public virtual void test_without_typeNotFound()
{
CalculationParameters test = CalculationParameters.empty();
CalculationParameters filtered1 = test.without(typeof(TestParameter));
assertEquals(filtered1.Parameters.size(), 0);
}
//-------------------------------------------------------------------------
public virtual void coverage()
{
CalculationParameters test = CalculationParameters.of(PARAM);
coverImmutableBean(test);
CalculationParameters test2 = CalculationParameters.empty();
coverBeanEquals(test, test2);
assertNotNull(CalculationParameters.meta());
}
//-------------------------------------------------------------------------
/// <summary>
/// Obtains an instance that will calculate the specified cells.
/// <para>
/// The cells must all be for the same row index and none of the column indices must overlap.
/// The result will contain no calculation parameters.
///
/// </para>
/// </summary>
/// <param name="target"> the target for which the value will be calculated </param>
/// <param name="function"> the function that performs the calculation </param>
/// <param name="cells"> the cells to be calculated by this task </param>
/// <returns> the task </returns>
public static CalculationTask of <T1>(CalculationTarget target, CalculationFunction <T1> function, params CalculationTaskCell[] cells) where T1 : com.opengamma.strata.basics.CalculationTarget
{
return(of(target, function, CalculationParameters.empty(), ImmutableList.copyOf(cells)));
}
/// <summary>
/// Test two derived function composed together
/// </summary>
public virtual void calculateMeasuresNestedDerivedClasses()
{
TestTarget target = new TestTarget(10);
//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<?>> delegateResults = com.google.common.collect.ImmutableMap.of(CASH_FLOWS, com.opengamma.strata.collect.result.Result.success(3), PAR_RATE, com.opengamma.strata.collect.result.Result.success(5), PRESENT_VALUE, com.opengamma.strata.collect.result.Result.success(7));
IDictionary <Measure, Result <object> > delegateResults = ImmutableMap.of(CASH_FLOWS, Result.success(3), PAR_RATE, Result.success(5), PRESENT_VALUE, Result.success(7));
DerivedFn derivedFn1 = new DerivedFn(BUCKETED_PV01);
DerivedFn derivedFn2 = new DerivedFn(PRESENT_VALUE_MULTI_CCY);
DerivedCalculationFunctionWrapper <TestTarget, int> wrapper = new DerivedCalculationFunctionWrapper <TestTarget, int>(derivedFn1, new DelegateFn(delegateResults));
wrapper = new DerivedCalculationFunctionWrapper <>(derivedFn2, wrapper);
ISet <Measure> measures = ImmutableSet.of(BUCKETED_PV01, PRESENT_VALUE_MULTI_CCY, CASH_FLOWS, PAR_RATE, PRESENT_VALUE);
//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 = wrapper.calculate(target, measures, CalculationParameters.empty(), com.opengamma.strata.data.scenario.ScenarioMarketData.empty(), com.opengamma.strata.basics.ReferenceData.standard());
IDictionary <Measure, Result <object> > results = wrapper.calculate(target, measures, CalculationParameters.empty(), ScenarioMarketData.empty(), ReferenceData.standard());
assertThat(wrapper.supportedMeasures()).isEqualTo(measures);
assertThat(wrapper.targetType()).isEqualTo(typeof(TestTarget));
assertThat(results.Keys).isEqualTo(measures);
assertThat(results[BUCKETED_PV01]).hasValue(35);
assertThat(results[PRESENT_VALUE_MULTI_CCY]).hasValue(35);
assertThat(results[CASH_FLOWS]).hasValue(3);
assertThat(results[PAR_RATE]).hasValue(5);
assertThat(results[PRESENT_VALUE]).hasValue(7);
}
/// <summary>
/// Test the behaviour when the delegate function returns no value for a measure it claims to support.
/// This is a bug in the function, it should always return a result for all measures that are supported and
/// were requested.
