/**
* Copyright (C) 2016 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.strata.product;
import java.io.Serializable;
import java.util.Map;
import java.util.NoSuchElementException;
import java.util.Set;
import org.joda.beans.Bean;
import org.joda.beans.BeanDefinition;
import org.joda.beans.DerivedProperty;
import org.joda.beans.ImmutableBean;
import org.joda.beans.ImmutableDefaults;
import org.joda.beans.JodaBeanUtils;
import org.joda.beans.MetaProperty;
import org.joda.beans.Property;
import org.joda.beans.PropertyDefinition;
import org.joda.beans.impl.direct.DirectFieldsBeanBuilder;
import org.joda.beans.impl.direct.DirectMetaBean;
import org.joda.beans.impl.direct.DirectMetaProperty;
import org.joda.beans.impl.direct.DirectMetaPropertyMap;
import com.opengamma.strata.basics.currency.Currency;
import com.opengamma.strata.collect.ArgChecker;
/**
* A position in a security, where the security is embedded ready for mark-to-market pricing.
* <p>
* This represents a position in a security, defined by long and short quantity.
* The security is embedded directly, however the underlying product model is not available.
* The security may be of any kind, including equities, bonds and exchange traded derivatives (ETD).
* <p>
* The net quantity of the position is stored using two fields - {@code longQuantity} and {@code shortQuantity}.
* These two fields must not be negative.
* In many cases, only a long quantity or short quantity will be present with the other set to zero.
* However it is also possible for both to be non-zero, allowing long and short positions to be treated separately.
* The net quantity is available via {@link #getQuantity()}.
*/
@BeanDefinition(constructorScope = "package")
public final class GenericSecurityPosition
implements Position, SecurityQuantity, ImmutableBean, Serializable {
/**
* The additional position information, defaulted to an empty instance.
* <p>
* This allows additional information to be attached to the position.
*/
@PropertyDefinition(overrideGet = true)
private final PositionInfo info;
/**
* The underlying security.
*/
@PropertyDefinition(validate = "notNull")
private final GenericSecurity security;
/**
* The long quantity of the security.
* <p>
* This is the quantity of the underlying security that is held.
* The quantity cannot be negative, as that would imply short selling.
*/
@PropertyDefinition(validate = "ArgChecker.notNegative")
private final double longQuantity;
/**
* The quantity that was traded.
* <p>
* This is the quantity of the underlying security that has been short sold.
* The quantity cannot be negative, as that would imply the position is long.
*/
@PropertyDefinition(validate = "ArgChecker.notNegative")
private final double shortQuantity;
//-------------------------------------------------------------------------
/**
* Obtains an instance from the security and net quantity.
* <p>
* The net quantity is the long quantity minus the short quantity, which may be negative.
* If the quantity is positive it is treated as a long quantity.
* Otherwise it is treated as a short quantity.
*
* @param security the underlying security
* @param netQuantity the net quantity of the underlying security
* @return the position
*/
public static GenericSecurityPosition ofNet(GenericSecurity security, double netQuantity) {
return ofNet(PositionInfo.empty(), security, netQuantity);
}
/**
* Obtains an instance from position information, security and net quantity.
* <p>
* The net quantity is the long quantity minus the short quantity, which may be negative.
*
* @param positionInfo the position information
* @param security the underlying security
* @param netQuantity the net quantity of the underlying security
* @return the position
*/
public static GenericSecurityPosition ofNet(PositionInfo positionInfo, GenericSecurity security, double netQuantity) {
double longQuantity = netQuantity >= 0 ? netQuantity : 0;
double shortQuantity = netQuantity >= 0 ? 0 : -netQuantity;
return new GenericSecurityPosition(positionInfo, security, longQuantity, shortQuantity);
}
/**
* Obtains an instance from the security, long quantity and short quantity.
* <p>
* The long quantity and short quantity must be zero or positive, not negative.
*
* @param security the underlying security
* @param longQuantity the long quantity of the underlying security
* @param shortQuantity the short quantity of the underlying security
* @return the position
*/
public static GenericSecurityPosition ofLongShort(GenericSecurity security, double longQuantity, double shortQuantity) {
return ofLongShort(PositionInfo.empty(), security, longQuantity, shortQuantity);
}
/**
* Obtains an instance from position information, security, long quantity and short quantity.
