using YLErp.BLL.Calculation;
using YLErp.DBModels.Helpers;
using YLErp.Enums;
using YLErp.Modules.MarginModule;
using YLErp.QdpModule;

namespace YLErp.BLL.MarginCalculation
{
    /// <summary>
    /// 申银万国
    /// </summary>
    public class SYWGMarginCalculation : MarginCalculationBase
    {
        // 定义一个静态变量来保存类的实例
        public static readonly SYWGMarginCalculation Instance;

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

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

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

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

            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>
        public List<trade_span> StockMarginCalculation(RunMarginCalculationReq req)
        {
            var tradeSpans = new List<trade_span>();

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

            var marginRation = valuedateBLL.SystemDate.MarginRatio ?? 0.15;
            var helper = new RunMarginCalculationHelper(req, _underlyingDataProvider);

            foreach (var t in req.tradeList)
            {
                if (!helper.GetSpecialMargin(t, 0, out var value))
                {
                    var client = helper.GetClient(t);
                    if (client == null)
                    {
                        continue;
                    }
                    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
                    value = (t.StockEqvNotional == 0 ? TradeHelper.GetStockEqvNotional(t.Notional * t.SpotPrice, t.ParticipationRate, t.AnnualizeFactor) : t.StockEqvNotional) * marginRation * (t.BuySell == "买入" ? 1 : 0) * clientRatio;
                }

                tradeSpans.Add(new trade_span
                {
                    TradeId = t.id,
                    OptDate = DateTime.Now,
                    OptId = req.userId,
                    OptName = req.userName,
                    ClientId = t.ClientId,
                    UnderlyingId = t.UnderlyingId,
                    UnderlyingCode = t.UnderlyingCode,
                    ValueDate = req.settleDate,
                    Spv1 = value,
                    Spv2 = value,
                    Spv3 = value,
                    Spv4 = value,
                    WorstCastClientPayable = value
                });
            }
            return tradeSpans;
        }

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

            if (futureTradeList == null || !futureTradeList.Any())
            {
                return new List<trade_span>(0);
            }

            var tradeSpans = new List<trade_span>();
            var helper = new RunMarginCalculationHelper(req, _underlyingDataProvider);

            helper.SetFieldsByTradeType();

            using (var db = new YLContext())
            {
                var underlyingCodes = futureTradeList.Select(t => t.UnderlyingCode).ToHashSet();
                var mpProvider = new MarginParamProvider(req.UserInfo, req.settleDate).Initialize(underlyingCodes, MarginParamTypeEnum.MarginRate);

                var overrideVolsForTrades = VolCaculator.Instance.GetVol(futureTradeList, req.settleDate);

                var tradeRiskResult = CalculatorHelper.CalculateRisksForTrades(
                    valueDate: req.settleDate,
                    tradeList: futureTradeList,
                    calcScenario: req.GetCalcScenario(),
                    priceProvider: req.PriceProvider,
                    pricingRequest: QdpPricingRequest.BASIC_GREEKS, addVolRateDic: null,
                    volType: req.volType, overrideVolsForTrade: overrideVolsForTrades, isUseTradeVol: PS.Config.IsTradeVol,
                    preciseTimeMode: req.CalcMarginType != CalcMarginTypeEnum.EodMargin);
                logger.Info($"商品期货预付金计算,交易入:[{futureTradeList.Count}条],返回[{tradeRiskResult.Results.Count}],错误:{tradeRiskResult.ErrorMessage}");
                var alphaRate = valuedateBLL.SystemDate.FutureMarginAlphaRate ?? 1;
                var FutureMarginAddRatio = valuedateBLL.SystemDate.FutureMarginAddRatio ?? 0;

                if (tradeRiskResult.Results.Count <= 0)
                {
                    return tradeSpans;
                }

                foreach (var trade in futureTradeList)
                {
                    var closePrice = req.PriceProvider.GetPrice(trade.UnderlyingCode);
                    var optionValueList = tradeRiskResult.Results.Where(t => t.Trade.id == trade.id && t.ValueResult != null && t.Trade != null && !double.IsNaN(t.ValueResult.Delta) && !double.IsNaN(t.ValueResult.Vega) && !double.IsNaN(t.ValueResult.Gamma)).ToList();

