using System.ComponentModel.DataAnnotations;
using System.ComponentModel.DataAnnotations.Schema;

namespace YLErp.DBModels
{
    [Table("valuedate")]
    public class valuedate : IDataTrace
    {
        public const string 历史使用 = "历史使用";
        public const string 当前使用 = "当前使用";
        public static string LogClass = "系统估值日期";

        public static readonly IEnumerable<string> BinaryOptionCalculationMethods = new List<string> { "Analytical", "Replication" }.AsReadOnly();
        public static readonly IEnumerable<string> ThetaTypes = new List<string> { "交易日Theta", "日历日Theta" }.AsReadOnly();
        public static readonly IEnumerable<string> BinaryOptionReplicationStrategies = new List<string> { "Down", "Middle" }.AsReadOnly();
        public static readonly IEnumerable<string> DayCount = new List<string> { "Act365", "Bus244", "Bus245", "Bus243", "Bus252", "ActAct" }.AsReadOnly();
        /// <summary>
        /// 监管参数 持仓报送一年有效天数
        /// </summary>
        public static readonly IEnumerable<string> PositionReportDayCount = new List<string> { "Act365", "Bus244", "Bus245", "Bus243", "Bus252", "ActAct", "BusBus" }.AsReadOnly();

        private static IEnumerable<string> _valueVanillaOptionMode = null;
        /// <summary>
        /// 美式香草期权定价模型
        /// </summary>
        public static IEnumerable<string> ValueVanillaOptionMode
        {
            get
            {
                if (_valueVanillaOptionMode == null)
                {
                    //_valueVanillaOptionMode = (YLErp.PS.Config.Is光大光子 ? new List<string> { "BAW", "二叉树" } : new List<string> { "BAW" }).AsReadOnly();
                    _valueVanillaOptionMode = (new List<string> { "BAW", "二叉树" }).AsReadOnly();
                }
                return _valueVanillaOptionMode;
            }
        }
        public static readonly IEnumerable<string> SettleDocModes = new List<string> { "单笔", "多笔" }.AsReadOnly();
        public static readonly IEnumerable<string> TradeContractDocModes =
            new List<string> { "单笔模式", "单客户同日", "单客户同日同类型", "单客户同日同类型同方向", "申银万国模式" }.AsReadOnly();
        public static readonly IEnumerable<string> TradeContractModes = new List<string> { "卖方-甲方", "买方-甲方", "渠道商-甲方" }.AsReadOnly();

        public static readonly List<string> EodSettlePriceModes = new List<string> { "收盘价" };//"结算价",
        public static readonly IEnumerable<string> PotentialSurplusCalcModes = new List<string> { "实值计算", "虚值计算" }.AsReadOnly();

        //报价周期可选项
        public static readonly IEnumerable<string> QuotationCycleType = new List<string> { "1W", "2W", "1M", "45D", "2M", "3M", "4M" }.AsReadOnly();

        public const string SettleDocModeSingle = "单笔";
        public const string SettleDocModeMultiple = "多笔";

        public const string TradeContractModeSellerForFirst = "卖方-甲方";
        public const string TradeContractModeBuyerForFirst = "买方-甲方";
        public const string TradeContractModeBrokerForFirst = "渠道商-甲方";

        public const string PotentialSurplusCalcMode_ActualPv = "实值计算";
        public const string PotentialSurplusCalcMode_Pv = "虚值计算";

        [NotMapped]
        public SystemConfigData ConfigInfoData
        {
            get
            {
                if (string.IsNullOrEmpty(ConfigInfo))
                {
                    return new SystemConfigData();
                }

                return JsonHelper.Parse<SystemConfigData>(ConfigInfo);
            }
        }

        public string ConfigInfo { get; set; }

        /// <summary>
        /// 真实行权费率
        /// </summary> 
        [NotMapped]
        [DisplayName("行权费率")]
        public double? ExerciseCostRatioReal { get { return (ExerciseCostRatio ?? 0) / 10000; } }

        /// <summary>
        /// 万分之单位
        /// </summary>
        [DisplayName("行权费率")]
        public double? ExerciseCostRatio { get; set; }

