Java tutorial
/** * Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.bbg.loader; import static com.opengamma.bbg.util.BloombergSecurityUtils.makeAPVLEquityOptionSecurity; import static com.opengamma.bbg.util.BloombergSecurityUtils.makeEURIBORFutureOptionSecurity; import static com.opengamma.bbg.util.BloombergSecurityUtils.makeEURODOLLARFutureOptionSecurity; import static com.opengamma.bbg.util.BloombergSecurityUtils.makeExpectedAAPLEquitySecurity; import static com.opengamma.bbg.util.BloombergSecurityUtils.makeInterestRateFuture; import static com.opengamma.bbg.util.BloombergSecurityUtils.makeLIBORFutureOptionSecurity; import static com.opengamma.bbg.util.BloombergSecurityUtils.makeSPXIndexOptionSecurity; import static com.opengamma.bbg.util.BloombergSecurityUtils.makeUSBondFuture; import static org.testng.AssertJUnit.assertEquals; import static org.testng.AssertJUnit.assertFalse; import static org.testng.AssertJUnit.assertNotNull; import static org.testng.AssertJUnit.assertTrue; import static org.testng.AssertJUnit.fail; import java.util.Collections; import java.util.HashSet; import java.util.Map; import org.apache.commons.lang.NotImplementedException; import org.slf4j.Logger; import org.slf4j.LoggerFactory; import org.springframework.context.ConfigurableApplicationContext; import org.springframework.context.support.ClassPathXmlApplicationContext; import org.testng.annotations.AfterMethod; import org.testng.annotations.BeforeMethod; import org.testng.annotations.Factory; import org.testng.annotations.Test; import com.opengamma.core.security.Security; import com.opengamma.financial.security.FinancialSecurity; import com.opengamma.financial.security.FinancialSecurityVisitorAdapter; 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.deposit.ContinuousZeroDepositSecurity; import com.opengamma.financial.security.deposit.PeriodicZeroDepositSecurity; import com.opengamma.financial.security.deposit.SimpleZeroDepositSecurity; import com.opengamma.financial.security.equity.EquitySecurity; import com.opengamma.financial.security.equity.EquityVarianceSwapSecurity; 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.EquityFutureSecurity; import com.opengamma.financial.security.future.EquityIndexDividendFutureSecurity; import com.opengamma.financial.security.future.FXFutureSecurity; import com.opengamma.financial.security.future.FutureSecurity; 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.option.CommodityFutureOptionSecurity; 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.FXBarrierOptionSecurity; import com.opengamma.financial.security.option.FXDigitalOptionSecurity; import com.opengamma.financial.security.option.FXOptionSecurity; import com.opengamma.financial.security.option.IRFutureOptionSecurity; import com.opengamma.financial.security.option.NonDeliverableFXDigitalOptionSecurity; import com.opengamma.financial.security.option.NonDeliverableFXOptionSecurity; import com.opengamma.financial.security.option.SwaptionSecurity; import com.opengamma.financial.security.swap.SwapSecurity; import com.opengamma.id.ExternalId; import com.opengamma.id.ExternalIdBundle; import com.opengamma.id.UniqueId; import com.opengamma.master.security.SecurityDocument; import com.opengamma.master.security.SecurityMaster; import com.opengamma.master.security.SecuritySearchRequest; import com.opengamma.master.security.SecuritySearchResult; import com.opengamma.util.test.DbTest; /** * Test. */ @Test(groups = "integration") public class BloombergSecurityLoaderTest extends DbTest { private static final Logger s_logger = LoggerFactory.getLogger(BloombergSecurityLoaderTest.class); private ConfigurableApplicationContext _context; private SecurityMaster _securityMaster; private BloombergSecurityLoader _securityLoader; @Factory(dataProvider = "databases", dataProviderClass = DbTest.class) public BloombergSecurityLoaderTest(String databaseType, String