using BaseOUDAL;
using System.ComponentModel;
using System.Data;

namespace YLErp.Model
{
    public class EodPnlGridSum
    {
        /// <summary>
        /// <summary>
        /// 名义本金总数
        /// </summary> 
        public double? NotionalSum { get; set; }


        /// <summary>
        /// <summary>
        /// 昨日价值总数
        /// </summary> 
        public double? LastPvSum { get; set; }


        /// <summary>
        /// <summary>
        /// 总数
        /// </summary> 
        public double? PvSum { get; set; }

        public double? SellPvSum { get; set; }

        public double? RoundedPvSum { get; set; }


        /// <summary>
        /// <summary>
        /// 当日价值总数
        /// </summary> 
        public double? DailyPnLSum { get; set; }

        /// <summary>
        /// <summary>
        /// 当日价值总数
        /// </summary> 
        public double? RoundedDailyPnLSum { get; set; }


        /// <summary>
        /// <summary>
        /// 总数
        /// </summary> 
        public double? PnLPriceSum { get; set; }


        /// <summary>
        /// <summary>
        /// 总数
        /// </summary> 
        public double? PnLDeltaSum { get; set; }


        /// <summary>
        /// <summary>
        /// 总数
        /// </summary> 
        public double? PnLGammaSum { get; set; }


        /// <summary>
        /// <summary>
        /// 总数
        /// </summary> 
        public double? PnLVegaSum { get; set; }


        /// <summary>
        /// <summary>
        /// 总数
        /// </summary> 
        public double? PnLThetaSum { get; set; }


        /// <summary>
        /// <summary>
        /// 总数
        /// </summary> 
        public double? PnLRhoSum { get; set; }


        /// <summary>
        /// <summary>
        /// 总数
        /// </summary> 
        public double? PnLPriceVolCrossSum { get; set; }


        /// <summary>
        /// <summary>
        /// 总数
        /// </summary> 
        public double? PnLPriceResidualSum { get; set; }


        /// <summary>
        /// <summary>
        /// 总数
        /// </summary> 
        public double? PnLVolSum { get; set; }


        /// <summary>
        /// <summary>
        /// 总数
        /// </summary> 
        public double? PnLVolResidualSum { get; set; }


        /// <summary>
        /// <summary>
        /// 未归因盈亏总数
        /// </summary> 
        public double? UnexplainedPnLSum { get; set; }


        /// <summary>
        /// <summary>
        /// 已归因盈亏总数
        /// </summary> 
        public double? ExplainedPnLSum { get; set; }

        /// <summary>
        /// <summary>
        /// 名义本金合计
        /// </summary> 
        public double? OriginalStockEqvNotionalSum { get; set; }
        public double? StockEqvNotionalSum { get; set; }

        /// <summary>
        /// 交易总额合计
        /// </summary>
        public double? TradePriceSum { get; set; }

        public double? MarginSum { get; set; }
    }

    public class EodPnlReq : BaseSearchReq
    {
        /// <summary>
        /// 
        /// </summary> 
        public int id { get; set; }


        /// <summary>
        /// 簿记账户
        /// </summary> 
        public string BookName { get; set; }


        /// <summary>
        /// 簿记账户信息
        /// </summary> 
        public int? BookId { get; set; }


        /// <summary>
        /// 估值日
        /// </summary> 
        public DateTime? ValueDate { get; set; }

        public DateTime ValueDateStart { get; set; }

        public DateTime ValueDateEnd { get; set; }

        /// <summary>
        /// 交易信息
        /// </summary> 
        public int? TradeId { get; set; }


        /// <summary>
        /// 资产类型（香草期权等）
        /// </summary> 
        public string AssetType { get; set; }


        /// <summary>
        /// 资产代码
        /// </summary> 
        public string AssetCode { get; set; }


        /// <summary>
        /// 持仓类型
        /// </summary> 
        public string PositionType { get; set; }


        /// <summary>
        /// 结构类型
        /// </summary> 
        public string TradeType { get; set; }

