@Override
public Timestamp toNonNullValue(Instant value) {
final Timestamp timestamp = new Timestamp(value.toEpochMilli());
timestamp.setNanos(value.getNano());
return timestamp;
}
@Override
public Instant fromNonNullValue(Timestamp value) {
Instant instant = Instant.ofEpochMilli(value.getTime());
instant = instant.with(ChronoField.NANO_OF_SECOND, value.getNanos());
return instant;
}
@Override
public PortfolioDocument update(PortfolioDocument document) {
ArgumentChecker.notNull(document, "document");
ArgumentChecker.notNull(document.getUniqueId(), "document.uniqueId");
ArgumentChecker.notNull(document.getPortfolio(), "document.portfolio");
final UniqueId uniqueId = document.getUniqueId();
final Instant now = Instant.now();
final PortfolioDocument storedDocument = _store.get(uniqueId.getObjectId());
if (storedDocument == null) {
throw new DataNotFoundException("Portfolio not found: " + uniqueId);
}
final PortfolioDocument clonedDoc = clonePortfolioDocument(document);
removeNodes(storedDocument.getPortfolio().getRootNode());
setVersionTimes(document, clonedDoc, now, null, now, null);
if (_store.replace(uniqueId.getObjectId(), storedDocument, clonedDoc) == false) {
throw new IllegalArgumentException("Concurrent modification");
}
storeNodes(
clonedDoc.getPortfolio().getRootNode(),
document.getPortfolio().getRootNode(),
uniqueId,
null);
_changeManager.entityChanged(
ChangeType.CHANGED,
document.getObjectId(),
document.getVersionFromInstant(),
document.getVersionToInstant(),
now);
updateCaches(storedDocument, clonedDoc);
return document;
}
@Override
public PortfolioDocument add(PortfolioDocument document) {
ArgumentChecker.notNull(document, "document");
ArgumentChecker.notNull(document.getPortfolio(), "document.portfolio");
final ObjectId objectId = _objectIdSupplier.get();
final UniqueId uniqueId = objectId.atVersion("");
final Instant now = Instant.now();
final PortfolioDocument clonedDoc = clonePortfolioDocument(document);
setDocumentId(document, clonedDoc, uniqueId);
setVersionTimes(document, clonedDoc, now, null, now, null);
_store.put(objectId, clonedDoc);
storeNodes(
clonedDoc.getPortfolio().getRootNode(),
document.getPortfolio().getRootNode(),
uniqueId,
null);
_changeManager.entityChanged(
ChangeType.ADDED,
objectId,
document.getVersionFromInstant(),
document.getVersionToInstant(),
now);
updateCaches(null, clonedDoc);
return document;
}
/**
* Sets the function initialization identifier.
*
* @param id the identifier to bind
*/
public void setFunctionInitId(final long id) {
put(FUNCTION_INIT_ID_NAME, id);
// TODO: Note that the behaviour below is closely coupled to the implementation of
// initialization identifiers in CompiledFunctionService
final Instant instant = Instant.ofEpochMilli(id);
put(FUNCTION_INIT_TIMESTAMP_NAME, VersionCorrection.of(instant, instant));
}
@BeforeClass
public void setUpClass() {
ImmutableMap<Class<?>, Object> components = generateComponents();
VersionCorrectionProvider vcProvider = new FixedInstantVersionCorrectionProvider(Instant.now());
ServiceContext serviceContext =
ServiceContext.of(components).with(VersionCorrectionProvider.class, vcProvider);
ThreadLocalServiceContext.init(serviceContext);
ComponentMap componentMap = ComponentMap.of(components);
MarketDataSource marketDataSource =
InterestRateMockSources.createMarketDataSource(MARKET_DATA_DATE, true);
TestMarketDataFactory marketDataFactory = new TestMarketDataFactory(marketDataSource);
ConfigLink<CurrencyMatrix> currencyMatrixLink =
ConfigLink.resolved(componentMap.getComponent(CurrencyMatrix.class));
List<MarketDataBuilder> builders =
