using System;
using System.Collections.Generic;
using System.Linq;
using Microsoft.VisualStudio.TestTools.UnitTesting;
using Newtonsoft.Json;
using YLErp;
using YLErp.DBModels;
using YLErp.DBModels.Enums;
using YLErp.Modules.SwapModule;

namespace UnitTestProject.Modules.SwapModule
{
    /// <summary>
    /// 回归保护测试：业务场景1（固定利率收盘平仓）+ 业务场景2（浮动利率第一重置期内平仓）
    /// --------------------------------------------------------------------------
    /// 数据来源：缺陷测试-利息20260807晚.xlsx
    ///   - 业务场景1-浮动（8 用例）：收盘到 4/2 利息=0，Excel 标记"无关"，此处验证返回 0
    ///   - 业务场景1-固定（12 用例）：固定利率单利，平仓日 5/28 或 4/6，Excel 全标"通过"
    ///   - 业务场景2（12 用例）：浮动利率第一重置期内平仓(4/27)，Excel 全标"通过"
    ///
    /// 目的：确保场景3/4 的 Bug 修复不回归破坏已通过的用例。
    /// 断言容差 0.01（匹配 Excel 2 位小数精度）。
    /// </summary>
    [TestClass]
    public class SwapInterestScenario1And2Test
    {
        #region 内部 Stub（与 Scenario3And4 相同结构）

        private sealed class StubSwapDealService : SwapDealService
        {
            private readonly IReadOnlyDictionary<DateTime, double> _floatRates;
            public StubSwapDealService(OptUserInfo optUser, IReadOnlyDictionary<DateTime, double> floatRates) : base(optUser)
            {
                _floatRates = floatRates;
            }
            protected override bool TryGetFloatRate(DateTime valueDate, string underlyingCode, out double rate)
            {
                if (!string.Equals(underlyingCode, "FR007", StringComparison.OrdinalIgnoreCase))
                {
                    rate = 0;
                    return false;
                }
                if (_floatRates.TryGetValue(valueDate.Date, out rate)) return true;
                rate = 0;
                return false;
            }
            public override decimal GetConsumedInterest(int tradeId, long positionId, DateTime beforeDate) => 0m;
        }

        private sealed class StubEodPositionService : TestableSwapEodPositionService
        {
            private readonly IReadOnlyDictionary<DateTime, double> _floatRates;
            public StubEodPositionService(IReadOnlyDictionary<DateTime, double> floatRates)
                : base(nameof(SwapInterestScenario1And2Test)) { _floatRates = floatRates; }

            protected override List<swap_flow_event> CalcSwapInterests(
                trade td, trade_extend tradeExtend, DateTime valueDate, DateTime unwindDate,
                List<eod_swap_position> eodPositions, List<swap_position> positions,
                decimal posiNotionalValue, decimal posiLongNotionalValue, decimal posiShortNotionalValue,
                decimal closePosiNotionalValue, decimal closePrecent, int eventType, bool tdClose, bool needPrice,
                decimal grossPrice, decimal orginPv, bool add = false, bool settment = true, bool newCalcLast = false,
                List<swap_flow_event> closeList = null)
            {
                var svc = new StubSwapDealService(
                    new OptUserInfo(0, nameof(SwapInterestScenario1And2Test), OptUserFrom.UnitTest), _floatRates);
                return svc.GetInterests(td, tradeExtend, valueDate, unwindDate,
                    eodPositions, positions, posiNotionalValue, posiLongNotionalValue, posiShortNotionalValue,
                    closePosiNotionalValue, closePrecent, eventType, tdClose, needPrice,
                    grossPrice, orginPv, add, settment, newCalcLast, closeList);
            }

            public eod_swap_position ExecuteClose(trade td, swap_position position, DateTime valueDate,
                decimal posiLongNotional, decimal posiShortNotional,
                List<swap_flow_event> flowEvents, decimal closeNotional, eod_swap_position prevEod)
            {
                SaveAutoEodWithCloseInterestPosition(prevEod, null, position, td, valueDate, null,
                    posiLongNotional, posiShortNotional, flowEvents, closeNotional, false, 1m,
                    posiLongNotional + posiShortNotional);
                return PersistedPositions.LastOrDefault();
            }
        }

