using Qdp.Pricing.Base.Enums;
using System.Text.RegularExpressions;

namespace YLErp.Model
{
    public class SpreadOptionPayoff
    {
        private static Regex pattern = new Regex(@"(?<sign>[\+-]?)(?<weight>\d+(?:\.\d*)?)?([Ss])(\w+)");
        public SpreadOptionPayoff(string payoff)
        {
            this.Payoff = payoff;
            parsePayoff();
        }
        public string Payoff { get; set; }
        private SpreadType _spreadType;
        public SpreadType SpreadType { get { return _spreadType; } }
        private double[] _weights;
        public double[] Weights { get { return _weights; } }

        /**
        * TwoAssetsSpread		            max(S1-S2-K, 0)
        * ThreeAssetsSpread		        max(S1-S2-S3-K, 0)
        * ThreeAssetsSpreadBasket		    max(S1+S2-S3-K, 0)
        * FourAssetsSpread		            max(S1-S2-S3-S4-K, 0)
        * FourAssetsSpreadBasketType1		max(S1+S2-S3-S4-K, 0)
        * FourAssetsSpreadBasketType2		max(S1+S2+S3-S4-K, 0)
        */
        public void parsePayoff()
        {
            var mc = pattern.Matches(Payoff);
            if (mc.Count < 2 || mc.Count > 4)
            {
                throw new ArgumentException(String.Format("不合法的payoff: {0}", Payoff));
            }
            _spreadType = SpreadType.TwoAssetsSpread;
            if (mc.Count == 3)
            {
                var sign = mc[1].Groups["sign"].Value;
                _spreadType = "-".Equals(sign) ? SpreadType.ThreeAssetsSpread : SpreadType.ThreeAssetsSpreadBasket;

            }
            else if (mc.Count == 4)
            {
                var sign1 = mc[1].Groups["sign"].Value;
                var sign2 = mc[2].Groups["sign"].Value;
                if ("-".Equals(sign1))
                {
                    _spreadType = SpreadType.FourAssetsSpread;
                }
                else if ("-".Equals(sign2))
                {
                    _spreadType = SpreadType.FourAssetsSpreadBasketType1;
                }
                else
                {
                    _spreadType = SpreadType.FourAssetsSpreadBasketType2;
                }
            }

            _weights = mc.Cast<Match>().Select(m =>
            {
                var w = m.Groups["weight"].Value;
                return w.Length == 0 ? 1.0 : Double.Parse(w);
            }).ToArray<double>();
        }
    }
}