from serenitas.utils.db import dbconn
import datetime
import csv
from io import StringIO
from pathlib import Path
from process_queue import rename_keys
from serenitas.utils.remote import SftpClient
from serenitas.utils.env import DAILY_DIR


def process_upload(trades, asset_type, upload):
    buf = StringIO()
    csvwriter = csv.writer(buf)
    csvwriter.writerow(HEADERS[asset_type])
    csvwriter.writerows(build_line(trade, asset_type) for trade in trades)
    buf = buf.getvalue().encode()
    fname = f"HEDGEMARK.POSITION.BOS_PAT_BOWDOIN.{datetime.datetime.now():%Y%m%d.%H%M%S}.{asset_type.capitalize()}Deal.csv"
    if upload:
        sftp = SftpClient.from_creds("hm_globeop")
        sftp.client.chdir("incoming")
        sftp.put(buf, fname)
    dest = DAILY_DIR / str(datetime.date.today()) / fname
    dest.write_bytes(buf)


def build_line(obj, asset_type):
    return [obj.get(h, None) for h in HEADERS[asset_type]]


HEADERS = {
    "bond": [
        "AccountNumber",
        "COB Date",
        "Prime Broker",
        "SecurityType",
        "CUSIP",
        "ISIN",
        "SEDOL",
        "SecurityDescription",
        "Position",
        "MarketPrice",
        "Currency",
        "Base Market Value",
        "Local Market Value",
        "Fx Rate",
    ],
    "future": [
        "AccountNumber",
        "COB Date",
        "Prime Broker",
        "SecurityType",
        "BBGTicker",
        "RIC",
        "UnderlyingSecurity",
        "SecurityDescription",
        "Currency",
        "Quantity",
        "OpenTradeEquity",
        "ClosingPrice",
        "MaturityDate",
        "Unrealised P&L in USD",
        "Local Market Value",
        "Fx Rate",
    ],
    "otc": [
        "Client Name",
        "Fund Name",
        "Counterparty",
        "Product Type",
        "Unique Deal ID",
        "TransactionIndicator (Buy/Sell)",
        "PutCall Indicator (Call/Put)",
        "CapFloorIndicator",
        "CurrencyPair",
        "DealCurrencyA",
        "DealCurrencyB",
        "NotionalA",
        "NotionalB",
        "OriginalPrice",
        "Strike",
        "FixedRate",
        "Quantity",
        "Start Date",
        "Effective Date",
        "Maturity Date",
        "Underlying Maturity",
        "RecPayFixed",
        "Underlying (ISIN / CUSP / RED CODES)",
        "Underlying Desc",
        "Exercise Type",
        "MTM Currency",
        "MTM Valuation",
        "COB Date",
        "Clearing House Name",
    ],
}


def positions_bond(positions, conn, date):
    with conn.cursor() as c:
        c.execute("SELECT * FROM risk_positions(%s, null, 'BOWDST') ", (date,))
        trades = []
        for row in c:
            obj = row._asdict()
            rename_keys(
                obj,
                {
                    "cusip": "CUSIP",
                    "description": "SecurityDescription",
                    "notional": "Position",
                    "price": "MarketPrice",
                    "local_market_value": "Local Market Value",
                    "usd_market_value": "Base Market Value",
                },
            )
            try:
                obj["Fx Rate"] = obj["Local Market Value"] / obj["Base Market Value"]
            except ZeroDivisionError:
                obj["Fx Rate"] = 1
            obj["AccountNumber"] = "319478"
            obj["Prime Broker"] = "BONY"
            obj["COB Date"] = date
            obj["Currency"] = "USD"
            obj["SecurityType"] = "Bond"
            positions["bond"].append(obj)
    # quotes['bond']
    # process_upload(trades, "bond")


