using BaseOUDAL;
using YLErp.Abstract.DataProviders;
using YLErp.BLL;
using YLErp.Helpers;
using YLErp.Model;
using YLErp.Modules.CalculationModule;
using YLErp.Modules.DataProviderModule;
using YLErp.Modules.EodModule.SettlementModule;
using YLErp.Office;
using YLErp.QdpModule;

namespace YLErp.Modules.EodModule.QueryModule
{
    /// <summary>
    /// 东证日终存续交易导出服务
    /// </summary>
    public class DongZhengEodTradePositionExportService : YLBaseService
    {
        public DongZhengEodTradePositionExportService(OptUserInfo optUser) : base(optUser)
        {

        }

        public void ExportDongZhengZipFile(DateTime valueDate)
        {

            if (QdpCalendarHelper.GetNonHoliday(valueDate) != valueDate)
            {
                throw new ServiceException($"所选日期'{valueDate:yyyy-MM-dd}'不是交易日!");
            }

            if (!DbContext.eodStatus.Any(n => n.ValueDate == valueDate && n.Status == "已收盘"))
            {
                throw new ServiceException($"所选日期'{valueDate:yyyy-MM-dd}'未收盘!");
            }

            List<eod_position_dz> eods = GetEodPosition(valueDate);
            List<client_dz> clients = GetClients(valueDate);

            var dateStr = valueDate.ToString("yyyyMMdd");
            var fileName = $"RH_Otc_Option_List.{dateStr}";

            var zipFileName = $"{fileName}.zip";

            var targetPath = Path.Combine("F:");
            if (!Directory.Exists(targetPath))
            {
                targetPath = Path.Combine("D:\\list\\wait", dateStr);
                if (!Directory.Exists(targetPath))
                {
                    Directory.CreateDirectory(targetPath);
                }
            }
            else
            {
                targetPath = Path.Combine("F:\\list\\wait", dateStr);
                if (!Directory.Exists(targetPath))
                {
                    Directory.CreateDirectory(targetPath);
                }
            }

            var marketZipFile = Path.Combine(targetPath, zipFileName);
            if (File.Exists(marketZipFile))
            {
                File.Delete(marketZipFile);
            }

            var excelFileName = $"{fileName}.xlsx";
            var targetFileName = Path.Combine(targetPath, excelFileName);
            var path = Path.Combine(targetPath, targetFileName);
            if (File.Exists(path))
            {
                File.Delete(path);
            }

            var modelDict = new Dictionary<string, object>();
            if (eods != null)
            {
                modelDict.Add("存续交易", eods);
            }
            if (clients != null)
            {
                modelDict.Add("客户信息", clients);
            }

            var sourcePath = OtcAppContext.MapPath("~/App_Docs/导出模板");
            var sourceFileName = Path.Combine(sourcePath, "东证RH_Otc_Option_List.xlsx");
            var pdffile = ExcelTemplate.GeneratePDFFromExeclTemplate(sourcePath, sourceFileName, modelDict, targetPath, targetFileName, shouldDeleteSheet: true, needToPdf: false);
            ZipHelper.zipOnlyFile(pdffile, marketZipFile, "Dzrh@2022");
            File.Delete(targetFileName);
        }

        private List<eod_position_dz> GetEodPosition(DateTime valueDate)
        {
            using (var basedb = new ErpBaseContext())
            {
                EodPriceProvider eodPrice = new EodPriceProvider(valueDate, isDiviendPrice: false);
                eodPrice.Initialize();
                double riskFreeRate = (valuedateBLL.SystemDate.RiskFreeRate / 100).Normalize();
                IEodVolProvider eodVolProvider = EodVolProviderFactory.GetEodVolProvider(valueDate, "持仓");
                List<trade> otcTrades = OtcTrades(valueDate);

                var eodTradeQuery = DbContext.eod_trade.Where(et => et.ValueDate == valueDate && et.TradeId > 0 && et.TradeType != "结构化交易" && et.ClientId > 0 && ConsTrade.NeedMarginTradeStatusList.Contains(et.TradeStatus));

