using YLErp.BLL.Eod;
using YLErp.Modules.DataProviderModule;
using YLErp.Modules.EodModule;

namespace YLErp.Web.Controllers
{
    /// <summary>
    /// 
    /// </summary>
    public class eod_varController : BaseController
    {
        readonly YLContext db = new YLContext();
        readonly UnderlyingDataProvider _umProvider = new UnderlyingDataProvider();

        [MyAuthorize("风险控制-VaR计算")]
        public ActionResult eod_var()
        {
            ViewBag.valueDate = EodOperationBase.GetLastSettlementDate(valuedateBLL.ValueDate).ToString("yyyy-MM-dd");
            return View();
        }

        /// <summary>
        /// 历史模拟法计算VaR
        /// </summary>
        public JsonResult calcEodVaR(eod_varReq req)
        {
            var service = new EodVaRService(CurUser);
            if (req.EndValueDate == null || req.EndValueDate.Value == req.ValueDate)
            {
                service.CalcEodVaR(req);
            }
            else
            {
                var dayCount = (req.EndValueDate.Value - req.ValueDate).TotalDays;
                for (var i = 0; i <= dayCount; i++)
                {

                    if (!QdpModule.QdpCalendarHelper.IsHoliday(req.ValueDate))
                    {
                        service.CalcEodVaR(req);
                    }
                    req.ValueDate = req.ValueDate.AddDays(1);
                }
            }
            return JsonSuccess("试算成功");
        }

        /// <summary>
        /// 用简单Delta/Gamma法计算VaR
        /// </summary>
        public JsonResult calcSimpleDeltaGammaVaR(eod_varReq req)
        {
            new EodVaRService(CurUser).CalcSimpleDeltaGammaVaR(req);
            return JsonSuccess("试算成功");
        }

        public JsonResult GetEodVaR(eod_varReq req)
        {
            var results = new EodVaRService(CurUser).GetEodVaR(req);
            return Json(results);
        }
    }
}