Merge branch 'main' into add-result-of-optional

OpenGamma · Jun 6, 2024 · 7bbad68 · 7bbad68
2 parents a6e4b86 + 2ed984c
commit 7bbad68
Show file tree

Hide file tree

Showing 18 changed files with 69 additions and 19 deletions.
diff --git a/examples/pom.xml b/examples/pom.xml
@@ -10,7 +10,7 @@
   </parent>  
   <groupId>com.opengamma.strata</groupId>
   <artifactId>strata-examples</artifactId>
-  <version>2.12.39-SNAPSHOT</version>
+  <version>2.12.40-SNAPSHOT</version>
   <packaging>jar</packaging>
   <name>Strata-Examples</name>
   <description>Example code to demonstrate use of Strata</description>

diff --git a/modules/basics/pom.xml b/modules/basics/pom.xml
@@ -5,7 +5,7 @@
   <parent>
     <groupId>com.opengamma.strata</groupId>
     <artifactId>strata-parent</artifactId>
-    <version>2.12.39-SNAPSHOT</version>
+    <version>2.12.40-SNAPSHOT</version>
     <relativePath>..</relativePath>
   </parent>  
   <artifactId>strata-basics</artifactId>

diff --git a/modules/basics/src/main/java/com/opengamma/strata/basics/value/ValueStepSequence.java b/modules/basics/src/main/java/com/opengamma/strata/basics/value/ValueStepSequence.java
@@ -120,17 +120,18 @@ private void validate() {
   List<ValueStep> resolve(List<ValueStep> existingSteps, RollConvention rollConv) {
     ImmutableList.Builder<ValueStep> steps = ImmutableList.builder();
     steps.addAll(existingSteps);
-    LocalDate prev = firstStepDate;
-    LocalDate date = firstStepDate;
-    while (!date.isAfter(lastStepDate)) {
+    LocalDate prev = rollConv.adjust(firstStepDate);
+    LocalDate date = rollConv.adjust(firstStepDate);
+    LocalDate adjustedLastStepDate = rollConv.adjust(lastStepDate);
+    while (!date.isAfter(adjustedLastStepDate)) {
       steps.add(ValueStep.of(date, adjustment));
       prev = date;
       date = rollConv.next(date, frequency);
     }
-    if (!prev.equals(lastStepDate)) {
+    if (!prev.equals(adjustedLastStepDate)) {
       throw new IllegalArgumentException(Messages.format(
           "ValueStepSequence lastStepDate did not match frequency '{}' using roll convention '{}', {} != {}",
-          frequency, rollConv, lastStepDate, prev));
+          frequency, rollConv, adjustedLastStepDate, prev));
     }
     return steps.build();
   }

diff --git a/modules/basics/src/test/java/com/opengamma/strata/basics/value/ValueStepSequenceTest.java b/modules/basics/src/test/java/com/opengamma/strata/basics/value/ValueStepSequenceTest.java
@@ -59,6 +59,18 @@ public void test_resolve() {
     assertThat(steps.get(3)).isEqualTo(ValueStep.of(date(2016, 10, 20), ADJ));
   }
 
+  @Test
+  public void test_resolve_with_roll_convention() {
+    ValueStepSequence test = ValueStepSequence.of(date(2022, 9, 21), date(2026, 9, 21), Frequency.P12M, ADJ);
+    List<ValueStep> steps = test.resolve(ImmutableList.of(), RollConventions.IMM);
+    assertThat(steps.size()).isEqualTo(5);
+    assertThat(steps.get(0)).isEqualTo(ValueStep.of(date(2022, 9, 21), ADJ));
+    assertThat(steps.get(1)).isEqualTo(ValueStep.of(date(2023, 9, 20), ADJ));
+    assertThat(steps.get(2)).isEqualTo(ValueStep.of(date(2024, 9, 18), ADJ));
+    assertThat(steps.get(3)).isEqualTo(ValueStep.of(date(2025, 9, 17), ADJ));
+    assertThat(steps.get(4)).isEqualTo(ValueStep.of(date(2026, 9, 16), ADJ));
+  }
+
   @Test
   public void test_resolve_invalid() {
     ValueStepSequence test = ValueStepSequence.of(date(2016, 4, 20), date(2016, 10, 20), Frequency.P12M, ADJ);

