using YLErp.Models;

namespace YLErp.Model
{
    public class Trade_StructureOption
    {
        public int? TraderId { get; set; }
        public int? AssetId { get; set; }
        public int? ClientId { get; set; }
        /// <summary>
        /// 标的品种名
        /// </summary>
        public string VarietyName { get; set; }
        public int? VarietyId { get; set; }
        /// <summary>
        /// 系统和用户
        /// </summary>
        public string UnderlyingPriceType { get; set; }
        /// <summary>
        /// 交易数量
        /// </summary>
        public double? TradeAmount { get; set; }
        public string UnderlyingInstrumentType { get; set; }
        /// <summary>
        /// 行权方式
        /// </summary>
        public string ExerciseMode { get; set; }
        /// <summary>
        /// 收益结算
        /// </summary>
        public int SettlementType { get; set; }
        public int id { get; set; }
        public string Name { get; set; }
        public string CnName { get; set; }
        public List<trade> trades { get; set; }

        public int UnderlyingId { get; set; }
        public string UnderlyingCode { get; set; }
        public string BuySell { get; set; }
        public string OptionType { get; set; }
        public double Notional { get; set; }
        public double Notional2 { get; set; }
        //UnderlyingInstrumentType: "CommodityFutures"
        public DateTime? ExerciseDate { get; set; }
        public DateTime? ExerciseDate2 { get; set; }
        public double? SpotPrice { get; set; }
        public double? Strike { get; set; }
        public double? Strike2 { get; set; }
        public double? Strike3 { get; set; }
        public double? Strike4 { get; set; }
        /// <summary>
        /// 中间行权价
        /// </summary>
        public double? MidStrike { get; set; }
        /// <summary>
        /// 行权价间距
        /// </summary>
        public double? StrikeGap { get; set; }

        public string SeagullType { get; set; }
        public DateTime? MaturityDate { get; set; }
        /// <summary>
        /// 交易日期
        /// </summary>
        public DateTime TradeDate { get; set; }

        public double? PremiumRate { get; set; }

        public double? Premium { get; set; }

        public double InitialMarginRatio { get; set; }

        public double InitialMarginRatioPercent { get; set; }

        public double PositionMarginRatio { get; set; }

        public double PositionMarginRatioPercent { get; set; }

        public Variety Variety { get; set; }

        /// <summary>
        /// 均价起算日
        /// </summary>
        public DateTime? AveragingPeriodStartDate { get; set; }

        /// <summary>
        /// 行权价类型
        /// </summary>
        public string StrikeType { get; set; }

        /// <summary>
        /// 亚式期权类型
        /// </summary>
        public string PayoffType { get; set; }
    }

    /// <summary>
    /// 组合策略
    /// </summary>
    public static class StructureOption_Code
    {
        public static readonly List<string> SeagullTypes = new List<string> { "Bullish", "Bearish" };
        public static readonly List<Trade_StructureOption> StructureOptions;
        public static readonly List<SelectItem> StructureOptionsCn;

        static StructureOption_Code()
        {
            StructureOptions = new List<Trade_StructureOption>();
            Trade_StructureOption BullSpread = new Trade_StructureOption() { BuySell = "卖出", CnName = "牛市价差", Name = "Bull Spread", OptionType = "看涨", Notional = 1 };
            trade BullSpread1 = new trade() { TradeType = "香草期权", ExerciseMode = "European" };
            trade BullSpread2 = new trade() {/* UnderlyingInstrumentType = "CommodityFutures",*/ TradeType = "香草期权", ExerciseMode = "European" };
            BullSpread.trades = new List<trade> { BullSpread1, BullSpread2 };
            StructureOptions.Add(BullSpread);