                var query = from trade in eodTradeQuery
                            join tradeOrigin in DbContext.trade on trade.TradeId equals tradeOrigin.id
                            join po in DbContext.eod_trade_position.Where(x => x.ValueDate == valueDate) on trade.TradeId equals po.TradeId into position
                            from po in position.DefaultIfEmpty()
                            where (tradeOrigin.TradeType != "结构化交易" && tradeOrigin.IsGroup != 1 || tradeOrigin.IsGroup == 1 && tradeOrigin.TradeType == "结构化交易")
                         && (tradeOrigin.IsGroup != 2 || tradeOrigin.IsGroup == 2 && tradeOrigin.TradeType == "收益互换")
                         && tradeOrigin.ValidState != ConsGlobal.InValid
                            select new eod_position_dz
                            {
                                TradeId = tradeOrigin.id,
                                TradeType = tradeOrigin.IsGroup == 1 ? tradeOrigin.StructureType : tradeOrigin.TradeType,
                                ClientId = tradeOrigin.ClientId,
                                TradeNumber = tradeOrigin.TradeNumber,
                                TradeDate = tradeOrigin.TradeDate,
                                ExerciseDate = tradeOrigin.ExerciseDate,
                                PrincipalRate = tradeOrigin.PrincipalRate ?? 0,
                                BasisUnderlyingCode = tradeOrigin.BasisUnderlyingCode,
                                BasisGap = tradeOrigin.BasisGap ?? 0,
                                Lots = tradeOrigin.Lots ?? 0,
                                ParticipationRate = tradeOrigin.ParticipationRate ?? 0,
                                NoRiskRate = tradeOrigin.NoRiskRate ?? 0,
                                UnderlyingCode = trade.UnderlyingCode,
                                UnderlyingPrice = null,
                                ValueDate = valueDate,
                                TradeJson = trade.TradeJson,
                                PvDouble = 0,
                                PnlDouble = 0,
                                InstrumentType = tradeOrigin.UnderlyingInstrumentType,
                                IsGroup = tradeOrigin.IsGroup,
                                SettlementType = tradeOrigin.SettlementType,
                                Margin = po == null ? 0 : po.Margin,
                                Pv = po == null ? 0 : PS.Config.IsPVRounded ? po.RoundedPv : po.Pv,
                            };

                var queryList = query.ToList();

                var underlyingDataSource = DataCacheProvider.GetUnderlyingDataSource();
                var varietyDataSource = DataCacheProvider.GetVarietyDataSource();
                var clients = DataCacheProvider.GetClientDataSource();

                var varietyTypeList = (from i in basedb.DictionaryItems join d in basedb.Dictionaries on i.DictId equals d.Id where d.Name == "品种类型" select i).ToList();
                var assetTypeList = (from i in basedb.DictionaryItems join d in basedb.Dictionaries on i.DictId equals d.Id where d.Name == "资产类型" select i).ToList();
                GetUpDownLimitPrices(otcTrades, eodPrice, out IPriceProvider upLimitPrices, out IPriceProvider downLimitPrices);

                foreach (var x in queryList)
                {
                    var um = underlyingDataSource.GetData(x.UnderlyingCode);

                    if (um != null)
                    {
                        if (um.IsSynthetic())
                        {
                            var sy = underlyingDataSource.GetSyntheticUnderlying(x.UnderlyingCode);
                            if (sy != null)
                            {
                                x.SyntheticUnderlyingTipsInfo = sy.UnderlyingTipsInfo;
                            }
                        }
                        var va = varietyDataSource.GetData(um.UnderlyingTypeId);
                        if (va != null)
                        {
                            x.underingName = um.MarketCode != null ? va.VarietyCode + "." + um.MarketCode : va.VarietyCode;
                            x.varietyType = formatDictItem(varietyTypeList, va.AssetType);
                            x.assType = formatDictItem(assetTypeList, va.AssetType, "O");
                        }
                    }

                    if (x.TradeType == "收益互换")
                    {
                        x.toolType = "SW";
                    }
                    else if (x.TradeType == "远期" || x.TradeType == "掉期")
                    {
                        x.toolType = "FW";
                    }
                    else
                    {
                        x.toolType = "OP";
                    }

                    if (eodPrice.TryGetPrice(x.UnderlyingCode, x.SettlementType, out var price))
                    {
                        x.UnderlyingPrice = price;
                    }

                    var client = clients.GetData(x.ClientId ?? 0);
                    if (client != null)
                    {
                        x.ClientName = client.Name;
                        x.clientNumber = client.Number;
                        x.ClientType = client.CustomerNature2 != null && !client.CustomerNature2.Contains("产业客户") ? "其他客户" : "产业客户";
                        //增加内部客户属性 进行赋值
                        x.IsInsided = client.IsInsided;
                    }

                    x.dic = x.trade.MetaDic;

                    if (x.TradeType == "现金流交易")
                    {
                        x.trade.OriginalNotional = null;
                    }

                    x.buyType = x.BuySell == "买入" ? "买" : "卖";
                    x.isEnd = "否";
                    x.tradeType2 = x.OptionType == "看涨" ? "C" : x.OptionType == "看跌" ? "P" : "0";

