/**
* Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.masterdb.security;
import static org.testng.AssertJUnit.assertNotNull;
import java.lang.reflect.Constructor;
import java.math.BigDecimal;
import java.util.ArrayList;
import java.util.Collection;
import java.util.Collections;
import java.util.HashMap;
import java.util.LinkedList;
import java.util.List;
import java.util.Locale;
import java.util.Map;
import java.util.Random;
import java.util.Set;
import java.util.SortedMap;
import java.util.TreeMap;
import org.apache.commons.lang.RandomStringUtils;
import org.joda.beans.BeanBuilder;
import org.joda.beans.JodaBeanUtils;
import org.joda.beans.MetaBean;
import org.joda.beans.MetaProperty;
import org.slf4j.Logger;
import org.slf4j.LoggerFactory;
import org.testng.annotations.Test;
import org.threeten.bp.Clock;
import org.threeten.bp.LocalDate;
import org.threeten.bp.LocalDateTime;
import org.threeten.bp.LocalTime;
import org.threeten.bp.ZoneId;
import org.threeten.bp.ZoneOffset;
import org.threeten.bp.ZonedDateTime;
import com.google.common.collect.Lists;
import com.google.common.collect.Sets;
import com.opengamma.OpenGammaRuntimeException;
import com.opengamma.core.id.ExternalSchemes;
import com.opengamma.core.region.Region;
import com.opengamma.core.region.RegionSource;
import com.opengamma.financial.convention.businessday.BusinessDayConvention;
import com.opengamma.financial.convention.businessday.BusinessDayConventions;
import com.opengamma.financial.convention.daycount.DayCount;
import com.opengamma.financial.convention.daycount.DayCountFactory;
import com.opengamma.financial.convention.daycount.DayCounts;
import com.opengamma.financial.convention.frequency.Frequency;
import com.opengamma.financial.convention.frequency.SimpleFrequency;
import com.opengamma.financial.convention.yield.SimpleYieldConvention;
import com.opengamma.financial.convention.yield.YieldConvention;
import com.opengamma.financial.security.bond.CorporateBondSecurity;
import com.opengamma.financial.security.bond.GovernmentBondSecurity;
import com.opengamma.financial.security.bond.MunicipalBondSecurity;
import com.opengamma.financial.security.capfloor.CapFloorCMSSpreadSecurity;
import com.opengamma.financial.security.capfloor.CapFloorSecurity;
import com.opengamma.financial.security.cash.CashSecurity;
import com.opengamma.financial.security.cashflow.CashFlowSecurity;
import com.opengamma.financial.security.cds.CDSIndexComponentBundle;
import com.opengamma.financial.security.cds.CDSIndexTerms;
import com.opengamma.financial.security.cds.CDSSecurity;
import com.opengamma.financial.security.cds.CreditDefaultSwapIndexComponent;
import com.opengamma.financial.security.cds.CreditDefaultSwapIndexDefinitionSecurity;
import com.opengamma.financial.security.cds.CreditDefaultSwapIndexSecurity;
import com.opengamma.financial.security.cds.LegacyFixedRecoveryCDSSecurity;
import com.opengamma.financial.security.cds.LegacyRecoveryLockCDSSecurity;
import com.opengamma.financial.security.cds.LegacyVanillaCDSSecurity;
import com.opengamma.financial.security.cds.StandardFixedRecoveryCDSSecurity;
import com.opengamma.financial.security.cds.StandardRecoveryLockCDSSecurity;
import com.opengamma.financial.security.cds.StandardVanillaCDSSecurity;
import com.opengamma.financial.security.equity.EquitySecurity;
import com.opengamma.financial.security.equity.EquityVarianceSwapSecurity;
import com.opengamma.financial.security.equity.GICSCode;
import com.opengamma.financial.security.fra.FRASecurity;
import com.opengamma.financial.security.future.AgricultureFutureSecurity;
import com.opengamma.financial.security.future.BondFutureDeliverable;
import com.opengamma.financial.security.future.BondFutureSecurity;
import com.opengamma.financial.security.future.EnergyFutureSecurity;
import com.opengamma.financial.security.future.FXFutureSecurity;
import com.opengamma.financial.security.future.IndexFutureSecurity;
import com.opengamma.financial.security.future.InterestRateFutureSecurity;
import com.opengamma.financial.security.future.MetalFutureSecurity;
import com.opengamma.financial.security.future.StockFutureSecurity;
import com.opengamma.financial.security.fx.FXForwardSecurity;
import com.opengamma.financial.security.fx.NonDeliverableFXForwardSecurity;
import com.opengamma.financial.security.index.BondIndex;
