using Qdp.ComputeServiceV2.Data.CommonModels.TradeInfos;
using Qdp.Foundation.Implementations;
using Qdp.Pricing.Base.Implementations;
using Qdp.Pricing.Library.Base.Interfaces;

namespace YLErp.BLL.Calculation
{
    public class ForwardTrade : TradeBase
    {
        public ForwardTrade(string tradeId, Date tradeDate, Date startDate, Date maturityDate,
            TradeType tradeType, double notional, double price, string instrumentCode, double unWindProfit, double unWindNotional, double marginCost)
            : base(tradeId, tradeDate, startDate, maturityDate, tradeType, notional, price, new DummyForwardInstrument())
        {
            InstrumentCode = instrumentCode;
            UnWindProfit = unWindProfit;
            UnWindNotional = unWindNotional;
            MarginCost = marginCost;
        }

        public string InstrumentCode { get; private set; }

        public double UnWindProfit { get; set; }

        public double UnWindNotional { get; set; }

        public double MarginCost { get; set; }

        public string CallPut { get; set; }
    }

    /// <summary>
    /// 临时的远期Instrument，如果QDP中实现了股票Instrument，该类可以不使用
    /// </summary>
    public class DummyForwardInstrument : IInstrument
    {
        public string Id { get; }
        public string TypeName => "Forward";
        public Date StartDate { get; }
        public Date UnderlyingMaturityDate { get; }
        public DayGap SettlementGap { get; }
        public double Notional { get; set; }
    }
}