using Qdp.Foundation.Implementations;
using Qdp.Pricing.Base.Implementations;
using Qdp.Pricing.Base.Utilities;
using YLErp.Abstract.DataProviders;
using YLErp.BLL;
using YLErp.BLL.Eod;
using YLErp.DBModels.Consts;
using YLErp.DBModels.Enums;
using YLErp.Modules.DataProviderModule;
using YLErp.Modules.TradeModule.ExoticOptionModule;
using YLErp.QdpModule;

namespace YLErp.Modules.TradeModule.DealModule
{
    /// <summary>
    /// 二元期权操作
    /// 迁移自：trade_binary_optionBLL
    /// </summary>
    public class BinaryOptionDealService : TradeCashServiceEx
    {
        public BinaryOptionDealService(YLBaseService baseService) : base(baseService)
        {
        }

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

        /// <summary>
        /// 
        /// </summary>
        public void CheckTouchStatus(DateTime valueDate, IEodPriceProviderV2 priceProvider, DateTime? startDate = null,
            Action<OtcTrade, trade_binary_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_binary_option on td.id equals tb.TradeId
                        where td.TradeDate > startDate.Value && td.TradeDate <= valueDate
                            && td.ExerciseDate >= valueDate
                            && ConsTrade.确认成交 == td.TradeStatus
                            && td.ValidState != ConsGlobal.InValid
                            && td.TradeType == "二元期权" && td.ExerciseMode == "American"
                            && td.DividendDate < valueDate
                        select new
                        {
                            trade = td,
                            tradeBinary = 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;
            }

            // 美式二元检查  

            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;

                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");
                }

                double? upPrice = 0, lowPrice = 0;
                var isObservationDate = false;

                //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
                if (tr.tradeBinary.IsDiscreteMonitored)
                {
                    var observationDates = QdpHelper.GetObservationDatesFromString(tr.tradeBinary.ObservationDates);
                    if (observationDates == null || observationDates.Contains(valueDate))
                    {
                        isObservationDate = true;
                        upPrice = lowPrice = eodprice.ClosePrice;
                    }
                }
                else
                {
                    isObservationDate = true;
                    upPrice = eodprice.HighPrice;
                    lowPrice = eodprice.LowPrice;
                }

                var strike = tr.trade.IsMoneynessOptionData ? tr.trade.Strike * tr.trade.SpotPrice : tr.trade.Strike;

                var UpperBarrier = new Lazy<double?>(() =>
                        tr.trade.IsMoneynessOptionData ? tr.tradeBinary.UpperBarrier * tr.trade.SpotPrice : tr.tradeBinary.UpperBarrier);
                if (isObservationDate)
                {
                    switch (tr.tradeBinary.PayoffType)
                    {
                        case "UpOneTouch":
                            if (upPrice > strike)
                            {
                                //触碰，买方获得盈利，交易结束
                                var cash = GetCashOrNothingAmount(tr.trade, tr.tradeBinary, valueDate, useHighAmount: false);
                                SaveBinarySettleCash(tr.trade, tr.tradeBinary, valueDate, cash, true, upPrice);
                                tr.trade.TradeStatus = ConsTrade.已执行;
                                tr.trade.UnWindDate = valueDate;
                            }
                            else if (tr.trade.ExerciseDate <= valueDate)
                            {
                                SaveBinarySettleCash(tr.trade, tr.tradeBinary, valueDate, 0, false, upPrice);
                            }
                            break;
                        case "DownOneTouch":
                            if (lowPrice < strike)
                            {
                                //触碰，买方获得盈利，交易结束
                                var cash = GetCashOrNothingAmount(tr.trade, tr.tradeBinary, valueDate, useHighAmount: false);
                                SaveBinarySettleCash(tr.trade, tr.tradeBinary, valueDate, cash, true, lowPrice);
                                tr.trade.TradeStatus = ConsTrade.已执行;
                                tr.trade.UnWindDate = valueDate;
                            }
                            else if (tr.trade.ExerciseDate <= valueDate)
                            {
                                SaveBinarySettleCash(tr.trade, tr.tradeBinary, valueDate, 0, false, lowPrice);
                            }
                            break;
                        case "UpNoTouch":
                            if (upPrice > strike)
                            {
                                //触碰，买方无盈利，交易结束
                                SaveBinarySettleCash(tr.trade, tr.tradeBinary, valueDate, 0, false, upPrice);
                                tr.trade.TradeStatus = ConsTrade.已到期;
                                tr.trade.UnWindDate = valueDate;
                            }
                            break;
                        case "DownNoTouch":
                            if (lowPrice < strike)
                            {
                                //触碰，买方无盈利，交易结束
                                SaveBinarySettleCash(tr.trade, tr.tradeBinary, valueDate, 0, false, lowPrice);
                                tr.trade.TradeStatus = ConsTrade.已到期;
                                tr.trade.UnWindDate = valueDate;
                            }
                            break;
                        case "DoubleOneTouch":
                            if (upPrice >= UpperBarrier.Value || lowPrice <= strike)
                            {
                                var breachHighBarrier = upPrice >= UpperBarrier.Value;
                                var price = breachHighBarrier ? upPrice : lowPrice;
                                var cash = GetCashOrNothingAmount(tr.trade, tr.tradeBinary, valueDate, useHighAmount: breachHighBarrier);
                                //触碰上限或下限，买方获得盈利，交易结束
                                SaveBinarySettleCash(tr.trade, tr.tradeBinary, valueDate, cash, true, price);
                                tr.trade.TradeStatus = ConsTrade.已执行;
                                tr.trade.UnWindDate = valueDate;
                            }
                            else if (tr.trade.ExerciseDate <= valueDate)
                            {
                                SaveBinarySettleCash(tr.trade, tr.tradeBinary, valueDate, 0, false, eodprice.ClosePrice);
                            }
                            break;
                        case "DoubleNoTouch":
                            if (upPrice > UpperBarrier.Value || lowPrice < strike)
                            {
                                var price = upPrice >= tr.tradeBinary.UpperBarrier ? upPrice : lowPrice;
                                //触碰上限或下限，买方无盈利，交易结束
                                SaveBinarySettleCash(tr.trade, tr.tradeBinary, valueDate, 0, false, price);
                                tr.trade.TradeStatus = ConsTrade.已到期;
                                tr.trade.UnWindDate = valueDate;
                            }
                            break;
                    }
                }

