/// <summary>
/// Tests building a tree of requirements using market data functions.
/// </summary>
public virtual void buildDependencyTree()
{
MarketDataNode expected = rootNode(observableNode(new TestIdA(this, "1")), valueNode(new TestIdB(this, "2"), valueNode(new TestIdB(this, "4"), observableNode(new TestIdA(this, "5"))), timeSeriesNode(new TestIdA(this, "3"))), timeSeriesNode(new TestIdA(this, "6")));
// The requirements for the data directly used by the calculations
MarketDataRequirements requirements = MarketDataRequirements.builder().addValues(new TestIdA(this, "1"), new TestIdB(this, "2")).addTimeSeries(new TestIdA(this, "6")).build();
// Requirements for each item in the tree - used to initialize the functions
MarketDataRequirements id2Reqs = MarketDataRequirements.builder().addTimeSeries(new TestIdA(this, "3")).addValues(new TestIdB(this, "4")).build();
MarketDataRequirements id4Reqs = MarketDataRequirements.builder().addValues(new TestIdA(this, "5")).build();
ImmutableMap <TestIdB, MarketDataRequirements> reqsMap = ImmutableMap.of(new TestIdB(this, "2"), id2Reqs, new TestIdB(this, "4"), id4Reqs);
TestMarketDataFunctionA builderA = new TestMarketDataFunctionA();
TestMarketDataFunctionB builderB = new TestMarketDataFunctionB(reqsMap);
//JAVA TO C# CONVERTER WARNING: Java wildcard generics have no direct equivalent in .NET:
//ORIGINAL LINE: com.google.common.collect.ImmutableMap<Class, MarketDataFunction<?, ?>> functions = com.google.common.collect.ImmutableMap.of(TestIdA.class, builderA, TestIdB.class, builderB);
ImmutableMap <Type, MarketDataFunction <object, ?> > functions = ImmutableMap.of(typeof(TestIdA), builderA, typeof(TestIdB), builderB);
MarketDataNode root = MarketDataNode.buildDependencyTree(requirements, BuiltScenarioMarketData.empty(), MarketDataConfig.empty(), functions);
assertThat(root).isEqualTo(expected);
}
/// <summary>
/// Tests that supplied data is in a leaf node and the functions aren't asked for dependencies for supplied data.
/// </summary>
public virtual void noDependenciesForSuppliedData()
{
MarketDataNode expected1 = rootNode(valueNode(new TestIdB(this, "1"), observableNode(new TestIdA(this, "2"))), valueNode(new TestIdB(this, "3"), valueNode(new TestIdB(this, "4"))));
MarketDataRequirements requirements = MarketDataRequirements.builder().addValues(new TestIdB(this, "1"), new TestIdB(this, "3")).build();
MarketDataRequirements id1Reqs = MarketDataRequirements.builder().addValues(new TestIdA(this, "2")).build();
MarketDataRequirements id3Reqs = MarketDataRequirements.builder().addValues(new TestIdB(this, "4")).build();
ImmutableMap <TestIdB, MarketDataRequirements> reqsMap = ImmutableMap.of(new TestIdB(this, "1"), id1Reqs, new TestIdB(this, "3"), id3Reqs);
TestMarketDataFunctionB builder = new TestMarketDataFunctionB(reqsMap);
//JAVA TO C# CONVERTER WARNING: Java wildcard generics have no direct equivalent in .NET:
//ORIGINAL LINE: com.google.common.collect.ImmutableMap<Class, MarketDataFunction<?, ?>> functions = com.google.common.collect.ImmutableMap.of(TestIdB.class, builder);
ImmutableMap <Type, MarketDataFunction <object, ?> > functions = ImmutableMap.of(typeof(TestIdB), builder);
MarketDataNode root1 = MarketDataNode.buildDependencyTree(requirements, BuiltScenarioMarketData.empty(), MarketDataConfig.empty(), functions);
assertThat(root1).isEqualTo(expected1);
BuiltScenarioMarketData suppliedData = BuiltScenarioMarketData.builder(date(2011, 3, 8)).addValue(new TestIdB(this, "1"), new TestMarketDataB()).addValue(new TestIdB(this, "3"), new TestMarketDataB()).build();
MarketDataNode root2 = MarketDataNode.buildDependencyTree(requirements, suppliedData, MarketDataConfig.empty(), functions);
MarketDataNode expected2 = rootNode(valueNode(new TestIdB(this, "1")), valueNode(new TestIdB(this, "3")));
assertThat(root2).isEqualTo(expected2);
}
/// <summary>
/// Test a node with no children is added when there is no market data function for an ID.