                    var td = otcTrades.FirstOrDefault(t => t.id == x.TradeId);
                    if (td.TradeType != "自定义交易")
                    {
                        var upValue = CalcLiveOtcTradeValueR(valueDate, td, upLimitPrices, eodVolProvider, riskFreeRate);
                        var downValue = CalcLiveOtcTradeValueR(valueDate, td, downLimitPrices, eodVolProvider, riskFreeRate);
                        x.MaximumLoss = Math.Min(PS.Config.IsPVRounded ? upValue.RoundedPv : upValue.Pv, PS.Config.IsPVRounded ? downValue.RoundedPv : downValue.Pv) + x.TradePrice;
                    }
                }
                //去除内部客户交易
                queryList = queryList.Where(l => l.IsInsided != 1).ToList();
                return queryList;
            }
        }

        private List<client_dz> GetClients(DateTime valueDate, IEnumerable<int> clienIds = null)
        {
            using (var baseDb = new ClientDBContext())
            {
                var clientQuery = from client in baseDb.client.Where(n => n.ProcessStatus == "已开户" && n.IsInsided != 1)
                                  select new client_dz
                                  {
                                      id = client.id,
                                      ProtocolSignDate = client.ProtocolSignDate,
                                      LicenseCode = client.LicenseCode,
                                      Number = client.Number,
                                      Name = client.Name,
                                      ClientType = client.CustomerNature2
                                  };

                var creditList = DbContext.credit.Where(t => t.ProcessStatus == "已审批" && (!t.CreditDeadLine.HasValue || t.CreditDeadLine >= valueDate) && (!t.CreditStartDate.HasValue || t.CreditStartDate <= valueDate));

                if (clienIds != null)
                {
                    clientQuery = clientQuery.Where(t => clienIds.Contains(t.id));
                }

                var list = clientQuery.ToList();

                foreach (var item in list)
                {
                    item.ClientType = item.ClientType != null && !item.ClientType.Contains("产业客户") ? "其他客户" : "产业客户";
                    var credit = creditList?.FirstOrDefault(x => x.ClientId == item.id);
                    item.isCredit = credit != null ? "是" : "否";
                    item.CreditNumber = credit != null ? credit.Credit : null;
                }

                return list;
            }
        }

        private static string formatDictItem(List<DictionaryItem> dictItemMap, string name, string defaultValue = "")
        {
            if (name == null || dictItemMap == null) { return defaultValue; }
            var obj = dictItemMap.FirstOrDefault(O => O.Name == name);
            return obj == null ? defaultValue : obj.ShortName;
        }

        private TradeValueResult CalcLiveOtcTradeValueR(DateTime valueDate, trade td, IPriceProvider eodPrice, IEodVolProvider volProvider, double riskFreeRate)
        {
            var underlyings = new underlying_manager[] { new underlying_manager { UnderlyingCode = td.UnderlyingCode } };

            var spotPrice = eodPrice.GetPrice(td.UnderlyingCode);

            switch (td.TradeType)
            {
                case ConsGlobal.TradeType.Forward:
                    {
                        if (PS.Config.ErpElement.ForwardTradePriceModel == Configuration.Enums.ForwardTradePriceModel.STANDARD && !string.IsNullOrWhiteSpace(td.BasisUnderlyingCode))
                        {
                            var BasiseodPrice = eodPrice.GetPrice(td.BasisUnderlyingCode);
                            spotPrice -= BasiseodPrice;
                        }
                        return ForwardradeCalcService.CalcValue(td, spotPrice);
                    }
                case ConsGlobal.TradeType.PayoffSwap:
                    return PayoffSwapCalcService.CalcValue(td,  valueDate, eodPrice, true);
                default:
                    {
                        var req = new OptionValueCalcRequest(riskFreeRate)
                        {
                            correlations = null,//不计算彩虹等多标的期权暂时不需要
                            engineName = null,
                            preciseTimeMode = false, //日终一定是false
                            isEodCalc = true,
                            pricingRequest = QdpPricingRequest.BASIC_GREEKS,
                            spotPrices = new[] { spotPrice },
                            calcScenario = Enums.CalcScenarioEnum.EodSettlement,
                        };
                        if (td.TradeType != ConsGlobal.TradeType.CashFlow)
                        {
                            var vol = volProvider.GetVol(td, spotPrice) ?? ConsGlobal.DefaultVol;

                            req.vols = new[] { vol };
                        }
                        return OptionCalculatorV2.GetOptionValueResult(valueDate, td, req, out underlyings);
                    }
            }
        }

        /// <summary>
        /// 获取涨跌20%停价格字典
        /// </summary>
        private void GetUpDownLimitPrices(List<trade> trade, EodPriceProvider eodPrice, out IPriceProvider upLimitPrices, out IPriceProvider downLimitPrices)
        {
            HashSet<string> _underlyingCodeSet;

