using Qdp.Pricing.Base.Implementations;
using YLErp.Abstract;
using YLErp.Abstract.DataProviders;
using YLErp.Enums;
using YLErp.Modules.CalculationModule;
using YLErp.Modules.CalculationModule.Abstract;
using YLErp.Modules.DataProviderModule;
using YLErp.Modules.TradeRiskCalcModule.TaskRunner;

namespace YLErp.Modules.TradeRiskCalcModule
{
    class InnerOptionValueCalcContext : OptionValueCalcContext
    {
        public InnerOptionValueCalcContext(DateTime valueDate, IOtcTradeValueCalcContext baseContext)
            : base(valueDate, baseContext)
        {

        }

        public InnerOptionValueCalcContext(string volType, bool isEodCalc, DateTime valueDate, double sysRiskFreeRate, IOptionCalcDataProvider dataProvider)
            : base(volType, isEodCalc, valueDate, sysRiskFreeRate, dataProvider)
        {

        }

        public override bool IsPreciseTimeMode => true;

        public override string GetFixingString(OtcTradeBase trade, trade_asian_option asianOption, double spotPrice)
        {
            var fixing = AsiaOptionProvider.Default.GetFixingString(ValueDate, trade, asianOption);

            if (CalcScenario == CalcScenarioEnum.RealtimeRisk && IsPreciseTimeMode)
            {
                //修复实时计算中fixing最后一天的价格不是实时价格
                fixing = FixingService.AddOrReplaceLastDateSpotPrice(fixing, ValueDate, spotPrice);
            }

            if(PS.Config.Is润和 && DateTime.Now.Hour < 15)
            {
                var index = fixing.IndexOf(ValueDate.ToString("yyyy-MM-dd"));
                if (index >= 0)
                {
                    fixing = fixing.Remove(index).TrimEnd(';');
                }
            }

            return fixing;
        }
    }

    /// <summary>
    /// 上一交易日期权估值计算上下文
    /// </summary>
    class YdOptionCalculateContext : InnerOptionValueCalcContext
    {
        readonly ITradeHisDataProvider _ydTradeHisDataProvider;

        public YdOptionCalculateContext(DateTime valueDate, IOtcTradeValueCalcContext baseContext,
            IEodPriceProvider eodPriceProvider, ITradeHisDataProvider ydTradeHisDataProvider, SettlementTypeEnum settlementType)
            : base(valueDate, baseContext)
        {
            if (eodPriceProvider is null)
            {
                throw new ArgumentNullException(nameof(eodPriceProvider));
            }

            DataProvider = new OptionCalcDataProvider(baseContext.DataProvider)
            {
                UnderlyingPriceProvider = new EodPriceProviderWrap(eodPriceProvider, settlementType)
            };

            _ydTradeHisDataProvider = ydTradeHisDataProvider ?? throw new ArgumentNullException(nameof(ydTradeHisDataProvider));

            CalcDeltaT1 = false;
        }

        public override bool IsPreciseTimeMode => false;

        public override PricingRequest GetPricingRequest(OtcTradeBase trade)
        {
            if (CalcScenario == CalcScenarioEnum.RealtimeRisk
                && !string.IsNullOrEmpty(PS.Config.ErpElement.RealtimeRisk_SkipTradeTypes)
                && PS.Config.ErpElement.RealtimeRisk_SkipTradeTypes.Contains(trade.TradeType))
            {
                return PricingRequest.None;
            }

            return PricingRequest.Pv;
        }

        /// <summary>
        /// 获取交易的无风险利率
        /// </summary>
        public override double GetRiskFreeRate(OtcTradeBase trade)
        {
            return _ydTradeHisDataProvider.GetNoRiskRate(trade.id) ?? trade.NoRiskRate ?? SysRiskFreeRate;
        }

        /// <summary>
        /// 获取交易的分红率
        /// </summary>
        public override double GetDividendRate(OtcTradeBase trade)
        {
            return _ydTradeHisDataProvider.GetDividendRate(trade.id) ?? GetRiskFreeRate(trade);
        }

        public override string ToString()
        {
            return base.ToString() + "--" + DataProvider.UnderlyingPriceProvider.ToString();
        }
    }
}