using Qdp.Pricing.Base.Implementations;
using YLErp.Abstract.DataProviders;
using YLErp.BLL.Calculation;
using YLErp.Enums;
using YLErp.Helpers;
using YLErp.Modules.CalculationModule;
using YLErp.Modules.DataProviderModule;
using YLErp.Modules.MarginModule;

namespace YLErp.BLL.MarginCalculation
{
    /// <summary>
    /// 国泰君安预付金计算
    /// </summary>
    public class XMXYMarginCalculation : MarginCalculationBase
    {
        // 定义一个静态变量来保存类的实例
        public static readonly XMXYMarginCalculation Instance;

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

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

        }

        public override List<trade_span> RunMarginCalculation(RunMarginCalculationReq req)
        {
            if (req.tradeList == null || !req.tradeList.Any())
            {
                return new List<trade_span>();
            }

            var helper = new RunMarginCalculationHelper(req, _underlyingDataProvider);
            var tradeSpans = RunMarginCalculationForCommodity(helper);

            using (var db = new YLContext())
            {
                var tradeIds = req.tradeList.Select(x => x.id);
                var tradeMarginTemplates = db.trade_margin_template.Where(x => tradeIds.Contains(x.TradeId)).ToList();
                tradeSpans.ForEach(x =>
                {
                    var trade = req.tradeList.FirstOrDefault(y => y.id == x.TradeId);
                    var tradeMarginTemplate = tradeMarginTemplates.Where(y => y.TradeId == x.TradeId && x.ValueDate <= req.settleDate).OrderByDescending(y => y.ValueDate).FirstOrDefault();
                    if (tradeMarginTemplate != null)
                    {
                        var marginTemplate = db.margin_template_v2.Find(tradeMarginTemplate.MarginTemplateId);
                        if (marginTemplate != null)
                        {
                            switch (marginTemplate.RuleType)
                            {
                                case (int)MarginRuleTypeEnum.无预付金:
                                    CalcAsNo(x);
                                    break;
                                case (int)MarginRuleTypeEnum.交易所基本规则:
                                    var PriceProvider = new EodPriceProvider(req.settleDate).GetPriceProvider(SettlementTypeEnum.ClosePrice);
                                    CalcAsExchangeBasicRule(x, trade, req, PriceProvider);
                                    break;
                            }
                        }
                    }
                });
            }

            return tradeSpans;
        }

        private void CalcAsNo(trade_span span)
        {
            span.Spv1 = 0;
            span.Spv2 = 0;
            span.Spv3 = 0;
            span.Spv4 = 0;
            span.WorstCastClientPayable = 0;
            span.MaxlossMargin = 0;
            span.IsSingleMargin = true;
        }

        private void CalcAsExchangeBasicRule(trade_span span, trade trade, RunMarginCalculationReq req, IEodPriceProviderWrap priceProvider)
        {
            if (trade.BuySell == "买入")
            {
                var helper = new RunMarginCalculationHelper(req, _underlyingDataProvider);
                var mpProvider = helper.GetMarginParamProvider(MarginParamTypeEnum.MarginRate | MarginParamTypeEnum.UpDownLimit);
                mpProvider.TryGetMarginRate(trade.UnderlyingCode, out var marginRate);

                var price = req.PriceProvider.GetPrice(trade.UnderlyingCode);
                if (req.CalcMarginType == CalcMarginTypeEnum.EodMargin)
                {
                    price = new EodPriceProvider(req.settleDate).GetPrice(trade.UnderlyingCode, SettlementTypeEnum.ClosePrice);
                }

                double RoundedPv = 0;

                var reqConv = new CalculateRisksForTradesReq
                {
                    valueDate = req.settleDate,
                    tradeList = new List<trade> { trade },
                    priceProvider = priceProvider,//req.PriceProvider,
                    pricingRequest = PricingRequest.Pv | PricingRequest.Delta | PricingRequest.Gamma,
                    addVolRateDic = null,
                    volType = req.volType,
                    isUseTradeVol = PS.Config.IsTradeVol,
                    PreciseTimeMode = req.CalcMarginType != Enums.CalcMarginTypeEnum.EodMargin,
                    isAddVolPercent = true,
                    overrideVolsForTrade = null,
                    isMarginCalc = true
                };

                if (req.CalcMarginType == Enums.CalcMarginTypeEnum.EodMargin)
                {
                    reqConv.calcScenario = Enums.CalcScenarioEnum.EodSettlement;
                }

                var tradeRiskResult = CalculatorHelper.CalculateRisksForTrades(reqConv);

