using YLErp.Abstract.DataProviders;
using YLErp.BLL.Calculation;
using YLErp.Enums;
using YLErp.Helpers;
using YLErp.Model.Enum;
using YLErp.Modules;
using YLErp.DBModels.Enums;
using YLErp.Modules.CalculationModule;
using YLErp.Modules.DataProviderModule;
using YLErp.Modules.MarginModule;
using YLErp.Modules.SwapModule.Margin;
using YLErp.Modules.TradeModule;

namespace YLErp.BLL.MarginCalculation
{
    /// <summary>
    /// 预付金计算
    /// </summary>
    public partial class MarginCalculationBase
    {
        protected static readonly IYcLogger logger = LogFactory.GetLogger("预付金计算");

        protected readonly UnderlyingDataProvider _underlyingDataProvider;

        protected MarginCalculationBase()
        {
            _underlyingDataProvider = new UnderlyingDataProvider();
        }

        public virtual List<trade_span> CalcClientMargin(CalcClientMarginReq req)
        {
            var clientSpanNews = new List<ClientSpan>();

            using (var db = new YLContext())
            {
                if (req.tradeSpans != null && req.tradeSpans.Count > 0)
                {
                    var tradeIds = req.tradeSpans.Select(t => t.TradeId).ToList();
                    var tradeList = db.trade.AsNoTracking().Where(t => tradeIds.Contains(t.id)).ToList();
                    var tradeSpanInfo = (from tradeSpan in req.tradeSpans
                                         join trade in tradeList on tradeSpan.TradeId equals trade.id
                                         where tradeSpan.ValueDate == req.settleDate
                                         select new { trade, tradeSpan }).ToList();

                    var clientGroups = tradeSpanInfo.GroupBy(t => t.trade.ClientId);
                    foreach (var clientGroup in clientGroups)
                    {
                        var client = DataCacheProvider.GetClientDataSource().GetData(clientGroup.Key);
                        var underlyingGroup = clientGroup.GroupBy(t => t.trade.UnderlyingId).Select(t => new ClientSpan
                        {
                            UnderlyingId = t.Key,
                            ClientId = clientGroup.Key,
                            ValueDate = req.settleDate,
                            Spv1 = t.Sum(g => g.tradeSpan.Spv1) * (-1),
                            Spv2 = t.Sum(g => g.tradeSpan.Spv2) * (-1),
                            Spv3 = t.Sum(g => g.tradeSpan.Spv3) * (-1),
                            Spv4 = t.Sum(g => g.tradeSpan.Spv4) * (-1),
                            SwapWorstCastClientPayable = t.Where(g => g.trade.TradeType == "收益互换").Sum(g => g.tradeSpan.WorstCastClientPayable) * (-1),
                            OptId = req.userId,
                            OptName = req.userName,
                            OptDate = DateTime.Now,
                            SpanType = req.SpanType
                        }).ToList();
                        foreach (var item in underlyingGroup)
                        {
                            item.WorstCastClientPayable = Math.Min(Math.Min(Math.Min(item.Spv1 ?? 0, item.Spv2 ?? 0), item.Spv3 ?? 0), item.Spv4 ?? 0);

                            item.TwoSideMargin = Math.Min(Math.Min(Math.Min(item.Spv1 ?? 0, item.Spv2 ?? 0), item.Spv3 ?? 0), item.Spv4 ?? 0);

                            #region 更新tradeSpan，使得每笔交易的持仓预付金和客户预付金计算用的Spv组保持一致

                            var tradeIdList = clientGroup.Select(x => x.tradeSpan.TradeId);
                            var tradeSpansUpdate = db.trade_span.Where(x => tradeIdList.Contains(x.TradeId) && x.ClientId == item.ClientId && x.UnderlyingId == item.UnderlyingId && x.ValueDate == req.settleDate).ToList();
                            var tradeSpansReq = req.tradeSpans.Where(x => tradeIdList.Contains(x.TradeId) && x.ClientId == item.ClientId && x.UnderlyingId == item.UnderlyingId && x.ValueDate == req.settleDate).ToList();

