((result == null) || result.isEmpty()) {
cacheIdentifiers(Collections.<UniqueId>emptyList(), key);
} else {
final List<UniqueId> uids = new ArrayList<>(result.size());
for (final V item : result) {
uids.add(item.getUniqueId());
}
Collections.sort(uids);
cacheIdentifiers(uids, key);
cacheItems(result);
results.put(miss, result);
}
}
}
return results;
}
@Override
@SuppressWarnings("unchecked")
public Map<ExternalIdBundle, V> getSingle(
final Collection<ExternalIdBundle> bundles, final VersionCorrection versionCorrection) {
ArgumentChecker.notNull(bundles, "bundles");
ArgumentChecker.notNull(versionCorrection, "versionCorrection");
if (versionCorrection.containsLatest()) {
return getUnderlying().getSingle(bundles, versionCorrection);
}
final Map<ExternalIdBundle, V> results = Maps.newHashMapWithExpectedSize(bundles.size());
final Collection<ExternalIdBundle> misses = new ArrayList<ExternalIdBundle>(bundles.size());
final Map<ExternalIdBundle, Collection<UniqueId>> hits =
Maps.newHashMapWithExpectedSize(bundles.size());
final Set<UniqueId> lookup = Sets.newHashSetWithExpectedSize(bundles.size());
for (ExternalIdBundle bundle : bundles) {
final Pair<ExternalIdBundle, VersionCorrection> key = Pairs.of(bundle, versionCorrection);
final Element e = _eidToUidCache.get(key);
if (e != null) {
if (e.getObjectValue() instanceof List) {
final List<UniqueId> identifiers = (List<UniqueId>) e.getObjectValue();
lookup.addAll(identifiers);
hits.put(bundle, identifiers);
continue;
} else if (e.getObjectValue() instanceof UniqueId) {
final UniqueId identifier = (UniqueId) e.getObjectValue();
lookup.add(identifier);
hits.put(bundle, Collections.singleton(identifier));
continue;
}
}
misses.add(bundle);
}
if (!lookup.isEmpty()) {
final Map<UniqueId, V> underlying = getUnderlying().get(lookup);
for (Map.Entry<ExternalIdBundle, Collection<UniqueId>> hit : hits.entrySet()) {
final ExternalIdBundle bundle = hit.getKey();
for (UniqueId uid : hit.getValue()) {
final V result = underlying.get(uid);
if (result != null) {
results.put(bundle, result);
break;
}
}
}
}
if (!misses.isEmpty()) {
final Map<ExternalIdBundle, ? extends V> underlying =
getUnderlying().getSingle(misses, versionCorrection);
for (ExternalIdBundle miss : misses) {
final Pair<ExternalIdBundle, VersionCorrection> key = Pairs.of(miss, versionCorrection);
final V result = underlying.get(miss);
if (result == null) {
cacheIdentifiers(Collections.<UniqueId>emptyList(), key);
} else {
cacheIdentifiers(result.getUniqueId(), key);
cacheItem(result);
results.put(miss, result);
}
}
}
return results;
}
/** Test {@link MasterExchangeSource}. */
@Test(groups = TestGroup.UNIT)
public class MasterExchangeSourceTest {
private static final ObjectId OID = ObjectId.of("A", "B");
private static final UniqueId UID = UniqueId.of("A", "B", "V");
private static final ExternalId ID = ExternalId.of("C", "D");
private static final ExternalIdBundle BUNDLE = ExternalIdBundle.of(ID);
private static final Instant NOW = Instant.now();
private static final VersionCorrection VC =
VersionCorrection.of(NOW.minusSeconds(2), NOW.minusSeconds(1));
@Test(expectedExceptions = IllegalArgumentException.class)
public void test_constructor_1arg_nullMaster() throws Exception {
new MasterExchangeSource(null);
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void test_constructor_2arg_nullMaster() throws Exception {
new MasterExchangeSource(null, null);
}
// -------------------------------------------------------------------------
public void test_getExchange_UniqueId_noOverride_found() throws Exception {
ExchangeMaster mock = mock(ExchangeMaster.class);
ExchangeDocument doc = new ExchangeDocument(example());
when(mock.get(UID)).thenReturn(doc);
MasterExchangeSource test = new MasterExchangeSource(mock);
Exchange testResult = test.get(UID);
verify(mock, times(1)).get(UID);
assertEquals(example(), testResult);
}
public void test_getExchange_UniqueId_found() throws Exception {
ExchangeMaster mock = mock(ExchangeMaster.class);
ExchangeDocument doc = new ExchangeDocument(example());
when(mock.get(OID, VC)).thenReturn(doc);
MasterExchangeSource test = new MasterExchangeSource(mock, VC);
Exchange testResult = test.get(UID);
