@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 static HistoricalTimeSeriesBundle fromFudgeMsg(
final FudgeDeserializer context, final FudgeMsg msg) {
final HistoricalTimeSeriesBundle bundle = new HistoricalTimeSeriesBundle();
for (FudgeField field : msg) {
if (field.getValue() instanceof FudgeMsg) {
bundle._data.put(field.getName(), Entry.fromFudgeMsg(context, (FudgeMsg) field.getValue()));
}
}
return bundle;
}
@SuppressWarnings("synthetic-access")
@Override
public CurrencyLabelledMatrix1D buildObject(
final FudgeDeserializer deserializer, final FudgeMsg message) {
final FudgeMsg msg = message.getMessage(MATRIX_FIELD_NAME);
final Queue<String> labelTypes = new LinkedList<String>();
final Queue<FudgeField> labelValues = new LinkedList<FudgeField>();
final List<Currency> keys = new LinkedList<Currency>();
final List<Object> labels = new LinkedList<Object>();
final List<Double> values = new LinkedList<Double>();
for (final FudgeField field : msg) {
switch (field.getOrdinal()) {
case LABEL_TYPE_ORDINAL:
labelTypes.add((String) field.getValue());
break;
case KEY_ORDINAL:
keys.add(Currency.of((String) field.getValue()));
break;
case LABEL_ORDINAL:
labelValues.add(field);
break;
case VALUE_ORDINAL:
values.add((Double) field.getValue());
break;
}
if (!labelTypes.isEmpty() && !labelValues.isEmpty()) {
// Have a type and a value, which can be consumed
final String labelType = labelTypes.remove();
Class<?> labelClass;
try {
labelClass = LabelledMatrix1DBuilder.getLabelClass(labelType, _loadedClasses);
} catch (final ClassNotFoundException ex) {
throw new OpenGammaRuntimeException(
"Could not deserialize label of type " + labelType, ex);
}
final FudgeField labelValue = labelValues.remove();
final Object label = deserializer.fieldValueToObject(labelClass, labelValue);
// labels.add(Currency.of((String) label));
labels.add(label);
}
}
final int matrixSize = keys.size();
final Currency[] keysArray = new Currency[matrixSize];
keys.toArray(keysArray);
final Object[] labelsArray = new Object[matrixSize];
labels.toArray(labelsArray);
final double[] valuesArray = Doubles.toArray(values);
return new CurrencyLabelledMatrix1D(keysArray, labelsArray, valuesArray);
}
private static void readTrades(
final FudgeDeserializer deserializer, final FudgeMsg message, final SimplePosition position) {
if (message != null) {
for (FudgeField field : message) {
if (field.getValue() instanceof FudgeMsg) {
final SimpleTrade trade =
TradeBuilder.buildObjectImpl(deserializer, (FudgeMsg) field.getValue());
trade.setParentPositionId(position.getUniqueId());
position.addTrade(trade);
}
}
}
}
/**
* Deserializes this pair from a Fudge message.
