using YLErp.DBModels;
using YLErp.DBModels.Enums;
using YLErp.Helpers;

namespace YLErp.Modules.SwapModule
{
    /// <summary>
    /// SwapFrontendPnlValidator.BuildFrontendValidationDiffs 的回归测试。
    /// -----------------------------------------------------------------
    /// 守卫提交 41553970 "fix(swap): 修复债券结息价差盈亏计算逻辑"。
    ///
    /// 背景：ValidateFrontendPnL 用 FrontendCalcReference 重算盈亏与前端值比对，
    /// 原为 private void + 吞异常，无法单测。拆出 BuildFrontendValidationDiffs 纯函数：
    ///   - 入参：UnwindData + isIncome
    ///   - 返回：null（前置条件不满足）或 List&lt;FrontendPnlDiff&gt;（超阈值的差异项）
    ///   - 副作用：无（日志留在 ValidateFrontendPnL 外层）
    ///
    /// 本测试锁定：
    ///   1) 前端值与后端重算一致 → 返回空列表
    ///   2) 前端值与后端重算不一致 → 返回对应字段差异
    ///   3) 无浮动腿 → 返回 null
    ///   4) PosiGrossPrice=0 → 返回 null
    ///   5) PositionQty/CloseQty 口径（41553970 修复点）正确传入
    /// </summary>
    [TestClass]
    public class SwapFrontendPnlValidateTest
    {
        // ================================================================
        // 场景1：前端值与后端重算一致 → 返回空列表
        //   用 FC_001 同款输入：债券多头，PosiGrossPrice=1.02, TradingAmountAvg=105,
        //   CloseQty=1000, PayDirection=1, PositionType=1, TradingFee="20"
        //   后端重算：MarkClosePnl=30, FloatPnlSum=50, SwapRealizedPnL=50, SwapCloseAmount=50
        //   前端也填这些值 → 无差异
        // ================================================================
        [TestMethod]
        public void 前后端一致_返回空差异列表()
        {
            var unwindData = BuildBaseUnwindData(
                posiGrossPrice: 1.02m, tradingAmountAvg: 105m,
                closeQty: 1000, positionQty: 1000,
                tradingFee: "20", tradingFeePending: "0", dividendIn: "0",
                payDirection: 1, positionType: 1,
                swapRealizedPnL: 50m, swapCloseAmount: 50m, markClosePnl: 30m);

            var diffs = SwapFrontendPnlValidator.BuildFrontendValidationDiffs(unwindData, isIncome: false);

            Assert.IsNotNull(diffs, "前置条件满足应返回列表而非 null");
            Assert.AreEqual(0, diffs.Count,
                $"前后端一致应无差异，实际 {diffs.Count} 条：{string.Join(",", diffs.Select(d => d.Field))}");
        }

        // ================================================================
        // 场景2：SwapRealizedPnL 前端填错 → 返回该字段差异
        //   后端重算 SwapRealizedPnL=50, SwapCloseAmount=50；
        //   前端 SwapRealizedPnL 故意填 60（SwapCloseAmount 保持 50 一致）→ 只 SwapRealizedPnL 有差异
        // ================================================================
        [TestMethod]
        public void SwapRealizedPnL前端填错_返回该字段差异()
        {
            var unwindData = BuildBaseUnwindData(
                posiGrossPrice: 1.02m, tradingAmountAvg: 105m,
                closeQty: 1000, positionQty: 1000,
                tradingFee: "20", tradingFeePending: "0", dividendIn: "0",
                payDirection: 1, positionType: 1,
                swapRealizedPnL: 60m,   // 故意填错（正确=50）
                swapCloseAmount: 50m,   // 保持一致
                markClosePnl: 30m);     // 保持一致

            var diffs = SwapFrontendPnlValidator.BuildFrontendValidationDiffs(unwindData, isIncome: false);

