com.opengamma.financial.analytics.model.pnl.PnLPeriodTranslationFunction.java Source code

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Here is the source code for com.opengamma.financial.analytics.model.pnl.PnLPeriodTranslationFunction.java

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/**
 * Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies
 * 
 * Please see distribution for license.
 */
package com.opengamma.financial.analytics.model.pnl;

import java.util.Map;
import java.util.Set;

import com.google.common.collect.ImmutableSet;
import com.google.common.collect.Iterables;
import com.opengamma.engine.ComputationTarget;
import com.opengamma.engine.function.AbstractFunction;
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.ValueProperties;
import com.opengamma.engine.value.ValuePropertyNames;
import com.opengamma.engine.value.ValueRequirement;
import com.opengamma.engine.value.ValueSpecification;
import com.opengamma.financial.analytics.timeseries.DateConstraint;
import com.opengamma.financial.analytics.timeseries.HistoricalTimeSeriesFunctionUtils;
import com.opengamma.util.async.AsynchronousExecution;

/**
 * Produces a value in terms of a {@link ValuePropertyNames#SAMPLING_PERIOD} from a value in terms of
 * {@link HistoricalTimeSeriesFunctionUtils#START_DATE_PROPERTY} and
 * {@link HistoricalTimeSeriesFunctionUtils#END_DATE_PROPERTY}.
 */
public class PnLPeriodTranslationFunction extends AbstractFunction.NonCompiledInvoker {

    private final String _valueRequirementName;

    public PnLPeriodTranslationFunction(String valueRequirementName) {
        _valueRequirementName = valueRequirementName;
    }

    @Override
    public ComputationTargetType getTargetType() {
        return ComputationTargetType.POSITION.or(ComputationTargetType.PORTFOLIO_NODE);
    }

    @Override
    public Set<ValueSpecification> getResults(FunctionCompilationContext context, ComputationTarget target) {
        return ImmutableSet
                .of(new ValueSpecification(_valueRequirementName, target.toSpecification(), ValueProperties.all()));
    }

    @Override
    public Set<ValueRequirement> getRequirements(FunctionCompilationContext context, ComputationTarget target,
            ValueRequirement desiredValue) {
        Set<String> samplingPeriods = desiredValue.getConstraints().getValues(ValuePropertyNames.SAMPLING_PERIOD);
        if (samplingPeriods == null || samplingPeriods.size() != 1) {
            return null;
        }
        String samplingPeriod = Iterables.getOnlyElement(samplingPeriods);
        DateConstraint start = DateConstraint.parse("-" + samplingPeriod);
        ValueProperties inputConstraints = desiredValue.getConstraints().copy()
                .withOptional(ValuePropertyNames.SAMPLING_PERIOD)
                .with(HistoricalTimeSeriesFunctionUtils.START_DATE_PROPERTY, start.toString())
                .with(HistoricalTimeSeriesFunctionUtils.END_DATE_PROPERTY, DateConstraint.VALUATION_TIME.toString())
                .get();
        return ImmutableSet
                .of(new ValueRequirement(_valueRequirementName, target.toSpecification(), inputConstraints));
    }

    @Override
    public Set<ValueSpecification> getResults(FunctionCompilationContext context, ComputationTarget target,
            Map<ValueSpecification, ValueRequirement> inputs) {
        Map.Entry<ValueSpecification, ValueRequirement> input = Iterables.getOnlyElement(inputs.entrySet());
        String samplingPeriod = input.getValue().getConstraint(ValuePropertyNames.SAMPLING_PERIOD);
        ValueProperties outputProperties = input.getKey().getProperties().copy()
                .with(ValuePropertyNames.SAMPLING_PERIOD, samplingPeriod).withoutAny(ValuePropertyNames.FUNCTION)
                .with(ValuePropertyNames.FUNCTION, getUniqueId()).get();
        return ImmutableSet
                .of(new ValueSpecification(_valueRequirementName, target.toSpecification(), outputProperties));
    }

    @Override
    public Set<ComputedValue> execute(FunctionExecutionContext executionContext, FunctionInputs inputs,
            ComputationTarget target, Set<ValueRequirement> desiredValues) throws AsynchronousExecution {
        ValueRequirement desiredValue = desiredValues.iterator().next();
        Object result = inputs.getValue(_valueRequirementName);
        return ImmutableSet.of(new ComputedValue(new ValueSpecification(_valueRequirementName,
                target.toSpecification(), desiredValue.getConstraints()), result));
    }

}