#!/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)
data.dir <- file.path(Sys.getenv("BASE_DIR"), "Scenarios", "Calibration")
source("yieldcurve.R")
source("optimization.R")
source("calibration.R")
source("serenitasdb.R")
source("creditIndex.R")
source("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("hy29", "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")