BloombergSecurityTypeDefinitionFudgeEncodingTest.java example

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/**
 * Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
 *
 * Please see distribution for license.
 */
package com.opengamma.bbg.config;

import static com.opengamma.bbg.BloombergConstants.BBG_BASE_METAL_TYPE;
import static com.opengamma.bbg.BloombergConstants.BBG_COAL;
import static com.opengamma.bbg.BloombergConstants.BBG_CRUDE_OIL;
import static com.opengamma.bbg.BloombergConstants.BBG_CURRENCY_TYPE;
import static com.opengamma.bbg.BloombergConstants.BBG_ELECTRICITY;
import static com.opengamma.bbg.BloombergConstants.BBG_FOODSTUFF;
import static com.opengamma.bbg.BloombergConstants.BBG_LIVESTOCK;
import static com.opengamma.bbg.BloombergConstants.BBG_PRECIOUS_METAL_TYPE;
import static com.opengamma.bbg.BloombergConstants.BBG_REFINED_PRODUCTS;
import static com.opengamma.bbg.BloombergConstants.BBG_SOY;
import static com.opengamma.bbg.BloombergConstants.BBG_STOCK_FUTURE_TYPE;
import static com.opengamma.bbg.BloombergConstants.BBG_WHEAT;
import static com.opengamma.bbg.BloombergConstants.BLOOMBERG_BOND_FUTURE_TYPE;
import static com.opengamma.bbg.BloombergConstants.BLOOMBERG_CURRENCY_TYPE;
import static com.opengamma.bbg.BloombergConstants.BLOOMBERG_EQUITY_INDEX_TYPE;
import static com.opengamma.bbg.BloombergConstants.BLOOMBERG_EQUITY_OPTION_SECURITY_TYPE;
import static com.opengamma.bbg.BloombergConstants.BLOOMBERG_FINANCIAL_COMMODITY_OPTION_TYPE;
import static com.opengamma.bbg.BloombergConstants.BLOOMBERG_INTEREST_RATE_TYPE;
import static com.opengamma.bbg.loader.SecurityType.AGRICULTURE_FUTURE;
import static com.opengamma.bbg.loader.SecurityType.BASIS_SWAP;
import static com.opengamma.bbg.loader.SecurityType.BILL;
import static com.opengamma.bbg.loader.SecurityType.BOND;
import static com.opengamma.bbg.loader.SecurityType.BOND_FUTURE;
import static com.opengamma.bbg.loader.SecurityType.BOND_FUTURE_OPTION;
import static com.opengamma.bbg.loader.SecurityType.COMMODITY_FUTURE_OPTION;
import static com.opengamma.bbg.loader.SecurityType.CREDIT_DEFAULT_SWAP;
import static com.opengamma.bbg.loader.SecurityType.ENERGY_FUTURE;
import static com.opengamma.bbg.loader.SecurityType.EQUITY;
import static com.opengamma.bbg.loader.SecurityType.EQUITY_DIVIDEND_FUTURE;
import static com.opengamma.bbg.loader.SecurityType.EQUITY_FUTURE;
import static com.opengamma.bbg.loader.SecurityType.EQUITY_INDEX;
import static com.opengamma.bbg.loader.SecurityType.EQUITY_INDEX_FUTURE_OPTION;
import static com.opengamma.bbg.loader.SecurityType.EQUITY_INDEX_OPTION;
import static com.opengamma.bbg.loader.SecurityType.EQUITY_OPTION;
import static com.opengamma.bbg.loader.SecurityType.FORWARD_CROSS;
import static com.opengamma.bbg.loader.SecurityType.FRA;
import static com.opengamma.bbg.loader.SecurityType.FX_FORWARD;
import static com.opengamma.bbg.loader.SecurityType.FX_FUTURE;
import static com.opengamma.bbg.loader.SecurityType.FX_FUTURE_OPTION;
import static com.opengamma.bbg.loader.SecurityType.INDEX_FUTURE;
import static com.opengamma.bbg.loader.SecurityType.INTEREST_RATE_FUTURE;
import static com.opengamma.bbg.loader.SecurityType.IR_FUTURE_OPTION;
import static com.opengamma.bbg.loader.SecurityType.METAL_FUTURE;
import static com.opengamma.bbg.loader.SecurityType.RATE;
import static com.opengamma.bbg.loader.SecurityType.SPOT_RATE;
import static com.opengamma.bbg.loader.SecurityType.SWAP;
import static com.opengamma.bbg.loader.SecurityType.VOLATILITY_QUOTE;
import static org.testng.AssertJUnit.assertEquals;
import static org.testng.AssertJUnit.assertNotNull;

import org.fudgemsg.FudgeContext;
import org.fudgemsg.FudgeMsg;
import org.fudgemsg.MutableFudgeMsg;
import org.fudgemsg.mapping.FudgeDeserializer;
import org.fudgemsg.mapping.FudgeSerializer;
import org.testng.annotations.Test;

import com.opengamma.id.UniqueId;
import com.opengamma.util.fudgemsg.OpenGammaFudgeContext;
import com.opengamma.util.test.TestGroup;

