import sys

sys.path.append("..")
# indicates whether we use local pricing
_local = True
from utils.db import serenitas_engine, dawn_engine, dbconn, DataError, serenitas_pool
from functools import lru_cache
from .index import CreditIndex, ForwardIndex
from .option import (
    BlackSwaption,
    Swaption,
    ATMstrike,
    ProbSurface,
    QuoteSurface,
    VolSurface,
    BlackSwaptionVolSurface,
)
from .portfolio import Portfolio
from .basket_index import MarkitBasketIndex
from .singlename_cds import SingleNameCds
from .tranche_basket import DualCorrTranche, TrancheBasket
from .ir_swaption import IRSwaption

import datetime


@lru_cache(32)
def on_the_run(index: str, value_date: datetime.date = datetime.date.today()) -> int:
    if index == "HY":
        interval = "+ INTERVAL '7 days'"
    else:
        interval = ""
    r = serenitas_engine.execute(
        "SELECT max(series) FROM index_maturity WHERE index=%s "
        f"AND issue_date {interval}<= %s",
        (index, value_date),
    )
    series, = r.fetchone()
    return series


def init_ontr(value_date: datetime.date = datetime.date.today()) -> None:
    global _ontr, _beta
    _ontr = CreditIndex("HY", on_the_run("HY", value_date), "5yr", value_date)
    _ontr.mark()
    r = dawn_engine.execute(
        "SELECT DISTINCT ON (asset_class) "
        "asset_class, beta FROM beta "
        "WHERE date <= %s ORDER BY asset_class, date desc",
        (value_date,),
    )
    _beta = {e.asset_class: e.beta for e in r}