using Qdp.ComputeService.Data.CommonModels.MarketInfos;
using Qdp.Foundation.Implementations;
using Qdp.Pricing.Base.Utilities;
using Qdp.Pricing.Ecosystem.Utilities;
using Qdp.Pricing.Library.Common.MathMethods.VolTermStructure;
using System.Diagnostics;
using YLErp.Configuration;
using YLErp.Models;
using YLErp.QdpModule.Constants;

namespace YLErp.QdpModule
{
    /// <summary>
    /// VolSurface构建器
    /// </summary>
    public class VolSurfaceBuilder
    {
        /// <summary>
        /// 
        /// </summary>
        public string volSurfaceName { get; set; }

        /// <summary>
        /// 默认使用MoneynessVol
        /// </summary>
        public string volSurfaceType { get; set; } = "MoneynessVol";

        /// <summary>
        /// 默认使用BiLinear
        /// </summary>
        public string interpolation { get; set; } = ConsVolMethod.BiLinear;

        /// <summary>
        /// 默认使用PS.Config.ErpElement.VolSurfaceKeyDateShift
        /// </summary>
        public VolSurfaceKeyDateShiftEnum volSurfaceKeyDateShift { get; set; }

        /// <summary>
        /// 默认使用PS.Config.ErpElement.VolSurfaceTermExcludeEndDate
        /// </summary>
        public bool excludeEndDate { get; set; }

        public VolSurfaceVector vector { get; set; }

        public VolSurfaceBuilder()
        {
            //默认值不要随意更改
            volSurfaceKeyDateShift = PS.Config.ErpElement.VolSurfaceKeyDateShift;
            excludeEndDate = PS.Config.ErpElement.VolSurfaceTermExcludeEndDate;
        }

        /// <summary>
        /// 
        /// </summary>
        public VolSurfaceBuilder SetVectors(IEnumerable<SingleVol> volTable, double addVol = 0, bool isAddVolPercent = true)
        {
            vector = VolSurfaceVector.Create(volTable, addVol, isAddVolPercent);
            return this;
        }

        /// <summary>
        /// 
        /// </summary>
        public VolSurfaceWrap Build(Date date)
        {
            if (date is null)
            {
                throw new ArgumentNullException(nameof(date));
            }

            if (string.IsNullOrEmpty(volSurfaceName))
            {
                throw new Exception("volSurfaceName不能为空");
            }

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

            Debug.Assert(vector.expires != null);
            Debug.Assert(vector.strikes != null);
            Debug.Assert(vector.vols != null);

            if (string.IsNullOrWhiteSpace(volSurfaceType))
            {
                volSurfaceType = "MoneynessVol";
            }
            else
            {
                volSurfaceType = string.Equals("MoneynessVol", volSurfaceType, StringComparison.OrdinalIgnoreCase) ? "MoneynessVol" : "StrikeVol";
            }

            if (string.IsNullOrWhiteSpace(interpolation))
            {
                interpolation = ConsVolMethod.BiLinear;
            }

            var dates = QdpHelper.ConvertTenorsToDates(date, vector.expires, volSurfaceKeyDateShift, excludeEndDate);
            var volSurface = new VolSurfMktData(volSurfaceName, dates.ToArray(), vector.strikes, vector.vols, interpolation, volSurfaceType);
            var surface = volSurface.ToImpliedVolSurface(date, dc: BLL.valuedateBLL.SystemDate.CurveDayCount?.TrimToNull() ?? "Bus244");
            return new VolSurfaceWrap
            {
                VolSurface = surface,
                VolSurfaceName = volSurfaceName,
                ValueDate = date.DateTime.ToString("yyyy-MM-dd")
            };
        }

        public VolSurfaceWrap Build(DateTime date)
        {
            return Build(new Date(date.Date));
        }

        /// <summary>
        /// 
        /// </summary>
        /// <param name="date"></param>
        /// <returns></returns>
        public VolSurfaceWrap Build(string date)
        {
            var wrap = Build(date.ToDate());
            wrap.ValueDate = date;
            return wrap;
        }
    }

    /// <summary>
    /// VolSurface构建结果包装
    /// </summary>
    public class VolSurfaceWrap
    {
        public string ValueDate { get; set; }

        public ImpliedVolSurface VolSurface { get; set; }

        public string VolSurfaceName { get; set; }
    }
}