                //OneTouch类型，到期仍未触碰，则交易结束
                if (tr.tradeBinary.PayoffType.Contains("OneTouch") && tr.trade.ExerciseDate <= valueDate)
                {
                    //SaveBinarySettleCash(tr.trade, tr.tradeBinary, valueDate, 0, false, eodprice.ClosePrice);
                    tr.trade.TradeStatus = ConsTrade.已到期;
                    tr.trade.UnWindDate = valueDate;
                }

                //NoTouch类型，到期仍未触碰，买方获得盈利，交易结束
                if (tr.tradeBinary.PayoffType.Contains("NoTouch") && tr.trade.ExerciseDate <= valueDate && !ConsTrade.TradeCompleteStatus.Contains(tr.trade.TradeStatus))
                {
                    var cash = GetCashOrNothingAmount(tr.trade, tr.tradeBinary, valueDate, useHighAmount: false);
                    SaveBinarySettleCash(tr.trade, tr.tradeBinary, valueDate, cash, false, eodprice.ClosePrice);
                    tr.trade.TradeStatus = ConsTrade.已执行;
                    tr.trade.UnWindDate = valueDate;
                }

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

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

                //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();
            }
        }

        /// <summary>
        /// 
        /// </summary>
        public static double GetCashOrNothingAmount(OtcTradeBase trade, trade_binary_option tradeBinary, DateTime settleDate, bool useHighAmount = false)
        {
            var result = (trade.Notional / trade.OriginalNotional * (trade.OriginalPrincipalSum ?? 0)) ?? 0;
            double refund;
            if (trade.IsUsePremiumRate == true)
            {
                var rate = useHighAmount ? tradeBinary.CashOrNothingAmountHighRate : tradeBinary.CashOrNothingAmountRate;
                refund = Math.Abs((rate ?? 0) * (trade.SpotPrice ?? 0) * trade.Notional);
            }
            else
            {
                var amount = useHighAmount ? tradeBinary.CashOrNothingAmountHigh : tradeBinary.CashOrNothingAmount;
                refund = Math.Abs((amount ?? 0) * trade.Notional);
            }
            if (tradeBinary.RebateAnnualizedAtKO)
            {
                var rebateDayCountImpl = string.IsNullOrWhiteSpace(tradeBinary.RebateDayCount) ? new Act365() : tradeBinary.RebateDayCount.ToDayCountImpl();
                var fraction = rebateDayCountImpl.CalcDayCountFraction(new Date(trade.StartDate.Value), new Date(settleDate));
                refund *= fraction;
                refund += Math.Abs((trade.TradePrice - trade.TradePrice * fraction) ?? 0);
            }
            return result + refund;
        }

        /// <summary>
        /// 美式二元期权触碰后，买方获得盈利，记录资金信息
        /// </summary>
        public trade_cash SaveBinarySettleCash(OtcTradeBase td, trade_binary_option tradeBinary, DateTime valuedate, double cash, bool earlyExecute, double? price, bool saveChanges = true)
        {
            var tradeCash = new trade_cash
            {
                ValidState = "Valid",
                OptDate = DateTime.Now,
                OptId=UserId,
                OptName=UserName,
                Action = ClientCashInCashOut.系统操作_行权费,
                IsLastAction = true,
                ValueDate = valuedate,
                Strike = td.Strike,
                CallPut = td.CallPut,
                Amount = cash * EodOperationBase.GetSign(td.BuySell),
                UnwindPrice = cash / td.Notional,
                UnwindPricePercentRate = cash / td.OriginalStockEqvNotional,
                Status = TradeCashStatusEnum.已执行,
                TradeType = td.BuySell,
                TradeId = td.id,
                Notional = td.Notional,
                TradeAmount = td.TradeAmount,
                UnwindPercentRate = td.OriginalNotional > 0 ? td.Notional / td.OriginalNotional : 0,
                FinalPrice = price,
                ExerciseWay = earlyExecute ? TradeCashExerciseWayEnum.提前终止行权 : TradeCashExerciseWayEnum.到期行权
            };

            if (tradeBinary.RebateType == "AtEnd")
            {
                tradeCash.ValueDate = td.ExerciseDate.Value;
                tradeCash.HappenedDate = valuedate;
            }

            if (saveChanges)
            {
                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";
                        tradeCash.ParentTradeCashId = groupAction.ParentTradeCashId;
                        tradeCash.ParentTradeId = groupAction.ParentTradeId;
                    }
                    else
                    {
                        tradeCash.ParentTradeId = td.ParentTradeId;
                        tradeCash.ParentTradeCashId = SaveGroupUnwindCash(td, tradeCash.ValueDate, tradeCash.Amount, price ?? 0, out bool continueTradeCashHandle).id;
                    }
                }
                DbContext.trade_cash.Add(tradeCash);
                DbContext.SaveChanges();

                SaveTradeCashDetail(tradeCash);

                new ClientCashinCashoutBLL(this).CloseTrade_ClientCashInCashOutSave(td, tradeCash, tradeCash.ValueDate);
            }

            return tradeCash;
        }
    }
}