verify(mock, times(1)).get(OID, VC);
assertEquals(example(), testResult);
}
@Test(expectedExceptions = DataNotFoundException.class)
public void test_getExchange_UniqueId_notFound() throws Exception {
ExchangeMaster mock = mock(ExchangeMaster.class);
when(mock.get(OID, VC)).thenThrow(new DataNotFoundException(""));
MasterExchangeSource test = new MasterExchangeSource(mock, VC);
try {
test.get(UID);
} finally {
verify(mock, times(1)).get(OID, VC);
}
}
// -------------------------------------------------------------------------
public void test_getExchange_ObjectId_found() throws Exception {
ExchangeMaster mock = mock(ExchangeMaster.class);
ExchangeDocument doc = new ExchangeDocument(example());
when(mock.get(OID, VC)).thenReturn(doc);
MasterExchangeSource test = new MasterExchangeSource(mock, VC);
Exchange testResult = test.get(OID, VC);
verify(mock, times(1)).get(OID, VC);
assertEquals(example(), testResult);
}
@Test(expectedExceptions = DataNotFoundException.class)
public void test_getExchange_ObjectId_notFound() throws Exception {
ExchangeMaster mock = mock(ExchangeMaster.class);
when(mock.get(OID, VC)).thenThrow(new DataNotFoundException(""));
MasterExchangeSource test = new MasterExchangeSource(mock, VC);
try {
test.get(OID, VC);
} finally {
verify(mock, times(1)).get(OID, VC);
}
}
// -------------------------------------------------------------------------
public void test_getSingleExchange_ExternalId_found() throws Exception {
ExchangeMaster mock = mock(ExchangeMaster.class);
ExchangeSearchRequest request = new ExchangeSearchRequest(ID);
request.setPagingRequest(PagingRequest.ONE);
request.setPagingRequest(PagingRequest.ONE);
request.setVersionCorrection(VC);
ExchangeSearchResult result = new ExchangeSearchResult();
result.getDocuments().add(new ExchangeDocument(example()));
when(mock.search(request)).thenReturn(result);
MasterExchangeSource test = new MasterExchangeSource(mock, VC);
Exchange testResult = test.getSingle(ID);
verify(mock, times(1)).search(request);
assertEquals(example(), testResult);
}
public void test_getSingleExchange_ExternalId_notFound() throws Exception {
ExchangeMaster mock = mock(ExchangeMaster.class);
ExchangeSearchRequest request = new ExchangeSearchRequest(ID);
request.setPagingRequest(PagingRequest.ONE);
request.setPagingRequest(PagingRequest.ONE);
request.setVersionCorrection(VC);
ExchangeSearchResult result = new ExchangeSearchResult();
when(mock.search(request)).thenReturn(result);
MasterExchangeSource test = new MasterExchangeSource(mock, VC);
Exchange testResult = test.getSingle(ID);
verify(mock, times(1)).search(request);
assertEquals(null, testResult);
}
// -------------------------------------------------------------------------
public void test_getSingleExchange_ExternalIdBundle_found() throws Exception {
ExchangeMaster mock = mock(ExchangeMaster.class);
ExchangeSearchRequest request = new ExchangeSearchRequest(BUNDLE);
request.setPagingRequest(PagingRequest.ONE);
request.setVersionCorrection(VC);
ExchangeSearchResult result = new ExchangeSearchResult();
result.getDocuments().add(new ExchangeDocument(example()));
when(mock.search(request)).thenReturn(result);
MasterExchangeSource test = new MasterExchangeSource(mock, VC);
Exchange testResult = test.getSingle(BUNDLE);
verify(mock, times(1)).search(request);
assertEquals(example(), testResult);
}
// -------------------------------------------------------------------------
protected ManageableExchange example() {
ManageableExchange exchange = new ManageableExchange();
exchange.setUniqueId(UID);
exchange.setName("NYSE");
exchange.setRegionIdBundle(ExternalIdBundle.of(ExternalSchemes.countryRegionId(Country.US)));
return exchange;
}
}
private Future<?> executeTestJob(DependencyGraphExecutorFactory<?> factory) {
final InMemoryLKVMarketDataProvider marketDataProvider = new InMemoryLKVMarketDataProvider();
final MarketDataProviderResolver marketDataProviderResolver =
new SingleMarketDataProviderResolver(
new SingletonMarketDataProviderFactory(marketDataProvider));
final InMemoryFunctionRepository functionRepository = new InMemoryFunctionRepository();
_functionCount.set(0);
final MockFunction mockFunction =
new MockFunction(new ComputationTarget("Foo")) {
