/**
 * Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies
 * 
 * Please see distribution for license.
 */
package com.opengamma.financial.analytics.timeseries;

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

import com.opengamma.OpenGammaRuntimeException;
import com.opengamma.analytics.financial.instrument.InstrumentDefinition;
import com.opengamma.core.historicaltimeseries.HistoricalTimeSeries;
import com.opengamma.core.historicaltimeseries.HistoricalTimeSeriesSource;
import com.opengamma.core.holiday.HolidaySource;
import com.opengamma.core.region.RegionSource;
import com.opengamma.core.security.SecuritySource;
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.OpenGammaCompilationContext;
import com.opengamma.financial.OpenGammaExecutionContext;
import com.opengamma.financial.analytics.conversion.FixedIncomeConverterDataProvider;
import com.opengamma.financial.analytics.conversion.InterestRateInstrumentTradeOrSecurityConverter;
import com.opengamma.financial.analytics.ircurve.FixedIncomeStripWithSecurity;
import com.opengamma.financial.analytics.ircurve.InterpolatedYieldCurveSpecificationWithSecurities;
import com.opengamma.financial.analytics.ircurve.YieldCurveFunction;
import com.opengamma.financial.convention.ConventionBundleSource;
import com.opengamma.financial.security.FinancialSecurity;
import com.opengamma.master.historicaltimeseries.HistoricalTimeSeriesResolver;

/**
 * Function to source time series data from a {@link HistoricalTimeSeriesSource} attached to the execution context needed to convert each of the instruments in a curve to their OG-Analytics derivative
 * form.
 * 
 * @deprecated This is to support the two curve case rather than calc curve configurations. Remove when InterpolatedYieldCurveFunction and MarketInstrumentImpliedYieldCurveFunction no longer reference
 *             it
 */
@Deprecated
public class YieldCurveInstrumentConversionHistoricalTimeSeriesFunctionDeprecated extends AbstractFunction.NonCompiledInvoker {

  private FixedIncomeConverterDataProvider _definitionConverter;

  protected InterestRateInstrumentTradeOrSecurityConverter getSecurityConverter(final FunctionExecutionContext context) {
    final HolidaySource holidaySource = OpenGammaExecutionContext.getHolidaySource(context);
    final RegionSource regionSource = OpenGammaExecutionContext.getRegionSource(context);
    final ConventionBundleSource conventionSource = OpenGammaExecutionContext.getConventionBundleSource(context);
    final SecuritySource securitySource = OpenGammaExecutionContext.getSecuritySource(context);
    return new InterestRateInstrumentTradeOrSecurityConverter(holidaySource, conventionSource, regionSource, securitySource, true, context.getComputationTargetResolver().getVersionCorrection());
  }

  protected FixedIncomeConverterDataProvider getDefinitionConverter() {
    return _definitionConverter;
  }

  @Override
  public void init(final FunctionCompilationContext context) {
    final SecuritySource securitySource = OpenGammaCompilationContext.getSecuritySource(context);
    final ConventionBundleSource conventionSource = OpenGammaCompilationContext.getConventionBundleSource(context); // TODO [PLAT-5966] Remove
    final HistoricalTimeSeriesResolver timeSeriesResolver = OpenGammaCompilationContext.getHistoricalTimeSeriesResolver(context);
    _definitionConverter = new FixedIncomeConverterDataProvider(conventionSource, securitySource, timeSeriesResolver);
  }

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

  @Override
  public Set<ValueSpecification> getResults(final FunctionCompilationContext context, final ComputationTarget target) {
    return Collections.singleton(new ValueSpecification(ValueRequirementNames.YIELD_CURVE_INSTRUMENT_CONVERSION_HISTORICAL_TIME_SERIES, target.toSpecification(), createValueProperties()
        .withAny(ValuePropertyNames.CURVE).withAny(YieldCurveFunction.PROPERTY_FORWARD_CURVE).withAny(YieldCurveFunction.PROPERTY_FUNDING_CURVE).get()));
  }

  @Override
  public Set<ValueRequirement> getRequirements(final FunctionCompilationContext context, final ComputationTarget target, final ValueRequirement desiredValue) {
    final Set<String> curveNames = desiredValue.getConstraints().getValues(ValuePropertyNames.CURVE);
    if ((curveNames == null) || (curveNames.size() != 1)) {
      return null;
    }
    final Set<String> forwardCurveNames = desiredValue.getConstraints().getValues(YieldCurveFunction.PROPERTY_FORWARD_CURVE);
    if ((forwardCurveNames == null) || (forwardCurveNames.size() != 1)) {
      return null;
    }
    final Set<String> fundingCurveNames = desiredValue.getConstraints().getValues(YieldCurveFunction.PROPERTY_FUNDING_CURVE);
    if ((fundingCurveNames == null) || (fundingCurveNames.size() != 1)) {
      return null;
    }
    return Collections.singleton(new ValueRequirement(ValueRequirementNames.YIELD_CURVE_SPEC, target.toSpecification(), ValueProperties.with(ValuePropertyNames.CURVE, curveNames).get()));
  }

  @Override
  public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs, final ComputationTarget target, final Set<ValueRequirement> desiredValues) {
    final ValueRequirement desiredValue = desiredValues.iterator().next();
    final String curveName = desiredValue.getConstraint(ValuePropertyNames.CURVE);
    final InterpolatedYieldCurveSpecificationWithSecurities curve = (InterpolatedYieldCurveSpecificationWithSecurities) inputs.getValue(ValueRequirementNames.YIELD_CURVE_SPEC);
    final Set<ValueRequirement> timeSeriesRequirements = new HashSet<ValueRequirement>();
    final InterestRateInstrumentTradeOrSecurityConverter securityConverter = getSecurityConverter(executionContext);
    for (final FixedIncomeStripWithSecurity strip : curve.getStrips()) {
      final FinancialSecurity financialSecurity = (FinancialSecurity) strip.getSecurity();
      final InstrumentDefinition<?> definition = securityConverter.visit(financialSecurity);
      final Set<ValueRequirement> requirements = getDefinitionConverter().getConversionTimeSeriesRequirements(financialSecurity, definition);
      if (requirements == null) {
        throw new OpenGammaRuntimeException("Can't get time series requirements for " + strip + " on " + curveName);
      }
      timeSeriesRequirements.addAll(requirements);
    }
    final HistoricalTimeSeriesBundle timeSeries = new HistoricalTimeSeriesBundle();
    final HistoricalTimeSeriesSource timeSeriesSource = OpenGammaExecutionContext.getHistoricalTimeSeriesSource(executionContext);
    for (ValueRequirement timeSeriesRequirement : timeSeriesRequirements) {
      final HistoricalTimeSeries hts = HistoricalTimeSeriesFunction.executeImpl(executionContext, timeSeriesSource,
          timeSeriesRequirement.getTargetReference().getSpecification(), timeSeriesRequirement);
      if (hts == null) {
        throw new OpenGammaRuntimeException("Can't get time series for " + timeSeriesRequirement);
      }
      timeSeries.add(timeSeriesRequirement.getConstraint(HistoricalTimeSeriesFunctionUtils.DATA_FIELD_PROPERTY), timeSeriesSource.getExternalIdBundle(hts.getUniqueId()), hts);
    }
    return Collections.singleton(new ComputedValue(new ValueSpecification(ValueRequirementNames.YIELD_CURVE_INSTRUMENT_CONVERSION_HISTORICAL_TIME_SERIES, target.toSpecification(), desiredValue
        .getConstraints()), timeSeries));
  }

}