private static double GetValue(ValueRequirement req)
        {
            if (req.TargetSpecification.Type != ComputationTargetType.Primitive)
                throw new NotImplementedException();

            using (var remoteClient = Context.CreateFinancialClient())
            {
                var viewDefinition = new ViewDefinition(TestUtils.GetUniqueName());

                var viewCalculationConfiguration = new ViewCalculationConfiguration("Default", new List<ValueRequirement> { req }, new Dictionary<string, HashSet<Tuple<string, ValueProperties>>>());
                viewDefinition.CalculationConfigurationsByName.Add("Default", viewCalculationConfiguration);
                var uid = remoteClient.ViewDefinitionRepository.AddViewDefinition(new AddViewDefinitionRequest(viewDefinition));
                viewDefinition.UniqueID = uid;
                try
                {
                    using (var viewClient = Context.ViewProcessor.CreateClient())
                    {
                        var viewComputationResultModel = viewClient.GetResults(viewDefinition.UniqueID, ExecutionOptions.SingleCycle).First();
                        return (double)viewComputationResultModel["Default", req].Value;
                    }
                }
                finally
                {
                    remoteClient.ViewDefinitionRepository.RemoveViewDefinition(viewDefinition.Name);
                }
            }
        }
Ejemplo n.º 2
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 public ComputedValue this[string calculationConfiguration, ValueRequirement valueRequirement]
 {
     get
     {
         ComputedValue ret;
         if (!TryGetComputedValue(calculationConfiguration, valueRequirement, out ret))
         {
             throw new KeyNotFoundException();
         }
         return ret;
     }
 }
Ejemplo n.º 3
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 public ViewDefinition CreateViewDefinition(RemoteEngineContext context, ValueRequirement valueRequirement)
 {
     var viewDefinition = new ViewDefinition(TestUtils.GetUniqueName());
     viewDefinition.CalculationConfigurationsByName.Add("Default", new ViewCalculationConfiguration("Default", new List<ValueRequirement> { valueRequirement }, new Dictionary<string, HashSet<Tuple<string, ValueProperties>>>()));
     using (var remoteClient = context.CreateFinancialClient())
     {
         var uid = remoteClient.ViewDefinitionRepository.AddViewDefinition(new AddViewDefinitionRequest(viewDefinition));
         viewDefinition.UniqueID = uid;
     }
     _createdViews.Enqueue(Tuple.Create(context, viewDefinition.Name));
     return viewDefinition;
 }
Ejemplo n.º 4
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        public bool TryGetComputedValue(string calculationConfiguration, ValueRequirement valueRequirement, out ComputedValue result)
        {
            result = null;

            ViewCalculationResultModel model;
            if (!_configurationMap.TryGetValue(calculationConfiguration, out model))
            {
                return false;
            }

            ISet<ComputedValue> values;
            if (!model.TryGetAllValues(valueRequirement.TargetSpecification, out values))
            {
                return false;
            }

            var computedValues = values.Where(v => valueRequirement.IsSatisfiedBy(v.Specification));
            result = computedValues.FirstOrDefault();
            return result != null;
        }
        public void RemoveChangesResults()
        {
            var valueRequirement = new ValueRequirement("Market_Value", new ComputationTargetSpecification(ComputationTargetType.Primitive, BloombergUid));

            var defn = GetViewDefinition();
            using (var remoteClient = Context.ViewProcessor.CreateClient())
            {
                var liveDataOverrideInjector = remoteClient.LiveDataOverrideInjector;
                const double newValue = 1234.5678;

                ManualResetEvent mre = new ManualResetEvent(false);
                IViewComputationResultModel results = null;
                var listener = new EventViewResultListener();
                listener.CycleCompleted += delegate(object sender, CycleCompletedArgs e)
                {
                    results = e.FullResult;
                    mre.Set();
                };
                remoteClient.SetResultListener(listener);
                remoteClient.AttachToViewProcess(defn.UniqueID, ExecutionOptions.RealTime);
                liveDataOverrideInjector.AddValue(valueRequirement, newValue);
                liveDataOverrideInjector.RemoveValue(valueRequirement);

                mre.WaitOne();
                mre.Reset();

                var result = results.AllResults.Where(r => valueRequirement.IsSatisfiedBy(r.ComputedValue.Specification)).First();
                Assert.NotEqual(newValue, (double)result.ComputedValue.Value);
            }
        }
 public void RemoveValue(ValueRequirement valueRequirement)
 {
     ArgumentChecker.NotNull(valueRequirement, "valueRequirement");
     RemoveValue(new RemoveValueRequest { ValueRequirement = valueRequirement });
 }
 public void AddValue(ValueRequirement valueRequirement, object value)
 {
     ArgumentChecker.NotNull(valueRequirement, "valueRequirement");
     var addValueRequest = new AddValueRequest { Value = value, ValueRequirement = valueRequirement };
     AddValue(addValueRequest);
 }