                            if (item.WorstCastClientPayable == item.Spv1)
                            {
                                tradeSpansUpdate.ForEach(x => x.WorstCastClientPayable = x.Spv1);
                                tradeSpansReq.ForEach(x => x.WorstCastClientPayable = x.Spv1);
                            }
                            else if (item.WorstCastClientPayable == item.Spv2)
                            {
                                tradeSpansUpdate.ForEach(x => x.WorstCastClientPayable = x.Spv2);
                                tradeSpansReq.ForEach(x => x.WorstCastClientPayable = x.Spv2);
                            }
                            else if (item.WorstCastClientPayable == item.Spv3)
                            {
                                tradeSpansUpdate.ForEach(x => x.WorstCastClientPayable = x.Spv3);
                                tradeSpansReq.ForEach(x => x.WorstCastClientPayable = x.Spv3);
                            }
                            else if (item.WorstCastClientPayable == item.Spv4)
                            {
                                tradeSpansUpdate.ForEach(x => x.WorstCastClientPayable = x.Spv4);
                                tradeSpansReq.ForEach(x => x.WorstCastClientPayable = x.Spv4);
                            }

                            #endregion
                        }
                        var clientSpan = new ClientSpan
                        {
                            ClientId = clientGroup.Key,
                            ValueDate = req.settleDate,
                            Spv1 = underlyingGroup.Sum(g => g.Spv1),
                            Spv2 = underlyingGroup.Sum(g => g.Spv2),
                            Spv3 = underlyingGroup.Sum(g => g.Spv3),
                            Spv4 = underlyingGroup.Sum(g => g.Spv4),
                            //负数代表客户应缴预付金，正数代表客户应收预付金
                            WorstCastClientPayable = underlyingGroup.Sum(g => g.WorstCastClientPayable),
                            SwapWorstCastClientPayable = underlyingGroup.Sum(g => g.SwapWorstCastClientPayable),
                            MySideMargin = underlyingGroup.Sum(g => g.WorstCastClientPayable),
                            TwoSideMargin = underlyingGroup.Sum(g => g.TwoSideMargin),
                            OptId = req.userId,
                            OptName = req.userName,
                            OptDate = DateTime.Now,
                            SpanType = req.SpanType,
                            AdditionalWorstCastClientPayable = req.clientAdditionalMarginDic != null
                                && req.clientAdditionalMarginDic.TryGetValue(clientGroup.Key, out var dd) ? dd : 0
                        };

                        if (client.MarginOptionType == (int)MarginOptionEnum.单向追保)
                        {
                            clientSpan.WorstCastClientPayable = Math.Min(clientSpan.WorstCastClientPayable.Value, 0);
                        }
                        else if (client.MarginOptionType == (int)MarginOptionEnum.对手方单向追保)
                        {
                            clientSpan.WorstCastClientPayable = Math.Max(clientSpan.WorstCastClientPayable.Value, 0);
                        }

                        clientSpanNews.Add(clientSpan);
                    }
                }

                //span类型为实时删除所有实时计算的交易的预付金信息
                if (req.SpanType == ClientSpan.SpanType_RealTime)
                {
                    if (req.RefreshClientIds != null)
                    {
                        db.BulkDelete<ClientSpan>($"{nameof(ClientSpan.ClientId)} in @ids", new { ids = req.RefreshClientIds });
                    }
                    else
                    {
                        db.BulkDelete<ClientSpan>($"{nameof(ClientSpan.SpanType)}={req.SpanType}");
                    }

