using YLErp.Abstract.DataProviders;
using YLErp.BLL.Calculation;
using YLErp.BLL.Eod;
using YLErp.BLL.MarginCalculation;
using YLErp.Enums;
using YLErp.Helpers;
using YLErp.Modules.DataProviderModule;
using YLErp.QdpModule;

namespace YLErp.BLL
{
    /// <summary>
    /// 浙期
    /// </summary>
    public class ZheQiMarginCalculation : MarginCalculationBase
    {
        // 定义一个静态变量来保存类的实例
        public static readonly ZheQiMarginCalculation Instance;

        static ZheQiMarginCalculation()
        {
            Instance = new ZheQiMarginCalculation();
        }

        // 定义私有构造函数，使外界不能创建该类实例
        protected ZheQiMarginCalculation()
        {

        }

        public override List<trade_span> RunMarginCalculation(RunMarginCalculationReq req)
        {
            var helper = new RunMarginCalculationHelper(req, _underlyingDataProvider);
            var resultMap = new Dictionary<int, trade_span>();

            helper.SetFieldsByTradeType();
            helper.GetUpDownLimitPrices(out var upLimitPrices, out var downLimitPrices);
            helper.GetTradVolRateDic(out var tradeVolRateDic);

            var vols = new[] { null, tradeVolRateDic };
            var prices = new (string key, IPriceProvider priceProvider)[] { ("up", upLimitPrices), ("down", downLimitPrices), ("normal", req.PriceProvider) };
            var loops = prices.SelectMany(n => vols.Select(m => new
            {
                pricekey = n.key,
                priceProvider = n.priceProvider,
                addVolRateDic = m
            })).ToArray();
            var uProvider = new UnderlyingDataProvider();

            foreach (var loop in loops)
            {
                var calcReq = helper.GetCalculateRisksForTradesReq(priceProvider: loop.priceProvider, addVolRateDic: loop.addVolRateDic, overrideVols: null, pricingRequest: QdpPricingRequest.BASIC_PRICING);

                var tradeRiskResult = CalculatorHelper.CalculateRisksForTrades(calcReq);
                if (tradeRiskResult.Results == null || tradeRiskResult.Results.Count < 1)
                {
                    continue;
                }
                var key = $"{loop.pricekey}_{(loop.addVolRateDic == null ? 0 : 1)}";
                if (key == "normal_1") continue;

                foreach (var item in tradeRiskResult.Results)
                {
                    // 远期掉期是否走现货算法
                    bool isStock = false;
                    if (item.Trade.TradeType == "远期")
                    {
                        isStock = uProvider.GetUnderlying(item.Trade.UnderlyingCode).UnderlyingInstrumentType == ConsGlobal.InstrumentType.CommoditySpot;
                        if (!isStock && !string.IsNullOrWhiteSpace(item.Trade.BasisUnderlyingCode))
                        {
                            isStock = uProvider.GetUnderlying(item.Trade.BasisUnderlyingCode).UnderlyingInstrumentType == ConsGlobal.InstrumentType.CommoditySpot;
                        }
                    }
                    if (isStock && key != "normal_0")
                    {
                        continue;
                    }

                    var pv = item.ValueResult.Pv;
                    var clientRatio = helper.GetClient(item.Trade)?.Ratio ?? 1.0;
                    if (!helper.GetSpecialMargin(item.Trade, pv, out var value, helper.req.forOtherSide))
                    {
                        value = double.IsNaN(pv) ? 0 : pv * clientRatio;
                    }

                    var contains = resultMap.TryGetValue(item.Trade.id, out var tempTradeSpan);

                    if (!contains)
                    {
                        resultMap[item.Trade.id] = tempTradeSpan = helper.CreateTradeSpan(item.Trade);
                    }