        /// <summary>
        /// 操作人_optid
        /// </summary> 
        public int? OptId { get; set; }


        /// <summary>
        /// 操作人_optname
        /// </summary> 
        public string OptName { get; set; }


        /// <summary>
        /// 操作时间_createdate
        /// </summary> 
        public DateTime? OptDate { get; set; }

        public DateTime OptDateStart { get; set; }

        public DateTime OptDateEnd { get; set; }


        public string GroupStr { get; set; }

        public List<string> TradeTypesList
        {
            get
            {
                return (TradeTypes + "").Split(',').ToList();
            }
        }
        public string TradeTypes { get; set; }

        public double? Strike { get; set; }
        public DateTime? ExerciseDate { get; set; }
        public string ExerciseMode { get; set; }

        public string UnderlyingAssetClass { get; set; }

        public string UnderlyingCode { get; set; }

        public List<int> BookIdList
        {
            get
            {
                if (BookIds == null)
                {
                    BookIds = "";
                }

                return BookIds.Split(',').Select(c => Convert.ToInt32(c)).ToList();
            }
        }
        public string BookIds { get; set; }

        public string TraderIds { get; set; }

        public List<int> TraderIdList
        {
            get
            {
                if (TraderIds == null)
                {
                    TraderIds = "";
                }

                return TraderIds.Split(',').Select(c => Convert.ToInt32(c)).ToList();
            }
        }

        /// <summary>
        /// 交易编码列表
        /// </summary>
        public List<string> TradeNumberList { get; set; }
        /// <summary>
        /// 簿记账户列表
        /// </summary>
        public List<string> BookNameList { get; set; }
        /// <summary>
        /// 昨日Pv范围开始
        /// </summary>
        public double? LastPvStart { get; set; }
        /// <summary>
        /// 昨日Pv范围结束
        /// </summary>
        public double? LastPvEnd { get; set; }
        /// <summary>
        /// Pv范围开始
        /// </summary>
        public double? PvStart { get; set; }
        /// <summary>
        /// Pv范围结束
        /// </summary>
        public double? PvEnd { get; set; }
        /// <summary>
        /// 当日PnL范围开始
        /// </summary>
        public double? DailyPnLStart { get; set; }
        /// <summary>
        /// 当日PnL范围结束
        /// </summary>
        public double? DailyPnLEnd { get; set; }
        /// <summary>
        /// 已实现PnL范围开始
        /// </summary>
        public double? RealizedPnLStart { get; set; }
        /// <summary>
        /// 已实现PnL范围结束
        /// </summary>
        public double? RealizedPnLEnd { get; set; }
        /// <summary>
        /// 未实现PnL范围开始
        /// </summary>
        public double? UnRealizedPnLStart { get; set; }
        /// <summary>
        /// 未实现PnL范围结束
        /// </summary>
        public double? UnRealizedPnLEnd { get; set; }
        /// <summary>
        /// 实际PnL范围开始
        /// </summary>
        public double? ActualPnLStart { get; set; }
        /// <summary>
        /// 实际PnL范围结束
        /// </summary>
        public double? ActualPnLEnd { get; set; }
        /// <summary>
        /// 估值PnL范围开始
        /// </summary>
        public double? EstimatePnLStart { get; set; }
        /// <summary>
        /// 估值PnL范围结束
        /// </summary>
        public double? EstimatePnLEnd { get; set; }
        /// <summary>
        /// 未归因PnL范围开始
        /// </summary>
        public double? UnexplainedPnLStart { get; set; }
        /// <summary>
        /// 未归因PnL范围结束
        /// </summary>
        public double? UnexplainedPnLEnd { get; set; }
        /// <summary>
        /// 已归因PnL范围开始
        /// </summary>
        public double? ExplainedPnLStart { get; set; }
        /// <summary>
        /// 已归因PnL范围结束
        /// </summary>
        public double? ExplainedPnLEnd { get; set; }
        /// <summary>
        /// 持仓PnL范围开始
        /// </summary>
        public double? PositionPnLStart { get; set; }
        /// <summary>
        /// 持仓PnL范围结束
        /// </summary>
        public double? PositionPnLEnd { get; set; }
        /// <summary>
        /// 总PnL范围开始
        /// </summary>
        public double? TotalPnlStart { get; set; }
        /// <summary>
        /// 总PnL范围结束
        /// </summary>
        public double? TotalPnlEnd { get; set; }
        /// <summary>
        /// 累积总PnL范围开始
        /// </summary>
        public double? AccruedTotalPnlStart { get; set; }
        /// <summary>
        /// 累积总PnL范围结束
        /// </summary>
        public double? AccruedTotalPnlEnd { get; set; }
        /// <summary>
        /// 交易类型
        /// </summary>
        public List<string> TradeTypeList { get; set; }
        /// <summary>
        /// 标的代码列表
        /// </summary>
        public List<string> UnderlyingCodeList { get; set; }
    }

