using System;
using System.Collections.Generic;
using Microsoft.VisualStudio.TestTools.UnitTesting;
using Newtonsoft.Json;
using YLErp;
using YLErp.DBModels;
using YLErp.DBModels.Enums;
using YLErp.Modules.SwapModule;
using YLErp.Modules.SwapModule.Accrual;
using YLErp.Modules.SwapModule.Margin;
using YLErp.Derivatives.Interest;

namespace UnitTestProject.Modules.SwapModule.Margin
{
    /// <summary>
    /// 影子对账：保证金腿新方法 CalcMarginInterest（无 orginPv/差分）vs
    /// 旧通用管线 CalcDailySimpleInterestByEod/CalcDailySimpleInterest（带差分 + orginPv hack）。
    ///
    /// 保证金是纯固定利率单利（FloatRateUnderlyingCode 恒空、InterestType 恒单利、SwapIntervalList 单段），
    /// 旧管线差分公式 accrualBasis = TdInterestPrincipal + posiPrincipal - orginPv 对保证金恒等于 posiPrincipal
    /// （因 orginPv 经 PreviousBalance 对齐到昨日终保证金余额），故新方法直接用 posiPrincipal/昨日终本金作
    /// notional 应与旧管线严格数值一致。本测试即在多种场景下证明这一等价，为提交2 切换生产路径提供安全网。
    /// </summary>
    [TestClass]
    public class MarginInterestShadowTest
    {
        private const decimal Principal = 2_000_000m;   // 保证金本金（InterestPrincipalFix）
        private const decimal Rate = 0.03m;             // 3% 年化固定利率
        private const int AnnualDays = 365;
        private static readonly DateTime StartDate = new(2026, 7, 1);
        private static readonly DateTime ExerciseDate = new(2027, 6, 30);

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

        private static trade CreateTrade() => new trade
        {
            id = 1, TradeNumber = "UT-MARGIN-SHADOW", ClientId = 999998,
            TradeType = "收益互换", TradeDate = StartDate, StartDate = StartDate,
            ExerciseDate = ExerciseDate, TradeStatus = "确认成交", ValidState = "Valid",
            trade_extend = new trade_extend
            {
                TradeId = 1,
                ExtendJson = JsonConvert.SerializeObject(new TradeExtendJson
                { AnnualDays = AnnualDays, InterestCalcMode = "10", SettlementRules = 0 })
            }
        };

        /// <summary>保证金腿（初始预付金 mode 5）：固定利率、单利、年化、无浮动标的。</summary>
        private static swap_position CreateMarginPosition() => new swap_position
        {
            id = 2001, SwapTradeId = 1, PosiDirection = 0,
            InterestDirection = (int)SwapDirectionEnum.收取,
            InterestMode = (int)InterestModeEnum.初始预付金,
            InterestRateDefault = Rate, InterestPrincipalFix = Principal,
            PosiStartDate = StartDate, PosiMatuirityDate = ExerciseDate,
            IsInitial = true, Invalid = false,
            InterestType = (int)InterestTypeEnum.单利,
            IsAnnualized = true, interest_rest_days = 1, interest_rule = 0,
            FloatRateUnderlyingCode = null, InterestSwapInterval = "[]"
        };

        /// <summary>构造昨日终 eod_swap_position（已含累计利息 InterestProfitSum 与昨日终本金）。</summary>
        private static eod_swap_position CreatePreEod(DateTime valueDate, decimal profitSum) => new eod_swap_position
        {
            id = 1, SwapTradeId = 1, PositionId = 2001,
            ValueDate = valueDate,
            TdInterestPrincipal = Principal, InterestPrincipalFix = Principal,
            InterestProfitSum = profitSum, PosiNotionalValue = Principal, FloatRate = 0m
        };

        // ──────────────────────────── EOD 路径 ────────────────────────────

        /// <summary>EOD 续接单日：有历史归档，notional=昨日终本金。</summary>
        [TestMethod]
        public void 影子_EOD续接单日_新旧一致()
        {
            var td = CreateTrade();
            var position = CreateMarginPosition();
            var valueDate = StartDate.AddDays(5);
            const decimal profitSum = 820m;

            // 旧方法
            decimal oldI = 0, oldTd = 0;
            var svc = new StubSvc();
            svc.CalcDailySimpleInterestByEod(CreatePreEod(StartDate.AddDays(4), profitSum),
                valueDate, td.StartDate.Value, position, Principal, Principal,
                new swap_flow_event { InterestRate = Rate }, AnnualDays, 0m, 1m, ref oldI, ref oldTd);

            // 新方法（独立 preEod，相同初始值）
            var newEvt = svc.CalcMarginInterest(td, valueDate, valueDate, position, Rate, Principal, Principal, 1m,
                AnnualDays, calcFirst: true, calcLast: true,
                CreatePreEod(StartDate.AddDays(4), profitSum), 0, add: false, settment: true, swap: false);

            Console.WriteLine($"旧: I={oldI} Td={oldTd}");
            Console.WriteLine($"新: I={newEvt.InterestAmount} Td={newEvt.TdInterestAmount} ClosePnL={newEvt.InterestClosePnL}");
            Assert.AreEqual(oldI, newEvt.InterestAmount, "InterestAmount 一致");
            Assert.AreEqual(oldTd, newEvt.TdInterestAmount, "TdInterestAmount 一致");
        }

