using Newtonsoft.Json;
using YLErp.Models.Tag;

namespace YLErp.DBModels
{
    /// <summary>
    /// 包含所有期权交易要素的Model
    /// 属性字段的转换在前端处理或者使用方法
    /// </summary>
    public class OtcOptionTradeFull : OtcTradeDto
    {
        /// <summary>
        /// 定价计算时的映射数据
        /// </summary>
        public double? TTMDays { get; set; }

        /// <summary>
        /// 是否为系统自动的TTM
        /// </summary>
        public bool IsTTMSystem { get; set; }

        /// <summary>
        /// 目前东证专有 “Weekdays”——工作日，“Trading Days”——交易日， “Public Holidays”——公共假日
        /// </summary>
        public int? Weekdays { get; set; }

        public int? TradingDays { get; set; }

        public int? PublicHolidays { get; set; }

        /// <summary>
        /// 计算ID(用于定价计算V2)
        /// </summary>
        public string CalcId { get; set; }

        /// <summary>
        /// 定价日期
        /// </summary>
        public DateTime? ValueDate { get; set; }

        /// <summary>
        /// 定价模型名称
        /// </summary>
        public string EngineName { get; set; } = "";

        /// <summary>
        /// 交易对手方编号
        /// </summary>
        public string ClientNumber { get; set; }

        #region----跨期权字段---

        /// <summary>
        /// 观察方式(障碍期权(Discrete)+双鲨期权(Discrete)+二元期权)
        /// </summary>
        public string MonitorType { get; set; }

        /// <summary>
        /// 障碍价格(障碍期权BarrierPrice+气囊结构Barrier+双鲨期权低障碍价格)
        /// </summary>
        public double BarrierLow { get; set; }

        /// <summary>
        /// 高障碍价格(障碍期权UpperBarrierPrice+双鲨期权)
        /// </summary>
        public double? BarrierHigh { get; set; }

        #endregion

        #region---障碍期权---

        //Discrete映射自MonitorType

        /// <summary>
        /// 障碍类型(障碍期权)
        /// </summary>
        public string BarrierType { get; set; }

        /// <summary>
        /// 障碍价格(障碍期权)(BarrierLow)
        /// </summary>
        [JsonIgnore]
        public double? BarrierPrice => BarrierLow;

        /// <summary>
        /// 高障碍价格(障碍期权)(BarrierHigh)
        /// </summary>
        [JsonIgnore]
        public double? UpperBarrierPrice => BarrierHigh;

        /// <summary>
        /// 障碍偏移(障碍期权)
        /// </summary>
        public double? BarrierShift { get; set; }

        /// <summary>
        /// 补偿按敲出日年化
        /// </summary>
        public bool RebateAnnualizedAtKO { get; set; }

        /// <summary>
        /// 补偿计息规则
        /// </summary>
        public string RebateDayCount { get; set; }

        #endregion

        #region----障碍期权+双鲨期权----

        /// <summary>
        /// 补偿支付(障碍期权+双鲨期权)
        /// </summary>
        public string RebateType { get; set; }

        /// <summary>
        /// 补偿金额(障碍期权+双鲨期权)
        /// </summary>
        public double? Rebate { get; set; }

        /// <summary>
        /// 补偿金额(障碍期权+双鲨期权)
        /// </summary>
        public double? RebateRate { get; set; }

        #endregion

        #region----双鲨期权----

        /// <summary>
        /// 高行权价(双鲨期权)
        /// </summary>
        public double? StrikeHigh { get; set; }

        /// <summary>
        /// 高障碍补偿金额(双鲨期权)
        /// </summary>
        public double? RebateHigh { get; set; }

        /// <summary>
        /// 高障碍补偿金额(双鲨期权)
        /// </summary>
        public double? RebateHighRate { get; set; }

        /// <summary>
        /// 高参与率
        /// </summary>
        public double? CallParticipationRate { get; set; }

        /// <summary>
        /// 低参与率
        /// </summary>
        public double? PutParticipationRate { get; set; }

        #endregion

        #region----二元期权+亚式期权+累计期权----

        /// <summary>
        /// (二元期权)二元类型(亚式期权)均价计算
        /// (累计期权)上端收益类型(浮动/固定(票息))
        /// </summary>
        public string PayoffType { get; set; }

