/**
* Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.masterdb.exchange;
import static com.google.common.collect.Lists.newArrayList;
import static org.testng.AssertJUnit.assertEquals;
import static org.threeten.bp.temporal.ChronoUnit.HOURS;
import static org.threeten.bp.temporal.ChronoUnit.MINUTES;
import static org.threeten.bp.temporal.ChronoUnit.SECONDS;
import java.util.List;
import org.slf4j.Logger;
import org.slf4j.LoggerFactory;
import org.testng.annotations.Factory;
import org.testng.annotations.Test;
import org.threeten.bp.Clock;
import org.threeten.bp.Instant;
import org.threeten.bp.ZoneOffset;
import com.opengamma.id.ExternalIdBundle;
import com.opengamma.id.ObjectId;
import com.opengamma.id.VersionCorrection;
import com.opengamma.master.exchange.ExchangeDocument;
import com.opengamma.master.exchange.ExchangeHistoryRequest;
import com.opengamma.master.exchange.ExchangeHistoryResult;
import com.opengamma.master.exchange.ExchangeSearchRequest;
import com.opengamma.master.exchange.ExchangeSearchResult;
import com.opengamma.master.exchange.ManageableExchange;
import com.opengamma.util.test.DbTest;
import com.opengamma.util.test.TestGroup;
/**
* Tests ModifyExchangeDbExchangeMasterWorker.
*/
@Test(groups = TestGroup.UNIT_DB)
public class ModifyExchangeDbExchangeMasterWorkerReplaceVersionsTest extends AbstractDbExchangeMasterWorkerTest {
// superclass sets up dummy database
private static final Logger s_logger = LoggerFactory.getLogger(ModifyExchangeDbExchangeMasterWorkerReplaceVersionsTest.class);
@Factory(dataProvider = "databases", dataProviderClass = DbTest.class)
public ModifyExchangeDbExchangeMasterWorkerReplaceVersionsTest(String databaseType, String databaseVersion) {
super(databaseType, databaseVersion, false);
s_logger.info("running testcases for {}", databaseType);
}
//-------------------------------------------------------------------------
@Test
public void test_ReplaceVersion_of_some_middle_version() {
Clock origClock = _exgMaster.getClock();
try {
Instant now = Instant.now();
ObjectId baseOid = setupTestData(now);
_exgMaster.setClock(Clock.fixed(now.plus(2, HOURS), ZoneOffset.UTC));
ExchangeDocument latestDoc = _exgMaster.get(baseOid, VersionCorrection.LATEST);
Instant latestFrom = latestDoc.getVersionFromInstant();
final ExternalIdBundle bundle = ExternalIdBundle.of("B", "B0");
final ExternalIdBundle region = ExternalIdBundle.of("R", "R0");
List<ExchangeDocument> replacement = newArrayList();
for (int i = 0; i <= 10; i++) {
ManageableExchange ex = new ManageableExchange(bundle, "test" + i, region, null);
ExchangeDocument doc = new ExchangeDocument(ex);
doc.setVersionFromInstant(latestFrom.plus(i, MINUTES));
replacement.add(doc);
}
_exgMaster.replaceVersion(latestDoc.getUniqueId(), replacement);
ExchangeSearchRequest searchRequest = new ExchangeSearchRequest();
searchRequest.addExternalIds(bundle.getExternalIds());
searchRequest.setVersionCorrection(VersionCorrection.LATEST);
ExchangeSearchResult result = _exgMaster.search(searchRequest);
List<ManageableExchange> exchanges = result.getExchanges();
assertEquals(1, exchanges.size());
ManageableExchange ex = exchanges.get(0);
assertEquals("test10", ex.getName());
} finally {
_exgMaster.setClock(origClock);
}
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void test_ReplaceVersion_of_some_middle_version_timeBoundsNotExact() {
