#pragma once
#include "EquityDerivativeTrade.h"
#include <vector>
class DerivativePortfolioPosition {
private:
	vector<EquityDerivativeTrade> tradesLog;

public:
	DerivativePortfolioPosition() {
	};
	void addTrade(EquityDerivativeTrade trade) {
		tradesLog.push_back(trade);
	};

	map<string, double> calculateDeltaRisk() const {
		map<string, double> equityDeltaMap;
		for (EquityDerivativeTrade trade : tradesLog) {
			Equity underlying = trade.getInstrument().getUnderlying();
			if (equityDeltaMap.find(underlying.getID()) == equityDeltaMap.end()) {
				equityDeltaMap.insert({ underlying.getID(), trade.getDelta() });
			}
			else {
				equityDeltaMap.at(underlying.getID()) += trade.getDelta();
			}
		};
		return equityDeltaMap;
	};

	vector<EquityDerivativeTrade> getTrades() const {
		return tradesLog;
	};

	int getNumberTrades() const {
		return tradesLog.size();
	};


};