using YLErp.BLL.Calculation;
using YLErp.Helpers;
using YLErp.Modules;
using YLErp.Modules.PricingModule;
using YLErp.QdpModule;

namespace YLErp.BLL.MarginCalculation
{
    /// <summary>
    /// 招证
    /// </summary>
    public class ZhaoZhengMarginCalculation : MarginCalculationBase
    {
        public static readonly ZhaoZhengMarginCalculation Instance;

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

        protected ZhaoZhengMarginCalculation()
        {
        }

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

            if (req.CalcMarginType == Enums.CalcMarginTypeEnum.InitialMargin)
            {
                var swapList = req.tradeList.Where(O => O.TradeType == "收益互换");
                RunMarginCalculationHelper helper = null;
                foreach (var item in swapList)
                {
                    helper ??= new RunMarginCalculationHelper(req, _underlyingDataProvider);
                    var clientRatio = helper.GetClient(item)?.Ratio1 ?? 1.0;
                    var tradeSpan = new trade_span();
                    var ratio = item.trade_swap.GetSwapRate - item.trade_swap.PaySwapRate;
                    logger.Info($"互换初始预付金:tradeId:{item.id} 名义本金 * (收取预付金比例 - 支付预付金比例) * 客户初始预付金系数");
                    logger.Info($"互换初始预付金:tradeId:{item.id} {item.OriginalStockEqvNotional} * ({item.trade_swap.GetSwapRate} - {item.trade_swap.PaySwapRate}) * {clientRatio}");
                    tradeSpan.SetAllSpvAndWorst((item.OriginalStockEqvNotional ?? 0) * ratio * clientRatio);
                    result.Add(tradeSpan);
                }
                var optionList = req.tradeList.Where(O => O.TradeType != "收益互换");
                req.tradeList = optionList.ToList();
                result.AddRange(calcPositionMargin(req));
                return result;
            }
            else
            {
                return calcPositionMargin(req);
            }
        }

        private List<trade_span> calcPositionMargin(RunMarginCalculationReq req)
        {
            var helper = new RunMarginCalculationHelper(req, _underlyingDataProvider);
            var resultMap = new Dictionary<int, trade_span>();

            helper.SetFieldsByTradeType();
            var priceArr = helper.GetUpDownLimitPrices(6);
            //var prices = priceArr.Select(O=> new (string key, IPriceProvider priceProvider){ ("up", upLimitPrices), ("down", downLimitPrices), ("normal", req.PriceProvider) };
            var index = 0;
            var loops = priceArr.Select(n =>
            {
                index++;
                return new
                {
                    pricekey = $"P{index}",
                    priceProvider = n,
                };
            }).ToArray();
            foreach (var loop in loops)
            {
                var calcReq = helper.GetCalculateRisksForTradesReq(priceProvider: loop.priceProvider, addVolRateDic: null, overrideVols: null, pricingRequest: QdpPricingRequest.BASIC_PRICING);

                var tradeRiskResult = CalculatorHelper.CalculateRisksForTrades(calcReq);
                if (tradeRiskResult.Results == null || tradeRiskResult.Results.Count < 1)
                {
                    continue;
                }
                var key = $"{loop.pricekey}";

                foreach (var item in tradeRiskResult.Results)
                {
                    var contains = resultMap.TryGetValue(item.Trade.id, out var tempTradeSpan);

