using YLErp.Model;
using YLErp.Modules.CalculationModule;
using YLErp.Modules.EodModule;

namespace YLErp.Modules.ManagerAPI.EodModule
{
    /// <summary>
    /// 日终持仓风险查询API 
    /// </summary>
    public class EodPositionRisksQueryApiService : YLBaseService
    {
        public EodPositionRisksQueryApiService(OptUserInfo userInfo) : base(userInfo)
        {

        }

        /// <summary>
        /// 日终持仓风险查询
        /// </summary>
        public IEnumerable<EodPositionRiskItem> QueryPositionRisks(EodPositionRisksQueryApiRequest req)
        {
            if (req.DividendRateType == "采集")
            {
                req.VolType = "分红率0";
            }
            var req2 = new EodPositionRisksReq
            {
                ValueDate = req.ValueDate,
                VolType = req.VolType,
                EodSettlePriceMode = req.SettlePriceMode,
                rows = 999999,
                page = 0
            };

            var clientNames = req.ClientNames;
            var clientNumbers = req.ClientNumbers;

            if (clientNames != null && clientNames.All(n => string.IsNullOrEmpty(n)))
            {
                clientNames = null;
            }

            if (clientNumbers != null && clientNumbers.All(n => string.IsNullOrEmpty(n)))
            {
                clientNumbers = null;
            }

            if (clientNames != null || clientNumbers != null)
            {
                req2.ClientIds = DataCacheProvider.GetClientDataSource().AsQueryable()
                    .Where(n => ((clientNames == null || clientNames.Contains(n.Name))
                        && clientNumbers == null) || clientNumbers.Contains(n.Number))
                    .Select(n => n.id).ToList();
            }

            IEnumerable<int> assetGroupIds = null;

            if (req.AssetGroupNames != null && req.AssetGroupNames.Any(n => !string.IsNullOrEmpty(n)))
            {
                assetGroupIds = DataCacheProvider.GetAssetUnitGroupDataSource().AsQueryable()
                    .Where(n => req.AssetGroupNames.Contains(n.Name)).Select(n => n.id).ToList();
            }

            var assetNames = req.AssetBookNames;

            if (assetNames != null && assetNames.All(n => string.IsNullOrEmpty(n)))
            {
                assetNames = null;
            }

            if (assetGroupIds != null || assetNames != null)
            {
                req2.BookIds = DataCacheProvider.GetAssetUnitDataSource().AsQueryable()
                   .Where(n => (assetGroupIds == null || assetGroupIds.Contains(n.GroupId)) && (assetNames == null || assetNames.Contains(n.Name)))
                   .Select(n => n.id).ToList();
            }

            if (req.UnderlyingCodes != null && req.UnderlyingCodes.Any(n => !string.IsNullOrEmpty(n)))
            {
                req2.UnderlyingIds = DataCacheProvider.GetUnderlyingDataSource().AsQueryable()
                    .Where(n => req.UnderlyingCodes.Contains(n.UnderlyingCode)).Select(n => n.id).ToList();
            }

            req2.TradeTypes = req.TradeTypes;

            var result = new EodPositionRisksQueryService(OptUser).SearchList(req2, false);

            return result.rows.Select(n => new EodPositionRiskItem
            {
                AssetBookName = n.AssetBookName,
                TradeSide = n.BuySell,
                ChildLeg = n.ChildLeg,
                ClientName = n.ClientName,
                ClientNumber = n.ClientNumber,
                ContractCode = n.ContractCode,
                CreditExposure = n.Exposure,
                CurVolValue = n.CurrentVolatility,
                Delta = n.Delta,
                DeltaLots = n.DeltaLots,
                DividendRate = n.DividendRate,
                dPnLDelta = n.PnLDelta,
                dPnLGamma = n.PnLGamma,
                dPnLPsi = n.PnLPsi,
                dPnLTheta = n.PnLTheta,
                dPnLVega = n.PnLVega,
                EtcTradePrice = n.etcTradePrice,
                ExchangeOptionCode = n.ExchangeOptionCode,
                ExerciseDate = n.ExerciseDate.OtcFormatDate(),
                ExerciseMode = n.ExerciseMode,
                Gamma = n.Gamma,
                GammaLots = n.GammaLots,
                InitialSpotPrice = n.InitialSpotPrice,
                KnockInOutStatus = n.KnockInOutStatus,
                OptionType = n.OptionType,
                PositionMargin = n.Margin,
                PositionPnl = PS.Config.IsPVRounded ? n.RoundedPositionPnl : n.PositionPnl,
                PositionPV = PS.Config.IsPVRounded ? n.RoundedPV : n.PV,
                RealizedPnl = n.RealizedPnl,
                Rho = n.Rho,
                RiskFreeRate = n.RiskFreeRate,
                SinglePV = n.SinglePV,
                StockEqvNotional = n.StockEqvNotionalToShow,
                Strike = n.Strike,
                Theta = n.Theta,
                TradeAmount = n.TradeAmount,
                TradeAmountV = n.trade == null ? n.TradeAmount : TradeCalcHelper.GetTradeAmountV(n.trade, n.TradeAmount ?? 0, 1),
                TradeDate = n.TradeDate.OtcFormatDate(),
                TradeNumber = n.TradeNumber,
                TradeOriginalAmount = n.TradeOriginalAmount,
                TradeOriginalAmountV = n.trade == null ? n.TradeAmount : TradeCalcHelper.GetTradeAmountV(n.trade, n.TradeOriginalAmount ?? 0, 1),
                TradePrice = n.TradePrice,
                TradeSinglePrice = n.TradeSinglePrice,
                TradeType = n.TradeType,
                UnderlyingCode = n.UnderlyingCode,
                UnderlyingName = n.UnderlyingAssetName,
                UnderlyingPrice = n.UnderlyingPrice,
                Vega = n.Vega
            });
        }

