// submits a task to the executor to be run
private void runTask(CalculationTask task, ScenarioMarketData marketData, ReferenceData refData, System.Action <CalculationResults> consumer)
{
// the task is executed, with the result passed to the consumer
// the consumer wraps the listener to ensure thread-safety
System.Func <CalculationResults> taskExecutor = () => task.execute(marketData, refData);
CompletableFuture.supplyAsync(taskExecutor, executor).thenAccept(consumer);
}
/// <summary>
/// Tests that executing a function that returns a failure result returns the underlying result without wrapping it.
/// </summary>
public virtual void executeFailureResultValue()
{
SupplierFunction <Result <string> > fn = SupplierFunction.of(() => Result.failure(FailureReason.NOT_APPLICABLE, "bar"));
CalculationTaskCell cell = CalculationTaskCell.of(0, 0, TestingMeasures.PRESENT_VALUE, REPORTING_CURRENCY_USD);
CalculationTask task = CalculationTask.of(TARGET, fn, cell);
ScenarioMarketData marketData = ScenarioMarketData.empty();
CalculationResults calculationResults = task.execute(marketData, REF_DATA);
//JAVA TO C# CONVERTER WARNING: Java wildcard generics have no direct equivalent in .NET:
//ORIGINAL LINE: com.opengamma.strata.collect.result.Result<?> result = calculationResults.getCells().get(0).getResult();
Result <object> result = calculationResults.Cells.get(0).Result;
assertThat(result).isFailure(FailureReason.NOT_APPLICABLE).hasFailureMessageMatching("bar");
}
/// <summary>
/// Tests that executing a function that returns a success result returns the underlying result without wrapping it.
/// </summary>
public virtual void executeSuccessResultValue()
{
SupplierFunction <Result <ScenarioArray <string> > > fn = SupplierFunction.of(() => Result.success(ScenarioArray.of("foo")));
CalculationTaskCell cell = CalculationTaskCell.of(0, 0, TestingMeasures.PRESENT_VALUE, REPORTING_CURRENCY_USD);
CalculationTask task = CalculationTask.of(TARGET, fn, cell);
ScenarioMarketData marketData = ImmutableScenarioMarketData.builder(date(2011, 3, 8)).build();
CalculationResults calculationResults = task.execute(marketData, REF_DATA);
//JAVA TO C# CONVERTER WARNING: Java wildcard generics have no direct equivalent in .NET:
//ORIGINAL LINE: com.opengamma.strata.collect.result.Result<?> result = calculationResults.getCells().get(0).getResult();
Result <object> result = calculationResults.Cells.get(0).Result;
assertThat(result).hasValue(ScenarioArray.of("foo"));
}
/// <summary>
/// Test a non-convertible result is returned even if there is no reporting currency.
/// </summary>
public virtual void nonConvertibleResultReturnedWhenNoReportingCurrency()
{
TestFunction fn = new TestFunction();
CalculationTaskCell cell = CalculationTaskCell.of(0, 0, TestingMeasures.PRESENT_VALUE, NATURAL);
CalculationTask task = CalculationTask.of(TARGET, fn, cell);
ScenarioMarketData marketData = ImmutableScenarioMarketData.builder(date(2011, 3, 8)).build();
CalculationResults calculationResults = task.execute(marketData, REF_DATA);
//JAVA TO C# CONVERTER WARNING: Java wildcard generics have no direct equivalent in .NET:
//ORIGINAL LINE: com.opengamma.strata.collect.result.Result<?> result = calculationResults.getCells().get(0).getResult();
Result <object> result = calculationResults.Cells.get(0).Result;
assertThat(result).hasValue(ScenarioArray.of("bar"));
}
/// <summary>
/// Test the result is returned unchanged if using ReportingCurrency.NONE.
/// </summary>
public virtual void convertResultCurrencyNoConversionRequested()
{
SupplierFunction <CurrencyAmount> fn = SupplierFunction.of(() => CurrencyAmount.of(EUR, 1d));
CalculationTaskCell cell = CalculationTaskCell.of(0, 0, TestingMeasures.PRESENT_VALUE, ReportingCurrency.NONE);
CalculationTask task = CalculationTask.of(TARGET, fn, cell);
ScenarioMarketData marketData = ImmutableScenarioMarketData.builder(date(2011, 3, 8)).build();
CalculationResults calculationResults = task.execute(marketData, REF_DATA);
//JAVA TO C# CONVERTER WARNING: Java wildcard generics have no direct equivalent in .NET:
//ORIGINAL LINE: com.opengamma.strata.collect.result.Result<?> result = calculationResults.getCells().get(0).getResult();
Result <object> result = calculationResults.Cells.get(0).Result;
assertThat(result).hasValue(ScenarioArray.of(CurrencyAmount.of(EUR, 1d)));
}
/// <summary>
/// Tests that executing a function that throws an unsupported exception wraps the exception in a failure result.
