Java OffsetTime.of方法代码示例

import org.threeten.bp.OffsetTime; //导入方法依赖的package包/类
protected List<ManageableTrade> getTrades() {
  final List<ManageableTrade> trades = Lists.newArrayList();
  final ManageableTrade trade1 = new ManageableTrade(BigDecimal.valueOf(50), SEC_ID, LocalDate.parse("2011-12-07"), OffsetTime.of(LocalTime.of(15, 4), ZONE_OFFSET), COUNTER_PARTY);
  trade1.setPremium(10.0);
  trade1.setPremiumCurrency(Currency.USD);
  trade1.setPremiumDate(LocalDate.parse("2011-12-08"));
  trade1.setPremiumTime(OffsetTime.of(LocalTime.of(15, 4), ZONE_OFFSET));
  trades.add(trade1);

  final ManageableTrade trade2 = new ManageableTrade(BigDecimal.valueOf(60), SEC_ID, LocalDate.parse("2011-12-08"), OffsetTime.of(LocalTime.of(16, 4), ZONE_OFFSET), COUNTER_PARTY);
  trade2.setPremium(20.0);
  trade2.setPremiumCurrency(Currency.USD);
  trade2.setPremiumDate(LocalDate.parse("2011-12-09"));
  trade2.setPremiumTime(OffsetTime.of(LocalTime.of(16, 4), ZONE_OFFSET));
  trades.add(trade2);

  final ManageableTrade trade3 = new ManageableTrade(BigDecimal.valueOf(70), SEC_ID, LocalDate.parse("2011-12-09"), OffsetTime.of(LocalTime.of(17, 4), ZONE_OFFSET), COUNTER_PARTY);
  trade3.setPremium(30.0);
  trade3.setPremiumCurrency(Currency.USD);
  trade3.setPremiumDate(LocalDate.parse("2011-12-10"));
  trade3.setPremiumTime(OffsetTime.of(LocalTime.of(17, 4), ZONE_OFFSET));
  trades.add(trade3);
  return trades;
}
 

import org.threeten.bp.OffsetTime; //导入方法依赖的package包/类
/**
 * Tests that serialising to JSON works.
 */
@Test
public void testSerialisation() throws Exception
{
  final Gson gson = Converters.registerAll(new GsonBuilder()).create();

  final Container container = new Container();
  container.ld = LocalDate.of(1969, 7, 21);
  container.lt = LocalTime.of(12, 56, 0);
  container.ldt = LocalDateTime.of(container.ld, container.lt);
  container.odt = OffsetDateTime.of(container.ld, container.lt, ZoneOffset.ofHours(10));
  container.ot = OffsetTime.of(container.lt, ZoneOffset.ofHours(10));
  container.zdt = ZonedDateTime.of(container.ld, container.lt, ZoneId.of("Australia/Brisbane"));
  container.i = container.odt.toInstant();

  final String jsonString = gson.toJson(container);
  final JsonObject json = gson.fromJson(jsonString, JsonObject.class).getAsJsonObject();

  assertThat(json.get("ld").getAsString(), is("1969-07-21"));
  assertThat(json.get("lt").getAsString(), is("12:56:00"));
  assertThat(json.get("ldt").getAsString(), is("1969-07-21T12:56:00"));
  assertThat(json.get("odt").getAsString(), is("1969-07-21T12:56:00+10:00"));
  assertThat(json.get("ot").getAsString(), is("12:56:00+10:00"));
  assertThat(json.get("zdt").getAsString(), is("1969-07-21T12:56:00+10:00[Australia/Brisbane]"));
  assertThat(json.get("i").getAsString(), is("1969-07-21T02:56:00Z"));
}
 

import org.threeten.bp.OffsetTime; //导入方法依赖的package包/类
/**
 * Create an instance of a Fx Forward Trade
 * @return FXForwardTrade
 */
private static FXForwardTrade createFxForwardTrade() {

