/**
* Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.bbg.test;
import static com.opengamma.bbg.replay.BloombergTick.FIELDS_KEY;
import static org.testng.AssertJUnit.assertEquals;
import java.util.Properties;
import java.util.Random;
import java.util.Set;
import org.apache.commons.lang.StringUtils;
import org.fudgemsg.FudgeMsgFactory;
import org.fudgemsg.MutableFudgeMsg;
import com.bloomberglp.blpapi.SessionOptions;
import com.opengamma.OpenGammaRuntimeException;
import com.opengamma.bbg.BloombergConnector;
import com.opengamma.bbg.BloombergConstants;
import com.opengamma.bbg.referencedata.ReferenceDataProvider;
import com.opengamma.bbg.referencedata.cache.MongoDBValueCachingReferenceDataProvider;
import com.opengamma.bbg.referencedata.impl.BloombergReferenceDataProvider;
import com.opengamma.bbg.util.BloombergDataUtils;
import com.opengamma.id.ExternalId;
import com.opengamma.util.mongo.MongoConnector;
import com.opengamma.util.mongo.MongoConnectorFactoryBean;
import com.opengamma.util.test.TestProperties;
/**
* Test utilities for Bloomberg.
*/
public final class BloombergTestUtils {
/**
* Restricted constructor.
*/
private BloombergTestUtils() {
}
//-------------------------------------------------------------------------
/**
* Creates a Bloomberg connector for testing.
*
* @return the connector, not null
*/
public static BloombergConnector getBloombergConnector() {
return new BloombergConnector("BloombergTestUtils", getSessionOptions());
}
/**
* Creates a Bloomberg connector for testing.
*
* @return the connector, not null
*/
public static BloombergConnector getBloombergBipeConnector() {
return new BloombergConnector("BloombergTestUtils", getSessionOptions("bbgBpipeServer.host", "bbgBpipeServer.port", "bbgBpipeServer.app.name"));
}
/**
* Creates a Bloomberg reference data provider for testing.
* This must be started before use by the caller.
* This must be closed after use by the caller.
* It is typically also wrapped in a caching provider.
*
* @return the provider, not null
*/
public static BloombergReferenceDataProvider getBloombergReferenceDataProvider() {
BloombergConnector bbgConnector = BloombergTestUtils.getBloombergConnector();
return new BloombergReferenceDataProvider(bbgConnector);
}
private static SessionOptions getSessionOptions() {
return getSessionOptions("bbgServer.host", "bbgServer.port", null);
}
/**
* Creates Bloomberg session options for testing.
*
* @return the session options, not null
*/
private static SessionOptions getSessionOptions(String bbgServerHostName, String bbgServerPortName, String applicationKey) {
SessionOptions options = new SessionOptions();
Properties properties = TestProperties.getTestProperties();
String serverHost = properties.getProperty(bbgServerHostName);
if (StringUtils.isBlank(serverHost)) {
throw new OpenGammaRuntimeException(bbgServerHostName + " is missing in tests.properties");
}
String serverPort = properties.getProperty(bbgServerPortName);
if (StringUtils.isBlank(serverPort)) {
throw new OpenGammaRuntimeException(bbgServerPortName + " is missing in tests.properties");
}
options.setServerHost(serverHost);
options.setServerPort(Integer.parseInt(serverPort));
if (applicationKey != null) {
String applicationName = properties.getProperty(applicationKey);
if (applicationName != null) {
options.setAuthenticationOptions(BloombergConstants.AUTH_APP_PREFIX + applicationName);
}
}
return options;
}
//-------------------------------------------------------------------------
/**
* Creates a Mongo connector for testing.
*
* @return the connector, not null
*/
public static MongoConnector getMongoConnector() {
Properties testProperties = TestProperties.getTestProperties();
String mongoHost = testProperties.getProperty("mongoServer.host");
int mongoPort = Integer.parseInt(testProperties.getProperty("mongoServer.port"));
MongoConnectorFactoryBean mongoFactory = new MongoConnectorFactoryBean();
mongoFactory.setName("BloombergTestUtils");
mongoFactory.setHost(mongoHost);
mongoFactory.setPort(mongoPort);
mongoFactory.setDatabaseName("testReferenceData");
mongoFactory.setCollectionSuffix("bloomberg-security-loader-test-context");
return mongoFactory.getObjectCreating();
}
/**
* Creates a Mongo caching reference data provider for testing.
*
* @param bbgProvider the Bloomberg provider to wrap, not null
* @return the provider, not null
*/
public static ReferenceDataProvider getMongoCachingReferenceDataProvider(BloombergReferenceDataProvider bbgProvider) {
MongoConnector mongoConnector = BloombergTestUtils.getMongoConnector();
return new MongoDBValueCachingReferenceDataProvider(bbgProvider, mongoConnector);
}
//-------------------------------------------------------------------------
/**
* Creates a random tick.
