using Qdp.Pricing.Library.Options.Products.Asian;
using YLErp.BLL;

namespace YLErp.Modules.CalculationModule
{
    /// <summary>
    /// 亚式期权计算帮助类
    /// </summary>
    public static class AsianOptionCalcHelper
    {
        /// <summary>
        /// 获取亚式期权均价
        /// </summary>
        public static double GetAveragePrice(OtcTradeBase trade, trade_asian_option asiaOption, double price, DateTime valueDate, out int fixingCount)
        {
            fixingCount = 0;

            var startDate = asiaOption?.AveragingPeriodStartDate ?? trade.TradeDate.Value;

            //均价起算日大于结算日的情况下取计值日
            if (startDate > valueDate)
            {
                return price;
            }

            if (startDate == valueDate)
            {
                fixingCount = 1;
                return price;
            }

            var fixings = AsianOptionFixingService.GetFixingString(valueDate, trade, asiaOption);

            if (string.IsNullOrEmpty(fixings))
            {
                return price;
            }

            var req = new OptionTradeParamRequest(valuedateBLL.SysRiskFreeRate())
            {
                tradeId = trade.TradeNumber,
                fixings = fixings,
                hasNightMarket = false,
                maturityShift = 0,
                ParamOverride = null,
                preciseTimeMode = false,
                timeToMaturityDays = double.NaN,
                volSurfaceNames = null
            };

            var QdpTrade = QdpTradeBuilder.GetAsianOptionTrade(trade, asiaOption, req);

            if (QdpTrade != null && QdpTrade.Instrument != null && QdpTrade.Instrument is AsianOption asianOpt)
            {
                fixingCount = asianOpt.Fixings.Count;

                return asiaOption.StrikeType == "Floating" ? asianOpt.ActualStrike : asianOpt.FinalPrice();
            }

            return price;
        }
    }
}