package com.opengamma.sesame.credit.snapshot; import static org.mockito.Mockito.mock; import static org.mockito.Mockito.when; import static org.testng.AssertJUnit.assertFalse; import static org.testng.AssertJUnit.assertTrue; import org.testng.annotations.BeforeClass; import org.testng.annotations.Test; import org.threeten.bp.LocalDate; import com.google.common.collect.ImmutableMap; import com.google.common.collect.ImmutableSortedMap; import com.opengamma.DataNotFoundException; import com.opengamma.core.link.SnapshotLink; import com.opengamma.financial.analytics.isda.credit.YieldCurveData; import com.opengamma.financial.analytics.isda.credit.YieldCurveDataSnapshot; import com.opengamma.financial.convention.businessday.BusinessDayConventions; import com.opengamma.financial.convention.daycount.DayCounts; import com.opengamma.sesame.Environment; import com.opengamma.util.money.Currency; import com.opengamma.util.result.Result; import com.opengamma.util.test.TestGroup; import com.opengamma.util.time.Tenor; /** * Tests {@link SnapshotYieldCurveDataProviderFn}. */ @Test(groups = TestGroup.UNIT) public class SnapshotYieldCurveDataProviderFnTest { private static YieldCurveData YIELD_CURVE_DATA; static { YIELD_CURVE_DATA = YieldCurveData.builder() .cashDayCount(DayCounts.ACT_360) .currency(Currency.USD) .curveBusinessDayConvention(BusinessDayConventions.MODIFIED_FOLLOWING) .curveDayCount(DayCounts.ACT_365) .regionId(null)//weekend only calendar .spotDate(LocalDate.of(2014, 1, 1)) .swapDayCount(DayCounts.THIRTY_360) .swapFixedLegInterval(Tenor.ONE_YEAR) .cashData(ImmutableSortedMap.of(Tenor.ONE_MONTH, 0.00445)) .swapData(ImmutableSortedMap.of(Tenor.ONE_YEAR, 0.00445)) .build(); } private Environment _env; private SnapshotYieldCurveDataProviderFn _fnWithBadLink; private SnapshotYieldCurveDataProviderFn _fnWithUSDCurve; @SuppressWarnings("unchecked") @BeforeClass public void beforeClass() { _env = mock(Environment.class); SnapshotLink<YieldCurveDataSnapshot> badLink = mock(SnapshotLink.class); when(badLink.resolve()).thenThrow(new DataNotFoundException("test")); _fnWithBadLink = new SnapshotYieldCurveDataProviderFn(badLink); YieldCurveDataSnapshot snapshot = YieldCurveDataSnapshot.builder() .name("") .yieldCurves(ImmutableMap.of(Currency.USD, YIELD_CURVE_DATA)) .build(); SnapshotLink<YieldCurveDataSnapshot> goodLink = SnapshotLink.resolved(snapshot); _fnWithUSDCurve = new SnapshotYieldCurveDataProviderFn(goodLink); } @Test(expectedExceptions = {DataNotFoundException.class}) public void testFnWithBadLink() { Result<YieldCurveData> result = _fnWithBadLink.retrieveYieldCurveData(_env, Currency.USD); assertFalse("Link threw exception so function should fail.", result.isSuccess()); } @Test public void testFnMissingData() { Result<YieldCurveData> result = _fnWithUSDCurve.retrieveYieldCurveData(_env, Currency.GBP); assertFalse("GBP is missing so result should be failure.", result.isSuccess()); } @Test public void testFn() { Result<YieldCurveData> result = _fnWithUSDCurve.retrieveYieldCurveData(_env, Currency.USD); assertTrue("USD present in snapshot so should succeed.", result.isSuccess()); } }