using BaseOUDAL;
using System;
using System.Collections.Generic;
using System.ComponentModel.DataAnnotations.Schema;
using System.Linq;
using System.Text.RegularExpressions;
using YLErp.Commons;
using YLErp.Models.Tag;

namespace YLErp.Model
{
    /// <summary>
    /// 财务汇总
    /// </summary>
    public abstract class FinancialSummaryModelBase
    {
        /// <summary>
        /// 交易份额
        /// <para>未完结:本期末持仓数量</para>
        /// <para>已完结:本次交易数量</para>
        /// </summary>
        public double? Notional { get; set; }
        /// <summary>
        /// 成交日
        /// </summary>
        public DateTime? TradeDate { get; set; }
        /// <summary>
        /// 清算日期
        /// </summary>
        public DateTime? ClearDate { get; set; }
        /// <summary>
        /// 买卖方向-交易所
        /// </summary>
        public string TradeDirection { get; set; }
        /// <summary>
        /// 标的代码
        /// </summary>
        public string UnderlyingCode { get; set; }
        /// <summary>
        /// 名义本金(期初价格)
        /// </summary>
        public double? StockEqvNotional { get; set; }
        /// <summary>
        /// 名义本金(执行价格)
        /// </summary>
        public double? StockEqvNotional2 { get; set; }
        /// <summary>
        /// 名义本金(期初价格:合成标的时取最大价格)
        /// </summary>
        public double? StockEqvNotional3 { get; set; }
        /// <summary>
        /// 交易总额
        /// </summary>
        public double? TradePrice { get; set; }
        /// <summary>
        /// 清算金额
        /// </summary>
        public double? ClearPrice { get; set; }
        /// <summary>
        /// 手续费
        /// </summary>
        public double? ServiceFee { get; set; }

        /// <summary>
        /// 存续名义本金
        /// </summary>
        public double? SurvivingNominalPrincipal { get; internal set; }
    }

    /// <summary>
    /// 财务汇总-场外期权
    /// <para>含远期和掉期</para>
    /// </summary>
    public class FinancialSummaryOptionModel : FinancialSummaryModelBase
    {
        /// <summary>
        /// 上期期末日期
        /// </summary>
        public DateTime PreLastDate { get; set; }
        /// <summary>
        /// 客户Id
        /// </summary>
        public int ClientId { get; set; }

        /// <summary>
        /// 对应的交易编号
        /// </summary>
        public int TradeId { get; set; }

        public double?  NewTotalPnl { get; set; }
        /// <summary>
        /// 主交易编号
        /// </summary>
        public int ParentTradeId { get; set; }
        /// <summary>
        /// 对应的开仓时资金记录编号
        /// </summary>
        public int TradeOpenCashId { get; set; }
        /// <summary>
        /// 对应的资金记录编号
        /// </summary>
        public int TradeCloseCashId { get; set; }
        /// <summary>
        /// 合约乘数
        /// </summary>
        public double ContractSize { get; set; }
        /// <summary>
        /// 成交手数
        /// </summary>
        public double OriginalLots { get; set; }
        /// <summary>
        /// 交易手数
        /// </summary>
        public double Lots { get; set; }
        /// <summary>
        /// 持仓手数
        /// </summary>
        public double PositionLots { get; set; }
        /// <summary>
        /// 成交份额
        /// </summary>
        public double OriginalNotional { get; set; }
        /// <summary>
        /// 成交数量
        /// </summary>
        public double OriginalAmount { get; set; }
        /// <summary>
        /// 持仓数量
        /// </summary>
        public double PositionAmount { get; set; }
        /// <summary>
        /// 看涨看跌
        /// </summary>
        public string OptionType { get; set; }
        /// <summary>
        /// 客户名称-全称
        /// </summary>
        public string ClientFullName { get; set; }
        /// <summary>
        /// 交易编号
        /// </summary>
        public string TradeNumber { get; set; }
        /// <summary>
        /// 确认书编号
        /// </summary>
        public string ContractCode { get; set; }
        /// <summary>
        /// 结算确认书编号
        /// </summary>
        public string SettlementCode { get; set; }
        /// <summary>
        /// 状态
        /// <para>True:完结</para>
        /// <para>False:未完结</para>
        /// </summary>
        public bool Status { get; set; }
        public string StatusStr { get; set; }
        /// <summary>
        /// 客户名称-简称
        /// </summary>
        public string ClientShortName { get; set; }
        /// <summary>
        /// 到期日
        /// </summary>
        public DateTime? ExerciseDate { get; set; }
        /// <summary>
        /// 行权方式
        /// </summary>
        public string ExerciseMode { get; set; }
        /// <summary>
        /// 收益总额
        /// <para>
        /// 已完结:交易总额 + 清算金额
        /// 未完结:Null
        /// </para>
        /// </summary>
        public double? ConfirmPnl { get { return Status ? TradePrice.FormatValue(2) + ClearPrice.FormatValue(2) : null; } }
        public double? ConfirmTotlePnl { get; set; }
        /// <summary>
        /// 上期期末市值
        /// </summary>
        public double? LastPv { get; set; }

