using System.Collections.Concurrent;
using YLErp.Abstract;

namespace YLErp.Modules.DataProviderModule
{
    /// <summary>
    /// 场外期权对冲波动率提供
    /// </summary>
    public class OtcHedgingVolProvider : IDataUpdater, IJsonSerializable
    {
        readonly DateTime _valueDate;
        //使用tradeid做为主键
        readonly ConcurrentDictionary<int, double?> _dic;
        //业务操作上来说，旧的波动率不会再变更
        readonly ConcurrentDictionary<int, double?> _dicOld;

        /// <summary>
        /// 构造函数
        /// </summary>
        /// <param name="valueDate">当前结算日期</param>
        public OtcHedgingVolProvider(DateTime valueDate)
        {
            _valueDate = valueDate;
            _dic = new ConcurrentDictionary<int, double?>();
            _dicOld = new ConcurrentDictionary<int, double?>();
        }

        public string TableName => nameof(trade_hedge_vol);

        /// <summary>
        /// 获取交易波动率
        /// </summary>
        public double? GetVol(int tradeId, DateTime valueDate)
        {
            var dic = valueDate < _valueDate ? _dicOld : _dic;
            if (!dic.TryGetValue(tradeId, out double? vol))
            {
                vol = DbContextFactory.GetYLDbContext().trade_hedge_vol
                    .Where(n => n.TradeId == tradeId && n.ValueDate <= valueDate)
                    .OrderByDescending(n => n.ValueDate)
                    .Select(n => (double?)n.TradeSavedVol).FirstOrDefault();
                dic.AddOrUpdate(tradeId, vol, (n, m) => vol);
            }
            return vol;
        }

        /// <summary>
        /// 更新数据
        /// </summary>
        public void UpdateData(IEnumerable<string> updateKeyIds)
        {
            var tradeIds = DataConvert.ConvertToInt32Array(updateKeyIds);
            foreach (var tradeId in tradeIds)
            {
                _dic.TryRemove(tradeId, out _);
            }
        }

        public string ToJson()
        {
            return new { _valueDate, _dic, _dicOld }.ToJson();
        }
    }
}