using YLErp.BLL.MarginCalculation;
using YLErp.DBModels;
using YLErp.Enums;
using YLErp.Modules;
using YLErp.Modules.CalculationModule;
using YLErp.Modules.DataProviderModule;
using YLErp.Modules.EodModule.SettlementModule;
using YLErp.Modules.PricingModule;
using YLErp.Modules.TradeModule;
using YLErp.Modules.VolatilityModule;

namespace YLErp.Forms
{
    public partial class FormOption : Form
    {
        readonly RichTextBoxWriter _rbWriter;

        FormJsonView _formJsonView;

        public FormOption()
        {
            InitializeComponent();

            _rbWriter = new RichTextBoxWriter(richTextBoxLog);
        }

        private void ShowJson(object obj)
        {
            var json = JsonHelper.Serialize(obj);

            _rbWriter.WriteLine(json);

            if (_formJsonView == null)
            {
                _formJsonView = new FormJsonView();
            }

            _formJsonView.SetJson(json).ShowDialog();
        }

        //查看交易
        private void btnViewTrade_Click(object sender, EventArgs e)
        {
            var data = GetCalcData(null);
            if (data == null)
            {
                return;
            }
            _rbWriter.Clear().WriteLine(btnViewTrade.Text);
            ShowJson(data.trade);
        }

        //定价计算
        private void btnPricing_Click(object sender, EventArgs e)
        {
            ExecPricing();
        }

        private void btnPricingV2_Click(object sender, EventArgs e)
        {
            ExecPricing("V2");
        }

        private void ExecPricing(string calcVersion = "V1")
        {
            var data = GetCalcData(null);

            if (data == null)
            {
                return;
            }

            var tdFull = data.tradeFull;

            ResetTrade(tdFull);

            _rbWriter.Clear().Write(DateTime.Now.ToString() + " ").WriteLine(btnPricing.Text);

            tdFull.OptionType = "看涨";

            var result = new PriceCalcService(GetOptUserInfo()).CalcOptionPrice(tdFull, calcMargin: false, CalcScenarioEnum.Pricing, calcVersion: calcVersion);

            ShowJson(result);

            _rbWriter.WriteLine(DateTime.Now);
        }

        private void btnViewPosition_Click(object sender, EventArgs e)
        {
            var valueDate = GetPosCalcValueDate();
            var data = GetCalcData(valueDate);
            if (data == null)
            {
                return;
            }
            _rbWriter.Clear().WriteLine(btnViewPosition.Text);
            ShowJson(data.trade);
        }

        //计算持仓PV
        private void btnCalcPv_Click(object sender, EventArgs e)
        {
            var data = GetCalcDataV2();

            if (data == null)
            {
                return;
            }

            _rbWriter.Clear().WriteLine(btnCalcPv.Text);

            var sw = new System.Diagnostics.Stopwatch();
            sw.Start();

            var td = data.trade;
            var req = new OptionValueCalcRequest(td.NoRiskRate ?? BLL.valuedateBLL.SysRiskFreeRate())
            {
                vols = new[] { data.vol },
                spotPrices = new[] { data.underlyingPrice },
                preciseTimeMode = checkRealTime.Checked,
                calcDeltaT1 = true,
                calcScenario = Enums.CalcScenarioEnum.RealtimeRisk
            };

            var result = OptionCalculatorV2.GetOptionValueResult(data.valueDate, td, req, out _);

            sw.Stop();

            _rbWriter.WriteLine($"耗时{sw.ElapsedMilliseconds / 1000}秒,pv:{result.Pv}");

