/**
* Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.masterdb.position;
import static org.testng.AssertJUnit.assertEquals;
import static org.testng.AssertJUnit.assertNotNull;
import static org.testng.AssertJUnit.assertTrue;
import java.math.BigDecimal;
import org.slf4j.Logger;
import org.slf4j.LoggerFactory;
import org.testng.annotations.Factory;
import org.testng.annotations.Test;
import org.threeten.bp.Instant;
import org.threeten.bp.LocalDate;
import org.threeten.bp.OffsetDateTime;
import org.threeten.bp.OffsetTime;
import com.opengamma.id.ExternalId;
import com.opengamma.id.ExternalIdBundle;
import com.opengamma.id.UniqueId;
import com.opengamma.master.position.ManageablePosition;
import com.opengamma.master.position.ManageableTrade;
import com.opengamma.master.position.PositionDocument;
import com.opengamma.util.money.Currency;
import com.opengamma.util.test.DbTest;
import com.opengamma.util.test.TestGroup;
/**
* Tests ModifyPositionDbPositionMasterWorker.
*/
@Test(groups = TestGroup.UNIT_DB)
public class ModifyPositionDbPositionMasterWorkerAddPositionTest extends AbstractDbPositionMasterWorkerTest {
// superclass sets up dummy database
private static final Logger s_logger = LoggerFactory.getLogger(ModifyPositionDbPositionMasterWorkerAddPositionTest.class);
@Factory(dataProvider = "databases", dataProviderClass = DbTest.class)
public ModifyPositionDbPositionMasterWorkerAddPositionTest(String databaseType, String databaseVersion) {
super(databaseType, databaseVersion, false);
s_logger.info("running testcases for {}", databaseType);
}
//-------------------------------------------------------------------------
@Test(expectedExceptions = IllegalArgumentException.class)
public void test_add_nullDocument() {
_posMaster.add(null);
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void test_add_noPosition() {
PositionDocument doc = new PositionDocument();
_posMaster.add(doc);
}
@Test
public void test_add_add() {
Instant now = Instant.now(_posMaster.getClock());
ManageablePosition position = new ManageablePosition(BigDecimal.TEN, ExternalId.of("A", "B"));
PositionDocument doc = new PositionDocument();
doc.setPosition(position);
PositionDocument test = _posMaster.add(doc);
UniqueId uniqueId = test.getUniqueId();
assertNotNull(uniqueId);
assertEquals("DbPos", uniqueId.getScheme());
assertTrue(uniqueId.isVersioned());
assertTrue(Long.parseLong(uniqueId.getValue()) >= 1000);
assertEquals("0", uniqueId.getVersion());
assertEquals(now, test.getVersionFromInstant());
assertEquals(null, test.getVersionToInstant());
assertEquals(now, test.getCorrectionFromInstant());
assertEquals(null, test.getCorrectionToInstant());
ManageablePosition testPosition = test.getPosition();
assertNotNull(testPosition);
assertEquals(uniqueId, testPosition.getUniqueId());
assertEquals(BigDecimal.TEN, testPosition.getQuantity());
ExternalIdBundle secKey = testPosition.getSecurityLink().getExternalId();
assertEquals(1, secKey.size());
assertTrue(secKey.getExternalIds().contains(ExternalId.of("A", "B")));
}
@Test
public void test_addWithOneTrade_add() {
LocalDate tradeDate = _now.toLocalDate();
OffsetTime tradeTime = _now.toOffsetTime().minusSeconds(500);
ManageablePosition position = new ManageablePosition(BigDecimal.TEN, ExternalId.of("A", "B"));
position.getTrades().add(new ManageableTrade(BigDecimal.TEN, ExternalId.of("A", "B"), tradeDate, tradeTime, ExternalId.of("CPS", "CPV")));
PositionDocument doc = new PositionDocument();
doc.setPosition(position);
PositionDocument test = _posMaster.add(doc);
Instant now = Instant.now(_posMaster.getClock());
UniqueId uniqueId = test.getUniqueId();
assertNotNull(uniqueId);
assertEquals("DbPos", uniqueId.getScheme());
assertTrue(uniqueId.isVersioned());
