public void CanRemoveAllOverrides()
{
var manageableUnstructuredMarketDataSnapshot = new ManageableUnstructuredMarketDataSnapshot(new Dictionary<MarketDataValueSpecification, IDictionary<string, ValueSnapshot>>());
var manageableVolatilitySurfaceSnapshots = GetManageableVolatilitySurfaceSnapshots();
var manageableYieldCurveSnapshots = GetManageableYieldCurveSnapshots();
var manageableVolatilityCubeSnapshots = GetManageableVolatilityCubeSnapshots();
var manageableMarketDataSnapshot = new ManageableMarketDataSnapshot("SomeView", manageableUnstructuredMarketDataSnapshot, manageableYieldCurveSnapshots, manageableVolatilityCubeSnapshots, manageableVolatilitySurfaceSnapshots);
var valueSpec = new MarketDataValueSpecification(MarketDataValueType.Primitive, UniqueId.Create("ID", "1"));
const string valueName = "Value";
manageableMarketDataSnapshot.Values.Add(valueSpec, new Dictionary<string, ValueSnapshot> {{valueName, new ValueSnapshot(12){OverrideValue = 13}}});
Assert.True(manageableMarketDataSnapshot.HaveOverrides());
Assert.True(manageableMarketDataSnapshot.YieldCurves.Single().Value.HaveOverrides());
Assert.True(manageableMarketDataSnapshot.VolatilityCubes.Single().Value.HaveOverrides());
Assert.True(manageableMarketDataSnapshot.VolatilitySurfaces.Single().Value.HaveOverrides());
manageableMarketDataSnapshot.RemoveAllOverrides();
var valueSnapshot = manageableMarketDataSnapshot.Values[valueSpec][valueName];
CheckOverrideCleared(valueSnapshot);
CheckOverrideCleared(manageableMarketDataSnapshot.YieldCurves.Values.Single().Values.Values.Single().Value.Single().Value);
CheckOverrideCleared(manageableMarketDataSnapshot.VolatilityCubes.Values.Single().OtherValues.Values.Single().Value.Values.Single());
CheckOverrideCleared(manageableMarketDataSnapshot.VolatilitySurfaces.Values.Single().Values.Values.Single());
Assert.Equal(1, manageableMarketDataSnapshot.Values.Count);
Assert.False(manageableMarketDataSnapshot.HaveOverrides());
Assert.False(manageableMarketDataSnapshot.YieldCurves.Single().Value.HaveOverrides());
Assert.False(manageableMarketDataSnapshot.VolatilityCubes.Single().Value.HaveOverrides());
Assert.False(manageableMarketDataSnapshot.VolatilitySurfaces.Single().Value.HaveOverrides());
}
public void Add(MarketDataValueSpecification spec, string valueName)
{
IDictionary <string, ValueSnapshot> entry;
if (!Values.TryGetValue(spec, out entry))
{
entry = new Dictionary <string, ValueSnapshot>();
Values.Add(spec, entry);
}
entry.Add(valueName, new ValueSnapshot(null));
InvokePropertyChanged("Values");
}
public static ManageableUnstructuredMarketDataSnapshot FromFudgeMsg(IFudgeFieldContainer ffc, IFudgeDeserializer deserializer)
{
var dictionary = new Dictionary <MarketDataValueSpecification, IDictionary <string, ValueSnapshot> >();
foreach (var entryField in ffc.GetAllByOrdinal(1))
{
var entryMsg = (IFudgeFieldContainer)entryField.Value;
MarketDataValueSpecification valueSpec = null;
string valueName = null;
ValueSnapshot value = null;
foreach (var field in entryMsg)
{
switch (field.Name)
{
case "valueSpec":
valueSpec = deserializer.FromField <MarketDataValueSpecification>(field);
break;
case "valueName":
valueName = (string)field.Value;
break;
case "value":
value = deserializer.FromField <ValueSnapshot>(field);
break;
default:
throw new ArgumentOutOfRangeException();
}
}
IDictionary <string, ValueSnapshot> innerDict;
if (!dictionary.TryGetValue(valueSpec, out innerDict))
{
innerDict = new Dictionary <string, ValueSnapshot>();
dictionary.Add(valueSpec, innerDict);
}
innerDict.Add(valueName, value);
}
return(new ManageableUnstructuredMarketDataSnapshot(dictionary));
}
public void CanRemoveAllOverrides()
{
