using YLErp.BLL;
using YLErp.Modules.TradeModule.AccumulatorOptionModule;
using YLErp.Modules.TradeModule.ExoticOptionModule;
using YLErp.QdpModule;

namespace YLErp.Modules.TradeModule.ObservationModule
{
    /// <summary>
    /// 期权交易观察操作
    /// </summary>
    public partial class OptionObservationService : TradeServiceBase
    {
        public OptionObservationService(YLBaseService baseService) : base(baseService)
        {

        }

        public OptionObservationService(OptUserInfo userInfo) : base(userInfo)
        {

        }

        /// <summary>
        /// 检查观察状态(from tradeController.GetIsObservationDay)
        /// </summary>
        public CheckObservationResult CheckObservation(CheckObservationRequest req)
        {
            var td = DbContext.trade.AsNoTracking().FirstOrDefault(n => n.id == req.tradeId);

            if (td == null)
            {
                throw new ServiceException("找不到交易信息");
            }

            return CheckObservation(td, req.valueDate, req.price);
        }

        /// <summary>
        /// 检查观察状态(from tradeController.GetIsObservationDay)
        /// </summary>
        public CheckObservationResult CheckObservation(trade td, DateTime valueDate, double price)
        {
            if (td is null)
            {
                throw new ArgumentNullException(nameof(td));
            }

            tradeBLL.SetFieldsByTradeType(td);

            CheckObservationResult result;

            switch (td.TradeType)
            {
                case "障碍期权":
                    result = CheckBarrieKioStatus(td, valueDate, price);
                    break;
                case "双鲨期权":
                    result = CheckDbSharkKioStatus(td, valueDate, price);
                    break;
                case "区间累积期权":
                    result = CheckRangeAccKioStatus(td, valueDate, price);
                    break;
                case "凤凰期权":
                    result = CheckAutoCallKioStatus(td, valueDate, price);
                    break;
                case "雪球期权":
                    result = CheckSnowballKioStatus(td, valueDate, price);
                    break;
                case "气囊结构":
                    result = CheckAirbagKioStatus(td, valueDate, price);
                    break;
                case "累计期权":
                    result = CheckAccumulatorObservation(td, valueDate, price);
                    break;
                default:
                    throw new ServiceException("不支持此交易类型:" + td.TradeType);
            }

            return result;
        }

        private static (bool blKI, bool blKO) IsObservationDay(OtcTrade td, DateTime valueDate, string observationDateStr, string koObservationDateStr)
        {
            if (valueDate < td.TradeDate.Value || valueDate > td.ExerciseDate.Value)
            {
                return (false, false);
            }

            var observationDates = QdpHelper.GetObservationDatesFromString(observationDateStr);
            var observationDatesKO = QdpHelper.GetObservationDatesFromString(koObservationDateStr);

            var blKI = observationDates == null ? valueDate > td.StartDate.Value : observationDates.Contains(valueDate);
            if (ConsGlobal.TradeType.RangeAcc.Equals(td.TradeType))
            {
                blKI = observationDates == null ? valueDate >= td.StartDate.Value : observationDates.Contains(valueDate);
            }
            var blKO = observationDatesKO == null || observationDatesKO.Contains(valueDate);

            return (blKI, blKO);
        }
        /// <summary>
        /// 与IsObservationDay区别 增加票息日期处理
        /// </summary>
        private static (bool blKI, bool blKO, bool blKOCoupon) IsObservationDayV2(OtcTrade td, DateTime valueDate, string observationDateStr, string koObservationDateStr, string CouponBarrierStr)
        {
            if (valueDate < td.TradeDate.Value || valueDate > td.ExerciseDate.Value)
            {
                return (false, false, false);
            }

            var observationDates = QdpHelper.GetObservationDatesFromString(observationDateStr);
            var observationDatesKO = QdpHelper.GetObservationDatesFromString(koObservationDateStr);
            var CouponBarrierKO = QdpHelper.GetObservationDatesFromString(CouponBarrierStr);

