using System;
using System.Collections.Generic;
using System.Text;
using MySql.Data.MySqlClient;
using MarketData.MarketDataModel;
using MarketData.Utils;

namespace MarketData.DataAccess
{
  public class YieldCurveDA
  {
    private YieldCurveDA()
    {
    }
    private static bool DeleteYieldCurve(YieldCurve yieldCurve, MySqlConnection sqlConnection, MySqlTransaction sqlTransaction)
    {
      String strQuery = null;
      try
      {
        StringBuilder sb = new StringBuilder();
        sb.Append("delete from yieldcurve ");
        sb.Append("where date in ").Append(SqlUtils.CreateInClauseYear(yieldCurve.GetDistinctDates()));
        strQuery = sb.ToString();
        MySqlCommand sqlCommand = new MySqlCommand(strQuery, sqlConnection, sqlTransaction);
        sqlCommand.CommandTimeout = SqlUtils.COMMAND_TIMEOUT;
        sqlCommand.ExecuteNonQuery();
				sqlCommand.Dispose();
        return true;
      }
      catch (Exception exception)
      {
        MDTrace.WriteLine(LogLevel.DEBUG,exception);
        return false;
      }
      finally
      {
      }
    }
    public static bool InsertOrUpdate(YieldCurve yieldCurve)
    {
      MySqlConnection sqlConnection = null;
      MySqlTransaction sqlTransaction = null;
      String strQuery = null;

      try
      {
        if (null == yieldCurve || 0 == yieldCurve.Count) return false;
        sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data"));
        sqlTransaction = sqlConnection.BeginTransaction(System.Data.IsolationLevel.ReadCommitted);
        DeleteYieldCurve(yieldCurve,sqlConnection,sqlTransaction);
        DateTime modified = DateTime.Now;
        for (int index = 0; index < yieldCurve.Count; index++)
        {
          YieldCurveData yieldCurveData = yieldCurve[index];
          StringBuilder sb = new StringBuilder();
          sb.Append("insert into yieldcurve(date,1mo,3mo,6mo,1yr,2yr,3yr,5yr,7yr,10yr,20yr,30yr,modified)values(");
          sb.Append(SqlUtils.AddQuotes(Utility.DateTimeToStringYYYYHMMHDD(yieldCurveData.Date))).Append(",");
          if(!double.IsNaN(yieldCurveData.Mo1))sb.Append(yieldCurveData.Mo1).Append(",");
          else sb.Append("null").Append(",");
          if(!double.IsNaN(yieldCurveData.Mo3))sb.Append(yieldCurveData.Mo3).Append(",");
          else sb.Append("null").Append(",");
          if(!double.IsNaN(yieldCurveData.Mo3))sb.Append(yieldCurveData.Mo6).Append(",");
          else sb.Append("null").Append(",");
          if(!double.IsNaN(yieldCurveData.Yr1))sb.Append(yieldCurveData.Yr1).Append(",");
          else sb.Append("null").Append(",");
          if(!double.IsNaN(yieldCurveData.Yr2))sb.Append(yieldCurveData.Yr2).Append(",");
          else sb.Append("null").Append(",");
          if(!double.IsNaN(yieldCurveData.Yr3))sb.Append(yieldCurveData.Yr3).Append(",");
          else sb.Append("null").Append(",");
          if(!double.IsNaN(yieldCurveData.Yr5))sb.Append(yieldCurveData.Yr5).Append(",");
          else sb.Append("null").Append(",");
          if(!double.IsNaN(yieldCurveData.Yr7))sb.Append(yieldCurveData.Yr7).Append(",");
          else sb.Append("null").Append(",");
          if(!double.IsNaN(yieldCurveData.Yr10))sb.Append(yieldCurveData.Yr10).Append(",");
          else sb.Append("null").Append(",");
          if(!double.IsNaN(yieldCurveData.Yr20))sb.Append(yieldCurveData.Yr20).Append(",");
          else sb.Append("null").Append(",");
          if(!double.IsNaN(yieldCurveData.Yr30))sb.Append(yieldCurveData.Yr30).Append(",");
          else sb.Append("null").Append(",");
          sb.Append(SqlUtils.AddQuotes(Utility.DateTimeToStringYYYYHMMHDD(modified)));
          sb.Append(")");
          strQuery = sb.ToString();
          MySqlCommand sqlCommand = new MySqlCommand(strQuery, sqlConnection, sqlTransaction);
          sqlCommand.CommandTimeout = SqlUtils.COMMAND_TIMEOUT;
          sqlCommand.ExecuteNonQuery();
					sqlCommand.Dispose();
        }
        sqlTransaction.Commit();
        return true;
      }
      catch (Exception exception)
      {
        MDTrace.WriteLine(LogLevel.DEBUG,exception);
        return false;
      }
      finally
      {
        if (null != sqlTransaction) sqlTransaction.Dispose();
        if (null != sqlConnection) sqlConnection.Close();
      }
    }
    public static YieldCurve GetYieldCurve(DateTime startDate, int days)
    {
      MySqlConnection sqlConnection = null;
      MySqlDataReader sqlDataReader = null;
			MySqlCommand sqlCommand=null;
      YieldCurve yieldCurve = new YieldCurve();

