using Newtonsoft.Json.Linq;
using YLErp.Core.Helpers;
using YLErp.DBModels;
using YLErp.DBModels.Consts;
using YLErp.DBModels.Enums;
using YLErp.Models;
using YLErp.Plugins.TradeDocGenerator;
using YLErp.Plugins.TradeDocGenerator.Abstracts;
using YLErp.QdpModule;

namespace YLErp.Plugins.GuoLian.DocumentGenerator
{
    /// <summary>
    /// 国联证券结算单生成器
    /// </summary>
    internal class TradeSettleBillGenerator : BaseSettleBillGenerator, ITradeSettleBillGenerator
    {
        protected override string GetContractNo(out string contractIndex)
        {
            var contractNo = Context.GenerateContractNo(out contractIndex);
            return contractNo;
        }

        protected override void PrepareViewData(Dictionary<string, object> dic)
        {
            var client = Context.GetClient();
            var flowEvents = Context.GetFlowEvents();
            var allFlowEvents = Context.GetAllFlowEvents();
            var swapPositions = Context.GetSwapPositions();
            var trades = Context.Trades;
            var tradeIds = trades.Select(t => t.id).ToList();
            var tradeExtends = Context.GetTrade_Extends(tradeIds);
            List<ExcelReportModel> table = new List<ExcelReportModel>();
            SwapEndConfirmModel outPut = new SwapEndConfirmModel();

            foreach (var flowEventGroup in flowEvents)
            {
                var tradeId = flowEventGroup.SwapTradeId;
                var positions = swapPositions.Where(x => x.SwapTradeId == tradeId && x.IsInitial).ToList();
                var posi = positions.FirstOrDefault(f => f.id == flowEventGroup.PositionId);
                var unwindFlowEvents = allFlowEvents.Where(x => x.EventId == flowEventGroup.EventId);
                var trade = trades.FirstOrDefault(x => x.id == tradeId);
                var preSettleDate = flowEventGroup.UnwindDate.Value.AddDays(-1);
                var swapEodPositions = Context.GetEodPositions(tradeId, preSettleDate);
                var tradeExtend = tradeExtends.FirstOrDefault(x => x.TradeId == tradeId);
                var ratio = posi.PositionType == (int)PositionTypeFlag.Long ? 1 : -1;
                ExcelReportModel row = new ExcelReportModel();
                var confirmNo = Context.Gettrade_contract_r(tradeId, ContractTypeEnum.Trade);
                if (string.IsNullOrEmpty(confirmNo))
                {
                    throw new ServiceException($"{trade.TradeNumber}未生成交易确认书");
                }
                row.TradeNumber = confirmNo;
                row.ClientName = client.Name;
                row.UnderlyingCode = flowEventGroup.UnderlyingCode;
                row.StartDate = trade.StartDate.Value.ToString("yyyy-MM-dd");
                var eventDate = flowEventGroup.UnwindDate.Value;
                row.EventDate = eventDate.ToString("yyyy-MM-dd");
                var payDate = flowEventGroup.PayDate;
                var sr = tradeExtend == null ? 0 : tradeExtend.ExtendObj.SettlementRules;
                if (!payDate.HasValue)
                {
                    payDate = QdpCalendarHelper.GetNonHoliday(flowEventGroup.EventDate.AddDays(sr));
                }
                row.PayDate = payDate.Value.ToString("yyyy-MM-dd");
                row.ClosePrice = ((flowEventGroup.TradingAmountAvg) * 100).ToString("0.00000000");
                decimal interestRate = unwindFlowEvents.Where(x => ConsTrade.InterestModels.Contains(x.InterestMode)).Sum(s => s.InterestRate);
                row.InterestRate = interestRate.ToString("0.00%");
                var PosiNotionalValue = flowEventGroup.Quantity * flowEventGroup.ContractSize * posi.PosiGrossPrice;
                if (flowEventGroup.EventId.HasValue)
                {
                    var swapEvent = Context.GetEvent(flowEventGroup.EventId.Value);
                    if (swapEvent != null)
                    {
                        swapEvent.unwindData = JsonHelper.Deserialize<UnwindData>(swapEvent.EventData);
                        PosiNotionalValue = swapEvent.unwindData.CloseNotionalValue;
                    }
                }

