using YLErp.Abstract.DataProviders;
using YLErp.BLL.Calculation;
using YLErp.Enums;
using YLErp.Helpers;
using YLErp.Model.Enum;
using YLErp.QdpModule;

namespace YLErp.BLL.MarginCalculation
{
    public class ZhongLiangMarginCalculation : MarginCalculationBase
    {
        public static readonly ZhongLiangMarginCalculation Instance;
        static ZhongLiangMarginCalculation()
        {
            Instance = new ZhongLiangMarginCalculation();

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

            var calcTradeList = req.tradeList.ToList();

            var resultMap = new Dictionary<int, trade_span>();

            var helper = new RunMarginCalculationHelper(req, _underlyingDataProvider);
            helper.SetFieldsByTradeType();
            helper.GetUpDownLimitPrices(out var upLimitPrices, out var downLimitPrices);
            helper.GetUpDownVolRateDic(out var tradeVolRateDicUp, out var tradeVolRateDicDown);
            var prices = new (string, IPriceProvider)[] { ("up", upLimitPrices), ("down", downLimitPrices), ("normal", req.PriceProvider) };

            var volRates = new (int, Dictionary<int, double>)[] {
                        (0, null),
                        (1, tradeVolRateDicUp),
                        (2, tradeVolRateDicDown)
                    };

            foreach (var price in prices)
            {
                foreach (var itemDic in volRates)
                {
                    var key = $"{price.Item1}_{itemDic.Item1}";
                    if (key == "normal_0")
                    {
                        continue;
                    }
                    var tradeRiskResult = CalculatorHelper.CalculateRisksForTrades(
                        valueDate: req.settleDate,
                        tradeList: calcTradeList,
                        calcScenario: req.GetCalcScenario(),
                        priceProvider: price.Item2,
                        pricingRequest: QdpPricingRequest.PV_ONLY,
                        addVolRateDic: itemDic.Item2,
                        volType: req.volType,
                        isUseTradeVol: PS.Config.IsTradeVol,
                        preciseTimeMode: req.CalcMarginType != CalcMarginTypeEnum.EodMargin,
                        isAddVolPercent: false);

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

                    foreach (var item in tradeRiskResult.Results)
                    {
                        var client = helper.GetClient(item.Trade.ClientId);
                        var clientRatio = client?.Ratio ?? 1.0;
                        var clientRatio1 = client?.Ratio1 ?? 1.0;

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

                        var pv = item.ValueResult.Pv;

                        if (!helper.GetSpecialMargin(item.Trade, pv, out var value))
                        {
                            if (req.CalcMarginType == CalcMarginTypeEnum.InitialMargin)
                            {
                                value = double.IsNaN(pv) ? 0 : pv * clientRatio1;
                            }
                            else
                            {
                                value = double.IsNaN(pv) ? 0 : pv * clientRatio;
                            }
                        }


                        if (!contains)
                        {
                            resultMap[item.Trade.id] = tempTradeSpan = helper.CreateTradeSpan(item.Trade);
                            if (item.Trade.TradeType == "雪球期权" && item.Trade.BuySell == "买入")
                            {
                                resultMap[item.Trade.id].IsSingleMargin = true;
                                resultMap[item.Trade.id].Comment = "雪球买入";
                            }
                        }

                        switch (key)
                        {
                            case "up_1":
                                tempTradeSpan.Spv1 = value; break;
                            case "up_0":
                                tempTradeSpan.Spv2 = value; break;
                            case "up_2":
                                tempTradeSpan.Spv3 = value; break;
                            case "normal_1":
                                tempTradeSpan.Spv4 = value; break;
                            case "normal_2":
                                tempTradeSpan.Spv5 = value; break;
                            case "down_1":
                                tempTradeSpan.Spv6 = value; break;
                            case "down_0":
                                tempTradeSpan.Spv7 = value; break;
                            case "down_2":
                                tempTradeSpan.Spv8 = value; break;
                        }

                        if (contains)
                        {
                            tempTradeSpan.SetWorstCastClientPayable();
                            if (client != null)
                            {
                                var value2 = (double)tempTradeSpan.WorstCastClientPayable;
                                if (client.MarginOptionType == (int)MarginOptionEnum.单向追保)
                                {
                                    value2 = item.Trade.BuySell == "卖出" ? 0 : Math.Max(value2, 0);
                                }
                                else if (client.MarginOptionType == (int)MarginOptionEnum.对手方单向追保 || client.MarginOptionType == (int)MarginOptionEnum.其他)
                                {
                                    value2 = 0;
                                }
                                else if (client.MarginOptionType == (int)MarginOptionEnum.双向追保)
                                {
                                    value2 = Math.Max(value2, 0);
                                }
                                tempTradeSpan.WorstCastClientPayable = value2;
                            }
                        }

