using Newtonsoft.Json;
using YLErp;
using YLErp.Modules.SwapModule;
using YLErp.Modules.SwapModule.Accrual;

namespace UnitTestProject.Modules.SwapModule.Accrual
{
    /// <summary>
    /// EQD-6977 carryInInterest 契约测试：
    /// 1) 默认 0 与旧逐日循环逐位一致（加参零行为变化的安全证明）；
    /// 2) carry-in 仅在【首个重置日】并入计息基数（非窗口首日起息）——
    ///    与"持有至到期"全期轨迹对齐的数学不变量：增量 = carryIn × 后续段日利率 × 后续段天数。
    /// </summary>
    [TestClass]
    public class CompoundCarryInTest
    {
        private const decimal Notional = 100_000_000m;
        private const decimal Spread = 0.0025m;
        private const int AnnualDays = 365;
        private static readonly DateTime StartDate = new(2026, 4, 21);
        private static readonly DateTime EndDate = new(2026, 5, 11); // 21天 = 3×7，末日是重置日

        private static swap_position CreatePosition()
        {
            return new swap_position
            {
                id = 1001, SwapTradeId = 1, PosiDirection = 0,
                InterestDirection = (int)SwapDirectionEnum.收取,
                InterestMode = (int)InterestModeEnum.标的期初全价,
                InterestRateDefault = Spread,
                InterestPrincipalFix = Notional,
                PosiStartDate = StartDate, PosiMatuirityDate = StartDate.AddYears(1),
                IsInitial = true, Invalid = false,
                InterestType = (int)InterestTypeEnum.复利,
                IsAnnualized = true, interest_rest_days = 7, interest_rule = 0,
                FloatRateUnderlyingCode = null,
                InterestSwapInterval = "[]"
            };
        }

        private static List<(DateTime, decimal)> Segments()
            => new()
            {
                (StartDate, Spread),
                (StartDate.AddDays(7), Spread),
                (StartDate.AddDays(14), Spread),
            };

        private sealed class StubSvc : SwapDealService
        {
            public StubSvc() : base(new OptUserInfo(0, nameof(CompoundCarryInTest), OptUserFrom.UnitTest)) { }
        }

        [TestMethod]
        public void carryIn_默认省略_与旧逐日循环一致()
        {
            var position = CreatePosition();
            var flowEvent = new swap_flow_event { InterestRate = Spread };

            decimal oldI = 0, oldTd = 0;
            new StubSvc().CalcDailyCompoundInterest(EndDate, position, Notional, flowEvent,
                AnnualDays, 0m, 1m, true, false, ref oldI, ref oldTd);

            // 省略 carryInInterest（默认 0）
            var r1 = CompoundInterestAccrual.AccruePeriod(
                notional: Notional, segmentRates: Segments(),
                startDate: StartDate, endDate: EndDate,
                boundary: AccrualBoundary.StartOnly, annualDays: AnnualDays, isAnnualized: true,
                resetCarryInterest: 0m, realizedInterest: 0m, unwindFraction: 1m,
                finalBasis: out _);
            // 显式传 0 与省略等价
            var r2 = CompoundInterestAccrual.AccruePeriod(
                notional: Notional, segmentRates: Segments(),
                startDate: StartDate, endDate: EndDate,
                boundary: AccrualBoundary.StartOnly, annualDays: AnnualDays, isAnnualized: true,
                resetCarryInterest: 0m, realizedInterest: 0m, unwindFraction: 1m,
                finalBasis: out _, trace: null, carryInInterest: 0m);

            Assert.AreEqual((double)oldI, (double)r1.Accrued, 0.0000001, "省略 carryIn 与旧实现一致");
            Assert.AreEqual((double)r1.Accrued, (double)r2.Accrued, 0.0000001, "省略与显式0一致");
        }

        [TestMethod]
        public void carryIn_仅在首重置日起息_增量等于后续两段复利()
        {
            const decimal carryIn = 1_000_000m;

            decimal Accrued(decimal c)
                => CompoundInterestAccrual.AccruePeriod(
                    notional: Notional, segmentRates: Segments(),
                    startDate: StartDate, endDate: EndDate,
                    boundary: AccrualBoundary.Both, annualDays: AnnualDays, isAnnualized: true,
                    resetCarryInterest: 0m, realizedInterest: 0m, unwindFraction: 1m,
                    finalBasis: out _, trace: null, carryInInterest: c).Accrued;

            var delta = Accrued(carryIn) - Accrued(0m);

            // Both 边界下三段各 7 天。carryIn 于 4/28（首个重置日）并入基数：
            // 首段 [4/21,4/28] 不含 carryIn；其后两段 carryIn 自身起息且其首段利息再复利。
            // 精确增量 = c×d + (c + c×d)×d = c×(2d + d²) = c×((1+d)² − 1)，d = 7天利率因子。
            var d = Spread * 7m / AnnualDays;
            var expected = carryIn * (2m * d + d * d);
            Assert.AreEqual((double)expected, (double)delta, 0.001,
                "carryIn 增量 = 首个重置日起息的两段复利，首段不含 carryIn");
        }
    }
}