예제 #1
0
        //-------------------------------------------------------------------------
        public virtual void test_requirementsAndCurrency()
        {
            SecurityPositionCalculationFunction function = new SecurityPositionCalculationFunction();
            ISet <Measure>       measures = function.supportedMeasures();
            FunctionRequirements reqs     = function.requirements(POSITION, measures, PARAMS, REF_DATA);

            assertThat(reqs.OutputCurrencies).containsOnly(CURRENCY);
            assertThat(reqs.ValueRequirements).isEqualTo(ImmutableSet.of(QuoteId.of(SEC_ID.StandardId)));
            assertThat(reqs.TimeSeriesRequirements).Empty;
            assertThat(function.naturalCurrency(POSITION, REF_DATA)).isEqualTo(CURRENCY);
        }