/**
* Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.web.analytics.blotter;
import static org.testng.AssertJUnit.assertEquals;
import static org.testng.AssertJUnit.assertNotNull;
import java.util.List;
import org.joda.beans.Bean;
import org.joda.beans.BeanBuilder;
import org.joda.beans.MetaBean;
import org.json.JSONException;
import org.json.JSONObject;
import org.testng.annotations.Test;
import org.threeten.bp.LocalDateTime;
import org.threeten.bp.ZoneId;
import org.threeten.bp.ZoneOffset;
import org.threeten.bp.ZonedDateTime;
import com.google.common.collect.ImmutableSet;
import com.google.common.collect.Lists;
import com.opengamma.core.id.ExternalSchemes;
import com.opengamma.financial.convention.businessday.BusinessDayConventions;
import com.opengamma.financial.convention.daycount.DayCounts;
import com.opengamma.financial.convention.frequency.SimpleFrequency;
import com.opengamma.financial.security.future.BondFutureDeliverable;
import com.opengamma.financial.security.future.BondFutureSecurity;
import com.opengamma.financial.security.fx.FXForwardSecurity;
import com.opengamma.financial.security.swap.FixedInterestRateLeg;
import com.opengamma.financial.security.swap.FloatingInterestRateLeg;
import com.opengamma.financial.security.swap.FloatingRateType;
import com.opengamma.financial.security.swap.InterestRateNotional;
import com.opengamma.financial.security.swap.SwapLeg;
import com.opengamma.financial.security.swap.SwapSecurity;
import com.opengamma.id.ExternalId;
import com.opengamma.id.ExternalIdBundle;
import com.opengamma.master.security.ManageableSecurity;
import com.opengamma.util.money.Currency;
import com.opengamma.util.test.TestGroup;
import com.opengamma.util.time.Expiry;
/**
* Test.
*/
@Test(groups = TestGroup.UNIT)
@SuppressWarnings("unchecked")
public class JsonJodaRoundTripTest {
// TODO move to BlotterUtils?
private static final BeanVisitorDecorator s_propertyFilter = new PropertyFilter(ManageableSecurity.meta().securityType());
/**
* Simple security
*/
@Test
public void fxForward() throws JSONException {
ZonedDateTime forwardDate = zdt(2012, 12, 21, 11, 0, 0, 0, ZoneOffset.UTC);
ExternalId regionId = ExternalId.of(ExternalSchemes.FINANCIAL, "GB");
FXForwardSecurity fxForward = new FXForwardSecurity(Currency.USD, 150, Currency.GBP, 100, forwardDate, regionId);
fxForward.setName("GBP/USD forward");
JsonDataSink sink = new JsonDataSink(BlotterUtils.getJsonBuildingConverters());
BeanVisitor<JSONObject> writingVisitor = new BuildingBeanVisitor<>(fxForward, sink);
BeanTraverser traverser = new BeanTraverser(s_propertyFilter);
JSONObject json = (JSONObject) traverser.traverse(FXForwardSecurity.meta(), writingVisitor);
assertNotNull(json);
// System.out.println(json);
JsonBeanDataSource dataSource = new JsonBeanDataSource(new JSONObject(json.toString()));
MetaBeanFactory metaBeanFactory = new MapMetaBeanFactory(ImmutableSet.<MetaBean>of(FXForwardSecurity.meta()));
BeanVisitor<BeanBuilder<Bean>> readingVisitor =
new BeanBuildingVisitor<>(dataSource, metaBeanFactory, BlotterUtils.getBeanBuildingConverters());
BeanBuilder<FXForwardSecurity> beanBuilder =
(BeanBuilder<FXForwardSecurity>) traverser.traverse(FXForwardSecurity.meta(), readingVisitor);
FXForwardSecurity fxForward2 = beanBuilder.build();
assertEquals(fxForward, fxForward2);
}
/**
* Complicated security with nested beans
*/
@Test
public void swap() throws JSONException {
ZonedDateTime tradeDate = zdt(2012, 12, 21, 11, 0, 0, 0, ZoneOffset.UTC);
ZonedDateTime effectiveDate = zdt(2013, 1, 21, 11, 0, 0, 0, ZoneOffset.UTC);
ZonedDateTime maturityDate = zdt(2013, 12, 21, 11, 0, 0, 0, ZoneOffset.UTC);
SwapLeg payLeg = new FixedInterestRateLeg(
DayCounts.ACT_360,
SimpleFrequency.MONTHLY,
ExternalId.of(ExternalSchemes.FINANCIAL, "123"),
BusinessDayConventions.FOLLOWING,