diff --git a/modules/calc/pom.xml b/modules/calc/pom.xml
@@ -5,7 +5,7 @@
   <parent>
     <groupId>com.opengamma.strata</groupId>
     <artifactId>strata-parent</artifactId>
-    <version>2.12.39-SNAPSHOT</version>
+    <version>2.12.40-SNAPSHOT</version>
     <relativePath>..</relativePath>
   </parent>  
   <artifactId>strata-calc</artifactId>

diff --git a/modules/collect/pom.xml b/modules/collect/pom.xml
@@ -5,7 +5,7 @@
   <parent>
     <groupId>com.opengamma.strata</groupId>
     <artifactId>strata-parent</artifactId>
-    <version>2.12.39-SNAPSHOT</version>
+    <version>2.12.40-SNAPSHOT</version>
     <relativePath>..</relativePath>
   </parent>  
   <artifactId>strata-collect</artifactId>

diff --git a/modules/collect/src/main/java/com/opengamma/strata/collect/Guavate.java b/modules/collect/src/main/java/com/opengamma/strata/collect/Guavate.java
@@ -682,6 +682,7 @@ public static <R> Predicate<R> not(Predicate<R> predicate) {
    *
    * @param <T>  the type of element in the stream
    * @return the operator
+   * @throws IllegalArgumentException if more than one element is present
    */
   public static <T> BinaryOperator<T> ensureOnlyOne() {
     return (a, b) -> {
@@ -690,6 +691,31 @@ public static <T> BinaryOperator<T> ensureOnlyOne() {
     };
   }
 
+  /**
+   * Reducer used in a stream to ensure there is no more than one matching element.
+   * <p>
+   * This method returns an operator that can be used with {@link Stream#reduce(BinaryOperator)}
+   * that returns either zero or one elements from the stream. Unlike {@link Stream#findFirst()}
+   * or {@link Stream#findAny()}, this approach ensures an exception is thrown if there
+   * is more than one element in the stream.
+   * <p>
+   * This would be used as follows (with a static import):
+   * <pre>
+   *   stream.filter(...).reduce(ensureOnlyOne()).get();
+   * </pre>
+   *
+   * @param <T>  the type of element in the stream
+   * @param message the message template for the {@link IllegalArgumentException} with "{}" placeholders
+   * @param args the arguments for the message
+   * @return the operator
+   * @throws IllegalArgumentException if more than one element is present
+   */
+  public static <T> BinaryOperator<T> ensureOnlyOne(String message, Object... args) {
+    return (a, b) -> {
+      throw new IllegalArgumentException(Messages.format(message, args));
+    };
+  }
+
   //-------------------------------------------------------------------------
   /**
    * Function used in a stream to cast instances to a particular type without filtering.

diff --git a/modules/collect/src/test/java/com/opengamma/strata/collect/GuavateTest.java b/modules/collect/src/test/java/com/opengamma/strata/collect/GuavateTest.java
@@ -424,6 +424,17 @@ public void test_ensureOnlyOne() {
     assertThatIllegalArgumentException().isThrownBy(() -> Stream.of("a", "b").reduce(Guavate.ensureOnlyOne()));
   }
 
+  @Test
+  public void test_ensureOnlyOne_withCustomMessage() {
+    String message = "Expected one letter but found multiple for date {}";
+    LocalDate arg = LocalDate.of(2024, 4, 24);
+    assertThat(Stream.empty().reduce(Guavate.ensureOnlyOne(message, arg))).isEqualTo(Optional.empty());
+    assertThat(Stream.of("a").reduce(Guavate.ensureOnlyOne(message, arg))).isEqualTo(Optional.of("a"));
+    assertThatIllegalArgumentException().isThrownBy(() -> Stream.of("a", "b")
+            .reduce(Guavate.ensureOnlyOne(message, arg)))
+        .withMessage(Messages.format(message, arg));
+  }
+
   //-------------------------------------------------------------------------
   @Test
   public void test_casting() {

diff --git a/modules/data/pom.xml b/modules/data/pom.xml
@@ -5,7 +5,7 @@
   <parent>
     <groupId>com.opengamma.strata</groupId>
     <artifactId>strata-parent</artifactId>
-    <version>2.12.39-SNAPSHOT</version>
+    <version>2.12.40-SNAPSHOT</version>
     <relativePath>..</relativePath>
   </parent>
   <artifactId>strata-data</artifactId>