import com.opengamma.financial.security.index.BondIndexComponent;
import com.opengamma.financial.security.index.EquityIndex;
import com.opengamma.financial.security.index.EquityIndexComponent;
import com.opengamma.financial.security.index.IborIndex;
import com.opengamma.financial.security.index.IndexFamily;
import com.opengamma.financial.security.index.OvernightIndex;
import com.opengamma.financial.security.option.AmericanExerciseType;
import com.opengamma.financial.security.option.AsianExerciseType;
import com.opengamma.financial.security.option.AssetOrNothingPayoffStyle;
import com.opengamma.financial.security.option.AsymmetricPoweredPayoffStyle;
import com.opengamma.financial.security.option.BarrierPayoffStyle;
import com.opengamma.financial.security.option.BermudanExerciseType;
import com.opengamma.financial.security.option.CappedPoweredPayoffStyle;
import com.opengamma.financial.security.option.CashOrNothingPayoffStyle;
import com.opengamma.financial.security.option.CreditDefaultSwapOptionSecurity;
import com.opengamma.financial.security.option.EquityBarrierOptionSecurity;
import com.opengamma.financial.security.option.EquityIndexDividendFutureOptionSecurity;
import com.opengamma.financial.security.option.EquityIndexOptionSecurity;
import com.opengamma.financial.security.option.EquityOptionSecurity;
import com.opengamma.financial.security.option.EuropeanExerciseType;
import com.opengamma.financial.security.option.ExerciseType;
import com.opengamma.financial.security.option.ExtremeSpreadPayoffStyle;
import com.opengamma.financial.security.option.FXBarrierOptionSecurity;
import com.opengamma.financial.security.option.FXDigitalOptionSecurity;
import com.opengamma.financial.security.option.FXOptionSecurity;
import com.opengamma.financial.security.option.FadeInPayoffStyle;
import com.opengamma.financial.security.option.FixedStrikeLookbackPayoffStyle;
import com.opengamma.financial.security.option.FloatingStrikeLookbackPayoffStyle;
import com.opengamma.financial.security.option.GapPayoffStyle;
import com.opengamma.financial.security.option.IRFutureOptionSecurity;
import com.opengamma.financial.security.option.NonDeliverableFXOptionSecurity;
import com.opengamma.financial.security.option.PayoffStyle;
import com.opengamma.financial.security.option.PoweredPayoffStyle;
import com.opengamma.financial.security.option.SimpleChooserPayoffStyle;
import com.opengamma.financial.security.option.SupersharePayoffStyle;
import com.opengamma.financial.security.option.SwaptionSecurity;
import com.opengamma.financial.security.option.VanillaPayoffStyle;
import com.opengamma.financial.security.swap.CommodityNotional;
import com.opengamma.financial.security.swap.FixedInterestRateLeg;
import com.opengamma.financial.security.swap.FixedVarianceSwapLeg;
import com.opengamma.financial.security.swap.FloatingGearingIRLeg;
import com.opengamma.financial.security.swap.FloatingInterestRateLeg;
import com.opengamma.financial.security.swap.FloatingSpreadIRLeg;
import com.opengamma.financial.security.swap.FloatingVarianceSwapLeg;
import com.opengamma.financial.security.swap.ForwardSwapSecurity;
import com.opengamma.financial.security.swap.InterestRateNotional;
import com.opengamma.financial.security.swap.Notional;
import com.opengamma.financial.security.swap.SecurityNotional;
import com.opengamma.financial.security.swap.SwapLeg;
import com.opengamma.financial.security.swap.SwapSecurity;
import com.opengamma.financial.security.test.AbstractSecurityTestCaseAdapter;
import com.opengamma.financial.security.test.SecurityTestCaseMethods;
import com.opengamma.id.ExternalId;
import com.opengamma.id.ExternalIdBundle;
import com.opengamma.id.UniqueId;
import com.opengamma.master.region.RegionMaster;
import com.opengamma.master.region.impl.InMemoryRegionMaster;
import com.opengamma.master.region.impl.MasterRegionSource;
import com.opengamma.master.region.impl.RegionFileReader;
import com.opengamma.master.security.ManageableSecurity;
import com.opengamma.master.security.RawSecurity;
import com.opengamma.util.i18n.Country;
import com.opengamma.util.money.Currency;
import com.opengamma.util.test.TestGroup;
import com.opengamma.util.time.Expiry;
import com.opengamma.util.time.ExpiryAccuracy;
import com.opengamma.util.time.Tenor;
import com.opengamma.util.tuple.Pairs;
/**
* Creates random securities.
