using YLErp.Commons;
using YLErp.DBModels.Helpers;
using YLErp.Helpers;

namespace YLErp.Model
{
    public class EodPositionModelBase
    {
        private string _tradeJson;

        public int? ClientId { get; set; }

        public DateTime? ValueDate { get; set; }

        public string UnderlyingCode { get; set; }

        public string UnderlyingAssetName => trade?.UnderlyingAssetName;

        public int TradeId { get; set; }

        public string TradeType { get; set; }

        public string TradeNumber { get; set; }

        public string TradeContractCode { get; set; }

        public double? UnderlyingPrice { get; set; }

        public string BasisUnderlyingCode { get; set; }

        public string BasisUnderlyingName { get; set; }

        public double? BasisGap { get; set; }

        public double? Lots { get; set; }

        /// <summary>
        /// 交易预付金
        /// </summary>
        public double? Margin { get; set; }

        /// <summary>
        /// 持仓实现金额（目前指持仓时的票息和互换金额）
        /// </summary>
        public double? PositionRelizedAmount { get; set; }

        /// <summary>
        /// 报价单位
        /// </summary>
        public string QuoteUnitSingle { get; set; }

        /// <summary>
        /// 交易所代码
        /// </summary>
        public string MarketCode { get; set; }

        //---------------------------------------------

        internal string TradeJson
        {
            get => _tradeJson;
            set
            {
                _tradeJson = value;
                _trade = null;
            }
        }

        internal trade tradeOrigin { get; set; }

        trade _trade;

        public trade trade
        {
            get
            {
                if (_trade != null)
                {
                    return _trade.IsDefault() ? null : _trade;
                }

                //优先从TradeJson取数据;
                if (!string.IsNullOrEmpty(TradeJson))
                {
                    try
                    {
                        return _trade = TradeHelper2.Deserialize(TradeJson);
                    }
                    catch (Exception e)
                    {
                        LogFactory.GetLogger<eod_position>().Error("EodTrade Trade", e);
                    }
                }

                if (tradeOrigin != null)
                {
                    return _trade = tradeOrigin;
                }

                _trade = trade.Default;

                return null;
            }
        }

        public string ExerciseMode => trade?.ExerciseMode;

        public string OptionType => trade?.OptionType;

        public bool? IsUsePremiumRate => trade?.IsUsePremiumRate;

        public double? PremiumRate => trade?.PremiumRate;

        public double? SpotPrice => trade?.SpotPrice;

        public double? Strike => trade?.Strike;

        public string StrikeToShow => trade?.StrikeToShow;

        public string IsMoneynessOption => trade?.IsMoneynessOption;

        /// <summary>
        /// 从客户角度看，方向转换
        /// </summary>
        public string BuySell => trade != null ? trade.BuySell == "买入" ? "卖出" : "买入" : null;

        private Dictionary<string, string> _dic;

        public Dictionary<string, string> dic
        {
            get => _dic ?? (_dic = new Dictionary<string, string>());
            set => _dic = value;
        }

        //---------------------------------------------

        public override string ToString()
        {
            return $"{TradeNumber}--{TradeType}--{TradeId}--{ClientId}";
        }
    }

    public class eod_position : EodPositionModelBase
    {
        /// <summary>
        /// 加密TradeId
        /// </summary>
        public string EncryptTradeId => DataProtectHelper.Encrypt(TradeId);

        public DateTime? TradeDate { get; set; }

        public DateTime? ExerciseDate { get; set; }

        public string ClientName { get; set; }
        public double AnnualizeFactor { get; set; }
        public double ParticipationRate { get; set; }
        public double PrincipalRate { get; set; }
        public double NoRiskRate { get; set; }

        /// <summary>
        /// 双向预付金
        /// </summary>
        public int? MarginOptionType { get; set; }

        public double? ExercisePrice => trade?.Strike;

        public double? Notional => trade != null ? trade.Notional : (double?)null;

        public double? TradeAmount => trade?.TradeAmount;

        public double? TradePrice
        {
            get
            {
                if (trade == null)
                {
                    return null;
                }
                else if (trade.TradeType == "远期")
                {
                    return trade.TradePrice * -1;//结算报告：资金明细。远期交易总额为客户付出的开仓费用。
                }
                else
                {
                    return trade.TradePrice * ("卖出".Equals(trade.BuySell) ? -1 : 1);
                }
            }
        }

