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);
}
}
}
public void CanGetAllKindsOfValues(ViewDefinition defn)
{
WithViewCycle(
delegate(ViewDefinitionCompiledArgs compiled, IViewCycle cycle, RemoteViewClient client)
{
var compiledViewDefinition = cycle.GetCompiledViewDefinition();
foreach (var kvp in compiledViewDefinition.ViewDefinition.CalculationConfigurationsByName)
{
var viewCalculationConfiguration = kvp.Key;
var dependencyGraphExplorer =
compiledViewDefinition.GetDependencyGraphExplorer(viewCalculationConfiguration);
Assert.NotNull(dependencyGraphExplorer);
var wholeGraph = dependencyGraphExplorer.GetWholeGraph();
var distinctKindsOfSpec = wholeGraph.DependencyNodes.SelectMany(n => n.OutputValues)
.ToLookup(s => s.ValueName).Select(g => g.First());
var specs = new HashSet<ValueSpecification>(distinctKindsOfSpec);
if (! specs.Any())
{
continue;
}
var computationCacheResponse = cycle.QueryComputationCaches(new ComputationCacheQuery(viewCalculationConfiguration, specs));
Assert.InRange(computationCacheResponse.Results.Count, 0, specs.Count());
foreach (var result in computationCacheResponse.Results)
{
Assert.Contains(result.First, specs);
Assert.NotNull(result.Second);
ValueAssertions.AssertSensibleValue(result.Second);
}
}
}, defn.Name);
}
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;
}
public void CanAttach(ViewDefinition vd)
{
using (var remoteViewClient = Context.ViewProcessor.CreateClient())
{
Assert.False(remoteViewClient.IsAttached);
remoteViewClient.AttachToViewProcess(vd.UniqueID, ExecutionOptions.RealTime);
Assert.True(remoteViewClient.IsAttached);
remoteViewClient.DetachFromViewProcess();
Assert.False(remoteViewClient.IsAttached);
}
Thread.Sleep(TimeSpan.FromSeconds(10)); //[PLAT-1904] Try and wait for the compile to finish
}
public void CanGetOutputs(ViewDefinition defn)
{
UniqueId portfolio = defn.PortfolioIdentifier;
if (portfolio == null)
{
return;
}
var remoteAvailableOutputs = Context.RemoteAvailableOutputs;
remoteAvailableOutputs.MaxNodes = 2;
remoteAvailableOutputs.MaxPositions = 2;
var availableOutputs = remoteAvailableOutputs.GetPortfolioOutputs(portfolio);
Assert.NotNull(availableOutputs);
foreach (var securityType in availableOutputs.SecurityTypes)
{
ICollection<AvailableOutput> positionOutputs = availableOutputs.GetPositionOutputs(securityType);
Assert.NotEmpty(positionOutputs);
foreach (var availableOutput in positionOutputs)
{
Assert.Null(availableOutput.PortfolioNodeProperties);
Assert.True(new[] {securityType}.SequenceEqual(availableOutput.PositionProperties.Keys));
ValueProperties positionProperty = availableOutput.PositionProperties[securityType];
Assert.NotNull(positionProperty);
Assert.NotNull(positionProperty.GetValues("Function"));
}
}
ICollection<AvailableOutput> portfolioNodeOutputs = availableOutputs.GetPortfolioNodeOutputs();
Assert.NotNull(portfolioNodeOutputs);
foreach (var availableOutput in portfolioNodeOutputs)
{
Assert.Empty(availableOutput.PositionProperties);
ValueProperties properties = availableOutput.PortfolioNodeProperties;
Assert.NotNull(properties);
Assert.NotNull(properties.GetValues("Function"));
}
}
public void CanGetIsLiveComputationRunning(ViewDefinition definition)
{
using (var remoteViewClient = Context.ViewProcessor.CreateClient())
{
Assert.Equal(ViewClientState.Started, remoteViewClient.GetState());
remoteViewClient.Pause();
Assert.Equal(ViewClientState.Paused, remoteViewClient.GetState());
remoteViewClient.Resume();
Assert.Equal(ViewClientState.Started, remoteViewClient.GetState());
}
}
public void CanGetCompilationResults(ViewDefinition definition)