*/
@SuppressWarnings("unchecked")
@Test(groups = TestGroup.UNIT)
public abstract class SecurityTestCase extends AbstractSecurityTestCaseAdapter implements SecurityTestCaseMethods {
private static final Logger s_logger = LoggerFactory.getLogger(SecurityTestCase.class);
private static interface TestDataProvider<T> {
void getValues(Collection<T> values);
}
private static class DefaultObjectPermute<T> implements TestDataProvider<T> {
private final Class<T> _clazz;
private DefaultObjectPermute(final Class<T> clazz) {
_clazz = clazz;
}
public static <T> DefaultObjectPermute<T> of(final Class<T> clazz) {
return new DefaultObjectPermute<T>(clazz);
}
@Override
public void getValues(final Collection<T> values) {
values.addAll(permuteTestObjects(_clazz));
}
}
private static class DefaultCollection<T, C extends Collection<T>> implements TestDataProvider<C> {
private final Class<C> _collection;
private final Class<T> _clazz;
private DefaultCollection(final Class<C> collection, final Class<T> clazz) {
_collection = collection;
_clazz = clazz;
}
public static <T, C extends Collection<T>> DefaultCollection<T, C> of(final Class<C> collection, final Class<T> clazz) {
return new DefaultCollection<T, C>(collection, clazz);
}
@Override
public void getValues(final Collection<C> values) {
try {
final C collection = _collection.newInstance();
collection.addAll(permuteTestObjects(_clazz));
if (collection.size() > 0) {
values.add(_collection.newInstance());
if (collection.size() > 1) {
final C value = _collection.newInstance();
value.add(collection.iterator().next());
values.add(value);
}
}
values.add(collection);
} catch (final InstantiationException ex) {
// TODO Auto-generated catch block
ex.printStackTrace();
} catch (final IllegalAccessException ex) {
// TODO Auto-generated catch block
ex.printStackTrace();
}
}
}
private static class DefaultList<T, C extends List<T>> implements TestDataProvider<C> {
private final Class<C> _collection;
private final Class<T> _clazz;
private DefaultList(final Class<C> collection, final Class<T> clazz) {
_collection = collection;
_clazz = clazz;
}
public static <T, C extends List<T>> DefaultList<T, C> of(final Class<C> collection, final Class<T> clazz) {
return new DefaultList<T, C>(collection, clazz);
}
@Override
public void getValues(final Collection<C> values) {
try {
final C collection = _collection.newInstance();
collection.addAll(permuteTestObjects(_clazz));
if (collection.size() > 0) {
values.add(_collection.newInstance());
if (collection.size() > 1) {
final C value = _collection.newInstance();
value.add(collection.iterator().next());
values.add(value);
}
}
values.add(collection);
} catch (final InstantiationException ex) {
// TODO Auto-generated catch block
ex.printStackTrace();
} catch (final IllegalAccessException ex) {
// TODO Auto-generated catch block
ex.printStackTrace();
}
}
}
private static Map<Object, TestDataProvider<?>> s_dataProviders = new HashMap<Object, TestDataProvider<?>>();
private static Random s_random = new Random();
private static RegionSource s_regionSource;
static {
final RegionMaster regionMaster = new InMemoryRegionMaster();
RegionFileReader.createPopulated(regionMaster);
s_regionSource = new MasterRegionSource(regionMaster);
}
protected static RegionSource getRegionSource() {
return s_regionSource;
}
static {
final long seed = s_random.nextLong();
s_logger.info("Random seed = {}", seed);
s_random.setSeed(seed);
TestDataProvider<?> provider;
s_dataProviders.put(String.class, new TestDataProvider<String>() {
@Override
public void getValues(final Collection<String> values) {
values.add("");
values.add(RandomStringUtils.randomAlphabetic(16));
values.add(RandomStringUtils.randomNumeric(16));
values.add(RandomStringUtils.randomAlphanumeric(16));
}
});
s_dataProviders.put(Map.class, new TestDataProvider<Map<?, ?>>() {
private Map<?, ?> generateRandomMap(int count) {
Map<String, String> map = new HashMap<String, String>(count);
while (count > 0) {
map.put(RandomStringUtils.randomAlphanumeric(16), RandomStringUtils.randomAlphanumeric(16));
count--;
}
return map;
}
@Override
public void getValues(final Collection<Map<?, ?>> values) {
double qty = 1 + s_random.nextInt(9);
while (qty > 0) {
values.add(generateRandomMap(1 + s_random.nextInt(9)));
qty--;
}
values.add(new HashMap<Object, Object>());
}
});
s_dataProviders.put(SortedMap.class, new TestDataProvider<SortedMap<Tenor, ExternalId>>() {
private SortedMap<Tenor, ExternalId> generateRandomMap(int count) {
SortedMap<Tenor, ExternalId> map = new TreeMap<Tenor, ExternalId>();
while (count > 0) {
Tenor tenor;
switch (s_random.nextInt(3)) {
case 0:
tenor = Tenor.ofDays(s_random.nextInt(28) + 1);
break;
case 1:
tenor = Tenor.ofMonths(s_random.nextInt(12) + 1);
break;
case 2:
