using YLErp.Modules.MarginModule;

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

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

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

        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>
        public List<trade_span> StockMarginCalculation(RunMarginCalculationReq req)
        {
            //20210415:为了格林大华收盘通过
            //throw new Exception("未实现");
            return new List<trade_span>();
        }

        /// <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 (futureTradeList == null || futureTradeList.Count < 1)
            {
                return tradeSpans;
            }

            var underlyingCodes = futureTradeList.Select(O => O.UnderlyingCode).ToHashSet();
            var mpProvider = new MarginParamProvider(req.UserInfo, req.settleDate)
                .Initialize(underlyingCodes, MarginParamTypeEnum.MarginRate);
            var helper = new RunMarginCalculationHelper(req, _underlyingDataProvider);

            foreach (var t in futureTradeList)
            {
                if (!helper.GetSpecialMargin(t, 0, out var value))
                {
                    req.PriceProvider.TryGetPrice(t.UnderlyingCode, out var price);
                    mpProvider.TryGetMarginRate(t.UnderlyingCode, out var marginRate);
                    var contractSize = (_underlyingDataProvider.GetUnderlying(t.UnderlyingCode)?.ContractSize) ?? 0;
                    double diffPrice = 0;
                    switch (t.OptionType)
                    {
                        case "看涨":
                            diffPrice = (t.Strike ?? 0) - price;
                            break;
                        case "看跌":
                            diffPrice = price - (t.Strike ?? 0);
                            break;
                    }
                    var visualValue = Math.Max(diffPrice, 0) * contractSize;
                    var futureMargin = price * marginRate * contractSize;
                    var optionMargin1 = t.StockEqvNotional + futureMargin - 0.5 * visualValue;
                    var optionMargin2 = t.StockEqvNotional + futureMargin * 0.5;

                    value = Math.Max(optionMargin1, optionMargin2);
                }

                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;
        }

        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;
        }
    }
}