using System;
using System.Collections.Generic;

namespace YLErp.Helpers
{
    /// <summary>
    /// 前端互换计算公式的后端参考实现（忠实重写 unwindSwapTrade.js / incomeSwapTrade.js）。
    /// ============================================================================
    /// 用途：
    /// 1. 特征化测试的金标准（FrontendCalcCharacterizationTest）—— 冻结前端行为
    /// 2. 后端只读校验（SwapDealService.ValidateFrontendPnL）—— 重算盈亏与前端传值比对
    ///
    /// 注：前端保持快速反馈（用户改输入立即算），本类不替代前端，仅作后端校验兜底。
    /// 命名规范（见《互换价格字段命名规范决策文档》）：
    ///   PosiGrossPrice 现状名，实为"期初全价不含费"，规范名 EntryDirtyPrice
    ///   TradingAmountAvg 现状名，实为"期末全价不含费"，规范名 ExitDirtyPrice
    /// ============================================================================
    /// </summary>
    public static class FrontendCalcReference
    {
        /// <summary>模拟 otcformat.trading.StockEqvNotional（金额类，2位小数）</summary>
        private static decimal StockEqvNotional(decimal v) => Math.Round(v, 2, MidpointRounding.AwayFromZero);

        /// <summary>
        /// 计算平仓页（unwind）的盯市盈亏与汇总。
        /// 对应 unwindSwapTrade.js:196-261（calcFloatClosePnl + calcCloseAmount）。
        /// </summary>
        public static UnwindResult CalcUnwind(UnwindInput input)
        {
            // 规范名映射：initPosiNetPrice(前端变量) = PosiGrossPrice = EntryDirtyPrice（期初全价不含费）
            decimal entryPrice = input.PosiGrossPrice;
            // scale = getPriceScale()：债券(multiplier=100)→0.01，非债券→1
            decimal scale = input.Multiplier == 100 ? 0.01m : 1m;
            // 方向因子：PayDirection(1=收取)→+1；PositionType(1=多头)→+1
            decimal floatRatio = input.PayDirection == 1 ? 1 : -1;
            decimal longRatio = input.PositionType == 1 ? 1 : -1;

            decimal tradingFee = ParseOrZero(input.TradingFee);
            decimal tradingFeePending = ParseOrZero(input.TradingFeePending);
            decimal dividendIn = ParseOrZero(input.DividendIn);

            // MarkClosePnl = round(CloseQty × (TradingAmountAvg × scale − EntryPrice) × floatRatio × longRatio × 10000)/10000
            decimal markClosePnl = Math.Round(
                input.CloseQty * (input.TradingAmountAvg * scale - entryPrice) * floatRatio * longRatio * 10000) / 10000;
            // toFixed(2) → StockEqvNotional
            markClosePnl = Math.Round(markClosePnl, 2, MidpointRounding.AwayFromZero);
            markClosePnl = StockEqvNotional(markClosePnl);

            // FloatPnlSum = (MarkClosePnl + TradingFee + TradingFeePending + DividendIn).toFixed(2)
            decimal floatPnlSum = decimal.Parse(
                (markClosePnl + tradingFee + tradingFeePending + dividendIn).ToString("F2"));

            // calcCloseAmount：SwapRealizedPnL/SwapCloseAmount = FloatPnlSum + Σ利息腿 + Σ预付金腿
            decimal swapCloseAmount = floatPnlSum;
            decimal swapRealizedPnL = floatPnlSum;
            decimal swapMarginRebatePnl = 0m;
            foreach (var interest in input.InterestLegs)
            {
                swapCloseAmount += interest.InterestClosePnL;
                swapRealizedPnL += interest.InterestClosePnL;
            }
            foreach (var margin in input.MarginLegs)
            {
                swapCloseAmount += margin.InterestClosePnL;
                swapMarginRebatePnl += margin.InterestClosePnL;
                swapRealizedPnL += margin.InterestClosePnL;
            }
            swapRealizedPnL = StockEqvNotional(swapRealizedPnL);
            swapCloseAmount = StockEqvNotional(swapCloseAmount);
            swapMarginRebatePnl = StockEqvNotional(swapMarginRebatePnl);

            // TradingAmountFeeAvg = CloseQty==0 ? 0 : (TradingAmountAvg×scale + TradingFee/CloseQty × ratio)
            // 注：unwind 的 ratio = PositionType?1:-1（calcCloseAmount 内重新定义）
            decimal ratio = input.PositionType == 1 ? 1 : -1;
            decimal tradingAmountFeeAvg = input.CloseQty == 0 ? 0 :
                input.TradingAmountAvg * scale + (tradingFee / input.CloseQty) * ratio;

            return new UnwindResult
            {
                MarkClosePnl = markClosePnl,
                FloatPnlSum = floatPnlSum,
                SwapRealizedPnL = swapRealizedPnL,
                SwapCloseAmount = swapCloseAmount,
                SwapMarginRebatePnl = swapMarginRebatePnl,
                TradingAmountFeeAvg = tradingAmountFeeAvg
            };
        }

