using YLErp.QdpModule.Constants;

namespace YLErp.QdpModule
{
    /// <summary>
    /// 正常的波动率曲面初始化类
    /// </summary>
    public class NormalVolSurfaceInitializer : IVolSurfaceInitializer
    {
        public void InitializeMarketProxy(VolSurfaceInitParams initParams)
        {
            var marketProxy = QdpMarketManager.Instance.GetPrebuiltMarketProxy(initParams.userId);
            InitializeMarketProxy(marketProxy, initParams);
        }

        public void InitializeMarketProxy(IQdpMarketProxy marketProxy, VolSurfaceInitParams initParams)
        {
            if (string.IsNullOrWhiteSpace(initParams.valueDate))
            {
                throw new System.ArgumentException("缺少valueDate", nameof(initParams.valueDate));
            }
            marketProxy.CreateMarket(initParams.valueDate);

            var surfaceType = (initParams.volSurfaceMode != null && initParams.volSurfaceMode == "MoneynessVol") ? "MoneynessVol" : "StrikeVol";
            var volSurfaceName = initParams.volSurfaceNameKey;
            if (string.IsNullOrWhiteSpace(volSurfaceName))
            {
                volSurfaceName = QdpVolHelper.GetVolSurfaceName(initParams.UnderlyingCode);
            }
            var volSurfaceWrap = new VolSurfaceBuilder
            {
                volSurfaceName = volSurfaceName,
                volSurfaceType = surfaceType,
                interpolation = initParams.interpolation ?? ConsVolMethod.BiLinear
            }.SetVectors(initParams.vols, initParams.addVolRate, initParams.isAddVolPercent).Build(initParams.valueDate);
            marketProxy.SaveVolSurface(volSurfaceWrap);
        }
    }
}