      String strQuery = null;

      try
      {
        StringBuilder sb = new StringBuilder();
        DateGenerator dateGenerator = new DateGenerator();
        DateTime maxHistoricalDate = dateGenerator.GenerateHistoricalDate(startDate, days * 2);
        sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data"));
        sb.Append("select date,1mo,3mo,6mo,1yr,2yr,3yr,5yr,7yr,10yr,20yr,30yr from yieldcurve ");
        sb.Append("where date<='").Append(Utility.DateTimeToStringYYYYHMMHDD(startDate)).Append("' ");
        sb.Append("and date>='").Append(Utility.DateTimeToStringYYYYHMMHDD(maxHistoricalDate)).Append("' ");
        sb.Append(" order by date desc");
        sb.Append(" limit ").Append(days);

        strQuery = sb.ToString();
        sqlCommand = new MySqlCommand(strQuery, sqlConnection);
        sqlCommand.CommandTimeout = SqlUtils.COMMAND_TIMEOUT;
        sqlDataReader = sqlCommand.ExecuteReader();
        while(sqlDataReader.Read())
        {
          YieldCurveData yieldCurveData = new YieldCurveData();
          yieldCurveData.Date = sqlDataReader.GetDateTime(0);
          yieldCurveData.Mo1 = sqlDataReader.GetDouble(1);
          yieldCurveData.Mo3 = sqlDataReader.GetDouble(2);
          yieldCurveData.Mo6 = sqlDataReader.GetDouble(3);
          yieldCurveData.Yr1 = sqlDataReader.GetDouble(4);
          yieldCurveData.Yr2 = sqlDataReader.GetDouble(5);
          yieldCurveData.Yr3 = sqlDataReader.GetDouble(6);
          yieldCurveData.Yr5 = sqlDataReader.GetDouble(7);
          yieldCurveData.Yr7 = sqlDataReader.GetDouble(8);
          yieldCurveData.Yr10 = sqlDataReader.GetDouble(9);
          yieldCurveData.Yr20 = sqlDataReader.GetDouble(10);
          yieldCurveData.Yr30 = sqlDataReader.GetDouble(11);
          yieldCurve.Add(yieldCurveData);
        }
        return yieldCurve;
      }
      catch (Exception exception)
      {
        MDTrace.WriteLine(LogLevel.DEBUG,exception);
        return null;
      }
      finally
      {
				if(null!=sqlCommand)sqlCommand.Dispose();
        if (null != sqlDataReader) {sqlDataReader.Close();sqlDataReader.Dispose();}
        if (null != sqlConnection) sqlConnection.Close();
      }
    }
    public static YieldCurveData GetYieldCurve(DateTime effectiveDate)
    {
      MySqlConnection sqlConnection = null;
      MySqlDataReader sqlDataReader = null;
			MySqlCommand sqlCommand=null;
      YieldCurveData yieldCurveData = null;
      String strQuery = null;

