/**
* 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 {@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;
}
}
// -------------------------------------------------------------------------
@Override
public synchronized void setVersionCorrection(final VersionCorrection versionCorrection) {
_sourceVersionCorrection = VersionCorrection.of(versionCorrection);
}
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());
}