market value weight.

CustomMarketValueWeightFunction.java

/**
 * 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.HashSet;
import java.util.Set;

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;

/**
 * Algotree market value function.
 */
public class CustomMarketValueWeightFunction extends
    AbstractFunction.NonCompiledInvoker {
  
  @Override
  public boolean canApplyTo(final FunctionCompilationContext context,
      final ComputationTarget target) {
    return true;
  }

  @Override
  public String getShortName() {
    return CustomValueRequirementNames.CUSTOM_MARKET_VALUE_WEIGHT;
  }

  @Override
  public ComputationTargetType getTargetType() {
    return ComputationTargetType.SECURITY;
  }
  
  @Override
  public Set<ValueRequirement> getRequirements(
      final FunctionCompilationContext context, final ComputationTarget target,
      final ValueRequirement desiredValue) {
    final Set<ValueRequirement> requirements = new HashSet<ValueRequirement>();
    //requirements.add(new ValueRequirement(CustomValueRequirementNames.CUSTOM_MARKET_VALUE, ComputationTargetType.SECURITY, target.getSecurity().getUniqueId()));
    //requirements.add(new ValueRequirement(CustomValueRequirementNames.CUSTOM_BETA, ComputationTargetType.SECURITY, target.getSecurity().getUniqueId()));
    requirements.add(new ValueRequirement(CustomValueRequirementNames.CUSTOM_MARKET_VALUE, ComputationTargetType.PORTFOLIO_NODE, target.getPortfolioNode().getUniqueId()));
    return requirements;
  }

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

  @Override
  public Set<ComputedValue> execute(
      final FunctionExecutionContext executionContext,
      final FunctionInputs inputs, final ComputationTarget target,
      final Set<ValueRequirement> desiredValues) {
    final double customMarketValue = (Double) inputs.getValue(CustomValueRequirementNames.CUSTOM_MARKET_VALUE);
    final ValueRequirement desiredValue = desiredValues.iterator().next();
  
    return Collections.singleton(new ComputedValue(new ValueSpecification(
        desiredValue.getValueName(), target.toSpecification(), 
        createValueProperties().get()), customMarketValue));
  }
}