/**
* Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.fudgemsg;
import static org.testng.AssertJUnit.assertEquals;
import java.util.Collections;
import java.util.HashMap;
import java.util.Map;
import org.testng.annotations.Test;
import com.opengamma.core.marketdatasnapshot.SurfaceData;
import com.opengamma.util.test.TestGroup;
import com.opengamma.util.time.Tenor;
import com.opengamma.util.tuple.Pair;
import com.opengamma.util.tuple.Pairs;
/**
* Test.
*/
@Test(groups = TestGroup.UNIT)
public class VolatilitySurfaceDataFudgeEncodingTest extends FinancialTestBase {
@Test
public void testCycle() {
final Tenor[] x = new Tenor[10];
final Tenor[] y = new Tenor[10];
for (int i = 1; i <= 10; i++) {
x[i - 1] = Tenor.ofYears(i);
y[i - 1] = Tenor.ofYears(i + 10);
}
final Map<Pair<Tenor, Tenor>, Double> values = new HashMap<>();
for (final Tenor tenorX : x) {
for (final Tenor tenorY : y) {
values.put(Pairs.of(tenorX, tenorY), Math.random());
}
}
SurfaceData<Tenor, Tenor> data = new SurfaceData<>("US", values);
SurfaceData<Tenor, Tenor> cycled = cycleObject(SurfaceData.class, data);
assertEquals(data.asMap(), cycled.asMap());
assertEquals(data.getName(), cycled.getName());
assertEquals(data.getXLabel(), cycled.getXLabel());
assertEquals(data.getYLabel(), cycled.getYLabel());
data = new SurfaceData<>("def", values);
cycled = cycleObject(SurfaceData.class, data);
assertEquals(data.asMap(), cycled.asMap());
assertEquals(data.getName(), cycled.getName());
assertEquals(data.getXLabel(), cycled.getXLabel());
assertEquals(data.getYLabel(), cycled.getYLabel());
}
@Test
public void testEmptyCycle() {
final Map<Pair<Tenor, Tenor>, Double> values = new HashMap<>();
final SurfaceData<Tenor, Tenor> data = new SurfaceData<>("US", values);
assertEquals(Collections.emptyMap(), data.asMap());
final SurfaceData<Tenor, Tenor> dataWithName = new SurfaceData<>("US", "time", "strike", values);
assertEquals(dataWithName, cycleObject(SurfaceData.class, dataWithName));
assertEquals(Collections.emptyMap(), dataWithName.asMap());
}
}