        /// <summary>EOD 首日（preEod.id==0）：首日初始化 notional=posiPrincipal。</summary>
        [TestMethod]
        public void 影子_EOD首日_新旧一致()
        {
            var td = CreateTrade();
            var position = CreateMarginPosition();
            var valueDate = StartDate;

            decimal oldI = 0, oldTd = 0;
            var svc = new StubSvc();
            svc.CalcDailySimpleInterestByEod(new eod_swap_position { id = 0 },
                valueDate, td.StartDate.Value, position, Principal, Principal,
                new swap_flow_event { InterestRate = Rate }, AnnualDays, 0m, 1m, ref oldI, ref oldTd);

            var newEvt = svc.CalcMarginInterest(td, valueDate, valueDate, position, Rate, Principal, Principal, 1m,
                AnnualDays, calcFirst: true, calcLast: true,
                new eod_swap_position { id = 0 }, 0, add: false, settment: true, swap: false);

            Assert.AreEqual(oldI, newEvt.InterestAmount, "InterestAmount 一致");
            Assert.AreEqual(oldTd, newEvt.TdInterestAmount, "TdInterestAmount 一致");
        }

        // ──────────────────────────── 盘中路径 ────────────────────────────

        /// <summary>盘中全平（closePercent=1）：新方法 notional=posiPrincipal，旧方法差分 accrualBasis 恒=posiPrincipal。</summary>
        [TestMethod]
        public void 影子_盘中全平_新旧一致()
        {
            var td = CreateTrade();
            var position = CreateMarginPosition();
            var valueDate = StartDate.AddDays(5);
            const decimal profitSum = 820m;

            // 旧方法：orginPv 经 PreviousBalance 对齐到昨日终保证金余额 → accrualBasis 恒= Principal
            decimal oldI = 0, oldTd = 0;
            var svc = new StubSvc();
            var preEodOld = CreatePreEod(StartDate.AddDays(4), profitSum);
            decimal orginPv = MarginCalc.PreviousBalance(preEodOld, Principal);
            svc.CalcDailySimpleInterest(preEodOld, valueDate, position, Principal,
                new swap_flow_event { InterestRate = Rate }, AnnualDays, 0m, 1m, orginPv,
                calcFirst: true, calcLast: false, ref oldI, ref oldTd);

            // 新方法：notional = posiPrincipal（无差分、无 orginPv）
            var newEvt = svc.CalcMarginInterest(td, valueDate, valueDate, position, Rate, Principal, Principal, 1m,
                AnnualDays, calcFirst: true, calcLast: false,
                CreatePreEod(StartDate.AddDays(4), profitSum), 0, add: false, settment: false, swap: false);

            Console.WriteLine($"旧: I={oldI} Td={oldTd}");
            Console.WriteLine($"新: I={newEvt.InterestAmount} Td={newEvt.TdInterestAmount}");
            Assert.AreEqual(oldI, newEvt.InterestAmount, "InterestAmount 一致");
            Assert.AreEqual(oldTd, newEvt.TdInterestAmount, "TdInterestAmount 一致");
        }

        /// <summary>盘中部分平仓（closePercent=0.5）：缩放累计，新旧线性等价。</summary>
        [TestMethod]
        public void 影子_盘中部分平仓_新旧一致()
        {
            var td = CreateTrade();
            var position = CreateMarginPosition();
            var valueDate = StartDate.AddDays(5);
            const decimal profitSum = 820m;
            const decimal closePct = 0.5m;

            decimal oldI = 0, oldTd = 0;
            var svc = new StubSvc();
            var preEodOld = CreatePreEod(StartDate.AddDays(4), profitSum);
            decimal orginPv = MarginCalc.PreviousBalance(preEodOld, Principal);
            svc.CalcDailySimpleInterest(preEodOld, valueDate, position, Principal,
                new swap_flow_event { InterestRate = Rate }, AnnualDays, 0m, closePct, orginPv,
                calcFirst: true, calcLast: false, ref oldI, ref oldTd);

            var newEvt = svc.CalcMarginInterest(td, valueDate, valueDate, position, Rate,
                Principal * closePct, Principal, closePct,
                AnnualDays, calcFirst: true, calcLast: false,
                CreatePreEod(StartDate.AddDays(4), profitSum), 0, add: false, settment: false, swap: false);

            Console.WriteLine($"旧: I={oldI} Td={oldTd}");
            Console.WriteLine($"新: I={newEvt.InterestAmount} Td={newEvt.TdInterestAmount}");
            Assert.AreEqual(oldI, newEvt.InterestAmount, "InterestAmount 一致");
            Assert.AreEqual(oldTd, newEvt.TdInterestAmount, "TdInterestAmount 一致");
        }

        /// <summary>互换事件（swap=true，盘中）：利息应归零。</summary>
        [TestMethod]
        public void 影子_盘中互换_利息归零()
        {
            var td = CreateTrade();
            var position = CreateMarginPosition();
            var valueDate = StartDate.AddDays(5);

            var svc = new StubSvc();
            var newEvt = svc.CalcMarginInterest(td, valueDate, valueDate, position, Rate, Principal, Principal, 1m,
                AnnualDays, calcFirst: true, calcLast: false,
                CreatePreEod(StartDate.AddDays(4), 820m), 0, add: false, settment: false, swap: true);

            Assert.AreEqual(0m, newEvt.InterestAmount, "互换利息归零");
            Assert.AreEqual(0m, newEvt.TdInterestAmount, "互换 TdInterestAmount 归零");
            Assert.AreEqual(0m, newEvt.InterestClosePnL, "互换 InterestClosePnL 归零");
        }
    }
}