tenor = Tenor.ofYears(s_random.nextInt(20) + 2000);
break;
default:
throw new OpenGammaRuntimeException("Should never happen");
}
map.put(tenor, ExternalId.of(RandomStringUtils.randomAlphanumeric(16), RandomStringUtils.randomAlphanumeric(16)));
count--;
}
return map;
}
@Override
public void getValues(final Collection<SortedMap<Tenor, ExternalId>> values) {
double qty = 1 + s_random.nextInt(9);
while (qty > 0) {
values.add(generateRandomMap(1 + s_random.nextInt(9)));
qty--;
}
values.add(new TreeMap<Tenor, ExternalId>());
}
});
s_dataProviders.put(Set.class, new TestDataProvider<Set<String>>() {
@Override
public void getValues(Collection<Set<String>> values) {
values.add(Sets.newHashSet(getRandomPermissions()));
values.add(Sets.newHashSet(getRandomPermissions()));
values.add(Sets.newHashSet(getRandomPermissions()));
}
});
s_dataProviders.put(Double.class, provider = new TestDataProvider<Double>() {
@Override
public void getValues(final Collection<Double> values) {
values.add(0.0);
double d;
do {
d = s_random.nextDouble();
} while (d == 0);
values.add(d * 100.0);
values.add(d * -100.0);
}
});
s_dataProviders.put(Double.TYPE, provider);
s_dataProviders.put(UniqueId.class, new TestDataProvider<UniqueId>() {
@Override
public void getValues(final Collection<UniqueId> values) {
values.add(UniqueId.of(RandomStringUtils.randomAlphanumeric(8), RandomStringUtils.randomAlphanumeric(16)));
}
});
s_dataProviders.put(ExternalId.class, new TestDataProvider<ExternalId>() {
@Override
public void getValues(final Collection<ExternalId> values) {
values.add(ExternalId.of(RandomStringUtils.randomAlphanumeric(8), RandomStringUtils.randomAlphanumeric(16)));
values.add(ExternalId.of(RandomStringUtils.randomAlphanumeric(8), RandomStringUtils.randomAlphanumeric(16)));
values.add(ExternalId.of(RandomStringUtils.randomAlphanumeric(8), RandomStringUtils.randomAlphanumeric(16)));
}
});
s_dataProviders.put(ExternalIdBundle.class, new TestDataProvider<ExternalIdBundle>() {
@Override
public void getValues(final Collection<ExternalIdBundle> values) {
values.add(
ExternalIdBundle.of(
ExternalId.of(RandomStringUtils.randomAlphanumeric(8), RandomStringUtils.randomAlphanumeric(16))));
values.add(
ExternalIdBundle.of(
ExternalId.of(RandomStringUtils.randomAlphanumeric(8), RandomStringUtils.randomAlphanumeric(16)),
ExternalId.of(RandomStringUtils.randomAlphanumeric(8), RandomStringUtils.randomAlphanumeric(16))));
values.add(
ExternalIdBundle.of(
ExternalId.of(RandomStringUtils.randomAlphanumeric(8), RandomStringUtils.randomAlphanumeric(16)),
ExternalId.of(RandomStringUtils.randomAlphanumeric(8), RandomStringUtils.randomAlphanumeric(16)),
ExternalId.of(RandomStringUtils.randomAlphanumeric(8), RandomStringUtils.randomAlphanumeric(16))));
}
});
s_dataProviders.put(Currency.class, new TestDataProvider<Currency>() {
@Override
public void getValues(final Collection<Currency> values) {
values.add(Currency.of(RandomStringUtils.randomAlphabetic(3).toUpperCase(Locale.ENGLISH)));
}
});
s_dataProviders.put(YieldConvention.class, new TestDataProvider<YieldConvention>() {
@Override
public void getValues(final Collection<YieldConvention> values) {
values.add(SimpleYieldConvention.US_STREET);
values.add(SimpleYieldConvention.US_TREASURY_EQUIVALENT);
values.add(SimpleYieldConvention.TRUE);
}
});
s_dataProviders.put(Expiry.class, DefaultObjectPermute.of(Expiry.class));
s_dataProviders.put(ZonedDateTime.class, new TestDataProvider<ZonedDateTime>() {
private final ZoneId[] _timezones = new ZoneId[] {ZoneOffset.UTC, ZoneId.of("UTC-01:00"), ZoneId.of("UTC+01:00") };
@Override
public void getValues(final Collection<ZonedDateTime> values) {
for (final ZoneId timezone : _timezones) {
values.add(ZonedDateTime.now(Clock.system(timezone)).withNano(0));
// TODO: random date in the past
// TODO: random date in the future
}
}
});
s_dataProviders.put(LocalDate.class, new TestDataProvider<LocalDate>() {
@Override
public void getValues(final Collection<LocalDate> values) {
values.add(LocalDate.now());
// TODO: random date in the past
// TODO: random date in the future
}
});
s_dataProviders.put(LocalTime.class, new TestDataProvider<LocalTime>() {
@Override
public void getValues(final Collection<LocalTime> values) {
values.add(LocalTime.now().withNano(0));
// TODO: random time in the past
// TODO: random time in the future
}
});
s_dataProviders.put(LocalDateTime.class, new TestDataProvider<LocalDateTime>() {
@Override
public void getValues(final Collection<LocalDateTime> values) {
final Collection<LocalDate> dates = getTestObjects(LocalDate.class, null);
final Collection<LocalTime> times = getTestObjects(LocalTime.class, null);
for (final LocalDate date : dates) {
for (final LocalTime time : times) {
values.add(LocalDateTime.of(date, time));
}
}
}
