using YLErp.BLL;
using YLErp.Models;

namespace YLErp.Modules.VolatilityModule.ApiModule
{
    /// <summary>
    /// 曲面波动率提供(用于API服务)
    /// </summary>
    public class UnderlyingVolService : YLBaseService
    {
        public UnderlyingVolService(OptUserInfo userInfo) : base(userInfo)
        {

        }

        /// <summary>
        /// API获取波动率
        /// </summary>
        public List<UnderlyingVol> GetUnderlyingVolSurfaces(BatchVolatilityRequest2 request)
        {
            request.TradeVolWithBidAsk = true;

            var vols = new VolatilityQueryService(this).GetVolatilities(request, false);

            if (request.VolType != "交易")
            {
                return vols.Select(x => new UnderlyingVol()
                {
                    VolTable = x.VolTable,
                    UnderlyingCode = x.ContractCode
                }).ToList();
            }

            return vols.ToLookup(n => n.ContractCode).Select(n => new UnderlyingVol
            {
                UnderlyingCode = n.Key,
                VolTable = n.FirstOrDefault(y => y.VolType == "交易")?.VolTable,
                VolTableBid = n.FirstOrDefault(y => y.VolType == "报价Bid")?.VolTable,
                VolTableAsk = n.FirstOrDefault(y => y.VolType == "报价Ask")?.VolTable
            }).ToList();
        }

        /// <summary>
        /// API保存波动率
        /// </summary>
        public volatility SaveVolatility(volatility vol)
        {
            var targetUnderlying = underlying_managerBLL.GetByCode(vol.ContractCode);
            if (targetUnderlying != null)
            {
                vol.UnderlyingId = targetUnderlying.id;
                vol.ContractCode = targetUnderlying.UnderlyingCode;
            }

            if (string.IsNullOrEmpty(vol.Data))
            {
                throw new ServiceException("缺少VolTable");
            }

            var vols = new VolatilitySaveService(this).SaveVol(vol);
            return vols.FirstOrDefault();
        }

        public class UnderlyingVol
        {
            public string UnderlyingCode { get; set; }
            public List<SingleVol> VolTable { get; set; }
            public List<SingleVol> VolTableBid { get; set; }
            public List<SingleVol> VolTableAsk { get; set; }
        }
    }
}