new InterestRateNotional(Currency.GBP, 123),
false,
0.01);
SwapLeg receiveLeg = new FloatingInterestRateLeg(
DayCounts.ACT_ACT_ISDA,
SimpleFrequency.QUARTERLY,
ExternalId.of(ExternalSchemes.FINANCIAL, "123"),
BusinessDayConventions.MODIFIED_FOLLOWING,
new InterestRateNotional(Currency.GBP, 234),
false,
ExternalId.of("Rate", "asdf"),
FloatingRateType.IBOR);
SwapSecurity security = new SwapSecurity(tradeDate, effectiveDate, maturityDate, "cpty", payLeg, receiveLeg);
security.setName("Test swap");
JsonDataSink sink = new JsonDataSink(BlotterUtils.getJsonBuildingConverters());
BeanTraverser traverser = new BeanTraverser(s_propertyFilter);
BeanVisitor<JSONObject> writingVisitor = new BuildingBeanVisitor<>(security, sink);
JSONObject json = (JSONObject) traverser.traverse(SwapSecurity.meta(), writingVisitor);
assertNotNull(json);
// System.out.println(json);
JsonBeanDataSource dataSource = new JsonBeanDataSource(new JSONObject(json.toString()));
MetaBeanFactory metaBeanFactory = new MapMetaBeanFactory(ImmutableSet.<MetaBean>of(
SwapSecurity.meta(),
FixedInterestRateLeg.meta(),
FloatingInterestRateLeg.meta(),
InterestRateNotional.meta()));
BeanVisitor<BeanBuilder<SwapSecurity>> readingVisitor =
new BeanBuildingVisitor<>(dataSource, metaBeanFactory, BlotterUtils.getBeanBuildingConverters());
BeanBuilder<SwapSecurity> beanBuilder =
(BeanBuilder<SwapSecurity>) traverser.traverse(SwapSecurity.meta(), readingVisitor);
SwapSecurity security2 = beanBuilder.build();
assertEquals(security, security2);
}
/**
* BondFutureSecurity contains a collection of bean instances (BondFutureDeliverable)
*/
@Test
public void bondFuture() throws JSONException {
ZonedDateTime firstDeliveryDate = zdt(2012, 12, 21, 11, 0, 0, 0, ZoneOffset.UTC);
ZonedDateTime lastDeliveryDate = zdt(2013, 12, 21, 11, 0, 0, 0, ZoneOffset.UTC);
ZonedDateTime expiryDate = zdt(2013, 12, 22, 11, 0, 0, 0, ZoneOffset.UTC);
ExternalIdBundle bundle1 = ExternalIdBundle.of(ExternalId.of("sch1", "123"), ExternalId.of("sch1", "234"));
ExternalIdBundle bundle2 = ExternalIdBundle.of(ExternalId.of("sch1", "345"));
List<BondFutureDeliverable> basket = Lists.newArrayList(
new BondFutureDeliverable(bundle1, 111),
new BondFutureDeliverable(bundle2, 222));
BondFutureSecurity security = new BondFutureSecurity(new Expiry(expiryDate), "exch", "settExch", Currency.GBP, 1234,
basket, firstDeliveryDate, lastDeliveryDate, "category");
security.setName("a bond future");
// TODO this isn't converting ExternalIdBundle properly
JsonDataSink sink = new JsonDataSink(BlotterUtils.getJsonBuildingConverters());
BeanTraverser traverser = new BeanTraverser(s_propertyFilter);
BeanVisitor<JSONObject> writingVisitor = new BuildingBeanVisitor<>(security, sink);
JSONObject json = (JSONObject) traverser.traverse(BondFutureSecurity.meta(), writingVisitor);
assertNotNull(json);
// System.out.println(json);
JsonBeanDataSource dataSource = new JsonBeanDataSource(new JSONObject(json.toString()));
MetaBeanFactory metaBeanFactory = new MapMetaBeanFactory(ImmutableSet.<MetaBean>of(
BondFutureSecurity.meta(),
BondFutureDeliverable.meta()));
BeanVisitor<BeanBuilder<BondFutureSecurity>> readingVisitor =
new BeanBuildingVisitor<>(dataSource, metaBeanFactory, BlotterUtils.getBeanBuildingConverters());
BeanBuilder<BondFutureSecurity> beanBuilder =
(BeanBuilder<BondFutureSecurity>) traverser.traverse(BondFutureSecurity.meta(), readingVisitor);
BondFutureSecurity security2 = beanBuilder.build();
assertEquals(security, security2);
}
// TODO test for FRA to endure region is handled correctly
//-------------------------------------------------------------------------
private static ZonedDateTime zdt(int y, int m, int d, int hr, int min, int sec, int nanos, ZoneId zone) {
return LocalDateTime.of(y, m, d, hr, min, sec, nanos).atZone(zone);
}
}