namespace YLErp.Modules.VolatilityModule
{
    /// <summary>
    /// 交易对冲波动率数据提供
    /// </summary>
    public class TradeHedgeVolProvider
    {
        readonly DateTime _valueDate;

        Dictionary<int, double?> _dicData;

        public TradeHedgeVolProvider(DateTime valueDate)
        {
            _valueDate = valueDate.Date;
        }

        /// <summary>
        /// 如果设为true程序内部将不会再进行数据初始化,
        /// 这样做的目的是为了少量数据获取时避免初始化带来的性能损失
        /// </summary>
        public bool Initialized { get; set; }

        private void Initialize()
        {
            if (_dicData != null)
            {
                return;
            }

            lock (this)
            {
                if (_dicData != null)
                {
                    return;
                }

                if (Initialized)
                {
                    _dicData = new Dictionary<int, double?>();
                }
                else
                {
                    //只取3个月以内的
                    var startDate = _valueDate.AddMonths(-3);

                    using (var db = DbContextFactory.GetYLDbContext())
                    {
                        var query1 = from a in db.trade_hedge_vol
                                     where a.ValueDate > startDate && a.ValueDate <= _valueDate
                                     group a by a.TradeId into g
                                     select new { TradeId = g.Key, ValueDate = g.Max(n => n.ValueDate) };

                        var query2 = from a in query1
                                     join b in db.trade_hedge_vol on a equals new { b.TradeId, b.ValueDate }
                                     select new { b.TradeId, b.TradeSavedVol };

                        _dicData = query2.ToDictionary(n => n.TradeId, m => (double?)m.TradeSavedVol);
                    }
                }
            }
        }

        public bool TryGetVol(int tradeId, out double vol)
        {
            Initialize();

            if (!_dicData.TryGetValue(tradeId, out var dvol) && tradeId > 0)
            {
                using (var db = DbContextFactory.GetYLDbContext())
                {
                    _dicData[tradeId] = dvol = db.trade_hedge_vol
                            .Where(v => v.TradeId == tradeId && v.ValueDate <= _valueDate)
                            .OrderByDescending(v => v.ValueDate).Select(n => (double?)n.TradeSavedVol).FirstOrDefault();
                }
            }

            if (dvol.HasValue)
            {
                vol = dvol.Value;
                return true;
            }

            vol = 0;
            return false;
        }
    }
}