/// </summary>
public virtual void executeException_unsupported()
{
SupplierFunction <string> fn = SupplierFunction.of(() =>
{
throw new System.NotSupportedException("foo");
});
CalculationTaskCell cell = CalculationTaskCell.of(0, 0, TestingMeasures.PRESENT_VALUE, REPORTING_CURRENCY_USD);
CalculationTask task = CalculationTask.of(TARGET, fn, cell);
ScenarioMarketData marketData = ScenarioMarketData.empty();
CalculationResults calculationResults = task.execute(marketData, REF_DATA);
//JAVA TO C# CONVERTER WARNING: Java wildcard generics have no direct equivalent in .NET:
//ORIGINAL LINE: com.opengamma.strata.collect.result.Result<?> result = calculationResults.getCells().get(0).getResult();
Result <object> result = calculationResults.Cells.get(0).Result;
assertThat(result).isFailure(FailureReason.UNSUPPORTED).hasFailureMessageMatching("Unsupported operation when invoking function 'SupplierFunction' for ID '123': foo");
}
/// <summary>
/// Test that a failure is returned if currency conversion fails.
/// </summary>
public virtual void convertResultCurrencyConversionFails()
{
DoubleArray values = DoubleArray.of(1, 2, 3);
CurrencyScenarioArray list = CurrencyScenarioArray.of(GBP, values);
// Market data doesn't include FX rates, conversion to USD will fail
ScenarioMarketData marketData = ScenarioMarketData.empty();
ConvertibleFunction fn = ConvertibleFunction.of(() => list, GBP);
CalculationTaskCell cell = CalculationTaskCell.of(0, 0, TestingMeasures.PRESENT_VALUE, REPORTING_CURRENCY_USD);
CalculationTask task = CalculationTask.of(TARGET, fn, cell);
CalculationResults calculationResults = task.execute(marketData, REF_DATA);
//JAVA TO C# CONVERTER WARNING: Java wildcard generics have no direct equivalent in .NET:
//ORIGINAL LINE: com.opengamma.strata.collect.result.Result<?> result = calculationResults.getCells().get(0).getResult();
Result <object> result = calculationResults.Cells.get(0).Result;
assertThat(result).isFailure(FailureReason.CURRENCY_CONVERSION).hasFailureMessageMatching("Failed to convert value '.*' to currency 'USD'");
}
/// <summary>
/// Test that the result is returned unchanged if it is a failure.
/// </summary>
public virtual void convertResultCurrencyFailure()
{
ConvertibleFunction fn = ConvertibleFunction.of(() =>
{
throw new Exception("This is a failure");
}, GBP);
CalculationTaskCell cell = CalculationTaskCell.of(0, 0, TestingMeasures.PRESENT_VALUE, REPORTING_CURRENCY_USD);
CalculationTask task = CalculationTask.of(TARGET, fn, cell);
ScenarioMarketData marketData = ScenarioMarketData.empty();
CalculationResults calculationResults = task.execute(marketData, REF_DATA);
//JAVA TO C# CONVERTER WARNING: Java wildcard generics have no direct equivalent in .NET:
//ORIGINAL LINE: com.opengamma.strata.collect.result.Result<?> result = calculationResults.getCells().get(0).getResult();
Result <object> result = calculationResults.Cells.get(0).Result;
assertThat(result).isFailure(FailureReason.CALCULATION_FAILED).hasFailureMessageMatching("Error when invoking function 'ConvertibleFunction' for ID '123': This is a failure");
}
/// <summary>
/// Test that the result is not converted if the isCurrencyConvertible flag on the measure is false.