        #endregion

        #region----二元期权----

        //MonitorType + RebateType

        /// <summary>
        /// 高障碍价格(二元期权)(统一BarrierHigh)
        /// </summary>
        [JsonIgnore]
        public double? UpperBarrier => BarrierHigh;

        /// <summary>
        /// 补偿金额(二元期权)
        /// </summary>
        public double? CashOrNothingAmount { get; set; }

        /// <summary>
        /// 高障碍补偿金额(二元期权)
        /// </summary>
        public double? CashOrNothingAmountHigh { get; set; }

        /// <summary>
        /// 补偿金额(二元期权)
        /// </summary>
        public double? CashOrNothingAmountRate { get; set; }

        /// <summary>
        /// 高障碍补偿金额(二元期权)
        /// </summary>
        public double? CashOrNothingAmountHighRate { get; set; }

        #endregion

        #region----亚式期权----

        /// <summary>
        /// (亚式期权)行权价类型
        /// </summary>
        public string StrikeType { get; set; }

        /// <summary>
        /// (亚式期权)结算类型
        /// </summary>
        public string SettleMode { get; set; }

        /// <summary>
        /// (亚式期权)杠杆率
        /// (累购累沽)(国君)杠杆倍数,(其他)看涨/看跌乘数
        /// </summary>
        public double? StrikeGearingFactor { get; set; } = 1.0;

        /// <summary>
        /// (亚式期权)均价起算日
        /// </summary>
        public DateTime? AveragingPeriodStartDate { get; set; }
        /// <summary>
        /// (亚式期权)增强价格
        /// </summary>
        public double EnhancedPrice { get; set; }

        #endregion

        #region----区间累积期权----

        /// <summary>
        /// 区间下限(区间累积期权)
        /// </summary>
        public double LowerRange { get; set; }

        /// <summary>
        /// 区间上限(区间累积期权)
        /// </summary>
        public double UpperRange { get; set; }

        /// <summary>
        /// 区间收益率(区间累积期权)
        /// </summary>
        public double BonusRate { get; set; }

        #endregion

        #region----凤凰期权+雪球期权----

        /// <summary>
        /// 票息日历规则
        /// </summary>
        public string CouponDayCount { get; set; }

        /// <summary>
        /// (凤凰期权+雪球期权)敲出价格
        /// </summary>
        public double? KOBarrier { get; set; }

        /// <summary>
        ///(凤凰期权+雪球期权)期权敲入价格
        /// </summary>
        public double KIBarrier { get; set; }

        /// <summary>
        /// 敲入期权行权价1(凤凰期权+雪球期权SpreadStrikeAtMaturity)
        /// </summary>
        public double? SpreadStrike1 { get; set; }

        /// <summary>
        /// 敲入期权行权价2(凤凰期权+雪球期权SpreadStrikeAtMaturity)
        /// </summary>
        public double? SpreadStrike { get; set; }

        /// <summary>
        /// (凤凰期权:票息)+(雪球期权:红利票息)
        /// </summary>
        public double Coupon { get; set; }

        /// <summary>
        /// (凤凰期权+雪球期权)票息是否年化(false:是,true:否)
        /// </summary>
        public bool IsFixedCoupon { get; set; }

        /// <summary>
        /// (凤凰期权+雪球期权)敲入到期支付类别
        /// </summary>
        public KIPayoffTypeEnum KIPayoffType { get; set; }

        /// <summary>
        /// (凤凰期权+雪球期权)是否为期权年化,默认false
        /// </summary>
        public bool IsAnnualized2 { get; set; }

        /// <summary>
        /// (凤凰期权+雪球期权)年化系数
        /// </summary>
        public double? AnnualizeFactor2 { get; set; }

        /// <summary>
        /// (凤凰期权+雪球期权)是否首日计息
        /// </summary>
        public bool? CouponIncludeStartDate { get; set; }

        /// <summary>
        /// (凤凰期权+雪球期权)是否使用支付日期计息
        /// </summary>
        public bool? CouponUsePaymentDate { get; set; }