                    switch (key)
                    {
                        case "up_0":
                            tempTradeSpan.Spv1 = value; break;
                        case "up_1":
                            tempTradeSpan.Spv2 = value; break;
                        case "normal_0":
                            if (isStock)
                            {
                                // 现货预付金：
                                // 普通掉期开仓固定 15%，
                                // 基差掉期开仓预付金固定 10%
                                // 持仓预付金观察：
                                // 1. -5%*名义本金<单笔持仓盈亏<0,
                                //   一般掉期持仓预付金为15%
                                //   基差掉期持仓预付金为10%
                                // 2. 单笔持仓盈亏<-5%*名义本金
                                //   一般掉期持仓预付金为:  -单笔持仓盈亏+15%
                                //   基差掉期持仓预付金为:  -单笔持仓盈亏+10%
                                var config = valuedateBLL.SystemDate.ConfigInfoData;
                                if (helper.req.CalcMarginType == CalcMarginTypeEnum.InitialMargin)
                                {
                                    double rate = string.IsNullOrWhiteSpace(item.Trade.BasisUnderlyingCode) ? config.NormalSwapInitMarginRatio : config.BasisSwapInitMarginRatio;
                                    rate /= 100;
                                    value = rate * item.Trade.StockEqvNotional;
                                    logger.Info($"远期预付金计算,交易:{item.Trade.TradeNumber}预付金 = 普通掉期开仓固定 15%，基差掉期开仓预付金固定 10%");
                                    logger.Info($"远期预付金计算,交易:{item.Trade.TradeNumber}预付金 = {rate} * {item.Trade.StockEqvNotional}");
                                }
                                else
                                {
                                    double rate = string.IsNullOrWhiteSpace(item.Trade.BasisUnderlyingCode) ? config.NormalSwapMarginRatio : config.BasisSwapMarginRatio;
                                    rate /= 100;
                                    var tradePrice = (item.Trade.TradePrice * item.Trade.Notional / item.Trade.OriginalNotional) ?? 0;
                                    double pnl = item.ValueResult.Pv + tradePrice;
                                    logger.Info($"远期预付金计算,交易:{item.Trade.TradeNumber} pnl = Pv + tradePrice");
                                    logger.Info($"远期预付金计算,交易:{item.Trade.TradeNumber} pnl = {item.ValueResult.Pv} + {tradePrice}");

                                    // 客户持仓盈亏
                                    logger.Info($"远期预付金计算,交易:{item.Trade.TradeNumber}预付金 = 1. -5%*名义本金<单笔持仓盈亏<0,\r\n一般掉期持仓预付金为15%,\r\n基差掉期持仓预付金为10%\r\n2. 单笔持仓盈亏<-5%*名义本金,一般掉期持仓预付金为:\r\n-单笔持仓盈亏+15%,\r\n基差掉期持仓预付金为:\r\n-单笔持仓盈亏+10%");
                                    double clientpnl = -pnl;
                                    double rateStockEqvNotional = config.StockEqvNotionalRatio / 100d * item.Trade.StockEqvNotional;
                                    if (rateStockEqvNotional < clientpnl && clientpnl < 0)
                                    {
                                        logger.Info($"远期预付金计算,交易:{item.Trade.TradeNumber} if({config.StockEqvNotionalRatio / 100d} * {item.Trade.StockEqvNotional} < {clientpnl} && {clientpnl} > 0)");
                                        value = rate * item.Trade.StockEqvNotional;
                                        logger.Info($"远期预付金计算,交易:{item.Trade.TradeNumber}预付金 = {rate} * {item.Trade.StockEqvNotional}");
                                    }
                                    else if (clientpnl < rateStockEqvNotional)
                                    {
                                        logger.Info($"远期预付金计算,交易:{item.Trade.TradeNumber} if({clientpnl} < {rateStockEqvNotional} > 0)");
                                        value = -clientpnl + rate * item.Trade.StockEqvNotional;
                                        logger.Info($"远期预付金计算,交易:{item.Trade.TradeNumber}预付金 = -{clientpnl} + {rate} * {item.Trade.StockEqvNotional}");
                                    }
                                    else
                                    {
                                        value = rate * item.Trade.StockEqvNotional;
                                        logger.Info($"远期预付金计算,交易:{item.Trade.TradeNumber}预付金 = {rate} * {item.Trade.StockEqvNotional}");
                                    }
                                }
                                tempTradeSpan.SetAllSpvAndWorst(value);
                            }
                            else
                            {
                                var um = uProvider.GetUnderlying(item.Trade.UnderlyingCode);
                                var variety = uProvider.GetVariety(item.Trade.UnderlyingCode);
                                var marginRate = ((um?.MarginRate ?? 0) > 0 ? um.MarginRate : variety?.Margin) ?? 0;
                                double deltaCash = 0;
                                if ((item.Trade.BuySell == "买入" && item.Trade.OptionType == "看涨") || (item.Trade.BuySell == "卖出" && item.Trade.OptionType == "看跌"))
                                {
                                    deltaCash = Math.Abs(item.ValueResult.DeltaCash);
                                }
                                else
                                {
                                    deltaCash = -Math.Abs(item.ValueResult.DeltaCash);
                                }
                                value = deltaCash * marginRate * clientRatio;
                                tempTradeSpan.DeltaMargin = value;
                                tempTradeSpan.PositionWinLoss = EodOperationBase.GetPositionPnl(item.ValueResult.Pv, item.Trade.TradePrice ?? 0.0, item.Trade.Notional, item.Trade.OriginalNotional ?? 0, item.Trade.BuySell);
                            }
                            break;
                        case "down_0":
                            tempTradeSpan.Spv3 = value; break;
                        case "down_1":
                            tempTradeSpan.Spv4 = value; break;
                    }

                    if (contains)
                    {
                        tempTradeSpan.SetWorstCastClientPayable();

