using YLErp.BLL.Calculation.V2.Parameter;

namespace YLErp.BLL.Calculation.V2
{
    class ParameterHelper
    {
        public static ParameterBase CreatePricingParameter(
            underlying_manager underlying,
            Variety variety,
            trade trade,
            double[] vols,
            double[] spotPrices,
            string fixing,
            bool preciseTimeMode,
            double[] correlations,
            string discountCurveName,
            double timeToMaturityDays,
            string engineName)
        {
            engineName = ConsTrade.GetEngineName(engineName);

            switch (trade.TradeType)
            {
                case "香草期权":
                case "场内期权":
                case "Risky期权":
                    return CreateVanillaOptionParameter(trade, underlying, variety, vols, spotPrices, preciseTimeMode, discountCurveName, timeToMaturityDays, engineName);
                case "障碍期权":
                    return CreateBarrierOptionParameter(trade, underlying, variety, vols, spotPrices, preciseTimeMode, discountCurveName, timeToMaturityDays, engineName);
                case "亚式期权":
                    return CreateAsianOptionParameter(trade, underlying, variety, vols, spotPrices, fixing, preciseTimeMode, discountCurveName, timeToMaturityDays, engineName);
                case "二元期权":
                    return CreateBinaryOptionParameter(trade, underlying, variety, vols, spotPrices, preciseTimeMode, discountCurveName, timeToMaturityDays, engineName);
                case "彩虹期权":
                    return CreateRainbowOptionParameter(trade, underlying, variety, vols, spotPrices, correlations, preciseTimeMode, discountCurveName, timeToMaturityDays, engineName);
                case "价差期权":
                    return CreateSpreadOptionParameter(trade, underlying, variety, vols, spotPrices, correlations, preciseTimeMode, discountCurveName, timeToMaturityDays, engineName);
                case "合成价差期权":
                    return CreateSyntheticNormalSpreadOptionParameter(trade, underlying, variety, vols, spotPrices, preciseTimeMode, discountCurveName, timeToMaturityDays, engineName);
                case "双鲨期权":
                    return CreateDoubleSharkFinOptionParameter(trade, underlying, variety, vols, spotPrices, preciseTimeMode, discountCurveName, timeToMaturityDays, engineName);
                case "凤凰期权":
                    return CreateAutocallOptionParameter(trade, underlying, variety, vols, spotPrices, preciseTimeMode, discountCurveName, timeToMaturityDays, engineName);
                case "雪球期权":
                    return CreateSnowballOptionParameter(trade, underlying, variety, vols, spotPrices, preciseTimeMode, discountCurveName, timeToMaturityDays, engineName);
                case "累计期权":
                    return CreateAccumulatorOptionParameter(trade, underlying, variety, vols, spotPrices, preciseTimeMode, discountCurveName, timeToMaturityDays, engineName);
                case "区间累积期权":
                    return CreateRangeAccrualParameter(trade, underlying, variety, vols, spotPrices, fixing, preciseTimeMode, discountCurveName, timeToMaturityDays, engineName);
                case "气囊结构":
                    return CreateAirbagParameter(trade, underlying, variety, vols, spotPrices, preciseTimeMode, discountCurveName, timeToMaturityDays, engineName);
                case "收益增强结构":
                    return CreateUnderlyingEnhanceParameter(trade, underlying, variety, vols, spotPrices, preciseTimeMode, discountCurveName, timeToMaturityDays, engineName);
                case "信用债":
                case "商品期货":
                case "股票":
                    return CreateUnderlyingProductParameter(underlying, spotPrices);
                case "现金流交易":
                    return CreateTradeCashParameter(trade, underlying);
                case "结构化产品":
                    return CreateVanillaOptionParameter(trade, underlying, variety, vols, spotPrices, preciseTimeMode, discountCurveName, timeToMaturityDays, engineName);
                default:
                    break;
            }

            if (trade.TradeType.StartsWith("自定义_"))
            {
                return CreateUserDefinedStrucutreParameter(trade, underlying, variety, vols, spotPrices, preciseTimeMode, discountCurveName);
            }

