using Qdp.Foundation.Implementations;
using Qdp.Pricing.Base.Enums;
using Qdp.Pricing.Base.Implementations;
using Qdp.Pricing.Library.Equity.Engines.Analytical;
using YLErp.BLL;
using YLErp.Modules.VolatilityModule;

namespace YLErp.Modules.ExcelAddinModule
{
    /// <summary>
    /// 
    /// </summary>
    public static class ExcelVolatilityService
    {
        /// <summary>
        /// 
        /// </summary>
        public static double? GetUnderlyingVol(YLContext db, string optionCode, DateTime valueDate, string userGroup = null)
        {
            if (PS.Config.Is光大光子)
            {
                return null;
            }

            var exUm = DataCacheProvider.GetExchangeListOptionDataSource().GetData(optionCode);
            if (exUm == null)
            {
                return null;
            }

            var um = DataCacheProvider.GetUnderlyingDataSource().GetData(exUm.UnderlyingCode);
            if (um == null)
            {
                return null;
            }

            var price = um.Price ?? 0;

            if (valuedateBLL.SystemDate.ValueDate > valueDate)
            {
                if (ConsGlobal.InstrumentType.IsStock(um.UnderlyingInstrumentType))
                {
                    price = (db.eod_stock_price.Where(O => O.ValueDate <= valueDate && O.UnderlyingCode == um.UnderlyingCode)
                        .OrderByDescending(n => n.ValueDate).Select(n => (double?)n.ClosePrice).FirstOrDefault()) ?? 0;
                }
                else
                {
                    price = (db.eod_commodity_future_price.Where(O => O.ValueDate <= valueDate && O.UnderlyingCode == um.UnderlyingCode)
                        .OrderByDescending(n => n.ValueDate).Select(n => (double?)n.ClosePrice).FirstOrDefault()) ?? 0;
                }
            }

            var req = new SingleVolReq
            {
                VolType = "交易",
                Strike = exUm.Strike,
                SpotPrice = price,
                TradeDate = valueDate,
                ExerciseDate = exUm.MaturityDate,
                IsMoneynessOption = "否",
                //req.CallPut = trade.CallPut;
                UnderlyingId = exUm.id,
                UnderlyingCode = exUm.UnderlyingCode,
                UnderlyingName = um.UnderlyingName,
                UnderlyingTypeId = um.UnderlyingTypeId,
                UserGroup = userGroup
            };

            var vol = SingleVolService.GetSingleVol(req, 0);

            return vol;
        }

        /// <summary>
        /// 
        /// </summary>
        public static HandleResult<Dictionary<string, Dictionary<string, double?>>> GetTradeVol(DateTime date, List<string> tradeNumbers)
        {
            var result = new Dictionary<string, Dictionary<string, double?>>();

            using (var context = new YLContext())
            {
                var trades = context.trade.Where(O => tradeNumbers.Contains(O.TradeNumber)).ToList();
                if (trades == null || trades.Count == 0)
                { return new HandleResult<Dictionary<string, Dictionary<string, double?>>>("交易代码不存在"); }
                for (var i = 0; i < trades.Count; i++)
                {
                    if (!result.ContainsKey(trades[i].TradeNumber))
                    { result.Add(trades[i].TradeNumber, new Dictionary<string, double?>()); }
                    result[trades[i].TradeNumber]["TradeOpenVolatility"] = trades[i].TradeOpenVolatility;
                    result[trades[i].TradeNumber]["TradeCloseVolatility"] = trades[i].TradeCloseVolatility;
                    result[trades[i].TradeNumber]["NumOfSmoothingDays"] = trades[i].NumOfSmoothingDays;
                    if (trades[i].StartDate > date) { result[trades[i].TradeNumber]["TradeVol"] = null; }
                    else
                    {
                        result[trades[i].TradeNumber]["TradeVol"] = AnalyticalOptionTradeVolInterp.tradeVolLinearInterp(
                                new Date(date),
                                trades[i].TradeOpenVolatility.GetValueOrDefault(),
                                trades[i].TradeCloseVolatility.GetValueOrDefault(),
                                new Date(trades[i].StartDate.GetValueOrDefault()),
                                new Date(trades[i].ExerciseDate.GetValueOrDefault()),
                                trades[i].NumOfSmoothingDays.GetValueOrDefault(),
                                DayCountMode.TradingDay,
                                CalendarImpl.Get("chn")
                            );
                    }
                }
            }
            return new HandleResult<Dictionary<string, Dictionary<string, double?>>>(result);
        }
    }
}