//------------------------------------------------------------------------- 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))); }
/// <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); }
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)); }
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); }