/// <summary>
/// Tests the combinedWith method when the other set of market data is not an instance of ImmutableScenarioMarketData
/// </summary>
public virtual void test_combinedWithDifferentImpl()
{
LocalDateDoubleTimeSeries timeSeries1 = LocalDateDoubleTimeSeries.builder().put(date(2011, 3, 8), 1).put(date(2011, 3, 9), 2).put(date(2011, 3, 10), 3).build();
LocalDateDoubleTimeSeries timeSeries2 = LocalDateDoubleTimeSeries.builder().put(date(2011, 3, 8), 10).put(date(2011, 3, 9), 20).put(date(2011, 3, 10), 30).build();
LocalDateDoubleTimeSeries timeSeries2a = LocalDateDoubleTimeSeries.builder().put(date(2011, 3, 8), 1000).put(date(2011, 3, 9), 2000).put(date(2011, 3, 10), 3000).build();
LocalDateDoubleTimeSeries timeSeries3 = LocalDateDoubleTimeSeries.builder().put(date(2011, 3, 8), 100).put(date(2011, 3, 9), 200).put(date(2011, 3, 10), 300).build();
MarketData marketData = ImmutableMarketData.builder(LocalDate.of(2011, 3, 8)).addTimeSeries(TEST_ID1, timeSeries1).addTimeSeries(TEST_ID2, timeSeries2).addValue(TEST_ID1, 1.1).addValue(TEST_ID2, 1.2).build();
RepeatedScenarioMarketData repeatedScenarioMarketData = RepeatedScenarioMarketData.of(3, marketData);
ImmutableScenarioMarketData immutableScenarioMarketData = ImmutableScenarioMarketData.builder(LocalDate.of(2011, 3, 8)).addTimeSeries(TEST_ID2, timeSeries2a).addTimeSeries(TEST_ID3, timeSeries3).addBox(TEST_ID2, MarketDataBox.ofScenarioValues(2.0, 2.1, 2.2)).addBox(TEST_ID3, MarketDataBox.ofScenarioValues(3.0, 3.1, 3.2)).build();
ScenarioMarketData combinedData = immutableScenarioMarketData.combinedWith(repeatedScenarioMarketData);
assertThat(combinedData.ScenarioCount).isEqualTo(3);
assertThat(combinedData.getValue(TEST_ID1).getValue(0)).isEqualTo(1.1);
assertThat(combinedData.getValue(TEST_ID1).getValue(2)).isEqualTo(1.1);
assertThat(combinedData.getValue(TEST_ID1).getValue(3)).isEqualTo(1.1);
assertThat(combinedData.getValue(TEST_ID2)).isEqualTo(MarketDataBox.ofScenarioValues(2.0, 2.1, 2.2));
assertThat(combinedData.getValue(TEST_ID3)).isEqualTo(MarketDataBox.ofScenarioValues(3.0, 3.1, 3.2));
assertThat(combinedData.getTimeSeries(TEST_ID1)).isEqualTo(timeSeries1);
assertThat(combinedData.getTimeSeries(TEST_ID2)).isEqualTo(timeSeries2a);
assertThat(combinedData.getTimeSeries(TEST_ID3)).isEqualTo(timeSeries3);
}
public virtual void test_empty()
{
ScenarioMarketData test = ScenarioMarketData.empty();
assertThat(test.ValuationDate).isEqualTo(MarketDataBox.empty());
assertThat(test.containsValue(ID1)).False;
assertThat(test.containsValue(ID2)).False;
assertThrows(() => test.getValue(ID1), typeof(MarketDataNotFoundException));
assertThrows(() => test.getValue(ID2), typeof(MarketDataNotFoundException));
assertThat(test.findValue(ID1)).Empty;
assertThat(test.findValue(ID2)).Empty;
assertThat(test.Ids).isEqualTo(ImmutableSet.of());
assertThat(test.getTimeSeries(ID1)).isEqualTo(LocalDateDoubleTimeSeries.empty());
assertThat(test.getTimeSeries(ID2)).isEqualTo(LocalDateDoubleTimeSeries.empty());
}
public virtual void test_of_noScenarios()
{
//JAVA TO C# CONVERTER WARNING: Java wildcard generics have no direct equivalent in .NET:
//ORIGINAL LINE: java.util.Map<com.opengamma.strata.data.MarketDataId<?>, MarketDataBox<?>> dataMap = com.google.common.collect.ImmutableMap.of(ID1, MarketDataBox.empty());
IDictionary <MarketDataId <object>, MarketDataBox <object> > dataMap = ImmutableMap.of(ID1, MarketDataBox.empty());
ScenarioMarketData test = ScenarioMarketData.of(0, VAL_DATE, dataMap, ImmutableMap.of());
assertThat(test.ValuationDate).isEqualTo(MarketDataBox.ofSingleValue(VAL_DATE));
assertThat(test.containsValue(ID1)).True;
assertThat(test.containsValue(ID2)).False;
assertThat(test.getValue(ID1)).isEqualTo(MarketDataBox.empty());
assertThrows(() => test.getValue(ID2), typeof(MarketDataNotFoundException));
assertThat(test.findValue(ID1)).hasValue(MarketDataBox.empty());
assertThat(test.findValue(ID2)).Empty;
assertThat(test.Ids).isEqualTo(ImmutableSet.of(ID1));
assertThat(test.getTimeSeries(ID1)).isEqualTo(LocalDateDoubleTimeSeries.empty());
assertThat(test.getTimeSeries(ID2)).isEqualTo(LocalDateDoubleTimeSeries.empty());
}
// extract the fixings from the input data
private IDictionary <ObservableId, LocalDateDoubleTimeSeries> extractFixings(ScenarioMarketData marketData)
{
IDictionary <ObservableId, LocalDateDoubleTimeSeries> fixings = new Dictionary <ObservableId, LocalDateDoubleTimeSeries>();
foreach (ObservableId id in marketData.TimeSeriesIds)
{
fixings[id] = marketData.getTimeSeries(id);
}
return(fixings);
}
public LocalDateDoubleTimeSeries getTimeSeries(ObservableId id)
{
LocalDateDoubleTimeSeries timeSeries = underlying1.getTimeSeries(id);
return(!timeSeries.Empty ? timeSeries : underlying2.getTimeSeries(id));
}
public LocalDateDoubleTimeSeries getTimeSeries(ObservableId id)
{
return(underlying.getTimeSeries(id));
}
public LocalDateDoubleTimeSeries getTimeSeries(ObservableId id)
{
return(marketData.getTimeSeries(id));
}