      try
      {
        StringBuilder sb = new StringBuilder();
        sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data"));
        sb.Append("select date,1mo,3mo,6mo,1yr,2yr,3yr,5yr,7yr,10yr,20yr,30yr from yieldcurve ");
        sb.Append("where date='").Append(Utility.DateTimeToStringYYYYHMMHDD(effectiveDate)).Append("' ");
        strQuery = sb.ToString();
        sqlCommand = new MySqlCommand(strQuery, sqlConnection);
        sqlCommand.CommandTimeout = SqlUtils.COMMAND_TIMEOUT;
        sqlDataReader = sqlCommand.ExecuteReader();
        if (!sqlDataReader.Read())return null;
        yieldCurveData = new YieldCurveData();
        yieldCurveData.Date = sqlDataReader.GetDateTime(0);
        yieldCurveData.Mo1 = sqlDataReader.GetDouble(1);
        yieldCurveData.Mo3 = sqlDataReader.GetDouble(2);
        yieldCurveData.Mo6 = sqlDataReader.GetDouble(3);
        yieldCurveData.Yr1 = sqlDataReader.GetDouble(4);
        yieldCurveData.Yr2 = sqlDataReader.GetDouble(5);
        yieldCurveData.Yr3 = sqlDataReader.GetDouble(6);
        yieldCurveData.Yr5 = sqlDataReader.GetDouble(7);
        yieldCurveData.Yr7 = sqlDataReader.GetDouble(8);
        yieldCurveData.Yr10 = sqlDataReader.GetDouble(9);
        yieldCurveData.Yr20 = sqlDataReader.GetDouble(10);
        yieldCurveData.Yr30 = sqlDataReader.GetDouble(11);
        return yieldCurveData;
      }
      catch (Exception exception)
      {
        MDTrace.WriteLine(LogLevel.DEBUG,exception);
        return null;
      }
      finally
      {
				if(null!=sqlCommand)sqlCommand.Dispose();
        if (null != sqlDataReader) {sqlDataReader.Close();sqlDataReader.Dispose();}
        if (null != sqlConnection) sqlConnection.Close();
      }
    }
    public static YieldCurve GetYieldCurve(int dayCount)
    {
      MySqlConnection sqlConnection = null;
      MySqlDataReader sqlDataReader = null;
			MySqlCommand sqlCommand=null;
      YieldCurve yieldCurve = new YieldCurve();
      String strQuery = null;

      try
      {
        StringBuilder sb = new StringBuilder();
        sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data"));
        sb.Append("select date,1mo,3mo,6mo,1yr,2yr,3yr,5yr,7yr,10yr,20yr,30yr from yieldcurve ");
        sb.Append(" order by date desc");
        sb.Append(" limit ").Append(dayCount);
        strQuery = sb.ToString();
        sqlCommand = new MySqlCommand(strQuery, sqlConnection);
        sqlCommand.CommandTimeout = SqlUtils.COMMAND_TIMEOUT;
        sqlDataReader = sqlCommand.ExecuteReader();
        while (sqlDataReader.Read())
        {
          YieldCurveData yieldCurveData = new YieldCurveData();
          yieldCurveData.Date = sqlDataReader.GetDateTime(0);
          yieldCurveData.Mo1 = sqlDataReader.GetDouble(1);
          yieldCurveData.Mo3 = sqlDataReader.GetDouble(2);
          yieldCurveData.Mo6 = sqlDataReader.GetDouble(3);
          yieldCurveData.Yr1 = sqlDataReader.GetDouble(4);
          yieldCurveData.Yr2 = sqlDataReader.GetDouble(5);
          yieldCurveData.Yr3 = sqlDataReader.GetDouble(6);
          yieldCurveData.Yr5 = sqlDataReader.GetDouble(7);
          yieldCurveData.Yr7 = sqlDataReader.GetDouble(8);
          yieldCurveData.Yr10 = sqlDataReader.GetDouble(9);
          yieldCurveData.Yr20 = sqlDataReader.GetDouble(10);
          yieldCurveData.Yr30 = sqlDataReader.GetDouble(11);
          yieldCurve.Add(yieldCurveData);
        }
        return yieldCurve;
      }
      catch (Exception exception)
      {
        MDTrace.WriteLine(LogLevel.DEBUG,exception);
        return null;
      }
      finally
      {
				if(null!=sqlCommand)sqlCommand.Dispose();
        if (null != sqlDataReader) {sqlDataReader.Close();sqlDataReader.Dispose();}
        if (null != sqlConnection) sqlConnection.Close();
      }
    }
    public static YieldCurve GetYieldCurve()
    {
      MySqlConnection sqlConnection = null;
      MySqlDataReader sqlDataReader = null;
			MySqlCommand sqlCommand=null;
      YieldCurve yieldCurve = new YieldCurve();
      String strQuery = null;