        private double? _lastTotalPnl = null;
        /// <summary>
        /// 上期期末累计浮动盈亏
        /// <para>上期期末市值=0:0</para>
        /// <para>上期期末市值!=0:
        /// 卖出:交易价格-上期期末市值
        /// 非卖出:交易价格+上期期末市值
        /// 
        /// 3.10版本财务汇总页面场外期权和远期交易中该字段算法改为Eod_Trade_Position表里的AccruedTotalPnl字段
        /// </para>
        /// </summary>
        public double? LastTotalPnl
        {
            get
            {
                if ((_lastTotalPnl == null && !PS.Config.Is广发商贸) || (PS.Config.Is广发商贸 && TradeDate <= PreLastDate))
                { _lastTotalPnl = TradePrice.FormatValue(2) + LastPv.FormatValue(2); }
                return _lastTotalPnl;
            }
            set => _lastTotalPnl = value;
        }
        /// <summary>
        /// 本期期末市值
        /// </summary>
        public double? Pv { get; set; }
        public int CountRatio { get; set; }

        public double? _totalPnl = null;
 

        /// <summary>
        /// 本期期末累计浮动盈亏
        /// <para>本期期末市值=0:0</para>
        /// <para>本期期末市值!=0:
        /// 卖出:交易价格-本期期末市值
        /// 非卖出:交易价格+本期期末市值
        /// 
        /// 3.10版本财务汇总页面场外期权和远期交易中该字段算法改为Eod_Trade_Position表里的AccruedTotalPnl字段
        /// </para>
        /// </summary>
        public double? TotalPnl
        {
            get
            {
                if (_totalPnl == null)
                {
                    _totalPnl = TradePrice.FormatValue(2) + Pv.FormatValue(2);
                }
                return Status ? 0 : _totalPnl;
            }
            set => _ = value;
        }
        /// <summary>
        /// 本期浮动盈亏
        /// <para>
        /// 未完结:本期期末累计浮动盈亏 - 上期期末累计浮动盈亏
        /// 已完结-光子:本期期末累计浮动盈亏 - 上期期末累计浮动盈亏
        /// 已完结:交易总额 + 清算金额 - 上期期末累计浮动盈亏
        /// </para>
        /// </summary>
        public double? Pnl
        {
            get
            {
                if (!Status || PS.Config.Is光大光子)//光子已完结和未完结计算逻辑一致;
                {
                    return TotalPnl.FormatValue(2) - LastTotalPnl.FormatValue(2);
                }
                else
                {
                    return ConfirmPnl.FormatValue(2) - LastTotalPnl.FormatValue(2);
                }
            }
            set => _ = value;
        }
        public double? GF_Pnl { get; set; }
        /// <summary>
        /// 期货盈亏
        /// </summary>
        public double? FuturePnl { get; set; }
        /// <summary>
        /// 费后总盈亏
        /// <para>
        /// 已完结:收益总额 + 期货盈亏 - 手续费
        /// 未完结:本期期末累计浮动盈亏 + 期货盈亏 - 手续费
        /// </para>
        /// </summary>
        public double? TotalPnlAfterExpense { 
            get { return Status ? ConfirmPnl.FormatValue(2) + FuturePnl.FormatValue(2) - ServiceFee.FormatValue(2) : TotalPnl.FormatValue(2) + FuturePnl.FormatValue(2) - ServiceFee.FormatValue(2); }
            set => _ = value;
        }
        /// <summary>
        /// 可用资金（财务）
        /// </summary>
        public double AvailableCash { get; set; }
        /// <summary>
        /// 期末结存（财务）
        /// </summary>
        public double EndBalance { get; set; }
        /// <summary>
