//-------------------------------------------------------------------------
/// <summary>
/// Returns requirements specifying the market data the function needs to perform its calculations.
/// </summary>
/// <param name="refData"> the reference data </param>
/// <returns> requirements specifying the market data the function needs to perform its calculations </returns>
//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes:
//ORIGINAL LINE: @SuppressWarnings("unchecked") public com.opengamma.strata.calc.marketdata.MarketDataRequirements requirements(com.opengamma.strata.basics.ReferenceData refData)
public MarketDataRequirements requirements(ReferenceData refData)
{
// determine market data requirements of the function
FunctionRequirements functionRequirements = function.requirements(target, Measures, parameters, refData);
ObservableSource obsSource = functionRequirements.ObservableSource;
// convert function requirements to market data requirements
MarketDataRequirementsBuilder requirementsBuilder = MarketDataRequirements.builder();
foreach (ObservableId id in functionRequirements.TimeSeriesRequirements)
{
requirementsBuilder.addTimeSeries(id.withObservableSource(obsSource));
}
//JAVA TO C# CONVERTER WARNING: Java wildcard generics have no direct equivalent in .NET:
//ORIGINAL LINE: for (com.opengamma.strata.data.MarketDataId<?> id : functionRequirements.getValueRequirements())
foreach (MarketDataId <object> id in functionRequirements.ValueRequirements)
{
if (id is ObservableId)
{
requirementsBuilder.addValues(((ObservableId)id).withObservableSource(obsSource));
}
else
{
requirementsBuilder.addValues(id);
}
}
// add requirements for the FX rates needed to convert the output values into the reporting currency
foreach (CalculationTaskCell cell in cells)
{
if (cell.Measure.CurrencyConvertible && !cell.ReportingCurrency.None)
{
Currency reportingCurrency = cell.reportingCurrency(this, refData);
//JAVA TO C# CONVERTER TODO TASK: Most Java stream collectors are not converted by Java to C# Converter:
IList <MarketDataId <FxRate> > fxRateIds = functionRequirements.OutputCurrencies.Where(outputCurrency => !outputCurrency.Equals(reportingCurrency)).Select(outputCurrency => CurrencyPair.of(outputCurrency, reportingCurrency)).Select(pair => FxRateId.of(pair, obsSource)).collect(toImmutableList());
requirementsBuilder.addValues(fxRateIds);
}
}
return(requirementsBuilder.build());
}
public FunctionRequirements requirements(UnresolvableTarget target, ISet <Measure> measures, CalculationParameters parameters, ReferenceData refData)
{
return(FunctionRequirements.empty());
}
public FunctionRequirements requirements(TestTarget target, ISet <Measure> measures, CalculationParameters parameters, ReferenceData refData)
{
return(FunctionRequirements.builder().outputCurrencies(GBP, EUR, USD).observableSource(OBS_SOURCE).build());
}
public FunctionRequirements requirements(TestTarget target, ISet <Measure> measures, CalculationParameters parameters, ReferenceData refData)
{
return(FunctionRequirements.builder().valueRequirements(ImmutableSet.of(TestId.of("1"), TestObservableId.of("2"))).timeSeriesRequirements(TestObservableId.of("3")).observableSource(OBS_SOURCE).build());
}
//-------------------------------------------------------------------------
/// <summary>
/// Combines these requirements with another set.
/// <para>
/// The result contains the union of the two sets of requirements.
///
/// </para>
/// </summary>
/// <param name="other"> the other requirements </param>
/// <returns> the combined requirements </returns>
public FunctionRequirements combinedWith(FunctionRequirements other)
{
return(builder().valueRequirements(Sets.union(valueRequirements, other.valueRequirements)).timeSeriesRequirements(Sets.union(timeSeriesRequirements, other.timeSeriesRequirements)).outputCurrencies(Sets.union(outputCurrencies, other.outputCurrencies)).observableSource(!this.observableSource.Equals(ObservableSource.NONE) ? this.observableSource : other.observableSource).build());
}
public virtual FunctionRequirements requirements(T target, CalculationParameters parameters, ReferenceData refData)
{
return(FunctionRequirements.empty());
}