                RoundedPv = tradeRiskResult.Results.Where(x => x.Trade.id == trade.id).FirstOrDefault().ValueResult.Pv;

                var margin1 = RoundedPv + 0.5 * price * trade.TradeAmount * marginRate;
                var margin2 = RoundedPv + price * trade.TradeAmount * marginRate - (trade.OptionType == "看涨" ? Math.Max((trade.ActualStrike ?? 0) - price, 0) : Math.Max(price - (trade.ActualStrike ?? 0), 0)) * trade.Notional / 2;

                //var margin1 = price * trade.Notional + 0.5 * trade.StockEqvNotional * marginRate;
                //var margin2 = price * trade.Notional + trade.StockEqvNotional * marginRate - (trade.OptionType == "看涨" ? Math.Max((trade.ActualStrike ?? 0) - price, 0) : Math.Max(price - (trade.ActualStrike ?? 0), 0)) * trade.Notional / 2;
                var value = Math.Max(margin1, margin2);
                span.Spv1 = value;
                span.Spv2 = value;
                span.Spv3 = value;
                span.Spv4 = value;
                span.WorstCastClientPayable = value;
                span.MaxlossMargin = value;
                span.IsSingleMargin = true;
            }
        }

        //商品类预付金计算
        private static List<trade_span> RunMarginCalculationForCommodity(RunMarginCalculationHelper helper)
        {
            var resultMap = new Dictionary<int, trade_span>();

            //为了算客户角度的一个预付金数值
            helper.ReverseTradeSide();

            helper.SetFieldsByTradeType();

            helper.GetUpDownLimitPrices(out var upLimitPrices, out var downLimitPrices);

            helper.GetTradVolRateDic(out var tradeVolRateDic);

            var vols = new[] { null, tradeVolRateDic };
            var prices = new (string, IPriceProvider)[] { ("up", upLimitPrices), ("down", downLimitPrices) };
            var loops = prices.SelectMany(n => vols.Select(m => new
            {
                pricekey = n.Item1,
                priceProvider = n.Item2,
                addVolRateDic = m
            })).ToArray();

            foreach (var loop in loops)
            {
                var calcReq = helper.GetCalculateRisksForTradesReq(priceProvider: loop.priceProvider, addVolRateDic: loop.addVolRateDic, overrideVols: null);

                var tradeRiskResult = CalculatorHelper.CalculateRisksForTrades(calcReq);

                if (tradeRiskResult.Results == null || tradeRiskResult.Results.Count < 1)
                {
                    continue;
                }

                var key = $"{loop.pricekey}_{(loop.addVolRateDic == null ? 0 : 1)}";

                foreach (var item in tradeRiskResult.Results)
                {
                    var pv = item.ValueResult.Pv;

                    if (!helper.GetSpecialMargin(item.Trade, pv, out var value, helper.req.forOtherSide))
                    {
                        var clientRatio = helper.GetClient(item.Trade)?.Ratio ?? 1.0;

                        value = double.IsNaN(pv) ? 0 : pv * clientRatio;
                    }

                    var contains = resultMap.TryGetValue(item.Trade.id, out var tempTradeSpan);

                    if (!contains)
                    {
                        resultMap[item.Trade.id] = tempTradeSpan = helper.CreateTradeSpan(item.Trade);
                    }

                    switch (key)
                    {
                        case "up_0":
                            tempTradeSpan.Spv1 = value; break;
                        case "up_1":
                            tempTradeSpan.Spv2 = value; break;
                        case "down_0":
                            tempTradeSpan.Spv3 = value; break;
                        case "down_1":
                            tempTradeSpan.Spv4 = value; break;
                    }

                    if (contains)
                    {
                        tempTradeSpan.SetWorstCastClientPayable();
                        tempTradeSpan.MaxlossMargin = tempTradeSpan.WorstCastClientPayable;
                    }
                }
            }