def positions_future(positions, conn, date):
    with conn.cursor() as c:
        c.execute(
            "WITH tmp AS (SELECT bbg_ticker, fund, security_desc, currency, maturity, sum(quantity * (2*buysell::int-1)) OVER (PARTITION BY bbg_ticker, fund, security_desc, currency, maturity) notional FROM futures "
            "WHERE fund='BOWDST' AND trade_date <= %s) "
            "SELECT bbg_ticker, notional, code AS cp_code, cash_account, security_desc, currency, maturity FROM tmp LEFT JOIN accounts USING (fund) WHERE tmp.notional != 0 AND account_type='Future';",
            (date,),
        )
        trades = []
        for row in c:
            obj = row._asdict()
            rename_keys(
                obj,
                {
                    "bbg_ticker": "BBGTicker",
                    "notional": "Quantity",
                    "cp_code": "Prime Broker",
                    "cash_account": "AccountNumber",
                    "security_desc": "SecurityDescription",
                    "currency": "Currency",
                    "maturity": "MaturityDate",
                },
            )
            obj["COB Date"] = date
            obj["SecurityType"] = "Futures"
            positions["future"].append(obj)
    # process_upload(trades, "future")


def positions_otc(positions, conn, date):
    with conn.cursor() as c:
        c.execute(
            "SELECT trb.trade_id, trb.serenitas_clean_nav + trb.serenitas_accrued as mtm, trb.notional * trb.tranche_factor as active_notional, cds.* FROM tranche_risk_bowdst trb left join cds on trade_id=id WHERE date=%s",
            (date,),
        )
        otc_trades = []
        for row in c:
            obj = row._asdict()
            obj["Client Name"] = "HEDGEMARK"
            obj["Fund Name"] = "BOS_PAT_BOWDOIN"
            obj["Product Type"] = "Credit Index Tranche"
            obj["TransactionIndicator (Buy/Sell)"] = (
                "B" if obj["protection"] == "Buyer" else "S"
            )
            obj["MTM Currency"] = "USD"
            obj["COB Date"] = date
            obj["Clearing House Name"] = "Bilateral"
            rename_keys(
                obj,
                {
                    "dealid": "Unique Deal ID",
                    "cp_code": "Counterparty",
                    "currency": "DealCurrencyA",
                    "active_notional": "NotionalA",
                    "fixed_rate": "FixedRate",
                    "trade_date": "Start Date",
                    "effective_date": "EffectiveDate",
                    "maturity": "Maturity Date",
                    "security_id": "Underlying (ISIN / CUSP / RED CODES)",
                    "security_desc": "Underlying Desc",
                    "mtm": "MTM Valuation",
                },
            )
            positions["otc"].append(obj)
        c.execute(
            "SELECT abs(spr.notional) AS active_notional, spr.serenitas_nav, swaptions.*, index_version_markit.annexdate FROM list_swaption_positions_and_risks(%s, 'BOWDST') spr LEFT JOIN swaptions  ON deal_id=dealid LEFT JOIN index_version_markit ON swaptions.security_id=redindexcode;",
            (date,),
        )
        for row in c:
            obj = row._asdict()
            obj["Client Name"] = "HEDGEMARK"
            obj["Fund Name"] = "BOS_PAT_BOWDOIN"
            obj["Product Type"] = "CD Swaption"
            obj["TransactionIndicator (Buy/Sell)"] = "B" if obj["buysell"] else "S"
            obj["PutCall Indicator (Call/Put)"] = (
                "P" if obj["option_type"] == "PAYER" else "C"
            )
            obj["Exercise Type"] = "European"
            obj["MTM Currency"] = "USD"
            obj["COB Date"] = date
            obj["Clearing House Name"] = "Bilateral"
            rename_keys(
                obj,
                {
                    "dealid": "Unique Deal ID",
                    "cp_code": "Counterparty",
                    "currency": "DealCurrencyA",
                    "active_notional": "NotionalA",
                    "fixed_rate": "FixedRate",
                    "strike": "Strike",
                    "annexdate": "EffectiveDate",
                    "trade_date": "Start Date",
                    "maturity": "Maturity Date",
                    "expiration_date": "Underlying Maturity",
                    "security_id": "Underlying (ISIN / CUSP / RED CODES)",
                    "security_desc": "Underlying Desc",
                    "serenitas_nav": "MTM Valuation",
                },
            )
            positions["otc"].append(obj)

