using YLErp.Modules.SwapModule.Accrual;
using YLErp.Modules.SwapModule.Penalty;

namespace UnitTestProject.Modules.SwapModule.Penalty
{
    /// <summary>
    /// EQD-6977 罚息接缝 headless 测试（无 DB：spread/preEod/取价 全部以委托注入）。
    /// 锁定：Merge 把罚息金额并入既有利息事件的 InterestFee（不新增事件、不改 InterestAmount）；
    /// 承接量取实际计息状态（preEod 基数 + 事件实结金额）——含【多区间不同定盘】恒等式钉死，
    /// 该用例在"冻结利率重放推导承接量"的旧实现下必挂（FR007 真实利率历史场景）。
    /// </summary>
    [TestClass]
    public class PenaltyInterestFeeMergerTest
    {
        private const decimal Notional = 100_000_000m;
        private const decimal Rate = 0.0225m; // 冻结 all-in 年化
        private const int AnnualDays = 365;
        private static readonly DateTime StartDate = new(2026, 7, 31);
        private static readonly DateTime MaturityDate = new(2026, 8, 31);
        private static readonly DateTime UnwindDate = new(2026, 8, 25);
        private static readonly DateTime LastResetBeforeUnwind = new(2026, 8, 21);

        private static trade CreateTrade()
            => new()
            {
                id = 1, TradeNumber = "UT-MERGE", ClientId = 999998,
                TradeType = "收益互换", StartDate = StartDate, TradeDate = StartDate,
                ExerciseDate = MaturityDate, TradeStatus = "确认成交", ValidState = "Valid"
            };

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

        /// <summary>正常平仓利息流（模拟 GetInterests 产出）：InterestAmount=实结利息、InterestFee=0。</summary>
        private static swap_flow_event NormalEvent(decimal settledAmount)
            => new() { PositionId = 1001, InterestAmount = settledAmount, InterestFee = 0m,
                       InterestDirection = 1, InterestClosePnL = settledAmount }; // 模拟 GetInterests 已算好的 PnL（收取=+1）

        private static eod_swap_position PreEod(decimal rollingBasis, decimal floatRate = 0m)
            => new() { id = 9, PositionId = 1001, ValueDate = UnwindDate.AddDays(-1),
                       TdInterestPrincipal = rollingBasis, FloatRate = floatRate };

        private static void RunMerge(
            swap_position p, swap_flow_event normalEvent, eod_swap_position? preEod,
            Func<swap_position, decimal>? getSpread = null, Func<DateTime, string, decimal?>? tryGetFixing = null,
            AccrualTrace? trace = null)
        {
            getSpread ??= _ => Rate;
            tryGetFixing ??= (d, code) => Rate;
            PenaltyInterestFeeMerger.Merge(
                CreateTrade(), new List<swap_position> { p }, new List<swap_flow_event> { normalEvent },
                UnwindDate, AnnualDays,
                unwindDaySettled: true, maturityCalcLast: true,
                posiNotionalValue: Notional, closePosiNotionalValue: Notional, closePercent: 1m,
                getSpread: getSpread,
                getPreEod: _ => preEod,
                tryGetFixing: tryGetFixing,
                trace: trace);
        }

        /// <summary>复利重放 [StartDate, endDate]，重置段=每 7 天；分段利率由 rates 决定（rates.Count=1 时为常率）。</summary>
        private static decimal CompoundAccruedTo(DateTime endDate, AccrualBoundary boundary, params decimal[] rates)
        {
            var segs = new List<(DateTime, decimal)>();
            var i = 0;
            for (var d = StartDate; d <= endDate; d = d.AddDays(7))
                // 超出所给历史段后沿用最后区间利率——即“未来段冻结为最后区间利率”的语义（勿循环回绕）
                segs.Add((d, rates.Length == 1 ? rates[0] : i < rates.Length ? rates[i++] : rates[^1]));
            return CompoundInterestAccrual.AccruePeriod(
                notional: Notional, segmentRates: segs,
                startDate: StartDate, endDate: endDate,
                boundary: boundary, annualDays: AnnualDays, isAnnualized: true,
                resetCarryInterest: 0m, realizedInterest: 0m, unwindFraction: 1m,
                finalBasis: out _).Accrued;
        }

