// Tutorial4.cpp : Defines the entry point for the console application.
//

#include <iostream>
#include <map>
#include <vector>
#include <string>
#include <algorithm>
#include "Equity.h"
#include "EquityOption.h"
#include "EquityDerivativeTrade.h"
#include "OptionType.h"
#include "DerivativePortfolioPosition.h"
using namespace std;

map<string, double> deriveEquityTradesForDeltaNeutralPosition(DerivativePortfolioPosition const & position) {
	map<string, double> deltaRiskMap = position.calculateDeltaRisk();
	map<string, double> tradesForDeltaNeutralPosition;
	for (auto trade = deltaRiskMap.begin(); trade != deltaRiskMap.end(); trade++) {
		tradesForDeltaNeutralPosition.insert(make_pair(trade->first, -1 * trade->second));
	};
	return tradesForDeltaNeutralPosition;
};

int main()
{
	//Create option instruments 
	Equity amazon("AMZ", 1.0);

	EquityOption equityOptionAMZS("AMZS1", amazon, 1.0, OptionType::Call, 1.0 , 100.0, 0.5);
	EquityOption equityOptionAMZU("AMZU1", amazon, 1.0, OptionType::Call, 1.5, 120.0, 0.3);
	EquityOption equityOptionAMZZ("AMZZ1", amazon, 1.0, OptionType::Put, 0.5, 120.0, -0.2);

	Equity google("GOOGL", 1.0);

	EquityOption equityOptionGOOGS("GOOGS1", google, 1.0, OptionType::Put, 0.25, 150.0, 0.1);
	EquityOption equityOptionGOOGU("GOOGU1", google, 1.0, OptionType::Put, 0.5, 110.0, 0.7);
	EquityOption equityOptionGOOGZ("GOOGZ1", google, 1.0, OptionType::Call, 0.1, 90.0, -0.4);

	//Create Trades based on the instruments
	//Amazon
	EquityDerivativeTrade trade1(equityOptionAMZS, 20.0, 2.5, TradeSide::Buy); //Buy 20 contracts
	EquityDerivativeTrade trade2(equityOptionAMZZ, 10.0, 1.5, TradeSide::Buy); //Buy 10 contracts 
	EquityDerivativeTrade trade3(equityOptionAMZZ, 15.0, 0.6, TradeSide::Sell); //Sell 15 contracts


	//Google
	EquityDerivativeTrade trade4(equityOptionGOOGU, 25.0, 2.5, TradeSide::Buy); //Buy 20 contracts
	EquityDerivativeTrade trade5(equityOptionGOOGZ, 12.0, 1.5, TradeSide::Buy); //Buy 10 contracts 
	EquityDerivativeTrade trade6(equityOptionGOOGS, 11.0, 0.6, TradeSide::Sell); //Sell 15 contracts


	DerivativePortfolioPosition position;
	//Accumulate position
	position.addTrade(trade1);
	position.addTrade(trade2);
	position.addTrade(trade3);

	position.addTrade(trade4);
	position.addTrade(trade5);
	position.addTrade(trade6);


	try{

		cout << "Current Delta Position " << endl;
		for (pair<string, double> elem : position.calculateDeltaRisk())
		{
			cout << elem.first << " " << elem.second << "\n";
		}

		cout << "Trades for Delta Nuetral Position " << endl;
		for (pair<string, double> elem : deriveEquityTradesForDeltaNeutralPosition(position))
		{
			cout << elem.first << " " << elem.second << "\n";
		}
	}
	catch (exception& e)
	{
		cout << "Can not calculate position delta risk due the error " << e.what() << endl;

	}

	system("pause");
	return 0;
}