using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using MarketData.DataAccess;
using MarketData.Utils;

namespace MarketData.ValueAtRisk
{
  public class HistoricalVaR
  {
    private int returnDays = 1;

    private HistoricalVaR()
    {
    }
    public static VaRResult GetVaR(PortfolioHoldings portfolioHoldings, double percentile,int returnDays=1)
    {
      VaRResult varResult=new VaRResult();

      if (portfolioHoldings == null || portfolioHoldings.Count == 0)
      {
          varResult.Success = false;
          varResult.Message = "Portfolio is null or empty.";
          return varResult;
      }      

// Determine the minimum common price history across holdings
      int minPriceCount = int.MaxValue;

      for (int i = 0; i < portfolioHoldings.Count; i++)
      {
          int count = portfolioHoldings[i].Prices.Count;
          if (count < minPriceCount)
              minPriceCount = count;
      }

      // Enforce minimum observation requirement (optional but recommended)
      if (minPriceCount < 30)   // or whatever threshold you prefer
      {
          varResult.Success = false;
          varResult.Message = $"Insufficient common price history ({minPriceCount} observations).";
          return varResult;
      }

      // Truncate all holdings to the common window
      for (int i = 0; i < portfolioHoldings.Count; i++)
      {
          if (portfolioHoldings[i].Prices.Count > minPriceCount)
          {
              portfolioHoldings[i].Prices = new MarketDataModel.Prices(portfolioHoldings[i].Prices.Skip(portfolioHoldings[i].Prices.Count - minPriceCount).ToList());
          }
      }

// Calculate total market value and then calculate the weightings of each holding
      double marketValue = portfolioHoldings.GetMarketValue();
      if (marketValue == 0)
      {
          varResult.Success = false;
          varResult.Message = "Portfolio market value is zero.";
          return varResult;
      }

      for (int index = 0; index < portfolioHoldings.Count; index++)
      {
        PortfolioHolding portfolioHolding = portfolioHoldings[index];
        portfolioHolding.Weight = portfolioHolding.MarketValue / marketValue;
      }
// Calculate the weighted returns for the observation period
      portfolioHoldings.SetReturnDays(returnDays);
//      int numReturns=portfolioHoldings[0].Returns.Length;
      int numReturns = portfolioHoldings.Min(p => p.Returns.Length);      
      WeightedReturnsWithContribution weightedReturnsWithContrbution=new WeightedReturnsWithContribution();
      for (int index = 0; index < numReturns; index++)
      {
        for (int portfolioIndex = 0; portfolioIndex < portfolioHoldings.Count; portfolioIndex++)
        {
          PortfolioHolding portfolioHolding = portfolioHoldings[portfolioIndex];
          WeightedReturn weightedReturn=new WeightedReturn(portfolioHolding.Symbol,portfolioHolding.Prices[index].Date,portfolioHolding.Returns[index] * portfolioHolding.Weight);
          weightedReturnsWithContrbution.Add(index,weightedReturn);
        }
      }
      double[] weightedReturns=weightedReturnsWithContrbution.GetWeightedReturns();
      List<Contributions> contributionsList=weightedReturnsWithContrbution.GetContributions();
// Organize the weighted returns into bins so we can access the nth percentile rank
// The VaR nth percentile VaR is simply the weighted return at the given rank (i.e.) 90%, 95%, 99% within the bin
// The VaR result will be a negative percent and negative amount to show that this is a loss.  We display this as a positive number so we need to take the absolute value of the result
// ** To Do ** bring out the contributors to VaR at the given rank.
      BinManager<Contributions> binManager = new BinManager<Contributions>();
      BinResult<Contributions> binResult=binManager.GetVaRReturn(weightedReturns,contributionsList,percentile);
      Contributions contributions=binResult.Item;
      if(null==contributions){varResult.Success=false;return varResult;}
      Dictionary<String,PortfolioHolding> portfolioHoldingsBySymbol=new Dictionary<String,PortfolioHolding>();
      foreach(PortfolioHolding portfolioHolding in portfolioHoldings){if(!portfolioHoldingsBySymbol.ContainsKey(portfolioHolding.Symbol))portfolioHoldingsBySymbol.Add(portfolioHolding.Symbol,portfolioHolding);}
      foreach(Contribution contribution in contributions)
      {
        if(!portfolioHoldingsBySymbol.ContainsKey(contribution.Symbol))continue;
        portfolioHoldingsBySymbol[contribution.Symbol].Contribution=contribution.ContributionValue;
        portfolioHoldingsBySymbol[contribution.Symbol].ContributionDate=contribution.AnalysisDate;
      }
      return new VaRResult(binResult.Value, marketValue * binResult.Value);
    }
    public int ReturnDays
    {
      get { return returnDays; }
      set { returnDays = value; }
    }
  }
}