//-------------------------------------------------------------------------
public virtual void of()
{
CalculationResults test = CalculationResults.of(TARGET, ImmutableList.of(CALC_RESULT));
assertEquals(test.Target, TARGET);
assertEquals(test.Cells, ImmutableList.of(CALC_RESULT));
}
// Tests that a listener is only invoked by a single thread at any time even if multiple threads are
// invoking the wrapper concurrently.
//JAVA TO C# CONVERTER WARNING: Method 'throws' clauses are not available in .NET:
//ORIGINAL LINE: public void concurrentExecution() throws InterruptedException
public virtual void concurrentExecution()
{
int nThreads = Runtime.Runtime.availableProcessors();
int resultsPerThread = 10;
ConcurrentLinkedQueue <string> errors = new ConcurrentLinkedQueue <string>();
System.Threading.CountdownEvent latch = new System.Threading.CountdownEvent(1);
int expectedResultCount = nThreads * resultsPerThread;
Listener listener = new Listener(errors, latch);
System.Action <CalculationResults> wrapper = new ListenerWrapper(listener, expectedResultCount, ImmutableList.of(), ImmutableList.of());
ExecutorService executor = Executors.newFixedThreadPool(nThreads);
CalculationResult result = CalculationResult.of(0, 0, Result.failure(FailureReason.ERROR, "foo"));
CalculationTarget target = new CalculationTargetAnonymousInnerClass(this);
CalculationResults results = CalculationResults.of(target, ImmutableList.of(result));
IntStream.range(0, expectedResultCount).forEach(i => executor.submit(() => wrapper(results)));
latch.await();
executor.shutdown();
if (!errors.Empty)
{
//JAVA TO C# CONVERTER TODO TASK: Most Java stream collectors are not converted by Java to C# Converter:
string allErrors = errors.collect(joining("\n"));
fail(allErrors);
}
}
//-------------------------------------------------------------------------
public virtual void coverage()
{
CalculationResults test = CalculationResults.of(TARGET, ImmutableList.of(CALC_RESULT));
coverImmutableBean(test);
CalculationResults test2 = CalculationResults.of(TARGET2, ImmutableList.of(CALC_RESULT2));
coverBeanEquals(test, test2);
assertNotNull(CalculationResults.meta());
}
//-----------------------------------------------------------------------
public override bool Equals(object obj)
{
if (obj == this)
{
return(true);
}
if (obj != null && obj.GetType() == this.GetType())
{
CalculationResults other = (CalculationResults)obj;
return(JodaBeanUtils.equal(target, other.target) && JodaBeanUtils.equal(cells, other.cells));
}
return(false);
}
/// <summary>
/// Tests that executing a function that returns a failure result returns the underlying result without wrapping it.
/// </summary>
public virtual void executeFailureResultValue()
{
SupplierFunction <Result <string> > fn = SupplierFunction.of(() => Result.failure(FailureReason.NOT_APPLICABLE, "bar"));
CalculationTaskCell cell = CalculationTaskCell.of(0, 0, TestingMeasures.PRESENT_VALUE, REPORTING_CURRENCY_USD);
CalculationTask task = CalculationTask.of(TARGET, fn, cell);
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<?> result = calculationResults.getCells().get(0).getResult();
Result <object> result = calculationResults.Cells.get(0).Result;
assertThat(result).isFailure(FailureReason.NOT_APPLICABLE).hasFailureMessageMatching("bar");
}
/// <summary>
/// Tests that executing a function that returns a success result returns the underlying result without wrapping it.
/// </summary>
public virtual void executeSuccessResultValue()
{
SupplierFunction <Result <ScenarioArray <string> > > fn = SupplierFunction.of(() => Result.success(ScenarioArray.of("foo")));
CalculationTaskCell cell = CalculationTaskCell.of(0, 0, TestingMeasures.PRESENT_VALUE, REPORTING_CURRENCY_USD);
CalculationTask task = CalculationTask.of(TARGET, fn, cell);
ScenarioMarketData marketData = ImmutableScenarioMarketData.builder(date(2011, 3, 8)).build();
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<?> result = calculationResults.getCells().get(0).getResult();
Result <object> result = calculationResults.Cells.get(0).Result;
assertThat(result).hasValue(ScenarioArray.of("foo"));
}
/// <summary>
/// Test a non-convertible result is returned even if there is no reporting currency.
