namespace YLErp.Modules.VolatilityModule
{
    /// <summary>
    /// 光证波动率数据提供
    /// </summary>
    public class VarietyVolProvider
    {
        readonly DateTime _valueDate;

        Dictionary<int, double?> _dicData;

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

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

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

                //只取3个月以内的
                var startDate = _valueDate.AddMonths(-3);

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

                    var query2 = from a in query1
                                 join b in db.variety_vol on a equals new { b.VarietyId, b.ValueDate }
                                 select new { b.VarietyId, b.Vol };

                    _dicData = query2.ToDictionary(n => n.VarietyId, m => (double?)m.Vol);
                }
            }
        }

        public bool TryGetVol(int varietyId, out double vol)
        {
            vol = 0;

            if (varietyId < 1)
            {
                return false;
            }

            Initialize();

            if (!_dicData.TryGetValue(varietyId, out var dvol))
            {
                using (var db = DbContextFactory.GetYLDbContext())
                {
                    _dicData[varietyId] = dvol = db.variety_vol
                            .Where(v => v.VarietyId == varietyId && v.ValueDate <= _valueDate)
                            .OrderByDescending(v => v.ValueDate).Select(n => (double?)n.Vol).FirstOrDefault();
                }
            }

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

            return false;
        }

        public bool TryGetVol(string underlyingCode, out double vol)
        {
            vol = 0;

            if (string.IsNullOrWhiteSpace(underlyingCode))
            {
                return false;
            }

            var un = DataCacheProvider.GetUnderlyingDataSource().GetData(underlyingCode);

            if (un != null)
            {
                return TryGetVol(un.UnderlyingTypeId, out vol);
            }

            return false;
        }
    }
}