                    }
                }
            }
            return resultMap.Values.ToList();
        }
        public override List<trade_span> CalcClientMargin(CalcClientMarginReq req)
        {
            var clientSpanNews = new List<ClientSpan>();

            var runMargin = new RunMarginCalculationReq(req.UserInfo);
            runMargin.settleDate = req.settleDate;
            var helper = new RunMarginCalculationHelper(runMargin, _underlyingDataProvider);
            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 underlyingIdList = tradeList.Select(t => t.UnderlyingId).ToList();

                var underlyingList = db.underlying_manager.AsNoTracking().Where(t => underlyingIdList.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)
                {
                    var varietyGroups = clientGroup.GroupBy(t => t.trade.UnderlyingId).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),
                        Spv8 = t.Sum(g => g.tradeSpan.Spv8) * (-1),
                        OptId = req.userId,
                        OptName = req.userName,
                        OptDate = DateTime.Now,
                        SpanType = req.SpanType
                    }).ToList();
                    foreach (var item in varietyGroups)
                    {

                        item.WorstCastClientPayable = Math.Min(Math.Min(Math.Min(Math.Min(Math.Min(Math.Min(Math.Min(item.Spv1 ?? 0, item.Spv2 ?? 0), item.Spv3 ?? 0), item.Spv4 ?? 0), item.Spv5 ?? 0), item.Spv6 ?? 0), item.Spv7 ?? 0), item.Spv8 ?? 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.ValueDate == req.settleDate).ToList();
                        var tradeSpansReq = req.tradeSpans.Where(x => tradeIdList.Contains(x.TradeId) && x.ClientId == item.ClientId && 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);
                        }
                        else if (item.WorstCastClientPayable == item.Spv5)
                        {
                            tradeSpansUpdate.ForEach(x => x.WorstCastClientPayable = x.Spv5);
                            tradeSpansReq.ForEach(x => x.WorstCastClientPayable = x.Spv5);
                        }
                        else if (item.WorstCastClientPayable == item.Spv6)
                        {
                            tradeSpansUpdate.ForEach(x => x.WorstCastClientPayable = x.Spv6);
                            tradeSpansReq.ForEach(x => x.WorstCastClientPayable = x.Spv6);
                        }
                        else if (item.WorstCastClientPayable == item.Spv7)
                        {
                            tradeSpansUpdate.ForEach(x => x.WorstCastClientPayable = x.Spv7);
                            tradeSpansReq.ForEach(x => x.WorstCastClientPayable = x.Spv7);
                        }
                        else
                        {
                            tradeSpansUpdate.ForEach(x => x.WorstCastClientPayable = x.Spv8);
                            tradeSpansReq.ForEach(x => x.WorstCastClientPayable = x.Spv8);
                        }

                        #endregion
                    }
                    var clientSpan = new ClientSpan
                    {
                        ClientId = clientGroup.Key,
                        ValueDate = req.settleDate,
                        Spv1 = varietyGroups.Sum(g => g.Spv1),
                        Spv2 = varietyGroups.Sum(g => g.Spv2),
                        Spv3 = varietyGroups.Sum(g => g.Spv3),
                        Spv4 = varietyGroups.Sum(g => g.Spv4),
                        Spv5 = varietyGroups.Sum(g => g.Spv5),
                        Spv6 = varietyGroups.Sum(g => g.Spv6),
                        Spv7 = varietyGroups.Sum(g => g.Spv7),
                        Spv8 = varietyGroups.Sum(g => g.Spv8),
                        //负数代表客户应缴预付金，正数代表客户应收预付金
                        WorstCastClientPayable = varietyGroups.Sum(g => g.WorstCastClientPayable),
                        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
                    };
                    if (!HasTwoSideMargin(clientGroup.Key) && varietyGroups.Sum(g => g.WorstCastClientPayable) > 0)
                    {
                        clientSpan.WorstCastClientPayable = 0;
                        foreach (var item in varietyGroups)
                        {
                            var tradeIdList = clientGroup.Select(x => x.tradeSpan.TradeId);
                            var tradeSpansUpdate = db.trade_span.Where(x => tradeIdList.Contains(x.TradeId) && x.ClientId == item.ClientId && x.ValueDate == req.settleDate).ToList();
                            var tradeSpansReq = req.tradeSpans.Where(x => tradeIdList.Contains(x.TradeId) && x.ClientId == item.ClientId && x.ValueDate == req.settleDate).ToList();
                            tradeSpansUpdate.ForEach(x => x.WorstCastClientPayable = 0);
                            tradeSpansReq.ForEach(x => x.WorstCastClientPayable = 0);
                        }
                    }
                    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)
        {
            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 && tradeMargin.FirstOrDefault() != null)
            {
                var margin = tradeMargin.FirstOrDefault().WorstCastClientPayable ?? 0.0;

                return margin;
            }
            return 0.0;
        }
    }
}