using YLErp.BLL.Calculation;
using YLErp.DBModels.Helpers;
using YLErp.QdpModule;

namespace YLErp.BLL.MarginCalculation
{
    /// <summary>
    /// 安粮
    /// </summary>
    public class ALQHMarginCalculation : MarginCalculationBase
    {
        // 定义一个静态变量来保存类的实例
        public static readonly ALQHMarginCalculation Instance;

        static ALQHMarginCalculation()
        {
            Instance = new ALQHMarginCalculation();
        }

        // 定义私有构造函数，使外界不能创建该类实例
        private ALQHMarginCalculation()
        {
        }

        public override List<trade_span> RunMarginCalculation(RunMarginCalculationReq req)
        {
            var tradeSpans = new List<trade_span>();
            if (req.tradeList != null && req.tradeList.Count > 0)
            {
                var tempStockTradeList = req.tradeList.Where(t => t.UnderlyingInstrumentType == ConsGlobal.InstrumentType.Stock).ToList();
                if (tempStockTradeList.Any())
                {
                    var stockTradeSpanlist = StockMarginCalculation(req.Clone(tempStockTradeList));
                    if (stockTradeSpanlist.Count > 0)
                    {
                        tradeSpans.AddRange(stockTradeSpanlist);
                    }
                }
                var tempFutureTradeList = req.tradeList.Where(t => t.UnderlyingInstrumentType == ConsGlobal.InstrumentType.CommodityFutures).ToList();
                if (tempFutureTradeList.Any())
                {
                    var futureTradeSpanlist = FutureMarginCalculation(req.Clone(tempFutureTradeList));
                    if (futureTradeSpanlist.Count > 0)
                    {
                        tradeSpans.AddRange(futureTradeSpanlist);
                    }
                }
            }
            return tradeSpans;
        }

        /// <summary>
        /// 股票类期权计算预付金
        /// </summary>
        private List<trade_span> StockMarginCalculation(RunMarginCalculationReq req)
        {
            var tradeSpans = new List<trade_span>();

            if (req.tradeList == null || req.tradeList.Count < 1)
            {
                return tradeSpans;
            }

            var helper = new RunMarginCalculationHelper(req, _underlyingDataProvider);

            var marginRation = valuedateBLL.SystemDate.MarginRatio ?? 0.15;

            foreach (var t in req.tradeList)
            {
                var client = helper.GetClient(t.ClientId);
                if (client == null)
                {
                    continue;
                }
                //未设置相关预付金系数默认为1.0
                var clientRatio = client?.Ratio ?? 1.0;
                //如果是股票去名义本金，如果是期货取：份额 * 即期价格
                var baseValue = (t.StockEqvNotional == 0 ? TradeHelper.GetStockEqvNotional(t.Notional * t.SpotPrice, t.ParticipationRate, t.AnnualizeFactor) : t.StockEqvNotional) * marginRation;
                var value = baseValue * (t.BuySell == "买入" ? 1 : (PS.Config.ErpElement.TwoSideMargin && client.MarginOptionType == 1 ? -1 : 0)) * clientRatio;
                var twoSideMargin = baseValue * (t.BuySell == "买入" ? 1 : -1) * clientRatio;
                tradeSpans.Add(new trade_span
                {
                    TradeId = t.id,
                    OptDate = DateTime.Now,
                    OptId = req.userId,
                    OptName = req.userName,
                    ClientId = client.ClientId,
                    UnderlyingId = t.UnderlyingId,
                    UnderlyingCode = t.UnderlyingCode,
                    ValueDate = req.settleDate,
                    Spv1 = value,
                    Spv2 = value,
                    Spv3 = value,
                    Spv4 = value,
                    WorstCastClientPayable = value,
                    TwoSideMargin = twoSideMargin
                });
            }

            return tradeSpans;
        }

        /// <summary>
        /// 商品期权计算预付金
        /// </summary>
        public List<trade_span> FutureMarginCalculation(RunMarginCalculationReq req)
        {
            var futureTradeList = req.tradeList;
            var tradeSpans = new List<trade_span>();