@Override
public Set<ComputedValue> execute(
FunctionExecutionContext executionContext,
FunctionInputs inputs,
ComputationTarget target,
Set<ValueRequirement> desiredValues) {
try {
Thread.sleep(JOB_FINISH_TIME / (JOB_SIZE * 2));
} catch (InterruptedException e) {
throw new OpenGammaRuntimeException("Function interrupted", e);
}
_functionCount.incrementAndGet();
return super.execute(executionContext, inputs, target, desiredValues);
}
};
functionRepository.addFunction(mockFunction);
final FunctionCompilationContext compilationContext = new FunctionCompilationContext();
final CompiledFunctionService compilationService =
new CompiledFunctionService(
functionRepository, new CachingFunctionRepositoryCompiler(), compilationContext);
compilationService.initialize();
final FunctionResolver functionResolver = new DefaultFunctionResolver(compilationService);
final MockSecuritySource securitySource = new MockSecuritySource();
final MockPositionSource positionSource = new MockPositionSource();
final ViewComputationCacheSource computationCacheSource =
new InMemoryViewComputationCacheSource(FudgeContext.GLOBAL_DEFAULT);
final FunctionInvocationStatisticsGatherer functionInvocationStatistics =
new DiscardingInvocationStatisticsGatherer();
final ViewProcessorQueryReceiver viewProcessorQueryReceiver = new ViewProcessorQueryReceiver();
final ViewProcessorQuerySender viewProcessorQuerySender =
new ViewProcessorQuerySender(InMemoryRequestConduit.create(viewProcessorQueryReceiver));
final FunctionExecutionContext executionContext = new FunctionExecutionContext();
final ComputationTargetResolver targetResolver =
new DefaultComputationTargetResolver(securitySource, positionSource);
final JobDispatcher jobDispatcher =
new JobDispatcher(
new LocalNodeJobInvoker(
new LocalCalculationNode(
computationCacheSource,
compilationService,
executionContext,
targetResolver,
viewProcessorQuerySender,
Executors.newCachedThreadPool(),
functionInvocationStatistics)));
final ViewPermissionProvider viewPermissionProvider = new DefaultViewPermissionProvider();
final GraphExecutorStatisticsGathererProvider graphExecutorStatisticsProvider =
new DiscardingGraphStatisticsGathererProvider();
ViewDefinition viewDefinition = new ViewDefinition("TestView", UserPrincipal.getTestUser());
viewDefinition.addViewCalculationConfiguration(
new ViewCalculationConfiguration(viewDefinition, "default"));
MockViewDefinitionRepository viewDefinitionRepository = new MockViewDefinitionRepository();
viewDefinitionRepository.addDefinition(viewDefinition);
final ViewProcessContext vpc =
new ViewProcessContext(
viewDefinitionRepository,
viewPermissionProvider,
marketDataProviderResolver,
compilationService,
functionResolver,
positionSource,
securitySource,
new DefaultCachingComputationTargetResolver(
new DefaultComputationTargetResolver(securitySource, positionSource),
EHCacheUtils.createCacheManager()),
computationCacheSource,
jobDispatcher,
viewProcessorQueryReceiver,
factory,
graphExecutorStatisticsProvider);
final DependencyGraph graph = new DependencyGraph("Default");
DependencyNode previous = null;
for (int i = 0; i < JOB_SIZE; i++) {
DependencyNode node = new DependencyNode(new ComputationTarget("Foo"));
node.setFunction(mockFunction);
if (previous != null) {
node.addInputNode(previous);
}
graph.addDependencyNode(node);
previous = node;
}
final Map<String, DependencyGraph> graphs = new HashMap<String, DependencyGraph>();
graphs.put(graph.getCalculationConfigurationName(), graph);
CompiledViewDefinitionWithGraphsImpl viewEvaluationModel =
new CompiledViewDefinitionWithGraphsImpl(
viewDefinition, graphs, new SimplePortfolio("Test Portfolio"), 0);
ViewCycleExecutionOptions cycleOptions = new ViewCycleExecutionOptions();
cycleOptions.setValuationTime(Instant.ofEpochMillis(1));
cycleOptions.setMarketDataSpecification(new MarketDataSpecification());
final SingleComputationCycle cycle =
new SingleComputationCycle(
UniqueId.of("Test", "Cycle1"),
UniqueId.of("Test", "ViewProcess1"),
vpc,
viewEvaluationModel,
cycleOptions,
VersionCorrection.of(Instant.ofEpochMillis(1), Instant.ofEpochMillis(1)));
return cycle.getDependencyGraphExecutor().execute(graph, cycle.getStatisticsGatherer());
}