/// </summary>
public virtual void nonConvertibleResultReturnedWhenNoReportingCurrency()
{
TestFunction fn = new TestFunction();
CalculationTaskCell cell = CalculationTaskCell.of(0, 0, TestingMeasures.PRESENT_VALUE, NATURAL);
CalculationTask task = CalculationTask.of(TARGET, fn, cell);
ScenarioMarketData marketData = ImmutableScenarioMarketData.builder(date(2011, 3, 8)).build();
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<?> result = calculationResults.getCells().get(0).getResult();
Result <object> result = calculationResults.Cells.get(0).Result;
assertThat(result).hasValue(ScenarioArray.of("bar"));
}
/// <summary>
/// Test the result is returned unchanged if using ReportingCurrency.NONE.
/// </summary>
public virtual void convertResultCurrencyNoConversionRequested()
{
SupplierFunction <CurrencyAmount> fn = SupplierFunction.of(() => CurrencyAmount.of(EUR, 1d));
CalculationTaskCell cell = CalculationTaskCell.of(0, 0, TestingMeasures.PRESENT_VALUE, ReportingCurrency.NONE);
CalculationTask task = CalculationTask.of(TARGET, fn, cell);
ScenarioMarketData marketData = ImmutableScenarioMarketData.builder(date(2011, 3, 8)).build();
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<?> result = calculationResults.getCells().get(0).getResult();
Result <object> result = calculationResults.Cells.get(0).Result;
assertThat(result).hasValue(ScenarioArray.of(CurrencyAmount.of(EUR, 1d)));
}
/// <summary>
/// Tests that executing a function that throws an unsupported exception wraps the exception in a failure result.
/// </summary>
public virtual void executeException_unsupported()
{
SupplierFunction <string> fn = SupplierFunction.of(() =>
{
throw new System.NotSupportedException("foo");
});
CalculationTaskCell cell = CalculationTaskCell.of(0, 0, TestingMeasures.PRESENT_VALUE, REPORTING_CURRENCY_USD);
CalculationTask task = CalculationTask.of(TARGET, fn, cell);
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<?> result = calculationResults.getCells().get(0).getResult();
Result <object> result = calculationResults.Cells.get(0).Result;
assertThat(result).isFailure(FailureReason.UNSUPPORTED).hasFailureMessageMatching("Unsupported operation when invoking function 'SupplierFunction' for ID '123': foo");
}
/// <summary>
/// Test that a failure is returned if currency conversion fails.
/// </summary>
public virtual void convertResultCurrencyConversionFails()
{
DoubleArray values = DoubleArray.of(1, 2, 3);
CurrencyScenarioArray list = CurrencyScenarioArray.of(GBP, values);
// Market data doesn't include FX rates, conversion to USD will fail
ScenarioMarketData marketData = ScenarioMarketData.empty();
ConvertibleFunction fn = ConvertibleFunction.of(() => list, GBP);
CalculationTaskCell cell = CalculationTaskCell.of(0, 0, TestingMeasures.PRESENT_VALUE, REPORTING_CURRENCY_USD);
CalculationTask task = CalculationTask.of(TARGET, fn, cell);
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<?> result = calculationResults.getCells().get(0).getResult();
Result <object> result = calculationResults.Cells.get(0).Result;
assertThat(result).isFailure(FailureReason.CURRENCY_CONVERSION).hasFailureMessageMatching("Failed to convert value '.*' to currency 'USD'");
}
/// <summary>
/// Test that the result is returned unchanged if it is a failure.