  Counterparty counterparty = new SimpleCounterparty(ExternalId.of(Counterparty.DEFAULT_SCHEME, "COUNTERPARTY"));
  BigDecimal tradeQuantity = BigDecimal.valueOf(1);
  LocalDate tradeDate = LocalDate.of(2014, 7, 11);
  OffsetTime tradeTime = OffsetTime.of(LocalTime.of(0, 0), ZoneOffset.UTC);
  SimpleTrade trade = new SimpleTrade(createFxForwardSecurity(), tradeQuantity, counterparty, tradeDate, tradeTime);
  trade.setPremium(0.00);
  trade.setPremiumDate(LocalDate.of(2014, 7, 25));
  trade.setPremiumCurrency(Currency.GBP);

  FXForwardTrade fxForwardTrade = new FXForwardTrade(trade);

  return fxForwardTrade;
}
 

import org.threeten.bp.OffsetTime; //导入方法依赖的package包/类
private static InterestRateSwapTrade createVanillaFixedVsLibor3mTrade() {

    Counterparty counterparty = new SimpleCounterparty(ExternalId.of(Counterparty.DEFAULT_SCHEME, "COUNTERPARTY"));
    BigDecimal tradeQuantity = BigDecimal.valueOf(1);
    LocalDate tradeDate = LocalDate.of(2014, 1, 22);
    OffsetTime tradeTime = OffsetTime.of(LocalTime.of(0, 0), ZoneOffset.UTC);
    SimpleTrade trade = new SimpleTrade(createVanillaFixedVsLibor3mSwap(), tradeQuantity, counterparty, tradeDate, tradeTime);
    trade.setPremium(0.0);
    trade.setPremiumDate(tradeDate);
    trade.setPremiumCurrency(Currency.USD);

    /* A specific InterestRateSwapTrade object here is used to 'wrap' the underlying generic SimpleTrade */

    return new InterestRateSwapTrade(trade);

  }
 

import org.threeten.bp.OffsetTime; //导入方法依赖的package包/类
private static InterestRateFutureTrade createIRFutureTrade() {

    Expiry expiry = new Expiry(ZonedDateTime.of(LocalDate.of(2014, 6, 18), LocalTime.of(0, 0), ZoneOffset.UTC));
    String tradingExchange = "";
    String settlementExchange = "";
    Currency currency = Currency.USD;
    double unitAmount = 1000;
    ExternalId underlyingId = InterestRateMockSources.getLiborIndexId();
    String category = "";
    InterestRateFutureSecurity irFuture = new InterestRateFutureSecurity(expiry, tradingExchange, settlementExchange,
        currency, unitAmount, underlyingId, category);
    // Need this for time series lookup
    irFuture.setExternalIdBundle(ExternalSchemes.syntheticSecurityId("Test future").toBundle());

    Counterparty counterparty = new SimpleCounterparty(ExternalId.of(Counterparty.DEFAULT_SCHEME, "COUNTERPARTY"));
    BigDecimal tradeQuantity = BigDecimal.valueOf(10);
    LocalDate tradeDate = LocalDate.of(2000, 1, 1);
    OffsetTime tradeTime = OffsetTime.of(LocalTime.of(0, 0), ZoneOffset.UTC);
    SimpleTrade trade = new SimpleTrade(irFuture, tradeQuantity, counterparty, tradeDate, tradeTime);
    trade.setPremium(0.0);
    trade.setPremiumCurrency(Currency.USD);
    return new InterestRateFutureTrade(trade);
  }
 

import org.threeten.bp.OffsetTime; //导入方法依赖的package包/类
private FedFundsFutureTrade createFedFundsFutureTrade() {
  
  Expiry expiry = new Expiry(ZonedDateTime.of(LocalDate.of(2014, 6, 18), LocalTime.of(0, 0), ZoneOffset.UTC));
  String tradingExchange = "";
  String settlementExchange = "";
  Currency currency = Currency.USD;
  double unitAmount = 1000;
  ExternalId underlyingId = InterestRateMockSources.getOvernightIndexId();
  String category = "";
  FederalFundsFutureSecurity fedFundsFuture = new FederalFundsFutureSecurity(expiry, tradingExchange, settlementExchange, currency, unitAmount, underlyingId, category);
  // Need this for time series lookup
  fedFundsFuture.setExternalIdBundle(ExternalSchemes.syntheticSecurityId("Test future").toBundle());