                        if (tempTradeSpan.WorstCastClientPayable > 0)
                        {
                            tempTradeSpan.WorstCastClientPayable = Math.Max(tempTradeSpan.WorstCastClientPayable.Value, Math.Abs(tempTradeSpan.DeltaMargin ?? 0) + (tempTradeSpan.PositionWinLoss ?? 0));
                        }
                        else
                        {
                            tempTradeSpan.WorstCastClientPayable = 0;
                        }
                    }
                }
            }

            return resultMap.Values.ToList();
        }

        public override List<trade_span> CalcClientMargin(CalcClientMarginReq req)
        {
            var clientSpanNews = new List<ClientSpan>();
            using (var db = new YLContext())
            {
                var tradeIds = req.tradeSpans.Select(t => t.TradeId).ToList();
                var tradeList = db.trade.AsNoTracking().Where(t => tradeIds.Contains(t.id)).ToList();

                //获取收盘日那天对应的预付金模板
                var tradeTemplates = db.trade_margin_template.AsNoTracking().Where(t => tradeIds.Contains(t.TradeId) && t.ValueDate <= req.settleDate);
                var groupQuery = from tt in tradeTemplates
                                 group tt by tt.TradeId into tts
                                 select new
                                 {
                                     TradeId = tts.Key,
                                     ValueDate = tts.Max(n => n.ValueDate)
                                 };
                var groupTemplates = from gq in groupQuery
                                     join tt in tradeTemplates
                                     on new { gq.TradeId, gq.ValueDate } equals new { tt.TradeId, tt.ValueDate }
                                     select tt;

                var tradeSpanInfo = (from tradeSpan in req.tradeSpans
                                     join trade in tradeList on tradeSpan.TradeId equals trade.id
                                     join tradetemplate in groupTemplates on tradeSpan.TradeId equals tradetemplate.TradeId into templates
                                     from tradetemplate in templates.DefaultIfEmpty()
                                     where tradeSpan.ValueDate == req.settleDate
                                     select new { trade, tradeSpan, tradetemplate }).ToList();

                if (req.tradeSpans != null && req.tradeSpans.Count > 0)
                {
                    var spans = req.tradeSpansOtherSide != null
                        ? req.tradeSpansOtherSide.Where(n => n != null).ToArray() : Enumerable.Empty<trade_span>();
                    var tradeSpanInfoOtherSide = (from tradeSpan in spans
                                                  join trade in tradeList on tradeSpan.TradeId equals trade.id
                                                  where tradeSpan.ValueDate == req.settleDate
                                                  select new { trade, tradeSpan }).ToList();

                    var clientGroups = tradeSpanInfo.GroupBy(t => t.trade.ClientId);
                    foreach (var clientGroup in clientGroups)
                    {
                        var underlyingGroup = clientGroup.Where(O => O.tradeSpan.IsSingleMargin != true).GroupBy(t => t.trade.UnderlyingId).Select(t => new ClientSpan
                        {
                            UnderlyingId = t.Key,
                            ClientId = clientGroup.Key,
                            ValueDate = req.settleDate,
                            Spv1 = t.Sum(g => g.tradeSpan.Spv1) * (-1),
                            Spv2 = t.Sum(g => g.tradeSpan.Spv2) * (-1),
                            Spv3 = t.Sum(g => g.tradeSpan.Spv3) * (-1),
                            Spv4 = t.Sum(g => g.tradeSpan.Spv4) * (-1),
                            DeltaMargin = t.Sum(g => g.tradeSpan.DeltaMargin) * (-1),
                            PositionWinLoss = t.Sum(g => g.tradeSpan.PositionWinLoss) * (-1),
                            OptId = req.userId,
                            OptName = req.userName,
                            OptDate = DateTime.Now,
                            SpanType = req.SpanType
                        }).ToList();

