using YLErp.Abstract.DataProviders;
using YLErp.BLL;
using YLErp.DBModels.Consts;
using YLErp.Model;
using YLErp.Modules.DataProviderModule;
using YLErp.QdpModule;

namespace YLErp.Modules.TradeModule.ExoticOptionModule
{
    /// <summary>
    /// 双鲨期权敲出操作
    /// 迁移自:trade_double_sharkfin_optionBLL
    /// </summary>
    public class DoubleSharkOptionKnockoutService : TradeCashServiceEx
    {
        public DoubleSharkOptionKnockoutService(YLBaseService baseService) : base(baseService)
        {
        }

        public DoubleSharkOptionKnockoutService(OptUserInfo userInfo) : base(userInfo)
        {
        }

        /// <summary>
        /// 检出敲入敲出
        /// </summary>
        public void CheckKnockoutStatus(DateTime valueDate, IEodPriceProviderV2 priceProvider, DateTime? startDate = null
            , Action<OtcTrade, trade_double_sharkfin_option> afterKnowInOut = null, System.Collections.Generic.IEnumerable<int> clienIds = null)
        {
            if (priceProvider is null)
            {
                priceProvider = new EodPriceProvider(valueDate);
            }

            if (startDate == null)
            {
                startDate = valueDate.AddYears(-5);
            }

            var query = from td in DbContext.trade
                        join tb in DbContext.trade_double_sharkfin_option on td.id equals tb.TradeId
                        where td.TradeDate > startDate.Value && td.TradeDate <= valueDate
                          && string.IsNullOrEmpty(tb.KnockInOutStatus)
                          && td.TradeType == "双鲨期权"
                          && ConsTrade.确认成交 == td.TradeStatus
                          && td.ValidState != ConsGlobal.InValid
                          && td.DividendDate < valueDate
                        select new
                        {
                            trade = td,
                            tradeDbShark = tb
                        };
            #region 增加客户筛选 tw
            if (clienIds != null)
            {
                query = query.Where(l => clienIds.Contains(l.trade.ClientId));
            }
            #endregion
            var trades = query.ToList();

            if (trades == null || !trades.Any())
            {
                return;
            }

            //检查是否敲出

            var tradeIds = trades.Select(x => x.trade.id).ToList();
            var manuallyTradeObservationPrices = DbContext.manually_trade_observation_price
                .Where(x => tradeIds.Contains(x.TradeId) && x.ValueDate == valueDate).ToDictionary(n => n.TradeId);

            foreach (var tr in trades)
            {
                if (tr.trade.ExerciseDate < valueDate)
                {
                    continue;//已到期交易不再观察;
                }
                var tradeStatus = tr.trade.TradeStatus;
                var observationDates = QdpHelper.GetObservationDatesFromString(tr.tradeDbShark.ObservationDates);
                //每日观察或者当前结算日是观察日的时候，才检查是否会敲敲出
                if (observationDates == null || observationDates.Contains(valueDate) || !tr.tradeDbShark.IsDiscrete)
                {
                    //根据是否为离散观察来确定用来比较的价格
                    //如果是离散观察，只用收盘价比较
                    //如果是连续观察，使用最高价和最低价
                    double? upPrice, lowPrice;

                    if (manuallyTradeObservationPrices.TryGetValue(tr.trade.id, out var manuallyTradeObservationPrice))
                    {
                        upPrice = manuallyTradeObservationPrice.Price;
                        lowPrice = manuallyTradeObservationPrice.Price;
                    }
                    else if (!priceProvider.TryGetEodPrice(tr.trade.UnderlyingCode, out var eodprice))
                    {
                        throw new Exception($"[{tr.trade.TradeType}:{tr.trade.TradeNumber},标的:{tr.trade.UnderlyingCode}]未找到结算价");
                    }
                    else if (tr.tradeDbShark.IsDiscrete)
                    {
                        upPrice = eodprice.ClosePrice;
                        lowPrice = eodprice.ClosePrice;
                    }
                    else
                    {
                        upPrice = eodprice.HighPrice;
                        lowPrice = eodprice.LowPrice;
                    }

                    var oldKnockInOutStatus = tr.tradeDbShark.KnockInOutStatus;
                    CheckDoubleSharkFinKnockOutStatus(tr.trade, tr.tradeDbShark, valueDate, upPrice, lowPrice);

                    if (oldKnockInOutStatus != tr.tradeDbShark.KnockInOutStatus)
                    {
                        var KnockInOutStatus = tr.tradeDbShark.KnockInOutStatus == ConsTrade.KnockState.KnockedIn ? "敲入" : "敲出";
                        AddTradeOperationHistoryAndSetParentTradeInfo(false, tr.trade, KnockInOutStatus, KnockInOutStatus);
                    }

                    if (tradeStatus != tr.trade.TradeStatus|| oldKnockInOutStatus != tr.tradeDbShark.KnockInOutStatus)
                    {
                        //删除E/Bod_Trade记录
                        RemoveEodTradeAndFutureInfo(false, tr.trade.id, valueDate);
                    }

                    if (afterKnowInOut != null && DbContext.Entry(tr.tradeDbShark).State == EntityState.Modified)
                    {
                        afterKnowInOut(tr.trade, tr.tradeDbShark);
                    }
                }

