using YLErp.DBModels;
using YLErp.DBModels.Consts;
using YLErp.DBModels.Enums;
using YLErp.Models;
using YLErp.Modules.SwapModule;
using YLErp.Modules.SwapModule.ReturnLegs;

namespace YLErp.Modules.TradeModule.DocGenerateModule;

/// <summary>
/// 构造普通收益互换结算单单行数据所需的业务输入。
/// 数据来自平仓事件及其关联交易。
/// </summary>
public sealed class SwapSettlementBillRowInput
{
    /// <summary>有效交易确认书编号。</summary>
    public string ConfirmNo { get; set; }

    /// <summary>结算单所属交易对手名称。</summary>
    public string ClientName { get; set; }

    /// <summary>平仓事件关联的收益互换交易。</summary>
    public trade Trade { get; set; }

    /// <summary>当前生成行对应的平仓流水。</summary>
    public swap_flow_event CloseFlow { get; set; }

    /// <summary>与当前平仓事件同 EventId 的利息、预付金等流水。</summary>
    public IReadOnlyList<swap_flow_event> EventFlows { get; set; }

    /// <summary>交易的初始持仓腿，用于识别融资腿、浮动腿和预付金。</summary>
    public IList<swap_position> Positions { get; set; }

    /// <summary>标的品种，用于区分现券付息、ETF 分红和收益率字段。</summary>
    public string UnderlyingInstrumentType { get; set; }

    /// <summary>本次平仓标的名义本金。</summary>
    public decimal CloseNotionalValue { get; set; }

    /// <summary>平仓事件浮动腿记录的期末结算收益率（展示态数值）。</summary>
    public decimal? ExitYtm { get; set; }

    /// <summary>期间付息或分红是否计入本次净额结算。</summary>
    public bool IncludePeriodPaymentInNetting { get; set; }
}

/// <summary>
/// 将平仓事件数据按国联普通结算单口径计算并格式化为模板行。
/// </summary>
public static class SwapSettlementBillRowBuilder
{
    /// <summary>
    /// 计算一条结算记录。金额方向统一转换为客户视角，返回值已按模板精度格式化。
    /// </summary>
    public static ExcelReportModel Build(SwapSettlementBillRowInput input)
    {
        ArgumentNullException.ThrowIfNull(input);
        ArgumentNullException.ThrowIfNull(input.Trade);
        ArgumentNullException.ThrowIfNull(input.CloseFlow);

        var positions = input.Positions ?? Array.Empty<swap_position>();
        var eventFlows = input.EventFlows ?? Array.Empty<swap_flow_event>();

        var startDate = input.Trade.StartDate
            ?? throw new ServiceException("结算单缺少交易起始日");
        var eventDate = input.CloseFlow.UnwindDate
            ?? throw new ServiceException("结算单缺少结算日");
        var payDate = input.CloseFlow.PayDate
            ?? throw new ServiceException("结算单缺少支付日");

 
        var settlementPosition = positions.FirstOrDefault(x => x.id == input.CloseFlow.PositionId);
        var interestEvents = eventFlows
            .Where(x => ConsTrade.InterestModels.Contains(x.InterestMode))
            .ToList();
        var marginEvents = eventFlows
            .Where(x => ConsTrade.InterestMarginModels.Contains(x.InterestMode))
            .ToList();
        var effectiveMargins = positions
            .Where(x => ConsTrade.InterestMarginModels.Contains(x.InterestMode)
                        && (!x.HappenDate.HasValue || x.HappenDate.Value <= eventDate))
            .ToList();

        // 数据库存储的是系统/券商视角金额，结算单统一取反为客户视角；预付金本金按收付方向换算。
        var interestAmount = -interestEvents.Sum(x => x.InterestClosePnL);
        var floatingAmount = -input.CloseFlow.MarkClosePnl;
        var fee = -(input.CloseFlow.TradingFee + input.CloseFlow.TradingFeePending);
        var marginInterest = -marginEvents.Sum(x => x.InterestClosePnL);
        var periodAmount = -input.CloseFlow.DividendPending;
        var initialMargin = SumMargin(effectiveMargins, InterestModeEnum.初始预付金);
      
        var additionalMarginPositions = positions
            .Where(x => x.InterestMode == (int)InterestModeEnum.追加预付金)
            .ToList();
        var additionalMargin = SumMargin(additionalMarginPositions, InterestModeEnum.追加预付金);


        var netSettlementAmount = -eventFlows.Sum(x => x.InterestClosePnL)
            - input.CloseFlow.FloatPnlSum;
        var maturitySettlementAmount = netSettlementAmount + initialMargin + additionalMargin;
        var floatRateAbs = input.CloseNotionalValue == 0m
            ? 0m
            : interestAmount / input.CloseNotionalValue;

       
        var isCashBond = ConsGlobal.InstrumentType.IsBond(input.UnderlyingInstrumentType);
        var isEtf = ConsGlobal.InstrumentType.Fund.Equals(
            input.UnderlyingInstrumentType,
            StringComparison.OrdinalIgnoreCase);