        c.execute(
            "SELECT abs(spr.notional) AS active_notional, spr.nav, swaptions.*, index_version_markit.effectivedate FROM list_ir_swaption_positions(%s, 'BOWDST') spr LEFT JOIN swaptions  ON deal_id=dealid LEFT JOIN index_version_markit ON swaptions.security_id=redindexcode;",
            (date,),
        )
        for row in c:
            obj = row._asdict()
            obj["Client Name"] = "HEDGEMARK"
            obj["Fund Name"] = "BOS_PAT_BOWDOIN"
            obj["Product Type"] = "Swaption"
            obj["TransactionIndicator (Buy/Sell)"] = "B" if obj["buysell"] else "S"
            obj["PutCall Indicator (Call/Put)"] = (
                "P" if obj["option_type"] == "PAYER" else "C"
            )
            obj["Exercise Type"] = "European"
            obj["MTM Currency"] = "USD"
            obj["COB Date"] = date
            obj["Clearing House Name"] = "Bilateral"
            rename_keys(
                obj,
                {
                    "dealid": "Unique Deal ID",
                    "cp_code": "Counterparty",
                    "currency": "DealCurrencyA",
                    "active_notional": "NotionalA",
                    "fixed_rate": "FixedRate",
                    "strike": "Strike",
                    "effectivedate": "Effective Date",
                    "trade_date": "Start Date",
                    "maturity": "Maturity Date",
                    "expiration_date": "Underlying Maturity",
                    "security_id": "Underlying (ISIN / CUSP / RED CODES)",
                    "security_desc": "Underlying Desc",
                    "nav": "MTM Valuation",
                },
            )
            positions["otc"].append(obj)

        c.execute(
            "SELECT cds.*, ivm.effectivedate FROM list_cds_marks(%s, null, 'BOWDST') cds LEFT JOIN index_version_markit ivm ON security_id=redindexcode;",
            (date,),
        )
        for row in c:
            obj = row._asdict()
            obj["Client Name"] = "HEDGEMARK"
            obj["Fund Name"] = "BOS_PAT_BOWDOIN"
            obj["Counterparty"] = "GS"
            obj["Product Type"] = "Credit Index"
            obj["Unique Deal ID"] = obj["security_id"]
            obj["TransactionIndicator (Buy/Sell)"] = "B" if obj["notional"] > 0 else "S"
            obj["DealCurrencyA"] = "EUR" if obj["index"] in ("EU", "XO") else "USD"
            obj["NotionalA"] = abs(obj["notional"])
            obj["Start Date"] = date
            obj["MTM Currency"] = "USD"
            obj["MTM Valuation"] = obj["clean_nav"] + obj["accrued"]
            obj["COB Date"] = date
            obj["Clearing House Name"] = "ICE"
            obj["FixedRate"] = obj["coupon"] * 100
            rename_keys(
                obj,
                {
                    "effectivedate": "Effective Date",
                    "maturity": "Maturity Date",
                    "security_id": "Underlying (ISIN / CUSP / RED CODES)",
                    "security_desc": "Underlying Desc",
                },
            )

            positions["otc"].append(obj)


if __name__ == "__main__":
    import argparse
    from serenitas.utils.db import dbconn
    from serenitas.analytics.bbg_helpers import init_bbg_session, retrieve_data

    parser = argparse.ArgumentParser(
        description="Generate position files for Bowdoin Street"
    )
    parser.add_argument(
        "--date", type=datetime.date.fromisoformat, default=datetime.date.today()
    )
    parser.add_argument(
        "--product",
        nargs="+",
        choices=["bond", "future", "otc"],
        default=["bond", "future", "otc"],
        help="list of products to generate position files for",
    )
    parser.add_argument(
        "--u",
        action="store_true",
        default=False,
        help="uploads to globeop",
    )
    args = parser.parse_args()
    conn = dbconn("dawndb")

    positions = {"bond": [], "future": [], "otc": []}

    for p in args.product:
        globals()[f"positions_{p}"](positions, conn, args.date)

    for asset_type, trades in positions.items():
        process_upload(trades, asset_type, args.u)