using KellermanSoftware.CompareNetObjects;
using Microsoft.VisualStudio.TestTools.UnitTesting;
using System;
using System.Collections.Generic;
using YLErp.Commons;
using YLErp.DBModels;
using YLErp.DBModels.Consts;
using YLErp.DBModels.Helpers;
using YLErp.Model;

namespace YLErp.Modules.TradeModule.OrderModule
{
    /// <summary>
    /// 测试交易保存服务
    /// </summary>

    [TestClass]
    public class OtcTradeSaveServiceTest : YLUnitTestBase
    {
        readonly bool _delete = true;
        readonly CompareLogic _compareLogic;

        public OtcTradeSaveServiceTest()
        {
            _compareLogic = new CompareLogic(new ComparisonConfig
            {
                MaxDifferences = 10,
                DoublePrecision = 5,
                MembersToIgnore = new List<string> { nameof(trade.id), nameof(trade.EncryptId),
                    nameof(trade.CreateDate), nameof(trade.UnderlyingAssetClass) },
                CaseSensitive = false,
            });
        }

        [TestMethod("测试保存香草期权交易")]
        public void TestSaveVanillaOption()
        {
            var asset = GetAssetUnit();
            var client = GetClient();
            var uly = GetUnderlyingManager(true);
            var valueDate = ValueDate;
            var td = new OtcOptionTradeFullEx
            {
                AssetBookName = asset.Name,
                TraderName = "Admin",
                ClientNumber = client.Number,
                ClientName = client.Name,
                TradeType = "香草期权",
                TradeNumber = "UAT-" + UniqueTimeId.GetStr(),
                UnderlyingCode= uly.UnderlyingCode,
                BuySell="买入",
                ExerciseMode= "European",
                OptionType="Put",
                SpotPrice=12900,
                IsMoneynessOption="否",
                Strike= 12900,
                TradeDate=valueDate,
                ExerciseDate=valueDate.AddMonths(3),
                SettlementDate = valueDate.AddMonths(3),
                Notional = 400,
                TradeSinglePrice=100,
                SettlementType=0,
                ParticipationRate=1,
                IsAnnualized=false,
                PrincipalRate=0,
                NoRiskRate=0.05,
                DividendRate=0,
                TradeOpenVolatility=0.1616,
                TradeCloseVolatility = 0.1616,
                NumOfSmoothingDays=1,
                Comments="测试API"
            };

            var td2 = new OtcTradeSaveService(this.OptUser).SaveOptionTradeFromApiOrImport(td, Model.Enum.TradeSourceEnum.WebApiV2);

            Assert.IsTrue(td.TradeSinglePrice==td2.TradeSinglePrice);
        }

        [TestMethod("测试保存亚式期权交易")]
        public void TestSaveAsianOption()
        {
            InnerTest<trade_asian_option>("亚式期权");
        }

        [TestMethod("测试保存二元期权交易")]
        public void TestSaveBinaryOption()
        {
            InnerTest<trade_binary_option>("二元期权");
        }

        [TestMethod("测试保存障碍期权交易")]
        public void TestSaveBarrierOption()
        {
            InnerTest<trade_barrier_option>("障碍期权");
        }

        [TestMethod("测试保存双鲨期权交易")]
        public void TestSaveDoubleSharkfinOption()
        {
            InnerTest<trade_double_sharkfin_option>("双鲨期权");
        }

        [TestMethod("测试保存区间累积期权交易")]
        public void TestSaveRangeAccOption()
        {
            InnerTest<trade_rangeaccrual>("区间累积期权");
        }

        [TestMethod("测试保存气囊结构交易")]
        public void TestSaveAirBagOption()
        {
            InnerTest<trade_airbag>("气囊结构");
        }

        [TestMethod("测试保存收益增强结构交易")]
        public void TestSaveUnderlyingEnhanceOption()
        {
            InnerTest<trade_underlying_enhance>("收益增强结构");
        }

        [TestMethod("测试保存雪球期权交易")]
        public void TestSaveSnowballOption()
        {
            InnerTest<trade_snowball>("雪球期权");
        }

