using BaseOUDAL;
using System.Linq.Expressions;
using YLErp.QdpModule;

namespace YLErp.Modules.TradeModule.QueryModule
{
    public class TradeCreditRiskQueryService : YLBaseService
    {
        public TradeCreditRiskQueryService(OptUserInfo userInfo) : base(userInfo)
        {
        }

        public TradeCreditRiskQueryService(YLBaseService baseService) : base(baseService)
        {
        }

        /// <summary>
        /// 查询客户交易明细
        /// </summary>
        public SearchListResult<TradeCreditRisk> SearchTradeCreditRisk(TradeCreditRiskReq req)
        {
            BuildTradePredicate(req, out var tradPredicate);

            DateTime tradingday = QdpCalendarHelper.GetNonHolidayDefore(req.EndDate.Value);
            DateTime lastdate = req.EndDate.Value.AddDays(1 - req.EndDate.Value.Day).AddMonths(1).AddDays(-1);
            DateTime lastdatetrading = QdpCalendarHelper.GetNonHolidayDefore(lastdate);

            if (tradingday != lastdatetrading)
            {
                lastdatetrading = QdpCalendarHelper.GetNonHolidayDefore(lastdate.AddDays(1 - lastdate.Day).AddDays(-1));
            }

            var query = from td in DbContext.trade.Where(tradPredicate)
                        join et in DbContext.eod_trade.Where(O => O.ValueDate == req.EndDate.Value) on td.id equals et.TradeId into tempEt
                        from et in tempEt.DefaultIfEmpty()
                        join etp in DbContext.eod_trade_position.Where(O => O.ValueDate == lastdate) on td.id equals etp.TradeId into tempEtp
                        from etp in tempEtp.DefaultIfEmpty()
                        where et != null
                        select new TradeCreditRisk
                        {
                            id = td.id,
                            TradeNumber = td.TradeNumber,
                            tradecode = "",
                            ClientId = td.ClientId,
                            BuySell = td.BuySell,
                            OptionType = td.OptionType,
                            StructureType = td.StructureType,
                            TradeType = td.TradeType,
                            TradeDate = td.TradeDate,
                            ExerciseDate = td.ExerciseDate,
                            SettlementDate = td.SettlementDate,
                            PremiumPayDate = td.PremiumPayDate,
                            Strike = td.Strike,
                            UnderlyingCode = td.UnderlyingCode,
                            BasisUnderlyingCode = td.BasisUnderlyingCode,
                            StockEqvNotional = td.StockEqvNotional,
                            StockEqvNotionalMax = td.StockEqvNotionalMax,
                            OriginalStockEqvNotional = td.OriginalStockEqvNotional,
                            TradePrice = td.TradePrice,
                            InitialMargin = td.TradePrice,
                            Notional = td.Notional,
                            tradevalue = etp == null ? 0 : etp.Pv,
                            et = et,
                        };

            if (string.IsNullOrWhiteSpace(req.sidx))
            {
                req.sidx = "id";
                req.sord = "desc";
            }

            var list = query.ToSearchList(req);

            var clients = DataCacheProvider.GetClientDataSource().AsQueryable();
            var underly = DataCacheProvider.GetUnderlyingDataSource().AsQueryable();
            var varietys = DataCacheProvider.GetVarietyDataSource().AsQueryable();
            var markets = DataCacheProvider.GetMarketDataSource().AsQueryable();

            foreach (var item in list.rows)
            {
                if (item.et != null)
                {
                    item.Strike = item.et.trade.Strike;
                    item.UnderlyingCode = item.et.trade.UnderlyingCode;
                    item.BasisUnderlyingCode = item.et.trade.BasisUnderlyingCode;
                    item.StockEqvNotional = item.et.trade.StockEqvNotional;
                    item.StockEqvNotionalMax = item.et.trade.StockEqvNotionalMax;
                    item.OriginalStockEqvNotional = item.et.trade.OriginalStockEqvNotional;
                    item.TradePrice = item.et.trade.TradePrice;
                    item.InitialMargin = item.et.trade.InitialMargin;
                    item.Notional = item.et.trade.Notional;
                }

                var client = clients.FirstOrDefault(x => x.id == item.ClientId);

                item.ClientName = client.Name;
                item.ClientNumber = client.Number;
                item.MainProtocolCode = client.MainProtocolCode;
                item.LicenseType = client.LicenseType;
                item.LicenseCode = client.LicenseCode;

                item.buysell_show = item.BuySell == "买入" ? "B" : "S";
                item.CallorPut = item.OptionType == "看涨" ? "Call" : "Put";
                item.multishort = item.OptionType == "看涨" ? "多头" : "空头";
                item.tradetype_show = item.StructureType ?? item.TradeType;

                var un = underly.FirstOrDefault(x => x.UnderlyingCode == item.UnderlyingCode);
                var va = un == null ? null : varietys.FirstOrDefault(x => x.id == un.UnderlyingTypeId);
                var ma = un == null ? null : markets.FirstOrDefault(x => x.ExchangeNo == un.MarketCode);