        /// <summary>
        /// 交易特批
        /// </summary>
        [DisplayName("交易特批")]
        public int? SpecialOperateForTrade { get; set; }

        /// <summary>
        /// 出金特批
        /// </summary>
        [DisplayName("出金特批")]
        public int? SpecialOperateForCashOut { get; set; }

        /// <summary>
        /// 是否需要平仓行权复核
        /// </summary>
        [DisplayName("是否需要平仓行权复核")]
        public int? CloseReCheck { get; set; }

        /// <summary>
        /// 是否需要平仓行权审批
        /// </summary>
        [DisplayName("是否需要平仓行权审批")]
        public int? CloseReApprove { get; set; }

        [DisplayName("无风险利率")]
        public double? RiskFreeRate { get; set; }

        [DisplayName("扩展无风险利率")]
        public double? RiskFreeRateExtend { get; set; }

        [DisplayName("利率曲线")]
        public string RiskFreeCurveData { get; set; }

        [DisplayName("二元期权计算方法")]
        public string BinaryCalculation { get; set; }

        [DisplayName("Theta类型")]
        public string ThetaType { get; set; }
        [DisplayName("二元期权复制策略")]
        public string BinaryReplicationStrategy { get; set; }
        [DisplayName("开启客户报价计算")]
        public int? EnableClientCalculation { get; set; }

        [DisplayName("开启手机端实时报价")]
        public int? EnableMobileQuotation { get; set; }

        [DisplayName("手机端报价是否展示波动率报价")]
        public int? EnableMobileVolQuote { get; set; }
        /// <summary>
        /// 
        /// </summary>
        [Key]

        public int id { set; get; }
        /// <summary>
        /// 估值日期
        /// </summary>
        [DisplayName("估值日期")]

        public DateTime ValueDate { set; get; }
        /// <summary>
        /// 状态
        /// </summary>
        [DisplayName("状态")]
        public string State { set; get; } = "";
        /// <summary>
        /// 是否自动更新时间，true就自动更新，false不是自动更新
        /// </summary>
        [DisplayName("类型")]

        public string Type { set; get; } = "";

        /// <summary>
        /// 是否自动更新时间
        /// </summary>
        [NotMapped]
        public bool IsAutoUpdate
        {
            get { return Type != "false"; }
        }
        /// <summary>
        /// 操作员_optid
        /// </summary>
        [DisplayName("操作员")]

        public int? OptId { set; get; }
        /// <summary>
        /// 操作员_optname
        /// </summary>
        [DisplayName("操作员")]

        public string OptName { set; get; } = "";
        /// <summary>
        /// 更新时间_updatedate
        /// </summary>
        [DisplayName("更新时间")]

        public DateTime? UpdateTime { set; get; }
        /// <summary>
        /// 创建时间_createdate
        /// </summary>
        [DisplayName("创建时间")]

        public DateTime? CreateTime { set; get; }

        //[DisplayName("对冲风险实时刷新频率")]
        //public int RiskHedgingRefreshPeriod { get; set; }

        [DisplayName("CurveDayCount")] public string CurveDayCount { get; set; } = "Act365";

        [DisplayName("TradeDayCount")] public string TradeDayCount { get; set; } = "Bus244";


        [DisplayName("持仓报送报告的一年有效天数")] public string PositionReportTradeDayCount { get; set; } = "Act365";

        [DisplayName("延迟")]
        public int Delay { get; set; }

        /// <summary>
        /// 1表示备兑
        /// </summary>
        [DisplayName("备兑")]
        public int IsCovered { get; set; }

        [DisplayName("预付金比率")]
        public double? MarginRatio { get; set; }

        [DisplayName("商品期货预付金比率")]
        public double? FutureMarginRatio { get; set; }

        [DisplayName("商品预付金加点")]
        public double? FutureMarginAddRatio { get; set; }

        [DisplayName("波动率调整比")]
        public double? VolatilityRatio { get; set; }

        [DisplayName("默认通道簿记账户")]
        public string DefaultAssetUnit { get; set; }

        [DisplayName("Delta系数")]
        public double? FutureMarginDeltaCoefficient { get; set; }