            throw new Exception($"不支持交易结构{trade.TradeType}的参数生成");
        }

        private static ParameterBase CreateVanillaOptionParameter(
            trade trade,
            underlying_manager underlying,
            Variety variety,
            double[] vols,
            double[] spotPrices,
            bool preciseTimeMode,
            string discountCurveName,
            double timeToMaturityDays,
            string engineName)
        {
            var parameter = new VanillaOptionParameter()
            {
                ValueDate = underlying.QuotationDate.Value,
                Volatility = vols[0],
                SpotPrices = new Dictionary<string, double> { { underlying.UnderlyingCode, spotPrices[0] } },
                HasNightMarket = variety?.HasNightMarket ?? false,
                PreciseTimeMode = preciseTimeMode,
                EngineName = engineName
            };

            if (!double.IsNaN(timeToMaturityDays))
            {
                parameter.OverrideTTM = timeToMaturityDays;
            }

            if (string.IsNullOrWhiteSpace(discountCurveName))
            {
                parameter.RiskFreeRate = trade.NoRiskRate ?? (valuedateBLL.RiskFreeRate / 100.0);
            }
            else
            {
                parameter.DiscountCurveName = discountCurveName;
            }

            parameter.DividendRate = trade.DividendRate ?? 0;
            return parameter;
        }

        private static ParameterBase CreateBarrierOptionParameter(
            trade trade,
            underlying_manager underlying,
            Variety variety,
            double[] vols,
            double[] spotPrices,
            bool preciseTimeMode,
            string discountCurveName,
            double timeToMaturityDays,
            string engineName)
        {
            var parameter = new BarrierOptionParameter()
            {
                ValueDate = underlying.QuotationDate.Value,
                Volatility = vols[0],
                SpotPrices = new Dictionary<string, double> { { underlying.UnderlyingCode, spotPrices[0] } },
                HasNightMarket = variety?.HasNightMarket ?? false,
                PreciseTimeMode = preciseTimeMode,
                EngineName = engineName
            };

            if (!double.IsNaN(timeToMaturityDays))
            {
                parameter.OverrideTTM = timeToMaturityDays;
            }

            if (string.IsNullOrWhiteSpace(discountCurveName))
            {
                parameter.RiskFreeRate = trade.NoRiskRate ?? (valuedateBLL.RiskFreeRate / 100.0);
            }
            else
            {
                parameter.DiscountCurveName = discountCurveName;
            }
            parameter.DividendRate = trade.DividendRate ?? 0;
            return parameter;
        }

        private static ParameterBase CreateAsianOptionParameter(
            trade trade,
            underlying_manager underlying,
            Variety variety,
            double[] vols,
            double[] spotPrices,
            string fixing,
            bool preciseTimeMode,
            string discountCurveName,
            double timeToMaturityDays,
            string engineName)
        {
            var parameter = new AsianOptionParameter()
            {
                ValueDate = underlying.QuotationDate.Value,
                Volatility = vols[0],
                SpotPrices = new Dictionary<string, double> { { underlying.UnderlyingCode, spotPrices[0] } },
                Fixings = fixing,
                HasNightMarket = variety?.HasNightMarket ?? false,
                PreciseTimeMode = preciseTimeMode,
                EngineName = engineName
            };

            if (!double.IsNaN(timeToMaturityDays))
            {
                parameter.OverrideTTM = timeToMaturityDays;
            }

            if (string.IsNullOrWhiteSpace(discountCurveName))
            {
                parameter.RiskFreeRate = trade.NoRiskRate ?? (valuedateBLL.RiskFreeRate / 100.0);
            }
            else
            {
                parameter.DiscountCurveName = discountCurveName;
            }
            parameter.DividendRate = trade.DividendRate ?? 0;
            return parameter;
        }


