using YLErp.DBModels.Helpers;
using YLErp.Modules.VolatilityModule;

namespace YLErp.Modules.PricingModule
{
    /// <summary>
    /// 反算波动率和执行价服务
    /// </summary>
    public class ReverseCalcService
    {
        /// <summary>
        /// 根据平仓单价计算隐含波动率
        /// </summary>
        public static double? GetImpliedUnWindVol(trade td, DateTime unWindDate, double unWindPrice, double underlyingPrice, bool isEod)
        {
            try
            {
                var trade = td.Clone();
                trade.TradeSinglePrice = unWindPrice;
                trade.PremiumRate = TradeHelper.GetPremiumRateByTradeSinglePrice(trade.TradeSinglePrice, trade.SpotPrice);
                trade.BuySell = "买入";
                trade.VolType = trade.BuySell == "卖出" ? "报价Bid" : "报价Ask";
                return VolatilityHelper.GetImpliedVol(unWindDate, trade, trade.TTMDays, underlyingPrice, isEod);
            }
            catch (Exception ex)
            {
                LogFactory.GetLogger("计算隐含波动率").Error("根据平仓单价计算隐含波动率出错", ex);
                throw new ServiceException("计算隐含波动率出错,平仓单价设置偏低或偏高，内部错误信息:" + ex.Message);
            }
        }
    }
}