//-------------------------------------------------------------------------
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 building a tree of requirements using market data functions.
/// </summary>
public virtual void buildDependencyTree()
{
MarketDataNode expected = rootNode(observableNode(new TestIdA(this, "1")), valueNode(new TestIdB(this, "2"), valueNode(new TestIdB(this, "4"), observableNode(new TestIdA(this, "5"))), timeSeriesNode(new TestIdA(this, "3"))), timeSeriesNode(new TestIdA(this, "6")));
// The requirements for the data directly used by the calculations
MarketDataRequirements requirements = MarketDataRequirements.builder().addValues(new TestIdA(this, "1"), new TestIdB(this, "2")).addTimeSeries(new TestIdA(this, "6")).build();
// Requirements for each item in the tree - used to initialize the functions
MarketDataRequirements id2Reqs = MarketDataRequirements.builder().addTimeSeries(new TestIdA(this, "3")).addValues(new TestIdB(this, "4")).build();
MarketDataRequirements id4Reqs = MarketDataRequirements.builder().addValues(new TestIdA(this, "5")).build();
ImmutableMap <TestIdB, MarketDataRequirements> reqsMap = ImmutableMap.of(new TestIdB(this, "2"), id2Reqs, new TestIdB(this, "4"), id4Reqs);
TestMarketDataFunctionA builderA = new TestMarketDataFunctionA();
TestMarketDataFunctionB builderB = 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(TestIdA.class, builderA, TestIdB.class, builderB);
ImmutableMap <Type, MarketDataFunction <object, ?> > functions = ImmutableMap.of(typeof(TestIdA), builderA, typeof(TestIdB), builderB);
MarketDataNode root = MarketDataNode.buildDependencyTree(requirements, BuiltScenarioMarketData.empty(), MarketDataConfig.empty(), functions);
assertThat(root).isEqualTo(expected);
}
/// <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);
}
public override Builder set(string propertyName, object newValue)
{
switch (propertyName.GetHashCode())
{
case -1770633379: // underlying
this.underlying = (BuiltScenarioMarketData)newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return(this);
}
/// <summary>
/// Test a node with no children is added when there is no market data function for an ID.
/// </summary>
public virtual void noMarketDataBuilder()
{
MarketDataNode expected = rootNode(valueNode(new TestIdC("1")), valueNode(new TestIdB(this, "2"), valueNode(new TestIdC("3"))));
MarketDataRequirements requirements = MarketDataRequirements.builder().addValues(new TestIdC("1"), new TestIdB(this, "2")).build();
MarketDataRequirements id2Reqs = MarketDataRequirements.builder().addValues(new TestIdC("3")).build();
TestMarketDataFunctionB builder = new TestMarketDataFunctionB(ImmutableMap.of(new TestIdB(this, "2"), id2Reqs));
//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);
// Build the tree without providing a market data function to handle TestId3
MarketDataNode root = MarketDataNode.buildDependencyTree(requirements, BuiltScenarioMarketData.empty(), MarketDataConfig.empty(), functions);
assertThat(root).isEqualTo(expected);
}
/// <summary>
/// Creates an instance. </summary>
/// <param name="underlying"> the value of the property, not null </param>
internal BuiltMarketData(BuiltScenarioMarketData underlying)
{
JodaBeanUtils.notNull(underlying, "underlying");
this.underlying = underlying;
}
//-------------------------------------------------------------------------
public virtual void coverage()
{
coverImmutableBean(BuiltScenarioMarketData.empty());
}
