Best code snippets using com.opengamma.strata.data.scenario.ImmutableScenarioMarketDataBuilder.build(Showing top 15 results out of 315)

public void test_combinedWithIncompatibleScenarioCount() {
 ImmutableScenarioMarketData marketData1 = ImmutableScenarioMarketData.builder(LocalDate.of(2011, 3, 8))
   .addBox(TEST_ID1, MarketDataBox.ofScenarioValues(1.0, 1.1, 1.2))
   .build();
 ImmutableScenarioMarketData marketData2 = ImmutableScenarioMarketData.builder(LocalDate.of(2011, 3, 8))
   .addBox(TEST_ID2, MarketDataBox.ofScenarioValues(1.0, 1.1))
   .build();
 assertThrowsIllegalArg(() -> marketData1.combinedWith(marketData2), ".* same number of scenarios .* 3 and 2");
}

/**
 * Tests that executing a function wraps its return value in a success result.
 */
public void execute() {
 SupplierFunction<String> fn = SupplierFunction.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);
 Result<?> result = calculationResults.getCells().get(0).getResult();
 assertThat(result).hasValue(ScenarioArray.of("foo"));
}

private static ImmutableScenarioMarketData baseData() {
 Map<ObservableId, LocalDateDoubleTimeSeries> timeSeriesMap = ImmutableMap.of(ID4, TIME_SERIES);
 return ImmutableScenarioMarketData.builder(VAL_DATE)
   .addBox(ID1, VAL1)
   .addBox(ID2, VAL2)
   .addTimeSeriesMap(timeSeriesMap)
   .build();
}

public void buildInverse() {
 FxRateMarketDataFunction function = new FxRateMarketDataFunction();
 MarketDataBox<Double> quoteBox = MarketDataBox.ofSingleValue(1.1d);
 ScenarioMarketData marketData = ImmutableScenarioMarketData.builder(LocalDate.of(2011, 3, 8))
   .addBox(QUOTE_ID, quoteBox)
   .build();
 MarketDataBox<FxRate> rateBox = function.build(FxRateId.of(CURRENCY_PAIR.inverse()), config(), marketData, REF_DATA);
 assertThat(rateBox.isSingleValue()).isTrue();
 assertThat(rateBox.getSingleValue()).isEqualTo(FxRate.of(CURRENCY_PAIR, 1.1d));
}

public void build() {
 FxRateMarketDataFunction function = new FxRateMarketDataFunction();
 MarketDataBox<Double> quoteBox = MarketDataBox.ofSingleValue(1.1d);
 ScenarioMarketData marketData = ImmutableScenarioMarketData.builder(LocalDate.of(2011, 3, 8))
   .addBox(QUOTE_ID, quoteBox)
   .build();
 MarketDataBox<FxRate> rateBox = function.build(RATE_ID, config(), marketData, REF_DATA);
 assertThat(rateBox.isSingleValue()).isTrue();
 assertThat(rateBox.getSingleValue()).isEqualTo(FxRate.of(CURRENCY_PAIR, 1.1d));
}

 public void specifySource() {
  ObservableSource testSource = ObservableSource.of("test");
  ScenarioMarketData marketData = ImmutableScenarioMarketData.builder(LocalDate.of(2011, 3, 8))
    .addValue(FxRateId.of(Currency.GBP, Currency.USD), FxRate.of(Currency.GBP, Currency.USD, 1.4d))
    .addValue(FxRateId.of(Currency.GBP, Currency.USD, testSource), FxRate.of(Currency.GBP, Currency.USD, 1.41d))
    .build();

  ScenarioFxRateProvider defaultRateProvider = ScenarioFxRateProvider.of(marketData);
  ScenarioFxRateProvider sourceRateProvider = ScenarioFxRateProvider.of(marketData, testSource);
  assertThat(defaultRateProvider.fxRate(Currency.GBP, Currency.USD, 0)).isEqualTo(1.4d);
  assertThat(sourceRateProvider.fxRate(Currency.GBP, Currency.USD, 0)).isEqualTo(1.41d);
 }
}

public void addNothing() {
 ImmutableScenarioMarketData marketData = ImmutableScenarioMarketData.builder(VAL_DATE).build();
 assertEquals(marketData.getScenarioCount(), 1);
}

