using YLErp.BLL.Calculation;
using YLErp.Enums;
using YLErp.Model.Enum;
using YLErp.Modules.CalculationModule;
using YLErp.QdpModule;

namespace YLErp.BLL.MarginCalculation
{
    public class HongYeMarginCalculation : MarginCalculationBase
    {
        //定义一个静态变量来保存类的实例(单例模式)
        public static readonly HongYeMarginCalculation Instance;

        static HongYeMarginCalculation()
        {
            Instance = new HongYeMarginCalculation();
        }

        //定义私有构造函数,使外界不能创建该类实例
        private HongYeMarginCalculation()
        {
        }

        public override List<trade_span> RunMarginCalculation(RunMarginCalculationReq req)
        {
            if (req.tradeList == null || !req.tradeList.Any())
            {
                return new List<trade_span>();
            }
            return CalcMargin(req).ToList();
        }


        private IEnumerable<trade_span> CalcMargin(RunMarginCalculationReq req)
        {
            var resultMap = new Dictionary<int, trade_span>();
            var helper = new RunMarginCalculationHelper(req, _underlyingDataProvider);

            //为了算客户角度的一个预付金数值
            helper.ReverseTradeSide();

            helper.SetFieldsByTradeType();

            var calcReq = helper.GetCalculateRisksForTradesReq(req.PriceProvider, null, null, QdpPricingRequest.BASIC_PRICING);

            switch (req.CalcMarginType)
            {
                case CalcMarginTypeEnum.InitialMargin:
                    calcReq.volType = "开仓";
                    calcReq.isUseTradeVol = false;
                    break;
                case CalcMarginTypeEnum.None:
                case CalcMarginTypeEnum.EodMargin:
                default:
                    calcReq.volType = "交易";
                    calcReq.isUseTradeVol = true;
                    break;
            }

            var tradeRiskResult = CalculatorHelper.CalculateRisksForTrades(calcReq);
            foreach (var item in tradeRiskResult.Results)
            {
                resultMap[item.Trade.id] = generateTradeSpan(
                    (resultMap.ContainsKey(item.Trade.id) ? resultMap[item.Trade.id] : null),
                    item,
                    helper,
                    req);
            }

            var structureIds = new List<int>();
            var tDict =
                (from r in tradeRiskResult.Results
                 join ts in resultMap
                 on r.Trade.id equals ts.Key
                 where r.Trade.TradeType == "结构化交易" ||
                       r.Trade.ParentTradeId != 0
                 group new { r, ts } by r.Trade.ParentTradeId into rGroup
                 select rGroup).ToDictionary(K => K.First().r.Trade, V => V.ToList());