{
using (var remoteViewClient = Context.ViewProcessor.CreateClient())
{
var compilationResult = new BlockingCollection<object>();
var eventViewResultListener = new EventViewResultListener();
eventViewResultListener.ViewDefinitionCompiled +=
(sender, e) => compilationResult.Add(e.CompiledViewDefinition);
eventViewResultListener.ViewDefinitionCompilationFailed +=
(sender, e) => compilationResult.Add(e.Exception);
remoteViewClient.SetResultListener(eventViewResultListener);
remoteViewClient.AttachToViewProcess(definition.UniqueID, ExecutionOptions.GetCompileOnly());
var result = compilationResult.Take();
Assert.IsNotType(typeof(Exception), result);
Debug.WriteLine(definition.UniqueID);
Assert.IsAssignableFrom(typeof(ICompiledViewDefinition), result);
var viewDefin = (ICompiledViewDefinition)result;
ValueAssertions.AssertSensibleValue(viewDefin);
}
}
public MarketDataSnapshotProcessor CreateFromViewDefinition(ViewDefinition definition, CancellationToken ct = default(CancellationToken))
{
return MarketDataSnapshotProcessor.Create(_remoteEngineContext, definition, ct);
}
public void CanGetUSDVolatilityCube(string currencyName)
{
const string cubeName = "BLOOMBERG";
var valueProperties = ValueProperties.Create(new Dictionary<string, ISet<string>> { { "Cube", new HashSet<string> { cubeName } } }, new HashSet<string>());
var viewCalculationConfiguration = new ViewCalculationConfiguration("Default",
new[]
{
new ValueRequirement("VolatilityCubeMarketData", new ComputationTargetSpecification(ComputationTargetType.Primitive, Currency.Create(currencyName).UniqueId), valueProperties)
}, new Dictionary<string, HashSet<Tuple<string, ValueProperties>>>());
var vdName = string.Join("-", TestUtils.GetUniqueName(), cubeName, currencyName);
var defn = new ViewDefinition(vdName, new ResultModelDefinition(ResultOutputMode.TerminalOutputs),
calculationConfigurationsByName:
new Dictionary<string, ViewCalculationConfiguration> {{"Default", viewCalculationConfiguration}}, maxFullCalcPeriod:TimeSpan.FromSeconds(1));
using (var remoteClient = Context.CreateFinancialClient())
{
var uid = remoteClient.ViewDefinitionRepository.AddViewDefinition(new AddViewDefinitionRequest(defn));
defn.UniqueID = uid;
try
{
using (var remoteViewClient = Context.ViewProcessor.CreateClient())
{
var viewComputationResultModels = remoteViewClient.GetResults(defn.UniqueID, new ExecutionOptions(new InfiniteViewCycleExecutionSequence(), ViewExecutionFlags.AwaitMarketData | ViewExecutionFlags.TriggersEnabled, null, new ViewCycleExecutionOptions(default(DateTimeOffset), new LiveMarketDataSpecification())));
int i = 0;
foreach (var viewComputationResultModel in viewComputationResultModels)
{
if (viewComputationResultModel.AllLiveData.Any())
{
var liveDataCount = viewComputationResultModel.AllLiveData.Count();
if (liveDataCount > 10 && liveDataCount == i)
{
var volatilityCubeData = (VolatilityCubeData) viewComputationResultModel.AllResults.Single().ComputedValue.Value;
Assert.InRange(volatilityCubeData.DataPoints.Count, 1, int.MaxValue);
Assert.InRange(volatilityCubeData.Strikes.Count, 1, int.MaxValue);
Assert.Empty(volatilityCubeData.OtherData.DataPoints);
var actual = volatilityCubeData.DataPoints.Count + volatilityCubeData.OtherData.DataPoints.Count + volatilityCubeData.Strikes.Count;
Assert.InRange(actual, liveDataCount * 0.5, liveDataCount); //Allow 50% for PLAT-1383
var pays = volatilityCubeData.DataPoints.Where(k => k.Key.RelativeStrike < 0);
var recvs = volatilityCubeData.DataPoints.Where(k => k.Key.RelativeStrike > 0);
Assert.NotEmpty(pays);
