using Qdp.Foundation.Implementations;
using Qdp.Pricing.Library.Options.Products.Autocall.Phoenix;
using Qdp.Pricing.Library.Options.Products.Autocall.Snowball;
using YLErp.BLL;
using YLErp.Modules.CalculationModule;
using YLErp.Modules.TradeModule;

namespace YLErp.Modules.EodModule
{
    /// <summary>
    /// 检查交易观察日状态和票息是否产生
    /// </summary>
    public class CheckTradeObservateStatusService : YLBaseService
    {
        public CheckTradeObservateStatusService(YLBaseService baseService) : base(baseService)
        {
        }

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

        public KeyValuePair<string, bool> CheckTradeObservateStatus(trade td, DateTime valuedate, double[] price, double? SettlementAmount)
        {
            new TradeExtendService(OptUser, DbContext).SetTradeExtend(new[] { td }, tracking: true);
            switch (td.TradeType)
            {
                case "障碍期权":
                    if (!string.IsNullOrEmpty(td.trade_barrier_option.KnockInOutStatus))
                    {
                        return new KeyValuePair<string, bool>();
                    }
                    if (td.TradeStatus != ConsTrade.确认成交)
                    {
                        return new KeyValuePair<string, bool>();
                    }
                    return checkBarrierObservateStatus(td, valuedate, price);
                case "双鲨期权":
                    if (!string.IsNullOrEmpty(td.trade_double_sharkfin_option.KnockInOutStatus))
                    {
                        return new KeyValuePair<string, bool>();
                    }
                    if (td.TradeStatus != ConsTrade.确认成交)
                    {
                        return new KeyValuePair<string, bool>();
                    }
                    return checkDoubleSharkObservateStatus(td, valuedate, price);
                case "区间累积期权":
                    return checkRangeAccrualObservateStatus(td, valuedate, price);
                case "凤凰期权":
                    return checkAutocallObservateStatus(td, valuedate, price, SettlementAmount);
                case "雪球期权":
                    return checkSnowballObservateStatus(td, valuedate, price, SettlementAmount);
                case "气囊结构":
                    return checkAirbagObservateStatus(td, valuedate, price);
                default:
                    return new KeyValuePair<string, bool>();
            }
        }

        public KeyValuePair<string, bool> checkBarrierObservateStatus(trade td, DateTime valuedate, double[] price)
        {
            var tradeBarrier = td.trade_barrier_option;
            var BarrierPrice = td.IsMoneynessOptionData ? tradeBarrier.BarrierPrice * td.SpotPrice : tradeBarrier.BarrierPrice;
            var UpperBarrierPrice = td.IsMoneynessOptionData ? tradeBarrier.UpperBarrierPrice * td.SpotPrice : tradeBarrier.UpperBarrierPrice;

            var highPrice = tradeBarrier.Discrete == "离散" ? price[0] : price[1];
            var lowPrice = tradeBarrier.Discrete == "离散" ? price[0] : price[2];

            switch (tradeBarrier.BarrierType)
            {
                case "上升敲入":
                    if (highPrice >= BarrierPrice)
                    {
                        return new KeyValuePair<string, bool>(ConsTrade.KnockState.KnockedIn, false);
                    }
                    break;
                case "上升敲出":
                    if (highPrice >= BarrierPrice)
                    {
                        return new KeyValuePair<string, bool>(ConsTrade.KnockState.KnockedOut, true);
                    }
                    break;
                case "下降敲入":
                    if (lowPrice <= BarrierPrice)
                    {
                        return new KeyValuePair<string, bool>(ConsTrade.KnockState.KnockedIn, false);
                    }
                    break;
                case "下降敲出":
                    if (lowPrice <= BarrierPrice)
                    {
                        return new KeyValuePair<string, bool>(ConsTrade.KnockState.KnockedOut, true);
                    }
                    break;
                case "双障碍敲出":
                    if (highPrice >= UpperBarrierPrice || lowPrice <= BarrierPrice)
                    {
                        return new KeyValuePair<string, bool>(ConsTrade.KnockState.KnockedOut, true);
                    }
                    break;
                case "双障碍敲入":
                    if (highPrice >= UpperBarrierPrice || lowPrice <= BarrierPrice)
                    {
                        return new KeyValuePair<string, bool>(ConsTrade.KnockState.KnockedIn, false);
                    }
                    break;
            }
            return new KeyValuePair<string, bool>();