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

                    switch (key)
                    {
                        case "P1":
                            logger.Info($"期权预付金:tradeId:{item.Trade.id} 价格1 = {loop.priceProvider.GetPrice(item.Trade.UnderlyingCode)} Pv = {item.ValueResult.Pv}");
                            tempTradeSpan.Spv1 = item.ValueResult.Pv;
                            break;
                        case "P2":
                            logger.Info($"期权预付金:tradeId:{item.Trade.id} 价格2 = {loop.priceProvider.GetPrice(item.Trade.UnderlyingCode)} Pv = {item.ValueResult.Pv}");
                            tempTradeSpan.Spv2 = item.ValueResult.Pv;
                            break;
                        case "P3":
                            logger.Info($"期权预付金:tradeId:{item.Trade.id} 价格3 = {loop.priceProvider.GetPrice(item.Trade.UnderlyingCode)} Pv = {item.ValueResult.Pv}");
                            tempTradeSpan.Spv3 = item.ValueResult.Pv;
                            break;
                        case "P4"://这里是现价计算的,所以同时保存一下Delta
                            tempTradeSpan.Spv4 = item.ValueResult.Pv;
                            var marginRatio = helper.GetMarginParamProvider().GetMarginRate(item.Trade.UnderlyingCode) ?? 1;
                            tempTradeSpan.DeltaMargin = item.ValueResult.DeltaCash * marginRatio;
                            logger.Info($"期权预付金:tradeId:{item.Trade.id} 价格4 = {loop.priceProvider.GetPrice(item.Trade.UnderlyingCode)} Pv = {item.ValueResult.Pv} Delta = {item.ValueResult.Delta} DeltaCash = {item.ValueResult.DeltaCash} 品种最低预付金率 = Delta * Price * 品种最低预付金比例 = {marginRatio} DeltaMargin = {tempTradeSpan.DeltaMargin}");
                            break;
                        case "P5":
                            logger.Info($"期权预付金:tradeId:{item.Trade.id} 价格5 = {loop.priceProvider.GetPrice(item.Trade.UnderlyingCode)} Pv = {item.ValueResult.Pv}");
                            tempTradeSpan.Spv5 = item.ValueResult.Pv;
                            break;
                        case "P6":
                            logger.Info($"期权预付金:tradeId:{item.Trade.id} 价格6 = {loop.priceProvider.GetPrice(item.Trade.UnderlyingCode)} Pv = {item.ValueResult.Pv}");
                            tempTradeSpan.Spv6 = item.ValueResult.Pv;
                            break;
                        case "P7":
                            logger.Info($"期权预付金:tradeId:{item.Trade.id} 价格7 = {loop.priceProvider.GetPrice(item.Trade.UnderlyingCode)} Pv = {item.ValueResult.Pv}");
                            tempTradeSpan.Spv7 = item.ValueResult.Pv;
                            break;
                    }
                    if (contains)
                    {
                        tempTradeSpan.SetWorstCastClientPayable();

                        if (tempTradeSpan.WorstCastClientPayable > 0)
                        {
                            var clientInfo = helper.GetClient(item.Trade);
                            var clientRatio = (req.CalcMarginType == Enums.CalcMarginTypeEnum.InitialMargin ? clientInfo?.Ratio1 : clientInfo?.Ratio) ?? 1.0;
                            if (key == "P7")
                            {
                                var ss = Math.Max(tempTradeSpan.WorstCastClientPayable ?? 0, tempTradeSpan.DeltaMargin ?? 0) * clientRatio;
                                logger.Info($"期权预付金:tradeId:{item.Trade.id} 预付金 = MaxPv > 0 Max(MaxPv, DeltaMargin) * 客户预付金率");
                                logger.Info($"期权预付金:tradeId:{item.Trade.id} {ss} = {tempTradeSpan.WorstCastClientPayable} > 0 Max({tempTradeSpan.WorstCastClientPayable}, {tempTradeSpan.DeltaMargin}) * {clientRatio}");
                            }
                            tempTradeSpan.WorstCastClientPayable = Math.Max(tempTradeSpan.WorstCastClientPayable ?? 0, tempTradeSpan.DeltaMargin ?? 0) * clientRatio;
                        }
                        else
                        {
                            if (key == "P7")
                            {
                                logger.Info($"期权预付金:tradeId:{item.Trade.id} 预付金 = MaxPv <= 0");
                            }
                            tempTradeSpan.WorstCastClientPayable = 0;
                        }
                    }
                }
            }
            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();

