sample og function.

OGFunction

/**
 * Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
 *
 * Please see distribution for license.
 */
package com.opengamma.algotree.function;

import java.util.Collections;
import java.util.Set;

import org.threeten.bp.Period;

import com.opengamma.core.historicaltimeseries.HistoricalTimeSeries;
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.ValueRequirement;
import com.opengamma.engine.value.ValueSpecification;
import com.opengamma.financial.OpenGammaCompilationContext;
import com.opengamma.financial.analytics.timeseries.DateConstraint;
import com.opengamma.financial.analytics.timeseries.HistoricalTimeSeriesFunctionUtils;
import com.opengamma.master.historicaltimeseries.HistoricalTimeSeriesResolutionResult;
import com.opengamma.master.historicaltimeseries.HistoricalTimeSeriesResolver;

/**
 *
 */
public class DoubleLastHistoricalValueFunction extends
    AbstractFunction.NonCompiledInvoker {

  private static final String _requirementName = "CLOSE";
  
  /** Name of the result.*/
  public static final String DOUBLE_VALUE_NAME = "DOUBLE_CLOSE";

  @Override
  public boolean canApplyTo(final FunctionCompilationContext context,
      final ComputationTarget target) {
    return true;
  }

  @Override
  public Set<ValueRequirement> getRequirements(
      final FunctionCompilationContext context, final ComputationTarget target,
      final ValueRequirement desiredValue) {
    final HistoricalTimeSeriesResolver resolver = OpenGammaCompilationContext
        .getHistoricalTimeSeriesResolver(context);
    final String fieldName = _requirementName;
    final HistoricalTimeSeriesResolutionResult timeSeries = resolver.resolve(
        target.getSecurity().getExternalIdBundle(), null, null, null,
        fieldName, null);
    if (timeSeries == null) {
      return null;
    }
    // TODO - Can we do something more efficient than getting the whole series?
    return Collections.singleton(HistoricalTimeSeriesFunctionUtils
        .createHTSRequirement(timeSeries, fieldName, null, true,
            DateConstraint.VALUATION_TIME.minus(Period.ofDays(1)), true));
  }

  @Override
  public Set<ValueSpecification> getResults(
      final FunctionCompilationContext context, final ComputationTarget target) {
    return Collections.singleton(new ValueSpecification(DOUBLE_VALUE_NAME,
        target.toSpecification(), createValueProperties().get()));
  }

  @Override
  public String getShortName() {
    return "DoubleLastHistoricalValue for " + _requirementName;
  }

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

  @Override
  public Set<ComputedValue> execute(
      final FunctionExecutionContext executionContext,
      final FunctionInputs inputs, final ComputationTarget target,
      final Set<ValueRequirement> desiredValues) {
    final HistoricalTimeSeries hts = (HistoricalTimeSeries) inputs
        .getAllValues().iterator().next().getValue();
    final ValueRequirement desiredValue = desiredValues.iterator().next();
    return Collections.singleton(new ComputedValue(new ValueSpecification(
        desiredValue.getValueName(), target.toSpecification(), desiredValue
            .getConstraints()), hts.getTimeSeries().getLatestValue() * 2));
  }

}