            ShowJson(result);
        }

        //计算持仓保证金
        private void btnCalcMargin_Click(object sender, EventArgs e)
        {
            var data = GetCalcDataV2();

            if (data == null)
            {
                return;
            }

            _rbWriter.Clear().WriteLine(btnCalcMargin.Text);

            var sw = new System.Diagnostics.Stopwatch();
            sw.Start();

            var td = data.trade;

            var priceProvider = new ManualPriceProvider();

            priceProvider.SetPrice(td.UnderlyingCode, data.underlyingPrice);


            var req = new RunMarginCalculationReq(OptUserInfo.UnitTestUser)
            {
                forOtherSide = false,
                hasOptionInfo = true,
                PriceProvider = priceProvider,
                settleDate = data.valueDate,
                tradeList = new List<trade> { td },
                volType = "持仓",
                CalcMarginType = checkRealTime.Checked
                    ? Enums.CalcMarginTypeEnum.None : Enums.CalcMarginTypeEnum.EodMargin,
            };

            var list = MarginDefault.RunMarginCalculation(req);

            sw.Stop();

            _rbWriter.WriteLine($"耗时{sw.ElapsedMilliseconds / 1000}秒");

            if (list.Count < 1)
            {
                _rbWriter.WriteLine($"没有取到日期'{data.valueDate:yyyy-MM-dd}'的保证金");
            }
            else
            {
                ShowJson(list[0]);
            }
        }

        //是否实时风险
        private void checkRealTime_CheckedChanged(object sender, EventArgs e)
        {
            if (checkRealTime.Checked)
            {
                dateTimePicker1.Enabled = false;
                dateTimePicker1.Value = BLL.valuedateBLL.ValueDate;

                btnViewPosition.Text = "查看实时持仓";
                btnCalcPv.Text = "计算实时PV";
                btnCalcMargin.Text = "计算实时保证金";
            }
            else
            {
                dateTimePicker1.Enabled = true;

                btnViewPosition.Text = "查看日终持仓";
                btnCalcPv.Text = "计算日终PV";
                btnCalcMargin.Text = "计算日终保证金";
            }
        }

        //获取实时行情标的价格
        private void menuGetCurUmPrice_Click(object sender, EventArgs e)
        {
            var data = GetCalcData(null);

            if (data == null)
            {
                return;
            }

            var um = DbContextFactory.GetYLDbContext().underlying_manager
                .Where(n => n.UnderlyingCode == data.trade.UnderlyingCode)
                .Select(n => new { n.Price }).FirstOrDefault();

            if (um == null)
            {
                tbUnderlyingPrice.Text = string.Empty;
                _rbWriter.WriteLine("标的数据不存在:" + data.trade.UnderlyingCode);
            }
            else
            {
                tbUnderlyingPrice.Text = um.Price?.ToString("F4");
            }
        }

        //日终收盘价
        private void menuGetEodClosePrice_Click(object sender, EventArgs e)
        {
            var data = GetCalcData(null);

            if (data == null)
            {
                return;
            }

            var valueDate = GetPosCalcValueDate();
            var provider = new EodPriceProvider(valueDate);

            if (provider.TryGetEodPrice(data.trade.UnderlyingCode, out var eodPrice))
            {
                tbUnderlyingPrice.Text = eodPrice.ClosePrice.ToString("F4");
            }
            else
            {
                tbUnderlyingPrice.Text = string.Empty;
                _rbWriter.WriteLine($"日期'{valueDate:yyyy-MM-dd}',标的收盘价不存在:{data.trade.UnderlyingCode}");
            }
        }

        //日终结算价
        private void menuGetEodSettlePrice_Click(object sender, EventArgs e)
        {
            var data = GetCalcData(null);

            if (data == null)
            {
                return;
            }

            var valueDate = GetPosCalcValueDate();
            var provider = new EodPriceProvider(valueDate);

            if (provider.TryGetEodPrice(data.trade.UnderlyingCode, out var eodPrice))
            {
                tbUnderlyingPrice.Text = eodPrice.SettlePrice.ToString("F4");
            }
            else
            {
                tbUnderlyingPrice.Text = string.Empty;
                _rbWriter.WriteLine($"日期'{valueDate:yyyy-MM-dd}',标的结算价不存在:{data.trade.UnderlyingCode}");
            }
        }

