コード例 #1
0
        //-------------------------------------------------------------------------
        public virtual void test_getValue_fxIdentity()
        {
            BuiltScenarioMarketData test = BuiltScenarioMarketData.builder(MarketDataBox.ofSingleValue(VAL_DATE)).build();

            assertEquals(test.ScenarioCount, 1);
            assertEquals(test.getValue(FxRateId.of(GBP, GBP)), MarketDataBox.ofSingleValue(FxRate.of(GBP, GBP, 1)));
        }
コード例 #2
0
        /// <summary>
        /// Tests that supplied data is in a leaf node and the functions aren't asked for dependencies for supplied data.
        /// </summary>
        public virtual void noDependenciesForSuppliedData()
        {
            MarketDataNode expected1 = rootNode(valueNode(new TestIdB(this, "1"), observableNode(new TestIdA(this, "2"))), valueNode(new TestIdB(this, "3"), valueNode(new TestIdB(this, "4"))));

            MarketDataRequirements requirements = MarketDataRequirements.builder().addValues(new TestIdB(this, "1"), new TestIdB(this, "3")).build();

            MarketDataRequirements id1Reqs = MarketDataRequirements.builder().addValues(new TestIdA(this, "2")).build();

            MarketDataRequirements id3Reqs = MarketDataRequirements.builder().addValues(new TestIdB(this, "4")).build();

            ImmutableMap <TestIdB, MarketDataRequirements> reqsMap = ImmutableMap.of(new TestIdB(this, "1"), id1Reqs, new TestIdB(this, "3"), id3Reqs);

            TestMarketDataFunctionB builder = new TestMarketDataFunctionB(reqsMap);

//JAVA TO C# CONVERTER WARNING: Java wildcard generics have no direct equivalent in .NET:
//ORIGINAL LINE: com.google.common.collect.ImmutableMap<Class, MarketDataFunction<?, ?>> functions = com.google.common.collect.ImmutableMap.of(TestIdB.class, builder);
            ImmutableMap <Type, MarketDataFunction <object, ?> > functions = ImmutableMap.of(typeof(TestIdB), builder);

            MarketDataNode root1 = MarketDataNode.buildDependencyTree(requirements, BuiltScenarioMarketData.empty(), MarketDataConfig.empty(), functions);

            assertThat(root1).isEqualTo(expected1);

            BuiltScenarioMarketData suppliedData = BuiltScenarioMarketData.builder(date(2011, 3, 8)).addValue(new TestIdB(this, "1"), new TestMarketDataB()).addValue(new TestIdB(this, "3"), new TestMarketDataB()).build();

            MarketDataNode root2 = MarketDataNode.buildDependencyTree(requirements, suppliedData, MarketDataConfig.empty(), functions);

            MarketDataNode expected2 = rootNode(valueNode(new TestIdB(this, "1")), valueNode(new TestIdB(this, "3")));

            assertThat(root2).isEqualTo(expected2);
        }
コード例 #3
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        public virtual void test_getValue_withUnknownFailure()
        {
            BuiltScenarioMarketData test = BuiltScenarioMarketData.builder(MarketDataBox.ofSingleValue(VAL_DATE)).build();

            assertEquals(test.ValuationDate, MarketDataBox.ofSingleValue(VAL_DATE));
            assertEquals(test.containsValue(ID), false);
            assertEquals(test.Ids, ImmutableSet.of());
            assertEquals(test.findValue(ID), null);
            assertThrows(() => test.getValue(ID), typeof(MarketDataNotFoundException));
        }
コード例 #4
0
        public virtual void test_getValue_withKnownFailure()
        {
            string failureMessage        = "Something went wrong";
            BuiltScenarioMarketData test = BuiltScenarioMarketData.builder(MarketDataBox.ofSingleValue(VAL_DATE)).addResult(ID, Result.failure(FailureReason.ERROR, failureMessage)).build();

            assertEquals(test.ValuationDate, MarketDataBox.ofSingleValue(VAL_DATE));
            assertEquals(test.containsValue(ID), false);
            assertEquals(test.Ids, ImmutableSet.of());
            assertEquals(test.findValue(ID), null);
            assertThrows(() => test.getValue(ID), typeof(FailureException), failureMessage);
        }