                }
                else
                {
                    if (req.ClientIds != null)
                    {
                        var sql = $"{nameof(ClientSpan.ClientId)} in @ids and {nameof(ClientSpan.ValueDate)}='{req.settleDate.ToSqlDate()}' and {nameof(ClientSpan.SpanType)}={req.SpanType} and {nameof(ClientSpan.ModifiedFlag)}=0";
                        db.BulkDelete<ClientSpan>(sql, new { ids = req.ClientIds });
                    }
                    else
                    {
                        var sql = $"{nameof(ClientSpan.ValueDate)}='{req.settleDate.ToSqlDate()}' and {nameof(ClientSpan.SpanType)}={req.SpanType} and {nameof(ClientSpan.ModifiedFlag)}=0";
                        db.BulkDelete<ClientSpan>(sql);
                    }

                    var clientSpanOldsWithFlag = db.client_span.Where(t => t.ValueDate == req.settleDate && t.SpanType == req.SpanType && t.ModifiedFlag)
                        .Select(n => new { n.ValueDate, n.ClientId }).ToList();
                    //筛选出可以修改的clientSpan
                    clientSpanNews = clientSpanNews.Where(c => !clientSpanOldsWithFlag.Any(t => t.ValueDate == c.ValueDate && t.ClientId == c.ClientId)).ToList();
                }
                if (clientSpanNews.Count > 0)
                {
                    //MySqlBulkExtensions.BulkInsert(db, clientSpanNews);
                    db.client_span.AddRange(clientSpanNews);
                }

                db.SaveChanges();

                return req.tradeSpans;
            }
        }

        public virtual List<trade_span> RunMarginCalculation(RunMarginCalculationReq req)
        {
            if (req.tradeList == null || !req.tradeList.Any())
            {
                return new List<trade_span>();
            }

            var tradeSpanList = new List<trade_span>();

            //收益互换交易单独计算trade_span
            if (req.tradeList.Any(t => t.TradeType == "收益互换"))
            {
                var tradeList = req.tradeList.Where(t => t.TradeType == "收益互换").ToList();
                tradeSpanList.AddRange(SwapTradeMarginCalculation(req.Clone(tradeList)));
            }

            //剔除收益互换交易
            req.tradeList = req.tradeList.Where(t => t.TradeType != "收益互换").ToList();

            var helper = new RunMarginCalculationHelper(req, _underlyingDataProvider);

            var resultMap = new Dictionary<int, trade_span>();

            //为了算客户角度的一个预付金数值
            helper.ReverseTradeSide();

            helper.SetFieldsByTradeType();

            helper.GetUpDownLimitPrices(out var upLimitPrices, out var downLimitPrices);

            helper.GetTradVolRateDic(out var tradeVolRateDic);

            var vols = new[] { null, tradeVolRateDic };
            var prices = new (string, IPriceProvider)[] { ("up", upLimitPrices), ("down", downLimitPrices) };
            var loops = prices.SelectMany(n => vols.Select(m => new
            {
                pricekey = n.Item1,
                priceProvider = n.Item2,
                addVolRateDic = m
            })).ToArray();

            foreach (var loop in loops)
            {
                var calcReq = helper.GetCalculateRisksForTradesReq(priceProvider: loop.priceProvider, addVolRateDic: loop.addVolRateDic, overrideVols: null);

                var tradeRiskResult = CalculatorHelper.CalculateRisksForTrades(calcReq);

                if (tradeRiskResult.Results == null || tradeRiskResult.Results.Count < 1)
                {
                    continue;
                }

                var key = $"{loop.pricekey}_{(loop.addVolRateDic == null ? 0 : 1)}";

                foreach (var item in tradeRiskResult.Results)
                {
                    var pv = item.ValueResult.Pv;

                    if (!helper.GetSpecialMargin(item.Trade, pv, out var value))
                    {
                        var clientRatio = helper.GetClient(item.Trade)?.Ratio ?? 1.0;

