library("RQuantLib")
library("yaml")

args <- commandArgs(trailingOnly=TRUE)

if(.Platform$OS.type == "unix"){
  root.dir <- "/home/share/CorpCDOs"
}else{
  root.dir <- "//WDSENTINEL/share/CorpCDOs"
}

source(file.path(root.dir, "code", "R", "intex_deal_functions.R"))
source(file.path(root.dir, "code", "R", "cds_utils.R"))
source(file.path(root.dir, "code", "R", "cds_functions_generic.R"))
source(file.path(root.dir, "code", "R", "yieldcurve.R"))
hy21 <- load.index("hy21")

if(length(args) >=2){
    argslist <- strsplit(args[-1], ",")
    dealnames <- unlist(lapply(argslist, function(x)x[1]))
    reinvflags <- as.logical(unlist(lapply(argslist, function(x)x[2])))
}else{
    data <- read.table(file.path(root.dir, "scripts", "deals_to_price.txt"),
                       colClasses=c("character", "logical"))
    dealnames <- data$V1
    reinvflags <- data$V2
}

if(length(args) >= 1){
  workdate <- as.Date(args[1])
}else{
  workdate <- Sys.Date()
}

calibration.date <- addBusDay(workdate, -1)
exportYC(calibration.date)

global.params <- yaml.load_file(file.path(root.dir, "code", "R", "params.yml"))

cusipdata <- cusip.data()
cashspread.discount <- 0
currdealnames <- dbGetQuery(dbCon, "select updatedate, dealname from latest_deal_model_numbers")
## build portfolio data
for(i in seq_along(dealnames)){
    deal.name <- dealnames[i]
    global.params$reinvflag <- reinvflags[i]
    if(is.na(deal.name)){
        next
    }
    deal.data <- getdealdata(deal.name, calibration.date)
    if(is.na(deal.data$"Reinv End Date")){
        global.params$reinvflag <- FALSE
    }
    if(deal.data$"Curr Collat Bal" < 1 ||is.na(deal.data$maturity)||deal.data$maturity <= Sys.Date()+90){
        next
    }
    deal.portfolio <- buildSC.portfolio(deal.name, deal.data, cusipdata, global.params, workdate)
    ##deal.portfolio$SC <- tweakportfolio(deal.portfolio$SC, -cashspread.discount, multiplicative=FALSE)
    A <- SPmatrix2(deal.portfolio$SC, deal.data, freq="3 months", workdate)
    S <- 1 - sapply(deal.portfolio$SC, attr, "recov")
    deal.weights <- deal.portfolio$notional/sum(deal.portfolio$notional)
    deal.spread5y <- portfoliospread(deal.portfolio, hy21$maturity)
    deal.spreadatmaturity <- portfoliospread(deal.portfolio)
    save.dir <- file.path(root.dir, "Scenarios", paste("Portfolios", workdate, sep="_"))
    if(!file.exists(save.dir)){
        dir.create(save.dir)
    }
    save(deal.portfolio, A, S, deal.weights, deal.spread5y,
         deal.spreadatmaturity, deal.data, file=file.path(save.dir, paste0(deal.name, ".RData")))
    cat(deal.name, "... done\n")
    dealupdatedate <- currdealnames$updatedate[currdealnames$dealname %in% deal.name]
    if(length(dealupdatedate) && dealupdatedate == workdate){
        sqlstring <- sprintf(
                     paste0("UPDATE et_deal_model_numbers SET dealspread5y = %s,",
                            "dealspread = %s, cdopercentage = %s, stalepercentage= %s, ",
                            "marketvalue = %s",
                            "WHERE dealname= '%s' and updatedate = '%s'"),
                     deal.spread5y,
                     deal.spreadatmaturity,
                     deal.portfolio$cdopercentage,
                     deal.portfolio$stale,
                     crossprod(deal.portfolio$notional, deal.portfolio$price)/100,
                     deal.name,
                     as.Date(workdate))
        dbSendQuery(dbCon, sqlstring)
    }else{
        sqlstring <- sprintf(paste0("INSERT INTO et_deal_model_numbers",
                                    "(dealname, cdopercentage, stalepercentage,",
                                    "dealspread5y, marketvalue, updatedate, dealspread) ",
                                    "VALUES('%s', %s, %s, %s, %s, '%s', %s)"),
                             deal.name,
                             deal.portfolio$cdopercentage,
                             deal.portfolio$stale,
                             deal.spread5y,
                             crossprod(deal.portfolio$notional, deal.portfolio$price)/100,
                             workdate,
                             deal.spreadatmaturity
                             )
        dbSendQuery(dbCon, sqlstring)
        currdealnames <- c(currdealnames, deal.name)
    }
}