        #endregion

        #region 常量

        private const int AnnualDays = 365;
        private const int ResetPeriod = 7;
        private const decimal Notional = 303139117.8m;
        private const decimal FixedNotional = 10012350m;

        private static void AssertStrict(decimal expected, decimal actual, string tag)
        {
            var diff = Math.Abs(expected - actual);
            Assert.IsTrue(diff <= 0.01m, $"{tag}: Expected={expected}, Actual={actual}, Diff={expected - actual}");
        }

        private StubEodPositionService _eod;
        private IReadOnlyDictionary<DateTime, double> _floatRates;

        [TestInitialize]
        public void Init()
        {
            _floatRates = new Dictionary<DateTime, double>
            {
                [new DateTime(2026, 4, 1)] = 0.0142,
                [new DateTime(2026, 4, 2)] = 0.014,
                [new DateTime(2026, 4, 3)] = 0.0135,
                [new DateTime(2026, 4, 4)] = 0.0135,
                [new DateTime(2026, 4, 6)] = 0.0135,
                [new DateTime(2026, 4, 7)] = 0.0134,
                [new DateTime(2026, 4, 8)] = 0.0133,
                [new DateTime(2026, 4, 9)] = 0.0133,
                [new DateTime(2026, 4, 10)] = 0.0134,
                [new DateTime(2026, 4, 13)] = 0.0136,
                [new DateTime(2026, 4, 14)] = 0.0137,
                [new DateTime(2026, 4, 15)] = 0.0136,
                [new DateTime(2026, 4, 16)] = 0.0133,
                [new DateTime(2026, 4, 17)] = 0.0131,
                [new DateTime(2026, 4, 20)] = 0.0132,
                [new DateTime(2026, 4, 21)] = 0.0132,
                [new DateTime(2026, 4, 22)] = 0.0132,
                [new DateTime(2026, 4, 23)] = 0.0132,
                [new DateTime(2026, 4, 24)] = 0.0131,
                [new DateTime(2026, 4, 27)] = 0.013502,
                [new DateTime(2026, 4, 28)] = 0.0136,
                [new DateTime(2026, 4, 29)] = 0.0138,
                [new DateTime(2026, 4, 30)] = 0.0139,
                [new DateTime(2026, 5, 4)] = 0.0139,
                [new DateTime(2026, 5, 5)] = 0.0139,
                [new DateTime(2026, 5, 6)] = 0.0136,
                [new DateTime(2026, 5, 7)] = 0.0136,
                [new DateTime(2026, 5, 8)] = 0.0135,
                [new DateTime(2026, 5, 9)] = 0.0131,
                [new DateTime(2026, 5, 11)] = 0.0134,
                [new DateTime(2026, 5, 12)] = 0.013,
                [new DateTime(2026, 5, 13)] = 0.0129,
                [new DateTime(2026, 5, 14)] = 0.013,
                [new DateTime(2026, 5, 15)] = 0.013,
                [new DateTime(2026, 5, 18)] = 0.0132,
                [new DateTime(2026, 5, 19)] = 0.0131,
                [new DateTime(2026, 5, 20)] = 0.0132,
                [new DateTime(2026, 5, 21)] = 0.013131,
                [new DateTime(2026, 5, 22)] = 0.0135,
                [new DateTime(2026, 5, 25)] = 0.0139,
                [new DateTime(2026, 5, 26)] = 0.013727,
                [new DateTime(2026, 5, 27)] = 0.013639,
                [new DateTime(2026, 5, 28)] = 0.0135,
            };
            _eod = new StubEodPositionService(_floatRates);
        }

