using YLErp.Abstract.DataProviders;
using YLErp.DBModels.Consts;
using YLErp.Modules.CalculationModule;
using YLErp.Modules.CalculationModule.Abstract;

namespace YLErp.Modules.TradeRiskCalcModule.TaskRunner
{
    /// <summary>
    /// 持仓风险对冲计算上下文
    /// </summary>
    class TradeRiskHedgePnlCalcContext : HedgePnlCalcContext
    {
        readonly IOtcTradeValueCalcContext _optionCalContext;

        public TradeRiskHedgePnlCalcContext(IOtcTradeValueCalcContext optionCalcContext,
            IExchangeTradeCommissionCalc tradeCommissionCalc, IPriceProvider exchangeOptionPriceProvider)
            : base(optionCalcContext, tradeCommissionCalc, exchangeOptionPriceProvider)
        {
            _optionCalContext = optionCalcContext;
        }

        /// <summary>
        /// 创建期权计算上下文对象
        /// </summary>
        public override IOtcTradeValueCalcContext CreateOptionCalculateContext()
        {
            return new OptionValueCalcContext(VolType, IsEodCalc, ValueDate
                , _optionCalContext.SysRiskFreeRate
                , _optionCalContext.DataProvider)
            {
                AddingVolRate = 0,
                ErrorHandler = ErrorHandler,
                CalcDeltaT1 = TradeRiskHelper.IsCalcDeltaT1(),
                CalcScenario = CalcScenario,
                UserGroup = ConsUserGroup.DefaultGroup
            };
        }
    }
}