using Qdp.Foundation.Implementations;
using Qdp.Pricing.Base.Implementations;
using Qdp.Pricing.Base.Utilities;
using YLErp.Abstract.DataProviders;
using YLErp.BLL;
using YLErp.DBModels.Consts;
using YLErp.Model;
using YLErp.Modules.DataProviderModule;
using YLErp.QdpModule;

namespace YLErp.Modules.TradeModule.ExoticOptionModule
{
    /// <summary>
    /// 障碍期权敲入敲出操作
    /// 迁移自:trade_barrier_optionBLL
    /// </summary>
    public class BarrierOptionKnockioService : TradeCashServiceEx
    {
        public BarrierOptionKnockioService(YLBaseService baseService) : base(baseService)
        {
        }

        public BarrierOptionKnockioService(OptUserInfo userInfo) : base(userInfo)
        {
        }

        /// <summary>
        /// 设置障碍期权敲入敲出 ,返回error
        /// </summary>
        public void SetKnockInOut(DateTime valueDate, IEodPriceProviderV2 priceProvider, DateTime? startDate = null,
            Action<OtcTrade, trade_barrier_option> afterKnowInOut = null, IEnumerable<int> clienIds = null)
        {
            if (priceProvider is null)
            {
                priceProvider = new EodPriceProvider(valueDate);
            }

            if (startDate == null)
            {
                startDate = valueDate.AddYears(-5);
            }
            var query = from td in DbContext.trade
                        join tb in DbContext.trade_barrier_option on td.id equals tb.TradeId
                        where td.TradeDate > startDate.Value && td.TradeDate <= valueDate
                          && string.IsNullOrEmpty(tb.KnockInOutStatus)
                          && td.TradeType == "障碍期权"
                          && ConsTrade.确认成交 == td.TradeStatus
                          && td.ValidState != ConsGlobal.InValid
                          && td.DividendDate < valueDate
                        select new
                        {
                            trade = td,
                            tradeBarrier = tb
                        };
            #region 增加客户筛选 tw
            if (clienIds != null)
            {
                query = query.Where(l => clienIds.Contains(l.trade.ClientId));
            }
            #endregion
            var trades = query.ToList();

            if (trades == null || !trades.Any())
            {
                return;
            }

            var tradeIds = trades.Select(x => x.trade.id).ToList();

            var manuallyTradeObservationPrices = DbContext.manually_trade_observation_price
                .Where(x => tradeIds.Contains(x.TradeId) && x.ValueDate == valueDate).ToDictionary(n => n.TradeId);

            foreach (var tr in trades)
            {
                if (tr.trade.ExerciseDate < valueDate)
                {
                    continue;//已到期交易不再观察;
                }
                double? closePrice, highPrice, lowPrice;

                if (manuallyTradeObservationPrices.TryGetValue(tr.trade.id, out var manuallyTradeObservationPrice))
                {
                    closePrice = manuallyTradeObservationPrice.Price;
                    highPrice = manuallyTradeObservationPrice.Price;
                    lowPrice = manuallyTradeObservationPrice.Price;
                }
                else if (!priceProvider.TryGetEodPrice(tr.trade.UnderlyingCode, out var eodprice))
                {
                    throw new Exception($"[{tr.trade.TradeType}:{tr.trade.TradeNumber},标的:{tr.trade.UnderlyingCode}]未找到结算价");
                }
                else
                {
                    closePrice = eodprice.ClosePrice;
                    highPrice = eodprice.HighPrice;
                    lowPrice = eodprice.LowPrice;
                }

                var tradeStatus = tr.trade.TradeStatus;
                var oldKnockInOutStatus = tr.tradeBarrier.KnockInOutStatus;

                CheckBarrierKnockInOutStatus(tr.trade, tr.tradeBarrier, valueDate, closePrice, highPrice, lowPrice);

                if (oldKnockInOutStatus != tr.tradeBarrier.KnockInOutStatus)
                {
                    var KnockInOutStatus = tr.tradeBarrier.KnockInOutStatus == ConsTrade.KnockState.KnockedIn ? "敲入" : "敲出";
                    AddTradeOperationHistoryAndSetParentTradeInfo(false, tr.trade, KnockInOutStatus, KnockInOutStatus);
                }