*
* @param positionInfo the position information
* @param security the underlying security
* @param longQuantity the long quantity of the underlying security
* @param shortQuantity the short quantity of the underlying security
* @return the position
*/
public static GenericSecurityPosition ofLongShort(
PositionInfo positionInfo,
GenericSecurity security,
double longQuantity,
double shortQuantity) {
return new GenericSecurityPosition(positionInfo, security, longQuantity, shortQuantity);
}
@ImmutableDefaults
private static void applyDefaults(Builder builder) {
builder.info = PositionInfo.empty();
}
//-------------------------------------------------------------------------
/**
* Gets the security identifier.
* <p>
* This identifier uniquely identifies the security within the system.
*
* @return the security identifier
*/
@Override
public SecurityId getSecurityId() {
return security.getSecurityId();
}
/**
* Gets the currency of the trade.
* <p>
* This is the currency of the security.
*
* @return the trading currency
*/
public Currency getCurrency() {
return security.getCurrency();
}
/**
* Gets the net quantity of the security.
* <p>
* This returns the <i>net</i> quantity of the underlying security.
* The result is positive if the net position is <i>long</i> and negative
* if the net position is <i>short</i>.
* <p>
* This is calculated by subtracting the short quantity from the long quantity.
*
* @return the net quantity of the underlying security
*/
@Override
@DerivedProperty
public double getQuantity() {
return longQuantity - shortQuantity;
}
//------------------------- AUTOGENERATED START -------------------------
///CLOVER:OFF
/**
* The meta-bean for {@code GenericSecurityPosition}.
* @return the meta-bean, not null
*/
public static GenericSecurityPosition.Meta meta() {
return GenericSecurityPosition.Meta.INSTANCE;
}
static {
JodaBeanUtils.registerMetaBean(GenericSecurityPosition.Meta.INSTANCE);
}
/**
* The serialization version id.
*/
private static final long serialVersionUID = 1L;
/**
* Returns a builder used to create an instance of the bean.
* @return the builder, not null
*/
public static GenericSecurityPosition.Builder builder() {
return new GenericSecurityPosition.Builder();
}
/**
* Creates an instance.
* @param info the value of the property
* @param security the value of the property, not null
* @param longQuantity the value of the property
* @param shortQuantity the value of the property
*/
GenericSecurityPosition(
PositionInfo info,
GenericSecurity security,
double longQuantity,
double shortQuantity) {
JodaBeanUtils.notNull(security, "security");
ArgChecker.notNegative(longQuantity, "longQuantity");
ArgChecker.notNegative(shortQuantity, "shortQuantity");
this.info = info;
this.security = security;
this.longQuantity = longQuantity;
this.shortQuantity = shortQuantity;
}
@Override
public GenericSecurityPosition.Meta metaBean() {
return GenericSecurityPosition.Meta.INSTANCE;
}
@Override
public <R> Property<R> property(String propertyName) {
return metaBean().<R>metaProperty(propertyName).createProperty(this);
}
@Override
public Set<String> propertyNames() {
return metaBean().metaPropertyMap().keySet();
}
//-----------------------------------------------------------------------
/**
* Gets the additional position information, defaulted to an empty instance.
* <p>
* This allows additional information to be attached to the position.
* @return the value of the property
*/
@Override
public PositionInfo getInfo() {
return info;
}
//-----------------------------------------------------------------------
/**
* Gets the underlying security.
* @return the value of the property, not null
*/
public GenericSecurity getSecurity() {
return security;
}
//-----------------------------------------------------------------------
/**
* Gets the long quantity of the security.
* <p>
* This is the quantity of the underlying security that is held.
* The quantity cannot be negative, as that would imply short selling.
* @return the value of the property
*/
public double getLongQuantity() {
return longQuantity;
}
//-----------------------------------------------------------------------
/**
* Gets the quantity that was traded.
* <p>
* This is the quantity of the underlying security that has been short sold.
* The quantity cannot be negative, as that would imply the position is long.
* @return the value of the property
*/
public double getShortQuantity() {
return shortQuantity;
}
//-----------------------------------------------------------------------
/**
* Returns a builder that allows this bean to be mutated.
