namespace YLErp.Modules.VolatilityModule
{
    /// <summary>
    /// 波动率取值请求
    /// </summary>
    public class SingleVolReq
    {
        public SingleVolReq()
        {

        }

        public SingleVolReq(OtcTrade trade, underlying_manager udm)
        {
            if (trade is null)
            {
                throw new ArgumentNullException(nameof(trade));
            }

            if (udm is null)
            {
                throw new ArgumentNullException(nameof(udm));
            }

            VolType = trade.VolType;
            Strike = trade.Strike ?? 0;
            SpotPrice = trade.SpotPrice ?? 0;
            TradeDate = trade.TradeDate.Value;
            ExerciseDate = trade.ExerciseDate.Value;
            IsMoneynessOption = trade.IsMoneynessOption;
            CallPut = trade.CallPut;

            UnderlyingId = udm.id;
            UnderlyingCode = udm.UnderlyingCode;
            UnderlyingName = udm.UnderlyingName;
            UnderlyingTypeId = udm.UnderlyingTypeId;
        }

        /// <summary>
        /// 取波动率时宏源这样的多团队需要赋值此字段
        /// </summary>
        public string UserGroup { get; set; }

        //--------------------------------------
        // trade
        //--------------------------------------

        public string VolType { get; set; }

        /// <summary>
        /// 行权价
        /// </summary>
        public double Strike { get; set; }

        /// <summary>
        /// 标的价格
        /// </summary>
        public double SpotPrice { get; set; }

        /// <summary>
        /// 成交日(波动率的日期取这个日期)
        /// </summary>
        public DateTime TradeDate { get; set; }

        /// <summary>
        /// 行权日
        /// </summary>
        public DateTime ExerciseDate { get; set; }

        /// <summary>
        /// 是否相对行权价(是|其它值)
        /// </summary>
        public string IsMoneynessOption { get; set; }

        /// <summary>
        /// [skew]CallPut
        /// </summary>
        public string CallPut { get; set; }

        //--------------------------------------
        // underlying
        //--------------------------------------

        /// <summary>
        /// 标的ID
        /// </summary>
        public int UnderlyingId { get; set; }

        /// <summary>
        /// 标的代码
        /// </summary>
        public string UnderlyingCode { get; set; }

        /// <summary>
        /// 标的名称
        /// </summary>
        public string UnderlyingName { get; set; }

        /// <summary>
        /// [skew]品种ID
        /// </summary>
        public int UnderlyingTypeId { get; set; }

        //--------------------------------------
        // skew
        //--------------------------------------

        /// <summary>
        /// [skew]BaseVol
        /// </summary>
        public double? BaseVol { get; set; }

        /// <summary>
        /// [skew]BidVar
        /// </summary>
        public int? BidVar { get; set; }

        /// <summary>
        /// [skew]AskVar
        /// </summary>
        public int? AskVar { get; set; }

        //--------------------------------------
        // vols
        //--------------------------------------

        public Abstract.IVolatility Vols { get; set; }
    }
}