        #endregion

        #region 构造器

        private static trade CreateTrade(string interestCalcMode, int interestRule, DateTime startDate, DateTime maturity, string tradeNo = "UT-SCEN-1-2")
        {
            var extend = new trade_extend
            {
                TradeId = 1,
                ExtendJson = JsonConvert.SerializeObject(new TradeExtendJson
                {
                    AnnualDays = AnnualDays,
                    InterestCalcMode = interestCalcMode,
                    SettlementRules = interestRule
                })
            };
            return new trade
            {
                id = 1, TradeNumber = tradeNo, ClientId = 999998,
                TradeType = "收益互换", TradeDate = startDate,
                StartDate = startDate, ExerciseDate = maturity,
                TradeStatus = "确认成交", ValidState = "Valid", trade_extend = extend
            };
        }

        private static swap_position CreatePosition(decimal spread, int interestRule,
            InterestTypeEnum interestType, DateTime startDate, DateTime maturity, int interestMode, decimal notional, bool isFixed = false)
        {
            var intervalModels = new List<IntervalModel>
            {
                new IntervalModel { Date = maturity, Rate = spread, Settlement = 0 }
            };
            return new swap_position
            {
                id = 1001, SwapTradeId = 1,
                PositionType = (int)PositionTypeFlag.Unknown,
                InterestDirection = (int)SwapDirectionEnum.收取,
                InterestMode = interestMode,
                InterestRateDefault = spread,
                InterestPrincipalFix = notional,
                PosiStartDate = startDate,
                PosiMatuirityDate = maturity,
                IsInitial = true, Invalid = false,
                InterestType = (int)interestType,
                IsAnnualized = true,
                interest_rest_days = isFixed ? 1 : ResetPeriod,
                interest_rule = interestRule,
                FloatRateUnderlyingCode = isFixed ? null : "FR007",
                InterestSwapInterval = JsonConvert.SerializeObject(intervalModels)
            };
        }

        private swap_flow_event CalcCloseFlow(trade td, swap_position position, DateTime valueDate,
            List<eod_swap_position> prevEod, decimal closeNotional)
        {
            var svc = new StubSwapDealService(
                new OptUserInfo(0, nameof(SwapInterestScenario1And2Test), OptUserFrom.UnitTest), _floatRates);
            var isMaturity = valueDate == td.ExerciseDate;
            var interests = svc.GetInterests(
                td, td.trade_extend, valueDate, valueDate,
                prevEod, new List<swap_position> { position },
                closeNotional, closeNotional, 0m, closeNotional, 1m,
                (int)SwapEventTypeEnum.平仓,
                false, false, 0m, closeNotional, false, settment: false, newCalcLast: isMaturity);
            Assert.AreEqual(1, interests.Count);
            return interests[0];
        }

        #endregion

        #region 业务场景1-浮动：收盘到4/2，利息=0（8用例，Excel标"无关"）

        // 浮动利率交易，收盘到 4/2 经过 0 天，全部平仓返还利息 = 0
        [DataTestMethod]
        [DataRow("T+1浮动减点算头算尾（当前营业日）", 0, 2, "-0.021")]
        [DataRow("T+0浮动加点算头算尾（当前营业日）", 0, 2, "0.0025")]
        [DataRow("T+1浮动减点算头不算尾（当前营业日）", 0, 9, "-0.021")]
        [DataRow("T+0浮动加点算头不算尾（当前营业日）", 0, 2, "0.0025")]
        [DataRow("T+1浮动减点算头算尾", -1, 9, "-0.021")]
        [DataRow("T+0浮动加点算头算尾", -1, 2, "0.0025")]
        [DataRow("T+1浮动减点算头不算尾", -1, 9, "-0.021")]
        [DataRow("T+0浮动加点算头不算尾", -1, 9, "0.0025")]
        public void 场景1_浮动_收盘到4月2日_利息应为0(string note, int rule, int interestMode, string spreadStr)
        {
            var spread = decimal.Parse(spreadStr, System.Globalization.CultureInfo.InvariantCulture);
            var startDate = spread >= 0 ? new DateTime(2026, 4, 21) : new DateTime(2026, 4, 22);
            var td = CreateTrade("11", rule, startDate, new DateTime(2026, 5, 19));
            var position = CreatePosition(spread, rule, InterestTypeEnum.复利, startDate, new DateTime(2026, 5, 19), interestMode, Notional);