        }

        public KeyValuePair<string, bool> checkDoubleSharkObservateStatus(trade td, DateTime valuedate, double[] price)
        {
            var tradeDbShark = td.trade_double_sharkfin_option;
            var barrierHigh = td.IsMoneynessOptionData ? tradeDbShark.BarrierHigh * td.SpotPrice : tradeDbShark.BarrierHigh;
            var barrierLow = td.IsMoneynessOptionData ? tradeDbShark.BarrierLow * td.SpotPrice : tradeDbShark.BarrierLow;
            var highPrice = price[1];
            var lowPrice = price[2];
            if (highPrice >= barrierHigh || lowPrice <= barrierLow)
            {
                return new KeyValuePair<string, bool>(ConsTrade.KnockState.KnockedOut, true);
            }
            return new KeyValuePair<string, bool>();
        }

        public KeyValuePair<string, bool> checkRangeAccrualObservateStatus(trade td, DateTime valuedate, double[] price)
        {
            var tradeRange = td.trade_rangeaccrual;
            var upperRange = td.IsMoneynessOptionData ? tradeRange.UpperRange * td.SpotPrice.Value : tradeRange.UpperRange;
            var lowerRange = td.IsMoneynessOptionData ? tradeRange.LowerRange * td.SpotPrice.Value : tradeRange.LowerRange;

            //有区间收益
            if (price[0] < upperRange && price[0] > lowerRange)
            {
                return new KeyValuePair<string, bool>("", true);
            }
            return new KeyValuePair<string, bool>("", false);
        }

        public KeyValuePair<string, bool> checkAutocallObservateStatus(trade td, DateTime valuedate, double[] price, double? SettlementAmount)
        {
            var tradeCashs = DbContext.trade_cash.Where(x => x.ValidState != ConsGlobal.InValid && !x.IsDeleted && x.TradeId == td.id && x.Action == "系统操作-平仓费" && (x.ValueDate > valuedate && (x.ConfirmDate > valuedate || x.ConfirmDate == DateTime.MinValue)) && x.UnwindNotional < x.Notional).ToList();
            var notional = (ConsTrade.TradeCompleteStatus.Contains(td.TradeStatus) && td.UnWindDate <= valuedate ? 0 : td.Notional) + tradeCashs.Sum(x => x.UnwindNotional).Value;
            var optionTrade = QdpTradeBuilder.GetAutocallOptionTrade(td, td.trade_autocall,
                   new OptionTradeParamRequest(valuedateBLL.SysRiskFreeRate()) { ParamOverride = x => { x.notional = notional; } });
            var autocall = (AutoCall)optionTrade.Instrument;
            var kiBarrier = td.IsMoneynessOptionData ? td.trade_autocall.KIBarrier * td.SpotPrice : td.trade_autocall.KIBarrier;

            if (autocall.KOObsDates.Select(x => x.DateTime).Contains(valuedate)
               && td.trade_autocall.KnockInOutStatus != ConsTrade.KnockState.KnockedOut)
            {
                double koBarrier;
                if (autocall.CustomizedKOBarriers != null && autocall.CustomizedKOBarriers.Length > 0)
                {
                    var index = autocall.KOObsDates.Select(x => x.DateTime).ToList().IndexOf(valuedate);
                    koBarrier = autocall.CustomizedKOBarriers[index];
                }
                else
                {
                    koBarrier = td.trade_autocall.KOBarrier;
                }

                if (td.IsMoneynessOptionData)
                {
                    koBarrier *= td.SpotPrice ?? 1.0;
                }

                #region 票息检查
                var couponBarrier =
                    td.IsMoneynessOptionData ?
                    td.trade_autocall.CouponBarrier * td.SpotPrice :
                    td.trade_autocall.CouponBarrier;

                var isKnockedOut = price[0] >= koBarrier;