});
s_dataProviders.put(Frequency.class, new TestDataProvider<Frequency>() {
@Override
public void getValues(final Collection<Frequency> values) {
values.add(SimpleFrequency.ANNUAL);
values.add(SimpleFrequency.SEMI_ANNUAL);
values.add(SimpleFrequency.CONTINUOUS);
}
});
s_dataProviders.put(Tenor.class, new TestDataProvider<Tenor>() {
@Override
public void getValues(final Collection<Tenor> values) {
values.add(Tenor.ONE_DAY);
values.add(Tenor.ONE_WEEK);
values.add(Tenor.ONE_MONTH);
values.add(Tenor.ONE_YEAR);
}
});
s_dataProviders.put(DayCount.class, new TestDataProvider<DayCount>() {
@Override
public void getValues(final Collection<DayCount> values) {
values.add(DayCounts.ACT_ACT_ISDA);
values.add(DayCountFactory.of("1/1"));
values.add(DayCountFactory.of("Bond Basis"));
}
});
s_dataProviders.put(BusinessDayConvention.class, new TestDataProvider<BusinessDayConvention>() {
@Override
public void getValues(final Collection<BusinessDayConvention> values) {
values.add(BusinessDayConventions.FOLLOWING);
values.add(BusinessDayConventions.MODIFIED_FOLLOWING);
values.add(BusinessDayConventions.PRECEDING);
}
});
s_dataProviders.put(GICSCode.class, new TestDataProvider<GICSCode>() {
@Override
public void getValues(final Collection<GICSCode> values) {
int code = (((s_random.nextInt(90) + 10) * 100 + (s_random.nextInt(90) + 10)) * 100 + (s_random.nextInt(90) + 10)) * 100 + (s_random.nextInt(90) + 10);
values.add(GICSCode.of(Integer.toString(code)));
}
});
s_dataProviders.put(Pairs.of(BondFutureSecurity.class, Collection.class), DefaultCollection.of(ArrayList.class, BondFutureDeliverable.class));
s_dataProviders.put(Pairs.of(BondFutureSecurity.class, List.class), DefaultList.of(ArrayList.class, BondFutureDeliverable.class));
s_dataProviders.put(ExerciseType.class, new TestDataProvider<ExerciseType>() {
@Override
public void getValues(final Collection<ExerciseType> values) {
values.add(new AmericanExerciseType());
values.add(new AsianExerciseType());
values.add(new BermudanExerciseType());
values.add(new EuropeanExerciseType());
}
});
s_dataProviders.put(PayoffStyle.class, new TestDataProvider<PayoffStyle>() {
@Override
public void getValues(final Collection<PayoffStyle> values) {
values.add(new AssetOrNothingPayoffStyle());
values.add(new AsymmetricPoweredPayoffStyle(s_random.nextDouble()));
values.add(new BarrierPayoffStyle());
values.add(new CappedPoweredPayoffStyle(s_random.nextDouble(), s_random.nextDouble()));
values.add(new CashOrNothingPayoffStyle(s_random.nextDouble()));
values.add(new FadeInPayoffStyle(s_random.nextDouble(), s_random.nextDouble()));
values.add(new FixedStrikeLookbackPayoffStyle());
values.add(new FloatingStrikeLookbackPayoffStyle());
values.add(new GapPayoffStyle(s_random.nextDouble()));
values.add(new PoweredPayoffStyle(s_random.nextDouble()));
values.add(new SupersharePayoffStyle(s_random.nextDouble(), s_random.nextDouble()));
values.add(new VanillaPayoffStyle());
values.add(new ExtremeSpreadPayoffStyle(ZonedDateTime.now().withNano(0), s_random.nextBoolean()));
values.add(new SimpleChooserPayoffStyle(ZonedDateTime.now().withNano(0), s_random.nextDouble(),
new Expiry(ZonedDateTime.now(Clock.systemDefaultZone()), ExpiryAccuracy.MONTH_YEAR)));
}
});
s_dataProviders.put(Boolean.class, provider = new TestDataProvider<Boolean>() {
@Override
public void getValues(final Collection<Boolean> values) {
values.add(true);
values.add(false);
}
});
s_dataProviders.put(Boolean.TYPE, provider);
s_dataProviders.put(SwapLeg.class, new TestDataProvider<SwapLeg>() {
@Override
public void getValues(final Collection<SwapLeg> values) {
values.addAll(permuteTestObjects(FloatingSpreadIRLeg.class));
values.addAll(permuteTestObjects(FloatingGearingIRLeg.class));
values.addAll(permuteTestObjects(FixedInterestRateLeg.class));
values.addAll(permuteTestObjects(FloatingInterestRateLeg.class));
values.addAll(permuteTestObjects(FixedVarianceSwapLeg.class));
values.addAll(permuteTestObjects(FloatingVarianceSwapLeg.class));
}
});
s_dataProviders.put(Region.class, new TestDataProvider<Region>() {
@Override
public void getValues(final Collection<Region> values) {
values.add(getRegionSource().getHighestLevelRegion(ExternalSchemes.countryRegionId(Country.US)));
values.add(getRegionSource().getHighestLevelRegion(ExternalSchemes.countryRegionId(Country.GB)));
}
});
s_dataProviders.put(Notional.class, new TestDataProvider<Notional>() {
@Override
public void getValues(final Collection<Notional> values) {
values.add(new CommodityNotional());
values.addAll(permuteTestObjects(InterestRateNotional.class));
values.addAll(permuteTestObjects(SecurityNotional.class));
}
});
s_dataProviders.put(BigDecimal.class, new TestDataProvider<BigDecimal>() {
@Override
public void getValues(final Collection<BigDecimal> values) {