assertTrue(Long.parseLong(uniqueId.getValue()) >= 1000);
assertEquals("0", uniqueId.getVersion());
assertEquals(now, test.getVersionFromInstant());
assertEquals(null, test.getVersionToInstant());
assertEquals(now, test.getCorrectionFromInstant());
assertEquals(null, test.getCorrectionToInstant());
ManageablePosition testPosition = test.getPosition();
assertNotNull(testPosition);
assertEquals(uniqueId, testPosition.getUniqueId());
assertEquals(BigDecimal.TEN, testPosition.getQuantity());
ExternalIdBundle secKey = testPosition.getSecurityLink().getExternalId();
assertEquals(1, secKey.size());
assertTrue(secKey.getExternalIds().contains(ExternalId.of("A", "B")));
assertNotNull(testPosition.getTrades());
assertEquals(1, testPosition.getTrades().size());
ManageableTrade testTrade = testPosition.getTrades().get(0);
assertNotNull(testTrade);
assertEquals(BigDecimal.TEN, testTrade.getQuantity());
assertEquals(tradeDate, testTrade.getTradeDate());
assertEquals(tradeTime, testTrade.getTradeTime());
assertEquals(ExternalId.of("CPS", "CPV"), testTrade.getCounterpartyExternalId());
assertEquals(secKey, testTrade.getSecurityLink().getExternalId());
}
@Test
public void test_addWithOnePremiumTrade_add() {
LocalDate tradeDate = _now.toLocalDate();
OffsetTime tradeTime = _now.toOffsetTime().minusSeconds(500);
ManageablePosition position = new ManageablePosition(BigDecimal.TEN, ExternalId.of("A", "B"));
ManageableTrade trade = new ManageableTrade(BigDecimal.TEN, ExternalId.of("A", "B"), tradeDate, tradeTime, ExternalId.of("CPS", "CPV"));
trade.setPremium(1000000.00);
trade.setPremiumCurrency(Currency.USD);
trade.setPremiumDate(tradeDate.plusDays(1));
trade.setPremiumTime(tradeTime);
position.getTrades().add(trade);
PositionDocument doc = new PositionDocument();
doc.setPosition(position);
PositionDocument test = _posMaster.add(doc);
Instant now = Instant.now(_posMaster.getClock());
UniqueId uniqueId = test.getUniqueId();
assertNotNull(uniqueId);
assertEquals("DbPos", uniqueId.getScheme());
assertTrue(uniqueId.isVersioned());
assertTrue(Long.parseLong(uniqueId.getValue()) >= 1000);
assertEquals("0", uniqueId.getVersion());
assertEquals(now, test.getVersionFromInstant());
assertEquals(null, test.getVersionToInstant());
assertEquals(now, test.getCorrectionFromInstant());
assertEquals(null, test.getCorrectionToInstant());
ManageablePosition testPosition = test.getPosition();
assertNotNull(testPosition);
assertEquals(uniqueId, testPosition.getUniqueId());
assertEquals(BigDecimal.TEN, testPosition.getQuantity());
ExternalIdBundle secKey = testPosition.getSecurityLink().getExternalId();
assertEquals(1, secKey.size());
assertTrue(secKey.getExternalIds().contains(ExternalId.of("A", "B")));
assertNotNull(testPosition.getTrades());
assertEquals(1, testPosition.getTrades().size());
ManageableTrade testTrade = testPosition.getTrades().get(0);
assertNotNull(testTrade);
assertEquals(BigDecimal.TEN, testTrade.getQuantity());
assertEquals(tradeDate, testTrade.getTradeDate());
assertEquals(tradeTime, testTrade.getTradeTime());
assertEquals(ExternalId.of("CPS", "CPV"), testTrade.getCounterpartyExternalId());
assertEquals(secKey, testTrade.getSecurityLink().getExternalId());
assertEquals(1000000.00, testTrade.getPremium());
assertEquals(Currency.USD, testTrade.getPremiumCurrency());
assertEquals(tradeDate.plusDays(1), testTrade.getPremiumDate());
assertEquals(tradeTime, testTrade.getPremiumTime());
}
@Test
public void test_addWithOnePremiumTrade_addThenGet() {
ManageablePosition position = new ManageablePosition(BigDecimal.TEN, ExternalId.of("A", "B"));
LocalDate tradeDate = _now.toLocalDate();
OffsetTime tradeTime = _now.toOffsetTime().minusSeconds(500);