                //有票息
                if (price[0] >= couponBarrier)
                {
                    //利息计算时，当autocall的Notional包含了符号，则GetEffectiveObservation考虑了买卖方向了
                    var observation = autocall.GetEffectiveObservation(new Date(valuedate));

                    if (observation != null)
                    {
                        //观察日页面设置的结算金额
                        if (SettlementAmount != null)
                        {
                            //到期敲入且未敲出情况
                            if (valuedate == autocall.ExerciseDates.Last().DateTime && !isKnockedOut)
                            {
                                //当前满足敲入或者已经敲入了
                                if (autocall.KIObsDates.Select(x => x.DateTime).Contains(valuedate) && price[0] <= kiBarrier || td.trade_autocall.KnockInOutStatus == ConsTrade.KnockState.KnockedIn)
                                {
                                    return new KeyValuePair<string, bool>(ConsTrade.KnockState.KnockedIn, true);
                                }
                            }
                        }
                        //SaveCouponObservation(trade.trade, observation, valuedate, closePrice, isKnockedOut);
                    }
                    return new KeyValuePair<string, bool>(ConsTrade.KnockState.Monitoring, true);
                }
                #endregion

                #region 敲出检查

                // 发生敲出事件
                if (isKnockedOut)
                {
                    return new KeyValuePair<string, bool>(ConsTrade.KnockState.KnockedOut, false);
                }
                #endregion
            }

            #region 敲入检查
            //在当前结算日之前未敲出且未敲入:
            if (!((td.trade_autocall.KnockInOutStatus == ConsTrade.KnockState.KnockedOut
                || td.trade_autocall.KnockInOutStatus == ConsTrade.KnockState.KnockedIn)
                && td.trade_autocall.KnockInOutDate < valuedate)
                && autocall.KIObsDates.Select(x => x.DateTime).Contains(valuedate))
            {
                // 发生敲入事件
                if (price[0] <= kiBarrier)
                {
                    return new KeyValuePair<string, bool>(ConsTrade.KnockState.KnockedIn, false);
                }
            }
            #endregion

            #region 到期检查
            if (valuedate == autocall.ExerciseDates.Last().DateTime)
            {
                td.UnWindDate = valuedate;
                if (td.trade_autocall.KnockInOutStatus == ConsTrade.KnockState.KnockedIn)
                {
                    return new KeyValuePair<string, bool>(ConsTrade.KnockState.KnockedIn, false);
                }
                else if (td.trade_autocall.KnockInOutStatus != ConsTrade.KnockState.KnockedOut)
                {
                    return new KeyValuePair<string, bool>(ConsTrade.KnockState.Monitoring, false);
                }
                else if (td.trade_autocall.KnockInOutStatus == ConsTrade.KnockState.KnockedOut)
                {
                    return new KeyValuePair<string, bool>(ConsTrade.KnockState.KnockedOut, false);
                }
            }
            #endregion

            return new KeyValuePair<string, bool>();
        }

        public KeyValuePair<string, bool> checkSnowballObservateStatus(trade td, DateTime valueDate, double[] price, double? SettlementAmount)
        {
            var tradeCashs = DbContext.trade_cash.Where(x => x.ValidState != ConsGlobal.InValid && !x.IsDeleted && x.TradeId == td.id && x.Action == "系统操作-平仓费" && (x.ValueDate > valueDate && (x.ConfirmDate > valueDate || x.ConfirmDate == DateTime.MinValue)) && x.UnwindNotional < x.Notional).ToList();

            var request = new OptionTradeParamRequest(valuedateBLL.SysRiskFreeRate())
            {
                ParamOverride = p => p.notional = (ConsTrade.TradeCompleteStatus.Contains(td.TradeStatus) && td.UnWindDate <= valueDate ? 0 : td.Notional) + tradeCashs.Sum(x => x.UnwindNotional).Value
            };

            var optionTrade = QdpTradeBuilder.GetSnowballOptionTrade(td, td.trade_snowball, request);
            var datesStr = td.trade_snowball.KOObservationSettleDates;
            var KOObsSettleDates = string.IsNullOrWhiteSpace(datesStr) ? null : datesStr.Split(new char[] { ',', ';', '，', '；' }, StringSplitOptions.RemoveEmptyEntries).Select(x => DateTime.Parse(x)).ToArray();

            var snowball = (SimpleSnowball)optionTrade.Instrument;

