import numpy as np
import pandas as pd
from scipy.special import h_roots
from dateutil.relativedelta import relativedelta
import datetime
from pyisda.date import pydate_to_TDate

def GHquad(n):
    """Gauss-Hermite quadrature weights"""
    Z, w = h_roots(n)
    return Z*np.sqrt(2), w/np.sqrt(np.pi)

def previous_twentieth(d):
    r = d + relativedelta(day=20)
    if r > d:
        r -= relativedelta(months=1)
    mod = r.month % 3
    if mod != 0:
        r -= relativedelta(months=mod)
    return r

def next_twentieth(d):
    r = d + relativedelta(day=20)
    if(r < d):
        r += relativedelta(months=1)
    mod = r.month % 3
    if mod != 0:
        r += relativedelta(months=3 - mod)
    return r

def roll_date(d, tenor, nd_array=False):
    """ roll date d to the next CDS maturity"""
    cutoff = pd.Timestamp('2015-12-20')
    if not isinstance(d, pd.Timestamp):
        cutoff = cutoff.date()
    if d <= cutoff:
         if isinstance(tenor, (int, float)):
             d_rolled = d + relativedelta(years=tenor, days=1)
             return next_twentieth(d_rolled)
         elif hasattr(tenor, '__iter__'):
             v = [next_twentieth(d + relativedelta(years=t, days=1)) for t in tenor]
             if nd_array:
                 return np.array([pydate_to_TDate(d) for d in v])
             else:
                 return v
         else:
             raise TypeError('tenor is not a number nor an iterable')
    else: #semi-annual rolling starting 2015-12-20
        if isinstance(tenor, (int, float)):
            d_rolled = d + relativedelta(years=tenor)
        elif hasattr(tenor, '__iter__'):
            d_rolled = d + relativedelta(years=1)
        else:
            raise TypeError('tenor is not a number nor an iterable')
        if((d >= d + relativedelta(month=9, day=20)) or \
           (d < d + relativedelta(month=3, day=20))):
            d_rolled += relativedelta(month=12, day=20)
            if d.month <= 3:
                d_rolled -= relativedelta(years=1)
        else:
            d_rolled += relativedelta(month=6, day=20)
        if isinstance(tenor, (int, float)):
            return d_rolled
        else:
            v = [d_rolled + relativedelta(years=t-1) for t in tenor]
            if nd_array:
                return np.array([pydate_to_TDate(d) for d in v])
            else:
                return v

def build_table(rows, format_strings, row_format):
    r = []
    for row, format_string in zip(rows, format_strings):
        row = [f.format(r) if f else r for r, f in zip(row, format_string)]
        r.append(row_format.format(*row))
    return r