        /// <summary>
        /// 计算结息页（income）的盯市盈亏与汇总。
        /// 对应 incomeSwapTrade.js:128-178。
        /// 差异：用剩余持仓数量和合约乘数作量纲，无 longRatio，无 Math.round/10000。
        /// </summary>
        public static UnwindResult CalcIncome(UnwindInput input)
        {
            // income 页 initPosiGrossPrice = PosiGrossPrice = EntryDirtyPrice
            decimal entryPrice = input.PosiGrossPrice;
            decimal scale = input.Multiplier == 100 ? 0.01m : 1m;
            decimal floatRatio = input.PayDirection == 1 ? 1 : -1;
            decimal longRatio = input.PositionType == 1 ? 1 : -1;

            decimal tradingFee = ParseOrZero(input.TradingFee);
            decimal tradingFeePending = ParseOrZero(input.TradingFeePending);
            decimal dividendIn = ParseOrZero(input.DividendIn);

            // MarkClosePnl = PositionQty × ContractSize × (TradingAmountAvg × scale − EntryPrice) × floatRatio × longRatio
            // （无 Math.round/10000）
            decimal markClosePnl = input.PositionQty * input.ContractSize * (input.TradingAmountAvg * scale - entryPrice) * floatRatio * longRatio;
            markClosePnl = StockEqvNotional(markClosePnl);

            decimal floatPnlSum = decimal.Parse(
                (markClosePnl + tradingFee + tradingFeePending + dividendIn).ToString("F2"));

            decimal swapCloseAmount = floatPnlSum;
            decimal swapRealizedPnL = floatPnlSum;
            decimal swapMarginRebatePnl = 0m;
            foreach (var interest in input.InterestLegs)
            {
                swapCloseAmount += interest.InterestClosePnL;
                swapRealizedPnL += interest.InterestClosePnL;
            }
            foreach (var margin in input.MarginLegs)
            {
                swapCloseAmount += margin.InterestClosePnL;
                swapMarginRebatePnl += margin.InterestClosePnL;
                swapRealizedPnL += margin.InterestClosePnL;
            }
            // income 页无 SwapMarginAmount 计算（恒为0）
            swapRealizedPnL = StockEqvNotional(swapRealizedPnL);
            swapCloseAmount = StockEqvNotional(swapCloseAmount);
            swapMarginRebatePnl = StockEqvNotional(swapMarginRebatePnl);

            // TradingAmountFeeAvg = CloseQty>0 ? (TradingAmountAvg×scale + TradingFee/CloseQty × floatRatio) : TradingAmountAvg×scale
            // 注：income 用 floatRatio（PayDirection），与 unwind 的 ratio(PositionType) 不同
            decimal tradingAmountFeeAvg = input.CloseQty > 0
                ? input.TradingAmountAvg * scale + (tradingFee / input.CloseQty) * floatRatio
                : input.TradingAmountAvg * scale;

            return new UnwindResult
            {
                MarkClosePnl = markClosePnl,
                FloatPnlSum = floatPnlSum,
                SwapRealizedPnL = swapRealizedPnL,
                SwapCloseAmount = swapCloseAmount,
                SwapMarginRebatePnl = swapMarginRebatePnl,
                TradingAmountFeeAvg = tradingAmountFeeAvg
            };
        }

        private static decimal ParseOrZero(string s) => string.IsNullOrEmpty(s) ? 0m : decimal.Parse(s);
    }

    /// <summary>前端计算输入模型（对应前端可见的原始字段）</summary>
    public class UnwindInput
    {
        public int Multiplier;            // 债券=100，非债券=1
        public decimal PosiGrossPrice;    // EntryDirtyPrice（期初全价不含费）
        public decimal TradingAmountAvg;  // 用户可改的期末标的价格（界面×multiplier形态）
        public decimal CloseQty;          // 平仓数量
        public decimal PositionQty;       // 结息时的剩余持仓数量
        public decimal ContractSize = 1m; // 合约乘数
        public decimal CloseNotionalValue;// 平仓名义本金
        public int PayDirection;          // 1=收取，-1=支付
        public int PositionType;          // 1=多头，2=空头
        public string TradingFee;         // 交易费用（前端是字符串）
        public string TradingFeePending;  // 待结算费用
        public string DividendIn;         // 分红
        public List<LegInput> InterestLegs = new();
        public List<LegInput> MarginLegs = new();
    }

    /// <summary>利息腿/预付金腿输入</summary>
    public class LegInput
    {
        public decimal InterestClosePnL;  // 利息腿平仓盈亏（已含方向）
    }

    /// <summary>前端计算输出模型（前端算出的衍生字段）</summary>
    public class UnwindResult
    {
        public decimal MarkClosePnl;
        public decimal FloatPnlSum;
        public decimal SwapRealizedPnL;
        public decimal SwapCloseAmount;
        public decimal SwapMarginRebatePnl;
        public decimal TradingAmountFeeAvg;
    }
}