            var blKI = observationDates == null ? valueDate > td.StartDate.Value : observationDates.Contains(valueDate);
            var blKO = observationDatesKO == null || observationDatesKO.Contains(valueDate);
            var blKOCoupon = CouponBarrierKO == null || CouponBarrierKO.Contains(valueDate);

            return (blKI, blKO, blKOCoupon);
        }

        //障碍期权
        private CheckObservationResult CheckBarrieKioStatus(trade td, DateTime valueDate, double price)
        {
            var result = new CheckObservationResult { UnderlyingCode = td.UnderlyingCode };

            var tdEx = td.trade_barrier_option;

            result.IsObservationDay = IsObservationDay(td, valueDate, tdEx.ObservationDates, null).blKI;

            if (result.IsObservationDay)
            {
                result.KnockInOutStatusObservation = "观察中";

                var barrier = td.IsMoneynessOptionData ? tdEx.BarrierPrice * td.SpotPrice : tdEx.BarrierPrice;
                var upperBarrier = new Lazy<double?>(() => td.IsMoneynessOptionData ? tdEx.UpperBarrierPrice * td.SpotPrice : tdEx.UpperBarrierPrice);

                if (tdEx.BarrierType == "上升敲出")
                {
                    if (price >= barrier)
                    {
                        result.KnockInOutStatusObservation = "敲出";
                    }
                }
                else if (tdEx.BarrierType == "上升敲入")
                {
                    if (price >= barrier)
                    {
                        result.KnockInOutStatusObservation = "敲入";
                    }
                }
                else if (tdEx.BarrierType == "下降敲出")
                {
                    if (price <= barrier)
                    {
                        result.KnockInOutStatusObservation = "敲出";
                    }
                }
                else if (tdEx.BarrierType == "下降敲入")
                {
                    if (price <= barrier)
                    {
                        result.KnockInOutStatusObservation = "敲入";
                    }
                }
                else if (tdEx.BarrierType == "双障碍敲出")
                {
                    if (price <= barrier || price >= upperBarrier.Value)
                    {
                        result.KnockInOutStatusObservation = "敲出";
                    }
                }
                else if (tdEx.BarrierType == "双障碍敲入")
                {
                    if (price <= barrier || price >= upperBarrier.Value)
                    {
                        result.KnockInOutStatusObservation = "敲入";
                    }
                }
            }

            return result;
        }

        //双鲨期权
        private CheckObservationResult CheckDbSharkKioStatus(trade td, DateTime valueDate, double price)
        {
            var result = new CheckObservationResult { UnderlyingCode = td.UnderlyingCode };

            var tdEx = td.trade_double_sharkfin_option;

            result.IsObservationDay = IsObservationDay(td, valueDate, tdEx.ObservationDates, null).blKI;

            if (result.IsObservationDay)
            {
                result.KnockInOutStatusObservation = "观察中";

                var barrierLow = td.IsMoneynessOptionData ? tdEx.BarrierLow * td.SpotPrice : tdEx.BarrierLow;
                var barrierHigh = new Lazy<double?>(() => td.IsMoneynessOptionData ? tdEx.BarrierHigh * td.SpotPrice : tdEx.BarrierHigh);
                if (price <= barrierLow || price >= barrierHigh.Value)
                {
                    result.KnockInOutStatusObservation = "敲出";
                }
            }

            return result;
        }

        //凤凰期权
        private CheckObservationResult CheckAutoCallKioStatus(trade td, DateTime valueDate, double price)
        {
            var result = new CheckObservationResult { UnderlyingCode = td.UnderlyingCode };

            var tdEx = td.trade_autocall;
            var ko = TradeObservationHelper.GetAutocallKOObservationAndCoupon(tdEx.KOObservationDates, tdEx.CouponBarrier);
            var (blKI, blKO, blKOCoupon) = IsObservationDayV2(td, valueDate, tdEx.ObservationDates, ko.Item2, ko.Item1);

            result.IsObservationDay = blKI || blKO || blKOCoupon;