            return resultMap.Values.ToList();
        }

        public override List<trade_span> CalcClientMargin(CalcClientMarginReq req)
        {
            var clientSpanNews = new List<ClientSpan>();
            using (var db = new YLContext())
            {
                var tradeIds = req.tradeSpans.Select(t => t.TradeId).ToList();
                var tradeList = db.trade.AsNoTracking().Where(t => tradeIds.Contains(t.id)).ToList();

                var tradeSpanInfo = (from tradeSpan in req.tradeSpans
                                     join trade in tradeList on tradeSpan.TradeId equals trade.id
                                     where tradeSpan.ValueDate == req.settleDate
                                     select new { trade, tradeSpan }).ToList();

                if (req.tradeSpans != null && req.tradeSpans.Count > 0)
                {
                    var tradeSpanInfoOtherSide = (from tradeSpan in req.tradeSpansOtherSide
                                                  join
                                                  trade in tradeList on tradeSpan.TradeId equals trade.id
                                                  where tradeSpan.ValueDate == req.settleDate
                                                  select new { trade, tradeSpan }).ToList();

                    var clientGroups = tradeSpanInfo.GroupBy(t => t.trade.ClientId);
                    foreach (var clientGroup in clientGroups)
                    {
                        var underlyingGroup = clientGroup.Where(O => O.trade.MarginType == DBModels.Enums.MarginTypeEnum.DEFAULT && O.tradeSpan.IsSingleMargin != true).GroupBy(t => t.trade.UnderlyingId).Select(t => new ClientSpan
                        {
                            UnderlyingId = t.Key,
                            ClientId = clientGroup.Key,
                            ValueDate = req.settleDate,
                            Spv1 = t.Sum(g => g.tradeSpan.Spv1) * (-1),
                            Spv2 = t.Sum(g => g.tradeSpan.Spv2) * (-1),
                            Spv3 = t.Sum(g => g.tradeSpan.Spv3) * (-1),
                            Spv4 = t.Sum(g => g.tradeSpan.Spv4) * (-1),
                            OptId = req.userId,
                            OptName = req.userName,
                            OptDate = DateTime.Now,
                            SpanType = req.SpanType
                        }).ToList();
                        foreach (var item in underlyingGroup)
                        {
                            item.WorstCastClientPayable = Math.Min(Math.Min(Math.Min(item.Spv1 ?? 0, item.Spv2 ?? 0), item.Spv3 ?? 0), item.Spv4 ?? 0);

                            item.TwoSideMargin = Math.Min(Math.Min(Math.Min(item.Spv1 ?? 0, item.Spv2 ?? 0), item.Spv3 ?? 0), item.Spv4 ?? 0);

                            #region 更新tradeSpan，使得每笔交易的持仓预付金和客户预付金计算用的Spv组保持一致

                            var tradeIdList = clientGroup.Select(x => x.tradeSpan.TradeId);
                            var tradeSpansUpdate = db.trade_span.Where(x => tradeIdList.Contains(x.TradeId) && x.ClientId == item.ClientId && x.UnderlyingId == item.UnderlyingId && x.ValueDate == req.settleDate).ToList();
                            var tradeSpansReq = req.tradeSpans.Where(x => tradeIdList.Contains(x.TradeId) && x.ClientId == item.ClientId && x.UnderlyingId == item.UnderlyingId && x.ValueDate == req.settleDate).ToList();

                            if (item.WorstCastClientPayable == item.Spv1)
                            {
                                tradeSpansUpdate.ForEach(x => x.WorstCastClientPayable = x.Spv1);
                                tradeSpansReq.ForEach(x => x.WorstCastClientPayable = x.Spv1);
                            }
                            else if (item.WorstCastClientPayable == item.Spv2)
                            {
                                tradeSpansUpdate.ForEach(x => x.WorstCastClientPayable = x.Spv2);
                                tradeSpansReq.ForEach(x => x.WorstCastClientPayable = x.Spv2);
                            }
                            else if (item.WorstCastClientPayable == item.Spv3)
                            {
                                tradeSpansUpdate.ForEach(x => x.WorstCastClientPayable = x.Spv3);
                                tradeSpansReq.ForEach(x => x.WorstCastClientPayable = x.Spv3);
                            }
                            else if (item.WorstCastClientPayable == item.Spv4)
                            {
                                tradeSpansUpdate.ForEach(x => x.WorstCastClientPayable = x.Spv4);
                                tradeSpansReq.ForEach(x => x.WorstCastClientPayable = x.Spv4);
                            }

