/**
* Copyright (C) 2015 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.strata.data.scenario;
import static com.opengamma.strata.basics.currency.Currency.EUR;
import static com.opengamma.strata.basics.currency.Currency.GBP;
import static com.opengamma.strata.basics.currency.Currency.USD;
import static com.opengamma.strata.collect.TestHelper.assertThrows;
import static com.opengamma.strata.collect.TestHelper.coverBeanEquals;
import static com.opengamma.strata.collect.TestHelper.coverImmutableBean;
import static java.util.stream.Collectors.toList;
import static org.assertj.core.api.Assertions.assertThat;
import java.util.List;
import org.testng.annotations.Test;
import com.google.common.collect.ImmutableList;
import com.opengamma.strata.basics.currency.Currency;
import com.opengamma.strata.basics.currency.CurrencyAmount;
import com.opengamma.strata.collect.array.DoubleArray;
/**
* Test {@link DefaultScenarioArray}.
*/
@Test
public class DefaultScenarioArrayTest {
public void create() {
DefaultScenarioArray<Integer> test = DefaultScenarioArray.of(1, 2, 3);
assertThat(test.getValues()).isEqualTo(ImmutableList.of(1, 2, 3));
assertThat(test.getScenarioCount()).isEqualTo(3);
assertThat(test.get(0)).isEqualTo(1);
assertThat(test.get(1)).isEqualTo(2);
assertThat(test.get(2)).isEqualTo(3);
assertThat(test.stream().collect(toList())).isEqualTo(ImmutableList.of(1, 2, 3));
}
public void create_withFunction() {
DefaultScenarioArray<Integer> test = DefaultScenarioArray.of(3, i -> (i + 1));
assertThat(test.getValues()).isEqualTo(ImmutableList.of(1, 2, 3));
assertThat(test.getScenarioCount()).isEqualTo(3);
assertThat(test.get(0)).isEqualTo(1);
assertThat(test.get(1)).isEqualTo(2);
assertThat(test.get(2)).isEqualTo(3);
assertThat(test.stream().collect(toList())).isEqualTo(ImmutableList.of(1, 2, 3));
}
//-------------------------------------------------------------------------
public void convertCurrencyAmount() {
FxRateScenarioArray rates = FxRateScenarioArray.of(GBP, USD, DoubleArray.of(1.61, 1.62, 1.63));
ScenarioFxRateProvider fxProvider = new TestScenarioFxRateProvider(rates);
List<CurrencyAmount> values = ImmutableList.of(
CurrencyAmount.of(Currency.GBP, 1),
CurrencyAmount.of(Currency.GBP, 2),
CurrencyAmount.of(Currency.GBP, 3));
DefaultScenarioArray<CurrencyAmount> test = DefaultScenarioArray.of(values);
ScenarioArray<?> convertedList = test.convertedTo(Currency.USD, fxProvider);
List<CurrencyAmount> expectedValues = ImmutableList.of(
CurrencyAmount.of(Currency.USD, 1 * 1.61),
CurrencyAmount.of(Currency.USD, 2 * 1.62),
CurrencyAmount.of(Currency.USD, 3 * 1.63));
DefaultScenarioArray<CurrencyAmount> expectedList = DefaultScenarioArray.of(expectedValues);
assertThat(convertedList).isEqualTo(expectedList);
}
public void noConversionNecessary() {
FxRateScenarioArray rates = FxRateScenarioArray.of(GBP, USD, DoubleArray.of(1.61, 1.62, 1.63));
ScenarioFxRateProvider fxProvider = new TestScenarioFxRateProvider(rates);
List<CurrencyAmount> values = ImmutableList.of(
CurrencyAmount.of(Currency.GBP, 1),
CurrencyAmount.of(Currency.GBP, 2),
CurrencyAmount.of(Currency.GBP, 3));
DefaultScenarioArray<CurrencyAmount> test = DefaultScenarioArray.of(values);
ScenarioArray<?> convertedList = test.convertedTo(Currency.GBP, fxProvider);
ScenarioArray<CurrencyAmount> expectedList = DefaultScenarioArray.of(values);
assertThat(convertedList).isEqualTo(expectedList);
}
public void notConvertible() {
FxRateScenarioArray rates = FxRateScenarioArray.of(GBP, USD, DoubleArray.of(1.61, 1.62, 1.63));
ScenarioFxRateProvider fxProvider = new TestScenarioFxRateProvider(rates);
List<String> values = ImmutableList.of("a", "b", "c");
DefaultScenarioArray<String> test = DefaultScenarioArray.of(values);
ScenarioArray<?> convertedList = test.convertedTo(Currency.GBP, fxProvider);
assertThat(convertedList).isEqualTo(test);
}
public void missingFxRates() {
FxRateScenarioArray rates = FxRateScenarioArray.of(EUR, USD, DoubleArray.of(1.61, 1.62, 1.63));
ScenarioFxRateProvider fxProvider = new TestScenarioFxRateProvider(rates);
List<CurrencyAmount> values = ImmutableList.of(
CurrencyAmount.of(Currency.GBP, 1),
CurrencyAmount.of(Currency.GBP, 2),
CurrencyAmount.of(Currency.GBP, 3));
DefaultScenarioArray<CurrencyAmount> test = DefaultScenarioArray.of(values);
assertThrows(() -> test.convertedTo(Currency.USD, fxProvider), IllegalArgumentException.class);
}
public void wrongNumberOfFxRates() {
FxRateScenarioArray rates = FxRateScenarioArray.of(GBP, USD, DoubleArray.of(1.61, 1.62, 1.63));
ScenarioFxRateProvider fxProvider = new TestScenarioFxRateProvider(rates);
List<CurrencyAmount> values = ImmutableList.of(
CurrencyAmount.of(Currency.GBP, 1),
CurrencyAmount.of(Currency.GBP, 2));
DefaultScenarioArray<CurrencyAmount> test = DefaultScenarioArray.of(values);
assertThrows(
() -> test.convertedTo(Currency.USD, fxProvider),
IllegalArgumentException.class,
"Expected 2 FX rates but received 3");
}
//-------------------------------------------------------------------------
public void coverage() {
DefaultScenarioArray<Integer> test = DefaultScenarioArray.of(1, 2, 3);
coverImmutableBean(test);
DefaultScenarioArray<String> test2 = DefaultScenarioArray.of("2", "3");
coverBeanEquals(test, test2);
}
}