using YLErp.Abstract.DataProviders;
using YLErp.BLL.Hedge;
using YLErp.Modules.CalculationModule;
using YLErp.Modules.CalculationModule.Abstract;
using YLErp.Modules.DataProviderModule;

namespace YLErp.Modules.CalcModules
{
    [TestClass]
    public class HedgePnlCalcTest
    {
        [TestMethod]
        public void TestExchangeOption()
        {
            var priceProvider = new ManualPriceProvider();
            priceProvider.SetPrice("CU2112", 79000);
            priceProvider.SetPrice("CU2112C79000", 11);
            var context = new HedgePnlCalcContext(Enums.CalcScenarioEnum.RealtimeRisk, new DateTime(2021, 9, 8), "持仓", false, priceProvider, priceProvider, priceProvider, OptUserInfo.SystemUser);
            var calc = new HedgePnlCalc(context);
            var extdList = new List<ExchangeTrade>
            {
                new ExchangeTrade
                {
                    AssetBookId = 1,
                    Comments = "",
                    Commission = 10,
                    CommissionType = DBModels.Enums.CommissionType.手动录入,
                    CreateTime = DateTime.Now,
                    ExchangeAccountCode = "",
                    ExchangeAccountId = 1,
                    ExerciseMode = "European",
                    InstrumentType = "Stock",
                    IsValid = true,
                    MaturityDate = DateTime.Today.AddMonths(1),
                    Notional = 1,
                    OptDate = DateTime.Now,
                    OptId = 0,
                    OptionCode = "CU2112C79000",
                    OptionStrike = 79000,
                    OptionType = "看涨",
                    OptName = "",
                    TradeAmount = 1,
                    TradeDate = DateTime.Today,
                    TradeLots = 1,
                    TradeNumber = "111",
                    TraderId = 1,
                    TraderName = "",
                    TradeSide = "多头买入",
                    TradeSinglePrice = 10,
                    TradeSource = "",
                    TradeType = "场内期权",
                    UnderlyingCode = "CU2112",
                    UnderlyingId = 3320555
                }
            };
            var results = calc.Calculate(extdList, null);
            Console.WriteLine(results.First().Vol);
        }

        [TestMethod("测试验证HedgePnl")]
        public void TestExchangeOption2()
        {
            var priceProvider = new ManualPriceProvider();
            priceProvider.SetPrice("RB00", 110);
            var context = new HedgePnlCalcContext(Enums.CalcScenarioEnum.RealtimeRisk, new DateTime(2022, 11, 15)
                , "持仓", false, priceProvider, priceProvider, priceProvider, OptUserInfo.SystemUser);
            var calc = new HedgePnlCalc(context);

            var underlying = DataCacheProvider.GetUnderlyingDataSource().GetData("RB00");

            Assert.IsNotNull(underlying, "取不到标的信息:RB00");

            var tradeDate = new DateTime(2022, 11, 15);
            var tradeDateStr = tradeDate.ToString("yyyy_MM_dd_HH_mm_ss");

            var etd0 = new ExchangeTrade
            {
                id = 1,
                TradeDate = tradeDate,
                TradeNumber = tradeDateStr + "_1",
                TradeType = "商品期货",
                TradeSide = "多头开仓",
                UnderlyingCode = "RB00",
                UnderlyingId = underlying.id,
                Notional = 10,
                TradeLots = 1,
                TradeAmount = 10.0,
                TradeSinglePrice = 100,
                AssetBookId = 1,
                TraderId = 1,
                TraderName = "管理员",
                InstrumentType = ConsGlobal.InstrumentType.CommodityFutures,
                CreateTime = tradeDate,
                IsValid = true,
                TradeSource = "导入交易",
                MaturityDate = new DateTime(2030, 12, 31),
                OptionCode = null,
                OptionStrike = null,
                OptionType = null,
                ExerciseMode = null,
                ExchangeAccountId = 1,
                ExchangeAccountCode = "11111",
                Commission = 0,
                CommissionType = DBModels.Enums.CommissionType.手动录入,
                Comments = "",
                OptId = 1,
                OptName = "管理员",
                OptDate = DateTime.Now
            };

            var etd1 = etd0.Clone();
            etd1.TradeSide = "多头平仓";
            var etd2 = etd0.Clone();
            etd2.TradeLots = 2;
            etd2.Notional = etd2.TradeAmount = 20;

            var hedgePnl1 = calc.Calculate(new[] { etd1, etd2 }, null).First();

            Assert.AreEqual(hedgePnl1.Notional, 10);


        }

        private eod_trade_position GetEodPosition(HedgePnl hedgePnl)
        {
            var cost = (double)hedgePnl.Cost;
            var notional = (double)hedgePnl.Notional;
            var positionPnL = hedgePnl.Pv - hedgePnl.Cost;

            return new eod_trade_position
            {
                ValueDate = new DateTime(2022, 10, 28),
                TradeType = hedgePnl.TradeType,
                BookId = hedgePnl.BookId,
                UnderlyingId = hedgePnl.UnderlyingId,
                UnderlyingCode = hedgePnl.UnderlyingCode,
                BuySell = hedgePnl.BuySell,
                PositionType = hedgePnl.PositionType,
                Cost = cost,
                Amount = notional,
                LastPv = hedgePnl.LastPv,
                Pv = hedgePnl.Pv,
                RoundedPv = hedgePnl.Pv,
                DailyPnL = hedgePnl.DailyPnL,
                TotalPnL = (double)hedgePnl.TotalPnl,
                PositionPnL = positionPnL,
                RoundedPositionPnL = positionPnL,
                OptDate = DateTime.Now,
                OptId = 0,
                OptName = "",
                HedgeUniqueCode = hedgePnl.HedgeUniqueCode,
                ExchangeOptionCode = hedgePnl.ExchangeOptionCode,
                Commission = hedgePnl.Commission,
                Margin = 0,
                TradeId = 0,
                ParentTradeId = 0,
                ClientId = 0,
                ClosedPnL = hedgePnl.RealizedPnL
            };
        }

