from dataclasses import dataclass, field, fields
from typing import ClassVar
from decimal import Decimal
from typing import Literal
import datetime
from enum import Enum
from psycopg2.extensions import register_adapter, AsIs
from serenitas.analytics.dates import next_business_day, previous_twentieth
from serenitas.analytics.index import CreditIndex
from serenitas.utils.db import dbconn

Fund = Literal["SERCGMAST", "BRINKER", "BOWDST"]
Portfolio = Literal[
    "OPTIONS", "IR", "MORTGAGES", "CURVE", "TRANCHE", "CLO", "HEDGE_MAC"
]  # deprecated IG, HY, STRUCTURED


class BusDayConvention(str, Enum):
    modified_following = "Modified Following"
    following = "Following"
    modified_preceding = "Modified Preceding"
    second_day_after = "Second-Day-After"
    end_of_month = "End-of-Month"


DayCount = Literal["ACT/360", "ACT/ACT", "30/360", "ACT/365"]

IsdaDoc = Literal["ISDA2014", "ISDA2003Cred"]


class Frequency(Enum):
    Quarterly = 4
    Monthly = 12


Ccy = Literal["USD", "CAD", "EUR", "YEN"]


SwapType = Literal[
    "CD_INDEX", "CD_INDEX_TRANCHE", "CD_BASKET_TRANCHE", "ABS_CDS", "BESPOKE"
]
ClearingFacility = Literal["ICE-CREDIT", "NOT CLEARED"]
CdsStrat = Literal[
    "HEDGE_CSO",
    "HEDGE_CLO",
    "HEDGE_MAC",
    "HEDGE_MBS",
    "SER_IGSNR",
    "SER_IGMEZ",
    "SER_IGEQY",
    "SER_IGINX",
    "SER_HYSNR",
    "SER_HYMEZ",
    "SER_HYEQY",
    "SER_HYINX",
    "SER_HYCURVE",
    "SER_IGCURVE",
    "SER_ITRXCURVE",
    "XCURVE",
    "MBSCDS",
    "IGOPTDEL",
    "HYOPTDEL",
    "HYEQY",
    "HYMEZ",
    "HYSNR",
    "HYINX",
    "IGEQY",
    "IGMEZ",
    "IGSNR",
    "IGINX",
    "XOEQY",
    "XOMEZ",
    "XOINX",
    "EUEQY",
    "EUMEZ",
    "EUSNR",
    "EUINX",
    "BSPK",
    "*",
]
BondStrat = Literal[
    "M_STR_MAV",
    "M_STR_MEZZ",
    "CSO_TRANCH",
    "M_CLO_BB20",
    "M_CLO_AAA",
    "M_CLO_BBB",
    "M_MTG_IO",
    "M_MTG_THRU",
    "M_MTG_GOOD",
    "M_MTG_B4PR",
    "M_MTG_RW",
    "M_MTG_FP",
    "M_MTG_LMG",
    "M_MTG_SD",
    "M_MTG_PR",
    "M_MTG_CRT_SD",
    "CRT_LD",
    "CRT_LD_JNR",
    "CRT_SD",
    "IGNORE",
    "MTG_REPO",
]
AssetClass = Literal["CSO", "Subprime", "CLO", "CRT"]


@dataclass
class Counterparty:
    name: str


register_adapter(Frequency, lambda f: AsIs(f.value))


class Deal:
    _conn: ClassVar = dbconn("dawndb", application_name="autobooker")
    _sql_fields: ClassVar[list[str]] = []
    _sql_insert: ClassVar[str] = ""
    _sql_select: ClassVar[str] = ""
    _insert_queue: ClassVar[list] = []

    def stage(self):
        self._insert_queue.append([getattr(self, f) for f in self._sql_fields])

    @classmethod
    def commit(cls):
        with cls._conn.cursor() as c:
            c.executemany(cls._sql_insert, cls._insert_queue)
        cls._conn.commit()
        cls._insert_queue.clear()

    @classmethod
    def from_tradeid(cls, trade_id: int):
        with cls._conn.cursor() as c:
            c.execute(cls._sql_select, (trade_id,))
            r = c.fetchone()
            return cls(*r)


@dataclass
class CDSDeal(Deal):
    fund: Fund
    account_code: str
    cp_code: str
    security_id: str
    security_desc: str
    maturity: datetime.date
    currency: Ccy
    protection: Literal["Buy", "Sell"]
    notional: float
    fixed_rate: float
    upfront: float
    traded_level: Decimal
    effective_date: datetime.date = field(default=None)
    portfolio: Portfolio = field(default=None)
    folder: CdsStrat = field(default=None)
    payment_rolldate: BusDayConvention = BusDayConvention.following
    day_count: DayCount = "ACT/360"
    frequency: Frequency = Frequency.Quarterly
    trade_date: datetime.date = field(default_factory=datetime.date.today())
    upfront_settle_date: datetime.date = field(
        default_factory=lambda: next_business_day(datetime.date.today())
    )
    swap_type: SwapType = "CD_INDEX"
    clearing_facility: ClearingFacility = "ICE-CREDIT"
    isda_definition: IsdaDoc = "ISDA2014"

    def __post_init__(self):
        self.effective_date = previous_twentieth(self.trade_date)

    def credit_index(self):
        index = CreditIndex(
            redcode=self.security_id,
            maturity=self.maturity,
            notional=self.notional,
            value_date=self.trade_date,
        )
        index.direction = self.protection


@dataclass
class BondDeal(Deal):
    faceamount: float
    price: float()
    cp_code: str
    cusip: str = None
    isin: str = None
    identifier: str = None
    trade_date: datetime.date = field(default_factory=datetime.date.today())
    settle_date: datetime.date = field(
        default_factory=lambda: next_business_day(datetime.date.today())
    )
    buysell: bool
    description: str
    folder: BondStrat = field(default=None)
    portfolio: Portfolio = field(default=None)
    asset_class: AssetClass = field(default=None)


CDSDeal._sql_fields = [f.name for f in fields(CDSDeal)]
place_holders = ",".join(["%s"] * len(fields(CDSDeal)))
columns = ",".join(c for c in CDSDeal._sql_fields)
CDSDeal._sql_insert = f"INSERT INTO cds({columns}) VALUES({place_holders})"
CDSDeal._sql_select = f"SELECT {columns} FROM cds WHERE id=%s"