        [TestMethod("测试保存凤凰期权交易")]
        public void TestSaveAutoCallOption()
        {
            InnerTest<trade_autocall>("凤凰期权");
        }

        private void InnerTest<TExtend>(string tradeType) where TExtend : TradeExtendBase
        {
            var asset = GetAssetUnit();
            var client = GetClient();
            var uly = GetUnderlyingManager(true);
            var valueDate = ValueDate;
            var td = new OtcOptionTradeFull
            {
                AnnualizedEnhanceRate = 0.01,
                AnnualizedPremiumRate = 0.01,
                AnnualizeFactor = 100.0 / 244,
                AnnualizeFactor2 = 0.9,
                AssetBookName = asset.Name,
                AssetId = asset.id,
                AveragingPeriodStartDate = valueDate,
                BarrierHigh = 1.05,
                BarrierLow = 0.95,
                BarrierShift = 10,
                BarrierType = "双障碍敲出",
                BasisGap = 1,
                BasisUnderlyingCode = "RB00",
                BasisUnderlyingId = uly.id,
                BonusRate = 0.1,
                BuySell = "卖出",
                CalcFlag = 0,
                CalcId = "CalcId",
                OptionType = "看涨",
                CashOrNothingAmount = 500,
                CashOrNothingAmountHigh = 1000,
                CashOrNothingAmountHighRate = 0.1,
                CashOrNothingAmountRate = 0.05,
                CheckStatus = 0,
                CheckTradeUpdate = 0,
                ClientId = client.id,
                ClientName = client.Name,
                Comments = "单元测试",
                ContractVersion = "V2",
                Coupon = 0.1,
                CouponBarrier = 1.05,
                CouponPayType = CouponPayTypeEnum.AtMaturity,
                CreateDate = valueDate,
                DividendDate = DateTime.MinValue,
                DividendRate = 0.1,
                DurationDays = 10,
                ExerciseDate = valueDate.AddMonths(3),
                ExerciseMode = ConsGlobal.ExerciseMode.American,
                FinalPrice = 3700,
                GroupId = 1,
                GroupName = "Test",
                HasPartialUnWind = 0,
                HasPayoffLimit = true,
                HighStrike = 1.05,
                IncludeCouponAfterKI = true,
                InitialSpotPriceState = "期初价格已确认",
                IsAnnualized = true,
                IsAnnualized2 = true,
                IsDiscreteMonitored = true,
                IsFixedCoupon = false,
                IsMoneynessOption = "是",
                IsSingleContract = 1,
                IsTradePricePayType = false,
                IsUsePremiumRate = true,

                InitialMargin = 100,
                KIBarrier = 0.9,
                KIParticipationRate = 0.1,
                KIPayoffType = KIPayoffTypeEnum.ToCallSpreadOption,
                KOBarrier = 1.05,
                KOObservationDates = valueDate.OtcFormatDate(),
                KOObservationSettleDates = valueDate.OtcFormatDate(),
                KOPayoffType = KOPayoffTypeEnum.ToSpreadOption,
                KORebate = 0.1,
                KORebateType = RebateTypeEnum.AtEnd,
                Lots = 10,
                LowerRange = 0.9,
                MaturityDate = uly.MaturityDate,
                MonitorType = "离散",
                NoRiskRate = 0.05,
                NumOfSmoothingDays = 10,
                Notional = 100,
                ObservationDates = valueDate.OtcFormatDate(),
                ObservationDateStr = valueDate.OtcFormatDate(),
                OptDate = OptDate,
                OptId = UserId,
                OptName = UserName,
                OriginalNotional = 100,
                OriginalStockEqvNotional = 0,
                PairTrade = "",
                ParentTradeId = 0,
                ParticipationRate = 0.5,
                PayoffType = "DoubleNoTouch",
                PremiumPayDate = valueDate.AddMonths(3),
                PremiumRate = 0.1,
                PricingModel = "",
                PrincipalRate = 0.05,
                ProcessOptDate = null,
                ProcessOrderId = 0,
                ProcessStatus = "",
                Rebate = 500,
                RebateHigh = 1000,
                RebateRate = 0.05,
                RebateHighRate = 0.1,
                RebateType = "AtHit",
                SentMailCount = 0,
                SettlementDate = valueDate.AddMonths(3),
                SettlementType = 0,
                SpreadStrike = 0.95,
                SpreadStrike1 = 0.9,
                SpreadStrikeAtKO = 1.06,
                SpreadStrikeAtKO1 = 1.01,
                StartDate = valueDate,
                StockEqvNotional = 0,
                StockEqvNotionalMax = 0,
                StockEqvNotionalReal = 100 * 3600,
                Strike = 1.002,
                StrikeGearingFactor = 1,
                StrikeHigh = 1.02,
                StrikeType = ConsTrade.AsiaStrikeType.Fixed,
                StructureIntroduction = "StructureIntroduction",
                StructureType = "",
                TradeAmount = 100,
                TradeDate = valueDate,
                TradeInstruction = "TradeInstruction",
                TradeCloseVolatility = 0.5,
                TradeNumber = "UT-" + Guid.NewGuid().ToString("N"),
                TradeOpenVolatility = 0.45,
                TradePremium = 0.03,
                TraderId = 1,
                TraderName = "Admin",
                TradeSavedVol = 0.4,
                TradeSource = "系统交易",
                TradeStatus = "新增待确认",
                TradeType = tradeType,
                TradeUnit = "吨",
                TTMDays = null,
                UnderlyingAssetClass = "螺纹钢",
                UnderlyingCode = uly.UnderlyingCode,
                UnderlyingId = uly.id,
                UnderlyingInstrumentType = uly.UnderlyingInstrumentType,
                UnderlyingAssetName = uly.UnderlyingName,
                UnderlyingPrice = null,
                UnWindDate = null,
                UnWindNotional = null,
                UpperRange = 1.1,
                ValidState = ConsGlobal.Valid,
                Vol = null,
                VolType = null,
                SpotPrice = 3600
            };