values.add(BigDecimal.ONE);
}
});
s_dataProviders.put(InterestRateNotional.class, new TestDataProvider<Notional>() {
@Override
public void getValues(final Collection<Notional> values) {
values.addAll(permuteTestObjects(InterestRateNotional.class));
}
});
s_dataProviders.put(byte[].class, new TestDataProvider<byte[]>() {
@Override
public void getValues(Collection<byte[]> values) {
values.add(getRandomBytes());
}
private byte[] getRandomBytes() {
byte[] randomBytes = new byte[s_random.nextInt(100) + 10];
s_random.nextBytes(randomBytes);
return randomBytes;
}
});
s_dataProviders.put(int.class, new TestDataProvider<Integer>() {
@Override
public void getValues(Collection<Integer> values) {
values.add(0);
int i;
do {
i = s_random.nextInt();
} while (i == 0);
values.add(i * 100);
values.add(i * -100);
}
});
s_dataProviders.put(CDSIndexTerms.class, new TestDataProvider<CDSIndexTerms>() {
@Override
public void getValues(Collection<CDSIndexTerms> values) {
values.add(CDSIndexTerms.EMPTY);
List<Tenor> tenors = getTestObjects(Tenor.class, null);
if (!tenors.isEmpty()) {
values.add(CDSIndexTerms.of(tenors.iterator().next()));
}
values.add(CDSIndexTerms.of(getTestObjects(Tenor.class, null)));
}
});
s_dataProviders.put(CreditDefaultSwapIndexComponent.class, new TestDataProvider<CreditDefaultSwapIndexComponent>() {
@Override
public void getValues(Collection<CreditDefaultSwapIndexComponent> values) {
values.add(new CreditDefaultSwapIndexComponent(null, null, null, null));
}
});
s_dataProviders.put(CDSIndexComponentBundle.class, new TestDataProvider<CDSIndexComponentBundle>() {
@Override
public void getValues(Collection<CDSIndexComponentBundle> values) {
Collection<CreditDefaultSwapIndexComponent> components = permuteTestObjects(CreditDefaultSwapIndexComponent.class);
if (!components.isEmpty()) {
values.add(CDSIndexComponentBundle.of(components.iterator().next()));
}
values.add(CDSIndexComponentBundle.of(permuteTestObjects(CreditDefaultSwapIndexComponent.class)));
}
});
s_dataProviders.put(Pairs.of(BondIndex.class, Collection.class), DefaultCollection.of(ArrayList.class, BondIndexComponent.class));
s_dataProviders.put(Pairs.of(BondIndex.class, List.class), DefaultList.of(ArrayList.class, BondIndexComponent.class));
s_dataProviders.put(Pairs.of(EquityIndex.class, Collection.class), DefaultCollection.of(ArrayList.class, EquityIndexComponent.class));
s_dataProviders.put(Pairs.of(EquityIndex.class, List.class), DefaultList.of(ArrayList.class, EquityIndexComponent.class));
s_dataProviders.put(Pairs.of(IndexFamily.class, Collection.class), DefaultCollection.of(ArrayList.class, IndexFamily.class));
s_dataProviders.put(Pairs.of(IndexFamily.class, List.class), DefaultList.of(ArrayList.class, IndexFamily.class));
}
protected static <T> List<T> getTestObjects(final Class<T> clazz, final Class<?> parent) {
final List<T> objects = new ArrayList<T>();
if (clazz.isEnum()) {
for (final T value : clazz.getEnumConstants()) {
objects.add(value);
}
} else {
final Object key;
if (Collection.class.equals(clazz)) {
key = Pairs.of(parent, clazz);
} else if (List.class.equals(clazz)) {
key = Pairs.of(parent, clazz);
} else {
key = clazz;
}
final TestDataProvider<T> provider = (TestDataProvider<T>) s_dataProviders.get(key);
if (provider == null) {
throw new IllegalArgumentException("No random provider for " + clazz);
}
provider.getValues(objects);
}
Collections.shuffle(objects);
return objects;
}
@SuppressWarnings("rawtypes")
private static List getRandomPermissions() {
final List permissions = Lists.newArrayList();
s_dataProviders.get(String.class).getValues(permissions);
return permissions;
}
private static <T> Constructor<T> getBiggestConstructor(final Class<T> clazz) {
final Constructor<T>[] constructors = (Constructor<T>[]) clazz.getConstructors();
int max = -1, bestIndex = -1;
for (int i = 0; i < constructors.length; i++) {
final Class<?>[] parameters = constructors[i].getParameterTypes();
if (parameters.length > max) {
max = parameters.length;
bestIndex = i;
}
}
return constructors[bestIndex];
}
private static <T> Collection<T> permuteTestObjects(final Class<T> clazz, final Constructor<T> constructor) {
final Collection<T> objects = new LinkedList<T>();
final Class<?>[] parameters = constructor.getParameterTypes();
final List<?>[] parameterValues = new List<?>[parameters.length];
final int[] parameterIndex = new int[parameters.length];
int longest = 0;
for (int i = 0; i < parameters.length; i++) {
parameterValues[i] = getTestObjects(parameters[i], clazz);
if (parameterValues[i].size() > longest) {
longest = parameterValues[i].size();
}
}
final Object[] construct = new Object[parameters.length];
final List<Throwable> exceptions = new LinkedList<Throwable>();
// TODO: what about nulls ?