                //到期仍未敲入的情况
                if (tr.tradeBarrier.BarrierType.Contains("敲入")
                    && (string.IsNullOrWhiteSpace(tr.tradeBarrier.KnockInOutStatus) || ConsTrade.KnockState.IsMonitoring(tr.tradeBarrier.KnockInOutStatus))
                    && tr.trade.ExerciseDate <= valueDate)
                {
                    tr.trade.TradeStatus = ConsTrade.已到期;
                    tr.trade.UnWindDate = valueDate;
                    SaveBarrierRebateCash(tr.trade, tr.tradeBarrier, valueDate, closePrice, knockOutBarrierPrice: null);
                }

                if (tradeStatus != tr.trade.TradeStatus || oldKnockInOutStatus != tr.tradeBarrier.KnockInOutStatus)
                {
                    //删除E/Bod_Trade记录
                    RemoveEodTradeAndFutureInfo(false, tr.trade.id, valueDate);
                }

                if (afterKnowInOut != null && DbContext.Entry(tr.tradeBarrier).State == EntityState.Modified)
                {
                    afterKnowInOut(tr.trade, tr.tradeBarrier);
                }

                //更新，不能放到循环外，黑箱交易的子交易相互有依赖关系
                DbContext.SaveChanges();
            }
        }

        /// <summary>
        /// 
        /// </summary>
        public void CheckBarrierKnockInOutStatus(OtcTradeBase td, trade_barrier_option tradeBarrier
            , DateTime valuedate, double? closePrice, double? highPrice, double? lowPrice)
        {
            var BarrierPrice = td.IsMoneynessOptionData ? tradeBarrier.BarrierPrice * td.SpotPrice : tradeBarrier.BarrierPrice;
            var UpperBarrierPrice = td.IsMoneynessOptionData ? tradeBarrier.UpperBarrierPrice * td.SpotPrice : tradeBarrier.UpperBarrierPrice;

            switch (tradeBarrier.Discrete)
            {
                case "离散":
                    var observationDates = QdpHelper.GetObservationDatesFromString(tradeBarrier.ObservationDates);
                    //每日观察或者当前结算日是观察日的时候，才检查是否会敲入敲出
                    if (observationDates == null || observationDates.Contains(valuedate))
                    {
                        switch (tradeBarrier.BarrierType)
                        {
                            case "上升敲入":
                                if (closePrice >= BarrierPrice)
                                {
                                    tradeBarrier.KnockInOutStatus = ConsTrade.KnockState.KnockedIn;
                                    tradeBarrier.KnockInOutDate = valuedate;
                                    tradeBarrier.KnockInOutNotional = td.Notional;
                                }
                                break;
                            case "上升敲出":
                                if (closePrice >= BarrierPrice)
                                {
                                    tradeBarrier.KnockInOutStatus = ConsTrade.KnockState.KnockedOut;
                                    tradeBarrier.KnockInOutDate = valuedate;
                                    tradeBarrier.KnockInOutNotional = td.Notional;
                                    td.TradeStatus = ConsTrade.已平仓;
                                    td.UnWindDate = valuedate;
                                    SaveBarrierRebateCash(td, tradeBarrier, valuedate, closePrice, tradeBarrier.BarrierPrice);
                                }
                                break;
                            case "下降敲入":
                                if (closePrice <= BarrierPrice)
                                {
                                    tradeBarrier.KnockInOutStatus = ConsTrade.KnockState.KnockedIn;
                                    tradeBarrier.KnockInOutDate = valuedate;
                                    tradeBarrier.KnockInOutNotional = td.Notional;
                                }
                                break;
                            case "下降敲出":
                                if (closePrice <= BarrierPrice)
                                {
                                    tradeBarrier.KnockInOutStatus = ConsTrade.KnockState.KnockedOut;
                                    tradeBarrier.KnockInOutDate = valuedate;
                                    tradeBarrier.KnockInOutNotional = td.Notional;
                                    td.TradeStatus = ConsTrade.已平仓;
                                    td.UnWindDate = valuedate;
                                    SaveBarrierRebateCash(td, tradeBarrier, valuedate, closePrice, tradeBarrier.BarrierPrice);
                                }
                                break;
                            case "双障碍敲出":
                                if (closePrice >= UpperBarrierPrice || closePrice <= BarrierPrice)
                                {
                                    var barrierPrice = closePrice >= UpperBarrierPrice ?
                                        tradeBarrier.UpperBarrierPrice : tradeBarrier.BarrierPrice;
                                    tradeBarrier.KnockInOutStatus = ConsTrade.KnockState.KnockedOut;
                                    tradeBarrier.KnockInOutDate = valuedate;
                                    tradeBarrier.KnockInOutNotional = td.Notional;
                                    td.TradeStatus = ConsTrade.已平仓;
                                    td.UnWindDate = valuedate;
                                    var upDown = closePrice >= UpperBarrierPrice ? true : false;
                                    SaveBarrierRebateCash(td, tradeBarrier, valuedate, closePrice, barrierPrice, upDown);
                                }
                                break;
                            case "双障碍敲入":
                                if (closePrice >= UpperBarrierPrice || closePrice <= BarrierPrice)
                                {
                                    tradeBarrier.KnockInOutStatus = ConsTrade.KnockState.KnockedIn;
                                    tradeBarrier.KnockInOutDate = valuedate;
                                    tradeBarrier.KnockInOutNotional = td.Notional;
                                }
                                break;
                        }
                    }
                    break;
                case "连续":
                    switch (tradeBarrier.BarrierType)
                    {
                        case "上升敲入":
                            if (highPrice >= BarrierPrice)
                            {
                                tradeBarrier.KnockInOutStatus = ConsTrade.KnockState.KnockedIn;
                                tradeBarrier.KnockInOutDate = valuedate;//UpdateDate
                                tradeBarrier.KnockInOutNotional = td.Notional;
                            }
                            break;
                        case "上升敲出":
                            if (highPrice >= BarrierPrice)
                            {
                                tradeBarrier.KnockInOutStatus = ConsTrade.KnockState.KnockedOut;
                                tradeBarrier.KnockInOutDate = valuedate;
                                tradeBarrier.KnockInOutNotional = td.Notional;
                                td.TradeStatus = ConsTrade.已平仓;
                                td.UnWindDate = valuedate;
                                SaveBarrierRebateCash(td, tradeBarrier, valuedate, highPrice, tradeBarrier.BarrierPrice);
                            }
                            break;
                        case "下降敲入":
                            if (lowPrice <= BarrierPrice)
                            {
                                tradeBarrier.KnockInOutStatus = ConsTrade.KnockState.KnockedIn;
                                tradeBarrier.KnockInOutDate = valuedate;
                                tradeBarrier.KnockInOutNotional = td.Notional;
                            }
                            break;
                        case "下降敲出":
                            if (lowPrice <= BarrierPrice)
                            {
                                tradeBarrier.KnockInOutStatus = ConsTrade.KnockState.KnockedOut;
                                tradeBarrier.KnockInOutDate = valuedate;
                                tradeBarrier.KnockInOutNotional = td.Notional;
                                td.TradeStatus = ConsTrade.已平仓;
                                td.UnWindDate = valuedate;
                                SaveBarrierRebateCash(td, tradeBarrier, valuedate, lowPrice, tradeBarrier.BarrierPrice);
                            }
                            break;
                        case "双障碍敲出":
                            if (highPrice >= UpperBarrierPrice || lowPrice <= BarrierPrice)
                            {
                                var price = highPrice >= UpperBarrierPrice ? highPrice : lowPrice;
                                var barrierPrice = highPrice >= UpperBarrierPrice ?
                                      tradeBarrier.UpperBarrierPrice : tradeBarrier.BarrierPrice;