* @return the mutable builder, not null
*/
public Builder toBuilder() {
return new Builder(this);
}
@Override
public boolean equals(Object obj) {
if (obj == this) {
return true;
}
if (obj != null && obj.getClass() == this.getClass()) {
GenericSecurityPosition other = (GenericSecurityPosition) obj;
return JodaBeanUtils.equal(info, other.info) &&
JodaBeanUtils.equal(security, other.security) &&
JodaBeanUtils.equal(longQuantity, other.longQuantity) &&
JodaBeanUtils.equal(shortQuantity, other.shortQuantity);
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(info);
hash = hash * 31 + JodaBeanUtils.hashCode(security);
hash = hash * 31 + JodaBeanUtils.hashCode(longQuantity);
hash = hash * 31 + JodaBeanUtils.hashCode(shortQuantity);
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(192);
buf.append("GenericSecurityPosition{");
buf.append("info").append('=').append(info).append(',').append(' ');
buf.append("security").append('=').append(security).append(',').append(' ');
buf.append("longQuantity").append('=').append(longQuantity).append(',').append(' ');
buf.append("shortQuantity").append('=').append(shortQuantity).append(',').append(' ');
buf.append("quantity").append('=').append(JodaBeanUtils.toString(getQuantity()));
buf.append('}');
return buf.toString();
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code GenericSecurityPosition}.
*/
public static final class Meta extends DirectMetaBean {
/**
* The singleton instance of the meta-bean.
*/
static final Meta INSTANCE = new Meta();
/**
* The meta-property for the {@code info} property.
*/
private final MetaProperty<PositionInfo> info = DirectMetaProperty.ofImmutable(
this, "info", GenericSecurityPosition.class, PositionInfo.class);
/**
* The meta-property for the {@code security} property.
*/
private final MetaProperty<GenericSecurity> security = DirectMetaProperty.ofImmutable(
this, "security", GenericSecurityPosition.class, GenericSecurity.class);
/**
* The meta-property for the {@code longQuantity} property.
*/
private final MetaProperty<Double> longQuantity = DirectMetaProperty.ofImmutable(
this, "longQuantity", GenericSecurityPosition.class, Double.TYPE);
/**
* The meta-property for the {@code shortQuantity} property.
*/
private final MetaProperty<Double> shortQuantity = DirectMetaProperty.ofImmutable(
this, "shortQuantity", GenericSecurityPosition.class, Double.TYPE);
/**
* The meta-property for the {@code quantity} property.
*/
private final MetaProperty<Double> quantity = DirectMetaProperty.ofDerived(
this, "quantity", GenericSecurityPosition.class, Double.TYPE);
/**
* The meta-properties.
*/
private final Map<String, MetaProperty<?>> metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"info",
"security",
"longQuantity",
"shortQuantity",
"quantity");
/**
* Restricted constructor.
*/
private Meta() {
}
@Override
protected MetaProperty<?> metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case 3237038: // info
return info;
case 949122880: // security
return security;
case 611668775: // longQuantity
return longQuantity;
case -2094395097: // shortQuantity
return shortQuantity;
case -1285004149: // quantity
return quantity;
}
return super.metaPropertyGet(propertyName);
}
@Override
public GenericSecurityPosition.Builder builder() {
return new GenericSecurityPosition.Builder();
}
@Override
public Class<? extends GenericSecurityPosition> beanType() {
return GenericSecurityPosition.class;
}
@Override
public Map<String, MetaProperty<?>> metaPropertyMap() {
return metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code info} property.
* @return the meta-property, not null
*/
public MetaProperty<PositionInfo> info() {
return info;
}
/**
* The meta-property for the {@code security} property.
* @return the meta-property, not null
*/
public MetaProperty<GenericSecurity> security() {
return security;
}
/**
* The meta-property for the {@code longQuantity} property.
* @return the meta-property, not null
*/
public MetaProperty<Double> longQuantity() {
return longQuantity;
}
/**
* The meta-property for the {@code shortQuantity} property.
* @return the meta-property, not null
*/
public MetaProperty<Double> shortQuantity() {
return shortQuantity;
}
/**
* The meta-property for the {@code quantity} property.