Assert.NotEmpty(volatilityCubeData.DataPoints.Where(k => k.Key.RelativeStrike == 0));
Assert.NotEmpty(recvs);
foreach (var dataPoint in volatilityCubeData.DataPoints.Keys)
{
var strike = volatilityCubeData.Strikes[GetStrikeKey(dataPoint)];
Assert.True(strike > 0.0);
}
break;
}
i = liveDataCount;
}
}
}
}
finally
{
remoteClient.ViewDefinitionRepository.RemoveViewDefinition(defn.Name);
}
}
}
private static void SetTemporaryName(ViewDefinition viewDefinition)
{
viewDefinition.Name = string.Format("{0}-RoundTripped-{1}", viewDefinition.Name, TestUtils.GetUniqueName());
viewDefinition.UniqueID = null;
}
public void CanCreateFromView(ViewDefinition viewDefinition)
{
var snapshotManager = Context.MarketDataSnapshotManager;
using (var proc = snapshotManager.CreateFromViewDefinition(viewDefinition))
{
var manageableMarketDataSnapshot = proc.Snapshot;
Assert.Null(manageableMarketDataSnapshot.Name);
Assert.Null(manageableMarketDataSnapshot.UniqueId);
Assert.True(manageableMarketDataSnapshot.Values.Any() || manageableMarketDataSnapshot.YieldCurves.Any(c => c.Value.Values.Values.Any()) || manageableMarketDataSnapshot.VolatilityCubes.Any(v => v.Value.Values.Any()));
foreach (var valueSnapshot in manageableMarketDataSnapshot.Values)
{
foreach (var snapshot in valueSnapshot.Value)
{
ValueAssertions.AssertSensibleValue(snapshot.Value.MarketValue);
Assert.Null(snapshot.Value.OverrideValue);
}
}
if (viewDefinition.Name != "GlobeOp Bond View Implied" /* LAP-38 */ && viewDefinition.Name != "Simple Cash Test View 2" /* LAP-82 */)
{
Assert.InRange(manageableMarketDataSnapshot.YieldCurves.Count, ExpectedYieldCurves(viewDefinition), int.MaxValue);
}
if (viewDefinition.Name == "Equity Option Test View 1")
{
Assert.Equal(2, manageableMarketDataSnapshot.YieldCurves.Count);
var yieldCurveSnapshot = manageableMarketDataSnapshot.YieldCurves.First();
Assert.NotNull(yieldCurveSnapshot);
Assert.NotEmpty(yieldCurveSnapshot.Value.Values.Values);
}
foreach (var curve in manageableMarketDataSnapshot.YieldCurves.Values)
{
AssertSaneValue(curve);
Assert.True(curve.Values.Values.Keys.Any(s => ! manageableMarketDataSnapshot.GlobalValues.Values.ContainsKey(s))); //LAP-37
}
foreach (var cube in manageableMarketDataSnapshot.VolatilityCubes.Values)
{
Assert.True(cube.Values.Any(v => v.Value.MarketValue == null));
}
}
}
public UpdateViewDefinitionRequest(string name, ViewDefinition viewDefinition)
{
_name = name;
_viewDefinition = viewDefinition;
}
public void ViewResultsHaveSaneValues(ViewDefinition definition)
{
var viewComputationResultModel = GetOneResultCache.Get(definition.UniqueID);
foreach (var viewResultEntry in viewComputationResultModel.AllResults)
{
ValueAssertions.AssertSensibleValue(viewResultEntry.ComputedValue.Value);
}
}
public void NumberOfResultsIsConsistent(ViewDefinition viewDefinition)
{
using (var remoteViewClient = Context.ViewProcessor.CreateClient())
{
var options = new ExecutionOptions(new InfiniteViewCycleExecutionSequence(), ViewExecutionFlags.TriggersEnabled | ViewExecutionFlags.AwaitMarketData, defaultExecutionOptions:new ViewCycleExecutionOptions(default(DateTimeOffset), new LiveMarketDataSpecification()));
var resultsEnum = remoteViewClient.GetResults(viewDefinition.UniqueID, options);
var results = resultsEnum.Take(3).ToList();
AssertNumberOfResultsIsConsistentOnRecompile(results);
}
}
public void UberView()
{
var defn = Context.ViewProcessor.ViewDefinitionRepository.GetViewDefinition("Mixed Instrument VaR View");
UniqueId portfolio = defn.PortfolioIdentifier;
var remoteAvailableOutputs = Context.RemoteAvailableOutputs;
remoteAvailableOutputs.MaxNodes = 2;