        /// <summary>
        /// 日终持仓风险查询_互换
        /// </summary>
        public IEnumerable<EodSwapPositionRiskItem> QuerySwapPositionRisks(EodSwapPositionRisksQueryApiRequest req)
        {
            var req2 = new EodPositionRisksReq
            {
                ValueDate = req.ValueDate,
                EodSettlePriceMode = req.SettlePriceMode,
                rows = 999999,
                page = 0
            };

            var clientNames = req.ClientNames;
            var clientNumbers = req.ClientNumbers;

            if (clientNames != null && clientNames.All(n => string.IsNullOrEmpty(n)))
            {
                clientNames = null;
            }

            if (clientNumbers != null && clientNumbers.All(n => string.IsNullOrEmpty(n)))
            {
                clientNumbers = null;
            }

            if (clientNames != null || clientNumbers != null)
            {
                req2.ClientIds = DataCacheProvider.GetClientDataSource().AsQueryable()
                    .Where(n => ((clientNames == null || clientNames.Contains(n.Name))
                        && clientNumbers == null) || clientNumbers.Contains(n.Number))
                    .Select(n => n.id).ToList();
            }

            IEnumerable<int> assetGroupIds = null;

            if (req.AssetGroupNames != null && req.AssetGroupNames.Any(n => !string.IsNullOrEmpty(n)))
            {
                assetGroupIds = DataCacheProvider.GetAssetUnitGroupDataSource().AsQueryable()
                    .Where(n => req.AssetGroupNames.Contains(n.Name)).Select(n => n.id).ToList();
            }

            var assetNames = req.AssetBookNames;

            if (assetNames != null && assetNames.All(n => string.IsNullOrEmpty(n)))
            {
                assetNames = null;
            }

            if (assetGroupIds != null || assetNames != null)
            {
                req2.BookIds = DataCacheProvider.GetAssetUnitDataSource().AsQueryable()
                   .Where(n => (assetGroupIds == null || assetGroupIds.Contains(n.GroupId)) && (assetNames == null || assetNames.Contains(n.Name)))
                   .Select(n => n.id).ToList();
            }

            if (req.UnderlyingCodes != null && req.UnderlyingCodes.Any(n => !string.IsNullOrEmpty(n)))
            {
                req2.UnderlyingIds = DataCacheProvider.GetUnderlyingDataSource().AsQueryable()
                    .Where(n => req.UnderlyingCodes.Contains(n.UnderlyingCode)).Select(n => n.id).ToList();
            }

            var result = new EodPositionRisksQueryService(OptUser).SearchList(req2, true);
            var umProvider = DataCacheProvider.GetUnderlyingDataSource();

            return result.rows.Select(n =>
            {
                var swap = n.trade.trade_swap;
                n.trade.MetaDic.TryGetValue("GetUnderlyingName", out var GetUnderlyingName);
                n.trade.MetaDic.TryGetValue("PayUnderlyingName", out var PayUnderlyingName);
                return new EodSwapPositionRiskItem
                {
                    AssetBookName = n.AssetBookName,
                    ClientName = n.ClientName,
                    ClientNumber = n.ClientNumber,
                    ContractCode = n.ContractCode,
                    Delta = n.Delta,
                    DeltaLots = n.DeltaLots,
                    ExerciseDate = n.ExerciseDate.OtcFormatDate(),
                    PositionPnl = PS.Config.IsPVRounded ? n.RoundedPositionPnl : n.PositionPnl,
                    PositionPV = PS.Config.IsPVRounded ? n.RoundedPV : n.PV,
                    RealizedPnl = n.RealizedPnl,
                    StockEqvNotional = n.StockEqvNotionalToShow,
                    TradeDate = n.TradeDate.OtcFormatDate(),
                    TradeNumber = n.ParentTradeNumber,
                    TradeType = n.TradeType,
                    GetLongShort = swap.GetLongShort,
                    GetMarginRate = swap.GetMarginRate,
                    GetSpotPrice = swap.GetSpotPrice,
                    GetSwapTimeAndRate = swap.GetSwapTimeAndRate,
                    GetTradeAmount = swap.GetTradeAmount,
                    GetTradePrice = swap.GetTradePrice,
                    GetUnderlyingCode = swap.GetUnderlyingCode,
                    GetUnderlyingName = GetUnderlyingName.TrimToNull() ?? (umProvider.GetData(swap.GetUnderlyingCode)?.UnderlyingName),
                    IsGetFloatingProfit = swap.IsGetFloatingProfit,
                    IsPayFloatingProfit = swap.IsPayFloatingProfit,
                    PayLongShort = swap.PayLongShort,
                    PayMarginRate = swap.PayMarginRate,
                    PaySpotPrice = swap.PaySpotPrice,
                    PaySwapTimeAndRate = swap.PaySwapTimeAndRate,
                    PayTradeAmount = swap.PayTradeAmount,
                    PayTradePrice = swap.PayTradePrice,
                    PayUnderlyingCode = swap.PayUnderlyingCode,
                    PayUnderlyingName = PayUnderlyingName.TrimToNull() ?? (umProvider.GetData(swap.PayUnderlyingCode)?.UnderlyingName)
                };
            });
        }
    }
}