/**
 * Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies
 *
 * Please see distribution for license.
 */
package com.opengamma.financial.analytics.model.equity;

import java.util.Collections;
import java.util.Set;

import com.opengamma.OpenGammaRuntimeException;
import com.opengamma.core.value.MarketDataRequirementNames;
import com.opengamma.engine.ComputationTarget;
import com.opengamma.engine.function.AbstractFunction;
import com.opengamma.engine.function.FunctionCompilationContext;
import com.opengamma.engine.function.FunctionExecutionContext;
import com.opengamma.engine.function.FunctionInputs;
import com.opengamma.engine.target.ComputationTargetType;
import com.opengamma.engine.value.ComputedValue;
import com.opengamma.engine.value.ValueProperties;
import com.opengamma.engine.value.ValuePropertyNames;
import com.opengamma.engine.value.ValueRequirement;
import com.opengamma.engine.value.ValueRequirementNames;
import com.opengamma.engine.value.ValueSpecification;
import com.opengamma.financial.security.FinancialSecurityTypes;
import com.opengamma.financial.security.FinancialSecurityUtils;
import com.opengamma.util.async.AsynchronousExecution;

/**
 * Calculates the Value (or Dollar) Delta of an EquitySecurity. The value delta is defined as the Delta (dV/dS) multiplied by the spot, S. As dS/dS == 1, ValueDelta = S, the spot value of the
 * security. ValueDelta can be roughly described as the delta hedge of the position expressed in currency value. It indicates how much currency must be used in order to delta hedge a position.
 * 
 * @author casey
 */
public class EquitySecurityValueDeltaFunction extends AbstractFunction.NonCompiledInvoker {

  private String getValueRequirementName() {
    return ValueRequirementNames.VALUE_DELTA;
  }

  @Override
  public Set<ComputedValue> execute(FunctionExecutionContext executionContext, FunctionInputs inputs, ComputationTarget target, Set<ValueRequirement> desiredValues) throws AsynchronousExecution {
    final ValueRequirement desiredValue = desiredValues.iterator().next();
    ValueProperties properties = desiredValue.getConstraints().copy()
        .with(ValuePropertyNames.CURRENCY, FinancialSecurityUtils.getCurrency(target.getSecurity()).getCode())
        .get();
    final ValueSpecification valueSpecification = new ValueSpecification(getValueRequirementName(), target.toSpecification(), properties);

    // Get Market Value
    final Object marketValueObject = inputs.getValue(MarketDataRequirementNames.MARKET_VALUE);
    if (marketValueObject == null) {
      throw new OpenGammaRuntimeException("Could not get market value");
    }
    final Double marketValue = (Double) marketValueObject;

    final ComputedValue result = new ComputedValue(valueSpecification, marketValue);
    return Collections.singleton(result);
  }

  @Override
  public ComputationTargetType getTargetType() {
    return FinancialSecurityTypes.EQUITY_SECURITY;
  }

  @Override
  public Set<ValueSpecification> getResults(FunctionCompilationContext context, ComputationTarget target) {
    ValueProperties properties = createValueProperties()
        .with(ValuePropertyNames.CURRENCY, FinancialSecurityUtils.getCurrency(target.getSecurity()).getCode())
        .get();
    return Collections.singleton(new ValueSpecification(getValueRequirementName(), target.toSpecification(), properties));
  }

  @Override
  /**
   * Requires only the Spot value of the equity index or name
   */
  public Set<ValueRequirement> getRequirements(FunctionCompilationContext context, ComputationTarget target, ValueRequirement desiredValue) {
    return Collections.singleton(new ValueRequirement(MarketDataRequirementNames.MARKET_VALUE, getTargetType(), target.getUniqueId()));
  }

}