databaseVersion) { super(databaseType, databaseVersion, databaseVersion); s_logger.info("running testcases for {}", databaseType); } @Override @BeforeMethod public void setUp() throws Exception { super.setUp(); ConfigurableApplicationContext context = new ClassPathXmlApplicationContext( "/com/opengamma/bbg/loader/bloomberg-security-loader-test-context.xml"); context.start(); _context = context; BloombergBulkSecurityLoader bbgSecLoader = (BloombergBulkSecurityLoader) _context .getBean("bbgBulkSecurityLoader"); _securityMaster = _context.getBean(getDatabaseType() + "DbSecurityMaster", SecurityMaster.class); _securityLoader = new BloombergSecurityLoader(_securityMaster, bbgSecLoader); } @Override @AfterMethod public void tearDown() throws Exception { if (_context != null) { _context.stop(); _context = null; } _securityMaster = null; super.tearDown(); } //------------------------------------------------------------------------- private void assertLoadAndSaveSecurity(FinancialSecurity expected) { //test we can load security from bloomberg ExternalIdBundle identifierBundle = expected.getExternalIdBundle(); Map<ExternalIdBundle, UniqueId> loadedSecurities = _securityLoader .loadSecurity(Collections.singleton(identifierBundle)); assertNotNull(loadedSecurities); assertEquals(1, loadedSecurities.size()); UniqueId uid = loadedSecurities.get(identifierBundle); assertNotNull(uid); //test we can add and read from secmaster SecurityDocument securityDocument = _securityMaster.get(uid); assertNotNull(securityDocument); final Security fromSecMaster = securityDocument.getSecurity(); assertNotNull(fromSecMaster); expected.accept(new FinancialSecurityVisitorAdapter<Void>() { private void assertSecurity() { fail(); } @Override public Void visitCorporateBondSecurity(CorporateBondSecurity security) { assertSecurity(); return null; } @Override public Void visitGovernmentBondSecurity(GovernmentBondSecurity security) { assertSecurity(); return null; } @Override public Void visitMunicipalBondSecurity(MunicipalBondSecurity security) { assertSecurity(); return null; } @Override public Void visitCashSecurity(CashSecurity security) { assertSecurity(); return null; } @Override public Void visitEquitySecurity(EquitySecurity security) { assertTrue(fromSecMaster instanceof EquitySecurity); EquitySecurity actual = (EquitySecurity) fromSecMaster; assertEquals(security.getCompanyName(), actual.getCompanyName()); assertEquals(security.getCurrency(), actual.getCurrency()); assertEquals(security.getExchange(), actual.getExchange()); assertEquals(security.getExchangeCode(), actual.getExchangeCode()); assertEquals(security.getGicsCode(), actual.getGicsCode()); assertEquals(security.getExternalIdBundle(), actual.getExternalIdBundle()); assertEquals(security.getName(), actual.getName()); assertEquals(security.getSecurityType(), actual.getSecurityType()); assertEquals(security.getShortName(), actual.getShortName()); assertNotNull(actual.getUniqueId()); return null; } @Override public Void visitFRASecurity(FRASecurity security) { assertSecurity(); return null; } @Override public Void visitAgricultureFutureSecurity(AgricultureFutureSecurity security) { return visitFutureSecurity(security); } @Override public Void visitBondFutureSecurity(BondFutureSecurity security) { return visitFutureSecurity(security); } @Override public Void visitEnergyFutureSecurity(EnergyFutureSecurity security) { return visitFutureSecurity(security); } @Override public Void visitEquityFutureSecurity(EquityFutureSecurity security) { return visitFutureSecurity(security); } @Override public Void visitEquityIndexDividendFutureSecurity(EquityIndexDividendFutureSecurity security) { return visitFutureSecurity(security); } @Override public Void visitFXFutureSecurity(FXFutureSecurity security) { return visitFutureSecurity(security); } @Override public Void visitIndexFutureSecurity(IndexFutureSecurity security) { return