            //若所有条件都未满足的默认值处理
            if (tdEx.KnockInOutStatusCn == "已敲入")
            {
                result.KnockInOutStatusObservation = "敲入";
            }
            else if (result.IsObservationDay)
            {
                result.KnockInOutStatusObservation = "观察中";
            }

            //当前周期是否计息
            result.CheckData["autocall_NeedCoupon"] = "否";

            if (result.IsObservationDay)
            {
                var isCall = ConsGlobal.CallPut.IsCall(td.CallPut);


                result.KOBarrier = TradeObservationHelper.GetPriceByDateV2(ko.Item2, valueDate) ?? tdEx.KOBarrier;

                if (td.IsMoneynessOptionData)
                {
                    result.KOBarrier *= td.SpotPrice ?? 0;
                }

                if (blKO && (isCall ? price >= result.KOBarrier.Value : price <= result.KOBarrier.Value))
                {
                    result.KnockInOutStatusObservation = "敲出";
                }
                else if (blKI)
                {
                    var kiBarrier = td.IsMoneynessOptionData ? tdEx.KIBarrier * td.SpotPrice : tdEx.KIBarrier;
                    if (isCall ? price <= kiBarrier : price >= kiBarrier)
                    {
                        result.KnockInOutStatusObservation = "敲入";
                    }
                }

                if (blKOCoupon)
                {
                    //满足敲入到期不支付票息的情况时，当前周期是否计息应该为否
                    if (!tdEx.IncludeCouponAfterKI && result.KnockInOutStatusObservation == "敲入")
                    {
                        result.CheckData["autocall_NeedCoupon"] = "否";
                    }
                    else if (isCall ? price >= (td.IsMoneynessOptionData ? tdEx.CouponBarrier * td.SpotPrice : tdEx.CouponBarrier) : price <= (td.IsMoneynessOptionData ? tdEx.CouponBarrier * td.SpotPrice : tdEx.CouponBarrier))
                    {
                        result.CheckData["autocall_NeedCoupon"] = "是";
                    }
                }
            }
            else
            {
                result.KOBarrier = tdEx.KOBarrier;

                if (td.IsMoneynessOptionData)
                {
                    result.KOBarrier *= td.SpotPrice ?? 0;
                }
            }

            //结算金额
            var defaultAmount = new TradeAutocallBLL(this).GetDefaultAmount(td, tdEx, valueDate, price);
            result.CheckData["结算金额"] = defaultAmount.OtcFormatMoney();

            return result;
        }

        //气囊结构
        private CheckObservationResult CheckAirbagKioStatus(trade td, DateTime valueDate, double price)
        {
            var result = new CheckObservationResult
            {
                UnderlyingCode = td.UnderlyingCode,
                IsObservationDay = true
            };

            result.KnockInOutStatusObservation = "观察中";

            //若所有条件都未满足的默认值处理
            if (td.trade_airbag.KnockInOutStatusCn == "已敲入")
            {
                result.KnockInOutStatusObservation = "敲入";
            }
            else if (price <= (td.IsMoneynessOptionData ? td.trade_airbag.Barrier * td.SpotPrice : td.trade_airbag.Barrier))
            {
                result.KnockInOutStatusObservation = "敲入";
            }

            return result;
        }

        //区间累计
        private CheckObservationResult CheckRangeAccKioStatus(trade td, DateTime valueDate, double price)
        {
            var result = new CheckObservationResult { UnderlyingCode = td.UnderlyingCode };

            var tdEx = td.trade_rangeaccrual;

            result.IsObservationDay = IsObservationDay(td, valueDate, tdEx.ObservationDates, null).blKI;

            if (result.IsObservationDay)
            {
                var rangeCoupon = new TradeRangeAccrualService(this).GetRangeCoupon(td, td.trade_rangeaccrual, valueDate, price);