                            #endregion
                        }

                        var clientSpan = new ClientSpan
                        {
                            ClientId = clientGroup.Key,
                            ValueDate = req.settleDate,
                            Spv1 = underlyingGroup.Sum(g => g.Spv1),
                            Spv2 = underlyingGroup.Sum(g => g.Spv2),
                            Spv3 = underlyingGroup.Sum(g => g.Spv3),
                            Spv4 = underlyingGroup.Sum(g => g.Spv4),
                            //负数代表客户应缴预付金，正数代表客户应收预付金
                            WorstCastClientPayable = underlyingGroup.Sum(g => g.WorstCastClientPayable),
                            MySideMargin = underlyingGroup.Sum(g => g.WorstCastClientPayable),
                            TwoSideMargin = underlyingGroup.Sum(g => g.TwoSideMargin),
                            OptId = req.userId,
                            OptName = req.userName,
                            OptDate = DateTime.Now,
                            SpanType = req.SpanType,
                            AdditionalWorstCastClientPayable = req.clientAdditionalMarginDic != null && req.clientAdditionalMarginDic.TryGetValue(clientGroup.Key, out var dd) ? dd : 0
                        };
                        //单笔预付金算法的交易不参与品种轧差;
                        var singleMarginTrade = clientGroup.Where(O => O.trade.MarginType != DBModels.Enums.MarginTypeEnum.DEFAULT || O.tradeSpan.IsSingleMargin == true).Select(O => O.tradeSpan);
                        clientSpan.Spv1 += singleMarginTrade.Sum(O => O.Spv1 * (-1));
                        clientSpan.Spv2 += singleMarginTrade.Sum(O => O.Spv2 * (-1));
                        clientSpan.Spv3 += singleMarginTrade.Sum(O => O.Spv3 * (-1));
                        clientSpan.Spv4 += singleMarginTrade.Sum(O => O.Spv4 * (-1));
                        clientSpan.WorstCastClientPayable += singleMarginTrade.Sum(O => O.WorstCastClientPayable * (-1));
                        clientSpan.MySideMargin += singleMarginTrade.Sum(O => O.WorstCastClientPayable * (-1));
                        clientSpan.TwoSideMargin += singleMarginTrade.Sum(O => O.TwoSideMargin);
                        clientSpan.MySideMargin = Math.Min(clientSpan.MySideMargin ?? 0, 0);
                        clientSpan.WorstCastClientPayable = Math.Min(clientSpan.WorstCastClientPayable ?? 0, 0);

                        clientSpanNews.Add(clientSpan);
                    }

                    //处理从客户角度的预付金计算（将交易买卖方向反向处理）
                    var clientGroupsOtherSide = tradeSpanInfoOtherSide.GroupBy(t => t.trade.ClientId);
                    foreach (var clientGroup in clientGroupsOtherSide)
                    {
                        var underlyingGroup = clientGroup.Where(O => O.trade.MarginType == DBModels.Enums.MarginTypeEnum.DEFAULT).GroupBy(t => t.trade.UnderlyingId).Select(t => new ClientSpan
                        {
                            ClientId = clientGroup.Key,
                            ValueDate = req.settleDate,
                            Spv1 = t.Sum(g => g.tradeSpan.Spv1) * (-1),
                            Spv2 = t.Sum(g => g.tradeSpan.Spv2) * (-1),
                            Spv3 = t.Sum(g => g.tradeSpan.Spv3) * (-1),
                            Spv4 = t.Sum(g => g.tradeSpan.Spv4) * (-1),
                            OptId = req.userId,
                            OptName = req.userName,
                            OptDate = DateTime.Now,
                            SpanType = req.SpanType
                        }).ToList();
                        foreach (var item in underlyingGroup)
                        {
                            item.WorstCastClientPayable = new[] { item.Spv1 ?? 0, item.Spv2 ?? 0, item.Spv3 ?? 0, item.Spv4 ?? 0 }.Min();
                        }
                        var clientSpan = clientSpanNews.FirstOrDefault(x => x.ClientId == clientGroup.Key && x.ValueDate == req.settleDate);
                        clientSpan.OtherSideMargin = underlyingGroup.Sum(g => g.WorstCastClientPayable);