        #endregion

        #region----凤凰期权----

        /// <summary>
        /// (凤凰期权)派息障碍价格
        /// </summary>
        public double CouponBarrier { get; set; }

        /// <summary>
        /// (凤凰期权)票息结算方式 -- 现金流交易，
        /// </summary>
        public CouponPayTypeEnum CouponPayType { get; set; }

        /// <summary>
        /// (凤凰期权)敲入未敲出仍支付票息
        /// </summary>
        public bool IncludeCouponAfterKI { get; set; }

        #endregion

        #region----雪球期权----

        /// <summary>
        /// (雪球期权)敲出赔付类别
        /// </summary>
        public KOPayoffTypeEnum KOPayoffType { get; set; }

        /// <summary>
        /// (雪球期权)年化期权费率
        /// </summary>
        public double? AnnualizedPremiumRate { get; set; }

        /// <summary>
        /// (雪球期权)票息
        /// </summary>
        public double KORebate { get; set; }

        /// <summary>
        /// (雪球期权)敲出支付方式
        /// </summary>
        public RebateTypeEnum KORebateType { get; set; }

        /// <summary>
        /// (雪球期权)敲出期权行权价1
        /// </summary>
        public double? SpreadStrikeAtKO1 { get; set; }

        /// <summary>
        /// (雪球期权)敲出期权行权价2
        /// </summary>
        public double? SpreadStrikeAtKO { get; set; }

        /// <summary>
        /// (雪球期权)[SpreadStrike]敲入期权行权价2
        /// </summary>
        [JsonIgnore]
        public double? SpreadStrikeAtMaturity => SpreadStrike;

        /// <summary>
        /// (雪球期权)[SpreadStrike]敲入期权行权价1
        /// </summary>
        [JsonIgnore]
        public double? SpreadStrikeAtMaturity1 => SpreadStrike1;

        /// <summary>
        /// 初始预付金率
        /// </summary>
        public double? InitialAdvance { get; set; }
        /// <summary>
        /// 期间预付金率
        /// </summary>
        public double? PeriodAdvance { get; set; }
        /// <summary>
        /// 前端收益费率
        /// </summary>
        public double? FontEarning { get; set; }
        /// <summary>
        /// 追保线
        /// </summary>
        public double? ConfirmedLine { get; set; }
        /// <summary>
        /// 追保比例下限
        /// </summary>
        public double? ConfirmedFloor { get; set; }

        /// <summary>
        /// 是否初始敲入
        /// </summary>
        public bool IsInitialKnockedIn { get; set; }

        //SpreadStrikeAtMaturity映射自SpreadStrike
        //SpreadStrikeAtMaturity1映射自SpreadStrike1
        #endregion

        #region----专业雪球期权----
        /// <summary>
        /// 预付金是否参与定价
        /// </summary>
        public bool PrepaymentUsed { get; set; }
        /// <summary>
        /// 预付金比例
        /// </summary>
        public double? PrepaymentRatio { get; set; }
        /// <summary>
        /// 预付金返息率
        /// </summary>
        public double? PrepaymentInterestRate { get; set; }

        /// <summary>
        /// 预付金折现率
        /// </summary>
        public double? PrepaymentConvertCashRate { get; set; }

        /// <summary>
        /// 终日是否计息
        /// </summary>
        public bool CouponIncludeEndDate { get; set; }
        /// <summary>
        /// 增强参与率
        /// </summary>
        public double EnhancedParticipationRate { get; set; }
        ///// <summary>
        ///// 敲入参与率
        ///// </summary>
        //public double KiParticipationRate { get; set; }
        /// <summary>
        /// 保本比率
        /// </summary>
        public double PrincipalProtectionRate { get; set; }

        /// <summary>
        /// 敲入观察设置，0:手动，1:每日观察,2:仅到期日观察
        /// </summary>
        public KIObservationType KIObservationType { get; set; } = KIObservationType.EveryDay;

        #endregion

        #region----气囊结构----

        /// <summary>
        /// 障碍价格(气囊结构)(BarrierLow)
        /// </summary>
        [JsonIgnore]
        public double Barrier => BarrierLow;

        /// <summary>
        /// 敲入后参与率(气囊结构)
        /// </summary>
        public double KIParticipationRate { get; set; }