visitFutureSecurity(security); } @Override public Void visitInterestRateFutureSecurity(InterestRateFutureSecurity security) { return visitFutureSecurity(security); } @Override public Void visitMetalFutureSecurity(MetalFutureSecurity security) { return visitFutureSecurity(security); } @Override public Void visitStockFutureSecurity(StockFutureSecurity security) { return visitFutureSecurity(security); } private Void visitFutureSecurity(FutureSecurity security) { security.accept(new FinancialSecurityVisitorAdapter<Void>() { @Override public Void visitAgricultureFutureSecurity(AgricultureFutureSecurity security) { assertSecurity(); return null; } @Override public Void visitBondFutureSecurity(BondFutureSecurity security) { assertTrue(fromSecMaster instanceof BondFutureSecurity); BondFutureSecurity actual = (BondFutureSecurity) fromSecMaster; assertEquals(new HashSet<BondFutureDeliverable>(security.getBasket()), new HashSet<BondFutureDeliverable>(actual.getBasket())); assertEquals(security.getContractCategory(), actual.getContractCategory()); assertEquals(security.getCurrency(), actual.getCurrency()); assertEquals(security.getExpiry(), actual.getExpiry()); assertEquals(security.getFirstDeliveryDate(), actual.getFirstDeliveryDate()); assertEquals(security.getExternalIdBundle(), actual.getExternalIdBundle()); assertEquals(security.getLastDeliveryDate(), actual.getLastDeliveryDate()); assertEquals(security.getName(), actual.getName()); assertEquals(security.getSecurityType(), actual.getSecurityType()); assertEquals(security.getSettlementExchange(), actual.getSettlementExchange()); assertEquals(security.getTradingExchange(), actual.getTradingExchange()); assertEquals(security.getUnitAmount(), actual.getUnitAmount()); assertNotNull(actual.getUniqueId()); //test underlying is loaded as well for (BondFutureDeliverable deliverable : security.getBasket()) { ExternalIdBundle identifiers = deliverable.getIdentifiers(); assertUnderlyingIsLoaded(identifiers); } return null; } @Override public Void visitEnergyFutureSecurity(EnergyFutureSecurity security) { assertSecurity(); return null; } @Override public Void visitEquityFutureSecurity(EquityFutureSecurity security) { assertSecurity(); return null; } @Override public Void visitEquityIndexDividendFutureSecurity(EquityIndexDividendFutureSecurity security) { assertSecurity(); return null; } @Override public Void visitFXFutureSecurity(FXFutureSecurity security) { assertSecurity(); return null; } @Override public Void visitIndexFutureSecurity(IndexFutureSecurity security) { assertSecurity(); return null; } @Override public Void visitInterestRateFutureSecurity(InterestRateFutureSecurity security) { assertTrue(fromSecMaster instanceof InterestRateFutureSecurity); InterestRateFutureSecurity actual = (InterestRateFutureSecurity) fromSecMaster; assertEquals(security.getCurrency(), actual.getCurrency()); assertEquals(security.getExpiry(), actual.getExpiry()); assertEquals(security.getExternalIdBundle(), actual.getExternalIdBundle()); assertEquals(security.getName(), actual.getName()); assertEquals(security.getSecurityType(), actual.getSecurityType()); assertEquals(security.getSettlementExchange(), actual.getSettlementExchange()); assertEquals(security.getTradingExchange(), actual.getTradingExchange()); assertEquals(security.getUnderlyingId(), actual.getUnderlyingId()); assertEquals(security.getUnitAmount(), actual.getUnitAmount()); assertNotNull(actual.getUniqueId()); return null; } @Override public Void visitMetalFutureSecurity(MetalFutureSecurity security) { assertSecurity(); return null; } @Override public Void visitStockFutureSecurity(StockFutureSecurity security) { assertSecurity(); return null; } }); return null; } @Override public Void visitSwapSecurity(SwapSecurity security) { assertSecurity(); return null; } @Override public Void visitEquityIndexOptionSecurity(EquityIndexOptionSecurity security) { assertTrue(fromSecMaster