ManageableTrade trade = new ManageableTrade(BigDecimal.TEN, ExternalId.of("A", "B"), tradeDate, tradeTime, ExternalId.of("CPS", "CPV"));
trade.setPremium(1000000.00);
trade.setPremiumCurrency(Currency.USD);
trade.setPremiumDate(tradeDate.plusDays(1));
trade.setPremiumTime(tradeTime);
position.getTrades().add(trade);
PositionDocument doc = new PositionDocument();
doc.setPosition(position);
PositionDocument added = _posMaster.add(doc);
assertNotNull(added);
assertNotNull(added.getUniqueId());
PositionDocument fromDb = _posMaster.get(added.getUniqueId());
assertNotNull(fromDb);
assertNotNull(fromDb.getUniqueId());
assertEquals(added, fromDb);
}
@Test
public void test_addWithTwoTrades_add() {
Instant now = Instant.now(_posMaster.getClock());
OffsetDateTime offsetDateTime = OffsetDateTime.now();
ManageablePosition position = new ManageablePosition(BigDecimal.TEN, ExternalId.of("A", "B"));
position.getTrades().add(new ManageableTrade(BigDecimal.TEN, ExternalId.of("A", "C"), offsetDateTime.toLocalDate(), offsetDateTime.minusSeconds(600).toOffsetTime(), ExternalId.of("CPS", "CPV")));
position.getTrades().add(new ManageableTrade(BigDecimal.TEN, ExternalId.of("A", "D"), offsetDateTime.toLocalDate(), offsetDateTime.minusSeconds(500).toOffsetTime(), ExternalId.of("CPS", "CPV")));
PositionDocument doc = new PositionDocument();
doc.setPosition(position);
PositionDocument test = _posMaster.add(doc);
UniqueId portfolioId = test.getUniqueId();
assertNotNull(portfolioId);
assertEquals("DbPos", portfolioId.getScheme());
assertTrue(portfolioId.isVersioned());
assertTrue(Long.parseLong(portfolioId.getValue()) >= 1000);
assertEquals("0", portfolioId.getVersion());
assertEquals(now, test.getVersionFromInstant());
assertEquals(null, test.getVersionToInstant());
assertEquals(now, test.getCorrectionFromInstant());
assertEquals(null, test.getCorrectionToInstant());
ManageablePosition testPosition = test.getPosition();
assertNotNull(testPosition);
assertEquals(portfolioId, testPosition.getUniqueId());
assertEquals(BigDecimal.TEN, testPosition.getQuantity());
ExternalIdBundle secKey = testPosition.getSecurityLink().getExternalId();
assertEquals(1, secKey.size());
assertTrue(secKey.getExternalIds().contains(ExternalId.of("A", "B")));
assertNotNull(testPosition.getTrades());
assertTrue(testPosition.getTrades().size() == 2);
for (ManageableTrade testTrade : testPosition.getTrades()) {
assertNotNull(testTrade);
UniqueId tradeId = testTrade.getUniqueId();
assertNotNull(tradeId);
assertEquals("DbPos", portfolioId.getScheme());
assertTrue(portfolioId.isVersioned());
assertTrue(Long.parseLong(portfolioId.getValue()) >= 1000);
assertEquals("0", portfolioId.getVersion());
}
}
@Test
public void test_add_addThenGet() {
ManageablePosition position = new ManageablePosition(BigDecimal.TEN, ExternalId.of("A", "B"));
PositionDocument doc = new PositionDocument();
doc.setPosition(position);
PositionDocument added = _posMaster.add(doc);
assertNotNull(added);
assertNotNull(added.getUniqueId());
PositionDocument fromDb = _posMaster.get(added.getUniqueId());
assertNotNull(fromDb);
assertNotNull(fromDb.getUniqueId());
assertEquals(added, fromDb);
}
@Test
public void test_addWithTradesAndAttributes_addThenGet() {
ManageablePosition position = new ManageablePosition(BigDecimal.TEN, ExternalId.of("A", "B"));
position.addAttribute("PA1", "A");
position.addAttribute("PA2", "B");
LocalDate tradeDate = _now.toLocalDate();
OffsetTime tradeTime = _now.toOffsetTime().minusSeconds(500);
ManageableTrade trade1 = new ManageableTrade(BigDecimal.TEN, ExternalId.of("A", "B"), tradeDate, tradeTime, ExternalId.of("CPS", "CPV"));
trade1.addAttribute("TA11", "C");
trade1.addAttribute("TA12", "D");
trade1.addAttribute("TA13", "E");
position.getTrades().add(trade1);