                        foreach (var item in underlyingGroup)
                        {
                            var tradeSpanIds = clientGroup.Where(O => O.tradeSpan.IsSingleMargin != true).Select(x => x.tradeSpan.id);
                            var tradeSpansUpdate = db.trade_span.Where(x => tradeSpanIds.Contains(x.id) && x.ClientId == item.ClientId && x.UnderlyingId == item.UnderlyingId && x.ValueDate == req.settleDate).ToList();
                            var tradeSpansReq = req.tradeSpans.Where(x => tradeSpanIds.Contains(x.id) && x.ClientId == item.ClientId && x.UnderlyingId == item.UnderlyingId && x.ValueDate == req.settleDate).ToList();

                            var minSpv = Math.Min(Math.Min(Math.Min(item.Spv1 ?? 0, item.Spv2 ?? 0), item.Spv3 ?? 0), item.Spv4 ?? 0);
                            if (minSpv < 0)
                            {
                                item.WorstCastClientPayable = Math.Max(Math.Abs(minSpv), Math.Abs(item.DeltaMargin ?? 0) - (item.PositionWinLoss ?? 0)) * (-1);
                                item.TwoSideMargin = item.WorstCastClientPayable;

                                if (Math.Abs(minSpv) > Math.Abs(item.DeltaMargin ?? 0) - (item.PositionWinLoss ?? 0))
                                {
                                    //更新tradeSpan，使得每笔交易的持仓预付金和客户预付金计算用的Spv组保持一致
                                    if (item.WorstCastClientPayable == item.Spv1)
                                    {
                                        tradeSpansUpdate.ForEach(x => x.WorstCastClientPayable = x.Spv1);
                                        tradeSpansReq.ForEach(x => x.WorstCastClientPayable = x.Spv1);
                                    }
                                    else if (item.WorstCastClientPayable == item.Spv2)
                                    {
                                        tradeSpansUpdate.ForEach(x => x.WorstCastClientPayable = x.Spv2);
                                        tradeSpansReq.ForEach(x => x.WorstCastClientPayable = x.Spv2);
                                    }
                                    else if (item.WorstCastClientPayable == item.Spv3)
                                    {
                                        tradeSpansUpdate.ForEach(x => x.WorstCastClientPayable = x.Spv3);
                                        tradeSpansReq.ForEach(x => x.WorstCastClientPayable = x.Spv3);
                                    }
                                    else if (item.WorstCastClientPayable == item.Spv4)
                                    {
                                        tradeSpansUpdate.ForEach(x => x.WorstCastClientPayable = x.Spv4);
                                        tradeSpansReq.ForEach(x => x.WorstCastClientPayable = x.Spv4);
                                    }
                                }
                                else
                                {
                                    tradeSpansUpdate.ForEach(x => x.WorstCastClientPayable = (item.DeltaMargin > 0 ? -(x.DeltaMargin ?? 0) : (x.DeltaMargin ?? 0)) + (x.PositionWinLoss ?? 0));
                                    tradeSpansReq.ForEach(x => x.WorstCastClientPayable = (item.DeltaMargin > 0 ? -(x.DeltaMargin ?? 0) : (x.DeltaMargin ?? 0)) + (x.PositionWinLoss ?? 0));
                                }
                            }
                            else
                            {
                                item.WorstCastClientPayable = 0;
                                item.TwoSideMargin = 0;

                                tradeSpansUpdate.ForEach(x => x.WorstCastClientPayable = 0);
                                tradeSpansReq.ForEach(x => x.WorstCastClientPayable = 0);
                            }
                        }