        [DisplayName("Vega系数")]
        public double? FutureMarginVegaCoefficient { get; set; }

        [DisplayName("Omega系数")]
        public double? FutureMarginOmegaCoefficient { get; set; }

        [DisplayName("Alpha倍率")]
        public double? FutureMarginAlphaRate { get; set; }

        [DisplayName("商品期权初始预付金")]
        public double? FutureInitialMarginRatio { get; set; }

        [DisplayName("清算书生成模式")]
        public string SettleDocMode { get; set; }

        [DisplayName("交易书甲乙方模式")]
        public string TradeContractMode { get; set; }

        [DisplayName("交易确认书生成模式")]
        public string TradeContractDocMode { get; set; }

        [DisplayName("批量导入行权检查误差范围")]
        public double? UploadExerciseScope { get; set; }

        [DisplayName("结算价格模式")]
        public string EodSettlePriceMode { get; set; }

        [DisplayName("结算波动率")]
        public string EodSettleVolMode { get; set; }

        [DisplayName("潜在行权盈余是否算入预付金余额")]
        public int? IsPotentialSurplusUseMargin { get; set; }

        [DisplayName("潜在行权盈余计算模式")]
        public string PotentialSurplusCalcMode { get; set; }

        [DisplayName("累计盈亏统计起始日")]
        public DateTime? AccruedTotalPnlStartDate { get; set; }

        /// <summary>
        /// 是否客户端下单自动撤销
        /// </summary>
        [DisplayName("客户端下单自动撤销")]
        public bool IsAutoRebackOrder { get; set; }

        [DisplayName("自动撤单延迟时间")]
        public int AutoRebackOrderDelay { get; set; }

        /// <summary>
        /// 监管报告主体名称
        /// </summary>
        [DisplayName("监管报告主体名称")]
        public string SuperviseMainName { get; set; }

        /// <summary>
        /// 监管报告主体的统一社会信用代码
        /// </summary>
        [DisplayName("监管报告主体的统一社会信用代码")]
        public string SuperviseMainCode { get; set; }

        /// <summary>
        /// 报价周期
        /// </summary>
        [DisplayName("报价周期")]
        public string QuotationCycle { get; set; }

        /// <summary>
        /// 是否可使用担保品
        /// </summary>
        [DisplayName("是否可使用担保品")]
        public bool PartyUseColl
        {
            get { return false; }
            set {; }
        }

        /// <summary>
        /// 担保品使用说明
        /// </summary>
        [DisplayName("担保品使用说明")]
        public string CollInstruction
        {
            get { return "无"; }
            set {; }
        }

        /// <summary>
        /// 开户审批是否受限于双录预约
        /// </summary>
        [DisplayName("开户审批是否受限于双录预约")]
        public bool IsClientNeedBook { get; set; }

        /// <summary>
        /// 是否能设置初始预付金
        /// </summary>
        [DisplayName("是否能设置初始预付金")]
        public bool CanSetInitialMargin { get; set; }

        /// <summary>
        /// 客户端声明
        /// </summary>
        [DisplayName("客户端声明")]
        public string ClientDesc { get; set; }

        /// <summary>
        /// 监管报告文件前缀
        /// </summary>
        [DisplayName("监管报告文件前缀")]
        public string SupervisePrefix { get; set; }

        /// <summary>
        /// 除权除息分红税
        /// </summary>
        [DisplayName("除权除息分红税率")]
        public double DividendRate { get; set; }
        /// <summary>
        /// 同业追保起点
        /// </summary>
        [DisplayName("同业追保起点")]
        public double SamePeerMarginCallPoint { get; set; }

        /// <summary>
        /// 预付金保底收益率（海通）
        /// </summary>
        [DisplayName("预付金保底收益率（海通）")]
        public double? GuaranteedIncome { get; set; }

        /// <summary>
        /// 业务合约总规模
        /// </summary>
        [DisplayName("业务合约总规模")]
        public double? BusinessTotalScale { get; set; }

        /// <summary>
        /// 业务投入资金
        /// </summary>
        [DisplayName("业务投入资金")]
        public double? BusinessAvailableFunds { get; set; }

