using YLErp.BLL.Calculation;
using YLErp.Enums;
using YLErp.Modules.MarginModule;
using YLErp.Modules.VolatilityModule;
using YLErp.QdpModule;

namespace YLErp.BLL.MarginCalculation
{
    public class MaoChuanMarginCalculation : MarginCalculationBase
    {
        // 定义一个静态变量来保存类的实例(单例模式)
        public static readonly MaoChuanMarginCalculation Instance;

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

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

        }

        /// <summary>
        /// 计算香草期权和亚式期权预付金
        /// </summary>
        private List<trade_span> CalculationNormalOptionMargin(RunMarginCalculationReq req)
        {
            var resultMap = new Dictionary<int, trade_span>();

            var codes = req.tradeList.Select(O => O.UnderlyingCode).ToHashSet();
            var mpProvider = new MarginParamProvider(req.UserInfo, req.settleDate)
                .Initialize(codes, MarginParamTypeEnum.MarginRate);
            //客户要求用AskVol计算预付金,所以先把所有交易方向改为卖出并把VolType赋值为 BidAskVol;
            //Dictionary<int, string> buySellDict = tradeList.ToDictionary(K => K.id, V => V.BuySell);
            //tradeList.ForEach(t => t.BuySell = "卖出");
            var vols = new Dictionary<int, double>();
            foreach (var t in req.tradeList)
            {
                var vType = t.VolType;
                t.VolType = "报价Ask";
                var um = _underlyingDataProvider.GetUnderlying(t.UnderlyingCode);
                if (um == null)
                {
                    throw new MarginCalcException($"[预付金计算]找不到标的数据(交易编号:{t.TradeNumber},标的代码:{t.UnderlyingCode})");
                }
                var vol = SingleVolService.GetSingleVol(new SingleVolReq(t, um), req.userId, isEodCalc: req.CalcMarginType == CalcMarginTypeEnum.EodMargin);
                vols[t.id] = vol;
                t.VolType = vType;
            }

            var tradeRiskResult = CalculatorHelper.CalculateRisksForTrades(
                valueDate: req.settleDate,
                tradeList: req.tradeList,
                calcScenario: CalcScenarioEnum.EodSettlement,
                priceProvider: req.PriceProvider,
                pricingRequest: QdpPricingRequest.BASIC_PRICING,
                addVolRateDic: null,
                volType: null,
                overrideVolsForTrade: vols,
                isUseTradeVol: PS.Config.IsTradeVol,
                preciseTimeMode: req.CalcMarginType != CalcMarginTypeEnum.EodMargin);

            //tradeList.ForEach(t => t.BuySell = buySellDict[t.id]);

            foreach (var r in tradeRiskResult.Results)
            {
                if (!mpProvider.TryGetMarginRate(r.Trade.UnderlyingCode, out var marginRate))
                {
                    throw new MarginCalcException($"{r.Trade.UnderlyingCode} 预付金比率不存在");
                }

                var trade = req.tradeList.FirstOrDefault(t => t.id == r.Trade.id);

                if (!req.PriceProvider.TryGetPrice(r.Trade.UnderlyingCode, out var price))
                {
                    price = r.Trade.SpotPrice ?? 0;
                }

                logger.Info($"茂川标准预付金计算:[{r.Trade.TradeType}_{r.Trade.BuySell}_{r.Trade.OptionType}_{r.Trade.Strike}] => Vol:{r.ValueResult.Vol};Delta:{r.ValueResult.Delta}");
                //预付金= Delta*标的期货预付金比率*标的期货价格*持仓规模    (qdp计算出的Delta已经乘过数量了,所以这里不用再乘了);
                var value = Math.Abs(r.ValueResult.Delta) * marginRate * price;// * r.Trade.Notional;
                if (r.Trade.BuySell == "买入") { value = Math.Abs(value); } else { value = 0 - Math.Abs(value); }
                var tempTradeSpan = new trade_span
                {
                    TradeId = r.Trade.id,
                    ClientId = trade.ClientId,
                    ValueDate = req.settleDate,
                    UnderlyingId = trade.UnderlyingId,
                    UnderlyingCode = trade.UnderlyingCode,
                    OptId = req.userId,
                    OptName = req.userName,
                    OptDate = DateTime.Now,
                    Spv1 = value,
                    Spv2 = value,
                    Spv3 = value,
                    Spv4 = value,
                    WorstCastClientPayable = value
                };
                resultMap[r.Trade.id] = tempTradeSpan;
            }

