public void CanGetSnapshot()
{
RemoteMarketDataSnapshotter snapshotter = Context.ViewProcessor.MarketDataSnapshotter;
RemoteViewCycleTests.WithViewCycle(
delegate(ViewDefinitionCompiledArgs compiled, IViewCycle cycle, RemoteViewClient client)
{
var snapshot = snapshotter.CreateSnapshot(client, cycle);
Assert.NotNull(snapshot);
});
}
public void CanGetYieldCurveSpecs()
{
RemoteMarketDataSnapshotter snapshotter = Context.ViewProcessor.MarketDataSnapshotter;
RemoteViewCycleTests.WithViewCycle(
delegate(ViewDefinitionCompiledArgs compiled, IViewCycle cycle, RemoteViewClient client)
{
var snapshot = snapshotter.GetYieldCurveRequirements(client, cycle);
Assert.NotNull(snapshot);
Assert.NotEmpty(snapshot);
});
}
public void UberView()
{
var defn = Context.ViewProcessor.ViewDefinitionRepository.GetViewDefinition("Mixed Instrument VaR View");
UniqueId portfolio = defn.PortfolioIdentifier;
var remoteAvailableOutputs = Context.RemoteAvailableOutputs;
remoteAvailableOutputs.MaxNodes = 2;
remoteAvailableOutputs.MaxPositions = 2;
var availableOutputs = remoteAvailableOutputs.GetPortfolioOutputs(portfolio);
Assert.NotNull(availableOutputs);
var valueNames = availableOutputs.SecurityTypes.ToDictionary(s => s, s => availableOutputs.GetPositionOutputs(s).Select(a => a.ValueName));
foreach (var securityType in availableOutputs.SecurityTypes)
{
ICollection <AvailableOutput> positionOutputs = availableOutputs.GetPositionOutputs(securityType);
foreach (var availableOutput in positionOutputs)
{
Assert.Null(availableOutput.PortfolioNodeProperties);
Assert.True(new[] { securityType }.SequenceEqual(availableOutput.PositionProperties.Keys));
ValueProperties positionProperty = availableOutput.PositionProperties[securityType];
Assert.NotNull(positionProperty);
Assert.NotNull(positionProperty.GetValues("Function"));
}
}
var viewCalculationConfiguration = GetDefaultCalculations(valueNames);
var newDefn = new ViewDefinition(TestUtils.GetUniqueName(), portfolioIdentifier: portfolio, defaultCurrency: defn.DefaultCurrency, calculationConfigurationsByName: new Dictionary <string, ViewCalculationConfiguration> {
{ "Default", viewCalculationConfiguration }
});
using (var remoteClient = Context.CreateFinancialClient())
{
remoteClient.ViewDefinitionRepository.AddViewDefinition(new AddViewDefinitionRequest(newDefn));
RemoteViewCycleTests.WithViewCycle(delegate(ViewDefinitionCompiledArgs comp, IViewCycle cycle, RemoteViewClient client)
{
var allLiveData = cycle.GetResultModel().AllLiveData;
var dependencyGraphExplorer = cycle.GetCompiledViewDefinition().GetDependencyGraphExplorer("Default");
var dependencyGraph = dependencyGraphExplorer.GetWholeGraph();
var dependencyNodes = dependencyGraph.DependencyNodes;
var valueSpecifications = dependencyNodes.SelectMany(n => n.OutputValues).ToLookup(s => s).Select(g => g.Key).ToList();
Assert.NotEmpty(valueSpecifications);
var first = cycle.QueryComputationCaches(new ComputationCacheQuery("Default", valueSpecifications));
Assert.InRange(allLiveData.Count(), 1, valueSpecifications.Count);
Assert.InRange(first.Results.Count, allLiveData.Count() + 1, valueSpecifications.Count);
}, defn.Name);
}
}