using System;
using YLErp.DBModels;
using YLErp.DBModels.Enums;
using YLErp.Modules;

namespace YLErp.Helpers
{
    /// <summary>
    /// DV01计算工具类
    /// 公式: DV01(万元) = 方向 * (持仓面值(万元) / 单位面值) * 中债基点价值
    /// 等价业界标准: DV01(元) = 持仓面值(元) / 100 * vobp，本方法输出为该值的 1/10000(即万元)。
    /// 注意: PosiQuantity 入参须为"元面值"单位(由 PosiNotionalValue/PosiGrossPrice 反推);
    ///       单位面值默认 100，取自 UnderlyingBond.Price；vobp 为"每100元面值1bp的价格变动"。
    /// </summary>
    public static class Dv01Helper
    {
        /// <summary>
        /// 计算DV01
        /// </summary>
        /// <param name="underlyingCode">标的代码</param>
        /// <param name="posiQuantity">持仓数量，须为"元面值"单位(如1000000=100万元面值)</param>
        /// <param name="posiDirection">收支方向: 1=收取, 2=支付</param>
        /// <param name="positionType">多空方向: 1=多头, 2=空头</param>
        /// <param name="vobp">中债基点价值(每100元面值，收益率变动1bp的价格变动)</param>
        /// <returns>DV01值，单位为"万元"</returns>
        public static decimal CalcDv01(string underlyingCode, decimal posiQuantity, int posiDirection, int positionType, decimal vobp)
        {
            if (vobp == 0 || posiQuantity == 0) return 0;

            var um = DataCacheProvider.GetUnderlyingDataSource().GetData(underlyingCode);
            if (um == null || !um.IsBond()) return 0;

            // 方向: 支付多头=-1, 收取多头=1, 支付空头=1, 收取空头=-1
            // = (PosiDirection==收取?1:-1) * (PositionType==多头?1:-1)
            int direction = (posiDirection == (int)SwapDirectionEnum.收取 ? 1 : -1)
                          * (positionType == (int)PositionTypeFlag.Long ? 1 : -1);

            // 券面总额(万元) = 交易数量(元面值) / 10000
            double faceValueWan = Convert.ToDouble(posiQuantity) / 10000d;

            // 单位面值, 默认100
            decimal unitFaceValue = 100m;
            if (!string.IsNullOrEmpty(um.ExJson))
            {
                var bond = JsonHelper.Deserialize<UnderlyingBond>(um.ExJson);
                if (bond?.Price != null && bond.Price != 0)
                    unitFaceValue = bond.Price.Value;
            }

            decimal result = Convert.ToDecimal(direction * (faceValueWan / Convert.ToDouble(unitFaceValue)) * Convert.ToDouble(vobp));
            return Math.Round(result, 4);
        }
    }
}