*
* @param random the source of randomness, not null
* @param fudgeMsgFactory the Fudge message factory, not null
* @return the message, not null
*/
public static MutableFudgeMsg makeRandomStandardTick(Random random, FudgeMsgFactory fudgeMsgFactory) {
MutableFudgeMsg result = fudgeMsgFactory.newMessage();
MutableFudgeMsg bbgTickAsFudgMsg = fudgeMsgFactory.newMessage();
bbgTickAsFudgMsg.add("BID", String.valueOf(random.nextDouble()));
bbgTickAsFudgMsg.add("ASK", String.valueOf(random.nextDouble()));
bbgTickAsFudgMsg.add("BEST_BID", String.valueOf(random.nextDouble()));
bbgTickAsFudgMsg.add("BEST_ASK", String.valueOf(random.nextDouble()));
bbgTickAsFudgMsg.add("IND_BID_FLAG", false);
bbgTickAsFudgMsg.add("IND_ASK_FLAG", false);
bbgTickAsFudgMsg.add("ASK_SIZE_TDY", String.valueOf(random.nextInt()));
bbgTickAsFudgMsg.add("BID_SIZE_TDY", String.valueOf(random.nextInt()));
bbgTickAsFudgMsg.add("BID_TDY", String.valueOf(random.nextDouble()));
bbgTickAsFudgMsg.add("ASK_TDY", String.valueOf(random.nextDouble()));
bbgTickAsFudgMsg.add("ASK_SIZE", String.valueOf(random.nextInt()));
bbgTickAsFudgMsg.add("BID_SIZE", String.valueOf(random.nextInt()));
bbgTickAsFudgMsg.add("LAST_PRICE", String.valueOf(random.nextDouble()));
bbgTickAsFudgMsg.add("LAST_TRADE", String.valueOf(random.nextDouble()));
bbgTickAsFudgMsg.add("VOLUME", String.valueOf(random.nextInt()));
bbgTickAsFudgMsg.add("HIGH", String.valueOf(random.nextDouble()));
bbgTickAsFudgMsg.add("LOW", String.valueOf(random.nextDouble()));
bbgTickAsFudgMsg.add("OPEN", String.valueOf(random.nextDouble()));
bbgTickAsFudgMsg.add("OPEN_TDY", String.valueOf(random.nextDouble()));
bbgTickAsFudgMsg.add("VOLUME_TDY", "17925");
bbgTickAsFudgMsg.add("LAST_TRADE_TDY", String.valueOf(random.nextDouble()));
bbgTickAsFudgMsg.add("HIGH_TDY", String.valueOf(random.nextDouble()));
bbgTickAsFudgMsg.add("LOW_TDY", String.valueOf(random.nextDouble()));
bbgTickAsFudgMsg.add("EXCH_CODE_LAST", "D");
bbgTickAsFudgMsg.add("LAST_PX_LOCAL_EXCH_SOURCE_RT", "UD");
bbgTickAsFudgMsg.add("API_MACHINE", "n166");
bbgTickAsFudgMsg.add("TRADING_DT_REALTIME", "2009-12-08+00:00");
bbgTickAsFudgMsg.add("EQY_TURNOVER_REALTIME", "211460.515625");
bbgTickAsFudgMsg.add("RT_API_MACHINE", "n166");
bbgTickAsFudgMsg.add("RT_PRICING_SOURCE", "US");
bbgTickAsFudgMsg.add("IS_DELAYED_STREAM", true);
bbgTickAsFudgMsg.add("MKTDATA_EVENT_TYPE", "SUMMARY");
bbgTickAsFudgMsg.add("PREV_SES_LAST_PRICE", String.valueOf(random.nextDouble()));
bbgTickAsFudgMsg.add("RT_PX_CHG_NET_1D", String.valueOf(random.nextDouble()));
bbgTickAsFudgMsg.add("RT_PX_CHG_PCT_1D", String.valueOf(random.nextDouble()));
bbgTickAsFudgMsg.add("SES_START", "14:30:00.000+00:00");
bbgTickAsFudgMsg.add("SES_END", "21:30:00.000+00:00");
result.add(FIELDS_KEY, bbgTickAsFudgMsg);
return result;
}
/**
* Gets an example equity option ticker directly from Bloomberg reference data.
*
* @return the ticker, not null
*/
public static String getSampleEquityOptionTicker() {
BloombergReferenceDataProvider rdp = new BloombergReferenceDataProvider(getBloombergConnector());
rdp.start();
Set<ExternalId> options = BloombergDataUtils.getOptionChain(rdp, "AAPL US Equity");
assertEquals(false, options.isEmpty());
ExternalId aaplOptionId = options.iterator().next();
rdp.stop();
return aaplOptionId.getValue();
}
}