*
* @param fudgeContext the Fudge context
* @param msg the Fudge message, not null
* @return the pair, not null
*/
public static IdentifierBundleWithDates fromFudgeMsg(
FudgeDeserializationContext fudgeContext, FudgeMsg msg) {
Set<IdentifierWithDates> identifiers = new HashSet<IdentifierWithDates>();
for (FudgeField field : msg.getAllByName(ID_FUDGE_FIELD_NAME)) {
if (field.getValue() instanceof FudgeMsg == false) {
throw new IllegalArgumentException(
"Message provider has field named "
+ ID_FUDGE_FIELD_NAME
+ " which doesn't contain a sub-Message");
}
identifiers.add(IdentifierWithDates.fromFudgeMsg(fudgeContext, (FudgeMsg) field.getValue()));
}
return new IdentifierBundleWithDates(identifiers);
}
// -------------------------------------------------------------------------
@SuppressWarnings("unchecked")
@Override
public T buildObject(FudgeDeserializer deserializer, FudgeMsg outerMsg) {
FudgeField fudgeField = outerMsg.getByName("inner");
FudgeMsg msg = (FudgeMsg) fudgeField.getValue();
final FudgeField classNameField = msg.getByOrdinal(FudgeSerializer.TYPES_HEADER_ORDINAL);
final String className = (String) classNameField.getValue();
try {
final List<Object> parameters = newArrayList();
parameters.add(null); // the omitted enclosing object
for (FudgeField parameterField : msg.getAllByOrdinal(1)) {
parameters.add(deserializer.fieldValueToObject(parameterField));
}
return (T)
AccessController.doPrivileged(
new PrivilegedAction<Object>() {
@Override
public Object run() {
try {
final Class<?> innerClass = Class.forName(className);
final Constructor<?>[] ctors = innerClass.getDeclaredConstructors();
// We require that inner classes got only one ctor (anonymous inner classes will
// do)
// in order to avoid disambiguity
if (ctors.length == 1) {
final Constructor<?> ctor = ctors[0];
ctor.setAccessible(true); // solution
Object inner = ctor.newInstance(parameters.toArray());
return new AutoFudgable<Object>(inner);
}
} catch (IllegalAccessException e) {
throw new RuntimeException(e);
} catch (InstantiationException e) {
throw new RuntimeException(e);
} catch (InvocationTargetException e) {
throw new RuntimeException(e);
} catch (ClassNotFoundException e) {
throw new RuntimeException(e);
}
return null;
}
});
} catch (RuntimeException ex) {
throw new FudgeRuntimeException("Unable to deserialize: " + className, ex);
}
}
public static InterestRateLeg fromFudgeMsg(final org.fudgemsg.FudgeMsg fudgeMsg) {
final java.util.List<org.fudgemsg.FudgeField> types = fudgeMsg.getAllByOrdinal(0);
for (org.fudgemsg.FudgeField field : types) {
final String className = (String) field.getValue();
if ("com.opengamma.financial.security.swap.InterestRateLeg".equals(className)) break;
try {
return (com.opengamma.financial.security.swap.InterestRateLeg)
Class.forName(className)
.getDeclaredMethod("fromFudgeMsg", org.fudgemsg.FudgeMsg.class)
.invoke(null, fudgeMsg);
} catch (Throwable t) {
// no-action
}
}
throw new UnsupportedOperationException("InterestRateLeg is an abstract message");
}
public static QueryAvailable fromFudgeMsg(final org.fudgemsg.FudgeMsg fudgeMsg) {
final java.util.List<org.fudgemsg.FudgeField> types = fudgeMsg.getAllByOrdinal(0);
for (org.fudgemsg.FudgeField field : types) {
final String className = (String) field.getValue();
if ("com.opengamma.language.function.QueryAvailable".equals(className)) break;
try {
return (com.opengamma.language.function.QueryAvailable)
Class.forName(className)
.getDeclaredMethod("fromFudgeMsg", org.fudgemsg.FudgeMsg.class)
.invoke(null, fudgeMsg);
} catch (Throwable t) {
// no-action
}
}
return new QueryAvailable(fudgeMsg);
}