            Trade_StructureOption BearSpread = new Trade_StructureOption() { CnName = "熊市价差", BuySell = "卖出", Name = "Bear Spread", OptionType = "看涨", Notional = 1 };
            trade BearSpread1 = new trade() { TradeType = "香草期权", ExerciseMode = "European" };
            trade BearSpread2 = new trade() { TradeType = "香草期权", ExerciseMode = "European" };
            BearSpread.trades = new List<trade> { BearSpread1, BearSpread2 };
            StructureOptions.Add(BearSpread);

            Trade_StructureOption AsianBearSpread = new Trade_StructureOption() { CnName = "亚式熊市价差", BuySell = "卖出", Name = "Asian Bear Spread", OptionType = "看涨", Notional = 1 };
            trade AsianBearSpread1 = new trade() { TradeType = "亚式期权", ExerciseMode = "European" };
            trade AsianBearSpread2 = new trade() { TradeType = "亚式期权", ExerciseMode = "European" };
            AsianBearSpread.trades = new List<trade> { AsianBearSpread1, AsianBearSpread2 };
            StructureOptions.Add(AsianBearSpread);

            Trade_StructureOption Straddle = new Trade_StructureOption() { CnName = "跨式组合", BuySell = "买入", Name = "Straddle", Notional = 1 };
            trade Straddle1 = new trade() { OptionType = "看涨", TradeType = "香草期权", ExerciseMode = "European" };
            trade Straddle2 = new trade() { OptionType = "看跌", TradeType = "香草期权", ExerciseMode = "European" };
            Straddle.trades = new List<trade> { Straddle1, Straddle2 };
            StructureOptions.Add(Straddle);

            Trade_StructureOption Strangle = new Trade_StructureOption() { CnName = "宽跨式组合", BuySell = "买入", Name = "Strangle", Notional = 1 };
            trade Strangle1 = new trade() { TradeType = "香草期权", ExerciseMode = "European" };
            trade Strangle2 = new trade() { TradeType = "香草期权", ExerciseMode = "European" };
            Strangle.trades = new List<trade> { Strangle1, Strangle2 };
            StructureOptions.Add(Strangle);

            Trade_StructureOption Preplicating = new Trade_StructureOption() { CnName = "复制标的资产", BuySell = "买入", Name = "Preplicating Underlying", Notional = 1 };
            trade Preplicating1 = new trade() { OptionType = "看涨", TradeType = "香草期权", ExerciseMode = "European" };
            trade Preplicating2 = new trade() { OptionType = "看跌", TradeType = "香草期权", ExerciseMode = "European" };
            Preplicating.trades = new List<trade> { Preplicating1, Preplicating2 };
            StructureOptions.Add(Preplicating);

            Trade_StructureOption Butterfly = new Trade_StructureOption() { CnName = "蝶式组合", OptionType = "看涨", BuySell = "买入", Name = "Butterfly", Notional = 1 };
            trade Butterfly1 = new trade() { TradeType = "香草期权", ExerciseMode = "European" };
            trade Butterfly2 = new trade() { TradeType = "香草期权", ExerciseMode = "European" };
            trade Butterfly3 = new trade() { TradeType = "香草期权", ExerciseMode = "European" };
            Butterfly.trades = new List<trade> { Butterfly1, Butterfly2, Butterfly3 };
            StructureOptions.Add(Butterfly);

            Trade_StructureOption Condor = new Trade_StructureOption() { CnName = "飞鹰式组合", OptionType = "看涨", BuySell = "买入", Name = "Condor", Notional = 1 };
            trade Condor1 = new trade() { TradeType = "香草期权", ExerciseMode = "European" };
            trade Condor2 = new trade() { TradeType = "香草期权", ExerciseMode = "European" };
            trade Condor3 = new trade() { TradeType = "香草期权", ExerciseMode = "European" };
            trade Condor4 = new trade() { TradeType = "香草期权", ExerciseMode = "European" };
            Condor.trades = new List<trade> { Condor1, Condor2, Condor3, Condor4 };
            StructureOptions.Add(Condor);

