using YLErp.Helpers;
using YLErp.Modules.SwapModule.Margin;

namespace YLErp.Modules.SwapModule;

/// <summary>
/// 平仓数据(UnwindData)规范化——纯 static，无 this 依赖。
/// 从 SwapDealService 提取，零行为变更。
/// </summary>
internal static class UnwindNormalizer
{
    internal static void NormalizeNotionalValues(UnwindData unwindData)
    {
        unwindData.NotionalValue = Math.Round(unwindData.NotionalValue, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
        unwindData.PosiNotionalValue = Math.Round(unwindData.PosiNotionalValue, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
        unwindData.CloseNotionalValue = Math.Round(unwindData.CloseNotionalValue, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
    }

    internal static bool NormalizeFullCloseRequest(UnwindData unwindData)
    {
        if (unwindData.CloseMethod != (int)CloseMethodEnum.全部平仓
            && unwindData.ClosePercent < 1
            && !(unwindData.PositionQty > 0 && unwindData.CloseQty >= unwindData.PositionQty)
            && !(unwindData.PosiNotionalValue > 0 && unwindData.CloseNotionalValue >= unwindData.PosiNotionalValue))
        {
            return false;
        }

        var closeQty = unwindData.CloseQty;
        var closeNotionalValue = unwindData.CloseNotionalValue;
        unwindData.ClosePercent = 1;
        if (unwindData.PositionQty > 0) unwindData.CloseQty = unwindData.PositionQty;
        if (unwindData.PosiNotionalValue > 0) unwindData.CloseNotionalValue = unwindData.PosiNotionalValue;
        return closeQty != unwindData.CloseQty || closeNotionalValue != unwindData.CloseNotionalValue;
    }

    internal static void RecalculateNormalizedUnwindAmounts(UnwindData unwindData)
    {
        var floatLeg = unwindData.FlowEvents.FirstOrDefault(x => !string.IsNullOrEmpty(x.UnderlyingCode));
        if (floatLeg == null || floatLeg.PosiGrossPrice == 0) return;

        var input = new UnwindInput
        {
            Multiplier = ConsGlobal.InstrumentType.IsBond(floatLeg.UnderlyingInstrumentType) ? 100 : 1,
            PosiGrossPrice = floatLeg.PosiGrossPrice,
            TradingAmountAvg = floatLeg.TradingAmountAvg,
            CloseQty = unwindData.CloseQty,
            PositionQty = unwindData.PositionQty,
            ContractSize = floatLeg.ContractSize,
            CloseNotionalValue = unwindData.CloseNotionalValue,
            PayDirection = floatLeg.PayDirection,
            PositionType = floatLeg.PositionType,
            TradingFee = floatLeg.TradingFee.ToString(),
            TradingFeePending = floatLeg.TradingFeePending.ToString(),
            DividendIn = floatLeg.DividendIn.ToString()
        };
        foreach (var leg in unwindData.FlowEvents.Where(x => string.IsNullOrEmpty(x.UnderlyingCode)))
        {
            var target = MarginModes.Contains(leg.InterestMode)
                ? input.MarginLegs
                : input.InterestLegs;
            target.Add(new LegInput { InterestClosePnL = leg.InterestClosePnL });
        }

        var result = FrontendCalcReference.CalcUnwind(input);
        floatLeg.MarkClosePnl = result.MarkClosePnl;
        unwindData.SwapCloseAmount = result.SwapCloseAmount;
        unwindData.SwapRealizedPnL = result.SwapRealizedPnL;
        unwindData.SwapMarginRebatePnl = result.SwapMarginRebatePnl;
    }

    internal static bool IsFullCloseAfterDeduction(UnwindData unwindData, double remainingNotional, double remainingQuantity)
    {
        return unwindData.ClosePercent == 1 || (remainingNotional == 0 && remainingQuantity == 0);
    }

    /// <summary>
    /// 手工平仓、手工互换及收益结算的利息事件按金额两位落库。
    /// 自动平仓保留原有计算与落库口径，不适用本阶段的手工结算规则。
    /// </summary>
    internal static bool NormalizeSettledInterestAmounts(IEnumerable<swap_flow_event> flowEvents, int eventType, string eventReason)
    {
        if ((eventType != (int)SwapEventTypeEnum.平仓 && eventType != (int)SwapEventTypeEnum.互换)
            || eventReason == "系统操作_自动平仓")
        {
            return false;
        }

        foreach (var flowEvent in flowEvents.Where(x => string.IsNullOrEmpty(x.UnderlyingCode)))
        {
            flowEvent.InterestPrincipal = Math.Round(flowEvent.InterestPrincipal, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
            flowEvent.InterestAmount = Math.Round(flowEvent.InterestAmount, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
            flowEvent.TdInterestAmount = Math.Round(flowEvent.TdInterestAmount, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
            flowEvent.InterestClosePnL = Math.Round(flowEvent.InterestClosePnL, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
            flowEvent.InterestFee = Math.Round(flowEvent.InterestFee, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
        }
        return true;
    }

    internal static void NormalizeEventUnwindDate(UnwindData unwindData)
    {
        unwindData.UnwindDate = unwindData.ValueDate;
    }
}