            var flow = CalcCloseFlow(td, position, new DateTime(2026, 4, 2), new List<eod_swap_position>(), Notional);
            var eod = _eod.ExecuteClose(td, position, new DateTime(2026, 4, 2),
                0m, 0m, new List<swap_flow_event> { flow }, Notional, null);
            // Excel 标记"无关"，利息应为 0（T+1 起算日 4/22 > 4/2，0 天计息）
            AssertStrict(0m, eod.TdCloseInterest, "场景1-浮动 " + note);
        }

        #endregion

        #region 业务场景1-固定：固定利率单利，平仓日5/28（12用例，Excel全标"通过"）

        // 固定利率单利，Notional=10012350，到期日6/12
        // 利率准则列(利率准则)为空时固定利率不使用FR007, interest_rule不影响固定利率
        // interestMode: 2=合约名义本金规模, 9=标的期初全价
        // 平仓日 = 5/28 (53天 for T+1, 53天 for T+0), 4/6 平仓日变体 = 1天/2天
        [DataTestMethod]
        // 平仓日 4/6（T+1=closeDate4/6=1天, T+0=closeDate4/7=2天）
        // T+1: tradeDate=4/3, startDate=4/6, closeDate=4/6
        // T+0: tradeDate=4/6, startDate=4/6, closeDate=4/7
        [DataRow("T+1固定正利率算头算尾_4月6日", true, true, 2, "0.0075", "205.73", "0406")]
        [DataRow("T+0固定正利率算头算尾_4月6日", true, true, 2, "0.0075", "411.47", "0406")]
        [DataRow("T+1固定负利率算头不算尾_4月6日", true, false, 9, "-0.0075", "0", "0406")]
        [DataRow("T+1固定正利率算头不算尾_4月6日", true, false, 9, "0.0075", "0", "0406")]
        [DataRow("T+0固定负利率算头不算尾_4月6日", true, false, 2, "-0.0075", "-205.73", "0406")]
        [DataRow("T+0固定正利率算头不算尾_4月6日", true, false, 2, "0.0075", "205.73", "0406")]
        // 平仓日 5/28（T+1=53天, T+0=53天）
        [DataRow("T+1固定正利率算头算尾_5月28日", true, true, 2, "0.0075", "10903.86", "0528")]
        [DataRow("T+0固定正利率算头算尾_5月28日", true, true, 2, "0.0075", "10903.86", "0528")]
        [DataRow("T+1固定负利率算头不算尾_5月28日", true, false, 9, "-0.0075", "-10698.13", "0528")]
        [DataRow("T+1固定正利率算头不算尾_5月28日", true, false, 9, "0.0075", "10698.13", "0528")]
        [DataRow("T+0固定负利率算头不算尾_5月28日", true, false, 2, "-0.0075", "-10698.13", "0528")]
        [DataRow("T+0固定正利率算头不算尾_5月28日", true, false, 2, "0.0075", "10698.13", "0528")]
        public void 场景1_固定利率单利平仓(string note, bool calcFirst, bool calcLast,
            int interestMode, string spreadStr, string oracleStr, string dateGroup)
        {
            var spread = decimal.Parse(spreadStr, System.Globalization.CultureInfo.InvariantCulture);
            var oracle = decimal.Parse(oracleStr, System.Globalization.CultureInfo.InvariantCulture);
            var mode = (calcFirst && calcLast) ? "11" : "10";

            // 固定利率交易：起算日4/6, 到期日6/12
            var startDate = new DateTime(2026, 4, 6);
            var maturity = new DateTime(2026, 6, 12);
            var td = CreateTrade(mode, 0, startDate, maturity, "UT-SCEN-1-FIX");
            var position = CreatePosition(spread, 0, InterestTypeEnum.单利, startDate, maturity, interestMode, FixedNotional, isFixed: true);