            //只在敲出观察日检查敲出和票息情况
            //如果交易已经是敲出状态了，不用再做票息和敲出检查
            if (snowball.KOObsDates.Select(x => x.DateTime).Contains(valueDate)
                && td.trade_snowball.KnockInOutStatus != ConsTrade.KnockState.KnockedOut)
            {
                #region 敲出检查
                double koBarrier;
                var koSettleDate = valueDate;
                if (snowball.CustomizedKOBarriers != null && snowball.CustomizedKOBarriers.Length > 0)
                {
                    var index = snowball.KOObsDates.Select(x => x.DateTime).ToList().IndexOf(valueDate);
                    koBarrier = snowball.CustomizedKOBarriers[index];
                    if (KOObsSettleDates != null && KOObsSettleDates.Length > index)
                    {
                        koSettleDate = KOObsSettleDates[index];
                    }
                }
                else
                {
                    koBarrier = td.trade_snowball.KOBarrier;
                    if (KOObsSettleDates != null && KOObsSettleDates.Any())
                    {
                        koSettleDate = KOObsSettleDates[0];
                    }
                }

                if (td.trade_snowball.KORebateType == RebateTypeEnum.AtEnd)
                {
                    koSettleDate = td.ExerciseDate.Value;
                }
                else if (koSettleDate < valueDate)
                {
                    koSettleDate = valueDate;
                }

                if (td.IsMoneynessOptionData)
                {
                    koBarrier *= td.SpotPrice ?? 1.0;
                }

                // 发生敲出事件
                if (price[0] >= koBarrier)
                {

                    if (snowball.UseOptionPayoffAtKO)
                    {
                        return new KeyValuePair<string, bool>(ConsTrade.KnockState.KnockedOut, false);

                    }
                    else
                    {
                        if (SettlementAmount != null)
                        {
                            return new KeyValuePair<string, bool>(ConsTrade.KnockState.KnockedOut, false);
                        }
                        else
                        {
                            return new KeyValuePair<string, bool>(ConsTrade.KnockState.KnockedOut, true);
                        }
                    }
                }
                return new KeyValuePair<string, bool>(td.trade_snowball.KnockInOutStatus, true);
                #endregion
            }

            #region 敲入检查
            //在当前结算日之前未敲出且未敲入:
            // !((KO || KI) && KOKIDate < valueDate)
            if (!((td.trade_snowball.KnockInOutStatus == ConsTrade.KnockState.KnockedOut
                || td.trade_snowball.KnockInOutStatus == ConsTrade.KnockState.KnockedIn)
                && td.trade_snowball.KnockInOutDate < valueDate)
                && snowball.KIObsDates.Select(x => x.DateTime).Contains(valueDate)
                && td.trade_snowball.KIPayoffType != KIPayoffTypeEnum.None)
            {
                var kiBarrier =
                    td.IsMoneynessOptionData ?
                    td.trade_snowball.KIBarrier * td.SpotPrice :
                    td.trade_snowball.KIBarrier;

                // 发生敲入事件
                if (price[0] <= kiBarrier)
                {
                    return new KeyValuePair<string, bool>(ConsTrade.KnockState.KnockedIn, false);
                }
            }
            #endregion

            #region 到期检查
            if (valueDate == snowball.ExerciseDates.Last().DateTime)
            {
                if (snowball.UseOptionPayoffAtMaturity &&
                (td.trade_snowball.KnockInOutStatus == ConsTrade.KnockState.KnockedIn || td.trade_snowball.KIBarrier <= 0))
                {
                    return new KeyValuePair<string, bool>(ConsTrade.KnockState.KnockedIn, false);
                }
                else if (td.trade_snowball.KnockInOutStatus != ConsTrade.KnockState.KnockedOut)
                {
                    return new KeyValuePair<string, bool>(ConsTrade.KnockState.Monitoring, false);
                }
            }
            #endregion
            return new KeyValuePair<string, bool>();
        }

        public KeyValuePair<string, bool> checkAirbagObservateStatus(trade td, DateTime valuedate, double[] price)
        {
            //气囊结构暂时都是每日连续观察，不用考虑观察周期问题
            //气囊结构暂时都是向下敲入
            var tradeAirbag = td.trade_airbag;
            if (valuedate == td.ExerciseDate)
            {
                if (price[0] >= td.SpotPrice)
                {
                    return new KeyValuePair<string, bool>(tradeAirbag.KnockInOutStatus, true);
                }
                else if (tradeAirbag.KnockInOutStatus == ConsTrade.KnockState.KnockedIn)
                {
                    return new KeyValuePair<string, bool>(tradeAirbag.KnockInOutStatus, true);
                }
                else
                {
                    return new KeyValuePair<string, bool>(tradeAirbag.KnockInOutStatus, false);
                }
            }
            return new KeyValuePair<string, bool>(tradeAirbag.KnockInOutStatus, false);
        }

    }
}