        /// <summary>
        /// 收益封顶价(气囊结构)
        /// </summary>
        public double? HighStrike { get; set; }

        /// <summary>
        /// 是否收益封顶(气囊结构)
        /// </summary>
        public bool HasPayoffLimit { get; set; }

        /// <summary>
        /// 是否离散观察(气囊结构)
        /// </summary>
        public bool IsDiscreteMonitored { get; set; }

        public double? NotKIParticipationRate { get; set; }

        #endregion

        #region---收益增强结构----

        /// <summary>
        /// 年化增强利率(收益增强结构)
        /// </summary>
        public double? AnnualizedEnhanceRate { get; set; }

        #endregion

        #region----现金流交易----

        public double ProfitRate { get; set; }

        public CashFlowRateTypeEnum RateType { get; set; }
        public CashflowDepositTypeEnum DepositType { get; set; }

        /// <summary>
        /// 预付比例
        /// </summary>
        public double PrepayRatio { get; set; }
        #endregion

        #region----累计期权----

        /// <summary>
        /// 看涨乘数
        /// </summary>
        public double CallMultiplier { get; set; } = 1;

        /// <summary>
        /// 看跌乘数
        /// </summary>
        public double PutMultiplier { get; set; } = 1;
        /// <summary>
        /// 累计三段式 乘数1
        /// </summary>
        public double Multiplier { get; set; } = 1;
        /// <summary>
        /// 累计三段式 乘数2
        /// </summary>
        public double Multiplier2 { get; set; } = 1;
        /// <summary>
        /// 累计三段式 乘数3
        /// </summary>
        public double Multiplier3 { get; set; } = 1;

        /// <summary>
        /// 结算方式(现金当日/现金期末/实物交割)
        /// </summary>
        public string SettlementMode { get; set; }

        /// <summary>
        /// 累计三段式  结算方式2
        /// </summary>
        public string SettlementMode2 { get; set; }

        /// <summary>
        /// 累计三段式  结算方式3
        /// </summary>
        public string SettlementMode3 { get; set; }

        /// <summary>
        /// 敲出是否终止
        /// </summary>
        public bool EarlyTerminate { get; set; }

        /// <summary>
        /// 票息是否百分比格式
        /// </summary>
        public bool CouponPercent { get; set; } = true;

        /// <summary>
        /// 累计类型(子弹))
        /// </summary>
        public string AccumuType { get; set; }

        /// <summary>
        /// 累计类型
        /// <para>标准</para>
        /// <para>三段式</para>
        /// </summary>
        public AccumulatorStructureTypeEnum AccumulatorStructureType { get; set; }

        /// <summary>
        /// 沽购数量
        /// </summary>
        public double AccumuTradeAmount { get; set; } = 1.0;

        public double OriginalAccumuTradeAmount { get; set; } = 1.0;

        /// <summary>
        /// 远期到期日类型
        /// <para>标的到期日</para>
        /// <para>期权到期日</para>
        /// <para>标的交割月前一交易日</para>
        /// </summary>
        public string ForwardDateType { get; set; }
        /// <summary>
        ///  累计三段式 远期到期日类型2
        /// </summary>
        public string ForwardDateType2 { get; set; }
        /// <summary>
        ///  累计三段式 远期到期日类型3
        /// </summary>
        public string ForwardDateType3 { get; set; }

        /// <summary>
        /// 远期期初价类型
        /// <para>期权期初价格</para>
        /// <para>期权行权价格</para>
        /// </summary>
        public string ForwardPriceType { get; set; }
        /// <summary>
        ///  累计三段式 远期期初价类型2
        /// </summary>
        public string ForwardPriceType2 { get; set; }
        /// <summary>
        ///  累计三段式 远期期初价类型3
        /// </summary>
        public string ForwardPriceType3 { get; set; }
        /// <summary>
        /// 累计三段式 票息2
        /// </summary>
        public double Coupon2 { get; set; }
        #endregion

        #region----自定义观察日----

        /// <summary>
        /// 敲入观察日列表，一个或多个日期字符串，日期之间以逗号分隔
        /// 例如：2019-07-16,2019-08-16
        /// </summary>
        public string ObservationDates { get; set; }