            // T+1: closeDate=4/6 (同起算日); T+0: closeDate=4/7 (起算日+1)
            // 5/28变体: closeDate=5/28
            DateTime closeDate;
            if (dateGroup == "0528")
                closeDate = new DateTime(2026, 5, 28);
            else // 0406
                closeDate = note.StartsWith("T+1") ? new DateTime(2026, 4, 6) : new DateTime(2026, 4, 7);

            var flow = CalcCloseFlow(td, position, closeDate, new List<eod_swap_position>(), FixedNotional);
            var eod = _eod.ExecuteClose(td, position, closeDate,
                0m, 0m, new List<swap_flow_event> { flow }, FixedNotional, null);
            AssertStrict(oracle, eod.TdCloseInterest, "场景1-固定 " + note);
        }

        #endregion

        #region 业务场景2：浮动利率第一重置期内平仓(4/27)（12用例，Excel全标"通过"）

        // 浮动利率，平仓日 4/27（第一重置期内），Notional=303139117.8
        [DataTestMethod]
        [DataRow("T+1浮动减点算头算尾（当前营业日）", true, true, true, 0, 2, "-0.021", "-38868.25")]
        [DataRow("T+0浮动加点算头算尾（当前营业日）", true, true, true, 0, 2, "0.0025", "91273.94")]
        [DataRow("T+1浮动减点算头不算尾（当前营业日）", true, true, false, 0, 9, "-0.021", "-32390.21")]
        [DataRow("T+0浮动加点算头不算尾（当前营业日）", true, true, false, 0, 2, "0.0025", "78234.81")]
        [DataRow("T+1浮动减点算头算尾", true, true, true, -1, 9, "-0.021", "-38868.25")]
        [DataRow("T+0浮动加点算头算尾", true, true, true, -1, 2, "0.0025", "91273.94")]
        [DataRow("T+1浮动减点算头不算尾", true, true, false, -1, 9, "-0.021", "-32390.21")]
        [DataRow("T+0浮动加点算头不算尾", true, true, false, -1, 9, "0.0025", "78234.81")]
        [DataRow("T+1浮动减点算头算尾（单利）", false, true, true, -1, 9, "-0.021", "-38868.25")]
        [DataRow("T+0浮动加点算头算尾（单利）", false, true, true, -1, 2, "0.0025", "91273.94")]
        [DataRow("T+1浮动减点算头不算尾（单利）", false, true, false, 0, 9, "-0.021", "-32390.21")]
        [DataRow("T+0浮动加点算头不算尾（单利）", false, true, false, -1, 9, "0.0025", "78234.81")]
        public void 场景2_第一重置期内平仓(string note, bool compound, bool calcFirst, bool calcLast,
            int rule, int interestMode, string spreadStr, string oracleStr)
        {
            var spread = decimal.Parse(spreadStr, System.Globalization.CultureInfo.InvariantCulture);
            var oracle = decimal.Parse(oracleStr, System.Globalization.CultureInfo.InvariantCulture);
            var mode = (calcFirst && calcLast) ? "11" : "10";
            var type = compound ? InterestTypeEnum.复利 : InterestTypeEnum.单利;

            var startDate = spread >= 0 ? new DateTime(2026, 4, 21) : new DateTime(2026, 4, 22);
            var td = CreateTrade(mode, rule, startDate, new DateTime(2026, 5, 19));
            var position = CreatePosition(spread, rule, type, startDate, new DateTime(2026, 5, 19), interestMode, Notional);

            // 平仓日 4/27（第一重置期内，非到期日）
            var closeDate = new DateTime(2026, 4, 27);
            var flow = CalcCloseFlow(td, position, closeDate, new List<eod_swap_position>(), Notional);
            var eod = _eod.ExecuteClose(td, position, closeDate,
                0m, 0m, new List<swap_flow_event> { flow }, Notional, null);
            AssertStrict(oracle, eod.TdCloseInterest, "场景2 " + note);
        }

        #endregion
    }
}