                var clientGroups = tradeSpanInfo.GroupBy(t => t.trade.ClientId);
                foreach (var clientGroup in clientGroups)
                {
                    // 手动维护的预付金VarietyId是null,合计的时候需要排除掉,最后再加进来
                    var varietyGroup = clientGroup.Where(O => O.tradeSpan.VarietyId > 0).GroupBy(t => t.tradeSpan.VarietyId ?? 0).Select(t => new ClientSpan
                    {
                        VarietyId = 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),
                        Spv5 = t.Sum(g => g.tradeSpan.Spv5) * (-1),
                        Spv6 = t.Sum(g => g.tradeSpan.Spv6) * (-1),
                        Spv7 = t.Sum(g => g.tradeSpan.Spv7) * (-1),
                        DeltaMargin = -Math.Abs(t.Sum(g => g.tradeSpan.DeltaMargin ?? 0)),
                        PositionWinLoss = t.Sum(g => g.tradeSpan.PositionWinLoss) * (-1),
                        OptId = req.userId,
                        OptName = req.userName,
                        OptDate = DateTime.Now,
                        SpanType = req.SpanType
                    }).ToList();
                    foreach (var varietyInfo in varietyGroup)
                    {
                        var tradeSpanIds = clientGroup.Where(O => O.tradeSpan.VarietyId == varietyInfo.VarietyId).Select(x => x.tradeSpan.id);
                        var tradeSpansUpdate = db.trade_span.Where(x => tradeSpanIds.Contains(x.id)).ToList();
                        var tradeSpansReq = req.tradeSpans.Where(x => tradeSpanIds.Contains(x.id)).ToList();

                        varietyInfo.SetWorstCastClientPayableMin();

                        if (varietyInfo.WorstCastClientPayable >= 0 || varietyInfo.WorstCastClientPayable.Value < (varietyInfo.DeltaMargin ?? 0))
                        {
                            if (varietyInfo.WorstCastClientPayable == varietyInfo.Spv1)
                            {
                                tradeSpansUpdate.ForEach(x => x.WorstCastClientPayable = x.Spv1);
                                tradeSpansReq.ForEach(x => x.WorstCastClientPayable = x.Spv1);
                            }
                            else if (varietyInfo.WorstCastClientPayable == varietyInfo.Spv2)
                            {
                                tradeSpansUpdate.ForEach(x => x.WorstCastClientPayable = x.Spv2);
                                tradeSpansReq.ForEach(x => x.WorstCastClientPayable = x.Spv2);
                            }
                            else if (varietyInfo.WorstCastClientPayable == varietyInfo.Spv3)
                            {
                                tradeSpansUpdate.ForEach(x => x.WorstCastClientPayable = x.Spv3);
                                tradeSpansReq.ForEach(x => x.WorstCastClientPayable = x.Spv3);
                            }
                            else if (varietyInfo.WorstCastClientPayable == varietyInfo.Spv4)
                            {
                                tradeSpansUpdate.ForEach(x => x.WorstCastClientPayable = x.Spv4);
                                tradeSpansReq.ForEach(x => x.WorstCastClientPayable = x.Spv4);
                            }
                            else if (varietyInfo.WorstCastClientPayable == varietyInfo.Spv5)
                            {
                                tradeSpansUpdate.ForEach(x => x.WorstCastClientPayable = x.Spv5);
                                tradeSpansReq.ForEach(x => x.WorstCastClientPayable = x.Spv5);
                            }
                            else if (varietyInfo.WorstCastClientPayable == varietyInfo.Spv6)
                            {
                                tradeSpansUpdate.ForEach(x => x.WorstCastClientPayable = x.Spv6);
                                tradeSpansReq.ForEach(x => x.WorstCastClientPayable = x.Spv6);
                            }
                            else
                            {
                                tradeSpansUpdate.ForEach(x => x.WorstCastClientPayable = x.Spv7);
                                tradeSpansReq.ForEach(x => x.WorstCastClientPayable = x.Spv7);
                            }
                        }
                        else
                        {
                            varietyInfo.WorstCastClientPayable = varietyInfo.DeltaMargin ?? 0;
                            tradeSpansUpdate.ForEach(x => x.WorstCastClientPayable = x.DeltaMargin);
                            tradeSpansReq.ForEach(x => x.WorstCastClientPayable = x.DeltaMargin);
                        }