            Assert.IsNotNull(diffs);
            CollectionAssert.AreEquivalent(
                new[] { "SwapRealizedPnL" },
                diffs.Select(d => d.Field).ToArray(),
                "应只捕获 SwapRealizedPnL 的差异");
            var diff = diffs.Single(d => d.Field == "SwapRealizedPnL");
            Assert.AreEqual(60m, diff.FrontendValue, "前端值=60");
            Assert.AreEqual(50m, diff.BackendValue, 0.01m, "后端重算=50");
            Assert.AreEqual(10m, diff.Delta, 0.01m, "Delta=10");
        }

        // ================================================================
        // 场景3：MarkClosePnl 前端填错 → 返回该字段差异
        //   后端重算 MarkClosePnl=30；前端故意填 25（其他保持一致）→ 只 MarkClosePnl 有差异
        // ================================================================
        [TestMethod]
        public void MarkClosePnl前端填错_返回该字段差异()
        {
            var unwindData = BuildBaseUnwindData(
                posiGrossPrice: 1.02m, tradingAmountAvg: 105m,
                closeQty: 1000, positionQty: 1000,
                tradingFee: "20", tradingFeePending: "0", dividendIn: "0",
                payDirection: 1, positionType: 1,
                swapRealizedPnL: 50m,
                swapCloseAmount: 50m,
                markClosePnl: 25m);    // 故意填错（正确=30）

            var diffs = SwapFrontendPnlValidator.BuildFrontendValidationDiffs(unwindData, isIncome: false);

            Assert.IsNotNull(diffs);
            CollectionAssert.AreEquivalent(
                new[] { "MarkClosePnl" },
                diffs.Select(d => d.Field).ToArray(),
                "应只捕获 MarkClosePnl 的差异");
            var diff = diffs.Single(d => d.Field == "MarkClosePnl");
            Assert.AreEqual(25m, diff.FrontendValue);
            Assert.AreEqual(30m, diff.BackendValue, 0.01m);
            Assert.AreEqual(-5m, diff.Delta, 0.01m);
        }

        // ================================================================
        // 场景4：无浮动腿（FlowEvents 为空）→ 返回 null
        // ================================================================
        [TestMethod]
        public void 无浮动腿_返回null()
        {
            var unwindData = new UnwindData
            {
                SwapTradeId = 1,
                CloseQty = 1000,
                PositionQty = 1000,
                FlowEvents = new List<swap_flow_event>() // 完全空
            };

            var diffs = SwapFrontendPnlValidator.BuildFrontendValidationDiffs(unwindData, isIncome: false);

            Assert.IsNull(diffs, "无浮动腿应返回 null（跳过校验）");
        }

        // ================================================================
        // 场景5：浮动腿 PosiGrossPrice=0 → 返回 null（避免误报）
        // ================================================================
        [TestMethod]
        public void 浮动腿PosiGrossPrice为零_返回null()
        {
            var unwindData = BuildBaseUnwindData(
                posiGrossPrice: 0m,      // 前端未传 → 0
                tradingAmountAvg: 105m,
                closeQty: 1000, positionQty: 1000,
                tradingFee: "20", tradingFeePending: "0", dividendIn: "0",
                payDirection: 1, positionType: 1,
                swapRealizedPnL: 50m, swapCloseAmount: 0m, markClosePnl: 30m);

            var diffs = SwapFrontendPnlValidator.BuildFrontendValidationDiffs(unwindData, isIncome: false);