var manageableUnstructuredMarketDataSnapshot = new ManageableUnstructuredMarketDataSnapshot(new Dictionary <MarketDataValueSpecification, IDictionary <string, ValueSnapshot> >());
var manageableVolatilitySurfaceSnapshots = GetManageableVolatilitySurfaceSnapshots();
var manageableYieldCurveSnapshots = GetManageableYieldCurveSnapshots();
var manageableVolatilityCubeSnapshots = GetManageableVolatilityCubeSnapshots();
var manageableMarketDataSnapshot = new ManageableMarketDataSnapshot("SomeView", manageableUnstructuredMarketDataSnapshot, manageableYieldCurveSnapshots, manageableVolatilityCubeSnapshots, manageableVolatilitySurfaceSnapshots);
var valueSpec = new MarketDataValueSpecification(MarketDataValueType.Primitive, UniqueId.Create("ID", "1"));
const string valueName = "Value";
manageableMarketDataSnapshot.Values.Add(valueSpec, new Dictionary <string, ValueSnapshot> {
{ valueName, new ValueSnapshot(12)
{
OverrideValue = 13
} }
});
Assert.True(manageableMarketDataSnapshot.HaveOverrides());
Assert.True(manageableMarketDataSnapshot.YieldCurves.Single().Value.HaveOverrides());
Assert.True(manageableMarketDataSnapshot.VolatilityCubes.Single().Value.HaveOverrides());
Assert.True(manageableMarketDataSnapshot.VolatilitySurfaces.Single().Value.HaveOverrides());
manageableMarketDataSnapshot.RemoveAllOverrides();
var valueSnapshot = manageableMarketDataSnapshot.Values[valueSpec][valueName];
CheckOverrideCleared(valueSnapshot);
CheckOverrideCleared(manageableMarketDataSnapshot.YieldCurves.Values.Single().Values.Values.Single().Value.Single().Value);
CheckOverrideCleared(manageableMarketDataSnapshot.VolatilityCubes.Values.Single().OtherValues.Values.Single().Value.Values.Single());
CheckOverrideCleared(manageableMarketDataSnapshot.VolatilitySurfaces.Values.Single().Values.Values.Single());
Assert.Equal(1, manageableMarketDataSnapshot.Values.Count);
Assert.False(manageableMarketDataSnapshot.HaveOverrides());
Assert.False(manageableMarketDataSnapshot.YieldCurves.Single().Value.HaveOverrides());
Assert.False(manageableMarketDataSnapshot.VolatilityCubes.Single().Value.HaveOverrides());
Assert.False(manageableMarketDataSnapshot.VolatilitySurfaces.Single().Value.HaveOverrides());
}
private static UpdateAction <ManageableUnstructuredMarketDataSnapshot> PrepareRemoveAction(MarketDataValueSpecification spec, string k, ValueSnapshot v)
{
Action <ManageableUnstructuredMarketDataSnapshot> updateAction = delegate(ManageableUnstructuredMarketDataSnapshot s)
{
if (!s._values[spec].Remove(k))
{
throw new InvalidOperationException("Unexpected missing key");
}
s.InvokePropertyChanged("Values");
};
return(new UpdateAction <ManageableUnstructuredMarketDataSnapshot>(updateAction, OverriddenValueDisappearingWarning.Of(spec, k, v)));
}
private static UpdateAction <ManageableUnstructuredMarketDataSnapshot> PrepareUpdateFrom(MarketDataValueSpecification currSpec, IDictionary <string, ValueSnapshot> currValues, MarketDataValueSpecification newSpec, IDictionary <string, ValueSnapshot> newValues)
{
var actions = currValues.ProjectStructure(newValues,
(k, a, b) =>
{
var newMarketValue = b.MarketValue;
return(new UpdateAction <ManageableUnstructuredMarketDataSnapshot>(delegate(ManageableUnstructuredMarketDataSnapshot s)
{
s._values[currSpec][k].MarketValue = newMarketValue;
}));
},
(k, v) => PrepareRemoveAction(currSpec, k, v),
(k, v) =>
{
var valueSnapshot = v.Clone();
return(new UpdateAction <ManageableUnstructuredMarketDataSnapshot>(
delegate(ManageableUnstructuredMarketDataSnapshot s)
{
s._values[currSpec].Add(k, valueSnapshot.Clone());
s.InvokePropertyChanged("Values");
}));
});
UpdateAction <ManageableUnstructuredMarketDataSnapshot> ret = UpdateAction <ManageableUnstructuredMarketDataSnapshot> .Create(actions);
if (!currSpec.Equals(newSpec))