diff --git a/modules/loader/pom.xml b/modules/loader/pom.xml
@@ -5,7 +5,7 @@
   <parent>
     <groupId>com.opengamma.strata</groupId>
     <artifactId>strata-parent</artifactId>
-    <version>2.12.39-SNAPSHOT</version>
+    <version>2.12.40-SNAPSHOT</version>
     <relativePath>..</relativePath>
   </parent>
   <artifactId>strata-loader</artifactId>

diff --git a/modules/market/pom.xml b/modules/market/pom.xml
@@ -5,7 +5,7 @@
   <parent>
     <groupId>com.opengamma.strata</groupId>
     <artifactId>strata-parent</artifactId>
-    <version>2.12.39-SNAPSHOT</version>
+    <version>2.12.40-SNAPSHOT</version>
     <relativePath>..</relativePath>
   </parent>
   <artifactId>strata-market</artifactId>

diff --git a/modules/math/pom.xml b/modules/math/pom.xml
@@ -5,7 +5,7 @@
   <parent>
     <groupId>com.opengamma.strata</groupId>
     <artifactId>strata-parent</artifactId>
-    <version>2.12.39-SNAPSHOT</version>
+    <version>2.12.40-SNAPSHOT</version>
     <relativePath>..</relativePath>
   </parent>  
   <artifactId>strata-math</artifactId>

diff --git a/modules/measure/pom.xml b/modules/measure/pom.xml
@@ -5,7 +5,7 @@
   <parent>
     <groupId>com.opengamma.strata</groupId>
     <artifactId>strata-parent</artifactId>
-    <version>2.12.39-SNAPSHOT</version>
+    <version>2.12.40-SNAPSHOT</version>
     <relativePath>..</relativePath>
   </parent>
   <artifactId>strata-measure</artifactId>

diff --git a/modules/pom.xml b/modules/pom.xml
@@ -10,7 +10,7 @@
   </parent>
   <groupId>com.opengamma.strata</groupId>
   <artifactId>strata-parent</artifactId>
-  <version>2.12.39-SNAPSHOT</version>
+  <version>2.12.40-SNAPSHOT</version>
   <packaging>pom</packaging>
   <name>Strata-Parent</name>
   <description>OpenGamma Strata Parent</description>

diff --git a/modules/pricer/pom.xml b/modules/pricer/pom.xml
@@ -5,7 +5,7 @@
   <parent>
     <groupId>com.opengamma.strata</groupId>
     <artifactId>strata-parent</artifactId>
-    <version>2.12.39-SNAPSHOT</version>
+    <version>2.12.40-SNAPSHOT</version>
     <relativePath>..</relativePath>
   </parent>  
   <artifactId>strata-pricer</artifactId>

diff --git a/modules/product/pom.xml b/modules/product/pom.xml
@@ -5,7 +5,7 @@
   <parent>
     <groupId>com.opengamma.strata</groupId>
     <artifactId>strata-parent</artifactId>
-    <version>2.12.39-SNAPSHOT</version>
+    <version>2.12.40-SNAPSHOT</version>
     <relativePath>..</relativePath>
   </parent>  
   <artifactId>strata-product</artifactId>

diff --git a/modules/report/pom.xml b/modules/report/pom.xml
@@ -5,7 +5,7 @@
   <parent>
     <groupId>com.opengamma.strata</groupId>
     <artifactId>strata-parent</artifactId>
-    <version>2.12.39-SNAPSHOT</version>
+    <version>2.12.40-SNAPSHOT</version>
     <relativePath>..</relativePath>
   </parent>  
   <artifactId>strata-report</artifactId>

diff --git a/pom.xml b/pom.xml
@@ -10,7 +10,7 @@
   </parent>  
   <groupId>com.opengamma.strata</groupId>
   <artifactId>strata-root</artifactId>
-  <version>2.12.39-SNAPSHOT</version>
+  <version>2.12.40-SNAPSHOT</version>
   <packaging>pom</packaging>
   <name>Strata-Root</name>
   <description>OpenGamma Strata root</description>