Clock origClock = _exgMaster.getClock();
try {
Instant now = Instant.now();
ObjectId baseOid = setupTestData(now);
_exgMaster.setClock(Clock.fixed(now.plus(2, HOURS), ZoneOffset.UTC));
ExchangeDocument latestDoc = _exgMaster.get(baseOid, VersionCorrection.LATEST);
Instant latestFrom = latestDoc.getVersionFromInstant();
final ExternalIdBundle bundle = ExternalIdBundle.of("B", "B0");
final ExternalIdBundle region = ExternalIdBundle.of("R", "R0");
List<ExchangeDocument> replacement = newArrayList();
for (int i = 1; i <= 10; i++) {
ManageableExchange ex = new ManageableExchange(bundle, "test" + i, region, null);
ExchangeDocument doc = new ExchangeDocument(ex);
doc.setVersionFromInstant(latestFrom.plus(i, MINUTES));
replacement.add(doc);
}
_exgMaster.replaceVersion(latestDoc.getUniqueId(), replacement);
ExchangeSearchRequest searchRequest = new ExchangeSearchRequest();
searchRequest.addExternalIds(bundle.getExternalIds());
searchRequest.setVersionCorrection(VersionCorrection.LATEST);
ExchangeSearchResult result = _exgMaster.search(searchRequest);
List<ManageableExchange> exchanges = result.getExchanges();
assertEquals(1, exchanges.size());
ManageableExchange ex = exchanges.get(0);
assertEquals("test10", ex.getName());
} finally {
_exgMaster.setClock(origClock);
}
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void test_ReplaceVersion_which_is_not_current() {
Clock origClock = _exgMaster.getClock();
try {
Instant now = Instant.now();
ObjectId baseOid = setupTestData(now);
_exgMaster.setClock(Clock.fixed(now.plus(2, HOURS), ZoneOffset.UTC));
ExchangeHistoryRequest historyRequest = new ExchangeHistoryRequest();
historyRequest.setObjectId(baseOid);
historyRequest.setCorrectionsToInstant(null);
ExchangeHistoryResult result = _exgMaster.history(historyRequest);
List<ExchangeDocument> exchanges = result.getDocuments();
ExchangeDocument lastButOneDoc = exchanges.get(exchanges.size() - 1);
Instant lastButOneDocVersionFrom = lastButOneDoc.getVersionFromInstant();
final ExternalIdBundle bundle = ExternalIdBundle.of("B", "B0");
final ExternalIdBundle region = ExternalIdBundle.of("R", "R0");
List<ExchangeDocument> replacement = newArrayList();
for (int i = 1; i <= 10; i++) {
ManageableExchange ex = new ManageableExchange(bundle, "test" + i, region, null);
ExchangeDocument doc = new ExchangeDocument(ex);
doc.setVersionFromInstant(lastButOneDocVersionFrom.plus(i, MINUTES));
replacement.add(doc);
}
_exgMaster.replaceVersion(lastButOneDoc.getUniqueId(), replacement);
} finally {
_exgMaster.setClock(origClock);
}
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void test_ReplaceVersion_which_is_not_in_the_time_bounds_of_the_replaced_doc() {
Clock origClock = _exgMaster.getClock();
try {
Instant now = Instant.now();
ObjectId baseOid = setupTestData(now);
_exgMaster.setClock(Clock.fixed(now.plus(2, HOURS), ZoneOffset.UTC));
ExchangeHistoryRequest historyRequest = new ExchangeHistoryRequest();
historyRequest.setObjectId(baseOid);
historyRequest.setCorrectionsToInstant(null);
ExchangeHistoryResult result = _exgMaster.history(historyRequest);
List<ExchangeDocument> exchanges = result.getDocuments();
ExchangeDocument lastButOneDoc = exchanges.get(exchanges.size() - 3);
Instant lastButOneDocVersionFrom = lastButOneDoc.getVersionFromInstant();
final ExternalIdBundle bundle = ExternalIdBundle.of("B", "B0");
final ExternalIdBundle region = ExternalIdBundle.of("R", "R0");