            td.KOObservationDates += "," + td.ExerciseDate.OtcFormatDate();

            if (tradeType == "雪球期权" || tradeType == "凤凰期权")
            {
                td.IsAnnualized = false;
                td.AnnualizeFactor = 1;
                td.MetaDic[nameof(td.AnnualizeFactor)] = "/";

                td.ExerciseMode = ConsTrade.ExerciseType.European;
                td.StockEqvNotionalMax = td.OriginalStockEqvNotional = td.StockEqvNotional =  td.StockEqvNotionalReal;

                var spotPrice = Math.Abs(td.SpotPrice.Value);
                td.StockEqvNotionalReal = TradeHelper.GetStockEqvNotionalReal(td.StockEqvNotional, td.ParticipationRate, td.AnnualizeFactor);
                td.TradeAmount = td.Notional = spotPrice > 0 ? td.StockEqvNotionalReal / spotPrice : 0;
            }
            else
            {
                td.MetaDic[nameof(td.AnnualizeFactor)] = "100/244";

                if (tradeType == "双鲨期权")
                {
                    td.ExerciseMode = ConsTrade.ExerciseType.European;
                }
                else if (tradeType == "亚式期权")
                {
                    td.PayoffType = ConsTrade.AsianAverageType.ArithmeticAverage;
                }
                td.StockEqvNotionalMax = td.OriginalStockEqvNotional = td.StockEqvNotional =  TradeHelper.GetStockEqvNotional(td.StockEqvNotionalReal, td.ParticipationRate, td.AnnualizeFactor);
            }

            td.OriginalNotional = td.Notional;
            td.TradePrice = TradeHelper.GetTradePriceByPremiumRate(td.PremiumRate, td.StockEqvNotional, td.ParticipationRate, td.PrincipalRate, td.AnnualizeFactor,td.BuySell,td.TradeType,false);
            td.TradeSinglePrice = TradeHelper.GetTradeSinglePriceByPremiumRate(td.PremiumRate, td.SpotPrice);

            var saved = new OtcTradeSaveService(this).SaveOptionTradesFromTradeEdit(td);

            td.id = saved.id;

            var dbTrade = new TradeDetailsQueryService(this).GetOtcTradeFull(saved.TradeNumber);

            if (_delete)
            {
                AddClearSQL<trade>("id=" + td.id);
                AddClearSQL<TradeMeta>("TradeId=" + td.id);
                AddClearSQL<TExtend>("TradeId=" + td.id);
            }

            var map1 = YLAutoMapper.Map<OtcTradeBase>(td);
            var map2 = YLAutoMapper.Map<OtcTradeBase>(dbTrade);
            ComparisonResult result = _compareLogic.Compare(map1, map2);
            Assert.IsTrue(result.AreEqual, result.DifferencesString);

            var tdex1 = YLAutoMapper.Map<TExtend>(td);
            var tdex2 = YLAutoMapper.Map<TExtend>(dbTrade);
            Assert.IsTrue(tdex2.TradeId > 0, "TradeId映射失败");
            result = _compareLogic.Compare(tdex1, tdex2);
            Assert.IsTrue(result.AreEqual, result.DifferencesString);
        }

        class VanillaTrade : TradeExtendBase
        {

        }
    }
}