        public double? CurrentPrice
        {
            get
            {
                if (trade == null)
                {
                    return null;
                }
                //RoundedPv是客户方向，先反向取交易员方向，再算出单价再加负号变成客户方向
                var tradeSinglePrice = -TradeHelper.GetTradeSinglePriceByTradePrice(-(YLErp.PS.Config.IsPVRounded ? RoundedPv : Pv), trade.Notional, PS.Config.ErpElement.IsPVIncludePrincipal ? trade.PrincipalSum() : 0, trade.BuySell, trade.TradeType, false);

                return tradeSinglePrice;
            }
        }

        public double? Pv { get; set; }

        public double? RoundedPv { get; set; }

        public double? Pnl { get; set; }

        public double? RoundedPnl { get; set; }

        public double? PvDouble { get; set; }

        public double? RoundedPvDouble { get; set; }

        public double? PnlDouble { get; set; }

        public double? RoundedPnlDouble { get; set; }

        //数据如果不对就解决不要依靠其他数据合成
        public double? StockEqvNotional => trade == null ? null : trade.StockEqvNotional / trade.OriginalStockEqvNotional * trade.OriginalStockEqvNotionalV2;

        //数据如果不对就解决不要依靠其他数据合成
        public double? OriginalStockEqvNotional => trade?.OriginalStockEqvNotionalV2;

        public double? InitialSpotPrice => trade?.SpotPrice ?? 0;

        public double? Strike => trade != null ? trade.IsMoneynessOptionData ? trade.Strike * trade.SpotPrice : trade.Strike : null;

        public double? TradeSinglePrice => trade?.TradeSinglePrice ?? 0;

        public string CallPut => trade?.OptionType;

        public string TradeMultipleType => trade?.TradeMultipleType;

        public double? TradeOriginalAmount => trade != null ?
            CountRatio > 0 ? trade.OriginalNotional / CountRatio : trade.OriginalNotional : null;

        public string SyntheticUnderlyingTipsInfo { get; set; }

        /// <summary>
        /// 持仓波动率
        /// </summary>
        public double? Vol { get; set; }

        /// <summary>
        /// 开仓波动率
        /// </summary>
        public double? TradeOpenVolatility => trade?.TradeOpenVolatility;

        public double? Delta { get; set; }

        public double? Gamma { get; set; }

        public double? Theta { get; set; }

        public double? Vega { get; set; }

        public double? Rho { get; set; }

        public double? GammaCash { get; set; }

        public string InstrumentType { get; set; }

        /// <summary>
        /// 合约乘数
        /// </summary>
        public double ContractSize { get; set; } = 1;

        /// <summary>
        /// 乘积因子
        /// </summary>
        public int CountRatio { get; set; }


        public string BBGTicker { get; set; }

        /// <summary>
        /// 客户端使用这个属性取TradeUnitValue
        /// </summary>
        public Variety2 Variety { get; set; }

        /// <summary>
        /// 是否为分组交易
        /// </summary>
        public int IsGroup { get; set; }

        /// <summary>
        /// 客户预付金最大亏损
        /// </summary>
        public double? MaxlossMargin { get; set; }

        /// <summary>
        /// 客户预付金最大亏损
        /// </summary>
        public double? ChangeMargin { get; set; }

        /// <summary>
        /// 结算标识（0：正常结算，1：延期结算）
        /// </summary>
        public int SettlementFlag { get; set; }

        public string SettlementFlagStr
        {
            get
            {
                return SettlementFlag == 1 ? "是" : "否";
            }
        }

        internal SettlementTypeEnum SettlementType { get; set; }

        /// <summary>
        /// 宏源 A/B团队
        /// </summary>
        public string UserGroup { get; set; }

        public string UserGroupStr
        {
            get
            {
                if (!string.IsNullOrWhiteSpace(UserGroup) && PS.Config.Is宏源)
                {
                    return UserGroup == "A" ? "A团队" : "B团队";
                }
                else
                {
                    return null;
                }
            }
        }
    }
}

/// <summary>
/// 客户端取TradeUnitValue
/// </summary>
public class Variety2
{
    private double tradeUnitValue = 1;

    /// <summary>
    /// 合约乘数
    /// </summary>
    public double TradeUnitValue
    {
        get => tradeUnitValue;
        set => tradeUnitValue = value < 1 ? 1 : value;
    }
}