                    //未设置相关预付金系数默认为1.0
                    double clientRatio = 1, clientAddRatio = 0;
                    var client = helper.GetClient(trade);
                    if (client != null)
                    {
                        clientRatio = client.Ratio ?? 1;
                        clientAddRatio = client.AddRatio ?? 0;
                    }

                    if (optionValueList.Any())
                    {
                        var deltaMerge = 0.0;
                        var deltaShort = optionValueList.Sum(t => t.ValueResult.Delta * (t.Trade.BuySell == "买入" ? 1 : 0));
                        var deltaMax = optionValueList.Sum(t => t.ValueResult.DeltaMax * (t.Trade.BuySell == "买入" ? 1 : 0));
                        //跨式组合和宽跨式组合用到的是组合交易里面的Max Delta作为deltaMerge参与预付金的计算
                        deltaMerge = trade.TradeType == "结构化交易" && (trade.StructureType == "跨式组合" || trade.StructureType == "宽跨式组合") ? Math.Abs(deltaMax) : Math.Abs(deltaShort);
                        logger.Info("交易id为" + trade.id + "的delta:" + deltaMerge);
                        //if (deltaLong * deltaShort == 0)
                        //{
                        //    deltaMerge = Math.Abs(deltaShort);
                        //}
                        //else if (deltaLong * deltaShort < 0)
                        //{
                        //    if (Math.Abs(deltaLong) >= Math.Abs(deltaShort))
                        //    {
                        //        deltaMerge = 0;
                        //    }
                        //    else
                        //    {
                        //        deltaMerge = Math.Abs(deltaShort) - Math.Abs(deltaLong);
                        //    }
                        //}
                        //else
                        //{
                        //    deltaMerge = Math.Abs(deltaShort);
                        //}
                        mpProvider.TryGetMarginRate(trade.UnderlyingCode, out var marginRate);
                        //预付金 = (交易预付金率+公司预付金率加点)*合约名义金额(期货价格*数量)*delta
                        var margin = deltaMerge * closePrice * (marginRate + FutureMarginAddRatio + clientAddRatio) * alphaRate * clientRatio;

                        if (trade.TradeType == "自定义交易")
                        {
                            if (helper.GetSpecialMargin(trade, 0, out var value))
                            {
                                margin = value;
                            }
                        }

                        tradeSpans.Add(new trade_span
                        {
                            TradeId = trade.id,//默认记录为第一条交易记录中
                            OptDate = DateTime.Now,
                            OptId = req.userId,
                            OptName = req.userName,
                            ClientId = trade.ClientId,
                            ValueDate = req.settleDate,
                            UnderlyingId = trade.UnderlyingId,
                            UnderlyingCode = trade.UnderlyingCode,
                            Spv1 = margin,
                            Spv2 = margin,
                            Spv3 = margin,
                            Spv4 = margin,
                            WorstCastClientPayable = margin,
                            Comment = $"标的{trade.UnderlyingCode},deltaMerge:{deltaMerge},closePrice:{closePrice},Margin:{marginRate},FutureMarginAddRatio:{FutureMarginAddRatio},clientAddRatio:{clientAddRatio},alphaRate:{alphaRate},clientRatio:{clientRatio}"
                        });
                    }
                    else
                    {
                        var nanTradeValue = tradeRiskResult.Results.Where(t => t.Trade.id == trade.id && (double.IsNaN(t.ValueResult.Delta) || !double.IsNaN(t.ValueResult.Vega) || !double.IsNaN(t.ValueResult.Gamma))).Select(t => t.ValueResult).ToList();
                        nanTradeValue.ForEach(optionValue =>
                        {
                            logger.Error($"交易ID:{trade.UnderlyingId},Delta:{optionValue.Delta},DeltaCash{optionValue.DeltaCash},Vega{optionValue.Vega},Gamma:{optionValue.Gamma},vol:{optionValue.Vol}");
                        });

                    }
                }
            }

            return tradeSpans;
        }

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

            using (var db = new YLContext())
            {
                if (trade.TradeType == "结构化交易")
                {
                    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;
        }
    }
}