/// </summary>
public virtual void supportedMeasureNotReturned()
{
TestTarget target = new TestTarget(10);
//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<?>> delegateResults = com.google.common.collect.ImmutableMap.of(CASH_FLOWS, com.opengamma.strata.collect.result.Result.success(3), PAR_RATE, com.opengamma.strata.collect.result.Result.success(5), PRESENT_VALUE, com.opengamma.strata.collect.result.Result.success(7));
IDictionary <Measure, Result <object> > delegateResults = ImmutableMap.of(CASH_FLOWS, Result.success(3), PAR_RATE, Result.success(5), PRESENT_VALUE, Result.success(7));
DelegateFn delegateFn = new DelegateFnAnonymousInnerClass(this, delegateResults, target);
DerivedCalculationFunctionWrapper <TestTarget, int> wrapper = new DerivedCalculationFunctionWrapper <TestTarget, int>(new DerivedFn(), delegateFn);
ISet <Measure> measures = ImmutableSet.of(BUCKETED_PV01);
//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 = wrapper.calculate(target, measures, CalculationParameters.empty(), com.opengamma.strata.data.scenario.ScenarioMarketData.empty(), com.opengamma.strata.basics.ReferenceData.standard());
IDictionary <Measure, Result <object> > results = wrapper.calculate(target, measures, CalculationParameters.empty(), ScenarioMarketData.empty(), ReferenceData.standard());
assertThat(results.Keys).isEqualTo(measures);
assertThat(results[BUCKETED_PV01]).hasFailureMessageMatching(".*did not return the expected measures.*");
}
/// <summary>
/// Test the behaviour when the underlying function doesn't support the measures required by the derived function.
/// </summary>
public virtual void requiredMeasuresNotSupported()
{
TestTarget target = new TestTarget(10);
//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<?>> delegateResults = com.google.common.collect.ImmutableMap.of(PAR_RATE, com.opengamma.strata.collect.result.Result.success(5), PRESENT_VALUE, com.opengamma.strata.collect.result.Result.success(7));
IDictionary <Measure, Result <object> > delegateResults = ImmutableMap.of(PAR_RATE, Result.success(5), PRESENT_VALUE, Result.success(7));
DerivedCalculationFunctionWrapper <TestTarget, int> wrapper = new DerivedCalculationFunctionWrapper <TestTarget, int>(new DerivedFn(), new DelegateFn(delegateResults));
ISet <Measure> measures = ImmutableSet.of(BUCKETED_PV01, PAR_RATE);
//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 = wrapper.calculate(target, measures, CalculationParameters.empty(), com.opengamma.strata.data.scenario.ScenarioMarketData.empty(), com.opengamma.strata.basics.ReferenceData.standard());
IDictionary <Measure, Result <object> > results = wrapper.calculate(target, measures, CalculationParameters.empty(), ScenarioMarketData.empty(), ReferenceData.standard());
// The derived measure isn't supported because its required measure isn't available
assertThat(wrapper.supportedMeasures()).isEqualTo(ImmutableSet.of(PAR_RATE, PRESENT_VALUE));
assertThat(results.Keys).isEqualTo(measures);
assertThat(results[BUCKETED_PV01]).hasFailureMessageMatching(".*cannot calculate the required measures.*");
assertThat(results[PAR_RATE]).hasValue(5);
}
/// <summary>
/// Test that the derived measure isn't calculated unless it is requested.
/// </summary>
public virtual void derivedMeasureNotRequested()
{
TestTarget target = new TestTarget(10);
//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<?>> delegateResults = com.google.common.collect.ImmutableMap.of(CASH_FLOWS, com.opengamma.strata.collect.result.Result.success(3), PRESENT_VALUE, com.opengamma.strata.collect.result.Result.success(7));
IDictionary <Measure, Result <object> > delegateResults = ImmutableMap.of(CASH_FLOWS, Result.success(3), PRESENT_VALUE, Result.success(7));
DerivedCalculationFunctionWrapper <TestTarget, int> wrapper = new DerivedCalculationFunctionWrapper <TestTarget, int>(new DerivedFn(), new DelegateFn(delegateResults));
ISet <Measure> measures = ImmutableSet.of(CASH_FLOWS, PRESENT_VALUE);
//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 = wrapper.calculate(target, measures, CalculationParameters.empty(), com.opengamma.strata.data.scenario.ScenarioMarketData.empty(), com.opengamma.strata.basics.ReferenceData.standard());
IDictionary <Measure, Result <object> > results = wrapper.calculate(target, measures, CalculationParameters.empty(), ScenarioMarketData.empty(), ReferenceData.standard());
assertThat(results.Keys).isEqualTo(measures);
assertThat(results[CASH_FLOWS]).hasValue(3);
assertThat(results[PRESENT_VALUE]).hasValue(7);
}