        //日终参考价
        private void menuGetEodRefPrice_Click(object sender, EventArgs e)
        {
            var data = GetCalcData(null);

            if (data == null)
            {
                return;
            }

            var valueDate = GetPosCalcValueDate();
            var provider = new EodPriceProvider(valueDate);

            if (provider.TryGetEodPrice(data.trade.UnderlyingCode, out var eodPrice))
            {
                tbUnderlyingPrice.Text = eodPrice.GetPrice(SettlementTypeEnum.ReferencePrice).ToString("F4");
            }
            else
            {
                tbUnderlyingPrice.Text = string.Empty;
                _rbWriter.WriteLine($"日期'{valueDate:yyyy-MM-dd}',标的参考价不存在:{data.trade.UnderlyingCode}");
            }
        }

        //持仓波动率
        private void menuGetPositionVol_Click(object sender, EventArgs e)
        {
            var data = GetCalcData(null);

            if (data == null)
            {
                return;
            }

            var td = data.trade;
            var valueDate = GetPosCalcValueDate();
            var provider = new TradeVolitalityProvider(valueDate) { Initialized = true };
            if (provider.TryGetVol(td.id, td.ExerciseDate ?? valueDate, out var vol))
            {
                tbVol.Text = vol.ToString("P4");
            }
            else
            {
                _rbWriter.WriteLine($"未获取到持仓波动率,交易编号:{td.TradeNumber},交易ID:{td.id},日期:{valueDate:yyyy-MM-dd}");
            }
        }

        //对冲波动率
        private void menuGetHedgeVol_Click(object sender, EventArgs e)
        {
            var data = GetCalcData(null);

            if (data == null)
            {
                return;
            }

            var td = data.trade;
            var valueDate = GetPosCalcValueDate();
            var provider = new TradeHedgeVolProvider(valueDate) { Initialized = true };
            if (provider.TryGetVol(td.id, out var vol))
            {
                tbVol.Text = vol.ToString("P4");
            }
            else
            {
                _rbWriter.WriteLine($"未获取到对冲波动率,交易编号:{td.TradeNumber},交易ID:{td.id},日期:{valueDate:yyyy-MM-dd}");
            }
        }

        //开仓波动率
        private void menuGetOpenVol_Click(object sender, EventArgs e)
        {
            var data = GetCalcData(null);

            if (data == null)
            {
                return;
            }

            tbVol.Text = data.trade.TradeOpenVolatility?.ToString("P4");
        }

        #region----计算数据处理----

        private DateTime GetPosCalcValueDate()
        {
            return QdpModule.QdpCalendarHelper.GetNonHoliday(dateTimePicker1.Value.Date);
        }

        private CalcDataV2 GetCalcDataV2()
        {
            var valueDate = GetPosCalcValueDate();

            var data = GetCalcData(checkRealTime.Checked ? null : valueDate);

            if (data == null)
            {
                return null;
            }

            if (!double.TryParse(tbUnderlyingPrice.Text, out var underlyingPrice))
            {
                MessageBox.Show("解析标的价格失败：" + tbUnderlyingPrice.Text);
                return null;
            }

            if (!NumberHelper.TryParse(tbVol.Text, out var vol, out var isPercent))
            {
                MessageBox.Show("解析波动率失败：" + tbVol.Text);
                return null;
            }

            return new CalcDataV2(data)
            {
                vol = vol,
                underlyingPrice = underlyingPrice,
                valueDate = valueDate
            };
        }

        private CalcData GetCalcData(DateTime? eodValueDate)
        {
            try
            {
                var tdInput = richTextBoxTrade.Text.Trim();

                trade td = null;
                OtcOptionTradeFull tdFull = null;
                string errMsg = null;