List<ExchangeDocument> replacement = newArrayList();
for (int i = 1; i <= 10; i++) {
ManageableExchange ex = new ManageableExchange(bundle, "test" + i, region, null);
ExchangeDocument doc = new ExchangeDocument(ex);
doc.setVersionFromInstant(lastButOneDocVersionFrom.plus(i, MINUTES));
replacement.add(doc);
}
_exgMaster.replaceVersion(lastButOneDoc.getUniqueId(), replacement);
} finally {
_exgMaster.setClock(origClock);
}
}
@Test
public void test_ReplaceVersions() {
Clock origClock = _exgMaster.getClock();
try {
Instant now = Instant.now();
ObjectId baseOid = setupTestData(now);
_exgMaster.setClock(Clock.fixed(now.plus(2, HOURS), ZoneOffset.UTC));
ExchangeDocument latestDoc = _exgMaster.get(baseOid, VersionCorrection.LATEST);
Instant latestFrom = latestDoc.getVersionFromInstant();
final ExternalIdBundle bundle = ExternalIdBundle.of("B", "B0");
final ExternalIdBundle region = ExternalIdBundle.of("R", "R0");
List<ExchangeDocument> replacement = newArrayList();
for (int i = 0; i <= 10; i++) {
ManageableExchange ex = new ManageableExchange(bundle, "test" + i, region, null);
ExchangeDocument doc = new ExchangeDocument(ex);
doc.setVersionFromInstant(latestFrom.plus(i, SECONDS));
replacement.add(doc);
}
_exgMaster.replaceVersions(latestDoc, replacement);
ExchangeHistoryRequest historyRequest = new ExchangeHistoryRequest();
historyRequest.setObjectId(baseOid);
historyRequest.setCorrectionsFromInstant(now.plus(2, HOURS));
ExchangeHistoryResult result = _exgMaster.history(historyRequest);
List<ExchangeDocument> exchanges = result.getDocuments();
assertEquals(15, exchanges.size());
} finally {
_exgMaster.setClock(origClock);
}
}
@Test
public void test_ReplaceVersions2() {
Clock origClock = _exgMaster.getClock();
try {
Instant now = Instant.now();
ObjectId baseOid = setupTestData(now);
_exgMaster.setClock(Clock.fixed(now.plus(2, HOURS), ZoneOffset.UTC));
ExchangeDocument latestDoc = _exgMaster.get(baseOid, VersionCorrection.LATEST);
Instant latestFrom = latestDoc.getVersionFromInstant();
final ExternalIdBundle bundle = ExternalIdBundle.of("B", "B0");
final ExternalIdBundle region = ExternalIdBundle.of("R", "R0");
List<ExchangeDocument> replacement = newArrayList();
for (int i = 0; i <= 10; i++) {
ManageableExchange ex = new ManageableExchange(bundle, "test" + i, region, null);
ExchangeDocument doc = new ExchangeDocument(ex);
doc.setVersionFromInstant(latestFrom.plus(i - 3, MINUTES));
replacement.add(doc);
}
_exgMaster.replaceVersions(latestDoc, replacement);
ExchangeHistoryRequest historyRequest = new ExchangeHistoryRequest();
historyRequest.setObjectId(baseOid);
historyRequest.setCorrectionsFromInstant(now.plus(2, HOURS));
ExchangeHistoryResult result = _exgMaster.history(historyRequest);
List<ExchangeDocument> exchanges = result.getDocuments();
assertEquals(12, exchanges.size());
} finally {
_exgMaster.setClock(origClock);
}
}
@Test
/**
*
* | | |
* | | |
* | | |
* | | |
* | | |
* | | |
* | | |
* | | |
* | | |
* | | |
* | | |
* | | |
* | | |
* | | |
* | | |
* | setup_4 | |
* | | |
* +5m |------------------------| |
* | | |
* | setup_3 | |
* | | |
* +4m |------------------------| |
* | | | replace_4
* | setup_2 | <-- +3m20s |----------------------------------->>>
* | | | replace_3
* +3m |------------------------| <-- +3m00s |----------------------------------->>>
* | | | replace_2