                                tradeBarrier.KnockInOutStatus = ConsTrade.KnockState.KnockedOut;
                                tradeBarrier.KnockInOutDate = valuedate;
                                tradeBarrier.KnockInOutNotional = td.Notional;
                                td.TradeStatus = ConsTrade.已平仓;
                                td.UnWindDate = valuedate;
                                var upDown = highPrice >= UpperBarrierPrice ? true : false;
                                SaveBarrierRebateCash(td, tradeBarrier, valuedate, price, barrierPrice, upDown);
                            }
                            break;
                        case "双障碍敲入":
                            if (highPrice >= UpperBarrierPrice || lowPrice <= BarrierPrice)
                            {
                                tradeBarrier.KnockInOutStatus = ConsTrade.KnockState.KnockedIn;
                                tradeBarrier.KnockInOutDate = valuedate;
                                tradeBarrier.KnockInOutNotional = td.Notional;
                            }
                            break;
                    }
                    break;
            }
        }

        /// <summary>
        /// 障碍期权到期时仍未敲入,或者已经敲出，应获得rebate，保存相应的资金信息
        /// </summary>
        public void SaveBarrierRebateCash(OtcTradeBase td, trade_barrier_option tradeBarrier, DateTime settleDate, double? closePrice, double? knockOutBarrierPrice, bool upDown = false)
        {
            var tc = SetTradeCash(td, tradeBarrier, settleDate, closePrice, knockOutBarrierPrice, upDown);

            SaveTradeCashDetail(tc);
            //增加出入金记录 
            new ClientCashinCashoutBLL(this).CloseTrade_ClientCashInCashOutSave(td, tc, tc.ValueDate);
        }