/// </summary>
public virtual void currencyConversionHonoursConvertibleFlagOnMeasure()
{
DoubleArray values = DoubleArray.of(1, 2, 3);
//JAVA TO C# CONVERTER TODO TASK: Most Java stream collectors are not converted by Java to C# Converter:
IList <FxRate> rates = ImmutableList.of(1.61, 1.62, 1.63).Select(rate => FxRate.of(GBP, USD, rate)).collect(toImmutableList());
CurrencyScenarioArray list = CurrencyScenarioArray.of(GBP, values);
ScenarioMarketData marketData = ImmutableScenarioMarketData.builder(date(2011, 3, 8)).addScenarioValue(FxRateId.of(GBP, USD), rates).build();
ConvertibleFunction fn = ConvertibleFunction.of(() => list, GBP);
CalculationTaskCell cell = CalculationTaskCell.of(0, 0, TestingMeasures.PRESENT_VALUE_MULTI_CCY, REPORTING_CURRENCY_USD);
CalculationTask task = CalculationTask.of(TARGET, fn, cell);
CurrencyScenarioArray expectedArray = CurrencyScenarioArray.of(GBP, values);
CalculationResults calculationResults = task.execute(marketData, REF_DATA);
//JAVA TO C# CONVERTER WARNING: Java wildcard generics have no direct equivalent in .NET:
//ORIGINAL LINE: com.opengamma.strata.collect.result.Result<?> result = calculationResults.getCells().get(0).getResult();
Result <object> result = calculationResults.Cells.get(0).Result;
assertThat(result).hasValue(expectedArray);
}
/// <summary>
/// Tests that executing a function filters the set of measures sent to function.
/// </summary>
public virtual void executeFilterMeasures()
{
// function does not support 'ParRate', so it should not be asked for it
MeasureCheckFunction fn = new MeasureCheckFunction(ImmutableSet.of(TestingMeasures.PRESENT_VALUE), ("123"));
CalculationTaskCell cell0 = CalculationTaskCell.of(0, 0, TestingMeasures.PRESENT_VALUE, REPORTING_CURRENCY_USD);
CalculationTaskCell cell1 = CalculationTaskCell.of(0, 1, TestingMeasures.PAR_RATE, REPORTING_CURRENCY_USD);
CalculationTask task = CalculationTask.of(TARGET, fn, cell0, cell1);
ScenarioMarketData marketData = ScenarioMarketData.empty();
CalculationResults calculationResults = task.execute(marketData, REF_DATA);
//JAVA TO C# CONVERTER WARNING: Java wildcard generics have no direct equivalent in .NET:
//ORIGINAL LINE: com.opengamma.strata.collect.result.Result<?> result0 = calculationResults.getCells().get(0).getResult();
Result <object> result0 = calculationResults.Cells.get(0).Result;
assertThat(result0).Success.hasValue(ImmutableSet.of(TestingMeasures.PRESENT_VALUE)); // ParRate not requested
//JAVA TO C# CONVERTER WARNING: Java wildcard generics have no direct equivalent in .NET:
//ORIGINAL LINE: com.opengamma.strata.collect.result.Result<?> result1 = calculationResults.getCells().get(1).getResult();
Result <object> result1 = calculationResults.Cells.get(1).Result;
assertThat(result1).isFailure(FailureReason.UNSUPPORTED).hasFailureMessageMatching("Measure 'ParRate' is not supported by function 'MeasureCheckFunction'");
}
/// <summary>
/// Test executing a bad function that fails to return expected measure.
/// </summary>
public virtual void executeMissingMeasure()
{
// function claims it supports 'PresentValueMultiCurrency' but fails to return it when asked
MeasureCheckFunction fn = new MeasureCheckFunction(ImmutableSet.of(TestingMeasures.PRESENT_VALUE), ("123"));
CalculationTaskCell cell0 = CalculationTaskCell.of(0, 0, TestingMeasures.PRESENT_VALUE, REPORTING_CURRENCY_USD);
CalculationTaskCell cell1 = CalculationTaskCell.of(0, 1, TestingMeasures.PRESENT_VALUE_MULTI_CCY, REPORTING_CURRENCY_USD);
CalculationTask task = CalculationTask.of(TARGET, fn, cell0, cell1);
ScenarioMarketData marketData = ScenarioMarketData.empty();
CalculationResults calculationResults = task.execute(marketData, REF_DATA);
//JAVA TO C# CONVERTER WARNING: Java wildcard generics have no direct equivalent in .NET:
//ORIGINAL LINE: com.opengamma.strata.collect.result.Result<?> result0 = calculationResults.getCells().get(0).getResult();
Result <object> result0 = calculationResults.Cells.get(0).Result;
assertThat(result0).Success.hasValue(ImmutableSet.of(TestingMeasures.PRESENT_VALUE, TestingMeasures.PRESENT_VALUE_MULTI_CCY));
//JAVA TO C# CONVERTER WARNING: Java wildcard generics have no direct equivalent in .NET:
//ORIGINAL LINE: com.opengamma.strata.collect.result.Result<?> result1 = calculationResults.getCells().get(1).getResult();
Result <object> result1 = calculationResults.Cells.get(1).Result;
assertThat(result1).isFailure(FailureReason.CALCULATION_FAILED).hasFailureMessageMatching("Function 'MeasureCheckFunction' did not return requested measure 'PresentValueMultiCurrency' for ID '123'");
}
