com.opengamma.financial.analytics.UnitPositionTradeScalingFunction.java Source code

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Here is the source code for com.opengamma.financial.analytics.UnitPositionTradeScalingFunction.java

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/**
 * Copyright (C) 2011 - present by OpenGamma Inc. and the OpenGamma group of companies
 * 
 * Please see distribution for license.
 */
package com.opengamma.financial.analytics;

import java.util.Collection;
import java.util.Collections;
import java.util.HashSet;
import java.util.Map;
import java.util.Set;

import org.apache.commons.lang.Validate;

import com.google.common.collect.Sets;
import com.opengamma.core.position.Position;
import com.opengamma.core.position.Trade;
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;

/**
 * Takes as input the result of a function that acts on ComputationTargetType.TRADE, applies unit scaling ( * 1.0 )
 * and outputs the result for ComputationTargetType.POSITION. <p>
 * Closely related to UnitPositionOrTradeScalingFunction but with different requirement target. 
 */
public class UnitPositionTradeScalingFunction extends AbstractFunction.NonCompiledInvoker {

    private final String _requirementName;

    public UnitPositionTradeScalingFunction(final String requirementName) {
        Validate.notNull(requirementName, "requirement name");
        _requirementName = requirementName;
    }

    @Override
    public String getShortName() {
        return "UnitPositionTradeScalingFunction";
    }

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

    @Override
    public boolean canApplyTo(final FunctionCompilationContext context, final ComputationTarget target) {
        return !target.getPosition().getTrades().isEmpty();
    }

    @Override
    public Set<ValueSpecification> getResults(final FunctionCompilationContext context,
            final ComputationTarget target) {
        return Sets.newHashSet(
                new ValueSpecification(_requirementName, target.toSpecification(), ValueProperties.all()));
    }

    @Override
    public Set<ValueRequirement> getRequirements(final FunctionCompilationContext context,
            final ComputationTarget target, final ValueRequirement desiredValue) {
        final Position position = target.getPosition();
        final Collection<Trade> trades = position.getTrades();
        final Set<ValueRequirement> result = new HashSet<ValueRequirement>();
        final ValueProperties inputConstraint = desiredValue.getConstraints()
                .withoutAny(ValuePropertyNames.FUNCTION);
        for (final Trade trade : trades) {
            result.add(new ValueRequirement(_requirementName, ComputationTargetType.TRADE, trade.getUniqueId(),
                    inputConstraint));
        }
        return result;
    }

    @Override
    public Set<ValueSpecification> getResults(final FunctionCompilationContext context,
            final ComputationTarget target, final Map<ValueSpecification, ValueRequirement> inputs) {
        // Result properties are anything that was common to the input specifications
        ValueProperties common = null;
        for (ValueSpecification input : inputs.keySet()) {
            common = SumUtils.addProperties(common, input.getProperties());
        }
        if (common == null) {
            // Can't have been any inputs ... ?
            return null;
        }
        common = common.copy().withoutAny(ValuePropertyNames.FUNCTION)
                .with(ValuePropertyNames.FUNCTION, getUniqueId()).get();
        return Collections.singleton(new ValueSpecification(_requirementName, target.toSpecification(), common));
    }

    @Override
    public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs,
            final ComputationTarget target, final Set<ValueRequirement> desiredValues) {
        ValueProperties common = null;
        Object scaledValue = null;
        for (ComputedValue value : inputs.getAllValues()) {
            common = SumUtils.addProperties(common, value.getSpecification().getProperties());
            scaledValue = SumUtils.addValue(scaledValue, value.getValue(), _requirementName);
        }
        common = common.copy().withoutAny(ValuePropertyNames.FUNCTION)
                .with(ValuePropertyNames.FUNCTION, getUniqueId()).get();
        final ValueSpecification specification = new ValueSpecification(_requirementName, target.toSpecification(),
                common);
        return Sets.newHashSet(new ComputedValue(specification, scaledValue));
    }

}