@Override public Set<MarketDataId<?>> getIds() { return marketData.getIds(); }
@Override public Set<MarketDataId<?>> getIds() { return ImmutableSet.<MarketDataId<?>>builder() .addAll(underlying.getIds()) .add(id) .build(); }
public void test_of() { Map<MarketDataId<?>, MarketDataBox<?>> dataMap = ImmutableMap.of(ID1, BOX1); Map<ObservableId, LocalDateDoubleTimeSeries> tsMap = ImmutableMap.of(ID1, TIME_SERIES); ScenarioMarketData test = ScenarioMarketData.of(2, VAL_DATE, dataMap, tsMap); assertThat(test.getValuationDate()).isEqualTo(MarketDataBox.ofSingleValue(VAL_DATE)); assertThat(test.containsValue(ID1)).isTrue(); assertThat(test.containsValue(ID2)).isFalse(); assertThat(test.getValue(ID1)).isEqualTo(BOX1); assertThrows(() -> test.getValue(ID2), MarketDataNotFoundException.class); assertThat(test.findValue(ID1)).hasValue(BOX1); assertThat(test.findValue(ID2)).isEmpty(); assertThat(test.getIds()).isEqualTo(ImmutableSet.of(ID1)); assertThat(test.getTimeSeries(ID1)).isEqualTo(TIME_SERIES); assertThat(test.getTimeSeries(ID2)).isEqualTo(LocalDateDoubleTimeSeries.empty()); }
public void test_of_noScenarios() { Map<MarketDataId<?>, MarketDataBox<?>> dataMap = ImmutableMap.of(ID1, MarketDataBox.empty()); ScenarioMarketData test = ScenarioMarketData.of(0, VAL_DATE, dataMap, ImmutableMap.of()); assertThat(test.getValuationDate()).isEqualTo(MarketDataBox.ofSingleValue(VAL_DATE)); assertThat(test.containsValue(ID1)).isTrue(); assertThat(test.containsValue(ID2)).isFalse(); assertThat(test.getValue(ID1)).isEqualTo(MarketDataBox.empty()); assertThrows(() -> test.getValue(ID2), MarketDataNotFoundException.class); assertThat(test.findValue(ID1)).hasValue(MarketDataBox.empty()); assertThat(test.findValue(ID2)).isEmpty(); assertThat(test.getIds()).isEqualTo(ImmutableSet.of(ID1)); assertThat(test.getTimeSeries(ID1)).isEqualTo(LocalDateDoubleTimeSeries.empty()); assertThat(test.getTimeSeries(ID2)).isEqualTo(LocalDateDoubleTimeSeries.empty()); }
public void test_empty() { ScenarioMarketData test = ScenarioMarketData.empty(); assertThat(test.getValuationDate()).isEqualTo(MarketDataBox.empty()); assertThat(test.containsValue(ID1)).isFalse(); assertThat(test.containsValue(ID2)).isFalse(); assertThrows(() -> test.getValue(ID1), MarketDataNotFoundException.class); assertThrows(() -> test.getValue(ID2), MarketDataNotFoundException.class); assertThat(test.findValue(ID1)).isEmpty(); assertThat(test.findValue(ID2)).isEmpty(); assertThat(test.getIds()).isEqualTo(ImmutableSet.of()); assertThat(test.getTimeSeries(ID1)).isEqualTo(LocalDateDoubleTimeSeries.empty()); assertThat(test.getTimeSeries(ID2)).isEqualTo(LocalDateDoubleTimeSeries.empty()); }
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(); ScenarioMarketData combined = marketData1.combinedWith(marketData2); assertThat(combined).isEqualTo(expected); assertThat(combined.getIds()).isEqualTo(ImmutableSet.of(TEST_ID1, TEST_ID2)); }
public void test_combinedWithOtherHasOneScenario() { ImmutableScenarioMarketData marketData1 = ImmutableScenarioMarketData.builder(LocalDate.of(2011, 3, 8)) .addBox(TEST_ID2, MarketDataBox.ofScenarioValues(1.0, 1.1)) .build(); ImmutableScenarioMarketData marketData2 = ImmutableScenarioMarketData.builder(LocalDate.of(2011, 3, 8)) .addBox(TEST_ID1, MarketDataBox.ofSingleValue(1.0)) .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(); ScenarioMarketData combined = marketData1.combinedWith(marketData2); assertThat(combined).isEqualTo(expected); assertThat(combined.getIds()).isEqualTo(ImmutableSet.of(TEST_ID1, TEST_ID2)); }
assertThat(combined.getIds()).isEqualTo(ImmutableSet.of(TEST_ID1, TEST_ID2, TEST_ID3));