  Counterparty counterparty = new SimpleCounterparty(ExternalId.of(Counterparty.DEFAULT_SCHEME, "COUNTERPARTY"));
  BigDecimal tradeQuantity = BigDecimal.valueOf(10);
  LocalDate tradeDate = LocalDate.of(2000, 1, 1);
  OffsetTime tradeTime = OffsetTime.of(LocalTime.of(0, 0), ZoneOffset.UTC);
  SimpleTrade trade = new SimpleTrade(fedFundsFuture, tradeQuantity, counterparty, tradeDate, tradeTime);
  trade.setPremiumCurrency(Currency.USD);
  trade.setPremium(0.995);
  return new FedFundsFutureTrade(trade);
}
 

import org.threeten.bp.OffsetTime; //导入方法依赖的package包/类
private InterestRateFutureTrade createInterestRateFutureTrade(InterestRateFutureSecurity security,
                                                              SimpleCounterparty counterparty,
                                                              boolean pass) {
  BigDecimal tradeQuantity = BigDecimal.valueOf(10);
  LocalDate tradeDate = LocalDate.of(2000, 1, 1);
  OffsetTime tradeTime = OffsetTime.of(LocalTime.of(0, 0), ZoneOffset.UTC);
  SimpleTrade trade = new SimpleTrade(security, tradeQuantity, counterparty, tradeDate, tradeTime);
  trade.setPremium(0.0);
  trade.setPremiumCurrency(security.getCurrency());
  if (pass) {
    trade.addAttribute("TEST", "PASS");
  } else {
    trade.addAttribute("TEST", "FAIL");
  }

  return new InterestRateFutureTrade(trade);
}
 

import org.threeten.bp.OffsetTime; //导入方法依赖的package包/类
@Override
public OffsetTime convertFromString(Class<? extends OffsetTime> cls, String timeString) {
  if (!StringUtils.isEmpty(timeString)) {
    return OffsetTime.of(LocalTime.parse(timeString.trim()), ZoneOffset.UTC);
  } else {
    return null;
  }
}
 

import org.threeten.bp.OffsetTime; //导入方法依赖的package包/类
protected UniqueId addPosition() {
  final ManageableTrade origTrade = new ManageableTrade(BigDecimal.valueOf(50), SEC_ID, LocalDate.parse("2011-12-07"), OffsetTime.of(LocalTime.of(15, 4), ZONE_OFFSET), COUNTER_PARTY);
  origTrade.setPremium(10.0);
  origTrade.setPremiumCurrency(Currency.USD);
  origTrade.setPremiumDate(LocalDate.parse("2011-12-08"));
  origTrade.setPremiumTime(OffsetTime.of(LocalTime.of(15, 4), ZONE_OFFSET));

  final ManageablePosition manageablePosition = new ManageablePosition(origTrade.getQuantity(), EQUITY_SECURITY.getExternalIdBundle());
  manageablePosition.addTrade(origTrade);
  final PositionDocument addedPos = _positionMaster.add(new PositionDocument(manageablePosition));
  final UniqueId uid = addedPos.getUniqueId();
  return uid;
}
 

import org.threeten.bp.OffsetTime; //导入方法依赖的package包/类
public static BondFutureOptionTrade createBondFutureOptionTrade() {

    Counterparty counterparty = new SimpleCounterparty(ExternalId.of(Counterparty.DEFAULT_SCHEME, "COUNTERPARTY"));
    BigDecimal tradeQuantity = BigDecimal.valueOf(-100);
    LocalDate tradeDate = LocalDate.of(2000, 1, 1);
    OffsetTime tradeTime = OffsetTime.of(LocalTime.of(0, 0), ZoneOffset.UTC);
    SimpleTrade trade = new SimpleTrade(createBondFutureOptionSecurity(), tradeQuantity, counterparty, tradeDate, tradeTime);
    trade.setPremium(0.0);
    trade.setPremiumCurrency(Currency.JPY);
    return new BondFutureOptionTrade(trade);
  }
 

import org.threeten.bp.OffsetTime; //导入方法依赖的package包/类
private static InterestRateSwapTrade createFeeFixedVsLibor3mSwap() {