instanceof EquityIndexOptionSecurity); EquityIndexOptionSecurity actual = (EquityIndexOptionSecurity) fromSecMaster; assertEquals(security.getCurrency(), actual.getCurrency()); assertEquals(security.getExchange(), actual.getExchange()); assertEquals(security.getExerciseType(), actual.getExerciseType()); assertEquals(security.getExpiry(), actual.getExpiry()); assertEquals(security.getExternalIdBundle(), actual.getExternalIdBundle()); assertEquals(security.getName(), actual.getName()); assertEquals(security.getOptionType(), actual.getOptionType()); assertEquals(security.getPointValue(), actual.getPointValue()); assertEquals(security.getSecurityType(), actual.getSecurityType()); assertEquals(security.getStrike(), actual.getStrike()); assertEquals(security.getUnderlyingId(), actual.getUnderlyingId()); assertNotNull(actual.getUniqueId()); return null; } @Override public Void visitEquityOptionSecurity(EquityOptionSecurity security) { assertTrue(fromSecMaster instanceof EquityOptionSecurity); EquityOptionSecurity actual = (EquityOptionSecurity) fromSecMaster; assertEquals(security.getCurrency(), actual.getCurrency()); assertEquals(security.getExchange(), actual.getExchange()); assertEquals(security.getExerciseType(), actual.getExerciseType()); assertEquals(security.getExpiry(), actual.getExpiry()); assertEquals(security.getExternalIdBundle(), actual.getExternalIdBundle()); assertEquals(security.getName(), actual.getName()); assertEquals(security.getOptionType(), actual.getOptionType()); assertEquals(security.getPointValue(), actual.getPointValue()); assertEquals(security.getSecurityType(), actual.getSecurityType()); assertEquals(security.getStrike(), actual.getStrike()); assertEquals(security.getUnderlyingId(), actual.getUnderlyingId()); assertNotNull(actual.getUniqueId()); //test underlying is loaded as well ExternalId underlyingIdentifier = security.getUnderlyingId(); assertUnderlyingIsLoaded(underlyingIdentifier); return null; } @Override public Void visitEquityBarrierOptionSecurity(EquityBarrierOptionSecurity security) { assertSecurity(); return null; } @Override public Void visitFXOptionSecurity(FXOptionSecurity security) { assertSecurity(); return null; } @Override public Void visitNonDeliverableFXOptionSecurity(NonDeliverableFXOptionSecurity security) { assertSecurity(); return null; } @Override public Void visitSwaptionSecurity(SwaptionSecurity security) { assertSecurity(); return null; } @Override public Void visitIRFutureOptionSecurity(IRFutureOptionSecurity security) { assertTrue(fromSecMaster instanceof IRFutureOptionSecurity); IRFutureOptionSecurity actual = (IRFutureOptionSecurity) fromSecMaster; assertEquals(security.getCurrency(), actual.getCurrency()); assertEquals(security.getExchange(), actual.getExchange()); assertEquals(security.getExerciseType(), actual.getExerciseType()); assertEquals(security.getExpiry(), actual.getExpiry()); assertEquals(security.isMargined(), actual.isMargined()); assertEquals(security.getOptionType(), actual.getOptionType()); assertEquals(security.getPointValue(), actual.getPointValue()); assertEquals(security.getStrike(), actual.getStrike()); assertEquals(security.getUnderlyingId(), actual.getUnderlyingId()); assertEquals(security.getExternalIdBundle(), actual.getExternalIdBundle()); assertEquals(security.getName(), actual.getName()); assertEquals(security.getSecurityType(), actual.getSecurityType()); assertNotNull(actual.getUniqueId()); //test underlying is loaded as well ExternalId underlyingIdentifier = security.getUnderlyingId(); assertUnderlyingIsLoaded(underlyingIdentifier); return null; } @Override public Void visitCommodityFutureOptionSecurity(CommodityFutureOptionSecurity security) { assertTrue(fromSecMaster instanceof IRFutureOptionSecurity); CommodityFutureOptionSecurity actual = (CommodityFutureOptionSecurity) fromSecMaster; assertEquals(security.getCurrency(), actual.getCurrency()); assertEquals(security.getTradingExchange(), actual.getTradingExchange()); assertEquals(security.getSettlementExchange(), actual.getSettlementExchange()); assertEquals(security.getExerciseType(), actual.getExerciseType()); assertEquals(security.getExpiry(), actual.getExpiry()); assertEquals(security.getOptionType(), actual.getOptionType()); assertEquals(security.getPointValue(), actual.getPointValue()); assertEquals(security.getStrike(), actual.getStrike()); assertEquals(security.getUnderlyingId(), actual.getUnderlyingId()); assertEquals(security.getExternalIdBundle(), actual.getExternalIdBundle()); assertEquals(security.getName(), actual.getName()); assertEquals(security.getSecurityType(), actual.getSecurityType()); assertNotNull(actual.getUniqueId()); //test underlying is loaded as well ExternalId underlyingIdentifier = security.getUnderlyingId(); assertUnderlyingIsLoaded(underlyingIdentifier); return null; } @Override public Void visitEquityIndexDividendFutureOptionSecurity( EquityIndexDividendFutureOptionSecurity security) { throw new NotImplementedException(); } @Override public Void visitFXBarrierOptionSecurity(FXBarrierOptionSecurity security) { assertSecurity(); return null; } @Override public Void visitFXForwardSecurity(FXForwardSecurity security) { assertSecurity(); return null; } @Override public Void visitNonDeliverableFXForwardSecurity(NonDeliverableFXForwardSecurity security) { assertSecurity(); return null; } @Override public Void visitCapFloorSecurity(CapFloorSecurity security) { assertSecurity(); return null; } @Override public Void visitCapFloorCMSSpreadSecurity(CapFloorCMSSpreadSecurity security) { assertSecurity(); return null; } @Override public Void visitEquityVarianceSwapSecurity(EquityVarianceSwapSecurity security) { assertSecurity(); return null; } @Override public Void visitFXDigitalOptionSecurity(FXDigitalOptionSecurity security) { assertSecurity(); return null; } @Override public Void visitNonDeliverableFXDigitalOptionSecurity(NonDeliverableFXDigitalOptionSecurity security) { assertSecurity(); return null; } @Override public Void visitSimpleZeroDepositSecurity(SimpleZeroDepositSecurity security) { assertSecurity(); return null; } @Override public Void visitPeriodicZeroDepositSecurity(PeriodicZeroDepositSecurity security) { assertSecurity(); return null; } @Override public Void visitContinuousZeroDepositSecurity(ContinuousZeroDepositSecurity security) { assertSecurity(); return null; } }); } @Test(groups = { "bbgSecurityLoaderTests" }) public void testEquityOptionSecurity() { assertLoadAndSaveSecurity(makeAPVLEquityOptionSecurity()); } @Test(groups = { "bbgSecurityLoaderTests" }) public void testEquityIndexOptionSecurity() { assertLoadAndSaveSecurity(makeSPXIndexOptionSecurity()); } @Test(groups = { "bbgSecurityLoaderTests" }) public void testEquitySecurity() { assertLoadAndSaveSecurity(makeExpectedAAPLEquitySecurity()); } @Test(groups = { "bbgSecurityLoaderTests" }) public void testInterestRateFutureSecurity() { assertLoadAndSaveSecurity(makeInterestRateFuture()); } @Test(groups = { "bbgSecurityLoaderTests" }) public void testBondFutureSecurity() { assertLoadAndSaveSecurity(makeUSBondFuture()); } @Test(groups = { "bbgSecurityLoaderTests" }) public void testIRFutureOptionSecurity() { assertLoadAndSaveSecurity(makeEURODOLLARFutureOptionSecurity()); assertLoadAndSaveSecurity(makeLIBORFutureOptionSecurity()); assertLoadAndSaveSecurity(makeEURIBORFutureOptionSecurity()); } private void assertUnderlyingIsLoaded(final ExternalId underlyingIdentifier) { assertUnderlyingIsLoaded(ExternalIdBundle.of(underlyingIdentifier)); } private void assertUnderlyingIsLoaded(ExternalIdBundle identifiers) { SecuritySearchResult result = _securityMaster.search(new SecuritySearchRequest(identifiers)); assertNotNull(result); assertFalse(result.getDocuments().isEmpty()); assertNotNull(result.getFirstDocument().getSecurity()); } }