import datetime
from pyisda.date import previous_twentieth
from serenitas.utils.db import dbconn, serenitas_pool
from risk.tranches import get_tranche_portfolio
from serenitas.analytics.dates import bus_day
from typing import Tuple


def accrual_days(event_date, auction_date):
    return (event_date - previous_twentieth(auction_date)).days + 1


def get_default_information(auction_date: datetime.date, conn):
    with conn.cursor() as c:
        c.execute("SELECT * FROM defaulted WHERE auction_date=%s", (auction_date,))
        r = c.fetchone()
        acc = accrual_days(r.event_date, r.auction_date)
        severity = 1 - r.recovery
    return severity, acc


def insert_tranche_cashflows(
    auction_date: datetime.date,
    severity: float,
    acc: float,
    tranche_ids: Tuple[int],
    dawndb,
):
    data = []
    with dawndb.cursor() as c:
        c.execute(
            "SELECT id, notional, protection, orig_attach, orig_detach, "
            "fixed_rate / 100 AS coupon_rate FROM cds WHERE id IN %s",
            (tranche_ids,),
        )
        for r in c:
            direction = 1.0 if r.protection == "Buyer" else -1.0
            notional = r.notional / (r.orig_detach - r.orig_attach)
            accrued = -direction * severity * acc * r.coupon_rate / 360 * notional
            principal = direction * notional * severity
            data.append([r.id, principal, accrued])

    with dawndb.cursor() as c:
        for tranche_id, principal, accrued in data:
            c.execute(
                "INSERT INTO tranche_cashflows VALUES(%s, %s, %s, %s, %s)",
                (auction_date + bus_day, tranche_id, principal, accrued, "USD"),
            )
    dawndb.commit()


def insert_tranche_accrued(d: datetime.date, dawndb, fund="SERCGMAST"):
    portf = get_tranche_portfolio(d, dawndb, fund=fund)
    with dawndb.cursor() as c:
        for t in portf:
            c.execute(
                "INSERT INTO tranche_cashflows(date, tranche_id, accrued, currency) "
                "VALUES(%s, %s, %s, %s)",
                (
                    t.cs["payment_dates"][0],
                    t.trade_id,
                    -t.cs["coupons"][0] * t.tranche_running * t.notional * 1e-4,
                    t.currency,
                ),
            )
    dawndb.commit()


if __name__ == "__main__":
    dawndb = dbconn("dawndb")
    # conn = serenitas_pool.getconn()
    # auction_date = datetime.date(2020, 8, 4)
    # severity, acc = get_default_information(auction_date, conn)
    # insert_tranche_cashflows(auction_date, severity, acc, (1590, 1413), dawndb)
    # serenitas_pool.putconn(conn)
    import serenitas.analytics

    serenitas.analytics._include_todays_cashflows = True
    for fund in ("SERCGMAST", "BOWDST", "BRINKER"):
        insert_tranche_accrued(datetime.date(2021, 12, 17), dawndb, fund)