namespace YLErp.QdpModule.Constants
{
    public class ConsVolInfos
    {
        public const string 财务 = "财务"; //结算
        public const string 交易 = "交易";
        public const string 报价Bid = "报价Bid";
        public const string 报价Ask = "报价Ask";
        public const string BidAsk = "BidAsk";

        /// <summary>
        /// 波动率曲面类型
        /// </summary>
        public static readonly IReadOnlyList<string> VolTypes = new List<string> { 交易, "风控", 财务, "客户", 报价Bid, 报价Ask, "其它" }.AsReadOnly();

        public static readonly Dictionary<string, string> VolTypesFormat = new Dictionary<string, string>();

        public static readonly IReadOnlyList<string> VolTypesWithOutAB = new List<string> { 交易, "风控", 财务, "客户", "隐含", "其它" }.AsReadOnly();

        public static readonly IReadOnlyList<string> TradeVolTypes = new List<string>() { 交易, 报价Bid, 报价Ask }.AsReadOnly();

        /// <summary>
        /// 波动率模式
        /// </summary>
        public static readonly List<string> VolSurfaceModes = new List<string> { "MoneynessVol", "StrikeVol" };

        /// <summary>
        /// 波动率模式(国泰君安)
        /// </summary>
        public static readonly List<string> Gtja_VolSurfaceModes = new List<string> { "MoneynessVol" };

        /// <summary>
        /// MoneynessVol  StrikeVol
        /// </summary>
        public static Dictionary<string, string> InterpolationMethods = new Dictionary<string, string>();

        /// <summary>
        /// 日终持仓风险波动率类型
        /// </summary>
        public static List<string> VolTypesForEodTradeRisk = new List<string> { "对冲", "持仓", "开仓" };

        public const string defVolType = "交易";
        public const string defVolMode = "MoneynessVol";
        public const string defInterpolationMethod = ConsVolMethod.Default;
        public const double defVol = ConsGlobal.DefaultVol;
        public const double defOptId = -1;
        public const string defOptName = "系统";
        /// <summary>
        /// 审核波动率下限
        /// </summary>
        public const double defReviewDownLimit = 0.3;
        /// <summary>
        /// 审核波动率上限
        /// </summary>
        public const double defReviewUpLimit = 0.7;
        public static List<double> DefaultVolStrikeList = new List<double> { 2000, 2100, 2200 };
        public static readonly List<double> DefaultMoneynessVolStrikeList = new List<double> { 0.9, 0.95, 1, 1.05, 1.1 };
        public static readonly List<string> DefaultVolTenorList = new List<string> { "1D", "2M", "1Y" };
        public static readonly IEnumerable<string> subTradeVolType = new List<string> { "报价Bid", "报价Ask" }.AsReadOnly();

        static ConsVolInfos()
        {
            VolTypesFormat["交易Mid"] = 交易;
            VolTypesFormat["风控"] = "风控";
            VolTypesFormat[财务] = 财务;
            VolTypesFormat["客户"] = "客户";
            VolTypesFormat["交易Bid"] = 报价Bid;
            VolTypesFormat["交易Ask"] = 报价Ask;

            InterpolationMethods[ConsVolMethod.BiLinear] = ConsVolMethod.BiLinear;
            InterpolationMethods[ConsVolMethod.BiCubicSpline] = ConsVolMethod.BiCubicSpline;
            InterpolationMethods[ConsVolMethod.VarianceBiLinear] = ConsVolMethod.VarianceBiLinear;
            InterpolationMethods[ConsVolMethod.VarianceBiCubicSpline] = ConsVolMethod.VarianceBiCubicSpline;
        }

        /// <summary>
        /// 获取波动率类型组
        /// </summary>
        public static List<string> GetVolTypes(string volType)
        {
            if (volType == 交易)
            {
                return new List<string>() { 交易, 报价Bid, 报价Ask };
            }
            return new List<string>() { volType };
        }
    }

    /// <summary>
    /// 波动率插值方法常量
    /// </summary>
    public class ConsVolMethod
    {
        public const string BiLinear = "BiLinear";
        public const string BiCubicSpline = "BiCubicSpline";
        public const string VarianceBiLinear = "VarianceBiLinear";
        public const string VarianceBiCubicSpline = "VarianceBiCubicSpline";

        /// <summary>
        /// 默认波动率类型
        /// </summary>
        public const string Default = "BiLinear";
    }
}