            Assert.IsNull(diffs, "PosiGrossPrice=0 应返回 null（避免误报）");
        }

        // ================================================================
        // 场景6：41553970 修复点 —— PositionQty 必须正确传入后端重算
        //   旧 bug：PositionQty 未传入，导致部分平仓时盈亏口径错误。
        //   验证：PositionQty != CloseQty 时，后端重算仍按真实 PositionQty 走
        //   （本场景构造部分平仓：CloseQty=500, PositionQty=1000）
        //   平仓页 unwind 用 CloseQty 算 MarkClosePnl：
        //     MarkClosePnl = 500×(1.05−1.02)×1×1 = 15
        //     FloatPnlSum = 15 + 20 + 0 + 0 = 35
        //     SwapRealizedPnL = SwapCloseAmount = 35
        // ================================================================
        [TestMethod]
        public void 部分平仓_PositionQty正确传入后端重算()
        {
            var unwindData = BuildBaseUnwindData(
                posiGrossPrice: 1.02m, tradingAmountAvg: 105m,
                closeQty: 500, positionQty: 1000,
                tradingFee: "20", tradingFeePending: "0", dividendIn: "0",
                payDirection: 1, positionType: 1,
                swapRealizedPnL: 35m,    // 与后端重算一致
                swapCloseAmount: 35m,    // 与后端重算一致
                markClosePnl: 15m);      // 与后端重算一致

            var diffs = SwapFrontendPnlValidator.BuildFrontendValidationDiffs(unwindData, isIncome: false);

            Assert.IsNotNull(diffs);
            Assert.AreEqual(0, diffs.Count,
                $"部分平仓 PositionQty 正确传入应无差异，实际 {diffs.Count} 条：" +
                string.Join(",", diffs.Select(d => $"{d.Field}(fe={d.FrontendValue},be={d.BackendValue})")));
        }

        // ================================================================
        // 场景7：阈值边界 —— 差异恰好等于阈值(0.01)不报，超过才报
        //   后端重算 SwapRealizedPnL=50, SwapCloseAmount=50；
        //   前端 SwapRealizedPnL 填 50.01 → 差异 0.01 不> 0.01 → 不报
        //   前端 SwapRealizedPnL 填 50.02 → 差异 0.02 > 0.01 → 报
        //   （SwapCloseAmount 保持 50 一致，不参与本场景断言）
        // ================================================================
        [TestMethod]
        public void 阈值边界_差异等于阈值不报_超过才报()
        {
            // 差异 = 0.01，不 > 0.01，不报
            var unwindDataEq = BuildBaseUnwindData(
                posiGrossPrice: 1.02m, tradingAmountAvg: 105m,
                closeQty: 1000, positionQty: 1000,
                tradingFee: "20", tradingFeePending: "0", dividendIn: "0",
                payDirection: 1, positionType: 1,
                swapRealizedPnL: 50.01m, swapCloseAmount: 50m, markClosePnl: 30m);
            var diffsEq = SwapFrontendPnlValidator.BuildFrontendValidationDiffs(unwindDataEq, isIncome: false);
            Assert.IsNotNull(diffsEq);
            Assert.IsFalse(diffsEq.Any(d => d.Field == "SwapRealizedPnL"),
                "差异=0.01 不> 阈值，不应报 SwapRealizedPnL");

            // 差异 = 0.02 > 0.01，报
            var unwindDataOver = BuildBaseUnwindData(
                posiGrossPrice: 1.02m, tradingAmountAvg: 105m,
                closeQty: 1000, positionQty: 1000,
                tradingFee: "20", tradingFeePending: "0", dividendIn: "0",
                payDirection: 1, positionType: 1,
                swapRealizedPnL: 50.02m, swapCloseAmount: 50m, markClosePnl: 30m);
            var diffsOver = SwapFrontendPnlValidator.BuildFrontendValidationDiffs(unwindDataOver, isIncome: false);
            Assert.IsNotNull(diffsOver);
            Assert.IsTrue(diffsOver.Any(d => d.Field == "SwapRealizedPnL"),
                "差异=0.02 > 阈值，应报 SwapRealizedPnL");
        }

