/**
* 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.LocalDate;
import org.threeten.bp.OffsetTime;
import com.opengamma.DataNotFoundException;
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 QueryPositionDbPositionMasterWorker.
*/
@Test(groups = TestGroup.UNIT_DB)
public class QueryPositionDbPositionMasterWorkerGetTradeTest extends AbstractDbPositionMasterWorkerTest {
// superclass sets up dummy database
private static final Logger s_logger = LoggerFactory.getLogger(QueryPositionDbPositionMasterWorkerGetTradeTest.class);
@Factory(dataProvider = "databases", dataProviderClass = DbTest.class)
public QueryPositionDbPositionMasterWorkerGetTradeTest(final String databaseType, final String databaseVersion) {
super(databaseType, databaseVersion, true);
s_logger.info("running testcases for {}", databaseType);
}
//-------------------------------------------------------------------------
@Test(expectedExceptions = IllegalArgumentException.class)
public void test_getTrade_nullUID() {
_posMaster.get((UniqueId)null);
}
@Test(expectedExceptions = DataNotFoundException.class)
public void test_getTrade_versioned_notFound() {
final UniqueId uniqueId = UniqueId.of("DbPos", "0", "0");
_posMaster.get(uniqueId);
}
@Test
public void test_getTradePosition_versioned_404() {
final UniqueId uniqueId = UniqueId.of("DbPos", "404", "0");
final ManageableTrade test = _posMaster.getTrade(uniqueId);
final ExternalIdBundle secKey = ExternalIdBundle.of(ExternalId.of("NASDAQ", "ORCL135"), ExternalId.of("TICKER", "ORCL134"));
final ManageableTrade expected = new ManageableTrade(BigDecimal.valueOf(100.987), secKey, _now.toLocalDate(), _now.toOffsetTime().minusSeconds(404), ExternalId.of("CPARTY", "C104"));
expected.setUniqueId(uniqueId);
expected.setProviderId(ExternalId.of("B", "404"));
expected.setParentPositionId(UniqueId.of("DbPos", "123", "0"));
assertEquals(expected, test);
}
@Test
public void test_getTradePosition_versioned_405() {
final UniqueId uniqueId = UniqueId.of("DbPos", "405", "0");
final ManageableTrade test = _posMaster.getTrade(uniqueId);
final ExternalIdBundle secKey = ExternalIdBundle.of(ExternalId.of("NASDAQ", "ORCL135"), ExternalId.of("TICKER", "ORCL134"));
final ManageableTrade expected = new ManageableTrade(BigDecimal.valueOf(200.987), secKey, _now.toLocalDate(), _now.toOffsetTime().minusSeconds(405), ExternalId.of("CPARTY", "C105"));
expected.setUniqueId(uniqueId);
expected.setProviderId(ExternalId.of("B", "405"));
expected.setParentPositionId(UniqueId.of("DbPos", "123", "0"));
assertEquals(expected, test);
}
@Test
public void test_getTradePosition_versioned_notLatest() {
final UniqueId uniqueId = UniqueId.of("DbPos", "407", "0");
final ManageableTrade test = _posMaster.getTrade(uniqueId);
final ExternalIdBundle secKey = ExternalIdBundle.of("TICKER", "IBMC");
final ManageableTrade expected = new ManageableTrade(BigDecimal.valueOf(221.987), secKey, _now.toLocalDate(), _now.toOffsetTime().minusSeconds(407), ExternalId.of("CPARTY", "C221"));
expected.setUniqueId(uniqueId);
expected.setProviderId(ExternalId.of("B", "407"));
expected.setParentPositionId(UniqueId.of("DbPos", "221", "0"));
assertEquals(expected, test);
}
@Test
public void test_getTradePosition_versioned_latest() {
final UniqueId uniqueId = UniqueId.of("DbPos", "407", "1");
final ManageableTrade test = _posMaster.getTrade(uniqueId);
final ExternalIdBundle secKey = ExternalIdBundle.of("TICKER", "IBMC");
final ManageableTrade expected = new ManageableTrade(BigDecimal.valueOf(222.987), secKey, _now.toLocalDate(), _now.toOffsetTime().minusSeconds(408), ExternalId.of("CPARTY", "C222"));
expected.setUniqueId(uniqueId);
expected.setProviderId(ExternalId.of("B", "408"));
expected.setParentPositionId(UniqueId.of("DbPos", "221", "1"));
assertEquals(expected, test);
}
//-------------------------------------------------------------------------
@Test(expectedExceptions = DataNotFoundException.class)