                item.UnderlyingAssetName = un?.UnderlyingName;
                item.QuoteCurrency = va?.QuoteCurrency ?? "CNY";
                item.UnderlyingAssetName = un?.UnderlyingName;
                item.MarketName = ma?.MarketName;

                if (item.et != null)
                {
                    var eodpostion = DbContext.eod_trade_position.FirstOrDefault(O => O.ValueDate == req.EndDate && O.TradeId == item.et.TradeId);
                    item.pv = eodpostion?.Pv;
                    item.valuedate = eodpostion?.ValueDate;
                }

                if (item.TradeType == "远期")
                {
                    var lasteodpostion = DbContext.eod_trade_position.FirstOrDefault(O => O.ValueDate == lastdatetrading && O.TradeId == item.et.TradeId);
                    item.tradevalue = lasteodpostion?.Pv;
                    item.producttype = string.IsNullOrWhiteSpace(item.BasisUnderlyingCode) ? "商品远期" : "商品互换";
                }
                else if (item.TradeType == "收益互换")
                {
                    var swap = DbContext.trade_swap.FirstOrDefault(O => O.TradeId == item.id && O.TradeId == item.et.TradeId);
                    item.payfloattype = swap.IsPayFloatingProfit == true ? "2:支付浮动" : "1:支付固定";
                    item.producttype = "收益互换";
                    if (swap.IsPayFloatingProfit)
                    {
                        var customizedResults = QdpHelper.ParseAutocallCustomizedInfo(swap.GetSwapTimeAndRate);
                        if (customizedResults.Item1 == null)
                        {
                            item.SwapTime = null;
                        }
                        else
                        {
                            item.SwapTime = customizedResults.Item1[0];
                        }
                        item.Strike = swap.PaySpotPrice + (swap.PayLongShort == "多头" ? 1 : -1) * ((swap.GetSingleFee ?? 0) / un.ContractSize + (swap.PaySpotPrice * swap.GetUnAnnualRate ?? 0));
                    }
                    else
                    {
                        var customizedResults = QdpHelper.ParseAutocallCustomizedInfo(swap.PaySwapTimeAndRate);
                        if (customizedResults.Item1 == null)
                        {
                            item.SwapTime = null;
                        }
                        else
                        {
                            item.SwapTime = customizedResults.Item1[0];
                        }
                        item.Strike = swap.GetSpotPrice + (swap.GetLongShort == "多头" ? 1 : -1) * ((swap.PaySingleFee ?? 0) / un.ContractSize + (swap.GetSpotPrice * swap.PayUnAnnualRate ?? 0));
                    }
                }
                else
                {
                    item.producttype = un == null ? "商品期货" : un.IsCommoditySpot() ? "商品现货" : "商品期货";
                    if(item.et != null && item.et.trade.IsGroup ==1)
                    {
                        if (double.TryParse(item.et.trade.Propertys?.Where(x => x.name == "行权价格").FirstOrDefault()?.value ?? "", out double strike))
                        {
                            item.Strike = strike;
                        }
                        if (DateTime.TryParse(item.et.trade.Propertys?.Where(x => x.name == "期权费支付日").FirstOrDefault()?.value ?? "", out DateTime premiumPayDate))
                        {
                            item.PremiumPayDate = premiumPayDate;
                        }
                        else
                        {
                            item.PremiumPayDate = item.TradeDate;
                        }
                        var callorPut = item.et.trade.Propertys?.Where(x => x.name == "期权方向").FirstOrDefault()?.value ?? "";
                        item.CallorPut  = callorPut == "看涨" ? "Call" : "Put";
                        item.multishort = callorPut == "看涨" ? "多头" : "空头";

                        var subid = DbContext.trade.Where(x => x.ParentTradeId == item.et.TradeId && x.ValidState != "InValid" && x.IsGroup == 2).Select(x => x.id).ToArray();
                        var subpv = DbContext.eod_trade_position.Where(O => O.ValueDate == req.EndDate && subid.Contains(O.TradeId)).Sum(x => x.Pv);
                        item.pv = subpv;
                        item.valuedate = req.EndDate;
                    }
                }
            }

            return list;
        }

        private void BuildTradePredicate(TradeCreditRiskReq req,
    out Expression<Func<trade, bool>> tradPredicate)
        {

            //交易明细页面：组合互换 提前终止和到期都按照子交易展示
            if (req.CreditRiskType == "期权")
            {
                tradPredicate = PredicateBuilder.True<trade>().And(x => x.TradeType != "远期" && x.TradeType != "收益互换");
            }
            //交易明细页面：组合互换 成交按照主交易可展开形式展示
            else if (req.CreditRiskType == "远期")
            {
                tradPredicate = PredicateBuilder.True<trade>().And(x => x.TradeType == "远期");
            }
            //交易明细导出：组合互换都按照子交易展示
            else if (req.CreditRiskType == "互换")
            {
                tradPredicate = PredicateBuilder.True<trade>().And(x => x.TradeType == "收益互换");
            }
            else
            {
                tradPredicate = PredicateBuilder.True<trade>();
            }
            var endDate = req.EndDate.Value;
            tradPredicate = tradPredicate.And(t => t.TradeDate <= endDate && t.ValidState != "InValid" && (t.TradeType != "结构化交易" || t.IsGroup == 1) && t.IsGroup != 2);

            if (req.StartDate != null)
            {
                tradPredicate = tradPredicate.And(t => t.TradeDate >= req.StartDate);
            }

            if (!string.IsNullOrWhiteSpace(req.ClientIds))
            {
                if (req.ClientIds.Substring(0, 1) != ",")
                {
                    tradPredicate = tradPredicate.And(t => req.ClientIdsInt.Contains(t.ClientId));
                }
            }
        }