    public class EodPnlGroup
    {
        public int? BookId { get; set; }
        /// <summary>
        /// 簿记账户
        /// </summary>
        [DisplayName("簿记账户")]
        public string BookName { get; set; }

        /// <summary>
        /// 簿记账户信息
        /// </summary>
        [DisplayName("结构类型")]
        public string TradeType { get; set; }

        /// <summary>
        /// 资产类型（香草期权等）
        /// </summary>
        [DisplayName("标的类型")]
        public string UnderlyingAssetClass { get; set; }

        /// <summary>
        /// 簿记账户信息
        /// </summary>
        [DisplayName("标的代码")]
        public string UnderlyingCode { get; set; }

        public string PositionType { get; set; }

        /// <summary>
        /// 估值日
        /// </summary>
        [DisplayName("ValueDate")]
        public DateTime ValueDate { get; set; }

        /// <summary>
        /// 昨日价值
        /// </summary>
        [DisplayName("LastPv")]

        public double? LastPv { get; set; }

        /// <summary>
        /// 
        /// </summary>
        [DisplayName("Pv")]

        public double? Pv { get; set; }

        /// <summary>
        /// 当日价值
        /// </summary>
        [DisplayName("DailyPnL")]

        public double? DailyPnL { get; set; }

        /// <summary>
        /// 
        /// </summary>
        [DisplayName("PnLPrice")]
        public double? PnLPrice { get; set; }

        /// <summary>
        /// 
        /// </summary>
        [DisplayName("PnLDelta")]
        public double? PnLDelta { get; set; }

        /// <summary>
        /// 
        /// </summary>
        [DisplayName("PnLGamma")]
        public double? PnLGamma { get; set; }

        /// <summary>
        /// 
        /// </summary>
        [DisplayName("PnLVol")]
        public double? PnLVol { get; set; }

        /// <summary>
        /// 
        /// </summary>
        [DisplayName("PnLVega")]
        public double? PnLVega { get; set; }

        public double? PnLVolResidual { get; set; }

        /// <summary>
        /// 
        /// </summary>
        //private decimal? _PnLTheta;
        /// <summary>
        /// 
        /// </summary>
        [DisplayName("PnLTheta")]

        public double? PnLTheta { get; set; }

        public double? PnLRho { get; set; }

        /// <summary>
        /// 未归因盈亏
        /// </summary>
        [DisplayName("UnexplainedPnL")]
        public double? UnexplainedPnL { get; set; }

        /// <summary>
        /// 估值盈亏
        /// </summary>
        [DisplayName("估值盈亏")]
        public double? EstimatePnL { get; set; }

        /// <summary>
        /// 
        /// </summary>
        [DisplayName("PnLPriceResidual")]

        public double? PnLPriceResidual { get; set; }

        /// <summary>
        /// 已归因盈亏
        /// </summary>
        [DisplayName("已归因盈亏")]

        public double? ExplainedPnL { get; set; }

        /// <summary>
        /// 操作人_optid
        /// </summary>
        [DisplayName("操作人")]
        public int? OptId { get; set; }

        /// <summary>
        /// 操作人_optname
        /// </summary>
        [DisplayName("操作人")]
        public string OptName { get; set; }

