using Microsoft.VisualStudio.TestTools.UnitTesting;
using System;
using YLErp.BLL.Calculation;

namespace YLErp.Modules.CalculationModule
{
    /// <summary>
    /// 
    /// </summary>
    [TestClass]
    public class ForwardradeCalcServiceTest
    {
        [TestMethod]
        public void TestCalcValueOld()
        {
            var testItems = new[] {
                new{ BuySell = "买入", CallPut = "Call", Strike = 3500,Notional = 100,SpotPrice= 3550 },
                new{ BuySell = "买入", CallPut = "Call", Strike = 3500, Notional = 100, SpotPrice= 3450 },
                new{ BuySell = "买入", CallPut = "Put", Strike = 3500, Notional = 100, SpotPrice= 3550 },
                new{ BuySell = "买入", CallPut = "Put", Strike = 3500, Notional = 100, SpotPrice= 3450 },

                new{ BuySell = "卖出", CallPut = "Call", Strike = 3500,Notional = 100,SpotPrice= 3550 },
                new{ BuySell = "卖出", CallPut = "Call", Strike = 3500, Notional = 100, SpotPrice= 3450 },
                new{ BuySell = "卖出", CallPut = "Put", Strike = 3500, Notional = 100, SpotPrice= 3550 },
                new{ BuySell = "卖出", CallPut = "Put", Strike = 3500, Notional = 100, SpotPrice= 3450 },
            };

            foreach (var item in testItems)
            {
                var r1 = CalcValueV1(item.Strike, item.SpotPrice, item.Notional, item.CallPut, item.BuySell);
                var r2 = CalcValueV2(item.Strike, item.SpotPrice, item.Notional, item.CallPut, item.BuySell);
                Console.WriteLine(item.ToJson());
                Console.WriteLine($"pv1: {r1.Pv}, pv2: {r2.Pv}, delta1: {r1.Delta}, delta2: {r2.Delta}");
                Assert.IsTrue(r1.Pv == r2.Pv && r1.Delta == r2.Delta);
            }
        }

        /// <summary>
        /// 计算远期交易(买方角度)ValueCalculator.CalculateForward
        /// </summary>
        static TradeValueResult CalculateForwardV1(double strike, double spotPrice, double notional, string callPut)
        {
            var pv = 0.0;
            if (callPut == "Call")
            {
                pv = (spotPrice - strike) * notional;
            }
            else if (callPut == "Put")
            {
                pv = (strike - spotPrice) * notional;
            }

            return new TradeValueResult()
            {
                Pv = pv,
                Delta = callPut == "Call" ? notional : -notional,
                DeltaCash = callPut == "Call" ? spotPrice * notional : -spotPrice * notional
            };
        }

        public static TradeValueResult CalcValueV1(double strike, double spotPrice, double notional, string callput, string buysell)
        {
            var result = CalculateForwardV1(strike, spotPrice, notional, callput);
            result.Pv *= TradeCalcHelper.GetSign(buysell);
            result.Delta *= TradeCalcHelper.GetSign(buysell);
            //买入看跌和卖出看涨取反
            //var flag = (IsBuy(buysell) ? 1 : 2) | (callput == "Call" ? 1 : 2);
            //if (flag == 3)
            //{
            //    result.Delta = -result.Delta;
            //}

            return result;
        }

        /// <summary>
        /// 计算PV/Risk(交易员角度)
        /// </summary>
        public static TradeValueResult CalcValueV2(double strike, double spotPrice, double notional, string callput, string buysell)
        {
            var isCall = callput == "Call";
            var pv = (spotPrice - strike) * notional;

            //买入看跌和卖出看涨取负值
            var flag = (TradeCalcHelper.IsBuy(buysell) ? 1 : 2) | (isCall ? 1 : 2);

            TradeValueResult result;

            if (flag == 3)
            {
                result = new TradeValueResult
                {
                    Pv = -pv,
                    Delta = -notional,
                    DeltaCash = -spotPrice * notional
                };
            }
            else
            {
                result = new TradeValueResult
                {
                    Pv = pv,
                    Delta = notional,
                    DeltaCash = spotPrice * notional
                };
            }

            result.RoundedPv = result.Pv;

            return result;
        }

        static bool IsBuy(string tradeType)
        {
            return tradeType == "Buy" || tradeType == "买入" || string.IsNullOrWhiteSpace(tradeType);
        }
    }
}