                row.Quantity = flowEventGroup.Quantity.ToString("0.00");
                row.PosiNotionalValue = PosiNotionalValue.ToString("0.00");
                row.PosiNetPrice = (posi.PosiGrossPrice * 100).ToString("0.00000000");
                //var tradingFee = (flowEventGroup.TradingAmountFeeAvg- posi.PosiNetPrice- flowEventGroup.TradingAmountAvg+ posi.PosiGrossPrice)* PosiNotionalValue* ratio;
                var tradingFee = flowEventGroup.TradingFee + flowEventGroup.TradingFeePending;
                row.Fee = (-tradingFee).ToString("0.00");
                var RateDays = (eventDate - trade.StartDate.Value).Days;
                RateDays = RateDays < 0 ? 0 : RateDays;
                row.RateDays = RateDays.ToString();
                var MarginAmout = positions.Where(x => x.InterestMode == (int)InterestModeEnum.初始预付金).Sum(s => s.InterestPrincipalFix * (s.InterestDirection == (int)SwapDirectionEnum.收取 ? 1 : -1));
                row.MarginAmout = Math.Abs(MarginAmout).ToString("0.00");
                var MarginRebateRate = positions.Where(x => x.InterestMode == (int)InterestModeEnum.初始预付金).Sum(s => s.InterestRateDefault);
                row.MarginRebateRate = MarginRebateRate.ToString("0.00%");

                var MarginInterestAmount = unwindFlowEvents.Where(x => ConsTrade.InterestMarginModels.Contains(x.InterestMode)).Sum(s => s.InterestClosePnL);
                row.MarginInterestAmount = (-MarginInterestAmount).ToString("0.00");

                var InterestAmount = unwindFlowEvents.Where(x => ConsTrade.InterestModels.Contains(x.InterestMode)).Sum(s => s.InterestClosePnL) * -1;
                row.InterestAmount = InterestAmount.ToString("0.00");

                //var lastInterestAmount= swapEodPositions.Where(x => ConsTrade.InterestModels.Contains(x.InterestMode)).Sum(s => s.InterestIncomeSum);
                //var lastPosiNotionalValue = swapEodPositions.Sum(s=>s.PosiNotionalValue);
                //var InterestAmount = lastPosiNotionalValue==0?0: - lastInterestAmount* PosiNotionalValue/ lastPosiNotionalValue;
                //row.InterestAmount = InterestAmount.ToString("0.00");

                //var lastMarginAmount = swapEodPositions.Where(x => ConsTrade.InterestMarginModels.Contains(x.InterestMode)).Sum(s => s.InterestIncomeSum);
                //var MarginInterestAmount = lastMarginAmount == 0 ? 0 : -lastMarginAmount * PosiNotionalValue / lastMarginAmount;
                //row.MarginInterestAmount = MarginInterestAmount.ToString("0.00");
                var FloatRate = PosiNotionalValue == 0 ? 0 : InterestAmount / PosiNotionalValue;
                row.FloatRate = FloatRate.ToString("0.0000%");
                var PosiPnl = -flowEventGroup.MarkClosePnl;
                row.PosiPnl = PosiPnl.ToString("0.00");
                var markClosePnl = -flowEventGroup.FloatPnlSum;
                row.MarkClosePnl = markClosePnl.ToString("0.00");
                row.DividendIn = (-flowEventGroup.DividendIn).ToString("0.00");
                var marginBackAmount = unwindFlowEvents.Where(x => ConsTrade.InterestMarginModels.Contains(x.InterestMode)).Sum(s => s.InterestPrincipal);
                var NetSettleAmout = unwindFlowEvents.Sum(x => x.InterestClosePnL) * -1 + flowEventGroup.FloatPnlSum * -1 + marginBackAmount;
                row.NetSettleAmout = NetSettleAmout.ToString("0.00");
                table.Add(row);
            }
            outPut.table = table;
            dic["TRS结算单"] = outPut;