        return new ExcelReportModel
        {
            TradeNumber = input.ConfirmNo,
            ClientName = input.ClientName,
            StartDate = startDate.ToString("yyyy-MM-dd"),
            EventDate = eventDate.ToString("yyyy-MM-dd"),
            PayDate = payDate.ToString("yyyy-MM-dd"),
            UnderlyingCode = input.CloseFlow.UnderlyingCode,
            BaseRate = ResolveBaseRate(positions),
            InterestRate = interestEvents.Sum(x => x.InterestRate).ToString("0.00%"),
            PosiNotionalValue = input.CloseNotionalValue.ToString("0.00"),
            Quantity = input.CloseFlow.Quantity.ToString("0.00"),
            DividendIn = isCashBond
                ? periodAmount.ToString("0.00")
                : string.Empty,
            PeriodDividend = isEtf
                ? periodAmount.ToString("0.00")
                : string.Empty,
            PosiNetPrice = ((settlementPosition?.PosiGrossPrice ?? 0m) * 100m).ToString("0.00000000"),
            InitYtm = isCashBond && input.Trade.InitYtm.HasValue
                ? input.Trade.InitYtm.Value.ToString("0.####%")
                : string.Empty,
            ClosePrice = (input.CloseFlow.TradingAmountAvg * 100m).ToString("0.00000000"),
            ExitYtm = input.ExitYtm.HasValue
                ? input.ExitYtm.Value.ToString("0.0000")
                : string.Empty,
            RateDays = Math.Max(0, (eventDate - startDate).Days).ToString(),
            FloatRateAbs = floatRateAbs.ToString("0.0000%"),
            FloatRate = floatRateAbs.ToString("0.0000%"),
            InterestAmount = interestAmount.ToString("0.00"),
            PosiPnl = floatingAmount.ToString("0.00"),
            Fee = fee.ToString("0.00"),
            MarginRebateRate = EodPnlCalculator.CalculateWeightedMarginRate(effectiveMargins)
                .ToString("0.0000%"),
            MarginInterestAmount = marginInterest.ToString("0.00"),
            InitialMargin = initialMargin.ToString("0.00"),
            AdditionalMargin = additionalMarginPositions.Count > 0
                ? additionalMargin.ToString("0.00")
                : string.Empty,
            MarginAmout = Math.Abs(initialMargin).ToString("0.00"),
            MarkClosePnl = (-input.CloseFlow.FloatPnlSum).ToString("0.00"),
            NetSettleAmout = netSettlementAmount.ToString("0.00"),
            MaturitySettlementAmount = maturitySettlementAmount.ToString("0.00")
        };
    }

    /// <summary>
    /// 校验同一附件中的支付日唯一，并返回用于文件名的支付日。
    /// </summary>
    public static DateTime GetSinglePayDate(IEnumerable<DateTime?> payDates)
    {
        var dates = payDates?.ToList()
            ?? throw new ServiceException("结算单缺少支付日");
        if (dates.Count == 0 || dates.Any(x => !x.HasValue))
        {
            throw new ServiceException("结算单缺少支付日");
        }

        var distinctDates = dates.Select(x => x.Value.Date).Distinct().OrderBy(x => x).ToList();
        if (distinctDates.Count != 1)
        {
            throw new ServiceException(
                $"同一结算单存在多个支付日：{string.Join("、", distinctDates.Select(x => x.ToString("yyyy-MM-dd")))}");
        }

        return distinctDates[0];
    }

    /// <summary>
    /// 按交易对手和支付日生成普通结算单文件名；重复生成时追加顺序号。
    /// </summary>
    public static string BuildOutputFileName(string clientName, DateTime payDate, int count)
    {
        var suffix = count == 0 ? string.Empty : $"-{count + 1}";
        return $"结算单-{clientName}-{payDate:yyyy-MM-dd}{suffix}.xlsx";
    }

    /// <summary>
    /// 按预付金类型汇总本金，并根据收付方向转换为结算方向金额。
    /// </summary>
    private static decimal SumMargin(
        IEnumerable<swap_position> margins,
        InterestModeEnum interestMode)
    {
        return margins
            .Where(x => x.InterestMode == (int)interestMode)
            .Sum(x => x.InterestPrincipalFix * DirectionRatio.ReceivePay(x.InterestDirection));
    }

    /// <summary>
    /// 从非预付金融资腿读取挂钩基准；未配置浮动基准时按固定利率展示。
    /// </summary>
    private static string ResolveBaseRate(IEnumerable<swap_position> positions)
    {
        return positions
            .Where(x => !ConsTrade.InterestMarginModels.Contains(x.InterestMode))
            .Select(x => x.FloatRateUnderlyingCode)
            .FirstOrDefault(x => !string.IsNullOrWhiteSpace(x))
            ?? "固定利率";
    }
}