/ParaBond/src/scaly/parabond/test/price/OnePortfolio00.scala

/*

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package scaly.parabond.test

import org.scalatest.junit.JUnitSuite
import org.junit.Assert._
import org.junit.Test
import org.apache.log4j.PropertyConfigurator
import scaly.parabond.entry.SimpleBond
import scaly.parabond.value.SimpleBondValuator
import scaly.parabond.util.Helper
import com.mongodb.casbah.MongoCursor
import com.mongodb.casbah.MongoConnection
import com.mongodb.casbah.commons.MongoDBObject
import com.mongodb.BasicDBList
import com.mongodb.BasicDBObject

import scaly.parabond.util.MongoHelper


class OnePortfolio00 {

    val fitter =

      List(

        0.022250408186472507

          - 0.0034445001723609914,

        0.0015772414196917963,

        -1.6876893139502916E-4,

        7.1081143657141285E-6,

        -1.0265615090890005E-7)

      

  val mongo = MongoConnection("127.0.0.1")("parabond")

  

  @Test

  def test {

    val portfsCollecton = mongo("Portfolios")

    

    val portfsQuery = MongoDBObject("id" -> 1)



    val portfsCursor : MongoCursor = portfsCollecton.find(portfsQuery)

    

    val bondIds = MongoHelper.asList(portfsCursor,"instruments")

    

    val bondsCollection = mongo("Bonds")



    val t0 = System.nanoTime

    

    val value = bondIds.foldLeft(0.0) { (sum, id) =>

      val bondsQuery = MongoDBObject("id" -> id)



      val bondsCursor: MongoCursor = bondsCollection.find(bondsQuery)



      val bond = MongoHelper.asBond(bondsCursor)



//      print("bond(" + bond + ") = ")

//      

      val valuator = new SimpleBondValuator(bond, fitter)



      val price = valuator.price



//      println("%8.2f".format(price))

//      

      sum + price

    }

    

    val t1 = System.nanoTime

    

    val dt = (t1 - t0) / 1000000000.0

    

    println("value = %10.2f dt = %f".format(value,dt))

  }

   

  def process(bondIds : List[Int]) {

    bondIds.foreach(println)

  }

}