remoteAvailableOutputs.MaxPositions = 2;
var availableOutputs = remoteAvailableOutputs.GetPortfolioOutputs(portfolio);
Assert.NotNull(availableOutputs);
var valueNames = availableOutputs.SecurityTypes.ToDictionary(s => s, s => availableOutputs.GetPositionOutputs(s).Select(a => a.ValueName));
foreach (var securityType in availableOutputs.SecurityTypes)
{
ICollection<AvailableOutput> positionOutputs = availableOutputs.GetPositionOutputs(securityType);
foreach (var availableOutput in positionOutputs)
{
Assert.Null(availableOutput.PortfolioNodeProperties);
Assert.True(new[] { securityType }.SequenceEqual(availableOutput.PositionProperties.Keys));
ValueProperties positionProperty = availableOutput.PositionProperties[securityType];
Assert.NotNull(positionProperty);
Assert.NotNull(positionProperty.GetValues("Function"));
}
}
var viewCalculationConfiguration = GetDefaultCalculations(valueNames);
var newDefn = new ViewDefinition(TestUtils.GetUniqueName(), portfolioIdentifier: portfolio, defaultCurrency: defn.DefaultCurrency, calculationConfigurationsByName: new Dictionary<string, ViewCalculationConfiguration> { { "Default", viewCalculationConfiguration } });
using (var remoteClient = Context.CreateFinancialClient())
{
remoteClient.ViewDefinitionRepository.AddViewDefinition(new AddViewDefinitionRequest(newDefn));
RemoteViewCycleTests.WithViewCycle(delegate(ViewDefinitionCompiledArgs comp, IViewCycle cycle, RemoteViewClient client)
{
var allLiveData = cycle.GetResultModel().AllLiveData;
var dependencyGraphExplorer = cycle.GetCompiledViewDefinition().GetDependencyGraphExplorer("Default");
var dependencyGraph = dependencyGraphExplorer.GetWholeGraph();
var dependencyNodes = dependencyGraph.DependencyNodes;
var valueSpecifications = dependencyNodes.SelectMany(n => n.OutputValues).ToLookup(s => s).Select(g => g.Key).ToList();
Assert.NotEmpty(valueSpecifications);
var first = cycle.QueryComputationCaches(new ComputationCacheQuery("Default", valueSpecifications));
Assert.InRange(allLiveData.Count(), 1, valueSpecifications.Count);
Assert.InRange(first.Results.Count, allLiveData.Count() + 1, valueSpecifications.Count);
}, defn.Name);
}
}
private static int ExpectedYieldCurves(ViewDefinition viewDefinition)
{
var yieldCurvesPerConfiguration = viewDefinition.CalculationConfigurationsByName.Select(
c => c.Value.SpecificRequirements.Where(r => r.ValueName.Contains("YieldCurve") && r.ValueName != ValueRequirementNames.YieldCurveJacobian).Count());
return
yieldCurvesPerConfiguration.Distinct().Max();
}
public void NumberOfResultsIsConsistent(ViewDefinition defn)
{
const int cyclesCount = 5;
using (var remoteViewClient = Context.ViewProcessor.CreateClient())
using (var mre = new ManualResetEvent(false))
{
var cycles = new BlockingCollection<IEngineResourceReference<IViewCycle>>();
var listener = new EventViewResultListener();
listener.ProcessCompleted += delegate { mre.Set(); };
listener.ViewDefinitionCompilationFailed += delegate { mre.Set(); };
listener.CycleExecutionFailed += delegate { mre.Set(); };
listener.CycleCompleted += (sender, e) =>
{
cycles.Add(remoteViewClient.CreateCycleReference(e.FullResult.ViewCycleId));
remoteViewClient.TriggerCycle();
};
remoteViewClient.SetResultListener(listener);
remoteViewClient.SetViewCycleAccessSupported(true);
var sequence = ArbitraryViewCycleExecutionSequence.Create(Enumerable.Range(0, cyclesCount).Select(i => DateTimeOffset.Now + TimeSpan.FromHours(i)));
var options = new ExecutionOptions(sequence, ViewExecutionFlags.TriggersEnabled | ViewExecutionFlags.AwaitMarketData, null, new ViewCycleExecutionOptions(default(DateTimeOffset), ExecutionOptions.GetDefaultMarketDataSpec()));