        private static ParameterBase CreateBinaryOptionParameter(
            trade trade,
            underlying_manager underlying,
            Variety variety,
            double[] vols,
            double[] spotPrices,
            bool preciseTimeMode,
            string discountCurveName,
            double timeToMaturityDays,
            string engineName)
        {
            var parameter = new BinaryOptionParameter()
            {
                ValueDate = underlying.QuotationDate.Value,
                Volatility = vols[0],
                SpotPrices = new Dictionary<string, double> { { underlying.UnderlyingCode, spotPrices[0] } },
                HasNightMarket = variety?.HasNightMarket ?? false,
                PreciseTimeMode = preciseTimeMode,
                EngineName = engineName
            };

            if (!double.IsNaN(timeToMaturityDays))
            {
                parameter.OverrideTTM = timeToMaturityDays;
            }

            if (string.IsNullOrWhiteSpace(discountCurveName))
            {
                parameter.RiskFreeRate = trade.NoRiskRate ?? (valuedateBLL.RiskFreeRate / 100.0);
            }
            else
            {
                parameter.DiscountCurveName = discountCurveName;
            }
            parameter.DividendRate = trade.DividendRate ?? 0;
            return parameter;
        }

        private static ParameterBase CreateRainbowOptionParameter(
            trade trade,
            underlying_manager underlying,
            Variety variety,
            double[] vols,
            double[] spotPrices,
            double[] correlations,
            bool preciseTimeMode,
            string discountCurveName,
            double timeToMaturityDays,
            string engineName)
        {
            var parameter = new RainbowOptionParameter()
            {
                ValueDate = underlying.QuotationDate.Value,
                Volatility = vols[0],
                Volatility2 = vols.Length > 1 ? vols[1] : trade.trade_rainbow_option.Vol2,
                SpotPrices = new Dictionary<string, double>() {
                    { underlying.UnderlyingCode, spotPrices[0] },
                    { trade.trade_rainbow_option.UnderlyingAssetCode2, spotPrices.Length > 1 ? spotPrices[1] : (trade.trade_rainbow_option.SpotPrice2 ?? 0) }
                },
                Correlation = correlations != null ? correlations[0] : (trade.trade_rainbow_option.CorRelation ?? 0.0),
                HasNightMarket = variety?.HasNightMarket ?? false,
                PreciseTimeMode = preciseTimeMode,
                EngineName = engineName
            };

            if (!double.IsNaN(timeToMaturityDays))
            {
                parameter.OverrideTTM = timeToMaturityDays;
            }

            if (string.IsNullOrWhiteSpace(discountCurveName))
            {
                parameter.RiskFreeRate = trade.NoRiskRate ?? (valuedateBLL.RiskFreeRate / 100.0);
            }
            else
            {
                parameter.DiscountCurveName = discountCurveName;
            }
            parameter.DividendRate = trade.DividendRate ?? 0;
            return parameter;
        }

        private static ParameterBase CreateSpreadOptionParameter(
            trade trade,
            underlying_manager underlying,
            Variety variety,
            double[] vols,
            double[] spotPrices,
            double[] correlations,
            bool preciseTimeMode,
            string discountCurveName,
            double timeToMaturityDays,
            string engineName)
        {
            var parameter = new SpreadOptionParameter()
            {
                ValueDate = underlying.QuotationDate.Value,
                Volatilities = vols.ToArray(),
                SpotPrices = new Dictionary<string, double>(),
                Correlations = correlations.ToArray(),
                HasNightMarket = variety?.HasNightMarket ?? false,
                PreciseTimeMode = preciseTimeMode,
                EngineName = engineName
            };

            parameter.SpotPrices[underlying.UnderlyingCode] = spotPrices[0];
            parameter.SpotPrices[trade.trade_spread_option.UnderlyingAssetCode2] = spotPrices[1];
            if (spotPrices.Length >= 3)
            {
                parameter.SpotPrices[trade.trade_spread_option.UnderlyingAssetCode3] = spotPrices[2];
            }
            if (spotPrices.Length == 4)
            {
                parameter.SpotPrices[trade.trade_spread_option.UnderlyingAssetCode4] = spotPrices[3];
            }