      try
      {
        StringBuilder sb = new StringBuilder();
        sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data"));
        sb.Append("select date,1mo,3mo,6mo,1yr,2yr,3yr,5yr,7yr,10yr,20yr,30yr from yieldcurve ");
        sb.Append(" order by date desc");
        strQuery = sb.ToString();
        sqlCommand = new MySqlCommand(strQuery, sqlConnection);
        sqlCommand.CommandTimeout = SqlUtils.COMMAND_TIMEOUT;
        sqlDataReader = sqlCommand.ExecuteReader();
        while (sqlDataReader.Read())
        {
          YieldCurveData yieldCurveData = new YieldCurveData();
          yieldCurveData.Date=sqlDataReader.GetDateTime(0);
          yieldCurveData.Mo1=sqlDataReader.GetDouble(1);
          yieldCurveData.Mo3=sqlDataReader.GetDouble(2);
          yieldCurveData.Mo6=sqlDataReader.GetDouble(3);
          yieldCurveData.Yr1=sqlDataReader.GetDouble(4);
          yieldCurveData.Yr2=sqlDataReader.GetDouble(5);
          yieldCurveData.Yr3=sqlDataReader.GetDouble(6);
          yieldCurveData.Yr5=sqlDataReader.GetDouble(7);
          yieldCurveData.Yr7=sqlDataReader.GetDouble(8);
          yieldCurveData.Yr10=sqlDataReader.GetDouble(9);
          yieldCurveData.Yr20=sqlDataReader.GetDouble(10);
          yieldCurveData.Yr30 = sqlDataReader.GetDouble(11);
          yieldCurve.Add(yieldCurveData);
        }
        return yieldCurve;
      }
      catch (Exception exception)
      {
        MDTrace.WriteLine(LogLevel.DEBUG,exception);
        return null;
      }
      finally
      {
				if(null != sqlCommand)sqlCommand.Dispose();
        if (null != sqlDataReader) {sqlDataReader.Close();sqlDataReader.Dispose();}
        if (null != sqlConnection) sqlConnection.Close();
      }
    }
    public static double GetRiskFreeRate1Yr(DateTime effectiveDate,int lookAhead)
    {
      DateGenerator dateGenerator=new DateGenerator();
      YieldCurveData yieldCurveData=null;
      for(int index=0;index<lookAhead;index++)
      {
        yieldCurveData=GetYieldCurve(effectiveDate);
        if(null!=yieldCurveData)break;
        effectiveDate=dateGenerator.FindNextBusinessDay(effectiveDate);
      }
      if(null==yieldCurveData)return double.NaN;
      return yieldCurveData.Yr1;
    }
    public static double GetRiskFreeRate(DateTime asOf)
    {
      MySqlConnection sqlConnection = null;
      MySqlDataReader sqlDataReader = null;
			MySqlCommand sqlCommand=null;
      double riskFreeRate = double.NaN;
      String strQuery = null;