remoteViewClient.AttachToViewProcess(defn.UniqueID, options);
TimeSpan timeout = TimeSpan.FromMinutes(5);
if (! mre.WaitOne(timeout))
{
throw new TimeoutException(string.Format("Failed to get result in {0}", timeout));
}
Assert.Equal(cyclesCount, cycles.Count);
var specs = cycles.Select(GetAllSpecs).ToList();
var inconsistent = specs.Zip(specs.Skip(1), Tuple.Create).SelectMany(
t =>
{
var diff = new HashSet<Tuple<string, ValueSpecification>>(t.Item1);
diff.SymmetricExceptWith(t.Item2);
return diff;
}).Distinct();
if (inconsistent.Any())
{
var counts = string.Join(",", specs.Select(c => c.Count.ToString()));
var inconsistentStrings = specs.Select(s => string.Join(",", s.Where(x => inconsistent.Contains(x)).Select(x => x.ToString())));
string inconsistentString = string.Join(Environment.NewLine, inconsistentStrings);
throw new Exception(string.Format("Inconsistent number of results for {0} {1}: {2}", defn.Name, counts, inconsistentString));
}
}
}
public void CanGetAllTerminalValues(ViewDefinition defn)
{
WithViewCycle(
delegate(ViewDefinitionCompiledArgs compiled, IViewCycle cycle, RemoteViewClient client)
{
var compiledViewDefinition = cycle.GetCompiledViewDefinition();
var viewComputationResultModel = cycle.GetResultModel();
foreach (var kvp in compiledViewDefinition.ViewDefinition.CalculationConfigurationsByName)
{
var viewCalculationConfiguration = kvp.Key;
var results = viewComputationResultModel.AllResults.Where(r => r.CalculationConfiguration == viewCalculationConfiguration).ToDictionary(r => r.ComputedValue.Specification, r => r.ComputedValue.Value);
var specs = results.Select(r => r.Key).ToList();
var computationCacheResponse = cycle.QueryComputationCaches(new ComputationCacheQuery(viewCalculationConfiguration, specs));
Assert.Equal(specs.Count(), computationCacheResponse.Results.Count);
foreach (var result in computationCacheResponse.Results)
{
Assert.Contains(result.First, specs);
var expected = results[result.First];
Assert.Equal(expected.GetType(), result.Second.GetType());
if (expected is double)
{
Assert.Equal(expected, result.Second);
}
}
}
}, defn.Name);
}
public void CanGetManyResults(ViewDefinition viewDefinition)
{
using (var remoteViewClient = Context.ViewProcessor.CreateClient())
{
var options = ExecutionOptions.RealTime;
var resultsEnum = remoteViewClient.GetResults(viewDefinition.UniqueID, options);
var results = resultsEnum.Take(5).ToList();
Assert.True(results.All(r => r != null));
}
}
private static void AssertDefinitionContains(ViewDefinition viewDefinition, ViewResultEntry viewResultEntry)
{
var configuration = viewDefinition.CalculationConfigurationsByName[viewResultEntry.CalculationConfiguration];
var valueSpecification = viewResultEntry.ComputedValue.Specification;
foreach (var req in configuration.SpecificRequirements)
{
bool matches = (req.TargetSpecification.Uid ==
valueSpecification.TargetSpecification.Uid
&& req.TargetSpecification.Type == valueSpecification.TargetSpecification.Type
&& req.ValueName == valueSpecification.ValueName)
&& req.Constraints.IsSatisfiedBy(valueSpecification.Properties);
if (matches)
return;
}
var reqsByType = configuration.PortfolioRequirementsBySecurityType;
if (!reqsByType.Any(r => r.Value.Any(t => t.Item1 == valueSpecification.ValueName)))
{
Assert.True(false,
string.Format("Unmatched requirement {0},{1},{2} on {3}", valueSpecification.ValueName,
valueSpecification.TargetSpecification.Type,
valueSpecification.TargetSpecification.Uid, viewDefinition.Name));
}
