#include "postgres.h"
#include "fmgr.h"
#include "utils/date.h"
#include "utils/builtins.h"
#include "isda/dateconv.h"
#include "isda/busday.h"

PG_MODULE_MAGIC;

static inline TDate next_business_day(TDate date, long method, const char* cal) {
    TDate r;
    if (JpmcdsBusinessDay(date, method, cal, &r) != SUCCESS) {
        return -1;
    } else {
        return r;
    }
}

TDate _previous_twentieth(TDate d, bool roll, const char* cal) {
    TMonthDayYear mdy;
    if (JpmcdsDateToMDY(d, &mdy) != SUCCESS) {
        return -1;
    }
    if (mdy.day < 20) {
        if(mdy.month == 1) {
            mdy.month = 12;
            mdy.year -= 1;
        } else {
            mdy.month -= 1;
        }
    }
    mdy.day = 20;
    int mod = mdy.month % 3;
    if (mod != 0) {
        mdy.month -= mod;
        if (mdy.month <= 0) {
            mdy.month += 12;
            mdy.year -= 1;
        }
    }
    TDate r;
    if (JpmcdsMDYToDate(&mdy, &r) != SUCCESS) {
        return -1;
    }
    if (roll) {
        return next_business_day(r, JPMCDS_BAD_DAY_FOLLOW, cal);
    } else {
        return r;
    }
}

PG_FUNCTION_INFO_V1(cds_accrued);

// postgresql represents dates as number of days since 2000-01-01
// TDate are integers since 1601-01-01
Datum cds_accrued(PG_FUNCTION_ARGS) {
    const char default_cal[] = "NONE";
    const char us_cal[] = "/usr/share/cds/US";
    DateADT d = PG_GETARG_DATEADT(0);
    float8 coupon = PG_GETARG_FLOAT8(1);
    bool include_cashflow = PG_GETARG_BOOL(2);
    const char* currency = text_to_cstring(PG_GETARG_TEXT_PP(3));
    const char* cal;

    if (strcmp(currency, "USD") == 0) {
        cal = us_cal;
    } else {
        cal = default_cal;
    }
    TDate date = d + 145731 + 1;
    TDate date1 = next_business_day(date, JPMCDS_BAD_DAY_PREVIOUS, cal);
    if (date1 == -1) {
	elog(ERROR, "Please set up the US calendar in /usr/share/cds/US");
    }
    TDate date_prev = _previous_twentieth(date1, true, cal);

    if ((date_prev == date) && include_cashflow) {
        date_prev = _previous_twentieth(date - 1, true, cal);
    }
    PG_RETURN_FLOAT8((date - date_prev) / 360. * coupon);
}