    Counterparty counterparty = new SimpleCounterparty(ExternalId.of(Counterparty.DEFAULT_SCHEME, "COUNTERPARTY"));
    BigDecimal tradeQuantity = BigDecimal.valueOf(1);
    LocalDate tradeDate = LocalDate.of(2014, 1, 22);
    OffsetTime tradeTime = OffsetTime.of(LocalTime.of(0, 0), ZoneOffset.UTC);
    SimpleTrade trade = new SimpleTrade(createVanillaFixedVsLibor3mSwap(), tradeQuantity, counterparty, tradeDate, tradeTime);
    trade.setPremium(0.0);
    trade.setPremiumDate(tradeDate);
    trade.setPremiumCurrency(Currency.GBP);

    /* Fees are added as attributes on the Trade object.
    *  Multiple fees are added by grouping them in the following pattern: "FEE_{number}_{PART}.
    *  Fees are made up of four parts
    *  1. 'DATE' in the format YYYY-MM-DD
    *  2. 'CURRENCY' ISO currency code
    *  3. 'AMOUNT' fee payable
    *  4. 'DIRECTION' either 'PAY' or 'RECEIVE' */

    trade.addAttribute("FEE_1_DATE", "2014-05-22");
    trade.addAttribute("FEE_1_CURRENCY", "USD");
    trade.addAttribute("FEE_1_AMOUNT", "2000");
    trade.addAttribute("FEE_1_DIRECTION", "PAY");

    trade.addAttribute("FEE_2_DATE", "2014-03-22");
    trade.addAttribute("FEE_2_CURRENCY", "USD");
    trade.addAttribute("FEE_2_AMOUNT", "1000");
    trade.addAttribute("FEE_2_DIRECTION", "RECEIVE");

    /* A specific InterestRateSwapTrade object here is used to 'wrap' the underlying generic SimpleTrade */

    return new InterestRateSwapTrade(trade);

  }
 

import org.threeten.bp.OffsetTime; //导入方法依赖的package包/类
/**
 * Tests that deserialising from JSON works.
 */
@Test
public void testDeserialisation() throws Exception
{
  final Gson gson = Converters.registerAll(new GsonBuilder()).create();

  final Container container = new Container();
  container.ld = LocalDate.of(1969, 7, 21);
  container.lt = LocalTime.of(12, 56, 0);
  container.ldt = LocalDateTime.of(container.ld, container.lt);
  container.odt = OffsetDateTime.of(container.ld, container.lt, ZoneOffset.ofHours(10));
  container.ot = OffsetTime.of(container.lt, ZoneOffset.ofHours(10));
  container.zdt = ZonedDateTime.of(container.ld, container.lt, ZoneId.of("Australia/Brisbane"));
  container.i = container.odt.toInstant();

  final JsonObject serialized = new JsonObject();
  serialized.add("ld", new JsonPrimitive("1969-07-21"));
  serialized.add("lt", new JsonPrimitive("12:56:00"));
  serialized.add("ldt", new JsonPrimitive("1969-07-21T12:56:00"));
  serialized.add("odt", new JsonPrimitive("1969-07-21T12:56:00+10:00"));
  serialized.add("ot", new JsonPrimitive("12:56:00+10:00"));
  serialized.add("zdt", new JsonPrimitive("1969-07-21T12:56:00+10:00[Australia/Brisbane]"));
  serialized.add("i", new JsonPrimitive("1969-07-21T02:56:00Z"));

  final String jsonString = gson.toJson(serialized);
  final Container deserialised = gson.fromJson(jsonString, Container.class);

  assertThat(deserialised.ld, is(container.ld));
  assertThat(deserialised.ldt, is(container.ldt));
  assertThat(deserialised.lt, is(container.lt));
  assertThat(deserialised.odt, is(container.odt));
  assertThat(deserialised.ot, is(container.ot));
  assertThat(deserialised.zdt, is(container.zdt));
  assertThat(deserialised.i, is(container.i));
}
 

import org.threeten.bp.OffsetTime; //导入方法依赖的package包/类
public void testUpdate() {
  