            return resultMap.Values.ToList();
        }

        /// <summary>
        /// 计算其他期权预付金
        /// </summary>
        private List<trade_span> CalculationOtherOptionMargin(RunMarginCalculationReq req)
        {
            var resultMap = new Dictionary<int, trade_span>();
            var tempTradeList = new List<trade>();
            var vols = new Dictionary<int, double>();
            foreach (var t in req.tradeList)
            {
                var vType = t.VolType;
                t.VolType = "报价Ask";
                var um = _underlyingDataProvider.GetUnderlying(t.UnderlyingCode);
                var vol = SingleVolService.GetSingleVol(new SingleVolReq(t, um), req.userId, req.CalcMarginType == CalcMarginTypeEnum.EodMargin);
                vols[t.id] = vol;
                t.VolType = vType;
                tempTradeList.Add(t.Clone());
            }
            var tradeRiskResult = CalculatorHelper.CalculateRisksForTrades(
                valueDate: req.settleDate,
                tradeList: tempTradeList,
                calcScenario: CalcScenarioEnum.EodSettlement,
                priceProvider: req.PriceProvider,
                pricingRequest: QdpPricingRequest.BASIC_PRICING,
                addVolRateDic: null,
                volType: null,
                overrideVolsForTrade: vols,
                isUseTradeVol: PS.Config.IsTradeVol,
                preciseTimeMode: req.CalcMarginType != CalcMarginTypeEnum.EodMargin);

            //if (priceDict == null)
            //{
            //    priceDict = new Dictionary<int, double>();
            //    Dictionary<int, string[]> rateDict = base.GetUpDownLimitRate(req.tradeList.Select(O => O.UnderlyingId).ToArray());
            //    tempTradeList.ForEach(t =>
            //    {
            //        double[] arr = base.GetUpDownLimitPrice(rateDict[t.id], (t.SpotPrice ?? 0), double.Parse(rateDict[t.id][2]));
            //        priceDict[t.UnderlyingId] = t.OptionType == "看涨" ? arr[1] : arr[0];
            //    });
            //}
            //else
            //{
            //    Dictionary<int, double[]> dict = base.GetUpDownLimitPrice(priceDict);
            //    tempTradeList.ForEach(t =>
            //        priceDict[t.UnderlyingId] = t.OptionType == "看涨" ? dict[t.id][1] : dict[t.id][0]);
            //}

            var newTradeRiskResult = CalculatorHelper.CalculateRisksForTrades(
                valueDate: req.settleDate,
                tradeList: tempTradeList,
                calcScenario: CalcScenarioEnum.EodSettlement,
                priceProvider: req.PriceProvider,
                pricingRequest: QdpPricingRequest.BASIC_PRICING,
                addVolRateDic: null,
                volType: null,
                overrideVolsForTrade: vols,
                isUseTradeVol: PS.Config.IsTradeVol,
                preciseTimeMode: req.CalcMarginType != CalcMarginTypeEnum.EodMargin);

            foreach (var t in tempTradeList)
            {
                var cPv = tradeRiskResult.Results.FirstOrDefault(O => O.ValueResult.TradeId == t.id).ValueResult.Pv;
                var nPv = newTradeRiskResult.Results.FirstOrDefault(O => O.ValueResult.TradeId == t.id).ValueResult.Pv;
                //预付金= 次日最大亏损;
                var value = t.OptionType == "看涨" ? cPv - nPv : cPv + nPv;
                logger.Info($"茂川奇异预付金计算:[{t.TradeType}_{t.BuySell}_{t.OptionType}_{t.Strike}] => 当日Pv:{cPv};次日Pv:{nPv}");
                var tempTradeSpan = new trade_span
                {
                    TradeId = t.id,
                    ClientId = t.ClientId,
                    ValueDate = req.settleDate,
                    UnderlyingId = t.UnderlyingId,
                    UnderlyingCode = t.UnderlyingCode,
                    OptId = req.userId,
                    OptName = req.userName,
                    OptDate = DateTime.Now,
                    Spv1 = value,
                    Spv2 = value,
                    Spv3 = value,
                    Spv4 = value,
                    WorstCastClientPayable = value
                };
                resultMap[t.id] = tempTradeSpan;
            }

