public static void AssertSensibleValue(ICompiledViewDefinition viewDefin)
{
Assert.NotEmpty(viewDefin.MarketDataRequirements);
AssertSensibleValue(viewDefin.MarketDataRequirements);
if (viewDefin.Portfolio != null)
{
AssertSensibleValue(viewDefin.Portfolio);
}
Assert.NotNull(viewDefin.ViewDefinition);
AssertSensibleValue(viewDefin.ViewDefinition.CalculationConfigurationsByName);
foreach (var kvp in viewDefin.ViewDefinition.CalculationConfigurationsByName)
{
Assert.Equal(kvp.Key, kvp.Value.Name);
AssertSensibleValue(kvp.Value);
}
var l = viewDefin.ViewDefinition.CalculationConfigurationsByName.Keys;
var r = viewDefin.CompiledCalculationConfigurations.Keys;
Assert.True(new HashSet <string>(l).SetEquals(r));
foreach (var kvp in viewDefin.CompiledCalculationConfigurations)
{
Assert.Equal(kvp.Key, kvp.Value.Name);
AssertSensibleValue(kvp.Value);
}
Assert.Equal(default(DateTimeOffset) == viewDefin.EarliestValidity, viewDefin.LatestValidity == default(DateTimeOffset));
}
private static int CountMaxExpectedValues(ICompiledViewDefinition compiledDefinition)
{
var specifics = compiledDefinition.ViewDefinition.CalculationConfigurationsByName.Sum(kvp => kvp.Value.SpecificRequirements.Count());
int rows = CountRows(compiledDefinition.Portfolio);
var values = rows * compiledDefinition.ViewDefinition.CalculationConfigurationsByName.Sum(kvp => kvp.Value.PortfolioRequirementsBySecurityType.Sum(r => r.Value.Count));
return(specifics + values);
}
public ComputationResultsTables(ISecuritySource remoteSecuritySource, ICompiledViewDefinition compiledViewDefinition)
: base(remoteSecuritySource, compiledViewDefinition.Portfolio)
{
_viewDefinition = compiledViewDefinition.ViewDefinition;
_compiledViewDefinition = compiledViewDefinition;
_portfolioColumns = GetPortfolioColumns(_viewDefinition, _compiledViewDefinition).ToList();
_primitiveColumns = GetPrimitiveColumns(_viewDefinition, _compiledViewDefinition).ToList();
_primitiveRows = BuildPrimitiveRows().ToList();
}
public void ViewResultsMatchDefinition(ViewDefinition viewDefinition)
{
using (var remoteViewClient = Context.ViewProcessor.CreateClient())
{
ICompiledViewDefinition compiledViewDefinition = null;
IViewComputationResultModel viewComputationResultModel = null;
var resultsReady = new ManualResetEvent(false);
var listener = new EventViewResultListener();
listener.ViewDefinitionCompiled += delegate(object sender, ViewDefinitionCompiledArgs e)
{
compiledViewDefinition = e.CompiledViewDefinition;
};
listener.CycleCompleted += delegate(object sender, CycleCompletedArgs e)
{
viewComputationResultModel = e.FullResult;
resultsReady.Set();
};
remoteViewClient.SetResultListener(listener);
remoteViewClient.AttachToViewProcess(viewDefinition.UniqueID, ExecutionOptions.RealTime);
if (!resultsReady.WaitOne(TimeSpan.FromMinutes(2)))
{
throw new TimeoutException("Failed to get results for " + viewDefinition.Name + " client " + remoteViewClient.GetUniqueId());
}
Assert.NotNull(compiledViewDefinition);
foreach (var viewResultEntry in viewComputationResultModel.AllResults)
{
Assert.NotNull(viewResultEntry.ComputedValue.Value);
AssertDefinitionContains(viewDefinition, viewResultEntry);
}
var countActualValues = viewComputationResultModel.AllResults.Count();
var countMaxExpectedValues = CountMaxExpectedValues(compiledViewDefinition);
Console.Out.WriteLine("{0} {1} {2}", viewDefinition.Name, countActualValues, countMaxExpectedValues);
Assert.InRange(countActualValues, 1, countMaxExpectedValues);
}
}
private static int CountMaxExpectedValues(ICompiledViewDefinition compiledDefinition)
{
var specifics = compiledDefinition.ViewDefinition.CalculationConfigurationsByName.Sum(kvp => kvp.Value.SpecificRequirements.Count());
int rows = CountRows(compiledDefinition.Portfolio);
var values = rows * compiledDefinition.ViewDefinition.CalculationConfigurationsByName.Sum(kvp => kvp.Value.PortfolioRequirementsBySecurityType.Sum(r => r.Value.Count));
return specifics + values;
}
private static IEnumerable <ColumnHeader> GetPortfolioColumns(ViewDefinition viewDefinition, ICompiledViewDefinition compiledViewDefinition)
{
var columns = new HashSet <ColumnHeader>();
foreach (var configuration in viewDefinition.CalculationConfigurationsByName)
{
Dictionary <ValueSpecification, HashSet <ValueRequirement> > specs = compiledViewDefinition.CompiledCalculationConfigurations[configuration.Key].TerminalOutputSpecifications;
foreach (var secType in configuration.Value.PortfolioRequirementsBySecurityType)
{
foreach (var req in secType.Value)
{
if (Satisfies(specs, req))
{
columns.Add(new ColumnHeader(configuration.Key, req.Item1, req.Item2));
}
}
}
}
return(columns);
}
private static IEnumerable <ColumnHeader> GetPrimitiveColumns(ViewDefinition viewDefinition, ICompiledViewDefinition compiledViewDefinition)
{
var columns = new HashSet <ColumnHeader>();
foreach (var configuration in viewDefinition.CalculationConfigurationsByName)
{
Dictionary <ValueSpecification, HashSet <ValueRequirement> > specs = compiledViewDefinition.CompiledCalculationConfigurations[configuration.Key].TerminalOutputSpecifications;
foreach (var req in configuration.Value.SpecificRequirements.Where(r => r.TargetSpecification.Type == ComputationTargetType.Primitive))
{
//TODO less slow
if (Satisfies(specs, Tuple.Create(req.ValueName, req.Constraints)))
{
columns.Add(new ColumnHeader(configuration.Key, req.ValueName, req.Constraints));
}
}
}
return(columns);
}
public ViewDefinitionCompiledArgs(ICompiledViewDefinition compiledViewDefinition)
{
_compiledViewDefinition = compiledViewDefinition;
}
void IViewResultListener.ViewDefinitionCompiled(ICompiledViewDefinition compiledViewDefinition)
{
InvokeViewDefinitionCompiled(new ViewDefinitionCompiledArgs(compiledViewDefinition));
}
void IViewResultListener.ViewDefinitionCompiled(ICompiledViewDefinition compiledViewDefinition)
{
InvokeViewDefinitionCompiled(new ViewDefinitionCompiledArgs(compiledViewDefinition));
}
public ViewDefinitionCompiledArgs(ICompiledViewDefinition compiledViewDefinition)
{
_compiledViewDefinition = compiledViewDefinition;
}
