using System;
using System.Collections.Generic;
using Microsoft.VisualStudio.TestTools.UnitTesting;
using Newtonsoft.Json;
using YLErp;
using YLErp.DBModels;
using YLErp.DBModels.Enums;
using YLErp.Modules.SwapModule;
using YLErp.Modules.SwapModule.Accrual;

namespace UnitTestProject.Modules.SwapModule.Accrual
{
    /// <summary>
    /// 影子测试：CalcDailyCompoundInterestByEod（旧逐日循环）vs CompoundInterestAccrual.AccrueEod（新纯函数）。
    /// 构造同一组参数，两套实现并行跑，断言结果一致（到分）。
    /// </summary>
    [TestClass]
    public class CompoundEodShadowTest
    {
        private const decimal Notional = 100_000_000m;
        private const decimal FixedRate = 0.03m;
        private const int AnnualDays = 365;
        private static readonly DateTime TradeDate = new(2026, 4, 21);
        private static readonly DateTime EodDate = new(2026, 4, 28); // 第7天=重置日

        private static trade CreateTrade()
        {
            return new trade
            {
                id = 1, TradeNumber = "UT-SHADOW", ClientId = 999998,
                TradeType = "收益互换", TradeDate = TradeDate, StartDate = TradeDate,
                ExerciseDate = TradeDate.AddYears(1), TradeStatus = "确认成交", ValidState = "Valid",
                trade_extend = new trade_extend
                {
                    TradeId = 1,
                    ExtendJson = JsonConvert.SerializeObject(new TradeExtendJson
                    {
                        AnnualDays = AnnualDays, InterestCalcMode = "11", SettlementRules = 0
                    })
                }
            };
        }

        private static swap_position CreatePosition(int interestMode, int interestType, int resetDays)
        {
            return new swap_position
            {
                id = 1001, SwapTradeId = 1,
                PosiDirection = 0,
                InterestDirection = (int)SwapDirectionEnum.收取,
                InterestMode = interestMode,
                InterestRateDefault = FixedRate,
                InterestPrincipalFix = Notional,
                PosiStartDate = TradeDate,
                PosiMatuirityDate = TradeDate.AddYears(1),
                IsInitial = true, Invalid = false,
                InterestType = interestType,
                IsAnnualized = true,
                interest_rest_days = resetDays,
                interest_rule = 0,
                FloatRateUnderlyingCode = null,
                InterestSwapInterval = "[]"
            };
        }

        private static eod_swap_position CreatePreEod(decimal tdPrincipal, decimal unrealized)
        {
            return new eod_swap_position
            {
                id = 1, SwapTradeId = 1, PositionId = 1001,
                ValueDate = EodDate.AddDays(-1),
                TdInterestPrincipal = tdPrincipal,
                InterestProfitSum = unrealized,
                PosiNotionalValue = Notional,
                FloatRate = 0m
            };
        }

        /// <summary>
        /// 重置日场景：EOD 恰为重置日（7天周期，第7天）。
        /// </summary>
        [TestMethod]
        public void 影子_重置日_旧新一致()
        {
            var position = CreatePosition((int)InterestModeEnum.合约名义本金规模, (int)InterestTypeEnum.复利, 7);
            var preEod = CreatePreEod(Notional, 50_000m);
            var flowEvent = new swap_flow_event { InterestRate = FixedRate };

            // 旧方法
            decimal oldInterest = 0, oldTd = 0;
            var svc = new StubSvc();
            svc.CalcDailyCompoundInterestByEod(preEod, EodDate, TradeDate, position,
                Notional, Notional, flowEvent, AnnualDays, 0m, 1m,
                ref oldInterest, ref oldTd);

            // 新方法
            var rate = FundingLegRate.Fixed(FixedRate);
            var policy = new AccrualPolicy(AccrualBoundary.Both, true, 7, AnnualDays, true);
            var remainingPercent = Math.Max(0m, Math.Min(1m, Notional / Notional));
            var result = CompoundInterestAccrual.AccrueEod(
                50_000m, Notional, Notional, 1m, rate, policy,
                isResetDay: true, remainingPercent, EodDate);

            Console.WriteLine($"重置日: 旧 InterestAmount={oldInterest} Td={oldTd}");
            Console.WriteLine($"重置日: 新 Accrued={result.Accrued} AccruedToday={result.AccruedToday}");
            Assert.AreEqual((double)oldInterest, (double)result.Accrued, 0.01, "InterestAmount 一致");
            Assert.AreEqual((double)oldTd, (double)result.AccruedToday, 0.01, "TdInterestAmount 一致");
        }

        /// <summary>
        /// 非重置日场景：第3天（非7的倍数）。
        /// </summary>
        [TestMethod]
        public void 影子_非重置日_旧新一致()
        {
            var nonResetDate = new DateTime(2026, 4, 24); // 第3天
            var position = CreatePosition((int)InterestModeEnum.合约名义本金规模, (int)InterestTypeEnum.复利, 7);
            var preEod = CreatePreEod(Notional, 30_000m);
            preEod.ValueDate = nonResetDate.AddDays(-1);
            var flowEvent = new swap_flow_event { InterestRate = FixedRate };

            // 旧方法
            decimal oldInterest = 0, oldTd = 0;
            var svc = new StubSvc();
            svc.CalcDailyCompoundInterestByEod(preEod, nonResetDate, TradeDate, position,
                Notional, Notional, flowEvent, AnnualDays, 0m, 1m,
                ref oldInterest, ref oldTd);

            // 新方法
            var rate = FundingLegRate.Fixed(FixedRate);
            var policy = new AccrualPolicy(AccrualBoundary.Both, true, 7, AnnualDays, true);
            var result = CompoundInterestAccrual.AccrueEod(
                30_000m, Notional, Notional, 1m, rate, policy,
                isResetDay: false, 0m, nonResetDate);

            Console.WriteLine($"非重置日: 旧 InterestAmount={oldInterest} Td={oldTd}");
            Console.WriteLine($"非重置日: 新 Accrued={result.Accrued} AccruedToday={result.AccruedToday}");
            Assert.AreEqual((double)oldInterest, (double)result.Accrued, 0.01, "InterestAmount 一致");
            Assert.AreEqual((double)oldTd, (double)result.AccruedToday, 0.01, "TdInterestAmount 一致");
        }

        private sealed class StubSvc : SwapDealService
        {
            public StubSvc() : base(new OptUserInfo(0, nameof(CompoundEodShadowTest), OptUserFrom.UnitTest)) { }
            public override decimal GetConsumedInterest(int tradeId, long positionId, DateTime beforeDate) => 0m;
        }
    }
}