            if (tDict.Count > 0)
            {
                foreach (var structureItem in tDict)
                {
                    var client = GetClientInfo(structureItem.Key.ClientId);
                    var direction = structureItem.Value.Select(O => O.r.Trade.BuySell).ToHashSet();
                    double value = 0;
                    var index = 0;
                    if ((structureItem.Key.StructureType == "牛市价差" || structureItem.Key.StructureType == "熊市价差") && structureItem.Value.Count >= 2)
                    {
                        if (client != null && (MarginOptionEnum)client.MarginOptionType == MarginOptionEnum.单向追保)
                        {
                            var buyLeg = structureItem.Value.Where(O => O.r.Trade.BuySell == "买入").FirstOrDefault();
                            var buyMargin = (buyLeg?.ts.Value.WorstCastClientPayable) ?? 0;
                            foreach (var item in structureItem.Value)
                            {
                                setTradeSpanValue(item.ts.Value, 0);
                            }
                            if (structureItem.Value.Sum(O => O.r.ValueResult.Pv) > 0)
                            {
                                var strikes = structureItem.Value.Select(O => ((O.r.Trade.IsMoneynessOption == "是" ? (O.r.Trade.SpotPrice * O.r.Trade.Strike) : O.r.Trade.Strike) ?? 0)).ToArray();
                                value = Math.Abs((strikes[0] - strikes[1]) * structureItem.Key.Notional);
                                setTradeSpanValue(buyLeg.ts.Value, Math.Min(value, buyMargin));
                            }
                        }
                        else if (client != null && (MarginOptionEnum)client.MarginOptionType == MarginOptionEnum.对手方单向追保)
                        {
                            var sellLeg = structureItem.Value.Where(O => O.r.Trade.BuySell == "卖出").FirstOrDefault();
                            var sellMargin = (sellLeg?.ts.Value.WorstCastClientPayable) ?? 0;
                            foreach (var item in structureItem.Value)
                            {
                                setTradeSpanValue(item.ts.Value, 0);
                            }
                            if (structureItem.Value.Sum(O => O.r.ValueResult.Pv) < 0)
                            {
                                var strikes = structureItem.Value.Select(O => ((O.r.Trade.IsMoneynessOption == "是" ? (O.r.Trade.SpotPrice * O.r.Trade.Strike) : O.r.Trade.Strike) ?? 0)).ToArray();
                                value = Math.Abs((strikes[0] - strikes[1]) * structureItem.Key.Notional);
                                setTradeSpanValue(sellLeg.ts.Value, Math.Min(value, sellMargin));
                            }
                        }
                    }
                    else if (structureItem.Key.StructureType.Contains("跨式") && structureItem.Value.Count == 2)
                    {
                        var minLeg = structureItem.Value[1];
                        if (Math.Abs(structureItem.Value[0].r.ValueResult.Delta) < Math.Abs(structureItem.Value[1].r.ValueResult.Delta))
                        {
                            minLeg = structureItem.Value[0];
                        }
                        setTradeSpanValue(minLeg.ts.Value, minLeg.r.ValueResult.Pv);
                    }
                    else
                    {
                        if (client != null)
                        {
                            switch ((MarginOptionEnum)client.MarginOptionType)
                            {
                                case MarginOptionEnum.对手方单向追保:
                                    if (direction.Count == 1)
                                    {
                                        value = double.MaxValue;
                                        //最小值
                                        for (var i = 0; i < structureItem.Value.Count; i++)
                                        {
                                            if (value > structureItem.Value[i].ts.Value.WorstCastClientPayable)
                                            {
                                                index = i;
                                                value = structureItem.Value[i].ts.Value.WorstCastClientPayable ?? 0;
                                            }
                                            setTradeSpanValue(structureItem.Value[i].ts.Value, 0);
                                            structureIds.Add(structureItem.Value[i].ts.Key);
                                        }
                                        setTradeSpanValue(structureItem.Value[index].ts.Value, value);
                                    }
                                    break;
                                case MarginOptionEnum.单向追保:
                                case MarginOptionEnum.双向追保:
                                default:
                                    if (direction.Count == 1)
                                    {
                                        value = double.MinValue;
                                        //最大值
                                        for (var i = 0; i < structureItem.Value.Count; i++)
                                        {
                                            if (value < structureItem.Value[i].ts.Value.WorstCastClientPayable)
                                            {
                                                index = i;
                                                value = structureItem.Value[i].ts.Value.WorstCastClientPayable ?? 0;
                                            }
                                            setTradeSpanValue(structureItem.Value[i].ts.Value, 0);
                                            structureIds.Add(structureItem.Value[i].ts.Key);
                                        }
                                        setTradeSpanValue(structureItem.Value[index].ts.Value, value);
                                    }
                                    break;
                            }
                        }
                        else
                        {
                            if (direction.Count == 1)
                            {
                                value = double.MinValue;
                                //最大值
                                for (var i = 0; i < structureItem.Value.Count; i++)
                                {
                                    if (value < structureItem.Value[i].ts.Value.WorstCastClientPayable)
                                    {
                                        index = i;
                                        value = structureItem.Value[i].ts.Value.WorstCastClientPayable ?? 0;
                                    }
                                    setTradeSpanValue(structureItem.Value[i].ts.Value, 0);
                                    structureIds.Add(structureItem.Value[i].ts.Key);
                                }
                                setTradeSpanValue(structureItem.Value[index].ts.Value, value);
                            }
                        }
                    }
                }
            }

            var tList = (from r in tradeRiskResult.Results
                         join ts in resultMap
                         on r.Trade.id equals ts.Key
                         where !structureIds.Contains(r.Trade.id)
                         select new { r, ts }).ToList();