                //观察后区间收益
                result.CheckData["rangeacc_BonusObservation"] = rangeCoupon.OtcFormatMoney();
            }

            return result;
        }

        //累计期权
        private CheckObservationResult CheckAccumulatorObservation(trade td, DateTime valueDate, double price)
        {
            new OptionTradeActionRestoreService(this).RestoreTradeDataToSpecialDay(td, valueDate);

            var tdEx = td.trade_accumulator_option;

            var checkResult = TradeAccumulatorService.CheckAccumulatorPayoff(td, tdEx, valueDate, price, tdEx.AccumuTradeAmount * (td.CountRatio ?? 1));

            var result = new CheckObservationResult
            {
                UnderlyingCode = td.UnderlyingCode,
                IsObservationDay = checkResult != null
            };

            if (result.IsObservationDay)
            {
                result.KnockInOutStatusObservation = "观察中";

                result.KOBarrier = checkResult.Barrier;

                if (valueDate == td.ExerciseDate.Value.Date && tdEx.SettlementMode == "现金期末"
                    && (checkResult.SettlementMode != "敲出" || !tdEx.EarlyTerminate))
                {
                    checkResult.PaymentNotional = checkResult.PaymentAmount += DbContext.autocall_observation.Where(n => n.TradeId == td.id && n.SettlementMode == "现金期末")
                         .Select(n => n.PaymentAmount).AsEnumerable().DefaultIfEmpty(0).Sum();

                    checkResult.PaymentAmount *= ConsGlobal.CallPut.IsCall(td.OptionType) ? price - checkResult.Strike : checkResult.Strike - price;

                    checkResult.SettlementMode = "现金当日";

                    if (td.BuySell != "买入")
                    {
                        checkResult.PaymentAmount = -checkResult.PaymentAmount;
                    }
                }

                result.CheckData["累计结算数量"] = "0.00";
                result.CheckData["累计结算金额"] = "0.00";

                if (checkResult.SettlementMode == "票息" || checkResult.SettlementMode == "现金当日" || checkResult.SettlementMode == "现金当日&转远期")
                {
                    result.CheckData["累计结算金额"] = checkResult.PaymentAmount.OtcFormatMoney();
                    result.CheckData["累计结算数量"] = (checkResult.PaymentNotional / checkResult.CountRatio).OtcFormatFlex(2);
                }
                else
                {
                    result.CheckData["累计结算数量"] = (checkResult.PaymentNotional / checkResult.CountRatio).OtcFormatFlex(2);
                    if (checkResult.SettlementMode == "敲出")
                    {
                        result.CheckData["累计结算金额"] = checkResult.PaymentAmount.OtcFormatMoney();
                    }
                }

                result.KnockInOutStatusObservation = checkResult.SettlementMode;
            }
            else
            {
                result.KOBarrier = tdEx.KOBarrier;

                if (td.IsMoneynessOptionData)
                {
                    result.KOBarrier *= td.SpotPrice ?? 0;
                }
            }

            return result;
        }

        /// <summary>
        /// 结算金额
        /// </summary>
        /// <param name="req"></param>
        /// <returns></returns>
        /// <exception cref="ServiceException"></exception>
        public double GetTradeObservationCoupon(CheckObservationRequest req)
        {
            if (req.price < 0)
            {
                throw new ServiceException("观察标的价格不合法!");
            }

            var defaultAmount = 0d;
            var td = DbContext.trade.Find(req.tradeId);

            switch (td.TradeType)
            {
                case "凤凰期权":
                    var trade_autocall = DbContext.trade_autocall.FirstOrDefault(x => x.TradeId == req.tradeId);
                    defaultAmount = new TradeAutocallBLL(this).GetDefaultAmount(td, trade_autocall, req.valueDate, req.price);
                    break;
                case "雪球期权":
                    var trade_snowball = DbContext.trade_snowball.FirstOrDefault(x => x.TradeId == req.tradeId);
                    defaultAmount = new TradeSnowballBLL(this).GetDefaultAmount(td, trade_snowball, req.valueDate, req.price);
                    break;
                default:
                    throw new ServiceException("不支持的交易类型:" + td.TradeType);
            }

