/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

/*

 Copyright (C) 2019 SoftSolutions! S.r.l.

 Copyright (C) 2025 Peter Caspers

 This file is part of QuantLib, a free-software/open-source library

 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it

 under the terms of the QuantLib license.  You should have received a

 copy of the license along with this program; if not, please email

 <quantlib-dev@lists.sf.net>. The license is also available online at

 <https://www.quantlib.org/license.shtml>.

 This program is distributed in the hope that it will be useful, but WITHOUT

 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS

 FOR A PARTICULAR PURPOSE.  See the license for more details.

*/

#include <ql/math/optimization/levenbergmarquardt.hpp>

#include <ql/termstructures/globalbootstrap.hpp>

namespace QuantLib {

MultiCurveBootstrap::MultiCurveBootstrap(Real accuracy) {

    optimizer_ = ext::make_shared<LevenbergMarquardt>(accuracy, accuracy, accuracy);

    endCriteria_ = ext::make_shared<EndCriteria>(1000, 10, accuracy, accuracy, accuracy);

}

MultiCurveBootstrap::MultiCurveBootstrap(ext::shared_ptr<OptimizationMethod> optimizer,

                                         ext::shared_ptr<EndCriteria> endCriteria)

: optimizer_(std::move(optimizer)), endCriteria_(std::move(endCriteria)) {

    constexpr auto accuracy = 1E-10;

    if (optimizer_ == nullptr)

        optimizer_ = ext::make_shared<LevenbergMarquardt>(accuracy, accuracy, accuracy);

    if (endCriteria_ == nullptr)

        endCriteria_ = ext::make_shared<EndCriteria>(1000, 10, accuracy, accuracy, accuracy);

}

void MultiCurveBootstrap::add(const MultiCurveBootstrapContributor* c) {

    contributors_.push_back(c);

    c->setParentBootstrapper(shared_from_this());

}

void MultiCurveBootstrap::addObserver(Observer* o) {

    observers_.push_back(o);

}

void MultiCurveBootstrap::runMultiCurveBootstrap() {

    std::vector<Size> guessSizes;

    std::vector<Real> globalGuess;

    for (auto const& c : contributors_) {

        Array guess = c->setupCostFunction();

        globalGuess.insert(globalGuess.end(), guess.begin(), guess.end());

        guessSizes.push_back(guess.size());

    }

    auto fn = [this, &guessSizes](const Array& x) {

        // call the contributors' cost functions' set part

        std::size_t offset = 0;

        for (std::size_t c = 0; c < contributors_.size(); ++c) {

            Array tmp(guessSizes[c]);

            std::copy(std::next(x.begin(), offset), std::next(x.begin(), offset + guessSizes[c]),

                      tmp.begin());

            offset += guessSizes[c];

            contributors_[c]->setCostFunctionArgument(tmp);

        }

        // update observers

        for(auto *o: observers_)

            o->update();

        // collect the contributors' result

        std::vector<Array> results;

        results.reserve(contributors_.size());

        for (auto& contributor : contributors_) {

            results.push_back(contributor->evaluateCostFunction());

        }

        // concatenate the contributors' values and return the concatenation as the result

        std::size_t resultSize =

            std::accumulate(results.begin(), results.end(), (std::size_t)0,

                            [](std::size_t len, const Array& a) { return len + a.size(); });

        Array result(resultSize);

        offset = 0;

        for (auto const& r : results) {

            std::copy(r.begin(), r.end(), std::next(result.begin(), offset));

            offset += r.size();

        }

        return result;

    };

    SimpleCostFunction<decltype(fn)> costFunction(fn);

    NoConstraint noConstraint;

    Problem problem(costFunction, noConstraint, Array(globalGuess.begin(), globalGuess.end()));

    EndCriteria::Type endType = optimizer_->minimize(problem, *endCriteria_);

    QL_REQUIRE(

        EndCriteria::succeeded(endType),

        "global bootstrap failed to minimize to required accuracy (during multi curve bootstrap): "

            << endType);

    // set all contributors to valid

    for (auto const& c : contributors_)

        c->setToValid();

}

} // namespace QuantLib