                        var clientSpan = new ClientSpan
                        {
                            ClientId = clientGroup.Key,
                            ValueDate = req.settleDate,
                            Spv1 = underlyingGroup.Sum(g => g.Spv1),
                            Spv2 = underlyingGroup.Sum(g => g.Spv2),
                            Spv3 = underlyingGroup.Sum(g => g.Spv3),
                            Spv4 = underlyingGroup.Sum(g => g.Spv4),
                            DeltaMargin = underlyingGroup.Sum(g => g.DeltaMargin),
                            //负数代表客户应缴预付金，正数代表客户应收预付金
                            WorstCastClientPayable = underlyingGroup.Sum(g => g.WorstCastClientPayable),
                            MySideMargin = underlyingGroup.Sum(g => g.WorstCastClientPayable),
                            TwoSideMargin = underlyingGroup.Sum(g => g.TwoSideMargin),
                            OptId = req.userId,
                            OptName = req.userName,
                            OptDate = DateTime.Now,
                            SpanType = req.SpanType,
                            AdditionalWorstCastClientPayable = req.clientAdditionalMarginDic != null && req.clientAdditionalMarginDic.TryGetValue(clientGroup.Key, out var dd) ? dd : 0
                        };
                        //单笔预付金算法的交易不参与品种轧差;
                        var singleMarginTrade = clientGroup.Where(O => O.tradeSpan.IsSingleMargin == true).Select(O => O.tradeSpan);
                        clientSpan.Spv1 += singleMarginTrade.Sum(O => O.Spv1 * (-1));
                        clientSpan.Spv2 += singleMarginTrade.Sum(O => O.Spv2 * (-1));
                        clientSpan.Spv3 += singleMarginTrade.Sum(O => O.Spv3 * (-1));
                        clientSpan.Spv4 += singleMarginTrade.Sum(O => O.Spv4 * (-1));
                        clientSpan.DeltaMargin += singleMarginTrade.Sum(O => O.DeltaMargin * (-1));
                        clientSpan.WorstCastClientPayable += singleMarginTrade.Sum(O => O.WorstCastClientPayable * (-1));
                        clientSpan.MySideMargin += singleMarginTrade.Sum(O => O.WorstCastClientPayable * (-1));
                        clientSpan.TwoSideMargin += singleMarginTrade.Sum(O => O.TwoSideMargin);
                        clientSpan.MySideMargin = Math.Min(clientSpan.MySideMargin ?? 0, 0);

                        //交易员不支付预付金
                        clientSpan.WorstCastClientPayable = Math.Min(clientSpan.WorstCastClientPayable ?? 0, 0);

                        clientSpanNews.Add(clientSpan);
                    }
                }

                //span类型为实时删除所有实时计算的交易的预付金信息
                if (req.SpanType == ClientSpan.SpanType_RealTime)
                {
                    if (req.RefreshClientIds != null)
                    {
                        db.BulkDelete<ClientSpan>($"{nameof(ClientSpan.ClientId)} in @ids", new { ids = req.RefreshClientIds });
                    }
                    else
                    {
                        db.BulkDelete<ClientSpan>($"{nameof(ClientSpan.SpanType)}=@SpanType", new { req.SpanType });
                    }
                }
                else
                {
                    if (req.ClientIds != null)
                    {
                        var sql = $"{nameof(ClientSpan.ClientId)} in @ids and {nameof(ClientSpan.ValueDate)}='{req.settleDate.ToSqlDate()}' and {nameof(ClientSpan.SpanType)}={req.SpanType} and {nameof(ClientSpan.ModifiedFlag)}=0";
                        db.BulkDelete<ClientSpan>(sql, new { ids = req.ClientIds });
                    }
                    else
                    {
                        var sql = $"{nameof(ClientSpan.ValueDate)}='{req.settleDate.ToSqlDate()}' and {nameof(ClientSpan.SpanType)}={req.SpanType} and {nameof(ClientSpan.ModifiedFlag)}=0";
                        db.BulkDelete<ClientSpan>(sql);
                    }

                    var clientSpanOldsWithFlag = db.client_span.Where(t => t.ValueDate == req.settleDate && t.SpanType == req.SpanType && t.ModifiedFlag)
                         .Select(n => new { n.ValueDate, n.ClientId }).ToList();
                    //筛选出可以修改的clientSpan
                    clientSpanNews = clientSpanNews.Where(c => !clientSpanOldsWithFlag.Any(t => t.ValueDate == c.ValueDate && t.ClientId == c.ClientId)).ToList();
                }
                if (clientSpanNews.Count > 0)
                {
                    MySqlBulkExtensions.BulkInsert(db, clientSpanNews);
                }
                db.SaveChanges();
                return req.tradeSpans;
            }
        }

        public override double GetTradeMargin(GetTradeMarginReq req)
        {
            using (var db = new YLContext())
            {
                if (req.trade.TradeType == "结构化交易")
                {
                    req.trade.SubTrades = db.trade.Where(x => x.ParentTradeId == req.realTradeId).ToList();
                }

                var marginReq = req.GetRunMarginCalculationReq();
                if (req.trade.IsGroup == 1)
                {
                    marginReq.tradeList = db.trade.Where(x => x.ParentTradeId == req.realTradeId).ToList();
                }
                var tradeMargin = RunMarginCalculation(marginReq);
                if (null != tradeMargin)
                {
                    var margin = req.trade.IsGroup == 1 ? tradeMargin.Sum(x => x.WorstCastClientPayable ?? 0) : (tradeMargin.FirstOrDefault()?.WorstCastClientPayable ?? 0);
                    return margin;
                }
                return 0.0;
            }
        }
    }
}