                switch (cmbTradeDataSource.Text)
                {
                    case "交易ID":
                        errMsg = GetDataByTradeId(tdInput, out td, out tdFull, eodValueDate);
                        break;
                    case "交易编号":
                        errMsg = GetDataByTradeNumber(tdInput, out td, out tdFull, eodValueDate);
                        break;
                    case "表单数据(定价请求)":
                        tdFull = ParseFormData(richTextBoxTrade.Lines);
                        break;
                    case "JSON数据(trade)":
                        td = JsonHelper.Deserialize<trade>(tdInput);
                        break;
                    case "JSON数据(tradeFull)":
                        tdFull = JsonHelper.Deserialize<OtcOptionTradeFull>(tdInput);
                        break;
                }

                if (!string.IsNullOrEmpty(errMsg))
                {
                    MessageBox.Show(errMsg);
                    return null;
                }

                if (td == null && tdFull == null)
                {
                    MessageBox.Show("交易数据不存在");
                    return null;
                }

                if (td == null)
                {
                    td = TradeConverter.ConvertOptionTrade(tdFull);
                }

                if (tdFull == null)
                {
                    tdFull = TradeConverter.ConvertToOptionTrade(td);
                }

                return new CalcData(td, tdFull);
            }
            catch (Exception ex)
            {
                MessageBox.Show(ex.ToString());
                return null;
            }
        }

        private static string GetDataByTradeId(string tradeIdStr, out trade td, out OtcOptionTradeFull tdFull, DateTime? eodValueDate)
        {
            td = null;
            tdFull = null;

            if (string.IsNullOrEmpty(tradeIdStr))
            {
                return "请填写交易ID";
            }

            if (!int.TryParse(tradeIdStr, out var tradeId))
            {
                return "交易ID未能正确解析成整数:" + tradeIdStr;
            }

            if (eodValueDate.HasValue)
            {
                td = GetEodTrade(eodValueDate.Value, tradeId, null);
            }
            else
            {
                tdFull = new TradeDetailsQueryService(GetOptUserInfo()).GetOtcTradeFull(tradeId);
            }

            return null;
        }

        private string GetDataByTradeNumber(string tradeNumber, out trade td, out OtcOptionTradeFull tdFull, DateTime? eodValueDate)
        {
            td = null;
            tdFull = null;

            if (string.IsNullOrEmpty(tradeNumber))
            {
                return "请填写交易编号";
            }

            if (eodValueDate.HasValue)
            {
                td = GetEodTrade(eodValueDate.Value, 0, tradeNumber);
            }
            else
            {
                tdFull = new TradeDetailsQueryService(GetOptUserInfo()).GetOtcTradeFull(tradeNumber);
            }

            return null;
        }

        private static trade GetEodTrade(DateTime valueDate, int tradeId, string tradeNumber)
        {
            var predicateBuilder = new EodQueryPredicateBuilder(new EodSettlementRequest(GetOptUserInfo())
            {
                SettleDate = valueDate,
                UseClosePrice = true,
                VolType = "持仓"
            });

            var predicate = string.IsNullOrEmpty(tradeNumber)
                ? PredicateBuilder.Create<trade>(t => t.id == tradeId)
                : PredicateBuilder.Create<trade>(t => t.TradeNumber == tradeNumber);

            predicate = predicate.And(predicateBuilder.GetOtcTradePredicate());

            var otcTrades = new EodSettleDataQueryService(GetOptUserInfo())
                     .GetOtcTrades(valueDate, predicate, out var tradeCashProvider);

            if (valueDate != BLL.valuedateBLL.ValueDate && otcTrades.Any())
            {
                var hisDataProvider = new TradeHisDataProvider(valueDate).Initialize();

                foreach (var item in otcTrades)
                {
                    item.NoRiskRate = hisDataProvider.GetNoRiskRate(item.id) ?? item.NoRiskRate ?? BLL.valuedateBLL.RiskFreeRate;
                    item.DividendRate = hisDataProvider.GetDividendRate(item.id);
                    if (item.DividendRate == null)
                    {
                        item.DividendRate = DataCacheProvider.GetUnderlyingDataSource().GetData(item.UnderlyingCode).DividendRate ?? item.NoRiskRate;
                    }
                }
            }