ManageableTrade trade2 = new ManageableTrade(BigDecimal.ONE, ExternalId.of("C", "D"), tradeDate, tradeTime, ExternalId.of("CPS", "CPV"));
trade2.addAttribute("TA21", "F");
trade2.addAttribute("TA22", "G");
trade2.addAttribute("TA23", "H");
trade2.addAttribute("TA24", "I");
position.getTrades().add(trade2);
PositionDocument doc = new PositionDocument();
doc.setPosition(position);
PositionDocument added = _posMaster.add(doc);
assertNotNull(added);
assertNotNull(added.getUniqueId());
PositionDocument fromDb = _posMaster.get(added.getUniqueId());
assertNotNull(fromDb);
assertNotNull(fromDb.getUniqueId());
assertEquals(added, fromDb);
}
@Test
public void test_addWithOneTrade_addThenGet() {
ManageablePosition position = new ManageablePosition(BigDecimal.TEN, ExternalId.of("A", "B"));
LocalDate tradeDate = _now.toLocalDate();
OffsetTime tradeTime = _now.toOffsetTime().minusSeconds(500);
ManageableTrade trade = new ManageableTrade(BigDecimal.TEN, ExternalId.of("A", "B"), tradeDate, tradeTime, ExternalId.of("CPS", "CPV"));
trade.setProviderId(ExternalId.of("TRD", "123"));
position.getTrades().add(trade);
PositionDocument doc = new PositionDocument();
doc.setPosition(position);
PositionDocument added = _posMaster.add(doc);
assertNotNull(added);
assertNotNull(added.getUniqueId());
PositionDocument fromDb = _posMaster.get(added.getUniqueId());
assertNotNull(fromDb);
assertNotNull(fromDb.getUniqueId());
assertEquals(added, fromDb);
}
@Test
public void test_addWithTwoTrades_addThenGet() {
ManageablePosition position = new ManageablePosition(BigDecimal.valueOf(20), ExternalId.of("A", "B"));
OffsetDateTime offsetDateTime = OffsetDateTime.now();
position.getTrades().add(new ManageableTrade(BigDecimal.TEN, ExternalId.of("A", "B"), offsetDateTime.toLocalDate(), offsetDateTime.minusSeconds(600).toOffsetTime(), ExternalId.of("CPS", "CPV")));
position.getTrades().add(new ManageableTrade(BigDecimal.TEN, ExternalId.of("A", "C"), offsetDateTime.toLocalDate(), offsetDateTime.minusSeconds(500).toOffsetTime(), ExternalId.of("CPS", "CPV")));
PositionDocument doc = new PositionDocument();
doc.setPosition(position);
PositionDocument added = _posMaster.add(doc);
assertNotNull(added);
assertNotNull(added.getUniqueId());
PositionDocument fromDb = _posMaster.get(added.getUniqueId());
assertNotNull(fromDb);
assertNotNull(fromDb.getUniqueId());
assertEquals(added, fromDb);
}
@Test
public void test_addTradeDeal_add() {
Instant now = Instant.now(_posMaster.getClock());
ManageablePosition position = new ManageablePosition(BigDecimal.TEN, ExternalId.of("A", "B"));
LocalDate tradeDate = _now.toLocalDate();
OffsetTime tradeTime = _now.toOffsetTime().minusSeconds(500);
ManageableTrade trade = new ManageableTrade(BigDecimal.TEN, ExternalId.of("A", "B"), tradeDate, tradeTime, ExternalId.of("CPS", "CPV"));
trade.addAttribute("TA1", "C");
trade.addAttribute("TA2", "D");
trade.setDeal(new MockDeal("propOne", "propTwo"));
position.getTrades().add(trade);
PositionDocument doc = new PositionDocument();
doc.setPosition(position);
PositionDocument test = _posMaster.add(doc);
UniqueId uniqueId = test.getUniqueId();
assertNotNull(uniqueId);
assertEquals("DbPos", uniqueId.getScheme());
assertTrue(uniqueId.isVersioned());
assertTrue(Long.parseLong(uniqueId.getValue()) >= 1000);
assertEquals("0", uniqueId.getVersion());
assertEquals(now, test.getVersionFromInstant());
assertEquals(null, test.getVersionToInstant());
assertEquals(now, test.getCorrectionFromInstant());
assertEquals(null, test.getCorrectionToInstant());
ManageablePosition testPosition = test.getPosition();
assertNotNull(testPosition);
assertEquals(uniqueId, testPosition.getUniqueId());
assertEquals(BigDecimal.TEN, testPosition.getQuantity());
ExternalIdBundle secKey = testPosition.getSecurityLink().getExternalId();