}
public void CanStartAndGetAResultOrCompilationFailure(ViewDefinition definition)
{
try
{
Assert.NotNull(GetOneResultCache.Get(definition.UniqueID));
}
catch (Exception ex)
{
//Compilation failure is allowed, we will check that some views run elsewhere
Assert.Contains("ViewDefinitionCompilationFailedArgs", ex.Message);
}
}
internal static MarketDataSnapshotProcessor Create(RemoteEngineContext context, ViewDefinition definition, CancellationToken ct)
{
using (var liveDataStream = new LiveDataStream(definition.Name, context))
{
ManageableMarketDataSnapshot snapshot = liveDataStream.GetNewSnapshotForUpdate(ct);
//NOTE: we could consider reusing the LiveDataStream, but server side will share the processer
return new MarketDataSnapshotProcessor(context, snapshot);
}
}
public void NumberOfResultsIsConsistentOnRecompile(ViewDefinition viewDefinition)
{
var results = new List<IViewComputationResultModel>();
var viewProcess = new HashSet<UniqueId>();
for (int i = 0; i < 10; i++)
{
using (var remoteViewClient = Context.ViewProcessor.CreateClient())
{
var options = ExecutionOptions.SingleCycle;
var resultsEnum = remoteViewClient.GetResults(viewDefinition.UniqueID, options, true);
var result = resultsEnum.Take(1).ToList().Single();
if (!viewProcess.Add(result.ViewProcessId))
{
throw new Exception("Shared process");
}
results.Add(result);
}
}
AssertNumberOfResultsIsConsistentOnRecompile(results);
}
public AddViewDefinitionRequest(ViewDefinition viewDefinition)
{
_viewDefinition = viewDefinition;
}
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);
}
}
public void CanGetYieldCurveValues(ViewDefinition viewDefinition)
{
var snapshotManager = Context.MarketDataSnapshotManager;
using (var dataSnapshotProcessor = snapshotManager.CreateFromViewDefinition(viewDefinition))
{
GetAndCheckYieldCurves(dataSnapshotProcessor);
}
}
public void CanUpdateFromLiveDataStream(ViewDefinition viewDefinition)
{
var snapshotManager = Context.MarketDataSnapshotManager;
using (var dataSnapshotProcessor = snapshotManager.CreateFromViewDefinition(viewDefinition))
{
UpdateAction<ManageableMarketDataSnapshot> prepareUpdate = dataSnapshotProcessor.PrepareUpdate();
var before = GetCount(dataSnapshotProcessor);
prepareUpdate.Execute(dataSnapshotProcessor.Snapshot);
var after = GetCount(dataSnapshotProcessor);
Assert.Equal(before, after);
}
}
public void CanCreateAndRunFromView(ViewDefinition vd)
{
var snapshotManager = Context.MarketDataSnapshotManager;
using (var proc = snapshotManager.CreateFromViewDefinition(vd.Name))
{
proc.Snapshot.Name = TestUtils.GetUniqueName();
var uid = Context.MarketDataSnapshotMaster.Add(new MarketDataSnapshotDocument(null, proc.Snapshot)).UniqueId;
try
{
var snapOptions = ExecutionOptions.Snapshot(proc.Snapshot.UniqueId);
var withSnapshot = GetFirstResult(snapOptions, vd.Name);
var options = ExecutionOptions.SingleCycle;
IViewComputationResultModel withoutSnapshot = GetFirstResult(options, vd.Name);
var withoutCount = CountResults(withoutSnapshot);
var withCount = CountResults(withSnapshot);
if (withoutCount != withCount)
{
var withSpecs = new HashSet<ValueSpecification>(withSnapshot.AllResults.Select(r => r.ComputedValue.Specification));
var withoutSpecs = new HashSet<ValueSpecification>(withoutSnapshot.AllResults.Select(r => r.ComputedValue.Specification));
withoutSpecs.SymmetricExceptWith(withSpecs);
Assert.True(false, string.Format("Running snapshot of {0} only had {1}, live had {2}", vd.Name, withCount, withoutCount));
}
Assert.Equal(withoutCount, withCount);
}
finally
{
Context.MarketDataSnapshotMaster.Remove(uid);
}
}
}