* | | <-- +2m40s |----------------------------------->>>
* | setup_1 | | replace_1
* | | <-- +2m20s |----------------------------------->>>
* | |
* | | setup_1 (copy)
* +2m |------------------------ ... --------------------------------------------->>>
* |
* | setup_0 setup_0 (continuation)
* |
* +1m |------------------------ ... --------------------------------------------->>>
*
*
* NOW =================================================================================
*
*/
public void test_ReplaceVersions3() {
Clock origClock = _exgMaster.getClock();
try {
Instant now = Instant.now();
ObjectId baseOid = setupTestData(now);
_exgMaster.setClock(Clock.fixed(now.plus(2, HOURS), ZoneOffset.UTC));
ExchangeDocument latestDoc = _exgMaster.get(baseOid, VersionCorrection.LATEST);
Instant latestFrom = latestDoc.getVersionFromInstant();
final ExternalIdBundle bundle = ExternalIdBundle.of("B", "B0");
final ExternalIdBundle region = ExternalIdBundle.of("R", "R0");
List<ExchangeDocument> replacement = newArrayList();
for (int i = 1; i <= 4; i++) {
ManageableExchange ex = new ManageableExchange(bundle, "replace_" + i, region, null);
ExchangeDocument doc = new ExchangeDocument(ex);
doc.setVersionFromInstant(now.plus(1, MINUTES).plus(i * 20, SECONDS));
replacement.add(doc);
}
_exgMaster.replaceVersions(latestDoc, replacement);
ExchangeHistoryRequest historyRequest = new ExchangeHistoryRequest();
historyRequest.setObjectId(baseOid);
historyRequest.setCorrectionsFromInstant(now.plus(2, HOURS));
ExchangeHistoryResult result = _exgMaster.history(historyRequest);
List<ExchangeDocument> exchanges = result.getDocuments();
assertEquals(6, exchanges.size());
latestDoc = _exgMaster.get(baseOid, VersionCorrection.LATEST);
latestFrom = latestDoc.getVersionFromInstant();
assertEquals(now.plus(2, MINUTES).plus(20, SECONDS), latestFrom);
assertEquals(now, exchanges.get(5).getVersionFromInstant());
assertEquals(now.plus(1, MINUTES), exchanges.get(5).getVersionToInstant());
//
assertEquals(now.plus(1, MINUTES), exchanges.get(4).getVersionFromInstant());
assertEquals(now.plus(1, MINUTES).plus(20, SECONDS), exchanges.get(4).getVersionToInstant());
//
assertEquals(now.plus(1, MINUTES).plus(20, SECONDS), exchanges.get(3).getVersionFromInstant());
assertEquals(now.plus(1, MINUTES).plus(40, SECONDS), exchanges.get(3).getVersionToInstant());
//
assertEquals(now.plus(1, MINUTES).plus(40, SECONDS), exchanges.get(2).getVersionFromInstant());
assertEquals(now.plus(1, MINUTES).plus(60, SECONDS), exchanges.get(2).getVersionToInstant());
//
assertEquals(now.plus(1, MINUTES).plus(60, SECONDS), exchanges.get(1).getVersionFromInstant());
assertEquals(now.plus(1, MINUTES).plus(80, SECONDS), exchanges.get(1).getVersionToInstant());
//
assertEquals(now.plus(1, MINUTES).plus(80, SECONDS), exchanges.get(0).getVersionFromInstant());
assertEquals(null, exchanges.get(0).getVersionToInstant());
} finally {
_exgMaster.setClock(origClock);
}
}
@Test
/**
*
* |
* |
* |
* |
* |
* |
* |
* |
* |
* |
* |
* |
* |
* |
* |
* | setup_4
* |
* +5m |------------------------ ... --------------------------------------------->>>
* |
* | setup_3
* |
* +4m |------------------------ ... --------------------------------------------->>>
* | | setup_2 (copy)
* | |
* | | <-- +3m40s |----------------------------------->>>
* | | | replace_4
* | setup_2 | <-- +3m20s |----------------------------------->>>
* | | | replace_3