@Override
public LocalDateLabelledMatrix1D buildObject(
final FudgeDeserializer deserializer, final FudgeMsg message) {
final FudgeMsg msg = message.getMessage(MATRIX_FIELD_NAME);
final Queue<String> labelTypes = new LinkedList<String>();
final Queue<FudgeField> labelValues = new LinkedList<FudgeField>();
final List<LocalDate> keys = new LinkedList<LocalDate>();
final List<Object> labels = new LinkedList<Object>();
final List<Double> values = new LinkedList<Double>();
for (final FudgeField field : msg) {
switch (field.getOrdinal()) {
case LABEL_TYPE_ORDINAL:
labelTypes.add((String) field.getValue());
break;
case KEY_ORDINAL:
keys.add(((FudgeDate) field.getValue()).toLocalDate());
break;
case LABEL_ORDINAL:
labelValues.add(field);
break;
case VALUE_ORDINAL:
values.add((Double) field.getValue());
break;
}
if (!labelTypes.isEmpty() && !labelValues.isEmpty()) {
// Have a type and a value, which can be consumed
final String labelType = labelTypes.remove();
Class<?> labelClass = getClass(labelType);
final FudgeField labelValue = labelValues.remove();
final Object label = deserializer.fieldValueToObject(labelClass, labelValue);
labels.add(label);
}
}
final int matrixSize = keys.size();
final LocalDate[] keysArray = new LocalDate[matrixSize];
keys.toArray(keysArray);
final Object[] labelsArray = new Object[matrixSize];
labels.toArray(labelsArray);
final double[] valuesArray = Doubles.toArray(values);
return new LocalDateLabelledMatrix1D(keysArray, labelsArray, valuesArray);
}
@Override
public StringLabelledMatrix1D buildObject(
final FudgeDeserializer deserializer, final FudgeMsg message) {
final FudgeMsg msg = message.getMessage(MATRIX_FIELD_NAME);
final List<String> keys = new LinkedList<String>();
final List<Double> values = new LinkedList<Double>();
for (final FudgeField field : msg) {
switch (field.getOrdinal()) {
case KEY_ORDINAL:
keys.add((String) field.getValue());
break;
case VALUE_ORDINAL:
values.add((Double) field.getValue());
break;
}
}
String[] keysArray = keys.toArray(ArrayUtils.EMPTY_STRING_ARRAY);
final double[] valuesArray = Doubles.toArray(values);
return new StringLabelledMatrix1D(keysArray, valuesArray);
}
public static Result fromFudgeMsg(
final org.fudgemsg.mapping.FudgeDeserializationContext fudgeContext,
final org.fudgemsg.FudgeMsg fudgeMsg) {
final java.util.List<org.fudgemsg.FudgeField> types = fudgeMsg.getAllByOrdinal(0);
for (org.fudgemsg.FudgeField field : types) {
final String className = (String) field.getValue();
if ("com.opengamma.engine.view.calcnode.msg.Result".equals(className)) break;
try {
return (com.opengamma.engine.view.calcnode.msg.Result)
Class.forName(className)
.getDeclaredMethod(
"fromFudgeMsg",
org.fudgemsg.mapping.FudgeDeserializationContext.class,
org.fudgemsg.FudgeMsg.class)
.invoke(null, fudgeContext, fudgeMsg);
} catch (Throwable t) {
// no-action
}
}
return new Result(fudgeContext, fudgeMsg);
}
public static EntitlementResponseMsg fromFudgeMsg(
final org.fudgemsg.mapping.FudgeDeserializer deserializer,
final org.fudgemsg.FudgeMsg fudgeMsg) {
final java.util.List<org.fudgemsg.FudgeField> types = fudgeMsg.getAllByOrdinal(0);
for (org.fudgemsg.FudgeField field : types) {
final String className = (String) field.getValue();
if ("com.opengamma.livedata.msg.EntitlementResponseMsg".equals(className)) break;
try {
return (com.opengamma.livedata.msg.EntitlementResponseMsg)
Class.forName(className)
.getDeclaredMethod(
"fromFudgeMsg",
org.fudgemsg.mapping.FudgeDeserializer.class,
org.fudgemsg.FudgeMsg.class)
.invoke(null, deserializer, fudgeMsg);
} catch (Throwable t) {
// no-action
}
}
