Esempio n. 1
0
        /// <summary>
        /// Tests that executing a function filters the set of measures sent to function.
        /// </summary>
        public virtual void executeFilterMeasures()
        {
            // function does not support 'ParRate', so it should not be asked for it
            MeasureCheckFunction fn         = new MeasureCheckFunction(ImmutableSet.of(TestingMeasures.PRESENT_VALUE), ("123"));
            CalculationTaskCell  cell0      = CalculationTaskCell.of(0, 0, TestingMeasures.PRESENT_VALUE, REPORTING_CURRENCY_USD);
            CalculationTaskCell  cell1      = CalculationTaskCell.of(0, 1, TestingMeasures.PAR_RATE, REPORTING_CURRENCY_USD);
            CalculationTask      task       = CalculationTask.of(TARGET, fn, cell0, cell1);
            ScenarioMarketData   marketData = ScenarioMarketData.empty();

            CalculationResults calculationResults = task.execute(marketData, REF_DATA);
//JAVA TO C# CONVERTER WARNING: Java wildcard generics have no direct equivalent in .NET:
//ORIGINAL LINE: com.opengamma.strata.collect.result.Result<?> result0 = calculationResults.getCells().get(0).getResult();
            Result <object> result0 = calculationResults.Cells.get(0).Result;

            assertThat(result0).Success.hasValue(ImmutableSet.of(TestingMeasures.PRESENT_VALUE));     // ParRate not requested
//JAVA TO C# CONVERTER WARNING: Java wildcard generics have no direct equivalent in .NET:
//ORIGINAL LINE: com.opengamma.strata.collect.result.Result<?> result1 = calculationResults.getCells().get(1).getResult();
            Result <object> result1 = calculationResults.Cells.get(1).Result;

            assertThat(result1).isFailure(FailureReason.UNSUPPORTED).hasFailureMessageMatching("Measure 'ParRate' is not supported by function 'MeasureCheckFunction'");
        }
Esempio n. 2
0
        /// <summary>
        /// Test executing a bad function that fails to return expected measure.
        /// </summary>
        public virtual void executeMissingMeasure()
        {
            // function claims it supports 'PresentValueMultiCurrency' but fails to return it when asked
            MeasureCheckFunction fn         = new MeasureCheckFunction(ImmutableSet.of(TestingMeasures.PRESENT_VALUE), ("123"));
            CalculationTaskCell  cell0      = CalculationTaskCell.of(0, 0, TestingMeasures.PRESENT_VALUE, REPORTING_CURRENCY_USD);
            CalculationTaskCell  cell1      = CalculationTaskCell.of(0, 1, TestingMeasures.PRESENT_VALUE_MULTI_CCY, REPORTING_CURRENCY_USD);
            CalculationTask      task       = CalculationTask.of(TARGET, fn, cell0, cell1);
            ScenarioMarketData   marketData = ScenarioMarketData.empty();

            CalculationResults calculationResults = task.execute(marketData, REF_DATA);
//JAVA TO C# CONVERTER WARNING: Java wildcard generics have no direct equivalent in .NET:
//ORIGINAL LINE: com.opengamma.strata.collect.result.Result<?> result0 = calculationResults.getCells().get(0).getResult();
            Result <object> result0 = calculationResults.Cells.get(0).Result;

            assertThat(result0).Success.hasValue(ImmutableSet.of(TestingMeasures.PRESENT_VALUE, TestingMeasures.PRESENT_VALUE_MULTI_CCY));
//JAVA TO C# CONVERTER WARNING: Java wildcard generics have no direct equivalent in .NET:
//ORIGINAL LINE: com.opengamma.strata.collect.result.Result<?> result1 = calculationResults.getCells().get(1).getResult();
            Result <object> result1 = calculationResults.Cells.get(1).Result;

            assertThat(result1).isFailure(FailureReason.CALCULATION_FAILED).hasFailureMessageMatching("Function 'MeasureCheckFunction' did not return requested measure 'PresentValueMultiCurrency' for ID '123'");
        }