namespace YLErp.Modules.CalculationModule
{
    /// <summary>
    /// 自定义期权交易计算服务
    /// </summary>
    public class ForwardradeCalcService
    {
        /// <summary>
        /// 计算PV/Risk(交易员角度)
        /// </summary>
        public static TradeValueResult CalcValue(OtcTradeBase trade, double spotPrice)
        {
            if (trade is null)
            {
                throw new ArgumentNullException(nameof(trade));
            }

            return CalcValue(trade.Strike ?? 0, spotPrice, trade.Notional, trade.CallPut, trade.BuySell);
        }

        /// <summary>
        /// 计算PV/Risk(交易员角度)
        /// </summary>
        public static TradeValueResult CalcValue(double strike, double spotPrice, double notional, string callput, string buysell)
        {
            var isCall = callput == "Call";
            var pv = (spotPrice - strike) * notional;

            //买入看跌和卖出看涨取负值
            var flag = (TradeCalcHelper.IsBuy(buysell) ? 1 : 2) | (isCall ? 1 : 2);

            TradeValueResult result;

            if (flag == 3)
            {
                result = new TradeValueResult
                {
                    Pv = -pv,
                    Delta = -notional,
                    DeltaCash = -notional * spotPrice
                };
            }
            else
            {
                result = new TradeValueResult
                {
                    Pv = pv,
                    Delta = notional,
                    DeltaCash = notional * spotPrice
                };
            }

            result.RoundedPv = result.Pv;

            return result;
        }

        /// <summary>
        /// 计算远期价值(客户角度)
        /// </summary>
        public static double CalcForwardValue(OtcTradeBase trade)
        {
            if (trade is null)
            {
                throw new ArgumentNullException(nameof(trade));
            }

            if (trade.TradeType != "远期")
            {
                return 0;
            }

            var forwardValue = ((trade.SpotPrice ?? 0) - (trade.Strike ?? 0)) * trade.Notional;

            return trade.OptionType == "看涨" || trade.OptionType == "多头" ? forwardValue : -forwardValue;
        }
    }
}