/**
 * Test conversion of {@link BloombergSecurityTypeDefinition} to/from Fudge messages.
 */
@Test(groups = TestGroup.UNIT)
public class BloombergSecurityTypeDefinitionFudgeEncodingTest {

  private static final FudgeContext s_fudgeContext = OpenGammaFudgeContext.getInstance();

  public void fudgeEncodingWithoutID() {
    BloombergSecurityTypeDefinition definition = createDefinition();
    assertDefinition(definition);
  }

  public void fudgeEncodingWithID() {
    BloombergSecurityTypeDefinition definition = createDefinition();
    definition.setUniqueId(UniqueId.of("A", "B", "C"));
    assertDefinition(definition);
  }
  
  private void assertDefinition(BloombergSecurityTypeDefinition inDefinition) {
    FudgeSerializer serializationContext = new FudgeSerializer(s_fudgeContext);
    MutableFudgeMsg inputMsg = serializationContext.objectToFudgeMsg(inDefinition);
    FudgeMsg outputMsg = s_fudgeContext.deserialize(s_fudgeContext.toByteArray(inputMsg)).getMessage();
    assertNotNull(outputMsg);
    
    FudgeDeserializer deserializationContext = new FudgeDeserializer(s_fudgeContext);
    BloombergSecurityTypeDefinition outDefinition = deserializationContext.fudgeMsgToObject(BloombergSecurityTypeDefinition.class, outputMsg);
    
    assertEquals(inDefinition, outDefinition);
  }

  private BloombergSecurityTypeDefinition createDefinition() {
    BloombergSecurityTypeDefinition definition = new BloombergSecurityTypeDefinition();
    
    definition.addSecurityType("Common Stock", EQUITY);
    definition.addSecurityType("Preference", EQUITY);
    definition.addSecurityType("ADR", EQUITY);
    definition.addSecurityType("Open-End Fund", EQUITY);
    definition.addSecurityType("Closed-End Fund", EQUITY);
    definition.addSecurityType("ETP", EQUITY);
    definition.addSecurityType("REIT", EQUITY);
    definition.addSecurityType("Tracking Stk", EQUITY);
    definition.addSecurityType("Unit", EQUITY);
    definition.addSecurityType("Right", EQUITY);
    definition.addSecurityType("Ltd Part", EQUITY);
    definition.addSecurityType("NY Reg Shrs", EQUITY);
    definition.addSecurityType("PUBLIC", EQUITY);
    definition.addSecurityType("Equity WRT", EQUITY);
    
    definition.addSecurityType(BBG_WHEAT, AGRICULTURE_FUTURE);
    definition.addSecurityType(BBG_SOY, AGRICULTURE_FUTURE);
    definition.addSecurityType(BBG_LIVESTOCK, AGRICULTURE_FUTURE);
    definition.addSecurityType(BBG_FOODSTUFF, AGRICULTURE_FUTURE);
    
    definition.addSecurityType(BLOOMBERG_BOND_FUTURE_TYPE, BOND_FUTURE);
    
    definition.addSecurityType(BBG_REFINED_PRODUCTS, ENERGY_FUTURE);
    definition.addSecurityType(BBG_ELECTRICITY, ENERGY_FUTURE);
    definition.addSecurityType(BBG_COAL, ENERGY_FUTURE);
    definition.addSecurityType(BBG_CRUDE_OIL, ENERGY_FUTURE);
    
    definition.addSecurityType(BBG_STOCK_FUTURE_TYPE, EQUITY_DIVIDEND_FUTURE);
    
    definition.addSecurityType(BBG_CURRENCY_TYPE, FX_FUTURE);
    
    definition.addSecurityType(BLOOMBERG_EQUITY_INDEX_TYPE, INDEX_FUTURE);
    
    definition.addSecurityType(BLOOMBERG_INTEREST_RATE_TYPE, INTEREST_RATE_FUTURE);
    
    definition.addSecurityType(BBG_PRECIOUS_METAL_TYPE, METAL_FUTURE);
    definition.addSecurityType(BBG_BASE_METAL_TYPE, METAL_FUTURE);
    
    definition.addSecurityType(BLOOMBERG_EQUITY_INDEX_TYPE, EQUITY_FUTURE);
    definition.addSecurityType(BLOOMBERG_EQUITY_INDEX_TYPE, EQUITY_FUTURE);
    
    definition.addSecurityType(BLOOMBERG_EQUITY_OPTION_SECURITY_TYPE, EQUITY_OPTION);
        
    definition.addSecurityType("Equity Index Spot Options", EQUITY_INDEX_OPTION);
    definition.addSecurityType("Equity Volatility Index Option", EQUITY_INDEX_OPTION);
    