        [TestMethod("20220302修改场内期权测试")]
        public void TestMethod20220302()
        {
            var priceProvider = new ManualPriceProvider();
            priceProvider.SetPrice("CU2112", 79000);
            priceProvider.SetPrice("CU2112C79000", 11);
            var context = new HedgePnlCalcContext(calcScenario: Enums.CalcScenarioEnum.EodSettlement
                , valueDate: new DateTime(2021, 9, 8), volType: "持仓", isEodCalc: false
                , underlyingPriceProvider: priceProvider, underlyingSettlePriceProvider: priceProvider
                , exchangeOptionPriceProvider: priceProvider, optUser: OptUserInfo.SystemUser
                , commissionCalc: new InnerExchangeTradeCommissionCalc());
            var calc = new HedgePnlCalc(context);
            var extdList = new List<ExchangeTrade>
            {
                new ExchangeTrade
                {
                    AssetBookId = 1,
                    Comments = "",
                    Commission = 10,
                    CommissionType = DBModels.Enums.CommissionType.手动录入,
                    CreateTime = DateTime.Now,
                    ExchangeAccountCode = "",
                    ExchangeAccountId = 1,
                    ExerciseMode = "European",
                    InstrumentType = "Stock",
                    IsValid = true,
                    MaturityDate = DateTime.Today.AddMonths(1),
                    Notional = 1,
                    OptDate = DateTime.Now,
                    OptId = 0,
                    OptionCode = "CU2112C79000",
                    OptionStrike = 79000,
                    OptionType = "看涨",
                    OptName = "",
                    TradeAmount = 1,
                    TradeDate = DateTime.Today,
                    TradeLots = 1,
                    TradeNumber = "111",
                    TraderId = 1,
                    TraderName = "",
                    TradeSide = "多头买入",
                    TradeSinglePrice = 10,
                    TradeSource = "",
                    TradeType = "场内期权",
                    UnderlyingCode = "CU2112",
                    UnderlyingId = 3320555
                }
            };
            var results = calc.Calculate(extdList, null);
            Console.WriteLine(results.First().Vol);
        }

        class InnerTradeCommissionCalcResult : ITradeCommissionCalcResult
        {
            public double GetTradeCommission(int tradeId)
            {
                return 0;
            }
        }

        class InnerExchangeTradeCommissionCalc : IExchangeTradeCommissionCalc
        {
            public ITradeCommissionCalcResult GetTradeCommission(IEnumerable<ExchangeTrade> tradeList, bool isActualTrade = true)
            {
                return new InnerTradeCommissionCalcResult();
            }
        }

        class InnerUnderlyingDataProvider : IUnderlyingDataProvider
        {
            public CorrelationTable GetCorrelation(int underlyingId1, int underlyingId2)
            {
                return new CorrelationTable();
            }

            public int GetCountRatio(string underlyingCode)
            {
                return 1;
            }

            public ExchangeListOption GetExchange_List_Option(string ContractCode)
            {
                return new ExchangeListOption
                {
                    ContractCode = "CU2112C7900",
                    ContractSize = 10,
                    CreateTime = DateTime.Now,
                    ExerciseMode = ConsGlobal.ExerciseMode.European,
                    MarginRate = 10,
                    MarketCode = "SHEF",
                    MaturityDate = DateTime.Today.AddMonths(6),
                    OpenDate = DateTime.Today,
                    OptionType = "看涨",
                    PrevClosePrice = 100,
                    Price = 100,
                    PriceTick = 0.01,
                    PriceTime = DateTime.Now,
                    Strike = 7900,
                    UnderlyingCode = "CU2112"
                };
            }

            public SyntheticUnderlying GetSyntheticUnderlying(string underlyingCode)
            {
                return new SyntheticUnderlying { };
            }

            public underlying_manager GetUnderlying(int underlyingId)
            {
                return new underlying_manager { };
            }

            public underlying_manager GetUnderlying(string underlyingCode)
            {
                return new underlying_manager { };
            }

            public underlying_manager GetUnderlying(string underlyingCode, out double contractSize)
            {
                contractSize = 10;
                return new underlying_manager { };
            }

            public Variety GetVariety(int varietyId)
            {
                return new Variety { };
            }

            public Variety GetVariety(string underlyingCode)
            {
                return new Variety { };
            }

            public Variety GetVariety(string underlyingCode, out double contractSize)
            {
                contractSize = 10;
                return new Variety { };
            }

            public bool TryGetMaturityDate(string underlyingCode, out DateTime date)
            {
                date = new DateTime(2030, 1, 1);
                return true;
            }
        }
    }
}