assertEquals(1, secKey.size());
assertTrue(secKey.getExternalIds().contains(ExternalId.of("A", "B")));
assertNotNull(testPosition.getTrades());
assertEquals(1, testPosition.getTrades().size());
ManageableTrade testTrade = testPosition.getTrades().get(0);
assertNotNull(testTrade);
assertEquals(BigDecimal.TEN, testTrade.getQuantity());
assertEquals(tradeDate, testTrade.getTradeDate());
assertEquals(tradeTime, testTrade.getTradeTime());
assertEquals(ExternalId.of("CPS", "CPV"), testTrade.getCounterpartyExternalId());
assertEquals(secKey, testTrade.getSecurityLink().getExternalId());
}
@Test
public void test_addTradeDeal_addThenGet() {
ManageablePosition position = new ManageablePosition(BigDecimal.TEN, ExternalId.of("A", "B"));
LocalDate tradeDate = _now.toLocalDate();
OffsetTime tradeTime = _now.toOffsetTime().minusSeconds(500);
ManageableTrade trade = new ManageableTrade(BigDecimal.TEN, ExternalId.of("A", "B"), tradeDate, tradeTime, ExternalId.of("CPS", "CPV"));
trade.addAttribute("TA1", "C");
trade.addAttribute("TA2", "D");
// trade.setDeal(new MockDeal("propOne", "propTwo")); // TODO: test deal persistence
position.getTrades().add(trade);
PositionDocument doc = new PositionDocument();
doc.setPosition(position);
PositionDocument added = _posMaster.add(doc);
assertNotNull(added);
assertNotNull(added.getUniqueId());
PositionDocument fromDb = _posMaster.get(added.getUniqueId());
assertNotNull(fromDb);
assertNotNull(fromDb.getUniqueId());
assertEquals(added, fromDb);
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void test_add_addWithMissingQuantityProperty() {
ManageablePosition position = new ManageablePosition();
PositionDocument doc = new PositionDocument(position);
_posMaster.add(doc);
}
@Test
public void test_add_addWithMinimalProperties() {
ManageablePosition position = new ManageablePosition();
position.setQuantity(BigDecimal.ONE);
PositionDocument doc = new PositionDocument(position);
_posMaster.add(doc);
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void test_add_addTradeWithMissingTradeDateProperty() {
ManageablePosition position = new ManageablePosition();
position.setQuantity(BigDecimal.ONE);
ManageableTrade trade = new ManageableTrade();
trade.setCounterpartyExternalId(ExternalId.of("ABC", "DEF"));
trade.setQuantity(BigDecimal.ONE);
position.addTrade(trade);
PositionDocument doc = new PositionDocument(position);
_posMaster.add(doc);
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void test_add_addTradeWithMissingCounterpartyExternalIdProperty() {
ManageablePosition position = new ManageablePosition();
position.setQuantity(BigDecimal.ONE);
ManageableTrade trade = new ManageableTrade();
trade.setTradeDate(_now.toLocalDate());
trade.setQuantity(BigDecimal.ONE);
position.addTrade(trade);
PositionDocument doc = new PositionDocument(position);
_posMaster.add(doc);
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void test_add_addTradeWithMissingQuantityProperty() {
ManageablePosition position = new ManageablePosition();
position.setQuantity(BigDecimal.ONE);
ManageableTrade trade = new ManageableTrade();
trade.setTradeDate(_now.toLocalDate());
trade.setCounterpartyExternalId(ExternalId.of("ABC", "DEF"));
position.addTrade(trade);
PositionDocument doc = new PositionDocument(position);
_posMaster.add(doc);
}
@Test
public void test_add_addTradeWithMinimalProperties() {
ManageablePosition position = new ManageablePosition();
position.setQuantity(BigDecimal.ONE);
ManageableTrade trade = new ManageableTrade();
trade.setTradeDate(_now.toLocalDate());
trade.setCounterpartyExternalId(ExternalId.of("ABC", "DEF"));
trade.setQuantity(BigDecimal.ONE);
position.addTrade(trade);
PositionDocument doc = new PositionDocument(position);
_posMaster.add(doc);
}
}