        // ================================================================
        // 场景8：isIncome=true 走 CalcIncome 路径 —— 确保分支选择正确
        //   结息页公式与平仓页不同，构造一致场景验证不抛异常且返回列表
        // ================================================================
        [TestMethod]
        public void IsIncome为true_走CalcIncome分支_返回列表()
        {
            // income 页 MarkClosePnl = PositionQty × ContractSize × (ExitPrice×scale − EntryPrice) × floatRatio
            //   = 1000 × 1 × (105×0.01 − 1.02) × 1 = 30
            //   FloatPnlSum = 30 + 20 = 50；SwapRealizedPnL = SwapCloseAmount = 50
            var unwindData = BuildBaseUnwindData(
                posiGrossPrice: 1.02m, tradingAmountAvg: 105m,
                closeQty: 1000, positionQty: 1000,
                tradingFee: "20", tradingFeePending: "0", dividendIn: "0",
                payDirection: 1, positionType: 1,
                swapRealizedPnL: 50m, swapCloseAmount: 50m, markClosePnl: 30m);

            var diffs = SwapFrontendPnlValidator.BuildFrontendValidationDiffs(unwindData, isIncome: true);

            Assert.IsNotNull(diffs, "isIncome=true 也应返回列表（可能为空或有差异）");
            // 不锁死具体差异，只验证分支可达、不抛异常
        }

        // ================================================================
        // 场景9：自定义阈值 —— threshold=1.0 时小差异不报
        //   后端 SwapRealizedPnL=50, SwapCloseAmount=50；
        //   前端 SwapRealizedPnL=50.5（差异 0.5 < 1.0 不报），SwapCloseAmount=50 一致
        // ================================================================
        [TestMethod]
        public void 自定义大阈值_小差异不报()
        {
            var unwindData = BuildBaseUnwindData(
                posiGrossPrice: 1.02m, tradingAmountAvg: 105m,
                closeQty: 1000, positionQty: 1000,
                tradingFee: "20", tradingFeePending: "0", dividendIn: "0",
                payDirection: 1, positionType: 1,
                swapRealizedPnL: 50.5m,    // 差异 0.5
                swapCloseAmount: 50m,
                markClosePnl: 30m);

            var diffs = SwapFrontendPnlValidator.BuildFrontendValidationDiffs(unwindData, isIncome: false, threshold: 1.0m);

            Assert.IsNotNull(diffs);
            Assert.IsFalse(diffs.Any(d => d.Field == "SwapRealizedPnL"),
                "threshold=1.0 时差异 0.5 不应报");
        }

        // ================================================================
        // Helper：构造带一条浮动腿 + 一条利息腿的 UnwindData
        //   默认用债券（UnderlyingInstrumentType 走 IsBond=true → multiplier=100）
        //   字段值与 FrontendCalcCharacterizationTest.FC_001 对齐
        // ================================================================
        private static UnwindData BuildBaseUnwindData(
            decimal posiGrossPrice,
            decimal tradingAmountAvg,
            decimal closeQty,
            decimal positionQty,
            string tradingFee,
            string tradingFeePending,
            string dividendIn,
            int payDirection,
            int positionType,
            decimal swapRealizedPnL,
            decimal swapCloseAmount,
            decimal markClosePnl)
        {
            // 浮动腿（债券，有 UnderlyingCode）
            var floatLeg = new swap_flow_event
            {
                UnderlyingCode = "511160.SH",
                UnderlyingInstrumentType = "Bond",
                PosiGrossPrice = posiGrossPrice,
                TradingAmountAvg = tradingAmountAvg,
                ContractSize = 1m,
                PayDirection = payDirection,
                PositionType = positionType,
                TradingFee = decimal.Parse(tradingFee),
                TradingFeePending = decimal.Parse(tradingFeePending),
                DividendIn = decimal.Parse(dividendIn),
                MarkClosePnl = markClosePnl,
                InterestMode = (int)InterestModeEnum.标的期初全价
            };

            // 利息腿（无 UnderlyingCode）
            var interestLeg = new swap_flow_event
            {
                InterestMode = (int)InterestModeEnum.固定值,
                InterestClosePnL = 0m
            };

            return new UnwindData
            {
                SwapTradeId = 1,
                CloseQty = closeQty,
                PositionQty = positionQty,
                CloseNotionalValue = closeQty * 100m, // 债券面值 100
                SwapRealizedPnL = swapRealizedPnL,
                SwapCloseAmount = swapCloseAmount,
                FlowEvents = new List<swap_flow_event> { floatLeg, interestLeg }
            };
        }
    }
}