            if (tList.Count > 0)
            {
                foreach (var item in tList)
                {
                    double value = 0;
                    var client = GetClientInfo(item.r.Trade.ClientId);
                    if (client != null)
                    {
                        switch ((MarginOptionEnum)client.MarginOptionType)
                        {
                            case MarginOptionEnum.单向追保:
                                value = item.ts.Value.WorstCastClientPayable ?? 0;
                                value = Math.Max(value, 0);
                                break;
                            case MarginOptionEnum.对手方单向追保:
                                value = item.ts.Value.WorstCastClientPayable ?? 0;
                                value = Math.Max(value, 0);
                                break;
                            case MarginOptionEnum.双向追保:
                            default:
                                value = item.ts.Value.WorstCastClientPayable ?? 0;
                                break;
                        }
                    }
                    else
                    {
                        value = item.ts.Value.WorstCastClientPayable ?? 0;
                    }
                    item.ts.Value.Spv1 = value;
                    item.ts.Value.Spv2 = value;
                    item.ts.Value.Spv3 = value;
                    item.ts.Value.Spv4 = value;
                    item.ts.Value.SetWorstCastClientPayable();
                }
            }
            return resultMap.Values.ToList();
        }

        private trade_span generateTradeSpan(trade_span trade_Span, TradeRiskResultRecord record, RunMarginCalculationHelper helper, RunMarginCalculationReq req)
        {
            if (trade_Span == null)
            {
                trade_Span = helper.CreateTradeSpan(record.Trade);
            }

            var client = GetClientInfo(record.Trade.ClientId);
            double value;
            if (req.CalcMarginType == CalcMarginTypeEnum.InitialMargin && record.Trade.TradeType == "收益互换")
            {
                var pnl = record.Trade.trade_swap.GetTradePrice.GetValueOrDefault() - record.Trade.trade_swap.PayTradePrice.GetValueOrDefault() - record.ValueResult.Pv;
                helper.GetSpecialMargin(record.Trade, pnl, out value);
            }
            else if (record.Trade.TradeType == "远期" || record.Trade.TradeType == "收益互换")
            {
                var marginRate = helper.GetMarginParamProvider().GetMarginRate(record.Trade.UnderlyingCode) ?? 0;
                var price = req.PriceProvider.GetPrice(record.Trade.UnderlyingCode);
                value = price * marginRate * record.Trade.Notional + Math.Max((record.ValueResult.Pv - record.Trade.TradePrice ?? 0), 0);
            }
            else
            {
                var marginRate = helper.GetMarginParamProvider().GetMarginRate(record.Trade.UnderlyingCode) ?? 0;
                var price = req.PriceProvider.GetPrice(record.Trade.UnderlyingCode);
                var delta = Math.Abs(record.ValueResult.Delta);
                if (record.ValueResult.Pv < 0)
                {
                    delta = -delta;
                }
                if (HasTwoSideMargin(record.Trade.ClientId))
                {
                    value = record.ValueResult.Pv + delta * marginRate * price;
                }
                else if (!helper.GetSpecialMargin(record.Trade, 0, out value))
                {
                    double ratio;
                    switch (req.CalcMarginType)
                    {
                        case CalcMarginTypeEnum.InitialMargin:
                            ratio = client?.Ratio1 ?? 1;
                            break;
                        case CalcMarginTypeEnum.None:
                        case CalcMarginTypeEnum.EodMargin:
                        default:
                            ratio = client?.Ratio ?? 1;
                            break;
                    }
                    value = record.ValueResult.Pv + ratio * delta * marginRate * price;
                }
            }
            trade_Span.Spv1 = value;
            trade_Span.Spv2 = value;
            trade_Span.Spv3 = value;
            trade_Span.Spv4 = value;
            trade_Span.SetWorstCastClientPayable();
            return trade_Span;
        }

        private void setTradeSpanValue(trade_span obj, double value)
        {
            obj.Spv1 = value;
            obj.Spv2 = value;
            obj.Spv3 = value;
            obj.Spv4 = value;
            obj.SetWorstCastClientPayable();
        }

        public override double GetTradeMargin(GetTradeMarginReq req)
        {
            var trade = req.trade;
            if (trade.TradeType == "结构化交易" && (trade.SubTrades == null || trade.SubTrades.Count() == 0))
            {
                using (var db = new YLContext())
                { trade.SubTrades = db.trade.Where(x => x.ParentTradeId == trade.id).ToList(); }
            }

            var tradeMargin = RunMarginCalculation(req.GetRunMarginCalculationReq());
            if (null != tradeMargin)
            {
                return tradeMargin.FirstOrDefault()?.WorstCastClientPayable ?? 0.0;
            }
            return 0.0;
        }
    }
}