for (int i = 0; i < longest; i++) {
for (int j = 0; j < parameters.length; j++) {
construct[j] = parameterValues[j].get(parameterIndex[j]);
parameterIndex[j] = (parameterIndex[j] + 1) % parameterValues[j].size();
}
try {
objects.add(constructor.newInstance(construct));
} catch (final Throwable t) {
exceptions.add(t);
}
}
if (objects.size() == 0) {
for (final Throwable t : exceptions) {
t.printStackTrace();
}
throw new IllegalArgumentException("couldn't create test objects");
}
s_logger.info("{} objects created for {}", objects.size(), clazz);
for (final Object o : objects) {
s_logger.debug("{}", o);
}
return objects;
}
@SuppressWarnings("rawtypes")
private static <T> Collection<T> permuteTestObjects(final Class<T> clazz) {
if (ManageableSecurity.class.isAssignableFrom(clazz)) {
return permuteTestSecurities((Class) clazz);
}
return permuteTestObjects(clazz, getBiggestConstructor(clazz));
}
private static <T extends ManageableSecurity> Collection<T> permuteTestSecurities(final Class<T> clazz) {
intializeClass(clazz);
MetaBean mb = JodaBeanUtils.metaBean(clazz);
List<MetaProperty<?>> mps = new ArrayList<MetaProperty<?>>(mb.metaPropertyMap().values());
// find the longest set of available data
final List<?>[] parameterValues = new List<?>[mps.size()];
int longest = 0;
for (int i = 0; i < mps.size(); i++) {
MetaProperty<?> metaProperty = mps.get(i);
if (metaProperty.style().isSerializable() && "permissions".equals(metaProperty.name())) {
parameterValues[i] = getTestObjects(metaProperty.propertyType(), null);
} else {
parameterValues[i] = getTestObjects(metaProperty.propertyType(), clazz);
}
if (parameterValues[i].size() > longest) {
longest = parameterValues[i].size();
}
}
// prepare
final List<Throwable> exceptions = new ArrayList<Throwable>();
final Collection<T> objects = new ArrayList<T>();
final int[] parameterIndex = new int[mps.size()];
for (int i = 0; i < longest; i++) {
try {
BeanBuilder<?> builder = mb.builder();
for (int j = 0; j < mps.size(); j++) {
Object value = parameterValues[j].get(parameterIndex[j]);
parameterIndex[j] = (parameterIndex[j] + 1) % parameterValues[j].size();
MetaProperty<?> metaProperty = mps.get(j);
if (metaProperty.style().isSerializable() && metaProperty.name().equals("securityType") == false) {
builder.set(metaProperty.name(), value);
}
}
objects.add((T) builder.build());
} catch (final Throwable t) {
exceptions.add(t);
}
}
if (objects.size() == 0) {
for (final Throwable t : exceptions) {
t.printStackTrace();
}
throw new IllegalArgumentException("couldn't create test objects");
}
s_logger.info("{} objects created for {}", objects.size(), clazz);
for (final Object o : objects) {
s_logger.debug("{}", o);
}
return objects;
}
private static <T> void intializeClass(final Class<T> clazz) {
// call the default constructor to initialize the class
try {
Constructor<T> defaultConstructor = getDefaultConstructor(clazz);
if (defaultConstructor != null) {
defaultConstructor.setAccessible(true);
defaultConstructor.newInstance();
}
} catch (Exception ex) {
}
}
private static <T> Constructor<T> getDefaultConstructor(final Class<T> clazz) {
Constructor<T> defaultConstructor = null;
Constructor<?>[] declaredConstructors = clazz.getDeclaredConstructors();
for (Constructor<?> constructor : declaredConstructors) {
Class<?>[] parameterTypes = constructor.getParameterTypes();
if (parameterTypes.length == 0) {
defaultConstructor = (Constructor<T>) constructor;
break;
}
}
return defaultConstructor;
}
protected abstract <T extends ManageableSecurity> void assertSecurity(final Class<T> securityClass, final T security);
protected <T extends ManageableSecurity> void assertSecurities(final Class<T> securityClass, final Collection<T> securities) {
String securityType = null;
Class<?> c = securityClass;
while (c != null) {
try {
securityType = (String) c.getDeclaredField("SECURITY_TYPE").get(null);
} catch (final Throwable t) {
// Ignore
}
try {
securityType = (String) c.getDeclaredField("INDEX_TYPE").get(null);
} catch (final Throwable t) {
// Ignore
}
try {
securityType = (String) c.getDeclaredField("METADATA_TYPE").get(null);
} catch (final Throwable t) {
// Ignore
}
c = c.getSuperclass();
}
if (securityClass != RawSecurity.class) {
assertNotNull(securityType);
}
for (final T security : securities) {
assertSecurity(securityClass, security);
}
}
protected <T extends ManageableSecurity> void assertSecurities(final Class<T> securityClass) {
if (isInitialized()) {
assertSecurities(securityClass, permuteTestSecurities(securityClass));
}
}
/**
* Allow subclasses to block testing.