                        value = double.IsNaN(pv) ? 0 : pv * clientRatio;
                    }

                    var contains = resultMap.TryGetValue(item.Trade.id, out var tempTradeSpan);

                    if (!contains)
                    {
                        resultMap[item.Trade.id] = tempTradeSpan = helper.CreateTradeSpan(item.Trade);
                    }

                    switch (key)
                    {
                        case "up_0":
                            tempTradeSpan.Spv1 = value; break;
                        case "up_1":
                            tempTradeSpan.Spv2 = value; break;
                        case "down_0":
                            tempTradeSpan.Spv3 = value; break;
                        case "down_1":
                            tempTradeSpan.Spv4 = value; break;
                    }

                    if (contains)
                    {
                        tempTradeSpan.SetWorstCastClientPayable();
                    }
                }
            }

            tradeSpanList.AddRange(resultMap.Values.ToList());

            return tradeSpanList;
        }

        public virtual double GetTradeMargin(GetTradeMarginReq req)
        {
            using (var db = new YLContext())
            {
                var marginReq = req.GetRunMarginCalculationReq();
                if (req.trade.IsGroup == 1)
                {
                    marginReq.tradeList = db.trade.Where(x => x.ParentTradeId == req.realTradeId).ToList();
                    if (marginReq.CalcMarginType == CalcMarginTypeEnum.InitialMargin)
                    {
                        foreach (var item in marginReq.tradeList)
                        {
                            item.id = 0;
                        }
                    }
                }
                var tradeMargin = RunMarginCalculation(marginReq);
                if (null != tradeMargin)
                {
                    var margin = req.trade.IsGroup == 1 ? tradeMargin.Sum(x => x.WorstCastClientPayable ?? 0) : (tradeMargin.FirstOrDefault()?.WorstCastClientPayable ?? 0);
                    return margin;
                }
                return 0.0;
            }
        }

        //为了算客户角度的一个预付金数值
        //RunMarginCalculation时forOtherSide为true时调用
        protected List<trade_span> RunMarginCalculationOtherSide(RunMarginCalculationReq req)
        {
            void RevertBuySell()
            {
                foreach (var x in req.tradeList)
                {
                    x.BuySell = x.BuySell == "买入" ? "卖出" : "买入";
                    if (x.SubTrades != null && x.SubTrades.Any())
                    {
                        foreach (var xs in x.SubTrades)
                        {
                            xs.BuySell = xs.BuySell == "买入" ? "卖出" : "买入";
                        }
                    }
                }
            }

            RevertBuySell();

            req.forOtherSide = false;
            var results = RunMarginCalculation(req);
            RevertBuySell();
            return results;
        }

        /// <summary>
        /// 是否客户有双向预付金
        /// </summary>
        protected bool HasTwoSideMargin(int clientId)
        {
            if (PS.Config.ErpElement.TwoSideMargin)
            {
                var client = DataCacheProvider.GetClientDataSource().GetData(clientId);
                return client?.MarginOptionType == (int)MarginOptionEnum.双向追保;
            }
            return false;
        }

        /// <summary>
        /// 获取客户信息
        /// </summary>
        protected InnerClient GetClientInfo(int clientId)
        {
            if (clientId < 1)
            {
                return null;
            }

            using (var db = DbContextFactory.GetClientDbContext(null))
            {
                var query = from c in db.client
                            join cl in db.clientlevel on c.LevelId equals cl.id into t_cl
                            from cl in t_cl.DefaultIfEmpty()
                            where clientId == c.id
                            select new InnerClient
                            {
                                ClientId = c.id,
                                Ratio = cl == null ? null : cl.Ratio,
                                Ratio1 = cl == null ? null : cl.Ratio1,
                                AddRatio = cl == null ? null : cl.AddRatio,
                                MarginOptionType = c.MarginOptionType,
                                ProperClientClass = c.ProperClientClass,
                                QuestionnaireScore = c.QuestionnaireScore,
                                RuleT0orT1 = c.RuleT0orT1
                            };