            if (!double.IsNaN(timeToMaturityDays))
            {
                parameter.OverrideTTM = timeToMaturityDays;
            }

            if (string.IsNullOrWhiteSpace(discountCurveName))
            {
                parameter.RiskFreeRate = trade.NoRiskRate ?? (valuedateBLL.RiskFreeRate / 100.0);
            }
            else
            {
                parameter.DiscountCurveName = discountCurveName;
            }
            parameter.DividendRate = trade.DividendRate ?? 0;
            return parameter;
        }

        private static ParameterBase CreateSyntheticNormalSpreadOptionParameter(
            trade trade,
            underlying_manager underlying,
            Variety variety,
            double[] vols,
            double[] spotPrices,
            bool preciseTimeMode,
            string discountCurveName,
            double timeToMaturityDays,
            string engineName)
        {
            var parameter = new SyntheticNormalSpreadOptionParameter()
            {
                ValueDate = underlying.QuotationDate.Value,
                Volatility = vols[0],
                SpotPrices = new Dictionary<string, double> { { underlying.UnderlyingCode, spotPrices[0] } },
                HasNightMarket = variety?.HasNightMarket ?? false,
                PreciseTimeMode = preciseTimeMode,
                EngineName = engineName
            };

            if (!double.IsNaN(timeToMaturityDays))
            {
                parameter.OverrideTTM = timeToMaturityDays;
            }

            if (string.IsNullOrWhiteSpace(discountCurveName))
            {
                parameter.RiskFreeRate = trade.NoRiskRate ?? (valuedateBLL.RiskFreeRate / 100.0);
            }
            else
            {
                parameter.DiscountCurveName = discountCurveName;
            }
            parameter.DividendRate = trade.DividendRate ?? 0;
            return parameter;
        }


        private static ParameterBase CreateDoubleSharkFinOptionParameter(
            trade trade,
            underlying_manager underlying,
            Variety variety,
            double[] vols,
            double[] spotPrices,
            bool preciseTimeMode,
            string discountCurveName,
            double timeToMaturityDays,
            string engineName)
        {
            var parameter = new DoubleSharkFinOptionParameter()
            {
                ValueDate = underlying.QuotationDate.Value,
                Volatility = vols[0],
                SpotPrices = new Dictionary<string, double> { { underlying.UnderlyingCode, spotPrices[0] } },
                HasNightMarket = variety?.HasNightMarket ?? false,
                PreciseTimeMode = preciseTimeMode,
                EngineName = engineName
            };

            if (!double.IsNaN(timeToMaturityDays))
            {
                parameter.OverrideTTM = timeToMaturityDays;
            }

            if (string.IsNullOrWhiteSpace(discountCurveName))
            {
                parameter.RiskFreeRate = trade.NoRiskRate ?? (valuedateBLL.RiskFreeRate / 100.0);
            }
            else
            {
                parameter.DiscountCurveName = discountCurveName;
            }
            parameter.DividendRate = trade.DividendRate ?? 0;
            return parameter;
        }

        private static ParameterBase CreateAutocallOptionParameter(
            trade trade,
            underlying_manager underlying,
            Variety variety,
            double[] vols,
            double[] spotPrices,
            bool preciseTimeMode,
            string discountCurveName,
            double timeToMaturityDays,
            string engineName)
        {
            var parameter = new AutocallParameter()
            {
                ValueDate = underlying.QuotationDate.Value,
                Volatility = vols[0],
                SpotPrices = new Dictionary<string, double> { { underlying.UnderlyingCode, spotPrices[0] } },
                HasNightMarket = variety?.HasNightMarket ?? false,
                PreciseTimeMode = preciseTimeMode,
                EngineName = engineName
            };

            if (!double.IsNaN(timeToMaturityDays))
            {
                parameter.OverrideTTM = timeToMaturityDays;
            }

            if (string.IsNullOrWhiteSpace(discountCurveName))
            {
                parameter.RiskFreeRate = trade.NoRiskRate ?? (valuedateBLL.RiskFreeRate / 100.0);
            }
            else
            {
                parameter.DiscountCurveName = discountCurveName;
            }
            parameter.DividendRate = trade.DividendRate ?? 0;
            return parameter;
        }