/// </summary>
public virtual void convertResultCurrencyFailure()
{
ConvertibleFunction fn = ConvertibleFunction.of(() =>
{
throw new Exception("This is a failure");
}, GBP);
CalculationTaskCell cell = CalculationTaskCell.of(0, 0, TestingMeasures.PRESENT_VALUE, REPORTING_CURRENCY_USD);
CalculationTask task = CalculationTask.of(TARGET, fn, cell);
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<?> result = calculationResults.getCells().get(0).getResult();
Result <object> result = calculationResults.Cells.get(0).Result;
assertThat(result).isFailure(FailureReason.CALCULATION_FAILED).hasFailureMessageMatching("Error when invoking function 'ConvertibleFunction' for ID '123': This is a failure");
}
/// <summary>
/// Test that the result is not converted if the isCurrencyConvertible flag on the measure is false.
/// </summary>
public virtual void currencyConversionHonoursConvertibleFlagOnMeasure()
{
DoubleArray values = DoubleArray.of(1, 2, 3);
//JAVA TO C# CONVERTER TODO TASK: Most Java stream collectors are not converted by Java to C# Converter:
IList <FxRate> rates = ImmutableList.of(1.61, 1.62, 1.63).Select(rate => FxRate.of(GBP, USD, rate)).collect(toImmutableList());
CurrencyScenarioArray list = CurrencyScenarioArray.of(GBP, values);
ScenarioMarketData marketData = ImmutableScenarioMarketData.builder(date(2011, 3, 8)).addScenarioValue(FxRateId.of(GBP, USD), rates).build();
ConvertibleFunction fn = ConvertibleFunction.of(() => list, GBP);
CalculationTaskCell cell = CalculationTaskCell.of(0, 0, TestingMeasures.PRESENT_VALUE_MULTI_CCY, REPORTING_CURRENCY_USD);
CalculationTask task = CalculationTask.of(TARGET, fn, cell);
CurrencyScenarioArray expectedArray = CurrencyScenarioArray.of(GBP, values);
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<?> result = calculationResults.getCells().get(0).getResult();
Result <object> result = calculationResults.Cells.get(0).Result;
assertThat(result).hasValue(expectedArray);
}
//-------------------------------------------------------------------------
/// <summary>
/// Executes the task, performing calculations for the target using multiple sets of market data.
/// <para>
/// This invokes the function with the correct set of market data.
///
/// </para>
/// </summary>
/// <param name="marketData"> the market data used in the calculation </param>
/// <param name="refData"> the reference data </param>
/// <returns> results of the calculation, one for every scenario in the market data </returns>
//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes:
//ORIGINAL LINE: @SuppressWarnings("unchecked") public CalculationResults execute(com.opengamma.strata.data.scenario.ScenarioMarketData marketData, com.opengamma.strata.basics.ReferenceData refData)
public CalculationResults execute(ScenarioMarketData marketData, ReferenceData refData)
{
// calculate the results
//JAVA TO C# CONVERTER WARNING: Java wildcard generics have no direct equivalent in .NET:
//ORIGINAL LINE: java.util.Map<com.opengamma.strata.calc.Measure, com.opengamma.strata.collect.result.Result<?>> results = calculate(marketData, refData);
IDictionary <Measure, Result <object> > results = calculate(marketData, refData);
// get a suitable FX provider
ScenarioFxRateProvider fxProvider = parameters.findParameter(typeof(FxRateLookup)).map(lookup => LookupScenarioFxRateProvider.of(marketData, lookup)).orElse(ScenarioFxRateProvider.of(marketData));
// convert the results, using a normal loop for better stack traces
ImmutableList.Builder <CalculationResult> resultBuilder = ImmutableList.builder();
foreach (CalculationTaskCell cell in cells)
{
resultBuilder.add(cell.createResult(this, target, results, fxProvider, refData));
}
// return the result
return(CalculationResults.of(target, resultBuilder.build()));
}
/// <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'");
}
/// <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'");
}