            _underlyingCodeSet = new HashSet<string>(StringComparer.OrdinalIgnoreCase);

            void setUnderlyingCode(trade td)
            {
                if (td?.UnderlyingCode == null)
                {
                    return;
                }
                _underlyingCodeSet.Add(td.UnderlyingCode);
                switch (td.TradeType)
                {
                    case "彩虹期权":
                        if (td.trade_rainbow_option != null)
                        {
                            _underlyingCodeSet.Add(td.trade_rainbow_option.UnderlyingAssetCode2);
                        }
                        break;
                    case "价差期权":
                        if (td.trade_spread_option != null)
                        {
                            var codes = td.trade_spread_option.UnderlyingAssetCodes();
                            foreach (var code in codes)
                            {
                                _underlyingCodeSet.Add(code);
                            }
                        }
                        break;
                    case "结构化交易":
                        if (td.SubTrades != null)
                        {
                            foreach (var std in td.SubTrades)
                            {
                                setUnderlyingCode(std);
                            }
                        }
                        break;
                }
            }

            foreach (var td in trade)
            {
                setUnderlyingCode(td);
            }

            var upLimitPrices2 = new ManualPriceProvider();
            var downLimitPrices2 = new ManualPriceProvider();

            //根据涨跌幅限制以及当日结算价计算涨停价以及跌停价
            foreach (var code in _underlyingCodeSet)
            {
                if (eodPrice.TryGetPrice(code, SettlementTypeEnum.ClosePrice, out var price))
                {
                    var limit = price * 0.2;
                    var upprice = price + limit;
                    var downprice = price - limit;
                    upLimitPrices2.SetPrice(code, upprice);
                    downLimitPrices2.SetPrice(code, downprice);
                }
            }

            upLimitPrices = upLimitPrices2;
            downLimitPrices = downLimitPrices2;
        }

        TradeCashDataProvider _tradeCashProvider;

        private List<trade> OtcTrades(DateTime valueDate)
        {
            //如果前一天是假日，要显示包含假日的交易
            var preday = BLL.valuedateBLL.GetNonHolidayDefore(valueDate.AddDays(-1));

            var predicate = PredicateBuilder.Create<trade>(t => t.TradeDate <= valueDate && t.ValidState != ConsGlobal.InValid && t.ClientId > 0
                          && t.TradeType != "结构化交易" && t.ExerciseDate > preday && (!ConsTrade.TradeCompleteStatus.Contains(t.TradeStatus) || t.UnWindDate > preday));

            var list = new EodSettleDataQueryService(UserInfo)
                        .GetOtcTrades(valueDate, predicate, out _tradeCashProvider);

            var hisDataProvider = new TradeHisDataProvider(valueDate).Initialize();

            foreach (var item in list)
            {
                var noRiskRate = hisDataProvider.GetNoRiskRate(item.id);
                var dividendRate = hisDataProvider.GetDividendRate(item.id);
                //如果修改过无风险利率或分红率,且和eodTrade中不匹配,则移除该交易来自EodTrade的标记;
                if (((noRiskRate ?? 0) > 0 && noRiskRate.GetValueOrDefault() != item.NoRiskRate.GetValueOrDefault()) ||
                    ((dividendRate ?? 0) > 0 && dividendRate.GetValueOrDefault() != item.DividendRate.GetValueOrDefault()))
                {
                    item.MetaDic.Remove("from_eod_trade");
                }
                item.NoRiskRate = noRiskRate ?? item.NoRiskRate ?? BLL.valuedateBLL.RiskFreeRate;
                item.DividendRate = dividendRate ?? item.DividendRate;
                if (item.DividendRate == null)
                {
                    item.DividendRate = DataCacheProvider.GetUnderlyingDataSource().GetData(item.UnderlyingCode)?.DividendRate ?? item.NoRiskRate;
                }
            }

            return list;
        }
    }

    public class eod_position_dz : eod_position
    {
        public string clientNumber { set; get; }
        public string ClientType { get; set; }

        public string buyType { get; set; }
        public string isEnd { get; set; }
        public string tradeType2 { get; set; }
        public string varietyType { get; set; }
        public string assType { get; set; }
        public string toolType { get; set; }
        public string underingName { get; set; }
        /// <summary>
        /// 最大亏损
        /// </summary>
        public double? MaximumLoss { set; get; }
        /// <summary>
        /// 内部客户
        /// </summary>
        public int? IsInsided { get; set; }
    }

    public class client_dz
    {
        public int id { get; set; }
        public DateTime? ProtocolSignDate { get; set; }
        public string LicenseCode { get; set; }
        public string Number { set; get; }
        public string Name { set; get; }
        public string ClientType { get; set; }
        public string isCredit { set; get; }
        public double? CreditNumber { set; get; }
    }
}