@Override public LocalDateDoubleTimeSeries getTimeSeries(ObservableId id) { return marketData.getTimeSeries(id); }
@Override public LocalDateDoubleTimeSeries getTimeSeries(ObservableId id) { return underlying.getTimeSeries(id); }
@Override public LocalDateDoubleTimeSeries getTimeSeries(ObservableId id) { LocalDateDoubleTimeSeries timeSeries = underlying1.getTimeSeries(id); return !timeSeries.isEmpty() ? timeSeries : underlying2.getTimeSeries(id); }
public void test_of() { Map<MarketDataId<?>, MarketDataBox<?>> dataMap = ImmutableMap.of(ID1, BOX1); Map<ObservableId, LocalDateDoubleTimeSeries> tsMap = ImmutableMap.of(ID1, TIME_SERIES); ScenarioMarketData test = ScenarioMarketData.of(2, VAL_DATE, dataMap, tsMap); assertThat(test.getValuationDate()).isEqualTo(MarketDataBox.ofSingleValue(VAL_DATE)); assertThat(test.containsValue(ID1)).isTrue(); assertThat(test.containsValue(ID2)).isFalse(); assertThat(test.getValue(ID1)).isEqualTo(BOX1); assertThrows(() -> test.getValue(ID2), MarketDataNotFoundException.class); assertThat(test.findValue(ID1)).hasValue(BOX1); assertThat(test.findValue(ID2)).isEmpty(); assertThat(test.getIds()).isEqualTo(ImmutableSet.of(ID1)); assertThat(test.getTimeSeries(ID1)).isEqualTo(TIME_SERIES); assertThat(test.getTimeSeries(ID2)).isEqualTo(LocalDateDoubleTimeSeries.empty()); }
public void test_empty() { ScenarioMarketData test = ScenarioMarketData.empty(); assertThat(test.getValuationDate()).isEqualTo(MarketDataBox.empty()); assertThat(test.containsValue(ID1)).isFalse(); assertThat(test.containsValue(ID2)).isFalse(); assertThrows(() -> test.getValue(ID1), MarketDataNotFoundException.class); assertThrows(() -> test.getValue(ID2), MarketDataNotFoundException.class); assertThat(test.findValue(ID1)).isEmpty(); assertThat(test.findValue(ID2)).isEmpty(); assertThat(test.getIds()).isEqualTo(ImmutableSet.of()); assertThat(test.getTimeSeries(ID1)).isEqualTo(LocalDateDoubleTimeSeries.empty()); assertThat(test.getTimeSeries(ID2)).isEqualTo(LocalDateDoubleTimeSeries.empty()); }
public void test_of_noScenarios() { Map<MarketDataId<?>, MarketDataBox<?>> dataMap = ImmutableMap.of(ID1, MarketDataBox.empty()); ScenarioMarketData test = ScenarioMarketData.of(0, VAL_DATE, dataMap, ImmutableMap.of()); assertThat(test.getValuationDate()).isEqualTo(MarketDataBox.ofSingleValue(VAL_DATE)); assertThat(test.containsValue(ID1)).isTrue(); assertThat(test.containsValue(ID2)).isFalse(); assertThat(test.getValue(ID1)).isEqualTo(MarketDataBox.empty()); assertThrows(() -> test.getValue(ID2), MarketDataNotFoundException.class); assertThat(test.findValue(ID1)).hasValue(MarketDataBox.empty()); assertThat(test.findValue(ID2)).isEmpty(); assertThat(test.getIds()).isEqualTo(ImmutableSet.of(ID1)); assertThat(test.getTimeSeries(ID1)).isEqualTo(LocalDateDoubleTimeSeries.empty()); assertThat(test.getTimeSeries(ID2)).isEqualTo(LocalDateDoubleTimeSeries.empty()); }
assertThat(combinedData.getValue(TEST_ID2)).isEqualTo(MarketDataBox.ofScenarioValues(2.0, 2.1, 2.2)); assertThat(combinedData.getValue(TEST_ID3)).isEqualTo(MarketDataBox.ofScenarioValues(3.0, 3.1, 3.2)); assertThat(combinedData.getTimeSeries(TEST_ID1)).isEqualTo(timeSeries1); assertThat(combinedData.getTimeSeries(TEST_ID2)).isEqualTo(timeSeries2a); assertThat(combinedData.getTimeSeries(TEST_ID3)).isEqualTo(timeSeries3);