        /// 交易确认书状态
        /// </summary>
        public string TradeConfirmFileStatus { get; set; }
        /// <summary>
        /// 清算确认书状态
        /// </summary>
        public string ClearConfirmFileStatus { get; set; }
        /// <summary>
        /// 财务入账
        /// </summary>
        public double? FinancialEntry { get; set; }
        /// <summary>
        /// 交易确认日期-财务
        /// </summary>
        public DateTime? TradeConfirmDate { get; set; }
        /// <summary>
        /// 了结确认日期
        /// </summary>
        public DateTime? ClearConfirmDate { get; set; }
        /// <summary>
        /// 结构类型
        /// </summary>
        public string StructureType { get; set; }

        /// <summary>
        /// 交易数量
        /// </summary>
        public double TradeAmount { get; set; }

        public string UnderlyingInstrumentType{ get; set; }

        public string TradeType { get; set; }
        public string VarietyCode { get; set; }

        /// <summary>
        /// 客户标签
        /// </summary>
        [NotMapped]
        public List<TagDto> Tags { get; set; }

        /// <summary>
        /// 客户标签
        /// </summary>
        [NotMapped]
        public string OutputTags { get; set; }

        /// <summary>
        /// 簿记账户
        /// </summary>
        [NotMapped]
        public string AssetBookName { get; set; }
        /// <summary>
        /// 簿记账户id
        /// </summary>
        [NotMapped]
        public int AssetId { get; set; }
        public double DailyPnL { get; internal set; }
        public string ExchangeCode { get; internal set; }
    }

    /// <summary>
    /// 财务汇总-场内期权
    /// </summary>
    public class FinancialSummaryExchangeModel : FinancialSummaryModelBase
    {
        /// <summary>
        /// 交易所代码
        /// </summary>
        public string ExchangeOptionCode { get; set; }

        /// <summary>
        /// 期权类型
        /// </summary>
        public string OptionType { get; set; }

        /// <summary>
        /// 行权价
        /// </summary>
        public double? Strike { get; set; }

        /// <summary>
        /// 权利金单价
        /// </summary>
        public double? TradeSinglePrice
        {
            get
            {
                double? result = null;
                if (TradePrice != null && TradeUnit != null)
                {
                    result = Math.Abs((TradePrice.FormatValue(2) / TradeUnit.FormatValue(2) / Notional.FormatValue(2)) ?? 0);
                }
                return result;
            }
        }

        /// <summary>
        /// 吨/手
        /// </summary>
        public double? TradeUnit { get; set; }
        /// <summary>
        /// 名义本金
        /// </summary>
        public new double? StockEqvNotional { get { return Strike.FormatValue(2) * Notional.FormatValue(2) * TradeUnit.FormatValue(2); } }

        /// <summary>
        /// 上期末日期
        /// </summary>
        public DateTime PreLastDate { get; set; }

        /// <summary>
        /// 上期期末报价
        /// </summary>
        public double? PrePotionLastPrice { get; set; }