            return resultMap.Values.ToList();
        }

        private List<trade_span> CalculationStructureOptionMargin(RunMarginCalculationReq req)
        {
            var resultMap = new List<trade_span>();
            foreach (var td in req.tradeList)
            {
                var tempId = int.MaxValue;
                td.SubTrades.ToList().ForEach(t => t.id = tempId--);
                var childrenSpans = RunMarginCalculation(req.Clone(td.SubTrades.ToList()));

                double margin = 0;
                switch (td.StructureType)
                {
                    case "牛市价差":
                    case "熊市价差":
                    case "亚式熊市价差":
                    case "三领口组合":
                        for (var j = 0; j < childrenSpans.Count; j++)
                        {
                            margin += childrenSpans[j].WorstCastClientPayable ?? 0;
                        }
                        break;
                    case "跨式组合":
                    case "宽跨式组合":
                        for (var j = 0; j < childrenSpans.Count; j++)
                        {
                            var absMargin = Math.Abs(childrenSpans[j].WorstCastClientPayable ?? 0);
                            if (margin < absMargin)
                            {
                                margin = absMargin;
                            }
                        }
                        break;
                    case "复制标的资产":
                    case "蝶式组合":
                    case "飞鹰式组合":
                    case "比例价差":
                    case "日历价差":
                    case "箱式价差":
                    case "风险逆转":
                    default:
                        break;
                }
                var tempTradeSpan = new trade_span
                {
                    TradeId = td.id,
                    ClientId = td.ClientId,
                    ValueDate = req.settleDate,
                    UnderlyingId = td.UnderlyingId,
                    UnderlyingCode = td.UnderlyingCode,
                    OptId = req.userId,
                    OptName = req.userName,
                    OptDate = DateTime.Now,
                    Spv1 = margin,
                    Spv2 = margin,
                    Spv3 = margin,
                    Spv4 = margin,
                    WorstCastClientPayable = margin
                };
                resultMap.Add(tempTradeSpan);
            }
            return resultMap;
        }

        public override List<trade_span> RunMarginCalculation(RunMarginCalculationReq req)
        {
            var resultMap = new List<trade_span>();

            if (req.tradeList == null || !req.tradeList.Any())
            {
                return resultMap;
            }

            if (req.forOtherSide)
            {
                return RunMarginCalculationOtherSide(req);
            }

            var tList = req.tradeList.Where(O => O.TradeType == "结构化交易").ToList();

            if (tList.Count > 0)
            {
                resultMap.AddRange(CalculationStructureOptionMargin(req.Clone(tList)));
            }

            tList = req.tradeList.Where(O => O.TradeType == "香草期权" || O.TradeType == "亚式期权").ToList();

            if (tList.Count > 0)
            {
                resultMap.AddRange(CalculationNormalOptionMargin(req.Clone(tList)));
            }

            tList = req.tradeList.Where(O => O.TradeType != "结构化交易" && O.TradeType != "香草期权" && O.TradeType != "亚式期权").ToList();

            if (tList.Count > 0)
            {
                resultMap.AddRange(CalculationOtherOptionMargin(req.Clone(tList)));
            }

            return resultMap;
        }

        public override double GetTradeMargin(GetTradeMarginReq req)
        {
            var trade = req.trade;

            if (trade.TradeType == "结构化交易" && (trade.SubTrades == null || trade.SubTrades.Count() == 0))
            {
                using (var db = new YLContext())
                {
                    trade.SubTrades = db.trade.Where(x => x.ParentTradeId == trade.id).ToList();
                }
            }

            var tradeMargin = RunMarginCalculation(req.GetRunMarginCalculationReq());

            if (null != tradeMargin)
            {
                return tradeMargin.FirstOrDefault()?.WorstCastClientPayable ?? 0.0;
            }

            return 0.0;
        }
    }
}