    definition.addSecurityType("Equity Index", EQUITY_INDEX_FUTURE_OPTION);
    
    definition.addSecurityType(BLOOMBERG_INTEREST_RATE_TYPE, IR_FUTURE_OPTION);
    definition.addSecurityType(BLOOMBERG_FINANCIAL_COMMODITY_OPTION_TYPE, IR_FUTURE_OPTION);
    
    definition.addSecurityType(BLOOMBERG_BOND_FUTURE_TYPE, BOND_FUTURE_OPTION);
    
    definition.addSecurityType(BBG_PRECIOUS_METAL_TYPE, COMMODITY_FUTURE_OPTION);
    definition.addSecurityType(BBG_BASE_METAL_TYPE, COMMODITY_FUTURE_OPTION);
    definition.addSecurityType(BBG_REFINED_PRODUCTS, COMMODITY_FUTURE_OPTION);
    definition.addSecurityType(BBG_ELECTRICITY, COMMODITY_FUTURE_OPTION);
    definition.addSecurityType(BBG_COAL, COMMODITY_FUTURE_OPTION);
    definition.addSecurityType(BBG_CRUDE_OIL, COMMODITY_FUTURE_OPTION);
    definition.addSecurityType(BBG_WHEAT, COMMODITY_FUTURE_OPTION);
    definition.addSecurityType(BBG_SOY, COMMODITY_FUTURE_OPTION);
    definition.addSecurityType(BBG_FOODSTUFF, COMMODITY_FUTURE_OPTION);
    definition.addSecurityType(BBG_LIVESTOCK, COMMODITY_FUTURE_OPTION);
    
    definition.addSecurityType(BLOOMBERG_CURRENCY_TYPE, FX_FUTURE_OPTION);
    
    definition.addSecurityType("SWAP", SWAP);
    definition.addSecurityType("OVERNIGHT INDEXED SWAP", SWAP);
    definition.addSecurityType("FWD SWAP", SWAP);
    definition.addSecurityType("NDF SWAP", SWAP);
    definition.addSecurityType("ONSHORE SWAP", SWAP);
    
    definition.addSecurityType("BASIS SWAP", BASIS_SWAP);
    
    definition.addSecurityType("Prvt CMO FLT", BOND);
    definition.addSecurityType("EURO MTN", BOND);
    definition.addSecurityType("EURO-ZONE", BOND);
    definition.addSecurityType("CF", BOND);
    definition.addSecurityType("ABS Other", BOND);
    definition.addSecurityType("EURO NON-DOLLAR", BOND);
    definition.addSecurityType("CMBS", BOND);
    definition.addSecurityType("ABS Auto", BOND);
    definition.addSecurityType("PRIV PLACEMENT", BOND);
    definition.addSecurityType("GLOBAL", BOND);
    definition.addSecurityType("EURO-DOLLAR", BOND);
    definition.addSecurityType("YANKEE", BOND);
    definition.addSecurityType("US DOMESTIC", BOND);
    definition.addSecurityType("ABS Card", BOND);
    definition.addSecurityType("Prvt CMO Other", BOND);
    definition.addSecurityType("SN", BOND);
    definition.addSecurityType("Agncy ABS Other", BOND);
    definition.addSecurityType("US GOVERNMENT", BOND);
    definition.addSecurityType("UK GILT STOCK", BOND);
    definition.addSecurityType("CANADIAN", BOND);
    definition.addSecurityType("DOMESTIC", BOND); 
    
    definition.addSecurityType("BANK BILL", BILL); 
    
    definition.addSecurityType(BLOOMBERG_EQUITY_INDEX_TYPE, EQUITY_INDEX); 
    
    definition.addSecurityType("FORWARD CROSS", FORWARD_CROSS); 
    
    definition.addSecurityType("FRA", FRA); 
    
    definition.addSecurityType("DEPOSIT", RATE); 
    definition.addSecurityType("Index", RATE); 
    
    definition.addSecurityType("Physical commodity spot.", SPOT_RATE); 
    definition.addSecurityType("SPOT", SPOT_RATE);
    definition.addSecurityType("CROSS", SPOT_RATE);
    definition.addSecurityType("CD", SPOT_RATE);
    
    
    definition.addSecurityType("OPTION VOLATILITY", VOLATILITY_QUOTE); 
    definition.addSecurityType("SWAPTION VOLATILITY", VOLATILITY_QUOTE);
    
    definition.addSecurityType("FORWARD", FX_FORWARD); 
    definition.addSecurityType("ONSHORE FORWARD", FX_FORWARD); 
    definition.addSecurityType("NON-DELIVERABLE FORWARD", FX_FORWARD); 
    

    definition.addSecurityType("CREDIT DEFAULT SWAP", CREDIT_DEFAULT_SWAP); 
    return definition;
  }

}