/**
* Fully resolves the portfolio structure for a view. A fully resolved structure has resolved
* {@link Security} objects for each {@link Position} within the portfolio. Note however that any
* underlying or related data referenced by a security will not be resolved at this stage.
*
* @param compilationContext the compilation context containing the view being compiled, not null
* @param versionCorrection the version-correction at which the portfolio is required, not null
*/
private static Portfolio getPortfolio(
ViewCompilationContext compilationContext, VersionCorrection versionCorrection) {
ObjectId portfolioOid = compilationContext.getViewDefinition().getPortfolioOid();
if (portfolioOid == null) {
throw new OpenGammaRuntimeException(
"The view definition '"
+ compilationContext.getViewDefinition().getName()
+ "' contains required portfolio outputs, but it does not reference a portfolio.");
}
PositionSource positionSource = compilationContext.getServices().getPositionSource();
if (positionSource == null) {
throw new OpenGammaRuntimeException(
"The view definition '"
+ compilationContext.getViewDefinition().getName()
+ "' contains required portfolio outputs, but the compiler does not have access to a position source.");
}
Portfolio portfolio = positionSource.getPortfolio(portfolioOid, versionCorrection);
if (portfolio == null) {
throw new OpenGammaRuntimeException(
"Unable to resolve portfolio '"
+ portfolioOid
+ "' in position source '"
+ positionSource
+ "' used by view definition '"
+ compilationContext.getViewDefinition().getName()
+ "'");
}
Portfolio cloned = new SimplePortfolio(portfolio);
return resolveSecurities(compilationContext, cloned, versionCorrection);
}
/**
* Adds portfolio targets to the dependency graphs as required, and fully resolves the portfolio
* structure.
*
* @param compilationContext the context of the view definition compilation
* @param versionCorrection the version-correction at which to operate, not null
* @param forcePortfolioResolution {@code true} if there are external portfolio targets, false
* otherwise
* @return the fully-resolved portfolio structure if any portfolio targets were required, null
* otherwise.
*/
protected static Portfolio execute(
ViewCompilationContext compilationContext,
VersionCorrection versionCorrection,
boolean forcePortfolioResolution) {
// Everything we do here is geared towards the avoidance of resolution (of portfolios,
// positions, securities)
// wherever possible, to prevent needless dependencies (on a position master, security master)
// when a view never
// really has them.
if (!isPortfolioOutputEnabled(compilationContext.getViewDefinition())) {
// Doesn't even matter if the portfolio can't be resolved - we're not outputting anything at
// the portfolio level
// (which might be because the user knows the portfolio can't be resolved right now) so there
// are no portfolio
// targets to add to the dependency graph.
return null;
}
Portfolio portfolio =
forcePortfolioResolution ? getPortfolio(compilationContext, versionCorrection) : null;
for (ViewCalculationConfiguration calcConfig :
compilationContext.getViewDefinition().getAllCalculationConfigurations()) {
if (calcConfig.getAllPortfolioRequirements().size() == 0) {
// No portfolio requirements for this calculation configuration - avoid further processing.
continue;
}
// Actually need the portfolio now
if (portfolio == null) {
portfolio = getPortfolio(compilationContext, versionCorrection);
}
DependencyGraphBuilder builder = compilationContext.getBuilders().get(calcConfig.getName());
// Cache PortfolioNode, Trade and Position entities
CachingComputationTargetResolver resolver =
compilationContext.getServices().getComputationTargetResolver();
resolver.cachePortfolioNodeHierarchy(portfolio.getRootNode());
cacheTradesPositionsAndSecurities(resolver, portfolio.getRootNode());
// Add portfolio requirements to the dependency graph
PortfolioCompilerTraversalCallback traversalCallback =
new PortfolioCompilerTraversalCallback(builder, calcConfig);
PortfolioNodeTraverser.depthFirst(traversalCallback).traverse(portfolio.getRootNode());
}
return portfolio;
}