* @return the meta-property, not null
*/
public MetaProperty<Double> quantity() {
return quantity;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case 3237038: // info
return ((GenericSecurityPosition) bean).getInfo();
case 949122880: // security
return ((GenericSecurityPosition) bean).getSecurity();
case 611668775: // longQuantity
return ((GenericSecurityPosition) bean).getLongQuantity();
case -2094395097: // shortQuantity
return ((GenericSecurityPosition) bean).getShortQuantity();
case -1285004149: // quantity
return ((GenericSecurityPosition) bean).getQuantity();
}
return super.propertyGet(bean, propertyName, quiet);
}
@Override
protected void propertySet(Bean bean, String propertyName, Object newValue, boolean quiet) {
metaProperty(propertyName);
if (quiet) {
return;
}
throw new UnsupportedOperationException("Property cannot be written: " + propertyName);
}
}
//-----------------------------------------------------------------------
/**
* The bean-builder for {@code GenericSecurityPosition}.
*/
public static final class Builder extends DirectFieldsBeanBuilder<GenericSecurityPosition> {
private PositionInfo info;
private GenericSecurity security;
private double longQuantity;
private double shortQuantity;
/**
* Restricted constructor.
*/
private Builder() {
applyDefaults(this);
}
/**
* Restricted copy constructor.
* @param beanToCopy the bean to copy from, not null
*/
private Builder(GenericSecurityPosition beanToCopy) {
this.info = beanToCopy.getInfo();
this.security = beanToCopy.getSecurity();
this.longQuantity = beanToCopy.getLongQuantity();
this.shortQuantity = beanToCopy.getShortQuantity();
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case 3237038: // info
return info;
case 949122880: // security
return security;
case 611668775: // longQuantity
return longQuantity;
case -2094395097: // shortQuantity
return shortQuantity;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
}
@Override
public Builder set(String propertyName, Object newValue) {
switch (propertyName.hashCode()) {
case 3237038: // info
this.info = (PositionInfo) newValue;
break;
case 949122880: // security
this.security = (GenericSecurity) newValue;
break;
case 611668775: // longQuantity
this.longQuantity = (Double) newValue;
break;
case -2094395097: // shortQuantity
this.shortQuantity = (Double) newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return this;
}
@Override
public Builder set(MetaProperty<?> property, Object value) {
super.set(property, value);
return this;
}
@Override
public Builder setString(String propertyName, String value) {
setString(meta().metaProperty(propertyName), value);
return this;
}
@Override
public Builder setString(MetaProperty<?> property, String value) {
super.setString(property, value);
return this;
}
@Override
public Builder setAll(Map<String, ? extends Object> propertyValueMap) {
super.setAll(propertyValueMap);
return this;
}
@Override
public GenericSecurityPosition build() {
return new GenericSecurityPosition(
info,
security,
longQuantity,
shortQuantity);
}
//-----------------------------------------------------------------------
/**
* Sets the additional position information, defaulted to an empty instance.
* <p>
* This allows additional information to be attached to the position.
* @param info the new value
* @return this, for chaining, not null
*/
public Builder info(PositionInfo info) {
this.info = info;
return this;
}
/**
* Sets the underlying security.
* @param security the new value, not null
* @return this, for chaining, not null
*/
public Builder security(GenericSecurity security) {
JodaBeanUtils.notNull(security, "security");
this.security = security;
return this;
}
/**
* Sets the long quantity of the security.
* <p>
* This is the quantity of the underlying security that is held.
* The quantity cannot be negative, as that would imply short selling.
* @param longQuantity the new value
* @return this, for chaining, not null
*/
public Builder longQuantity(double longQuantity) {
ArgChecker.notNegative(longQuantity, "longQuantity");
this.longQuantity = longQuantity;
return this;
}
/**
* Sets the quantity that was traded.
* <p>
* This is the quantity of the underlying security that has been short sold.
* The quantity cannot be negative, as that would imply the position is long.
* @param shortQuantity the new value
* @return this, for chaining, not null
*/
public Builder shortQuantity(double shortQuantity) {
ArgChecker.notNegative(shortQuantity, "shortQuantity");
this.shortQuantity = shortQuantity;
return this;
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(160);
buf.append("GenericSecurityPosition.Builder{");
buf.append("info").append('=').append(JodaBeanUtils.toString(info)).append(',').append(' ');
buf.append("security").append('=').append(JodaBeanUtils.toString(security)).append(',').append(' ');
buf.append("longQuantity").append('=').append(JodaBeanUtils.toString(longQuantity)).append(',').append(' ');
buf.append("shortQuantity").append('=').append(JodaBeanUtils.toString(shortQuantity));
buf.append('}');
return buf.toString();
}
}
///CLOVER:ON
//-------------------------- AUTOGENERATED END --------------------------
}