MarketDataBuilders.standard(componentMap, "dataSource", currencyMatrixLink);
MarketDataEnvironmentFactory environmentFactory =
new MarketDataEnvironmentFactory(marketDataFactory, builders);
_functionRunner = new FunctionRunner(environmentFactory);
_normalIRFutureOptionFn =
FunctionModel.build(IRFutureOptionFn.class, normalConfig(), componentMap);
_blackIRFutureOptionFn =
FunctionModel.build(IRFutureOptionFn.class, blackConfig(), componentMap);
}
@Override
public void remove(ObjectIdentifiable objectIdentifiable) {
ArgumentChecker.notNull(objectIdentifiable, "objectIdentifiable");
PortfolioDocument storedDocument = _store.remove(objectIdentifiable.getObjectId());
if (storedDocument == null) {
throw new DataNotFoundException("Portfolio not found " + objectIdentifiable);
}
removeNodes(storedDocument.getPortfolio().getRootNode());
_changeManager.entityChanged(
ChangeType.REMOVED, objectIdentifiable.getObjectId(), null, null, Instant.now());
updateCaches(storedDocument, null);
}
@Test
public void masterSubscription() throws IOException, JSONException {
String clientId = _webPushTestUtils.handshake();
String restUrl = "/jax/test/positions";
// this REST request should set up a subscription for any changes in the position master
_webPushTestUtils.readFromPath(restUrl, clientId);
// send a change event
UniqueId uid = UniqueId.of("Tst", "101");
_positionChangeManager.entityChanged(
ChangeType.CHANGED, uid.getObjectId(), null, null, Instant.now());
// connect to the long-polling URL to receive notification of the change
String json = _webPushTestUtils.readFromPath("/updates/" + clientId);
WebPushTestUtils.checkJsonResults(json, restUrl);
}
/** Test {@link MasterExchangeSource}. */
@Test(groups = TestGroup.UNIT)
public class MasterExchangeSourceTest {
private static final ObjectId OID = ObjectId.of("A", "B");
private static final UniqueId UID = UniqueId.of("A", "B", "V");
private static final ExternalId ID = ExternalId.of("C", "D");
private static final ExternalIdBundle BUNDLE = ExternalIdBundle.of(ID);
private static final Instant NOW = Instant.now();
private static final VersionCorrection VC =
VersionCorrection.of(NOW.minusSeconds(2), NOW.minusSeconds(1));
@Test(expectedExceptions = IllegalArgumentException.class)
public void test_constructor_1arg_nullMaster() throws Exception {
new MasterExchangeSource(null);
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void test_constructor_2arg_nullMaster() throws Exception {
new MasterExchangeSource(null, null);
}
// -------------------------------------------------------------------------
public void test_getExchange_UniqueId_noOverride_found() throws Exception {
ExchangeMaster mock = mock(ExchangeMaster.class);
ExchangeDocument doc = new ExchangeDocument(example());
when(mock.get(UID)).thenReturn(doc);
MasterExchangeSource test = new MasterExchangeSource(mock);
Exchange testResult = test.get(UID);
verify(mock, times(1)).get(UID);
assertEquals(example(), testResult);
}
public void test_getExchange_UniqueId_found() throws Exception {
ExchangeMaster mock = mock(ExchangeMaster.class);
ExchangeDocument doc = new ExchangeDocument(example());
when(mock.get(OID, VC)).thenReturn(doc);
MasterExchangeSource test = new MasterExchangeSource(mock, VC);
Exchange testResult = test.get(UID);
verify(mock, times(1)).get(OID, VC);
assertEquals(example(), testResult);
}
@Test(expectedExceptions = DataNotFoundException.class)
public void test_getExchange_UniqueId_notFound() throws Exception {
ExchangeMaster mock = mock(ExchangeMaster.class);
when(mock.get(OID, VC)).thenThrow(new DataNotFoundException(""));
MasterExchangeSource test = new MasterExchangeSource(mock, VC);