            return defaultAmount;
        }

        /// <summary>
        /// 保存自定义观察日
        /// </summary>
        public void SaveManuallyTradeObservationPrice(SaveManuallyTradeObservationRequest req)
        {
            //if (req.price < 0)
            //{
            //    throw new ServiceException("观察标的价格不合法!");
            //}

            trade td = null;

            if (req.tradeId > 0)
            {
                td = DbContext.trade.Find(req.tradeId);
            }
            else
            {
                td = DbContext.trade.FirstOrDefault(n => n.TradeNumber == req.tradeNumber);
                req.tradeId = td.id;
            }

            if (td == null)
            {
                throw new ServiceException("交易信息不存在:" + (req.tradeId > 0 ? req.tradeId.ToString() : req.tradeNumber));
            }

            new TradeExtendService(this).SetTradeExtend(new[] { td }, tracking: true);

            var tradeStatus = td.TradeStatus;

            switch (td.TradeType)
            {
                case "障碍期权":
                    if (!string.IsNullOrEmpty(td.trade_barrier_option.KnockInOutStatus))
                    {
                        throw new ServiceException("请确认该交易的敲入敲出状态");
                    }
                    if (td.TradeStatus != ConsTrade.确认成交)
                    {
                        throw new ServiceException("该交易非确认成交状态，无法设置");
                    }
                    new BarrierOptionKnockioService(this).CheckBarrierKnockInOutStatus(td, td.trade_barrier_option, req.valueDate, req.price, req.price, req.price);
                    break;
                case "双鲨期权":
                    if (!string.IsNullOrEmpty(td.trade_double_sharkfin_option.KnockInOutStatus))
                    {
                        throw new ServiceException("请确认该交易的敲入敲出状态");
                    }
                    if (td.TradeStatus != ConsTrade.确认成交)
                    {
                        throw new ServiceException("该交易非确认成交状态，无法设置");
                    }
                    new DoubleSharkOptionKnockoutService(this).CheckDoubleSharkFinKnockOutStatus(td, td.trade_double_sharkfin_option, req.valueDate, req.price, req.price);
                    break;
                case "区间累积期权":
                    new TradeRangeAccrualService(this).CheckRangeAccrualBonus(td, td.trade_rangeaccrual, req.valueDate, req.price);
                    break;
                case "凤凰期权":
                    new TradeAutocallBLL(this).CheckAutocallKnockInOutStatus(td, td.trade_autocall, req.valueDate, req.price, req.SettlementAmount);
                    break;
                case "雪球期权":
                    new TradeSnowballBLL(this).CheckSnowballKnockInOutStatus(td, td.trade_snowball, req.valueDate, req.price, req.SettlementAmount);
                    break;
                case "气囊结构":
                    new TradeAirbagService(this).CheckAirbagKnockInStatus(td, td.trade_airbag, req.valueDate, req.price);
                    break;
                case "累计期权":
                    new TradeAccumulatorService(this).CheckAccumulatorKnockInStatus(td, td.trade_accumulator_option, req.valueDate, req.price);
                    break;
                default:
                    throw new ServiceException("期权类型不支持:" + td.TradeType);
            }

            var records = DbContext.manually_trade_observation_price.Where(x => x.TradeId == req.tradeId && x.ValueDate == req.valueDate);

            DbContext.manually_trade_observation_price.RemoveRange(records);

            var r = new manually_trade_observation_price
            {
                SettlementAmount = req.SettlementAmount,
                Price = req.price,
                TradeId = req.tradeId,
                ValueDate = req.valueDate,
                OptDate = DateTime.Now,
                OptId = UserId,
                OptName = UserName
            };

            DbContext.manually_trade_observation_price.Add(r);

            AddTradeOperationHistoryAndSetParentTradeInfo(false, td, "设置观察价格");

            if (tradeStatus != td.TradeStatus)
            {
                //删除E/Bod_Trade记录
                RemoveEodTradeAndFutureInfo(false, td.id, req.valueDate);
            }

            DbContext.SaveChanges();
        }
    }
}