/// </summary>
public virtual void noMarketDataBuilder()
{
MarketDataNode expected = rootNode(valueNode(new TestIdC("1")), valueNode(new TestIdB(this, "2"), valueNode(new TestIdC("3"))));
MarketDataRequirements requirements = MarketDataRequirements.builder().addValues(new TestIdC("1"), new TestIdB(this, "2")).build();
MarketDataRequirements id2Reqs = MarketDataRequirements.builder().addValues(new TestIdC("3")).build();
TestMarketDataFunctionB builder = new TestMarketDataFunctionB(ImmutableMap.of(new TestIdB(this, "2"), id2Reqs));
//JAVA TO C# CONVERTER WARNING: Java wildcard generics have no direct equivalent in .NET:
//ORIGINAL LINE: com.google.common.collect.ImmutableMap<Class, MarketDataFunction<?, ?>> functions = com.google.common.collect.ImmutableMap.of(TestIdB.class, builder);
ImmutableMap <Type, MarketDataFunction <object, ?> > functions = ImmutableMap.of(typeof(TestIdB), builder);
// Build the tree without providing a market data function to handle TestId3
MarketDataNode root = MarketDataNode.buildDependencyTree(requirements, BuiltScenarioMarketData.empty(), MarketDataConfig.empty(), functions);
assertThat(root).isEqualTo(expected);
}
/// <summary>
/// Tests removing the leaf dependencies from the tree to decide which market data can be built.
/// </summary>
public virtual void withLeavesRemoved()
{
MarketDataNode root = rootNode(observableNode(new TestIdA(this, "1")), valueNode(new TestIdB(this, "2"), valueNode(new TestIdB(this, "3")), observableNode(new TestIdA(this, "4")), valueNode(new TestIdB(this, "5"), timeSeriesNode(new TestIdA(this, "6")))), valueNode(new TestIdB(this, "7")));
Pair <MarketDataNode, MarketDataRequirements> pair1 = root.withLeavesRemoved();
MarketDataRequirements expectedReqs1 = MarketDataRequirements.builder().addValues(new TestIdA(this, "1")).addValues(new TestIdB(this, "3")).addValues(new TestIdA(this, "4")).addTimeSeries(new TestIdA(this, "6")).addValues(new TestIdB(this, "7")).build();
MarketDataNode expectedTree1 = rootNode(valueNode(new TestIdB(this, "2"), valueNode(new TestIdB(this, "5"))));
MarketDataNode tree1 = pair1.First;
MarketDataRequirements reqs1 = pair1.Second;
assertThat(tree1).isEqualTo(expectedTree1);
assertThat(expectedReqs1).isEqualTo(reqs1);
Pair <MarketDataNode, MarketDataRequirements> pair2 = tree1.withLeavesRemoved();
MarketDataRequirements expectedReqs2 = MarketDataRequirements.builder().addValues(new TestIdB(this, "5")).build();
MarketDataNode expectedTree2 = rootNode(valueNode(new TestIdB(this, "2")));
MarketDataNode tree2 = pair2.First;
MarketDataRequirements reqs2 = pair2.Second;
assertThat(tree2).isEqualTo(expectedTree2);
assertThat(expectedReqs2).isEqualTo(reqs2);
Pair <MarketDataNode, MarketDataRequirements> pair3 = tree2.withLeavesRemoved();
MarketDataRequirements expectedReqs3 = MarketDataRequirements.builder().addValues(new TestIdB(this, "2")).build();
MarketDataNode tree3 = pair3.First;
MarketDataRequirements reqs3 = pair3.Second;
assertThat(tree3.Leaf).True;
assertThat(expectedReqs3).isEqualTo(reqs3);
}
/// <summary>
/// Builds a tree representing the dependencies between items of market data and returns the root node.
/// </summary>
/// <param name="requirements"> IDs of the market data that must be provided </param>
/// <param name="suppliedData"> data supplied by the user </param>
/// <param name="marketDataConfig"> configuration specifying how market data values should be built </param>
/// <param name="functions"> functions for market data, keyed by the type of market data ID they handle </param>
/// <returns> the root node of the market data dependency tree </returns>
internal static MarketDataNode buildDependencyTree <T1>(MarketDataRequirements requirements, ScenarioMarketData suppliedData, MarketDataConfig marketDataConfig, IDictionary <T1> functions)
{
DependencyTreeBuilder treeBuilder = DependencyTreeBuilder.of(suppliedData, requirements, marketDataConfig, functions);
return(MarketDataNode.root(treeBuilder.dependencyNodes()));
}
private static MarketDataNode timeSeriesNode(ObservableId id)
{
return(MarketDataNode.leaf(id, MarketDataNode.DataType.TIME_SERIES));
}
private static MarketDataNode observableNode(ObservableId id)
{
return(MarketDataNode.leaf(id, MarketDataNode.DataType.SINGLE_VALUE));
}
private static MarketDataNode valueNode <T1>(MarketDataId <T1> id, params MarketDataNode[] children)
{
return(MarketDataNode.child(id, MarketDataNode.DataType.SINGLE_VALUE, Arrays.asList(children)));
}
//-------------------------------------------------------------------------
private static MarketDataNode rootNode(params MarketDataNode[] children)
{
return(MarketDataNode.root(Arrays.asList(children)));
}