using YLErp.Abstract;
using YLErp.Modules.CalculationModule.Abstract;

namespace YLErp.Modules.DataProviderModule
{
    /// <summary>
    /// 波动率数据提供
    /// </summary>
    public class VolatilityDataProvider : IVolatilityDataProvider
    {
        readonly UnderlyingVolProvider _UnderlyingVolProvider;
        readonly OtcPositionVolProvider _OtcPositionVolProvider;
        readonly OtcHedgingVolProvider _OtcHedgingVolProvider;
        readonly OtcEodOverrideVolProvider _OtcEodOverrideVolProvider;
        readonly ExOptionSavedVolProvider _ExOptionSavedVolProvider;

        public VolatilityDataProvider(DateTime valueDate)
        {
            _UnderlyingVolProvider = new UnderlyingVolProvider(valueDate);
            _OtcPositionVolProvider = new OtcPositionVolProvider(valueDate);
            _OtcHedgingVolProvider = new OtcHedgingVolProvider(valueDate);
            _OtcEodOverrideVolProvider = new OtcEodOverrideVolProvider(valueDate);
            _ExOptionSavedVolProvider = new ExOptionSavedVolProvider(valueDate);
        }


        /// <summary>
        /// 场内期权保存的波动率
        /// </summary>
        public double? GetExOptionSavedVol(string optionCode, DateTime valueDate)
        {
            return _ExOptionSavedVolProvider.GetSavedVol(optionCode, valueDate);
        }

        /// <summary>
        /// 场外期权对冲波动率
        /// </summary>
        public double? GetOtcHedgingVol(int tradeId, DateTime valueDate)
        {
            return _OtcHedgingVolProvider.GetVol(tradeId, valueDate);
        }

        /// <summary>
        /// 标的波动率
        /// </summary>
        public IVolatility GetUnderlyingVol(DateTime valueDate, string voltype, string contractCode, string userGroup)
        {
            return _UnderlyingVolProvider.GetVolatility(voltype, contractCode, userGroup);
        }

        /// <summary>
        /// 场外期权结算波动率
        /// </summary>
        public double? GetOtcEodOverrideVol(int tradeId, DateTime valueDate)
        {
            return _OtcEodOverrideVolProvider.GetVol(tradeId, valueDate);
        }

        /// <summary>
        /// 场外期权持仓波动率
        /// </summary>
        public IOtcTradeVolatility GetOtcPositionVol(int tradeId, DateTime valueDate)
        {
            return _OtcPositionVolProvider.GetVol(tradeId, valueDate);
        }

    }
}