return new EntitlementResponseMsg(deserializer, fudgeMsg);
}
public static SimpleChooserPayoffStyle fromFudgeMsg(
final org.fudgemsg.mapping.FudgeDeserializationContext fudgeContext,
final org.fudgemsg.FudgeMsg fudgeMsg) {
final java.util.List<org.fudgemsg.FudgeField> types = fudgeMsg.getAllByOrdinal(0);
for (org.fudgemsg.FudgeField field : types) {
final String className = (String) field.getValue();
if ("com.opengamma.financial.security.option.SimpleChooserPayoffStyle".equals(className))
break;
try {
return (com.opengamma.financial.security.option.SimpleChooserPayoffStyle)
Class.forName(className)
.getDeclaredMethod(
"fromFudgeMsg",
org.fudgemsg.mapping.FudgeDeserializationContext.class,
org.fudgemsg.FudgeMsg.class)
.invoke(null, fudgeContext, fudgeMsg);
} catch (Throwable t) {
// no-action
}
}
return new SimpleChooserPayoffStyle(fudgeContext, fudgeMsg);
}
static FudgeTypeConverter<?, ?> findTypeConverter(
FudgeDeserializer deserializer, List<FudgeField> fields) {
for (FudgeField type : fields) {
final Object obj = type.getValue();
if (obj instanceof Number) {
throw new UnsupportedOperationException(
"Serialisation framework does not support back/forward references");
} else if (obj instanceof String) {
try {
Class<?> cls = deserializer.getFudgeContext().getTypeDictionary().loadClass((String) obj);
FudgeFieldType fieldType =
deserializer.getFudgeContext().getTypeDictionary().getByJavaType(cls);
if (fieldType != null && (fieldType instanceof FudgeTypeConverter)) {
return (FudgeTypeConverter<?, ?>) fieldType;
}
} catch (ClassNotFoundException ex) {
// ignore
}
}
}
return null;
}
@Override
public CalculationJobItem buildObject(FudgeDeserializer deserializer, FudgeMsg message) {
ComputationTargetSpecification computationTargetSpecification =
deserializer.fudgeMsgToObject(ComputationTargetSpecification.class, message);
Validate.notNull(
computationTargetSpecification,
"Fudge message is not a CalculationJobItem - field 'computationTargetSpecification' is not present");
String functionUniqueId = message.getString(FUNCTION_UNIQUE_ID_FIELD_NAME);
Validate.notNull(
functionUniqueId,
"Fudge message is not a CalculationJobItem - field 'functionUniqueIdentifier' is not present");
FudgeField fudgeField = message.getByName(FUNCTION_PARAMETERS_FIELD_NAME);
Validate.notNull(
fudgeField,
"Fudge message is not a CalculationJobItem - field 'functionParameters' is not present");
FunctionParameters functionParameters =
deserializer.fieldValueToObject(FunctionParameters.class, fudgeField);
final long[] inputIdentifiers = (long[]) message.getByName(INPUT_FIELD_NAME).getValue();
List<ValueRequirement> desiredValues = new ArrayList<ValueRequirement>();
for (FudgeField field : message.getAllByName(DESIRED_VALUE_FIELD_NAME)) {
FudgeMsg valueMsg = (FudgeMsg) field.getValue();
ValueRequirement desiredValue =
deserializer.fudgeMsgToObject(ValueRequirement.class, valueMsg);
desiredValues.add(desiredValue);
}
return CalculationJobItem.create(
functionUniqueId,
functionParameters,
computationTargetSpecification,
inputIdentifiers,
desiredValues);
}
static FudgeObjectBuilder<?> findObjectBuilder(
FudgeDeserializer deserializer, List<FudgeField> fields) {
FudgeObjectBuilder<?> objectBuilder = null;
for (FudgeField type : fields) {
final Object obj = type.getValue();
if (obj instanceof Number) {
throw new UnsupportedOperationException(
"Serialisation framework does not support back/forward references");
} else if (obj instanceof String) {
try {
Class<?> cls = deserializer.getFudgeContext().getTypeDictionary().loadClass((String) obj);
objectBuilder =
deserializer.getFudgeContext().getObjectDictionary().getObjectBuilder(cls);