                return query.FirstOrDefault();
            }
        }

        //收益互换预付金计算
        //预付金模板V2迁移：按 R1 三层级（交易绑定→客户默认→全局默认，ResolveTieredTemplates 找到即停）解析模板——
        //无预付金=0；区间追保结构=名义本金×x（初始）/名义本金×y（持仓），x/y 由 MarginTemplateV2RateHelper 按 期限档+资产类型 匹配明细取得。
        //三级均未命中或命中其他规则的互换交易维持现状（不产出 trade_span），与确认书/取数口径一致（BUG-02 修正）。
        //阶段三 §3.1：区间追保结构明细按方案B录入新区间结构（SpanConfig.LongSpans/ShortSpans）时切换新引擎——
        //每日取标的收盘价落档（债券净价/指数及ETF收盘价），维持保证金 = (初始保证金 + 总追加保证金) × 我方净收取方向；
        //存量 x/y 配置（无新区间结构）维持 名义×y 公式不变。
        private static List<trade_span> SwapTradeMarginCalculation(RunMarginCalculationReq req)
        {
            var result = new List<trade_span>();

            var calcTrades = req.tradeList.Where(t => t.ParentTradeId == 0 && t.id > 0).ToList();
            if (calcTrades.Count == 0)
            {
                return result;
            }
            var swapTradeIds = calcTrades.Select(t => t.id).ToList();

            using (var db = new YLContext())
            {
                //R1 三层级找到即停（BUG-02 修正）：交易绑定 → 客户默认 → 全局默认 统一解析，
                //只配了客户/全局默认模板的交易与交易级绑定同权生效，与确认书/取数口径一致
                var templatesByTrade = MarginTemplateV2RateHelper.ResolveTieredTemplates(calcTrades, req.settleDate, db);

                //期初腿数据：标的腿（多空）取 期初价格/数量/方向，初始预付金腿取 初始保证金与收取方向
                var swapPositions = db.swap_position.AsNoTracking()
                    .Where(x => swapTradeIds.Contains(x.SwapTradeId) && !x.Invalid && x.IsInitial)
                    .ToList();
                var positionsByTrade = swapPositions.GroupBy(x => x.SwapTradeId).ToDictionary(g => g.Key, g => g.ToList());

                foreach (var trade in req.tradeList)
                {
                    //剔除多空组合子交易
                    if (trade.ParentTradeId > 0 || trade.id <= 0)
                    {
                        continue;
                    }

                    if (!templatesByTrade.TryGetValue(trade.id, out var template))
                    {
                        continue;
                    }

                    double? margin;
                    if (template.RuleType == (int)MarginRuleTypeEnum.无预付金)
                    {
                        margin = 0;
                    }
                    else if (template.RuleType == (int)MarginRuleTypeEnum.区间追保结构)
                    {
                        var rateResult = MarginTemplateV2RateHelper.GetRateByTemplate(template, trade.UnderlyingCode, trade.UnderlyingInstrumentType, req.settleDate, db);
                        if (rateResult == null)
                        {
                            continue;
                        }

                        var spanCfg = rateResult.Detail?.SpanConfig;
                        if (SwapSpanMarginCalc.HasSpanConfig(spanCfg))
                        {
                            //方案B新结构：收盘价落档 → 维持保证金 = (初始 + 总追加) × 方向
                            margin = CalcSwapSpanMaintenanceMargin(trade, spanCfg,
                                positionsByTrade.TryGetValue(trade.id, out var legs) ? legs : new List<swap_position>(),
                                req.CalcMarginType == CalcMarginTypeEnum.InitialMargin, req.settleDate);
                        }
                        else
                        {
                            //存量 x/y 配置：初始预付金=名义本金×x；持仓预付金=名义本金×y
                            var rate = (double)(req.CalcMarginType == CalcMarginTypeEnum.InitialMargin
                                ? rateResult.InitRate ?? 0m
                                : rateResult.MaintainRate ?? 0m);
                            margin = rate * trade.StockEqvNotional;
                        }
                    }
                    else
                    {
                        //其他规则不在默认引擎支持范围，显式跳过
                        continue;
                    }