        }

        protected override void PrepareViewData(Dictionary<string, JToken> dic)
        {
            var client = Context.GetClient();
            if (string.IsNullOrEmpty(client.SettleFileNumber))
            {
                throw new ServiceException($"{client.Name}未设置定义文件编号");
            }
            var flowEvents = Context.GetFlowEvents();
            var allFlowEvents = Context.GetAllFlowEvents();
            var swapPositions = Context.GetSwapPositions();
            var trades = Context.Trades;
            var eventDate = flowEvents.First().UnwindDate;
            var td = trades.First();
            var realPositions = swapPositions.Where(x => x.PosiQuantity > 0 && !x.IsInitial).ToList();
            var posiNationalValue = realPositions.Sum(x => x.PosiNotionalValue);
            var metaDic = Context.GetTradeMetas(td.id);
            dic["主协议编号"] = metaDic[ConsTradeMetaKey.MainProtocolCode];
            dic["文件编号"] = client.SettleFileNumber;
            dic["乙方"] = client.Name;
            dic["管理人名称"] = client.Manager;
            var confirmNo = Context.Gettrade_contract_r(td.id, ContractTypeEnum.Trade);
            if (string.IsNullOrEmpty(confirmNo))
            {
                throw new ServiceException($"{td.TradeNumber}未生成交易确认书");
            }
            FormatToDict("平仓日期", eventDate, dic);
            JArray table = new JArray();
            JArray table2 = new JArray();
            foreach (var flowEvent in flowEvents)
            {
                var tradeId = flowEvent.SwapTradeId;
                var positions = swapPositions.Where(x => x.SwapTradeId == tradeId).ToList();
                var posi = positions.FirstOrDefault(f => f.PositionId == flowEvent.PositionId);
                JObject row = new JObject();
                row["交易确认书编号"] = confirmNo;
                var ratio = flowEvent.PositionType == (int)PositionTypeFlag.Long ? 1 : -1;
                row["多空方向"] = flowEvent.PositionType == (int)PositionTypeFlag.Long ? "多" : "空";
                FormatToDict("平仓日期", eventDate, row);
                underlying_manager underlying = Context.GetTradeUnderlying(flowEvent.UnderlyingCode);
                row["标的代码"] = flowEvent.UnderlyingCode;
                row["标的名称"] = underlying?.UnderlyingName;
                var preQty = flowEvent.Quantity + flowEvent.PositionQty ?? 0;
                FormatToDict("平仓前数量", Convert.ToDouble(preQty) * ratio, row);
                FormatToDict("平仓数量", Convert.ToDouble(flowEvent.Quantity), row);
                FormatToDict("平仓后数量", Convert.ToDouble(flowEvent.PositionQty ?? 0) * ratio, row);
                FormatToDict("平仓成交金额", Convert.ToDouble(flowEvent.Quantity * posi.PosiNetPrice * flowEvent.ContractSize), row);
                table.Add(row);
            }
            JObject row2 = new JObject();
            row2["交易确认书编号"] = confirmNo;
            FormatToDict("平仓日期", eventDate, row2);
            FormatToDict("平仓后名义本金", Convert.ToDouble(posiNationalValue), row2);
            table2.Add(row2);
            dic["table"] = table;
            dic["table2"] = table2;
        }
        protected override string GetTemplateFilePath()
        {
            var trades = Context.Trades;
            var templatePath = string.Empty;
            if (trades.Any(s => s.StructureType == "多空组合" || s.StructureType == "定义文件型债券收益互换"))
            {
                templatePath = MosPathHelper.Combine(GlobalConfig.PluginFolder, "App_Docs/settlement_template/dma_01.docx");
                return templatePath;
            }
            templatePath = MosPathHelper.Combine(GlobalConfig.PluginFolder, "App_Docs/settlement_template/nodma_01.xlsx");
            return templatePath;
        }

        protected override string GetOutputFileName(string contractNo, string contractIndex)
        {
            var trades = Context.Trades;
            var client = Context.GetClient();
            var flowEvents = Context.GetFlowEvents();
            var eventDate = flowEvents.FirstOrDefault().UnwindDate.Value;
            var valueDate = eventDate.ToString("yyyy-MM-dd");
            var count = Context.GetDMASelttementCount(client.id, eventDate);
            var countStr = count == 0 ? "" : "-" + (count + 1).ToString();
            var FullName = $"结算单-{client.Name}-{valueDate}{countStr}";
            if (trades.Any(s => s.StructureType == "多空组合" || s.StructureType == "定义文件型债券收益互换"))
            {
                FullName = $"{client.Name}-结算确认书-{valueDate}-交易平仓{countStr}";
                return $"{FullName}.docx";
            }
            return $"{FullName}.xlsx";
        }
    }
}