    }

    /// <summary>
    /// 交易查熏
    /// </summary>
    public class TradeCreditRiskReq : BaseSearchReq
    {
        /// <summary>
        /// 客户ID列表
        /// </summary>
        public string ClientIds { get; set; }

        public List<int> ClientIdsInt
        {
            get
            {
                if (string.IsNullOrEmpty(ClientIds))
                {
                    return new List<int>();
                }
                return (ClientIds + "").Split(',').Select(c => Convert.ToInt32(c)).ToList();
            }
        }

        /// <summary>
        /// 开始日期
        /// </summary>
        public DateTime? StartDate { get; set; }

        /// <summary>
        /// 结束日期
        /// </summary>
        public DateTime? EndDate { get; set; }

        /// <summary>
        /// 类型
        /// </summary>
        public string CreditRiskType { get; set; }

    }

    public class TradeCreditRisk : OtcTradeDto
    {

        /// <summary>
        /// client
        /// </summary>
        public string MainProtocolCode { get; set; }
        public string ClientNumber { get; set; }
        public string LicenseType { get; set; }
        public string LicenseCode { get; set; }

        /// <summary>
        /// trade
        /// </summary>
        public string buysell_show { get; set; }
        public string CallorPut { get; set; }
        public string multishort { get; set; }
        public string tradetype_show { get; set; }

        public string accountCode
        {
            get
            {
                return "HAZB0001";
            }
        }
        public string accountName
        {
            get
            {
                return "华安资本账户0001";
            }
        }
        //public string financeCode = "自定义";
        //public string financeName = "标的合约代码";
        public string producttype { get; set; }
        /// <summary>
        /// SPT_CMDT（商品现货）、FUT_CMDT（商品期货）、SWP_S（收益互换）、SWP_CMDT（商品互换）、FWD_FUT_CMDT（商品远期）、OPT_FUT_CMDT（场内期权）
        /// </summary>
        public string assetstype
        {
            get
            {
                if (producttype == "商品现货")
                {
                    return "SPT_CMDT";
                }
                else if (producttype == "商品期货")
                {
                    return "FUT_CMDT";
                }
                else if (producttype == "收益互换")
                {
                    return "SWP_S";
                }
                else if (producttype == "商品互换")
                {
                    return "SWP_CMDT";
                }
                else if (producttype == "商品远期")
                {
                    return "FWD_FUT_CMDT";
                }
                else if (producttype == "商品远期")
                {
                    return "OPT_FUT_CMDT";
                }
                else
                {
                    return "";
                }
            }
        }

        public string MarketName { get; set; }

        /// <summary>
        /// 商品现货：大连商品交易所（XDCE），上海期货交易所（XSGE），郑州商品交易所（XZCE） 金交所(SGEX)
        /// 商品远期：NONE、收益互换：NONE、场外期权：NONE
        /// 商品期货：深交所（XSHE），上交所（XSHG）
        /// </summary>
        public string markettype
        {
            get
            {
                if (producttype == "商品现货")
                {
                    if (MarketName == "大连商品交易所")
                    {
                        return "XDCE";
                    }
                    else if (MarketName == "上海期货交易所")
                    {
                        return "XSGE";
                    }
                    else if (MarketName == "郑州商品交易所")
                    {
                        return "XZCE";
                    }
                    else if (MarketName == "金融资产交易所")
                    {
                        return "SGEX";
                    }
                }
                else if (producttype == "商品期货")
                {
                    if (MarketName == "上海证券交易所")
                    {
                        return "XSHE";
                    }
                    else if (MarketName == "深圳证券交易所")
                    {
                        return "XSHG";
                    }
                }
                return "NONE";
            }
        }

        /// <summary>
        /// 远期
        /// </summary>
        public double? pv { get; set; }
        public double? pnl { get; set; }
        public DateTime? valuedate { get; set; }

        /// <summary>
        /// 互换
        /// </summary>
        public string payfloattype { get; set; }
        public DateTime? SwapTime { get; set; }

        public string tradecode { get; set; }
        public double? tradevalue { get; set; }

        public eod_trade et { get; set; }

        /// <summary>
        /// 抵押品
        /// </summary>
        public string productCode { get; set; }
        public string productName { get; set; }
        public string productMaketName { get; set; }
        public string productMaketType { get; set; }

    }
}