        /// <summary>
        /// 敲出观察日
        /// </summary>
        public string KOObservationDates { get; set; }

        /// <summary>
        /// 票息支付日期
        /// </summary>
        public string KOObservationSettleDates { get; set; }

        #endregion

        #region---Risky期权---

        /// <summary>
        /// 执行价格1
        /// </summary>
        public double? Strike1 { get; set; }

        /// <summary>
        /// 执行价格2
        /// </summary>
        public double? Strike2 { get; set; }

        /// <summary>
        /// 执行价格3
        /// </summary>
        public double? Strike3 { get; set; }

        /// <summary>
        /// 参与率1
        /// </summary>
        public double? ParticipationRate1 { get; set; }

        /// <summary>
        /// 参与率2
        /// </summary>
        public double? ParticipationRate2 { get; set; }

        /// <summary>
        /// 参与率3
        /// </summary>
        public double? ParticipationRate3 { get; set; }

        #endregion

        /// <summary>
        /// 敲入敲出状态
        /// </summary>
        public string KnockInOutStatus { get; set; }

        /// <summary>
        /// 敲入敲出日期
        /// </summary>
        public DateTime? KnockInOutDate { get; set; }

        public OtcOptionTradeFull Clone()
        {
            return (OtcOptionTradeFull)MemberwiseClone();
        }

        /// <summary>
        /// 检查并尽可能修复此对象的数据
        /// </summary>
        public void CheckAndRepairValues()
        {
            //交易日期
            if (!TradeDate.HasValue || TradeDate.Value == default)
            {
                TradeDate = StartDate.HasValue && StartDate.Value != default
                    ? StartDate : throw new ServiceException("缺少交易日期");
            }
            else if (!StartDate.HasValue || StartDate.Value == default)
            {
                StartDate = TradeDate;
            }

            //交易方向
            switch (BuySell?.ToLowerInvariant())
            {
                case "买入":
                case "卖出": break;

                case "buy": BuySell = "买入"; break;
                case "sell": BuySell = "卖出"; break;

                default:
                    if (string.IsNullOrWhiteSpace(BuySell))
                    {
                        BuySell = "买入";
                    }
                    else
                    {
                        throw new ServiceException("交易方向不支持:" + BuySell);
                    }
                    break;
            }

            //看涨看跌
            switch (OptionType?.ToLowerInvariant())
            {
                case "看涨":
                case "看跌": break;

                case "call": OptionType = "看涨"; break;
                case "put": OptionType = "看跌"; break;

                default:
                    if (string.IsNullOrWhiteSpace(OptionType))
                    {
                        OptionType = "看涨";
                    }
                    else
                    {
                        throw new ServiceException("看涨看跌不支持:" + OptionType);
                    }
                    break;
            }

            //行权方式
            switch (ExerciseMode?.ToLowerInvariant())
            {
                case "european":
                case "american": break;

                case "欧式": ExerciseMode = "European"; break;
                case "美式": ExerciseMode = "American"; break;

                default:
                    if (string.IsNullOrWhiteSpace(ExerciseMode))
                    {
                        ExerciseMode = "European";
                    }
                    else
                    {
                        throw new ServiceException("行权方式不支持:" + ExerciseMode);
                    }
                    break;
            }

            //亚式期权特定处理
            if (TradeType == "亚式期权")
            {
                if (AveragingPeriodStartDate != null && AveragingPeriodStartDate.Value == default)
                {
                    AveragingPeriodStartDate = null;
                }

                if (string.IsNullOrEmpty(PayoffType))
                {
                    PayoffType = "ArithmeticAverage"; //算术平均
                }

                if (PayoffType == "EnhancedArithmeticAverage" && string.IsNullOrWhiteSpace(SettleMode))
                {
                    SettleMode = "AtHit";
                }

                if (string.IsNullOrEmpty(StrikeType))
                {
                    StrikeType = "Fixed"; //固定行权价
                }
            }
            else if (TradeType == "二元期权")
            {
                if (string.IsNullOrEmpty(MonitorType))
                {
                    MonitorType = "离散";
                }
            }
        }

        /// <summary>
        /// 交易标签
        /// </summary>
        public List<TagDto> Tags { get; set; }
    }
}