/** * Copyright (C) 2014 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.financial.analytics.surface; import static com.opengamma.engine.value.ValuePropertyNames.SURFACE; import static com.opengamma.engine.value.ValueRequirementNames.SURFACE_SPECIFICATION; import java.util.Collections; import java.util.Set; import org.threeten.bp.Instant; import org.threeten.bp.LocalTime; import org.threeten.bp.ZoneOffset; import org.threeten.bp.ZonedDateTime; import com.opengamma.OpenGammaRuntimeException; import com.opengamma.engine.ComputationTarget; import com.opengamma.engine.ComputationTargetSpecification; import com.opengamma.engine.function.AbstractFunction; import com.opengamma.engine.function.CompiledFunctionDefinition; import com.opengamma.engine.function.FunctionCompilationContext; import com.opengamma.engine.function.FunctionExecutionContext; import com.opengamma.engine.function.FunctionInputs; import com.opengamma.engine.target.ComputationTargetType; import com.opengamma.engine.value.ComputedValue; import com.opengamma.engine.value.SurfaceAndCubePropertyNames; import com.opengamma.engine.value.ValueProperties; import com.opengamma.engine.value.ValueRequirement; import com.opengamma.engine.value.ValueSpecification; import com.opengamma.util.ArgumentChecker; /** * Gets a {@link SurfaceSpecification} from the database. */ public class SurfaceSpecificationFunction extends AbstractFunction { /** The surface specification name */ private final String _surfaceSpecificationName; /** The surface specification source */ private ConfigDBSurfaceSpecificationSource _surfaceSpecificationSource; /** * @param surfaceSpecificationName The surface specification name, not null */ public SurfaceSpecificationFunction(final String surfaceSpecificationName) { ArgumentChecker.notNull(surfaceSpecificationName, "surfaceSpecificationName"); _surfaceSpecificationName = surfaceSpecificationName; } @Override public void init(final FunctionCompilationContext context) { _surfaceSpecificationSource = ConfigDBSurfaceSpecificationSource.init(context, this); } @Override public CompiledFunctionDefinition compile(final FunctionCompilationContext outerContext, final Instant atInstant) { final ZonedDateTime atZDT = ZonedDateTime.ofInstant(atInstant, ZoneOffset.UTC); final SurfaceSpecification specification = _surfaceSpecificationSource.getSpecification(_surfaceSpecificationName); if (specification == null) { throw new OpenGammaRuntimeException("Could not get specification called " + _surfaceSpecificationName); } final ValueProperties properties = createValueProperties() .with(SURFACE, _surfaceSpecificationName) .with(SurfaceAndCubePropertyNames.PROPERTY_SURFACE_QUOTE_TYPE, specification.getQuoteType()) .with(SurfaceAndCubePropertyNames.PROPERTY_SURFACE_UNITS, specification.getQuoteUnits()) .get(); final ValueSpecification spec = new ValueSpecification(SURFACE_SPECIFICATION, ComputationTargetSpecification.NULL, properties); final Set<ComputedValue> result = Collections.singleton(new ComputedValue(spec, specification)); return new AbstractInvokingCompiledFunction(atZDT.with(LocalTime.MIDNIGHT).toInstant(), atZDT.plusDays(1).with(LocalTime.MIDNIGHT).minusNanos(1000000).toInstant()) { @Override public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs, final ComputationTarget target, final Set<ValueRequirement> desiredValues) { return result; } @Override public ComputationTargetType getTargetType() { return ComputationTargetType.NULL; } @Override public Set<ValueSpecification> getResults(final FunctionCompilationContext context, final ComputationTarget target) { return Collections.singleton(spec); } @Override public Set<ValueRequirement> getRequirements(final FunctionCompilationContext context, final ComputationTarget target, final ValueRequirement desiredValue) { return Collections.emptySet(); } }; } }