using System.Linq.Expressions;
using YLErp.BLL.Hedge;
using YLErp.Modules.CalculationModule;
using YLErp.Modules.CalculationModule.Abstract;
using YLErp.Modules.DataProviderModule;
using YLErp.Modules.EodModule;

namespace YLErp.Modules.ExchangeOptionTradeModule
{
    /// <summary>
    /// 日终场内期权风险计算服务
    /// </summary>
    public class EodExchangeOptionRiskCalcService : YLBaseService
    {
        private EodPriceProvider _eodPriceProvider = null;

        EodExchangeOptionPriceProvider _eodExchangeOptionProvider;

        public EodExchangeOptionRiskCalcService(OptUserInfo userInfo) : base(userInfo)
        {

        }

        public EodExchangeOptionRiskCalcService(YLBaseService baseService) : base(baseService)
        {

        }

        /// <summary>
        /// 取结算日期的场内期权收盘持仓数据并进行风险计算
        /// </summary>
        /// <typeparam name="T">EodTradePositionBase</typeparam>
        /// <param name="valueDate">结算日期</param>
        /// <param name="volType">波动率类型</param>
        /// <param name="predicate">数据过滤预测</param>
        public IEnumerable<HedgePnl> CalculateEodRisk<T>(DateTime valueDate, string volType, bool useClosePrice, Expression<Func<T, bool>> predicate = null)
            where T : EodTradePosition
        {
            if (volType is null)
            {
                throw new ArgumentNullException(nameof(volType));
            }

            predicate = predicate == null
                ? PredicateBuilder.Create<T>(p => p.TradeType == "场内期权")
                : PredicateBuilder.Create<T>(p => p.TradeType == "场内期权").And(predicate);

            var oldHoldPosition = new EodSettlementService(this).GetEodTradePosition(valueDate, predicate);

            if (_eodPriceProvider == null || _eodPriceProvider.ValueDate != valueDate)
            {
                _eodPriceProvider = new EodPriceProvider(valueDate);
                _eodExchangeOptionProvider = new EodExchangeOptionPriceProvider(valueDate, useClosePrice);
            }

            var priceProvider = _eodPriceProvider.GetPriceProvider(useClosePrice ? SettlementTypeEnum.ClosePrice : SettlementTypeEnum.SettlePrice);

            var context =
                new HedgePnlCalcContext(Enums.CalcScenarioEnum.EodSettlement, valueDate, volType, true, priceProvider
                , _eodPriceProvider.GetPriceProvider(SettlementTypeEnum.SettlePrice), _eodExchangeOptionProvider, OptUser)
                {
                    ExchangeOptionPriceUseFlag = PS.Config.ErpElement.ExchangeOptionSettleByPrice
                        ? ExchangeOptionPriceUseFlag.CalcPv : ExchangeOptionPriceUseFlag.None
                };

            return new HedgePnlCalc(context).Calculate(null, oldHoldPosition);
        }
    }
}