        /// <summary>
        /// 生成TradeCash
        /// </summary>
        /// <param name="td">交易</param>
        /// <param name="tradeBarrier">子对象</param>
        /// <param name="settleDate">敲出/了结日期</param>
        /// <param name="closePrice">收盘价</param>
        /// <param name="knockOutBarrierPrice">障碍价</param>
        /// <param name="saveChanges">是否保存</param>
        /// <returns></returns>
        public trade_cash SetTradeCash(OtcTradeBase td, trade_barrier_option tradeBarrier, DateTime settleDate, double? closePrice, double? knockOutBarrierPrice, bool upDown = false, bool saveChanges = true)
        {
            var spotPrice = td.SpotPrice ?? 0;

            double rebate, rebateRate;
            if (upDown)
            {
                if (td.IsUsePremiumRate == true)
                {
                    rebateRate = tradeBarrier.RebateHighRate ?? 0;
                    rebate = rebateRate * spotPrice;
                }
                else
                {
                    rebate = tradeBarrier.RebateHigh ?? 0;
                    rebateRate = spotPrice > 0 ? rebate / spotPrice : 0;
                }
            }
            else
            {
                if (td.IsUsePremiumRate == true)
                {
                    rebateRate = tradeBarrier.RebateRate ?? 0;
                    rebate = rebateRate * spotPrice;
                }
                else
                {
                    rebate = tradeBarrier.Rebate ?? 0;
                    rebateRate = spotPrice > 0 ? rebate / spotPrice : 0;
                }
            }

            if (tradeBarrier.RebateAnnualizedAtKO)
            {
                var rebateDayCountImpl = string.IsNullOrWhiteSpace(tradeBarrier.RebateDayCount) ? new Act365() : tradeBarrier.RebateDayCount.ToDayCountImpl();
                var fraction = rebateDayCountImpl.CalcDayCountFraction(new Date(td.StartDate.Value), new Date(settleDate));
                rebate *= fraction;
                rebate += Math.Abs((td.TradeSinglePrice - td.TradeSinglePrice * fraction) ?? 0);
            }

            var req = new TradeCashReq
            {
                UnwindNotional = td.Notional,
                UnwindPrice = rebate,
                UnwindPricePercentRate = rebateRate,
                FinalPrice = closePrice,
                UnwindPercentRate = td.OriginalNotional > 0 ? td.Notional / td.OriginalNotional.Value : 0,
                Notional = td.Notional,
                TradeAmount = td.TradeAmount,
                ValueDate = settleDate,
                HappenedDate = settleDate,//记录流水记录的结算日
                BarrierPrice = knockOutBarrierPrice
            };

            req.UnwindFee = req.UnwindNotional * (req.UnwindPrice ?? 0) + ((req.UnwindNotional / td.OriginalNotional * td.OriginalPrincipalSum) ?? 0);

            if (valuedateBLL.SystemDate.UnwindAmountAngle == 1)
            {
                req.UnwindFee = req.UnwindFee * (td.BuySell == "卖出" ? -1 : 1);
            }
            if (valuedateBLL.SystemDate.UnwindSinglePriceAngle == 1)
            {
                req.UnwindPrice = req.UnwindPrice * (td.BuySell == "卖出" ? -1 : 1);
            }
            var tc = CloseTrade_TradeCashSave(td, req, isFromRecheckOrKO: true, isLastAction: true, saveChanges: saveChanges);

            if (tradeBarrier.RebateType == "AtEnd")
            {
                tc.ValueDate = td.ExerciseDate.Value;
                tc.HappenedDate = settleDate;
            }

            if (td.IsGroup == 2 && td.ParentTradeId > 0)
            {
                var groupAction = DbContext.trade_cash_group_action.FirstOrDefault(x => x.TradeId == td.id && x.Status != "已完成");
                if (groupAction != null)
                {
                    groupAction.Status = "已完成";
                    tc.ParentTradeCashId = groupAction.ParentTradeCashId;
                    tc.ParentTradeId = groupAction.ParentTradeId;
                }
                else
                {
                    tc.ParentTradeId = td.ParentTradeId;
                    tc.ParentTradeCashId = SaveGroupUnwindCash(td, tc.ValueDate, tc.Amount, closePrice ?? 0, out var continueTradeCashHandle).id;
                }
            }

            tc.ValidState = "Valid";

            //敲出价格为null，代表该交易为敲入类型的交易，但未敲入，到期后需要返还补偿金额的一条tradecash记录，归为到期行为
            if (knockOutBarrierPrice == null)
            {
                tc.ExerciseWay = TradeCashExerciseWayEnum.到期行权;
            }
            else
            {
                tc.ExerciseWay = TradeCashExerciseWayEnum.提前终止行权;
            }

            return tc;
        }
    }
}