        private static ParameterBase CreateSnowballOptionParameter(
            trade trade,
            underlying_manager underlying,
            Variety variety,
            double[] vols,
            double[] spotPrices,
            bool preciseTimeMode,
            string discountCurveName,
            double timeToMaturityDays,
            string engineName)
        {
            var parameter = new SnowballParameter()
            {
                ValueDate = underlying.QuotationDate.Value,
                Volatility = vols[0],
                SpotPrices = new Dictionary<string, double> { { underlying.UnderlyingCode, spotPrices[0] } },
                HasNightMarket = variety?.HasNightMarket ?? false,
                PreciseTimeMode = preciseTimeMode,
                EngineName = engineName
            };

            if (!double.IsNaN(timeToMaturityDays))
            {
                parameter.OverrideTTM = timeToMaturityDays;
            }

            if (string.IsNullOrWhiteSpace(discountCurveName))
            {
                parameter.RiskFreeRate = trade.NoRiskRate ?? (valuedateBLL.RiskFreeRate / 100.0);
            }
            else
            {
                parameter.DiscountCurveName = discountCurveName;
            }
            parameter.DividendRate = trade.DividendRate ?? 0;
            return parameter;
        }

        private static ParameterBase CreateRangeAccrualParameter(trade trade,
            underlying_manager underlying,
            Variety variety,
            double[] vols,
            double[] spotPrices,
            string fixing,
            bool preciseTimeMode,
            string discountCurveName,
            double timeToMaturityDays,
            string engineName)
        {
            var parameter = new RangeAccrualParameter()
            {
                ValueDate = underlying.QuotationDate.Value,
                Volatility = vols[0],
                SpotPrices = new Dictionary<string, double> { { underlying.UnderlyingCode, spotPrices[0] } },
                Fixings = fixing,
                HasNightMarket = variety?.HasNightMarket ?? false,
                PreciseTimeMode = preciseTimeMode,
                EngineName = engineName
            };

            if (!double.IsNaN(timeToMaturityDays))
            {
                parameter.OverrideTTM = timeToMaturityDays;
            }

            if (string.IsNullOrWhiteSpace(discountCurveName))
            {
                parameter.RiskFreeRate = trade.NoRiskRate ?? (valuedateBLL.RiskFreeRate / 100.0);
            }
            else
            {
                parameter.DiscountCurveName = discountCurveName;
            }
            parameter.DividendRate = trade.DividendRate ?? 0;
            return parameter;
        }

        private static ParameterBase CreateAirbagParameter(trade trade,
            underlying_manager underlying,
            Variety variety,
            double[] vols,
            double[] spotPrices,
            bool preciseTimeMode,
            string discountCurveName,
            double timeToMaturityDays,
            string engineName)
        {
            var parameter = new AirbagParameter()
            {
                ValueDate = underlying.QuotationDate.Value,
                Volatility = vols[0],
                SpotPrices = new Dictionary<string, double> { { underlying.UnderlyingCode, spotPrices[0] } },
                HasNightMarket = variety?.HasNightMarket ?? false,
                PreciseTimeMode = preciseTimeMode,
                EngineName = engineName
            };

            if (!double.IsNaN(timeToMaturityDays))
            {
                parameter.OverrideTTM = timeToMaturityDays;
            }

            if (string.IsNullOrWhiteSpace(discountCurveName))
            {
                parameter.RiskFreeRate = trade.NoRiskRate ?? (valuedateBLL.RiskFreeRate / 100.0);
            }
            else
            {
                parameter.DiscountCurveName = discountCurveName;
            }
            parameter.DividendRate = trade.DividendRate ?? 0;
            return parameter;
        }