{//we need to update the key, since we used a non standard comparer
ret = ret.Concat(
new UpdateAction <ManageableUnstructuredMarketDataSnapshot>(delegate(ManageableUnstructuredMarketDataSnapshot s)
{
var prevValue = s._values[currSpec];
s.Values[newSpec] = prevValue;
s._values.Remove(currSpec);
s.InvokePropertyChanged("Values");
})
);
}
return(ret);
}
private static UpdateAction <ManageableUnstructuredMarketDataSnapshot> PrepareRemoveAction(MarketDataValueSpecification marketDataValueSpecification, IDictionary <string, ValueSnapshot> valueSnapshots)
{
return(new UpdateAction <ManageableUnstructuredMarketDataSnapshot>(
delegate(ManageableUnstructuredMarketDataSnapshot snap)
{
snap.Values.Remove(marketDataValueSpecification);
snap.InvokePropertyChanged("Values");
},
OverriddenSecurityDisappearingWarning.Of(marketDataValueSpecification, valueSnapshots)
));
}
private static UpdateAction <ManageableUnstructuredMarketDataSnapshot> PrepareAddAction(MarketDataValueSpecification marketDataValueSpecification, IDictionary <string, ValueSnapshot> valueSnapshots)
{
var clonedValues = Clone(valueSnapshots);
return(new UpdateAction <ManageableUnstructuredMarketDataSnapshot>(
delegate(ManageableUnstructuredMarketDataSnapshot snap)
{
snap.Values.Add(marketDataValueSpecification, Clone(clonedValues));
snap.InvokePropertyChanged("Values");
}
));
}
public static IEnumerable <Warning> Of(MarketDataValueSpecification spec, IEnumerable <KeyValuePair <string, ValueSnapshot> > values)
{
var overrides = values.Where(v => v.Value.OverrideValue.HasValue);
return(overrides.Any(v => v.Value.OverrideValue.HasValue) ? new Warning[] { new OverriddenSecurityDisappearingWarning(spec, overrides) } : new Warning[] { });
}
{//TODO does the user need to know scope?
private OverriddenSecurityDisappearingWarning(MarketDataValueSpecification spec, IEnumerable <KeyValuePair <string, ValueSnapshot> > overrides)
: base(string.Format("{0} will not be present in the new snapshot, overrides on ({1}) will be lost", spec, string.Join(",", overrides.Select(o => o.Key))))
{
}
public static IEnumerable <Warning> Of(MarketDataValueSpecification spec, string k, ValueSnapshot v)
{
return(v.OverrideValue.HasValue ? new Warning[] { new OverriddenValueDisappearingWarning(spec, k) } : new Warning[] { });
}
{//TODO does the user need to know scope?
private OverriddenValueDisappearingWarning(MarketDataValueSpecification spec, string valueName)
: base(string.Format("Value {0} on {1} will not be present in the new snapshot, overrides will be lost", valueName, spec))
{
}
public static IEnumerable<Warning> Of(MarketDataValueSpecification spec, string k, ValueSnapshot v)
{
return v.OverrideValue.HasValue ? new Warning[] { new OverriddenValueDisappearingWarning(spec, k) } : new Warning[] { };
}
//TODO does the user need to know scope?
private OverriddenValueDisappearingWarning(MarketDataValueSpecification spec, string valueName)
: base(string.Format("Value {0} on {1} will not be present in the new snapshot, overrides will be lost", valueName, spec))
{
}
public static IEnumerable<Warning> Of(MarketDataValueSpecification spec, IEnumerable<KeyValuePair<string, ValueSnapshot>> values)
{
var overrides = values.Where(v => v.Value.OverrideValue.HasValue);
return overrides.Any(v => v.Value.OverrideValue.HasValue) ? new Warning[] { new OverriddenSecurityDisappearingWarning(spec, overrides) } : new Warning[] { };
}
//TODO does the user need to know scope?
private OverriddenSecurityDisappearingWarning(MarketDataValueSpecification spec, IEnumerable<KeyValuePair<string, ValueSnapshot>> overrides)
: base(string.Format("{0} will not be present in the new snapshot, overrides on ({1}) will be lost", spec, string.Join(",", overrides.Select(o => o.Key))))
{
}