                        if (varietyInfo.WorstCastClientPayable < 0)
                        {
                            var clientRatio = 1.0;
                            var clientLevelId = DataCacheProvider.GetClientDataSource().GetData(varietyInfo.ClientId).LevelId;
                            if (clientLevelId > 0)
                            {
                                clientRatio = DataCacheProvider.GetClientLevelDataSource().GetData(clientLevelId ?? 0).Ratio ?? 1.0;
                            }
                            varietyInfo.WorstCastClientPayable *= clientRatio;
                        }
                        else
                        {
                            varietyInfo.WorstCastClientPayable = varietyInfo.TwoSideMargin = 0;
                        }
                    }

                    var clientSpan = new ClientSpan
                    {
                        ClientId = clientGroup.Key,
                        ValueDate = req.settleDate,
                        Spv1 = varietyGroup.Sum(g => g.Spv1),
                        Spv2 = varietyGroup.Sum(g => g.Spv2),
                        Spv3 = varietyGroup.Sum(g => g.Spv3),
                        Spv4 = varietyGroup.Sum(g => g.Spv4),
                        Spv5 = varietyGroup.Sum(g => g.Spv5),
                        Spv6 = varietyGroup.Sum(g => g.Spv6),
                        Spv7 = varietyGroup.Sum(g => g.Spv7),
                        DeltaMargin = varietyGroup.Sum(g => g.DeltaMargin),
                        //负数代表客户应缴预付金，正数代表客户应收预付金
                        WorstCastClientPayable = varietyGroup.Sum(g => g.WorstCastClientPayable),
                        MySideMargin = varietyGroup.Sum(g => g.WorstCastClientPayable),
                        TwoSideMargin = varietyGroup.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).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.Spv5 += singleMarginTrade.Sum(O => O.Spv5 * (-1));
                    clientSpan.Spv6 += singleMarginTrade.Sum(O => O.Spv6 * (-1));
                    clientSpan.Spv7 += singleMarginTrade.Sum(O => O.Spv7 * (-1));
                    clientSpan.DeltaMargin += singleMarginTrade.Sum(O => O.DeltaMargin * (-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);

                    //交易员不支付预付金
                    clientSpan.WorstCastClientPayable = Math.Min(clientSpan.WorstCastClientPayable ?? 0, 0);

                    //手动维护的预付金,不参与以上算法
                    var maMargin = clientGroup.Where(O => O.tradeSpan.VarietyId == null).Sum(t => t.tradeSpan.WorstCastClientPayable * (-1));
                    clientSpan.WorstCastClientPayable += maMargin;
                    clientSpan.MySideMargin += maMargin;

                    clientSpanNews.Add(clientSpan);
                }

                //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.realTradeId).ToList();
            }

            var marginReq = req.GetRunMarginCalculationReq();
            if (req.trade.IsGroup == 1)
            {
                marginReq.tradeList = db.trade.Where(x => x.ParentTradeId == req.realTradeId).ToList();
            }
            if (req.trade.ParentTradeId > 0)
            {
                marginReq.tradeList.AddRange(db.trade.Where(x => x.ParentTradeId == req.trade.ParentTradeId && x.id != req.realTradeId).ToList());
            }
            var tradeMargin = RunMarginCalculation(marginReq);
            if (null != tradeMargin)
            {

                double margin;
                if (req.trade.IsGroup == 1)
                {
                    margin = (double)tradeMargin.Sum(x => x.WorstCastClientPayable ?? 0);
                }
                else if (req.trade.ParentTradeId > 0)
                {
                    PriceCalcService.GroupSpansCalc(tradeMargin);
                    margin = (double)(tradeMargin.FirstOrDefault(O => O.TradeId == req.trade.id)?.WorstCastClientPayable ?? 0);
                }
                else
                {
                    margin = (double)(tradeMargin.FirstOrDefault()?.WorstCastClientPayable ?? 0);
                }

                return margin;
            }
            return 0.0;
        }
    }
}