public void test_getTradePosition_unversioned_notFound() {
final UniqueId uniqueId = UniqueId.of("DbPos", "0");
_posMaster.get(uniqueId);
}
@Test
public void test_getTradePosition_unversioned() {
final UniqueId oid = UniqueId.of("DbPos", "407");
final ManageableTrade test = _posMaster.getTrade(oid);
final ExternalIdBundle secKey = ExternalIdBundle.of("TICKER", "IBMC");
final ManageableTrade expected = new ManageableTrade(BigDecimal.valueOf(222.987), secKey, _now.toLocalDate(), _now.toOffsetTime().minusSeconds(408), ExternalId.of("CPARTY", "C222"));
expected.setUniqueId(UniqueId.of("DbPos", "407", "1"));
expected.setProviderId(ExternalId.of("B", "408"));
expected.setParentPositionId(UniqueId.of("DbPos", "221", "1"));
assertEquals(expected, test);
}
@Test
public void test_getTradePosition_withPremium() {
final ManageablePosition position = new ManageablePosition(BigDecimal.TEN, ExternalId.of("A", "B"));
final LocalDate tradeDate = _now.toLocalDate();
final OffsetTime tradeTime = _now.toOffsetTime().minusSeconds(500);
final ManageableTrade trade1 = new ManageableTrade(BigDecimal.TEN, ExternalId.of("A", "B"), tradeDate, tradeTime, ExternalId.of("CPS", "CPV"));
trade1.setPremium(1000000.00);
trade1.setPremiumCurrency(Currency.USD);
trade1.setPremiumDate(tradeDate.plusDays(1));
trade1.setPremiumTime(tradeTime);
position.getTrades().add(trade1);
final ManageableTrade trade2 = new ManageableTrade(BigDecimal.TEN, ExternalId.of("C", "D"), tradeDate, tradeTime, ExternalId.of("CPS2", "CPV2"));
trade2.setPremium(100.00);
trade2.setPremiumCurrency(Currency.GBP);
trade2.setPremiumDate(tradeDate.plusDays(10));
trade2.setPremiumTime(tradeTime.plusHours(1));
position.getTrades().add(trade2);
final PositionDocument doc = new PositionDocument();
doc.setPosition(position);
_posMaster.add(doc);
assertNotNull(trade1.getUniqueId());
assertNotNull(trade2.getUniqueId());
assertEquals(trade1, _posMaster.getTrade(trade1.getUniqueId()));
assertEquals(trade2, _posMaster.getTrade(trade2.getUniqueId()));
final PositionDocument storedDoc = _posMaster.get(position.getUniqueId());
assertNotNull(storedDoc);
assertNotNull(storedDoc.getPosition());
assertNotNull(storedDoc.getPosition().getTrades());
assertEquals(2, storedDoc.getPosition().getTrades().size());
assertTrue(storedDoc.getPosition().getTrades().contains(trade1));
assertTrue(storedDoc.getPosition().getTrades().contains(trade2));
}
@Test
public void test_getTradePosition_withAttributes() {
final ManageablePosition position = new ManageablePosition(BigDecimal.TEN, ExternalId.of("A", "B"));
final LocalDate tradeDate = _now.toLocalDate();
final OffsetTime tradeTime = _now.toOffsetTime().minusSeconds(500);
final ManageableTrade trade1 = new ManageableTrade(BigDecimal.TEN, ExternalId.of("A", "B"), tradeDate, tradeTime, ExternalId.of("CPS", "CPV"));
trade1.addAttribute("key11", "Value11");
trade1.addAttribute("key12", "Value12");
position.getTrades().add(trade1);
final ManageableTrade trade2 = new ManageableTrade(BigDecimal.TEN, ExternalId.of("C", "D"), tradeDate, tradeTime, ExternalId.of("CPS2", "CPV2"));
trade2.addAttribute("key21", "Value21");
trade2.addAttribute("key22", "Value22");
position.getTrades().add(trade2);
final PositionDocument doc = new PositionDocument();
doc.setPosition(position);
_posMaster.add(doc);
assertNotNull(trade1.getUniqueId());
assertNotNull(trade2.getUniqueId());
assertEquals(trade1, _posMaster.getTrade(trade1.getUniqueId()));
assertEquals(trade2, _posMaster.getTrade(trade2.getUniqueId()));
final PositionDocument storedDoc = _posMaster.get(position.getUniqueId());
assertNotNull(storedDoc);
assertNotNull(storedDoc.getPosition());
assertNotNull(storedDoc.getPosition().getTrades());
assertEquals(2, storedDoc.getPosition().getTrades().size());
assertTrue(storedDoc.getPosition().getTrades().contains(trade1));
assertTrue(storedDoc.getPosition().getTrades().contains(trade2));
}
}