/// <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 derived measure result is a failure if any of the required measures are failures
/// </summary>
public virtual void requiredMeasureFails()
{
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.failure(com.opengamma.strata.collect.result.FailureReason.ERROR, "Failed to calculate bar"), 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.failure(FailureReason.ERROR, "Failed to calculate bar"), 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);
//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("Failed to calculate bar");
}
/// <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);
}
/// <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);
}