  Expiry expiry = new Expiry(ZonedDateTime.of(LocalDate.of(2014, 6, 18), LocalTime.of(0, 0), ZoneOffset.UTC));
  String tradingExchange = "";
  String settlementExchange = "";
  Currency currency = Currency.USD;
  double unitAmount = 1000;
  ExternalId underlyingId = ExternalId.of("first", "second");
  String category = "";
  InterestRateFutureSecurity irFuture = new InterestRateFutureSecurity(expiry, tradingExchange, settlementExchange, currency, unitAmount, underlyingId, category);
  Counterparty counterparty = new SimpleCounterparty(ExternalId.of(Counterparty.DEFAULT_SCHEME, "COUNTERPARTY"));
  BigDecimal tradeQuantity = BigDecimal.valueOf(10);
  LocalDate tradeDate = LocalDate.of(2000, 1, 1);
  OffsetTime tradeTime = OffsetTime.of(LocalTime.of(0, 0), ZoneOffset.UTC);
  SimpleTrade trade = new SimpleTrade(irFuture, tradeQuantity, counterparty, tradeDate, tradeTime);
  
  TradeWrapper<?> irs = new InterestRateFutureTrade(trade);
  
  ImmutableTradeBundle bundleOverride = irs.getTradeBundle()
                                           .toBuilder()
                                           .counterparty(new SimpleCounterparty(ExternalId.of(Counterparty.DEFAULT_SCHEME, "new counterparty")))
                                           .build();
  
  TradeWrapper<?> updatedIrs = irs.updateBundle(bundleOverride);
  
  assertTrue(updatedIrs.getSecurity() == irs.getSecurity());
  
  String newValue = updatedIrs.getTradeBundle().getCounterparty().getExternalId().getValue();
  String oldValue = irs.getTradeBundle().getCounterparty().getExternalId().getValue();
  assertEquals(newValue, "new counterparty");
  assertEquals(oldValue, "COUNTERPARTY");
  
  
}
 

import org.threeten.bp.OffsetTime; //导入方法依赖的package包/类
private static DeliverableSwapFutureTrade createDeliverableSwapFutureTrade() {
      
  Expiry expiry = new Expiry(ZonedDateTime.of(LocalDateTime.of(LocalDate.of(2014, 6, 15), 
                                                               LocalTime.of(0, 0)),
                                                               ZoneOffset.UTC));
  
  DeliverableSwapFutureSecurity dsf = new DeliverableSwapFutureSecurity(expiry, 
                                                                        Currency.USD + "DSF",
                                                                        Currency.USD + "DSF",
                                                                        Currency.USD, 
                                                                        1000,
                                                                        "DSF", 
                                                                        UNDERLYING_SWAP.getExternalIdBundle().
                                                                          getExternalIds().first(), 
                                                                        1);
  
  String dsfId = Currency.USD + "_TestDSF";
  ExternalIdBundle externalDsfBundle = ExternalSchemes.syntheticSecurityId(dsfId).toBundle();            
  dsf.setName(dsfId);
  dsf.setExternalIdBundle(externalDsfBundle);
  
  Counterparty counterparty = new SimpleCounterparty(ExternalId.of(Counterparty.DEFAULT_SCHEME, "COUNTERPARTY"));
  OffsetTime tradeTime = OffsetTime.of(LocalTime.of(0, 0), ZoneOffset.UTC);
  BigDecimal tradeQuantity = BigDecimal.valueOf(1);
  SimpleTrade trade = new SimpleTrade(dsf, tradeQuantity, counterparty , TRADE_DATE, tradeTime);
  trade.setPremium(0.0);
                      
  return new DeliverableSwapFutureTrade(trade);
}
 

import org.threeten.bp.OffsetTime; //导入方法依赖的package包/类
public static BondFutureTrade createBondFutureTrade() {
  Counterparty counterparty = new SimpleCounterparty(ExternalId.of(Counterparty.DEFAULT_SCHEME, "COUNTERPARTY"));
  BigDecimal tradeQuantity = BigDecimal.valueOf(1);
  LocalDate tradeDate = LocalDate.of(2000, 1, 1);
  OffsetTime tradeTime = OffsetTime.of(LocalTime.of(0, 0), ZoneOffset.UTC);
  SimpleTrade trade = new SimpleTrade(createBondFutureSecurity(), tradeQuantity, counterparty, tradeDate, tradeTime);
  trade.setPremium(0.0);
  trade.setPremiumCurrency(Currency.JPY);
  return new BondFutureTrade(trade);
}