/**
* Indicates whether an output with the given specification should be included in the results.
*
* @param outputSpecification the specification of the output value, not null
* @param dependencyGraph the dependency graph to which the output value belongs, not null
* @return true if the output value should be included in the results
*/
public boolean shouldOutputResult(
ValueSpecification outputSpecification, DependencyGraph dependencyGraph) {
ArgumentChecker.notNull(outputSpecification, "outputSpecification");
ArgumentChecker.notNull(dependencyGraph, "dependencyGraph");
ComputationTargetType targetType = outputSpecification.getTargetSpecification().getType();
return getOutputMode(targetType).shouldOutputResult(outputSpecification, dependencyGraph);
}
protected ValueSpecification getOutputSpec(ValueSpecification inputSpec) {
ValueProperties outputProperties =
inputSpec
.getProperties()
.copy()
.withoutAny(ValuePropertyNames.FUNCTION)
.with(ValuePropertyNames.FUNCTION, getUniqueId())
.get();
return new ValueSpecification(
ValueRequirementNames.TARGET, inputSpec.getTargetSpecification(), outputProperties);
}
@Override
public Set<ValueSpecification> getResults(
final FunctionCompilationContext context,
final ComputationTarget target,
final Map<ValueSpecification, ValueRequirement> inputs) {
ValueSpecification inputValue = null;
ValueSpecification inputParent = null;
final UniqueId value = target.getUniqueId();
for (ValueSpecification input : inputs.keySet()) {
if (value.equals(input.getTargetSpecification().getUniqueId())) {
assert inputValue == null;
inputValue = input;
} else {
assert inputParent == null;
inputParent = input;
}
}
final ValueProperties rawResultProperties =
inputValue.getProperties().intersect(inputParent.getProperties());
final ValueProperties.Builder resultPropertiesBuilder = rawResultProperties.copy();
for (String unit : UnitProperties.unitPropertyNames()) {
final Set<String> valueUnits = inputValue.getProperties().getValues(unit);
final Set<String> parentUnits = inputParent.getProperties().getValues(unit);
if (valueUnits != null) {
if (parentUnits != null) {
if (rawResultProperties.getValues(unit) != null) {
// The operation is a division, so there are no units on the result
resultPropertiesBuilder.withoutAny(unit);
} else {
// No common intersection between parent and value properties for this unit
return null;
}
} else {
// Parent did not include the same units as the value
return null;
}
} else {
if (parentUnits != null) {
// Value did not include the same units as the parent
return null;
}
}
}
resultPropertiesBuilder
.withoutAny(VALUE_PROPERTY_NAME)
.with(VALUE_PROPERTY_NAME, inputValue.getValueName());
resultPropertiesBuilder
.withoutAny(ValuePropertyNames.FUNCTION)
.with(ValuePropertyNames.FUNCTION, getUniqueId());
return Collections.singleton(
new ValueSpecification(
ValueRequirementNames.WEIGHT, target.toSpecification(), resultPropertiesBuilder.get()));
}
/**
* Simplifies the type based on the associated {@link ComputationTargetResolver}.
*
* @param valueSpec the specification to process, not null
* @return the possibly simplified specification, not null
*/
public ValueSpecification simplifyType(final ValueSpecification valueSpec) {
final ComputationTargetSpecification oldTargetSpec = valueSpec.getTargetSpecification();
final ComputationTargetSpecification newTargetSpec =
ComputationTargetResolverUtils.simplifyType(
oldTargetSpec, getCompilationContext().getComputationTargetResolver());
if (newTargetSpec == oldTargetSpec) {
return MemoryUtils.instance(valueSpec);
} else {
return MemoryUtils.instance(
new ValueSpecification(
valueSpec.getValueName(), newTargetSpec, valueSpec.getProperties()));
}
}
private static VolatilitySurfaceKey createKey(ValueSpecification valueSpecification) {
UniqueId uniqueId = valueSpecification.getTargetSpecification().getUniqueId();
String surface = valueSpecification.getProperties().getStrictValue(ValuePropertyNames.SURFACE);
String instrumentType = valueSpecification.getProperties().getStrictValue("InstrumentType");
String quoteType =
valueSpecification
.getProperties()
.getStrictValue(SurfaceAndCubePropertyNames.PROPERTY_SURFACE_QUOTE_TYPE);
String quoteUnits =
valueSpecification
.getProperties()
.getStrictValue(SurfaceAndCubePropertyNames.PROPERTY_SURFACE_UNITS);
return VolatilitySurfaceKey.of(uniqueId, surface, instrumentType, quoteType, quoteUnits);
}
@Override
public String toString() {
// carefully select useful fields for toString
ToStringStyle style = ToStringStyle.SHORT_PREFIX_STYLE;
StringBuffer sb = new StringBuffer();
style.appendStart(sb, this);
style.append(sb, "result", getInvocationResult(), null);
ValueSpecification spec = getSpecification();
if (spec != null) {
style.append(sb, "name", spec.getValueName(), null);
ComputationTargetSpecification targetSpec = spec.getTargetSpecification();
style.append(sb, "targetId", targetSpec.getIdentifier(), null);
style.append(sb, "targetType", targetSpec.getType(), null);
style.append(sb, "properties", spec.getProperties(), null);
}
style.append(sb, "value", getValue(), null);
style.appendEnd(sb, this);
return sb.toString();
}