if (objectBuilder != null) {
return objectBuilder;
}
} catch (ClassNotFoundException ex) {
// ignore
}
}
}
return null;
}
protected Map<ValueSpecification, Collection<ValueSpecification>> decodeMarketDataAliases(
final FudgeDeserializer deserializer, final FudgeMsg msg) {
final FudgeMsg msgRequirements = msg.getMessage(MARKET_DATA_REQUIREMENTS_FIELD);
final FudgeMsg msgAliases = msg.getMessage(MARKET_DATA_ALIASES_FIELD);
if ((msgRequirements == null) || (msgAliases == null) || msgRequirements.isEmpty()) {
return Collections.emptyMap();
}
final Map<ValueSpecification, Collection<ValueSpecification>> result =
Maps.newHashMapWithExpectedSize(msgRequirements.getNumFields());
final Iterator<FudgeField> itrRequirements = msgRequirements.iterator();
final Iterator<FudgeField> itrAliases = msgAliases.iterator();
while (itrRequirements.hasNext() && itrAliases.hasNext()) {
final FudgeField requirement = itrRequirements.next();
final FudgeField alias = itrAliases.next();
final ValueSpecification spec =
deserializer.fieldValueToObject(ValueSpecification.class, requirement);
if (alias.getValue() == IndicatorType.INSTANCE) {
result.put(spec, Collections.singleton(spec));
} else {
final FudgeMsg msgAlias = (FudgeMsg) alias.getValue();
final String clazz = msgAlias.getString(0);
if ("list".equals(clazz)) {
final Collection<ValueSpecification> aliases =
new ArrayList<ValueSpecification>(msgAlias.getNumFields() - 1);
for (FudgeField aliasField : msgAlias) {
if (aliasField.getValue() == IndicatorType.INSTANCE) {
aliases.add(spec);
} else if (aliasField.getValue() instanceof FudgeMsg) {
aliases.add(deserializer.fieldValueToObject(ValueSpecification.class, aliasField));
}
}
result.put(spec, aliases);
} else {
result.put(
spec,
Collections.singleton(
deserializer.fieldValueToObject(ValueSpecification.class, alias)));
}
}
}
return result;
}
@SuppressWarnings("unchecked")
protected Map<ValueSpecification, Set<ValueRequirement>> decodeTerminalOutputSpecifications(
final FudgeDeserializer deserializer, final FudgeMsg msg) {
final FudgeMsg submsg = msg.getMessage(TERMINAL_OUTPUT_SPECIFICATIONS_FIELD);
if (submsg == null) {
return Collections.emptyMap();
}
final Map<ValueSpecification, Set<ValueRequirement>> result =
Maps.newHashMapWithExpectedSize(submsg.getNumFields() / 2);
LinkedList<Object> overflow = null;
ValueSpecification key = null;
Set<ValueRequirement> value = null;
for (final FudgeField field : submsg) {
if (MAP_KEY.equals(field.getOrdinal())) {
final ValueSpecification fieldValue =
deserializer.fieldValueToObject(ValueSpecification.class, field);
if (key == null) {
if (value == null) {
key = fieldValue;
} else {
result.put(fieldValue, value);
if (overflow != null) {
value = overflow.isEmpty() ? null : (Set<ValueRequirement>) overflow.removeFirst();
} else {
value = null;
}
}
} else {
if (overflow == null) {
overflow = new LinkedList<Object>();
}
overflow.add(fieldValue);
}
} else if (MAP_VALUE.equals(field.getOrdinal())) {
final FudgeMsg submsg2 = (FudgeMsg) field.getValue();
final Set<ValueRequirement> fieldValue =
Sets.newHashSetWithExpectedSize(submsg2.getNumFields());
for (final FudgeField field2 : submsg2) {
fieldValue.add(deserializer.fieldValueToObject(ValueRequirement.class, field2));
}
if (value == null) {
if (key == null) {
value = fieldValue;
} else {
result.put(key, fieldValue);
if (overflow != null) {
key = overflow.isEmpty() ? null : (ValueSpecification) overflow.removeFirst();
} else {
key = null;
}
}
} else {
if (overflow == null) {
overflow = new LinkedList<Object>();
}
overflow.add(fieldValue);
}
}
}
return result;
}