                //更新，不能放到循环外，黑箱交易的子交易相互有依赖关系
                DbContext.SaveChanges();
            }
        }

        public void CheckDoubleSharkFinKnockOutStatus(OtcTradeBase td, trade_double_sharkfin_option tradeDbShark, DateTime valuedate, double? upPrice, double? lowPrice)
        {
            var barrierHigh = td.IsMoneynessOptionData ? tradeDbShark.BarrierHigh * td.SpotPrice : tradeDbShark.BarrierHigh;
            var barrierLow = td.IsMoneynessOptionData ? tradeDbShark.BarrierLow * td.SpotPrice : tradeDbShark.BarrierLow;
            if (upPrice >= barrierHigh || lowPrice <= barrierLow)
            {
                var useRebate = lowPrice <= barrierLow;
                var price = upPrice >= barrierHigh ? upPrice : lowPrice;
                tradeDbShark.KnockInOutStatus = ConsTrade.KnockState.KnockedOut;
                tradeDbShark.KnockInOutDate = valuedate;
                td.TradeStatus = ConsTrade.已平仓;
                td.UnWindDate = valuedate;
                SaveDoubleSharkFinRebateCash(td, tradeDbShark, price, valuedate, useRebate);
            }
        }

        /// <summary>
        /// 双鲨期权敲出，应获得rebate，保存相应的资金信息
        /// </summary>
        public trade_cash SaveDoubleSharkFinRebateCash(OtcTradeBase td, trade_double_sharkfin_option tradeDbShark, double? closePrice, DateTime valueDate, bool useRebate, bool saveChanges = true)
        {
            double rebate, rebateRate;

            var spotPrice = td.SpotPrice ?? 0;

            if (td.IsUsePremiumRate == true)
            {
                rebateRate = (useRebate ? tradeDbShark.RebateRate : tradeDbShark.RebateHighRate) ?? 0;
                rebate = rebateRate * spotPrice;
            }
            else
            {
                rebate = (useRebate ? tradeDbShark.Rebate : tradeDbShark.RebateHigh) ?? 0;
                rebateRate = spotPrice > 0 ? rebate / spotPrice : 0;
            }

            var req = new TradeCashReq
            {
                UnwindNotional = td.Notional,
                UnwindPercentRate = td.OriginalNotional > 0 ? td.Notional / td.OriginalNotional.Value : 0,
                FinalPrice = closePrice,
                UnwindPrice = rebate,
                UnwindPricePercentRate = rebateRate,
                Notional = td.Notional,
                TradeAmount = td.TradeAmount,
                ValueDate = valueDate,
                HappenedDate = valueDate,
                BarrierPrice = useRebate ? tradeDbShark.BarrierLow : tradeDbShark.BarrierHigh
            };

            req.UnwindFee = req.UnwindNotional * (req.UnwindPrice ?? 0) + ((req.UnwindNotional / td.OriginalNotional * td.OriginalPrincipalSum) ?? 0);
            if(valuedateBLL.SystemDate.UnwindAmountAngle == 1)
            {
                req.UnwindFee = req.UnwindFee * (td.BuySell == "卖出" ? -1 : 1);
            }
            if (valuedateBLL.SystemDate.UnwindSinglePriceAngle == 1)
            {
                req.UnwindPrice = req.UnwindPrice * (td.BuySell == "卖出" ? -1 : 1);
            }
            var tc = CloseTrade_TradeCashSave(td, req, isFromRecheckOrKO: true, isLastAction: true, saveChanges: false);
            tc.ValidState = ConsGlobal.Valid;
            tc.ExerciseWay = TradeCashExerciseWayEnum.提前终止行权;
            if (tradeDbShark.RebateType == "AtEnd")
            {
                tc.ValueDate = td.ExerciseDate.Value;
                tc.HappenedDate = valueDate;
            }
            //加入平仓份额和平仓日期
            td.UnWindDate = tc.ValueDate;

            if (td.IsGroup == 2 && td.ParentTradeId > 0)
            {
                var groupAction = DbContext.trade_cash_group_action.FirstOrDefault(x => x.TradeId == td.id && x.Status != "已完成");
                if (groupAction != null)
                {
                    groupAction.Status = "已完成";
                    tc.ParentTradeCashId = groupAction.ParentTradeCashId;
                    tc.ParentTradeId = groupAction.ParentTradeId;
                }
                else
                {
                    tc.ParentTradeId = td.ParentTradeId;
                    tc.ParentTradeCashId = SaveGroupUnwindCash(td, tc.ValueDate, tc.Amount, closePrice ?? 0, out var continueTradeCashHandle).id;
                }
            }
            if (saveChanges)
            {
                SaveTradeCashDetail(tc);

                //增加出入金记录 
                new ClientCashinCashoutBLL(this).CloseTrade_ClientCashInCashOutSave(td, tc, tc.ValueDate);
            }
            return tc;
        }
    }
}