using YLErp.Abstract;
using YLErp.Abstract.DataProviders;
using YLErp.Enums;
using YLErp.Modules.CalculationModule;
using YLErp.Modules.CalculationModule.Abstract;
using YLErp.Modules.TradeRiskCalcModule.Abstract;

namespace YLErp.Modules.TradeRiskCalcModule.TaskRunner
{
    /// <summary>
    /// 实时风险计算上下文
    /// </summary>
    public class TradeRiskCalcContext : ITradeRiskCalcContext, IErrorHandler
    {
        readonly TradeRiskCalcDataProvider _dataProvider;

        public TradeRiskCalcContext(string volType, bool isEodCalc, DateTime valueDate, DateTime preSettleDate, TradeRiskCalcDataProvider dataProvider)
        {
            VolType = volType;
            IsEodCalc = isEodCalc;
            ValueDate = valueDate;
            PreSettleDate = preSettleDate;
            //todo:多交易日历
            PreValueDate = QdpModule.QdpCalendarHelper.GetNonHolidayDefore(valueDate.AddDays(-1));
            _dataProvider = CalcCheckHelper.CheckOptionCalcDataProvider(dataProvider);
        }

        #region-----ITradeRiskCalcContext-----

        /// <summary>
        /// 估值日期
        /// </summary>
        public DateTime ValueDate { get; }

        /// <summary>
        /// 上个交易日(场外交易计算用这个)
        /// </summary>
        public DateTime PreValueDate { get; }

        /// <summary>
        /// 上个结算日(在场外交易风险计算时这个用不上)
        /// </summary>
        public DateTime PreSettleDate { get; }

        /// <summary>
        /// 波动率类型
        /// </summary>
        public string VolType { get; }

        public bool IsEodCalc { get; }

        /// <summary>
        /// 是否处于价格试算模式
        /// </summary>
        public bool TrialCalclMode { get; set; }

        /// <summary>
        /// 期权价值计算数据接口
        /// </summary>
        public IOptionCalcDataProvider OptionCalcDataProvider => _dataProvider;

        /// <summary>
        /// 上个交易日结算价接口
        /// </summary>
        public IEodPriceProvider YdEodPriceProvider => _dataProvider.YdClosePriceProvider;

        /// <summary>
        /// 上日交易历史数据接口
        /// </summary>
        public ITradeHisDataProvider YdTradeHisDataProvider => _dataProvider.YdTradeHisDataProvider;

        /// <summary>
        /// 上日持仓数据接口 
        /// </summary>
        public ITradeRiskEodPositionDataProvider YdEodPositionDataProvider => _dataProvider.YdEodPositionDataProvider;

        /// <summary>
        /// 根据期权价值计算上下文生成对冲损益计算上下文
        /// </summary>
        public IHedgePnlCalcContext CreateHedgePnlCalcContext(IOtcTradeValueCalcContext optionValueCaclContext)
        {
            return new TradeRiskHedgePnlCalcContext(optionValueCaclContext, new ExchangeTradeCommissionCalc()
                , _dataProvider.ExchangeOptionPriceProvider)
            {
                ExchangeOptionPriceUseFlag = TrialCalclMode ? ExchangeOptionPriceUseFlag.TrialCalclMode : ExchangeOptionPriceUseFlag.SetExOptionPrice
            };
        }

        /// <summary>
        /// 获取交易出入金
        /// </summary>
        public IEnumerable<trade_cash> GetTrade_Cashes(IEnumerable<int> tradeIds)
        {
            return _dataProvider.GetTrade_Cashes(tradeIds);
        }

        /// <summary>
        /// 创建场外交易计算上下文
        /// </summary>
        public IOtcTradeValueCalcContext CreateOptionValueCalcContext(double sysRiskFreeRate)
        {
            return new InnerOptionValueCalcContext(VolType, IsEodCalc, ValueDate, sysRiskFreeRate, _dataProvider)
            {
                AddingVolRate = 0,
                ErrorHandler = this,
                CalcScenario = CalcScenarioEnum.RealtimeRisk,
                CalcDeltaT1 = TradeRiskHelper.IsCalcDeltaT1()
            };
        }

        #endregion

        #region----IErrorHandler----

        List<string> _errorList;

        public bool HasError => _errorList != null && _errorList.Count > 0;

        public void AddError(string error)
        {
            if (_errorList == null)
            {
                _errorList = new List<string>();
            }
            _errorList.Add(error);
        }

        public IEnumerable<string> GetErrors()
        {
            return _errorList ?? Enumerable.Empty<string>();
        }

        #endregion
    }
}