from .index import Index
from .option import BlackSwaption

class Portfolio:
    def __init__(self, trades):
        self.trades = trades
        self.index = next(t for t in trades if isinstance(t, Index))
        self.swaptions = [t for t in trades if isinstance(t, BlackSwaption)]

    @property
    def pnl(self):
        return sum(t.pnl for t in self.trades)

    def set_original_pv(self):
        for t in self.trades:
            t.set_original_pv()

    @property
    def trade_date(self):
        return self.index.trade_date

    @trade_date.setter
    def trade_date(self, d):
        self.index.trade_date = d

    @property
    def ref(self):
        return self.index.ref

    @ref.setter
    def ref(self, val):
        self.index.ref = val

    @property
    def delta(self):
        """returns the equivalent protection notional"""
        return sum([getattr(t, 'delta', -t._direction) * t.notional for t in self.trades])

    @property
    def gamma(self):
        return sum([getattr(t, 'gamma', 0) * t.notional for t in self.trades])

    @property
    def dv01(self):
        return sum(t.dv01 for t in self.trades)