using Qdp.Pricing.Base.Implementations;
using YLErp.Abstract;
using YLErp.Commons;
using YLErp.Enums;
using YLErp.QdpModule;

namespace YLErp.Modules.CalculationModule.Abstract
{
    /// <summary>
    /// 场外交易估值计算上下文接口
    /// </summary>
    public interface IOtcTradeValueCalcContext : IDisposable
    {
        /// <summary>
        /// 计算场景枚举
        /// </summary>
        CalcScenarioEnum CalcScenario { get; }

        /// <summary>
        /// 用户组
        /// </summary>
        string UserGroup { get; set; }

        /// <summary>
        /// 估值日期
        /// </summary>
        DateTime ValueDate { get; }

        /// <summary>
        /// 波动率类型
        /// </summary>
        string VolType { get; }

        bool IsEodCalc { get; }

        /// <summary>
        /// 系统全局无风险利率
        /// </summary>
        double SysRiskFreeRate { get; }

        /// <summary>
        /// 是否精确时间模式
        /// </summary>
        bool IsPreciseTimeMode { get; }

        /// <summary>
        /// 增加波动率比率
        /// </summary>
        double AddingVolRate { get; }

        /// <summary>
        /// QDP市场代理
        /// </summary>
        MarketProxy MarketProxy { get; }

        /// <summary>
        /// 数据提供者(接口实现中不能为null)
        /// </summary>
        IOptionCalcDataProvider DataProvider { get; }

        /// <summary>
        /// 错误处理接口
        /// </summary>
        IErrorHandler ErrorHandler { get; }

        /// <summary>
        /// 是否计算T+1日Delta
        /// </summary>
        bool CalcDeltaT1 { get; }

        /// <summary>
        /// 追踪
        /// </summary>
        TraceWrap Trace { get; }

        //----------------------------------------
        //方法
        //----------------------------------------

        /// <summary>
        /// 根据交易品种ID获取此交易品种是否存在夜盘
        /// </summary>
        bool HasNightMarket(int varietyId);

        /// <summary>
        /// 获取标的关联性
        /// </summary>
        double GetCorrelation(int underlyingId1, int underlyingId2);

        /// <summary>
        /// 为计算准备波动率
        /// </summary>
        bool PrepareVolatility(string qdpTradeId, OtcTradeBase trade, double spotPrice, out string[] volsurfaceNames);

        /// <summary>
        /// 获取交易的无风险利率
        /// </summary>
        double GetRiskFreeRate(OtcTradeBase trade);

        /// <summary>
        /// 获取交易的分红率
        /// </summary>
        double GetDividendRate(OtcTradeBase trade);

        /// <summary>
        /// 获取期权计算模式
        /// </summary>
        PricingRequest GetPricingRequest(OtcTradeBase trade);

        /// <summary>
        /// 为亚式期权交易获取fixing数据
        /// </summary>
        string GetFixingString(OtcTradeBase trade, trade_asian_option asianOption, double spotPrice);
    }
}