        private static ParameterBase CreateUnderlyingEnhanceParameter(trade trade,
            underlying_manager underlying,
            Variety variety,
            double[] vols,
            double[] spotPrices,
            bool preciseTimeMode,
            string discountCurveName,
            double timeToMaturityDays,
            string engineName)
        {
            var parameter = new UnderlyingEnhanceParameter()
            {
                ValueDate = underlying.QuotationDate.Value,
                Volatility = vols[0],
                SpotPrices = new Dictionary<string, double> { { underlying.UnderlyingCode, spotPrices[0] } },
                HasNightMarket = variety?.HasNightMarket ?? false,
                PreciseTimeMode = preciseTimeMode,
                EngineName = engineName
            };

            if (!double.IsNaN(timeToMaturityDays))
            {
                parameter.OverrideTTM = timeToMaturityDays;
            }

            if (string.IsNullOrWhiteSpace(discountCurveName))
            {
                parameter.RiskFreeRate = trade.NoRiskRate ?? (valuedateBLL.RiskFreeRate / 100.0);
            }
            else
            {
                parameter.DiscountCurveName = discountCurveName;
            }
            parameter.DividendRate = trade.DividendRate ?? 0;
            return parameter;
        }

        private static ParameterBase CreateAccumulatorOptionParameter(
          trade trade,
          underlying_manager underlying,
          Variety variety,
          double[] vols,
          double[] spotPrices,
          bool preciseTimeMode,
          string discountCurveName,
          double timeToMaturityDays,
          string engineName)
        {
            var parameter = new AccumulatorOptionParameter()
            {
                ValueDate = underlying.QuotationDate.Value,
                Volatility = vols[0],
                SpotPrices = new Dictionary<string, double> { { underlying.UnderlyingCode, spotPrices[0] } },
                HasNightMarket = variety?.HasNightMarket ?? false,
                PreciseTimeMode = preciseTimeMode,
                EngineName = engineName
            };

            if (!double.IsNaN(timeToMaturityDays))
            {
                parameter.OverrideTTM = timeToMaturityDays;
            }

            if (string.IsNullOrWhiteSpace(discountCurveName))
            {
                parameter.RiskFreeRate = trade.NoRiskRate ?? (valuedateBLL.RiskFreeRate / 100.0);
            }
            else
            {
                parameter.DiscountCurveName = discountCurveName;
            }
            parameter.DividendRate = trade.DividendRate ?? 0;
            return parameter;
        }
        private static ParameterBase CreateUnderlyingProductParameter(underlying_manager underlying, double[] spotPrices)
        {
            return new ParameterBase()
            {
                SpotPrices = new Dictionary<string, double> { { underlying.UnderlyingCode, spotPrices[0] } }
            };
        }

        public static ParameterBase CreateUserDefinedStrucutreParameter(trade trade, underlying_manager underlying, Variety variety, double[] vols, double[] spotPrices, bool preciseTimeMode, string discountCurveName, bool useDraftCode = false)
        {
            var parameter = new UserDefinedOptionParameter()
            {
                ValueDate = underlying.QuotationDate.Value,
                Volatility = vols[0],
                SpotPrices = new Dictionary<string, double> { { underlying.UnderlyingCode, spotPrices[0] } },
                HasNightMarket = variety?.HasNightMarket ?? false,
                PreciseTimeMode = preciseTimeMode,
                UseDraftCode = useDraftCode
            };

            if (string.IsNullOrWhiteSpace(discountCurveName))
            {
                parameter.RiskFreeRate = trade.NoRiskRate ?? (valuedateBLL.RiskFreeRate / 100.0);
            }
            else
            {
                parameter.DiscountCurveName = discountCurveName;
            }

            parameter.DividendRate = trade.DividendRate ?? 0;
            return parameter;
        }

        public static ParameterBase CreateTradeCashParameter(trade trade, underlying_manager underlying)
        {
            var parameter = new CashFlowTradeParameter()
            {
                ValueDate = underlying.QuotationDate.Value,
                SpotPrices = new Dictionary<string, double> { { "", 0 } },
                RiskFreeRate = trade.NoRiskRate ?? 0.0,
            };

            parameter.DividendRate = trade.DividendRate ?? 0;
            return parameter;
        }
    }
}