/*
 * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
 * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
 *
 * Licensed under the Apache License, Version 2.0 (the "License");
 * you may not use this file except in compliance with the License.
 * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
*/

using Python.Runtime;
using QuantConnect.Securities;
using System;

namespace QuantConnect.Python
{
    /// <summary>
    /// Wraps a <see cref="PyObject"/> object that represents a security's model of buying power
    /// </summary>
    public class BuyingPowerModelPythonWrapper : IBuyingPowerModel
    {
        private readonly dynamic _model;

        /// <summary>
        /// Constructor for initialising the <see cref="BuyingPowerModelPythonWrapper"/> class with wrapped <see cref="PyObject"/> object
        /// </summary>
        /// <param name="model">Represents a security's model of buying power</param>
        public BuyingPowerModelPythonWrapper(PyObject model)
        {
            using (Py.GIL())
            {
                foreach (var attributeName in new[] { "GetBuyingPower", "GetMaximumOrderQuantityForDeltaBuyingPower", "GetLeverage", "GetMaximumOrderQuantityForTargetBuyingPower", "GetReservedBuyingPowerForPosition", "HasSufficientBuyingPowerForOrder", "SetLeverage" })
                {
                    if (!model.HasAttr(attributeName))
                    {
                        throw new NotImplementedException($"IBuyingPowerModel.{attributeName} must be implemented. Please implement this missing method on {model.GetPythonType()}");
                    }
                }
            }
            _model = model;
        }

        /// <summary>
        /// Gets the buying power available for a trade
        /// </summary>
        /// <param name="parameters">A parameters object containing the algorithm's potrfolio, security, and order direction</param>
        /// <returns>The buying power available for the trade</returns>
        public BuyingPower GetBuyingPower(BuyingPowerParameters parameters)
        {
            using (Py.GIL())
            {
                return (_model.GetBuyingPower(parameters) as PyObject).GetAndDispose<BuyingPower>();
            }
        }

        /// <summary>
        /// Gets the current leverage of the security
        /// </summary>
        /// <param name="security">The security to get leverage for</param>
        /// <returns>The current leverage in the security</returns>
        public decimal GetLeverage(Security security)
        {
            using (Py.GIL())
            {
                return (_model.GetLeverage(security) as PyObject).GetAndDispose<decimal>();
            }
        }

        /// <summary>
        /// Get the maximum market order quantity to obtain a position with a given buying power percentage.
        /// Will not take into account free buying power.
        /// </summary>
        /// <param name="parameters">An object containing the portfolio, the security and the target signed buying power percentage</param>
        /// <returns>Returns the maximum allowed market order quantity and if zero, also the reason</returns>
        public GetMaximumOrderQuantityResult GetMaximumOrderQuantityForTargetBuyingPower(GetMaximumOrderQuantityForTargetBuyingPowerParameters parameters)
        {
            using (Py.GIL())
            {
                return (_model.GetMaximumOrderQuantityForTargetBuyingPower(parameters)
                    as PyObject).GetAndDispose<GetMaximumOrderQuantityResult>();
            }
        }

        /// <summary>
        /// Get the maximum market order quantity to obtain a delta in the buying power used by a security.
        /// The deltas sign defines the position side to apply it to, positive long, negative short.
        /// </summary>
        /// <param name="parameters">An object containing the portfolio, the security and the delta buying power</param>
        /// <returns>Returns the maximum allowed market order quantity and if zero, also the reason</returns>
        public GetMaximumOrderQuantityResult GetMaximumOrderQuantityForDeltaBuyingPower(
            GetMaximumOrderQuantityForDeltaBuyingPowerParameters parameters)
        {
            using (Py.GIL())
            {
                return (_model.GetMaximumOrderQuantityForDeltaBuyingPower(parameters)
                    as PyObject).GetAndDispose<GetMaximumOrderQuantityResult>();
            }
        }

        /// <summary>
        /// Gets the amount of buying power reserved to maintain the specified position
        /// </summary>
        /// <param name="parameters">A parameters object containing the security</param>
        /// <returns>The reserved buying power in account currency</returns>
        public ReservedBuyingPowerForPosition GetReservedBuyingPowerForPosition(ReservedBuyingPowerForPositionParameters parameters)
        {
            using (Py.GIL())
            {
                return (_model.GetReservedBuyingPowerForPosition(parameters)
                    as PyObject).GetAndDispose<ReservedBuyingPowerForPosition>();
            }
        }

        /// <summary>
        /// Check if there is sufficient buying power to execute this order.
        /// </summary>
        /// <param name="parameters">An object containing the portfolio, the security and the order</param>
        /// <returns>Returns buying power information for an order</returns>
        public HasSufficientBuyingPowerForOrderResult HasSufficientBuyingPowerForOrder(HasSufficientBuyingPowerForOrderParameters parameters)
        {
            using (Py.GIL())
            {
                return (_model.HasSufficientBuyingPowerForOrder(parameters)
                    as PyObject).GetAndDispose<HasSufficientBuyingPowerForOrderResult>();
            }
        }

        /// <summary>
        /// Sets the leverage for the applicable securities, i.e, equities
        /// </summary>
        /// <remarks>
        /// This is added to maintain backwards compatibility with the old margin/leverage system
        /// </remarks>
        /// <param name="security">The security to set leverage for</param>
        /// <param name="leverage">The new leverage</param>
        public void SetLeverage(Security security, decimal leverage)
        {
            using (Py.GIL())
            {
                _model.SetLeverage(security, leverage);
            }
        }
    }
}