            if (req.tradeList == null || req.tradeList.Count < 1)
            {
                return tradeSpans;
            }

            var helper = new RunMarginCalculationHelper(req, _underlyingDataProvider);

            helper.SetFieldsByTradeType();

            var tradeRiskResult = CalculatorHelper.CalculateRisksForTrades(
                valueDate: req.settleDate,
                tradeList: futureTradeList,
                calcScenario: req.GetCalcScenario(),
                priceProvider: req.PriceProvider,
                pricingRequest: QdpPricingRequest.BASIC_GREEKS,
                addVolRateDic: null,
                volType: req.volType,
                settlementType: req.settlementType,
                isUseTradeVol: PS.Config.IsTradeVol,
                preciseTimeMode: req.CalcMarginType != Enums.CalcMarginTypeEnum.EodMargin);

            var deltaCoefficient = valuedateBLL.SystemDate.FutureMarginDeltaCoefficient ?? 1;
            var vegaCoefficient = valuedateBLL.SystemDate.FutureMarginVegaCoefficient ?? 3;
            var omegaCoefficient = valuedateBLL.SystemDate.FutureMarginOmegaCoefficient ?? 2.5;
            var alphaRate = valuedateBLL.SystemDate.FutureMarginAlphaRate ?? 1;

            foreach (var item in tradeRiskResult.Results)
            {
                var tempTrade = futureTradeList.FirstOrDefault(t => t.id == item.Trade.id);
                var optionValue = item.ValueResult;
                var tempVariety = _underlyingDataProvider.GetVariety(tempTrade.UnderlyingId);
                var closePrice = req.PriceProvider.GetPrice(tempTrade.UnderlyingCode);
                var client = helper.GetClient(item.Trade.ClientId);
                if (tempTrade != null && item.ValueResult != null && tempVariety != null)
                {
                    //未设置相关预付金系数默认为1.0
                    var clientRatio = client?.Ratio ?? 1.0;
                    //预付金 = ( a * DeltaCash + b* GammaCash * PricingVol / 16) * 当前标的预付金率 + c * Vega
                    var value = ((optionValue.DeltaCash * deltaCoefficient
                        + optionValue.GammaCash * 0.01 * (optionValue.Vol / 16) * omegaCoefficient) * tempVariety.Margin
                        + optionValue.Vega * vegaCoefficient
                        ) * alphaRate * (tempTrade.BuySell == "买入" ? 1 : (PS.Config.ErpElement.TwoSideMargin && client.MarginOptionType == 1 ? 1 : 0)) * clientRatio;
                    var twoSideMargin = ((optionValue.DeltaCash * deltaCoefficient
                        + optionValue.GammaCash * 0.01 * (optionValue.Vol / 16) * omegaCoefficient) * tempVariety.Margin
                        + optionValue.Vega * vegaCoefficient
                        ) * alphaRate * (tempTrade.BuySell == "买入" ? 1 : -1) * clientRatio;
                    tradeSpans.Add(new trade_span
                    {
                        TradeId = tempTrade.id,
                        OptDate = DateTime.Now,
                        OptId = req.userId,
                        OptName = req.userName,
                        ClientId = tempTrade.ClientId,
                        UnderlyingId = tempTrade.UnderlyingId,
                        UnderlyingCode = tempTrade.UnderlyingCode,
                        ValueDate = req.settleDate,
                        Spv1 = value,
                        Spv2 = value,
                        Spv3 = value,
                        Spv4 = value,
                        WorstCastClientPayable = value,
                        TwoSideMargin = twoSideMargin
                    });
                }
            }

            return tradeSpans;
        }

        public override double GetTradeMargin(GetTradeMarginReq req)
        {
            var marginReq = req.GetRunMarginCalculationReq();
            var tradeMargin = RunMarginCalculation(marginReq);
            if (null != tradeMargin)
            {
                return tradeMargin.FirstOrDefault()?.WorstCastClientPayable ?? 0.0;
            }
            return 0.0;
        }
    }
}