        /// <summary>
        /// 上期浮动盈亏
        /// </summary>
        public double? PrePotionLastPnl
        {
            get
            {
                if (TradeDate > PreLastDate || !PrePotionLastPrice.HasValue)
                { return null; }
                return (PrePotionLastPrice.FormatValue(2) - TradeSinglePrice.FormatValue(4)) * Notional.FormatValue(2) * TradeUnit.FormatValue(2);
            }
        }

        /// <summary>
        /// 本期末日期
        /// </summary>
        public DateTime PreDate { get; set; }

        /// <summary>
        /// 本期期末报价
        /// </summary>
        public double? PrePotionEndPrice { get; set; }

        /// <summary>
        /// 本期浮动盈亏
        /// </summary>
        public double? PrePotionEndPnl
        {
            get
            {
                if (TradeDate > PreDate || !PrePotionEndPrice.HasValue)
                { return null; }
                double? price = TradeDate <= PreLastDate ? PrePotionLastPrice : TradeSinglePrice;
                return (PrePotionEndPrice.FormatValue(2) - price.FormatValue(4)) * Notional.FormatValue(2) * TradeUnit.FormatValue(2);
            }
        }

        /// <summary>
        /// 平仓买卖方向
        /// </summary>
        public string UnwindTradeDirection { get; set; }

        /// <summary>
        /// 平仓权利金单价
        /// </summary>
        public double? UnwindTradeSinglePrice { get { return ClearPrice.FormatValue(2) / UnwindNotional.FormatValue(2) / TradeUnit.FormatValue(2); } }

        /// <summary>
        /// 平仓成交量
        /// </summary>
        public double? UnwindNotional { get; set; }

        /// <summary>
        /// 平仓手续费
        /// </summary>
        public double? UnwindServiceFee { get; set; }

        /// <summary>
        /// 平仓对应初始权利金
        /// </summary>
        public double? UnwindOriginalTradePrice { get { return UnwindNotional.FormatValue(2) * TradeSinglePrice.FormatValue(4) * TradeUnit.FormatValue(2); } }

        /// <summary>
        /// 平仓本期浮动盈亏
        /// </summary>
        public double? UnwindEndPnl
        {
            get
            {
                double? price = TradeDate <= PreDate ? PrePotionEndPrice : TradeSinglePrice;
                return (UnwindTradeSinglePrice.FormatValue(2) - price.FormatValue(4)) * UnwindNotional.FormatValue(2) * TradeUnit.FormatValue(2);
            }
        }

        /// <summary>
        /// 平仓盈亏
        /// </summary>
        public double? UnwindPnl { get { return ClearPrice.FormatValue(2) - UnwindOriginalTradePrice.FormatValue(2); } }

        /// <summary>
        /// 期末持仓期末结算价
        /// </summary>
        public double? PositionEndSettlementPrice { get; set; }

        /// <summary>
        /// 持仓数(手)
        /// </summary>
        public double? PositionNotional { get; set; }
        /// <summary>
        /// 持仓期末市值
        /// </summary>
        public double? PositionEndPv { get { return PositionEndSettlementPrice.FormatValue(2) * PositionNotional.FormatValue(2) * TradeUnit.FormatValue(2); } }

        /// <summary>
        /// 持仓对应初始权利金
        /// </summary>
        public double? PositionOriginalTradePrice { get { return PositionNotional.FormatValue(2) * TradeUnit.FormatValue(2) * TradeSinglePrice.FormatValue(4); } }

        /// <summary>
        /// 持仓公允价值变动
        /// </summary>
        public double? PositionPvOffset
        {
            get
            {
                double? price = TradeDate <= PreDate ? PrePotionEndPrice : TradeSinglePrice;
                return (PositionEndSettlementPrice.FormatValue(2) - price.FormatValue(4)) * PositionNotional.FormatValue(2) * TradeUnit.FormatValue(2);
            }
        }