            return otcTrades.FirstOrDefault();
        }

        private static OtcOptionTradeFull ParseFormData(string[] lines)
        {
            var list = new List<KeyValuePair<string, string>>();

            foreach (var line in lines)
            {
                if (string.IsNullOrWhiteSpace(line))
                {
                    continue;
                }

                var index = line.IndexOf(':');

                if (index < 0)
                {
                    continue;
                }

                list.Add(new KeyValuePair<string, string>(line.Substring(0, index).Trim(), line.Substring(index + 1).Trim()));
            }

            //var fc = new FormDataCollection(list);

            //var data = fc.ReadAs<InnerFormData>();

            //return data?.trades != null ? data.trades.FirstOrDefault() : null;
            return null;
        }

        /// <summary>
        /// 
        /// </summary>
        private static void ResetTrade(OtcTradeBase otcTrade)
        {
            if (otcTrade is null)
            {
                return;
            }

            otcTrade.id = 0;
            otcTrade.TradeNumber = string.Empty;
            otcTrade.Notional = otcTrade.OriginalNotional ?? 0;
            otcTrade.StockEqvNotional = otcTrade.OriginalStockEqvNotional ?? 0;
            var um = DataCacheProvider.GetUnderlyingDataSource().GetData(otcTrade.UnderlyingCode);
            otcTrade.TradeAmount = otcTrade.Notional / (um?.CountRatio ?? 1);
            otcTrade.ParentTradeId = 0;
            otcTrade.UnWindDate = null;
            otcTrade.FinalPrice = null;
            otcTrade.UnWindNotional = null;
            otcTrade.HasPartialUnWind = null;
            otcTrade.CheckStatus = null;
            otcTrade.ProcessOrderId = 0;
            otcTrade.ProcessOptDate = null;
            otcTrade.ProcessStatus = null;
            otcTrade.DividendDate = new DateTime(2000, 1, 1);
            otcTrade.StructureType = string.Empty;
            otcTrade.StructureIntroduction = string.Empty;

            otcTrade.StockEqvNotional = otcTrade.StockEqvNotional.OtcFormatValue(OtcFormatFlag.StockEqvNotional);
            otcTrade.StockEqvNotionalReal = otcTrade.StockEqvNotionalReal.OtcFormatValue(OtcFormatFlag.StockEqvNotional);
        }

        private static OptUserInfo GetOptUserInfo()
        {
            return OptUserInfo.SystemUser;
        }

        class CalcData
        {
            public trade trade { get; }

            public OtcOptionTradeFull tradeFull { get; }

            public DateTime timestamp { get; private set; }

            public CalcData(trade trade, OtcOptionTradeFull tradeFull)
            {
                timestamp = DateTime.Now;

                this.trade = trade ?? throw new ArgumentNullException(nameof(trade));

                this.tradeFull = tradeFull ?? throw new ArgumentNullException(nameof(tradeFull));
            }

            public void UpdateTimeStampe()
            {
                timestamp = DateTime.Now;
            }

            public CalcData Clone()
            {
                return new CalcData(trade.Clone(), tradeFull.Clone());
            }
        }

        class CalcDataV2
        {
            public DateTime valueDate;

            public double underlyingPrice;

            public double vol;

            readonly CalcData _data;

            public CalcDataV2(CalcData data)
            {
                _data = data ?? throw new ArgumentNullException(nameof(data));
            }

            public trade trade => _data.trade;

            public OtcOptionTradeFull tradeFull => _data.tradeFull;

        }

        class InnerFormData
        {
            public IEnumerable<OtcOptionTradeFull> trades { get; set; }
        }

        #endregion

        private void FormOption_Load(object sender, EventArgs e)
        {
            cmbTradeDataSource.SelectedIndex = 1;

            menuStrip1.AllowMerge = false;
        }
    }
}