*
* @return true if initialized
*/
protected boolean isInitialized() {
return true;
}
// SecurityMasterTestCaseMethods
@Override
public void testAgricultureFutureSecurity() {
assertSecurities(AgricultureFutureSecurity.class);
}
@Override
public void testBondFutureSecurity() {
assertSecurities(BondFutureSecurity.class);
}
@Override
public void testCashSecurity() {
assertSecurities(CashSecurity.class);
}
@Override
public void testCorporateBondSecurity() {
assertSecurities(CorporateBondSecurity.class);
}
@Override
public void testEnergyFutureSecurity() {
assertSecurities(EnergyFutureSecurity.class);
}
@Override
public void testEquityOptionSecurity() {
assertSecurities(EquityOptionSecurity.class);
}
@Override
public void testEquityBarrierOptionSecurity() {
assertSecurities(EquityBarrierOptionSecurity.class);
}
@Override
public void testEquitySecurity() {
assertSecurities(EquitySecurity.class);
}
@Override
public void testFRASecurity() {
assertSecurities(FRASecurity.class);
}
@Override
public void testFXFutureSecurity() {
assertSecurities(FXFutureSecurity.class);
}
@Override
public void testFXOptionSecurity() {
assertSecurities(FXOptionSecurity.class);
}
@Override
public void testNonDeliverableFXOptionSecurity() {
assertSecurities(NonDeliverableFXOptionSecurity.class);
}
@Override
public void testFXBarrierOptionSecurity() {
assertSecurities(FXBarrierOptionSecurity.class);
}
@Override
public void testForwardSwapSecurity() {
assertSecurities(ForwardSwapSecurity.class);
}
@Override
public void testIRFutureOptionSecurity() {
assertSecurities(IRFutureOptionSecurity.class);
}
@Override
public void testEquityIndexDividendFutureOptionSecurity() {
assertSecurities(EquityIndexDividendFutureOptionSecurity.class);
}
@Override
public void testGovernmentBondSecurity() {
assertSecurities(GovernmentBondSecurity.class);
}
@Override
public void testIndexFutureSecurity() {
assertSecurities(IndexFutureSecurity.class);
}
@Override
public void testInterestRateFutureSecurity() {
assertSecurities(InterestRateFutureSecurity.class);
}
@Override
public void testMetalFutureSecurity() {
assertSecurities(MetalFutureSecurity.class);
}
@Override
public void testMunicipalBondSecurity() {
assertSecurities(MunicipalBondSecurity.class);
}
@Override
public void testStockFutureSecurity() {
assertSecurities(StockFutureSecurity.class);
}
@Override
public void testSwaptionSecurity() {
assertSecurities(SwaptionSecurity.class);
}
@Override
public void testSwapSecurity() {
assertSecurities(SwapSecurity.class);
}
@Override
public void testEquityIndexOptionSecurity() {
assertSecurities(EquityIndexOptionSecurity.class);
}
@Override
public void testFXDigitalOptionSecurity() {
assertSecurities(FXDigitalOptionSecurity.class);
}
@Override
public void testFXForwardSecurity() {
assertSecurities(FXForwardSecurity.class);
}
@Override
public void testNonDeliverableFXForwardSecurity() {
assertSecurities(NonDeliverableFXForwardSecurity.class);
}
@Override
public void testCapFloorSecurity() {
assertSecurities(CapFloorSecurity.class);
}
@Override
public void testCapFloorCMSSpreadSecurity() {
assertSecurities(CapFloorCMSSpreadSecurity.class);
}
@Override
public void testRawSecurity() {
assertSecurities(RawSecurity.class);
}
@Override
public void testEquityVarianceSwapSecurity() {
assertSecurities(EquityVarianceSwapSecurity.class);
}
@Override
public void testCDSSecurity() {
assertSecurities(CDSSecurity.class);
}
@Override
public void testStandardFixedRecoveryCDSSecurity() {
assertSecurities(StandardFixedRecoveryCDSSecurity.class);
}
@Override
public void testStandardRecoveryLockCDSSecurity() {
assertSecurities(StandardRecoveryLockCDSSecurity.class);
}
@Override
public void testStandardVanillaCDSSecurity() {
assertSecurities(StandardVanillaCDSSecurity.class);
}
@Override
public void testLegacyFixedRecoveryCDSSecurity() {
assertSecurities(LegacyFixedRecoveryCDSSecurity.class);
}
@Override
public void testLegacyRecoveryLockCDSSecurity() {
assertSecurities(LegacyRecoveryLockCDSSecurity.class);
}
@Override
public void testLegacyVanillaCDSSecurity() {
assertSecurities(LegacyVanillaCDSSecurity.class);
}
@Override
public void testCashFlowSecurity() {
assertSecurities(CashFlowSecurity.class);
}
@Override
public void testCreditDefaultSwapIndexDefinitionSecurity() {
assertSecurities(CreditDefaultSwapIndexDefinitionSecurity.class);
}
@Override
public void testCreditDefaultSwapIndexSecurity() {
assertSecurities(CreditDefaultSwapIndexSecurity.class);
}
@Override
public void testCreditDefaultSwapOptionSecurity() {
assertSecurities(CreditDefaultSwapOptionSecurity.class);
}
@Override
public void testBondIndex() {
assertSecurities(BondIndex.class);
}
@Override
public void testEquityIndex() {
assertSecurities(EquityIndex.class);
}
@Override
public void testIborIndex() {
assertSecurities(IborIndex.class);
}
@Override
public void testOvernightIndex() {
assertSecurities(OvernightIndex.class);
}
@Override
public void testIndexFamily() {
assertSecurities(IndexFamily.class);
}
}