@Test
public void testGetBulkSecuritiesByUniqueId() {
final FudgeMsgEnvelope fme =
getSecuritySourceResource()
.getSecurities(Lists.newArrayList(_uid1.toString(), _uid2.toString()));
assertNotNull(fme);
final FudgeMsg msg = fme.getMessage();
assertNotNull(msg);
FudgeMsgFormatter.outputToSystemOut(msg);
final Collection<FudgeField> securities = msg.getAllByName(SECURITYSOURCE_SECURITY);
assertNotNull(securities);
assertEquals(2, securities.size());
FudgeDeserializer deserializer =
new FudgeDeserializer(getSecuritySourceResource().getFudgeContext());
for (FudgeField fudgeField : securities) {
assertNotNull(fudgeField);
ObjectsPair<UniqueId, Security> objectsPair =
ObjectsPairFudgeBuilder.buildObject(
deserializer, (FudgeMsg) fudgeField.getValue(), UniqueId.class, Security.class);
assertNotNull(objectsPair);
UniqueId uniqueId = objectsPair.getKey();
assertNotNull(uniqueId);
Security security = objectsPair.getValue();
assertNotNull(security);
}
}
public VolatilitySurfaceData(
final String definitionName,
final String specificationName,
final UniqueIdentifiable target,
final X[] xs,
final String xLabel,
final Y[] ys,
final String yLabel,
final Map<Pair<X, Y>, Double> values) {
ArgumentChecker.notNull(definitionName, "Definition Name");
ArgumentChecker.notNull(specificationName, "Specification Name");
ArgumentChecker.notNull(target, "Target");
ArgumentChecker.notNull(xs, "X axis values");
ArgumentChecker.notNull(xLabel, "x label");
ArgumentChecker.notNull(ys, "Y axis values");
ArgumentChecker.notNull(yLabel, "y label");
ArgumentChecker.notNull(values, "Volatility Values Map");
_definitionName = definitionName;
_specificationName = specificationName;
_target = target;
_values = Maps.newHashMap(values);
_xs = xs;
_xLabel = xLabel;
_ys = ys;
_yLabel = yLabel;
_uniqueXs = new TreeSet<X>();
_strips = Maps.newHashMap();
for (Map.Entry<Pair<X, Y>, Double> entries : values.entrySet()) {
if (_strips.containsKey(entries.getKey().getFirst())) {
_strips
.get(entries.getKey().getFirst())
.add(ObjectsPair.of(entries.getKey().getSecond(), entries.getValue()));
} else {
_uniqueXs.add(entries.getKey().getFirst());
final List<ObjectsPair<Y, Double>> list = Lists.newArrayList();
list.add(ObjectsPair.of(entries.getKey().getSecond(), entries.getValue()));
_strips.put(entries.getKey().getFirst(), list);
}
}
}
@Override
public ObjectsPair<Collection<LiveDataSpecification>, Collection<LiveDataSpecification>>
splitShouldFake(
FakeSubscriptionBloombergLiveDataServer server,
Collection<LiveDataSpecification> uniqueIds) {
Collection<LiveDataSpecification> real = uniqueIds;
Set<LiveDataSpecification> fakes = new HashSet<LiveDataSpecification>();
for (FakeSubscriptionSelector subSelector : _fakeSubscriptionSelectors) {
ObjectsPair<Collection<LiveDataSpecification>, Collection<LiveDataSpecification>> split =
subSelector.splitShouldFake(server, real);
real = split.first;
fakes.addAll(split.second);
if (real.isEmpty()) {
break;
}
}
return ObjectsPair.of(real, (Collection<LiveDataSpecification>) fakes);
}
public Double getVolatility(final X x, final Y y) {
return _values.get(ObjectsPair.of(x, y));
}
/**
* Returns the issuer/currency pair for the bond.
*
* @return The pair.
*/
public Pair<String, Currency> getIssuerCurrency() {
return ObjectsPair.of(getIssuer(), getCurrency());
}
