コード例 #1
0
  @Test(dataProvider = "ids")
  public void generateSchedule(String id) throws ParseException, UnknownHostException {
    DBObject query = (DBObject) JSON.parse("{_id:\"" + id + "\" }");
    DBObject filter =
        (DBObject)
            JSON.parse(
                "{"
                    + "\"FpML.trade.swap.swapStream.calculationPeriodDates.effectiveDate\":1,"
                    + "\"FpML.trade.swap.swapStream.calculationPeriodDates.terminationDate\":1,"
                    + "\"FpML.trade.swap.swapStream.calculationPeriodDates.calculationPeriodFrequency\":1,"
                    + "\"FpML.trade.swap.swapStream.calculationPeriodDates.calculationPeriodDatesAdjustments\":1,"
                    + "}");

    DBCursor dbCursor = fpmls.find(query, filter);
    DBObject dates = dbCursor.next();
    DBObject stream1 = get(dates, "FpML.trade.swap.swapStream.0.calculationPeriodDates");

    List<org.jquantlib.time.Date> dates11 = generateCouponDates(stream1);
    List<Date> dates12 = (List<Date>) cashflows.findOne(query).get("P");

    for (Date date : dates12)
      Assert.assertTrue(dates11.contains(new org.jquantlib.time.Date(date)));

    DBObject stream2 = get(dates, "FpML.trade.swap.swapStream.1.calculationPeriodDates");
    List<org.jquantlib.time.Date> dates21 = generateCouponDates(stream2);
    List<Date> dates22 = (List<Date>) cashflows.findOne(query).get("R");

    for (Date date : dates22)
      Assert.assertTrue(dates21.contains(new org.jquantlib.time.Date(date)));
  }
コード例 #2
0
  @DataProvider(name = "ids")
  public Object[][] generateTradeIds() {
    ArrayList<Object[]> objects = new ArrayList<Object[]>();
    DBObject query = (DBObject) JSON.parse("{}");
    DBObject filter = (DBObject) JSON.parse("{_id:1}");

    DBCursor cursor = fpmls.find(query, filter);

    while (cursor.hasNext()) {
      DBObject id = cursor.next();
      objects.add(new Object[] {id.get("_id")});
    }

    return objects.toArray(new Object[][] {});
  }