//-------------------------------------------------------------------------
/// <summary>
/// Obtains an instance from a contract specification, expiry year-month and variant.
/// <para>
/// The security identifier will be automatically created using <seealso cref="EtdIdUtils"/>.
/// The specification must be for a future.
///
/// </para>
/// </summary>
/// <param name="spec"> the future contract specification </param>
/// <param name="expiry"> the expiry year-month of the future </param>
/// <param name="variant"> the variant of the ETD, such as 'Monthly', 'Weekly, 'Daily' or 'Flex' </param>
/// <returns> a future security based on this contract specification </returns>
/// <exception cref="IllegalStateException"> if the product type of the contract specification is not {@code FUTURE} </exception>
public static EtdFutureSecurity of(EtdContractSpec spec, YearMonth expiry, EtdVariant variant)
{
if (spec.Type != EtdType.FUTURE)
{
throw new System.InvalidOperationException(Messages.format("Cannot create an EtdFutureSecurity from a contract specification of type '{}'", spec.Type));
}
SecurityId securityId = EtdIdUtils.futureId(spec.ExchangeId, spec.ContractCode, expiry, variant);
return(EtdFutureSecurity.builder().info(SecurityInfo.of(securityId, spec.PriceInfo)).contractSpecId(spec.Id).expiry(expiry).variant(variant).build());
}
public virtual void test_futureId_flex()
{
SecurityId test = EtdIdUtils.futureId(ExchangeIds.ECAG, FGBS, YearMonth.of(2017, 6), EtdVariant.ofFlexFuture(26, EtdSettlementType.DERIVATIVE));
assertEquals(test.StandardId, StandardId.of("OG-ETD", "F-ECAG-FGBS-20170626D"));
}
public virtual void test_futureId_daily()
{
SecurityId test = EtdIdUtils.futureId(ExchangeIds.ECAG, FGBS, YearMonth.of(2017, 6), EtdVariant.ofDaily(2));
assertEquals(test.StandardId, StandardId.of("OG-ETD", "F-ECAG-FGBS-20170602"));
}
//-------------------------------------------------------------------------
public virtual void test_futureId_monthly()
{
SecurityId test = EtdIdUtils.futureId(ExchangeIds.ECAG, FGBS, YearMonth.of(2017, 6), MONTHLY);
assertEquals(test.StandardId, StandardId.of("OG-ETD", "F-ECAG-FGBS-201706"));
}