* +3m |------------------------| <-- +3m00s |----------------------------------->>>
* | | | replace_2
* | | <-- +2m40s |----------------------------------->>>
* | setup_1 | | replace_1
* | | <-- +2m20s |----------------------------------->>>
* | |
* | | setup_1 (copy)
* +2m |------------------------ ... --------------------------------------------->>>
* |
* | setup_0 setup_0 (continuation)
* |
* +1m |------------------------ ... --------------------------------------------->>>
*
*
* NOW =================================================================================
*
*/
public void test_ReplaceVersions4() {
Clock origClock = _exgMaster.getClock();
try {
Instant now = Instant.now();
ObjectId baseOid = setupTestData(now);
_exgMaster.setClock(Clock.fixed(now.plus(2, HOURS), ZoneOffset.UTC));
ExchangeDocument latestDoc = _exgMaster.get(baseOid, VersionCorrection.LATEST);
final ExternalIdBundle bundle = ExternalIdBundle.of("B", "B0");
final ExternalIdBundle region = ExternalIdBundle.of("R", "R0");
List<ExchangeDocument> replacement = newArrayList();
for (int i = 1; i <= 4; i++) {
ManageableExchange ex = new ManageableExchange(bundle, "replace_" + i, region, null);
ExchangeDocument doc = new ExchangeDocument(ex);
doc.setVersionFromInstant(now.plus(1, MINUTES).plus(i * 20, SECONDS));
replacement.add(doc);
}
replacement.get(replacement.size() - 1).setVersionToInstant(now.plus(1, MINUTES).plus(100, SECONDS));
_exgMaster.replaceVersions(latestDoc, replacement);
ExchangeHistoryRequest historyRequest = new ExchangeHistoryRequest();
historyRequest.setObjectId(baseOid);
historyRequest.setCorrectionsFromInstant(now.plus(2, HOURS));
ExchangeHistoryResult result = _exgMaster.history(historyRequest);
List<ExchangeDocument> exchanges = result.getDocuments();
assertEquals(9, exchanges.size());
assertEquals(now, exchanges.get(8).getVersionFromInstant());
assertEquals(now.plus(1, MINUTES), exchanges.get(8).getVersionToInstant());
//
assertEquals(now.plus(1, MINUTES), exchanges.get(7).getVersionFromInstant());
assertEquals(now.plus(1, MINUTES).plus(20, SECONDS), exchanges.get(7).getVersionToInstant());
//
assertEquals(now.plus(1, MINUTES).plus(20, SECONDS), exchanges.get(6).getVersionFromInstant());
assertEquals(now.plus(1, MINUTES).plus(40, SECONDS), exchanges.get(6).getVersionToInstant());
//
assertEquals(now.plus(1, MINUTES).plus(40, SECONDS), exchanges.get(5).getVersionFromInstant());
assertEquals(now.plus(1, MINUTES).plus(60, SECONDS), exchanges.get(5).getVersionToInstant());
//
assertEquals(now.plus(1, MINUTES).plus(60, SECONDS), exchanges.get(4).getVersionFromInstant());
assertEquals(now.plus(1, MINUTES).plus(80, SECONDS), exchanges.get(4).getVersionToInstant());
//
assertEquals(now.plus(1, MINUTES).plus(80, SECONDS), exchanges.get(3).getVersionFromInstant());
assertEquals(now.plus(1, MINUTES).plus(100, SECONDS), exchanges.get(3).getVersionToInstant());
//
assertEquals(now.plus(1, MINUTES).plus(100, SECONDS), exchanges.get(2).getVersionFromInstant());
assertEquals(now.plus(3, MINUTES), exchanges.get(2).getVersionToInstant());
//
assertEquals(now.plus(3, MINUTES), exchanges.get(1).getVersionFromInstant());
assertEquals(now.plus(4, MINUTES), exchanges.get(1).getVersionToInstant());
//
assertEquals(now.plus(4, MINUTES), exchanges.get(0).getVersionFromInstant());
assertEquals(null, exchanges.get(0).getVersionToInstant());