        /// <summary>
        /// 操作时间_createdate
        /// </summary>
        [DisplayName("操作时间")]
        public DateTime? OptDate { get; set; }

        /// <summary>
        /// 交易编号
        /// </summary>
        [DisplayName("交易编号")]
        public string TradeNumber { get; set; }

        [DisplayName("看涨看跌")]
        public string OptionType { get; set; }

        [DisplayName("买卖方向")]
        public string BuySell { get; set; }

        [DisplayName("行权价")]
        public double? Strike { get; set; }

        /// <summary>
        /// 到期日
        /// </summary> 
        public DateTime? MaturityDate { get; set; }

        [DisplayName("份额")]
        public double Notional { get; set; }

        [DisplayName("交易员")]
        public int? TraderId { get; set; }

        [DisplayName("场内合约号")]
        public string HedgeUniqueCode { get; set; }

        /// <summary>
        /// 已实现PnL
        /// </summary>
        public double? RealizedPnL { get; set; }
        /// <summary>
        /// 未实现PnL
        /// </summary>
        public double? UnRealizedPnL { get; set; }
        /// <summary>
        /// 实际PnL
        /// </summary>
        public double? ActualPnL { get; set; }
        /// <summary>
        /// 持仓PnL
        /// </summary>
        public double? PositionPnL { get; set; }
        /// <summary>
        /// 总PnL
        /// </summary>
        public double? TotalPnl { get; set; }
        /// <summary>
        /// 累积总PnL
        /// </summary>
        public double? AccruedTotalPnl { get; set; }

        public EodPnlGroup Clone()
        {
            var cloneObj = new EodPnlGroup
            {
                BookId = BookId,
                BookName = BookName,
                TradeType = TradeType,
                UnderlyingAssetClass = UnderlyingAssetClass,
                UnderlyingCode = UnderlyingCode,
                LastPv = LastPv,
                Pv = Pv,
                DailyPnL = DailyPnL,
                EstimatePnL = EstimatePnL,
                PnLPrice = PnLPrice,
                PnLDelta = PnLDelta,
                PnLGamma = PnLGamma,
                PnLPriceResidual = PnLPriceResidual,
                PnLVega = PnLVega,
                PnLVol = PnLVol,
                PnLVolResidual = PnLVolResidual,
                PnLTheta = PnLTheta,
                PnLRho = PnLRho,
                UnexplainedPnL = UnexplainedPnL,
                ExplainedPnL = ExplainedPnL,
                TradeNumber = TradeNumber,
                OptionType = OptionType,
                BuySell = BuySell,
                Strike = Strike,
                MaturityDate = MaturityDate,
                Notional = Notional,
                TraderId = TraderId
            };
            return cloneObj;
        }

        public void Aggregation(EodPnlGroup eodPnlGroup)
        {
            LastPv += eodPnlGroup.LastPv ?? 0;
            Pv += eodPnlGroup.Pv ?? 0;
            DailyPnL += eodPnlGroup.DailyPnL ?? 0;
            PnLPriceResidual += eodPnlGroup.PnLPriceResidual ?? 0;
            EstimatePnL += eodPnlGroup.EstimatePnL ?? 0;
            PnLPrice += eodPnlGroup.PnLPrice ?? 0;
            PnLDelta += eodPnlGroup.PnLDelta ?? 0;
            PnLGamma += eodPnlGroup.PnLGamma ?? 0;
            PnLVega += eodPnlGroup.PnLVega ?? 0;
            PnLTheta += eodPnlGroup.PnLTheta ?? 0;
            PnLRho += eodPnlGroup.PnLRho ?? 0;
            PnLVol += eodPnlGroup.PnLVol ?? 0;
            PnLVolResidual += eodPnlGroup.PnLVolResidual ?? 0;
            UnexplainedPnL += eodPnlGroup.UnexplainedPnL ?? 0;
            ExplainedPnL += eodPnlGroup.ExplainedPnL ?? 0;
            Notional += eodPnlGroup.Notional;
        }
    }
}