#!/usr/bin/Rscript
require(methods)
library(logging)

args <- commandArgs(trailingOnly=TRUE)

basicConfig()
removeHandler('basic.stdout')
addHandler(writeToFile, file=file.path(Sys.getenv("LOG_DIR"), "calibrate_tranches_MF.log"))
##options(warn=2)
code.dir <- Sys.getenv("CODE_DIR")
data.dir <- file.path(Sys.getenv("DATA_DIR"), "..", "Scenarios", "Calibration")
source(file.path(code.dir, "R", "yieldcurve.R"))
source(file.path(code.dir, "R", "optimization.R"))
source(file.path(code.dir, "R", "calibration.R"), chdir=TRUE)
source(file.path(code.dir, "R", "serenitasdb.R"))
source(file.path(code.dir, "R", "creditIndex.R"))
source(file.path(code.dir, "R", "tranche_functions.R"))

##figure out the tradedate
if(length(args) >= 1){
  tradedate <- as.Date(args[1])
}else{
  tradedate <- addBusDay(Sys.Date(), -1)
}

exportYC(tradedate)
## calibrate HY25
## calibrate the single names curves
index <- creditIndex("hy27", "5yr")
index <- set.index.desc(index, tradedate)
index <- set.singlenamesdata(index, tradedate)
## load tranche data
index <- set.tranchedata(index, tradedate)
##calibrate by modifying the factor distribution
index$w.mod <- build.MFdist(index)
dist <- MFlossdist(index)
write.table(data.frame(Z=index$Z, w=index$w.mod),
            file=file.path(data.dir,
            paste0("calibration-", tradedate, ".csv")),
            col.names=T, row.names=F, sep=",")

save(index, dist, file = file.path(data.dir,
                     paste0("marketdata-", tradedate, ".RData")), compress="xz")