try {
test.get(UID);
} finally {
verify(mock, times(1)).get(OID, VC);
}
}
// -------------------------------------------------------------------------
public void test_getExchange_ObjectId_found() throws Exception {
ExchangeMaster mock = mock(ExchangeMaster.class);
ExchangeDocument doc = new ExchangeDocument(example());
when(mock.get(OID, VC)).thenReturn(doc);
MasterExchangeSource test = new MasterExchangeSource(mock, VC);
Exchange testResult = test.get(OID, VC);
verify(mock, times(1)).get(OID, VC);
assertEquals(example(), testResult);
}
@Test(expectedExceptions = DataNotFoundException.class)
public void test_getExchange_ObjectId_notFound() throws Exception {
ExchangeMaster mock = mock(ExchangeMaster.class);
when(mock.get(OID, VC)).thenThrow(new DataNotFoundException(""));
MasterExchangeSource test = new MasterExchangeSource(mock, VC);
try {
test.get(OID, VC);
} finally {
verify(mock, times(1)).get(OID, VC);
}
}
// -------------------------------------------------------------------------
public void test_getSingleExchange_ExternalId_found() throws Exception {
ExchangeMaster mock = mock(ExchangeMaster.class);
ExchangeSearchRequest request = new ExchangeSearchRequest(ID);
request.setPagingRequest(PagingRequest.ONE);
request.setPagingRequest(PagingRequest.ONE);
request.setVersionCorrection(VC);
ExchangeSearchResult result = new ExchangeSearchResult();
result.getDocuments().add(new ExchangeDocument(example()));
when(mock.search(request)).thenReturn(result);
MasterExchangeSource test = new MasterExchangeSource(mock, VC);
Exchange testResult = test.getSingle(ID);
verify(mock, times(1)).search(request);
assertEquals(example(), testResult);
}
public void test_getSingleExchange_ExternalId_notFound() throws Exception {
ExchangeMaster mock = mock(ExchangeMaster.class);
ExchangeSearchRequest request = new ExchangeSearchRequest(ID);
request.setPagingRequest(PagingRequest.ONE);
request.setPagingRequest(PagingRequest.ONE);
request.setVersionCorrection(VC);
ExchangeSearchResult result = new ExchangeSearchResult();
when(mock.search(request)).thenReturn(result);
MasterExchangeSource test = new MasterExchangeSource(mock, VC);
Exchange testResult = test.getSingle(ID);
verify(mock, times(1)).search(request);
assertEquals(null, testResult);
}
// -------------------------------------------------------------------------
public void test_getSingleExchange_ExternalIdBundle_found() throws Exception {
ExchangeMaster mock = mock(ExchangeMaster.class);
ExchangeSearchRequest request = new ExchangeSearchRequest(BUNDLE);
request.setPagingRequest(PagingRequest.ONE);
request.setVersionCorrection(VC);
ExchangeSearchResult result = new ExchangeSearchResult();
result.getDocuments().add(new ExchangeDocument(example()));
when(mock.search(request)).thenReturn(result);
MasterExchangeSource test = new MasterExchangeSource(mock, VC);
Exchange testResult = test.getSingle(BUNDLE);
verify(mock, times(1)).search(request);
assertEquals(example(), testResult);
}
// -------------------------------------------------------------------------
protected ManageableExchange example() {
ManageableExchange exchange = new ManageableExchange();
exchange.setUniqueId(UID);
exchange.setName("NYSE");
exchange.setRegionIdBundle(ExternalIdBundle.of(ExternalSchemes.countryRegionId(Country.US)));
return exchange;
}
}
@Override
public String toNonNullValue(Instant value) {
return value.toString();
}
@Override
public Instant fromNonNullValue(String s) {
return Instant.parse(s);
}
protected ZonedDateTime convertJavaDate(Date d) {
return ZonedDateTime.ofInstant(Instant.ofEpochMilli(d.getTime()), ZoneId.systemDefault());
}