                    if (margin == null)
                    {
                        //新引擎无法计算（缺标的腿等），不产出 trade_span，与未匹配明细行为一致
                        continue;
                    }

                    result.Add(new trade_span()
                    {
                        TradeId = trade.id,
                        OptDate = DateTime.Now,
                        OptId = req.userId,
                        OptName = req.userName,
                        ClientId = trade.ClientId,
                        UnderlyingId = trade.UnderlyingId,
                        UnderlyingCode = trade.UnderlyingCode,
                        ValueDate = req.settleDate,
                        Spv1 = margin.Value,
                        Spv2 = margin.Value,
                        Spv3 = margin.Value,
                        Spv4 = margin.Value,
                        Spv5 = margin.Value,
                        Spv6 = margin.Value,
                        Spv7 = margin.Value,
                        Spv8 = margin.Value,
                        Spv = margin.Value,
                        WorstCastClientPayable = margin.Value,
                        Margin = 0
                    });
                }
            }

            return result;
        }

        /// <summary>
        /// 阶段三 §3.1 新引擎：规则15 方案B配置的维持保证金（DB 胶水层——只负责解析收盘价，计算在 SwapSpanMarginCalc.CalcTradeMaintenanceMargin 纯函数，单测覆盖）。
        /// 收盘价口径：债券取中债估值净价（GetBondPrice 口径 SettlePrice=净价；取 ≤计算日 最近一条，盘中跑用最近已有估值），
        /// 指数/ETF取收盘价（InnerGetEodPrice 将日期规整到最近交易日）；未取到 → closePrice=0（追加按0、维持=初始），仅记日志不抛错。
        /// </summary>
        private static double? CalcSwapSpanMaintenanceMargin(trade trade, SpanConfig spanCfg, List<swap_position> legs, bool isInitialCalc, DateTime settleDate)
        {
            //标的腿（多空）：期初价格、数量、客户方向
            var underlyingLeg = legs.FirstOrDefault(x => x.PositionType == (int)PositionTypeFlag.Long || x.PositionType == (int)PositionTypeFlag.Short);
            if (underlyingLeg == null || underlyingLeg.PosiGrossPrice <= 0)
            {
                logger.Info($"【警告】规则15新引擎：交易{trade.id}无有效标的腿（期初价），跳过新公式计算");
                return null;
            }

            double closePrice;
            if (isInitialCalc)
            {
                //试算初始不依赖收盘价
                closePrice = 0;
            }
            else
            {
                var underlyingCode = !string.IsNullOrEmpty(underlyingLeg.UnderlyingCode) ? underlyingLeg.UnderlyingCode : trade.UnderlyingCode;
                var isBond = DataCacheProvider.GetUnderlyingDataSource().GetData(underlyingCode)?.IsBond() ?? false;
                if (isBond)
                {
                    if (!EodPriceQueryService.TryGetBondEodPrice(settleDate, underlyingCode, out var bondPrice))
                    {
                        logger.Info($"【警告】规则15新引擎：交易{trade.id}标的{underlyingCode}无债券估值净价，追加保证金按0计（维持=初始）");
                        closePrice = 0;
                    }
                    else
                    {
                        closePrice = bondPrice.GetPrice(SettlementTypeEnum.SettlePrice);
                    }
                }
                else
                {
                    if (!EodPriceQueryService.TryGetEodPrice(settleDate, underlyingCode, out var eodPrice))
                    {
                        logger.Info($"【警告】规则15新引擎：交易{trade.id}标的{underlyingCode}无收盘价，追加保证金按0计（维持=初始）");
                        closePrice = 0;
                    }
                    else
                    {
                        closePrice = eodPrice.GetPrice(SettlementTypeEnum.ClosePrice);
                    }
                }
            }

            return SwapSpanMarginCalc.CalcTradeMaintenanceMargin(trade.InitialMargin, spanCfg, legs, isInitialCalc, closePrice);
        }
    }
}