} finally {
_exgMaster.setClock(origClock);
}
}
@Test
/**
*
* |
* |
* |
* |
* | setup_4
* |
* +4m |------------------------ ... ------------------------------------------------>>>
* |
* | setup_3
* |
* +3m |------------------------ ... ------------------------------------------------>>>
* |
* | setup_2
* |
* |
* |
* +2m |------------------------ ... ------------------------------------------------>>>
* | | setup_1 (copy)
* | setup_1 |
* | | <-- +2m30s |----------------------------------->>>
* +1m |------------------------| | replace_4
* | | <-- +2m00s |----------------------------------->>>
* | | | replace_3
* | setup_0 | <-- +1m30s |----------------------------------->>>
* | | | replace_2
* NOW |========================| <-- +1m00s |----------------------------------->>>
* | replace_1
* <-- +0m30s |----------------------------------->>>
*
*
*
*/
public void test_ReplaceVersions5() {
Clock origClock = _exgMaster.getClock();
try {
Instant now = Instant.now();
ObjectId baseOid = setupTestData(now);
_exgMaster.setClock(Clock.fixed(now.plus(2, HOURS), ZoneOffset.UTC));
ExchangeDocument latestDoc = _exgMaster.get(baseOid, VersionCorrection.LATEST);
final ExternalIdBundle bundle = ExternalIdBundle.of("B", "B0");
final ExternalIdBundle region = ExternalIdBundle.of("R", "R0");
List<ExchangeDocument> replacement = newArrayList();
for (int i = 1; i <= 4; i++) {
ManageableExchange ex = new ManageableExchange(bundle, "replace_" + i, region, null);
ExchangeDocument doc = new ExchangeDocument(ex);
doc.setVersionFromInstant(now.minus(60, SECONDS).plus(i * 30, SECONDS));
replacement.add(doc);
}
replacement.get(replacement.size() - 1).setVersionToInstant(now.plus(90, SECONDS));
_exgMaster.replaceVersions(latestDoc, replacement);
ExchangeHistoryRequest historyRequest = new ExchangeHistoryRequest();
historyRequest.setObjectId(baseOid);
historyRequest.setCorrectionsFromInstant(now.plus(2, HOURS));
ExchangeHistoryResult result = _exgMaster.history(historyRequest);
List<ExchangeDocument> exchanges = result.getDocuments();
assertEquals(8, exchanges.size());
//
assertEquals(now.plus(-30, SECONDS), exchanges.get(7).getVersionFromInstant());
assertEquals(now.plus(0, SECONDS), exchanges.get(7).getVersionToInstant());
//
assertEquals(now.plus(0, SECONDS), exchanges.get(6).getVersionFromInstant());
assertEquals(now.plus(30, SECONDS), exchanges.get(6).getVersionToInstant());
//
assertEquals(now.plus(30, SECONDS), exchanges.get(5).getVersionFromInstant());
assertEquals(now.plus(60, SECONDS), exchanges.get(5).getVersionToInstant());
//
assertEquals(now.plus(60, SECONDS), exchanges.get(4).getVersionFromInstant());
assertEquals(now.plus(90, SECONDS), exchanges.get(4).getVersionToInstant());
//
assertEquals(now.plus(90, SECONDS), exchanges.get(3).getVersionFromInstant());
assertEquals(now.plus(120, SECONDS), exchanges.get(3).getVersionToInstant());
//
assertEquals(now.plus(120, SECONDS), exchanges.get(2).getVersionFromInstant());
assertEquals(now.plus(180, SECONDS), exchanges.get(2).getVersionToInstant());
//
assertEquals(now.plus(180, SECONDS), exchanges.get(1).getVersionFromInstant());
assertEquals(now.plus(240, SECONDS), exchanges.get(1).getVersionToInstant());
//
assertEquals(now.plus(240, SECONDS), exchanges.get(0).getVersionFromInstant());
assertEquals(null, exchanges.get(0).getVersionToInstant());
} finally {
_exgMaster.setClock(origClock);
}
}
}