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

namespace YLErp.Modules.DataProviderModule
{
    /// <summary>
    /// 场外期权开仓平仓波动率提供
    /// </summary>
    public class OtcPositionVolProvider : IDataUpdater, IJsonSerializable
    {
        readonly DateTime _valueDate;
        //使用tradeid做为主键，为当日取波动率提供服务
        readonly ConcurrentDictionary<int, IOtcTradeVolatility> _dic;
        //业务操作上来说，旧的波动率不会再变更,为上一交易日取波动率提供服务
        readonly ConcurrentDictionary<int, IOtcTradeVolatility> _dicOld;

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

        public string TableName => nameof(TradeVolatility);

        /// <summary>
        /// 获取交易波动率
        /// </summary>
        public IOtcTradeVolatility GetVol(int tradeId, DateTime valueDate)
        {
            var dic = valueDate < _valueDate ? _dicOld : _dic;
            if (!dic.TryGetValue(tradeId, out var vol))
            {
                var tradVol = DbContextFactory.GetYLDbContext().TradeVolatility
                    .Where(n => n.TradeId == tradeId && n.ValueDate <= valueDate)
                    .OrderByDescending(n => n.ValueDate)
                    .Select(n => new
                    {
                        n.NumOfSmoothingDays,
                        n.TradePositionVolatility,
                        n.TradeCloseVolatility,
                        n.IsFromTradeAdd,
                        n.ValueDate
                    }).FirstOrDefault();

                if (tradVol != null)
                {
                    vol = new OtcTradeVolatility
                    {
                        ValueDate = tradVol.ValueDate,
                        OpenVol = tradVol.TradePositionVolatility ?? 0,
                        CloseVol = tradVol.TradeCloseVolatility ?? 0,
                        SmoothingDays = tradVol.NumOfSmoothingDays ?? 0,
                        IsFirst = tradVol.IsFromTradeAdd == true
                    };
                }
                dic.AddOrUpdate(tradeId, vol, (n, m) => vol);
            }
            return vol;
        }

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

        /// <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 IOtcTradeVolatility vol);
            }
        }
    }
}