/**
* Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.generator;
import static org.testng.Assert.assertEquals;
import static org.testng.Assert.assertNotNull;
import static org.testng.Assert.assertNull;
import static org.testng.Assert.assertTrue;
import java.util.Collection;
import org.testng.annotations.Test;
import org.threeten.bp.ZonedDateTime;
import com.opengamma.core.position.Counterparty;
import com.opengamma.core.position.Portfolio;
import com.opengamma.core.position.Position;
import com.opengamma.core.security.Security;
import com.opengamma.core.security.SecuritySource;
import com.opengamma.engine.InMemorySecuritySource;
import com.opengamma.id.ExternalId;
import com.opengamma.master.position.ManageableTrade;
import com.opengamma.master.security.RawSecurity;
import com.opengamma.util.test.TestGroup;
/**
* Tests the {@link PortfolioGenerator}, {@link LeafPortfolioNodeGenerator}, and {@link SimplePositionGenerator} classes.
*/
@Test(groups = TestGroup.UNIT)
public class PortfolioGeneratorTest {
private PositionGenerator createSimplePositionGenerator(final InMemorySecuritySource source) {
return new SimplePositionGenerator<RawSecurity>(new StaticQuantityGenerator(10), new SecurityGenerator<RawSecurity>() {
@Override
public RawSecurity createSecurity() {
return new RawSecurity();
}
@Override
public ManageableTrade createSecurityTrade(QuantityGenerator quantityGenerator, SecurityPersister securityPersister, NameGenerator counterPartyGenerator) {
ManageableTrade trade = null;
RawSecurity security = createSecurity();
ZonedDateTime tradeDate = ZonedDateTime.now();
trade = new ManageableTrade(quantityGenerator.createQuantity(), securityPersister.storeSecurity(security), tradeDate.toLocalDate(), tradeDate.toOffsetDateTime().toOffsetTime(),
ExternalId.of(Counterparty.DEFAULT_SCHEME, counterPartyGenerator.createName()));
return trade;
}
}, new InMemorySecurityPersister(source));
}
private void testPositions(final Collection<Position> positions, final SecuritySource source) {
for (Position position : positions) {
assertEquals(position.getQuantity().intValue(), 10);
assertNull(position.getSecurity());
assertNotNull(position.getSecurityLink().getExternalId());
final Security security = position.getSecurityLink().resolve(source);
assertNotNull(security);
assertTrue(security instanceof RawSecurity);
}
}
public void testSinglePosition() {
final InMemorySecuritySource source = new InMemorySecuritySource();
final PortfolioGenerator generator = new PortfolioGenerator(new LeafPortfolioNodeGenerator(new StaticNameGenerator("NODE"), createSimplePositionGenerator(source), 1), new StaticNameGenerator(
"PORTFOLIO"));
final Portfolio portfolio = generator.createPortfolio();
assertEquals(portfolio.getRootNode().getChildNodes().size(), 0);
assertEquals(portfolio.getRootNode().getPositions().size(), 1);
testPositions(portfolio.getRootNode().getPositions(), source);
assertEquals(portfolio.getRootNode().getName(), "NODE");
assertEquals(portfolio.getName(), "PORTFOLIO");
}
public void testMultiplePosition() {
final InMemorySecuritySource source = new InMemorySecuritySource();
final PortfolioGenerator generator = new PortfolioGenerator(new LeafPortfolioNodeGenerator(new StaticNameGenerator("NODE"), createSimplePositionGenerator(source), 20), new StaticNameGenerator(
"PORTFOLIO"));
final Portfolio portfolio = generator.createPortfolio();
assertEquals(portfolio.getRootNode().getChildNodes().size(), 0);
assertEquals(portfolio.getRootNode().getPositions().size(), 20);
testPositions(portfolio.getRootNode().getPositions(), source);
assertEquals(portfolio.getRootNode().getName(), "NODE");
assertEquals(portfolio.getName(), "PORTFOLIO");
}
}