        [TestMethod]
        public void 单利固定腿_罚息并入InterestFee_不新增事件()
        {
            var e = NormalEvent(settledAmount: 50_000m);
            RunMerge(Leg(InterestTypeEnum.单利), e, preEod: PreEod(Notional));

            Assert.AreEqual(0d, (double)(e.InterestFee - Rate * Notional * 6m / AnnualDays), 0.0001,
                "罚息=利率×本金×6天/基准（窗口 (8/25, 8/31]）");
            Assert.AreEqual(50_000d, (double)e.InterestAmount, 0.0001, "正常实结利息不受影响");
            Assert.AreEqual((double)(50_000m + e.InterestFee), (double)e.InterestClosePnL, 0.0001, "PnL=（实结+罚息）×方向(收取=+1)");
        }

        [TestMethod]
        public void 浮动腿_取价委托解析冻结率_并入费用()
        {
            var p = Leg(InterestTypeEnum.单利);
            p.FloatRateUnderlyingCode = "FR007";
            var e = NormalEvent(settledAmount: 50_000m);
            // 无 preEod → 走取价委托：all-in = spread(0) + 定盘(Rate)
            RunMerge(p, e, preEod: null, getSpread: _ => 0m, tryGetFixing: (d, code) => Rate);

            Assert.AreEqual(0d, (double)(e.InterestFee - Rate * Notional * 6m / AnnualDays), 0.0001,
                "浮动腿冻结率=取价委托值(零利差)");
        }

        [TestMethod]
        public void 复利常率_承接取实际状态_恒等式全期等于已结加罚息()
        {
            // 实际计息状态：preEod 滚动基数 = P + 已并入利息(截至 8/20)；事件实结 = elapsed([7/31,8/25] Both)
            var capitalized = CompoundAccruedTo(LastResetBeforeUnwind.AddDays(-1), AccrualBoundary.Both, Rate);
            var elapsed = CompoundAccruedTo(UnwindDate, AccrualBoundary.Both, Rate);
            var e = NormalEvent(elapsed);
            RunMerge(Leg(InterestTypeEnum.复利), e, preEod: PreEod(Notional + capitalized));

            var full = CompoundAccruedTo(MaturityDate, AccrualBoundary.Both, Rate);
            Assert.AreEqual((double)full, (double)(elapsed + e.InterestFee), 0.0001,
                "常率下 全期 = 已结(事件实结) + 罚息(InterestFee)");
        }

        [TestMethod]
        public void 复利多区间不同定盘_承接取实际状态_恒等式仍成立()
        {
            // 真实 FR007 世界：四个历史重置区间定盘各不相同，冻结利率=最后区间(2.25%)
            var r1 = 0.0310m; var r2 = 0.0420m; var r3 = 0.0530m; var r4 = Rate; // r4=0.0225 冻结值
            var rates = new[] { r1, r2, r3, r4 };

            // 实际计息状态（与 GetInterests 重放同源）：
            var capitalized = CompoundAccruedTo(LastResetBeforeUnwind.AddDays(-1), AccrualBoundary.Both, rates); // 已并入 8/21 重置日
            var elapsed = CompoundAccruedTo(UnwindDate, AccrualBoundary.Both, rates);                             // 实结（含 8/21..8/25 段内利息）
            var e = NormalEvent(elapsed);
            RunMerge(Leg(InterestTypeEnum.复利), e, preEod: PreEod(Notional + capitalized));