                        var singleMarginTrade = clientGroup.Where(O => O.trade.MarginType != DBModels.Enums.MarginTypeEnum.DEFAULT).Select(O => O.tradeSpan);
                        clientSpan.OtherSideMargin += singleMarginTrade.Sum(O => O.WorstCastClientPayable * (-1));
                        clientSpan.OtherSideMargin = Math.Min(clientSpan.OtherSideMargin ?? 0, 0);

                        if (HasTwoSideMargin(clientGroup.Key))
                        {
                            clientSpan.WorstCastClientPayable = clientSpan.MySideMargin - clientSpan.OtherSideMargin;
                        }
                    }
                }

                //span类型为实时删除所有实时计算的交易的预付金信息
                if (req.SpanType == ClientSpan.SpanType_RealTime)
                {
                    if (req.RefreshClientIds != null)
                    {
                        db.BulkDelete<ClientSpan>($"{nameof(ClientSpan.ClientId)} in @ids", new { ids = req.RefreshClientIds });
                    }
                    else
                    {
                        db.BulkDelete<ClientSpan>($"{nameof(ClientSpan.SpanType)}=@SpanType", new { req.SpanType });
                    }
                }
                else
                {
                    if (req.ClientIds != null)
                    {
                        var sql = $"{nameof(ClientSpan.ClientId)} in @ids and {nameof(ClientSpan.ValueDate)}='{req.settleDate.ToSqlDate()}' and {nameof(ClientSpan.SpanType)}={req.SpanType} and {nameof(ClientSpan.ModifiedFlag)}=0";
                        db.BulkDelete<ClientSpan>(sql, new { ids = req.ClientIds });
                    }
                    else
                    {
                        var sql = $"{nameof(ClientSpan.ValueDate)}='{req.settleDate.ToSqlDate()}' and {nameof(ClientSpan.SpanType)}={req.SpanType} and {nameof(ClientSpan.ModifiedFlag)}=0";
                        db.BulkDelete<ClientSpan>(sql);
                    }

                    var clientSpanOldsWithFlag = db.client_span.Where(t => t.ValueDate == req.settleDate && t.SpanType == req.SpanType && t.ModifiedFlag)
                         .Select(n => new { n.ValueDate, n.ClientId }).ToList();
                    //筛选出可以修改的clientSpan
                    clientSpanNews = clientSpanNews.Where(c => !clientSpanOldsWithFlag.Any(t => t.ValueDate == c.ValueDate && t.ClientId == c.ClientId)).ToList();
                }
                if (clientSpanNews.Count > 0)
                {
                    MySqlBulkExtensions.BulkInsert(db, clientSpanNews);
                }

                db.SaveChanges();
                return req.tradeSpans;
            }
        }

        public override double GetTradeMargin(GetTradeMarginReq req)
        {
            using (var db = new YLContext())
            {
                if (req.trade.TradeType == "结构化交易")
                {
                    req.trade.SubTrades = db.trade.Where(x => x.ParentTradeId == req.trade.id).ToList();
                }

                var marginReq = req.GetRunMarginCalculationReq();
                if (req.trade.IsGroup == 1)
                {
                    marginReq.tradeList = db.trade.Where(x => x.ParentTradeId == req.trade.id).ToList();
                }
                var tradeMargin = RunMarginCalculation(marginReq);
                if (null != tradeMargin)
                {
                    var margin = req.trade.IsGroup == 1 ? tradeMargin.Sum(x => x.WorstCastClientPayable ?? 0) : (tradeMargin.FirstOrDefault()?.WorstCastClientPayable ?? 0);
                    return margin;
                }
                return 0.0;
            }
        }
    }
}