/**
 * Tests that executing a function that returns a success result returns the underlying result without wrapping it.
 */
public 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);
 Result<?> result = calculationResults.getCells().get(0).getResult();
 assertThat(result).hasValue(ScenarioArray.of("foo"));
}

public void buildScenario() {
 FxRateMarketDataFunction function = new FxRateMarketDataFunction();
 MarketDataBox<Double> quoteBox = MarketDataBox.ofScenarioValues(1.1d, 1.2d, 1.3d);
 ScenarioMarketData marketData = ImmutableScenarioMarketData.builder(LocalDate.of(2011, 3, 8))
   .addBox(QUOTE_ID, quoteBox)
   .build();
 MarketDataBox<FxRate> rateBox = function.build(RATE_ID, config(), marketData, REF_DATA);
 assertThat(rateBox.isSingleValue()).isFalse();
 assertThat(rateBox.getScenarioCount()).isEqualTo(3);
 assertThat(rateBox.getValue(0)).isEqualTo(FxRate.of(CURRENCY_PAIR, 1.1d));
 assertThat(rateBox.getValue(1)).isEqualTo(FxRate.of(CURRENCY_PAIR, 1.2d));
 assertThat(rateBox.getValue(2)).isEqualTo(FxRate.of(CURRENCY_PAIR, 1.3d));
}

@BeforeClass
public void setUp() throws Exception {
 ScenarioMarketData marketData = ImmutableScenarioMarketData.builder(LocalDate.of(2011, 3, 8))
   .addValue(FxRateId.of(Currency.GBP, Currency.USD), FxRate.of(Currency.GBP, Currency.USD, 1.4d))
   .build();
 fxRateProvider = ScenarioFxRateProvider.of(marketData);
}

public void test_combinedWithReceiverHasOneScenario() {
 ImmutableScenarioMarketData marketData1 = ImmutableScenarioMarketData.builder(LocalDate.of(2011, 3, 8))
   .addBox(TEST_ID1, MarketDataBox.ofSingleValue(1.0))
   .build();
 ImmutableScenarioMarketData marketData2 = ImmutableScenarioMarketData.builder(LocalDate.of(2011, 3, 8))
   .addBox(TEST_ID2, MarketDataBox.ofScenarioValues(1.0, 1.1))
   .build();
 ImmutableScenarioMarketData expected = ImmutableScenarioMarketData.builder(LocalDate.of(2011, 3, 8))
   .addBox(TEST_ID1, MarketDataBox.ofSingleValue(1.0))
   .addBox(TEST_ID2, MarketDataBox.ofScenarioValues(1.0, 1.1))
   .build();
 assertThat(marketData1.combinedWith(marketData2)).isEqualTo(expected);
}

/**
 * Test the result is returned unchanged if using ReportingCurrency.NONE.
 */
public 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);
 Result<?> result = calculationResults.getCells().get(0).getResult();
 assertThat(result).hasValue(ScenarioArray.of(CurrencyAmount.of(EUR, 1d)));
}

/**
 * Test a non-convertible result is returned even if there is no reporting currency.
 */
public 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);
 Result<?> result = calculationResults.getCells().get(0).getResult();
 assertThat(result).hasValue(ScenarioArray.of("bar"));
}

/**
 * Test the result is returned unchanged if it is not ScenarioFxConvertible.
 */
public void convertResultCurrencyNotConvertible() {
 TestFunction fn = new TestFunction();
 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);
 Result<?> result = calculationResults.getCells().get(0).getResult();
 assertThat(result).hasValue(ScenarioArray.of("bar"));
}

public void test_combinedWithIncompatibleScenarioCount() {
 ImmutableScenarioMarketData marketData1 = ImmutableScenarioMarketData.builder(LocalDate.of(2011, 3, 8))
   .addBox(TEST_ID1, MarketDataBox.ofScenarioValues(1.0, 1.1, 1.2))
   .build();
 ImmutableScenarioMarketData marketData2 = ImmutableScenarioMarketData.builder(LocalDate.of(2011, 3, 8))
   .addBox(TEST_ID2, MarketDataBox.ofScenarioValues(1.0, 1.1))
   .build();
 assertThrowsIllegalArg(() -> marketData1.combinedWith(marketData2), ".* same number of scenarios .* 3 and 2");
}