      try
      {
        StringBuilder sb = new StringBuilder();
        sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data"));
        sb.Append("select 3mo from yieldcurve ");
        sb.Append("where date<='").Append(SqlUtils.FormatDate(asOf)).Append("'").Append(" order by date desc limit 1");
        strQuery = sb.ToString();
        sqlCommand = new MySqlCommand(strQuery, sqlConnection);
        sqlCommand.CommandTimeout = SqlUtils.COMMAND_TIMEOUT;
        sqlDataReader = sqlCommand.ExecuteReader();
        while (sqlDataReader.Read())
        {
          riskFreeRate = sqlDataReader.GetDouble(0);
        }
        return riskFreeRate;
      }
      catch (Exception exception)
      {
        MDTrace.WriteLine(LogLevel.DEBUG,exception);
        return riskFreeRate;
      }
      finally
      {
				if(null!=sqlCommand)sqlCommand.Dispose();
        if (null != sqlDataReader) {sqlDataReader.Close();sqlDataReader.Dispose();}
        if (null != sqlConnection) sqlConnection.Close();
      }
    }
    public static double GetRiskFreeRate()
    {
      MySqlConnection sqlConnection = null;
      MySqlDataReader sqlDataReader = null;
			MySqlCommand sqlCommand=null;
      double riskFreeRate = double.NaN;
      String strQuery = null;

      try
      {
        StringBuilder sb = new StringBuilder();
        sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data"));
        sb.Append("select 3mo from yieldcurve order by date desc limit 1");
        strQuery = sb.ToString();
        sqlCommand = new MySqlCommand(strQuery, sqlConnection);
        sqlCommand.CommandTimeout = SqlUtils.COMMAND_TIMEOUT;
        sqlDataReader = sqlCommand.ExecuteReader();
        while (sqlDataReader.Read())
        {
          riskFreeRate = sqlDataReader.GetDouble(0);
        }
        return riskFreeRate;
      }
      catch (Exception exception)
      {
        MDTrace.WriteLine(LogLevel.DEBUG,exception);
        return riskFreeRate;
      }
      finally
      {
				if(null!=sqlCommand)sqlCommand.Dispose();
        if (null != sqlDataReader) {sqlDataReader.Close();sqlDataReader.Dispose();}
        if (null != sqlConnection) sqlConnection.Close();
      }
    }
    public static DateTime GetMaxYieldCurveDate()
    {
      MySqlConnection sqlConnection = null;
      MySqlDataReader sqlDataReader = null;
			MySqlCommand sqlCommand=null;
      String strQuery = null;

      try
      {
        StringBuilder sb = new StringBuilder();
        sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data"));
        sb.Append("select max(date) from yieldcurve");
        strQuery = sb.ToString();
        sqlCommand = new MySqlCommand(strQuery, sqlConnection);
        sqlCommand.CommandTimeout = SqlUtils.COMMAND_TIMEOUT;
        sqlDataReader = sqlCommand.ExecuteReader();
        if(!sqlDataReader.Read())return Utility.Epoch;
        return sqlDataReader.GetDateTime(0);
      }
      catch (Exception exception)
      {
        MDTrace.WriteLine(LogLevel.DEBUG,exception);
        return Utility.Epoch;
      }
      finally
      {
				if(null!=sqlCommand)sqlCommand.Dispose();
        if (null != sqlDataReader) {sqlDataReader.Close();sqlDataReader.Dispose();}
        if (null != sqlConnection) sqlConnection.Close();
      }
    }
    public static List<DateTime> GetYieldCurveDates()
    {
      MySqlConnection sqlConnection = null;
      MySqlDataReader sqlDataReader = null;
			MySqlCommand sqlCommand=null;
      String strQuery = null;
      List<DateTime> yieldCurveDates=new List<DateTime>();

      try
      {
        StringBuilder sb = new StringBuilder();
        sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data"));
        sb.Append("select date from yieldcurve order by date desc");
        strQuery = sb.ToString();
        sqlCommand = new MySqlCommand(strQuery, sqlConnection);
        sqlCommand.CommandTimeout = SqlUtils.COMMAND_TIMEOUT;
        sqlDataReader = sqlCommand.ExecuteReader();
        while(sqlDataReader.Read())
        {
          yieldCurveDates.Add(sqlDataReader.GetDateTime(0));
        }
        return yieldCurveDates;
      }
      catch (Exception exception)
      {
        MDTrace.WriteLine(LogLevel.DEBUG,exception);
        return new List<DateTime>();
      }
      finally
      {
				if(null!=sqlCommand)sqlCommand.Dispose();
        if (null != sqlDataReader) {sqlDataReader.Close();sqlDataReader.Dispose();}
        if (null != sqlConnection) sqlConnection.Close();
      }
    }
  }
}