        /// <summary>
        /// 持仓名义本金
        /// </summary>
        public double? PositionStockEqvNotional { get { return Strike.FormatValue(2) * PositionNotional.FormatValue(2) * TradeUnit.FormatValue(2); } }

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

    public class FinancialSummaryModelReq : BaseSearchReq
    {
        /// <summary>
        /// 本期范围-开始
        /// </summary>
        public DateTime CurrentPeriodDateStart { get; set; }
        /// <summary>
        /// 本期范围-结束
        /// </summary>
        public DateTime CurrentPeriodDateEnd { get; set; }

        public string SummaryType { get; set; }

        public string ClientIds { get; set; }
        /// <summary>
        /// 客户Id
        /// </summary>
        public List<int> ClientIdList
        {
            get
            {
                if (ClientIds == null || !Regex.IsMatch(ClientIds, @"^(\d+,?)+$"))
                { return new List<int>(); }
                List<int> list = Array.ConvertAll(ClientIds.Split(','), O => int.Parse(O)).ToList();
                return list;
            }
        }


        /// <summary>
        /// 交易日期
        /// </summary>
        public string TradeNumber { get; set; }
        /// <summary>
        /// 确认书编号
        /// </summary>
        public string ContractCode { get; set; }
        /// <summary>
        /// 交易日期-开始
        /// </summary>
        public DateTime TradeDateStart { get; set; }
        /// <summary>
        /// 交易日期-结束
        /// </summary>
        public DateTime TradeDateEnd { get; set; }
        /// <summary>
        /// 到期日-开始
        /// </summary>
        public DateTime ExerciseDateStart { get; set; }
        /// <summary>
        /// 到期日-结束
        /// </summary>
        public DateTime ExerciseDateEnd { get; set; }
        /// <summary>
        /// 清算日期-开始
        /// </summary>
        public DateTime ClearDateStart { get; set; }
        /// <summary>
        /// 清算日期-结束
        /// </summary>
        public DateTime ClearDateEnd { get; set; }
        /// <summary>
        /// 交易确认日期-开始
        /// </summary>
        public DateTime TradeConfirmDateStart { get; set; }
        /// <summary>
        /// 交易确认日期-结束
        /// </summary>
        public DateTime TradeConfirmDateEnd { get; set; }
        /// <summary>
        /// 了结确认日期-开始
        /// </summary>
        public DateTime ClearConfirmDateStart { get; set; }
        /// <summary>
        /// 了结确认日期-结束
        /// </summary>
        public DateTime ClearConfirmDateEnd { get; set; }
        /// <summary>
        /// 期权类型
        /// </summary>
        public List<string> TradeTypeList { get; set; }
        /// <summary>
        /// 上期日期1
        /// </summary>
        public DateTime PreLastPartDate { get; set; }
        /// <summary>
        /// 上期日期2
        /// </summary>
        public DateTime LastPartDate { get; set; }
        /// <summary>
        /// 交易状态
        /// </summary>
        public string TradeStatus { get; set; }
        /// <summary>
        /// 开仓数据
        /// <para>查询开仓数据时,一个交易编号只显示一条数据;</para>
        /// </summary>
        public bool IsOpen { get; set; }

        public List<int> UserAssets { get; set; }
        /// <summary>
        /// 簿记账户组筛选
        /// </summary>
        public List<int> AssetIdGroupList { get; set; }

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

        public List<int> UserClients { get; set; }

        public List<int> CurUserTradeIds { get; set; }

        /// <summary>
        /// 标签值
        /// </summary>
        public List<int> TagIds { get; set; }

        /// <summary>
        /// 客户标签值
        /// </summary>
        public List<int> ClientTagIds { get; set; }

        /// <summary>
        /// 品种代码
        /// </summary>
        public string VarietyCode { get; set; }
        /// <summary>
        /// 品种名称
        /// </summary>
        public string VarietyName { get; set; }
    }
}