            Trade_StructureOption RatioSpread = new Trade_StructureOption() { CnName = "比例价差", OptionType = "看涨", BuySell = "买入", Name = "Ratio Spread", Notional = 1, Notional2 = 1 };
            trade RatioSpread1 = new trade() { TradeType = "香草期权", ExerciseMode = "European" };
            trade RatioSpread2 = new trade() { TradeType = "香草期权", ExerciseMode = "European" };
            RatioSpread.trades = new List<trade> { RatioSpread1, RatioSpread2 };
            StructureOptions.Add(RatioSpread);

            Trade_StructureOption CalenderSpread = new Trade_StructureOption() { CnName = "日历价差", OptionType = "看涨", BuySell = "买入", Name = "Calender Spread", Notional = 1 };
            trade CalenderSpread1 = new trade() { TradeType = "香草期权", ExerciseMode = "European" };
            trade CalenderSpread2 = new trade() { TradeType = "香草期权", ExerciseMode = "European" };
            CalenderSpread.trades = new List<trade> { CalenderSpread1, CalenderSpread2 };
            StructureOptions.Add(CalenderSpread);

            Trade_StructureOption BoxSpread = new Trade_StructureOption() { CnName = "箱式价差", BuySell = "买入", Name = "Box Spread", Notional = 1 };
            trade BoxSpread1 = new trade() { OptionType = "看涨", BuySell = "买入", TradeType = "香草期权", ExerciseMode = "European" };
            trade BoxSpread2 = new trade() { OptionType = "看跌", BuySell = "卖出", TradeType = "香草期权", ExerciseMode = "European" };
            trade BoxSpread3 = new trade() { OptionType = "看跌", BuySell = "买入", TradeType = "香草期权", ExerciseMode = "European" };
            trade BoxSpread4 = new trade() { OptionType = "看涨", BuySell = "卖出", TradeType = "香草期权", ExerciseMode = "European" };
            BoxSpread.trades = new List<trade> { BoxSpread1, BoxSpread2, BoxSpread3, BoxSpread4 };
            StructureOptions.Add(BoxSpread);


            Trade_StructureOption RiskReversal = new Trade_StructureOption() { CnName = "风险逆转", OptionType = "看涨", BuySell = "买入", Name = "Risk Reversal", Notional = 1 };
            trade RiskReversal1 = new trade() { OptionType = "看涨", BuySell = "买入", TradeType = "香草期权", ExerciseMode = "European" };
            trade RiskReversal2 = new trade() { OptionType = "看跌", BuySell = "卖出", TradeType = "香草期权", ExerciseMode = "European" };
            RiskReversal.trades = new List<trade> { RiskReversal1, RiskReversal2 };
            StructureOptions.Add(RiskReversal);

            //由海鸥式组合改为三领口
            Trade_StructureOption Collar = new Trade_StructureOption() { CnName = "三领口组合", OptionType = "看涨", BuySell = "买入", Name = "Collar", Notional = 1, SeagullType = "Bullish" };
            trade Seagull1 = new trade() { OptionType = "看涨", BuySell = "卖出", TradeType = "香草期权", ExerciseMode = "European" };
            trade Seagull2 = new trade() { OptionType = "看跌", BuySell = "买入", TradeType = "香草期权", ExerciseMode = "European" };
            trade Seagull3 = new trade() { OptionType = "看跌", BuySell = "卖出", TradeType = "香草期权", ExerciseMode = "European" };
            Collar.trades = new List<trade> { Seagull1, Seagull2, Seagull3 };
            StructureOptions.Add(Collar);

            foreach (var item in StructureOptions)
            {
                item.UnderlyingInstrumentType = "商品期货";
            }

            //初始化 StructureOptions
            //组合报价页排除掉亚式熊式价差期权
            StructureOptionsCn = StructureOptions
                .Where(s => s.Name != "Asian Bear Spread")
                .Select(s => new SelectItem { Text = s.CnName, Value = s.Name })
                .ToList();
        }
    }
}