        /// <summary>
        /// 单标的品种合约总规模占业务合约总规模比例上限
        /// </summary>
        [DisplayName("单标的品种合约总规模占业务合约总规模比例上限")]
        public double? SingleUnderlyingRate { get; set; }

        /// <summary>
        /// 交易确认成交前和确认成交时要不要执行试算逻辑
        /// </summary>
        [DisplayName("交易试算")]
        public bool TradeTrial { get; set; }

        /// <summary>
        /// 敲入触碰预警偏差值
        /// </summary>
        [DisplayName("敲入触碰预警偏差值")]
        public double AlertLineKonckInLimit { get; set; }

        /// <summary>
        /// 敲出触碰预警偏差值
        /// </summary>
        [DisplayName("敲出触碰预警偏差值")]
        public double AlertLineKonckOutLimit { get; set; }

        /// <summary>
        /// 编辑交易时必须填写备注
        /// </summary>
        [DisplayName("编辑交易时必须填写备注")]
        public bool EditTradeNeedRemark { get; set; }

        /// <summary>
        /// 信用风险敞口-CCR计算参数j
        /// </summary>
        [DisplayName("信用风险敞口-CCR计算参数j")]
        public double RiskExposureJ { get; set; }

        /// <summary>
        /// 信用风险敞口-CCR计算参数N
        /// </summary>
        [DisplayName("信用风险敞口-CCR计算参数N")]
        public double RiskExposureN { get; set; }

        /// <summary>
        /// 预付金-CCR计算参数j
        /// </summary>
        [DisplayName("预付金-CCR计算参数j")]
        public double MarginJ { get; set; }

        /// <summary>
        /// 预付金-CCR计算参数N
        /// </summary>
        [DisplayName("预付金-CCR计算参数N")]
        public double MarginN { get; set; }



        /// <summary>
        /// 平仓单价视角（0：价值视角；1：结算视角）
        /// 平仓单价平仓总额视角情况：
        ///    平仓单价：价值视角;平仓总额:价值视角、结算视角
        ///    平仓单价：结算视角;平仓总额:结算视角
        /// </summary>
        [DisplayName("平仓单价视角")]
        public int UnwindSinglePriceAngle { get; set; }
        /// <summary>
        /// 平仓总额视角（0：价值视角；1：结算视角）
        /// </summary>
        [DisplayName("平仓总额视角")]
        public int UnwindAmountAngle { get; set; }

        /// <summary>
        /// 双向预付金启用日期
        /// </summary>
        [DisplayName("双向预付金启用日期")]
        public DateTime? TwoSideMarginValueDate { get; set; }


        public string AssetIds { get; set; }

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

        public string GetDataTraceKeyInfo()
        {
            return "交易参数";
        }
    }

    public class SystemConfigData
    {
        /// <summary>
        /// 美式香草期权定价模型
        /// </summary>
        public string ValueVanillaOptionMode { get; set; }
        ///// <summary>
        ///// 是否启用税率
        ///// </summary>
        //public bool IsUseTax { get; set; }
        ///// <summary>
        ///// 政府规定的分割月数
        ///// </summary>
        //public int MaxStockMonth { get; set; }
        ///// <summary>
        ///// 小于规定月数的派息税
        ///// </summary>
        //public double DividendRate_Before { get; set; }
        ///// <summary>
        ///// 大于规定月数的派息税
        ///// </summary>
        //public double DividendRate { get; set; }
        /// <summary>
        /// 预付金名义本金占比
        /// </summary>
        public int StockEqvNotionalRatio { get; set; } = -5;
        /// <summary>
        /// 一般掉期初始预付金
        /// </summary>
        public int NormalSwapInitMarginRatio { get; set; } = 15;
        /// <summary>
        /// 基差掉期初始预付金
        /// </summary>
        public int BasisSwapInitMarginRatio { get; set; } = 10;
        /// <summary>
        /// 一般掉期持仓预付金
        /// </summary>
        public int NormalSwapMarginRatio { get; set; } = 15;
        /// <summary>
        /// 基差掉期持仓预付金
        /// </summary>
        public int BasisSwapMarginRatio { get; set; } = 10;
    }
}