            // 全期参照：历史段按各自真实定盘、8/28 起的未来段按冻结利率（=r4，恰好同段延续）
            var full = CompoundAccruedTo(MaturityDate, AccrualBoundary.Both, rates);
            Assert.AreEqual((double)full, (double)(elapsed + e.InterestFee), 0.01,
                "多区间不同定盘下 全期(历史实率+未来冻结) = 实结 + 罚息——承接量必须来自实际状态");
            // 反证旧缺陷：冻结重放推导的承接①（全程 r4）≠ 实际①（分段实率），差额显著
            var frozenReplayCapitalized = CompoundAccruedTo(LastResetBeforeUnwind.AddDays(-1), AccrualBoundary.Both, Rate);
            Assert.AreNotEqual((double)capitalized, (double)frozenReplayCapitalized, 1000d,
                "前提自检：分段实率与冻结重放的已并入利息应显著不同（否则用例失去鉴别力）");
        }

        [TestMethod]
        public void 复利无preEod_承接退化为实结全额_可计算不崩溃()
        {
            var elapsed = CompoundAccruedTo(UnwindDate, AccrualBoundary.Both, Rate);
            var e = NormalEvent(elapsed);
            RunMerge(Leg(InterestTypeEnum.复利), e, preEod: null);

            Assert.IsTrue(e.InterestFee > 0m, "无 preEod（首日平仓等）仍可计算罚息");
        }

        [TestMethod]
        public void 无preEod复利段中兜底为零且账龄超重置周期_留退化告警trace()
        {
            // 场景：无日终快照 + 复利 + 段中平仓，事件 InterestPrincipal 仍是种子值(=平仓本金)→兜底已并复利本金=0。
            // 账龄 25 天 ≥ 7 天重置周期：复利每周期并本理应>0，已并复利本金=0 属退化——
            // 典型成因=interestWindowEmpty(当日已结息)早退未重放覆盖种子、或日终归档缺失。
            var e = NormalEvent(settledAmount: 50_000m);
            e.InterestPrincipal = Notional; // GetInterests 种子值：interestWindowEmpty 早退路径不会用重放基数覆盖它
            var trace = new AccrualTrace();
            RunMerge(Leg(InterestTypeEnum.复利), e, preEod: null, trace: trace);

            StringAssert.Contains(trace.ToString(), "无preEod兜底已并复利本金=0",
                "已并复利本金=0 且账龄超周期必须留告警，供事后核对日终归档/计息窗口根因");
        }

        [TestMethod]
        public void 无preEod兜底为正_不留退化告警()
        {
            var e = NormalEvent(settledAmount: 50_000m);
            e.InterestPrincipal = Notional + 100_000m; // 重放末次并本金后基数 → 已并复利本金=100000 正常路径
            var trace = new AccrualTrace();
            RunMerge(Leg(InterestTypeEnum.复利), e, preEod: null, trace: trace);

            Assert.IsFalse(trace.ToString().Contains("兜底已并复利本金=0"), "已并复利本金>0 是正常兜底路径，不得告警");
        }

        [TestMethod]
        public void 无preEod真首日兜底为零_不留退化告警()
        {
            var p = Leg(InterestTypeEnum.复利);
            p.PosiStartDate = UnwindDate; // 起息日当天平仓：账龄 0 < 重置周期，已并复利本金=0 是设计内约定(类头注)
            var e = NormalEvent(settledAmount: 50_000m);
            e.InterestPrincipal = Notional;
            var trace = new AccrualTrace();
            RunMerge(p, e, preEod: null, trace: trace);

            Assert.IsFalse(trace.ToString().Contains("兜底已并复利本金=0"), "真首日 已并复利本金=0 合法，不得告警");
        }

        [TestMethod]
        public void 冻结利率解析失败_跳过该腿不阻断()
        {
            var p = Leg(InterestTypeEnum.单利);
            p.FloatRateUnderlyingCode = "FR007";
            var e = NormalEvent(settledAmount: 50_000m);
            RunMerge(p, e, preEod: null, getSpread: _ => 0m, tryGetFixing: (d, code) => null);

            Assert.AreEqual(0m, e.InterestFee, "缺价跳过：不加罚息、不抛异常");
            Assert.AreEqual(50_000d, (double)e.InterestAmount, 0.0001, "正常平仓不受影响");
        }
    }
}