using YLErp.Abstract.DataProviders;
using YLErp.BLL.Eod;
using YLErp.BLL.Hedge;
using YLErp.Modules.CalculationModule.Abstract;

namespace YLErp.Modules.CalculationModule
{
    /// <summary>
    /// 场内期权到期pnl计算
    /// </summary>
    public class MaturityOptionHedgePnlCalc
    {
        readonly IHedgePnlCalcContext _context;
        readonly IUnderlyingDataProvider _unDataProvider;
        readonly IPriceProvider _unPriceProvider;
        public MaturityOptionHedgePnlCalc(IHedgePnlCalcContext context)
        {
            _context = CalcCheckHelper.CheckHedgePnlCalcContext(context);
            _unDataProvider = context.UnderlyingDataProvider;
            _unPriceProvider = context.UnderlyingPriceProvider;
        }
        /// <summary>
        /// 到期hedgePnl计算
        /// </summary>
        /// <param name="hedgePnl"></param>
        /// <returns></returns>
        public HedgePnl Calculate(HedgePnl hedgePnl, OptUserInfo UserInfo)
        {
            if (hedgePnl.TradeType == "场内期权" && hedgePnl.Notional != 0)
            {
                var exchangeOption = _unDataProvider.GetExchange_List_Option(hedgePnl.ExchangeOptionCode)?.Clone();
                if (exchangeOption == null)
                {
                    throw new Exception(String.Format("未找到合约代码为【{0}】的场内期权信息", hedgePnl.ExchangeOptionCode));
                }
                if (exchangeOption != null && exchangeOption.MaturityDate == _context.ValueDate)
                {
                    var tempUm = _unDataProvider.GetUnderlying(hedgePnl.UnderlyingCode);
                    var cost = (double)hedgePnl.Cost;
                    var exchangeTrade = new ExchangeTrade()
                    {
                        TradeType = hedgePnl.TradeType,
                        UnderlyingCode = hedgePnl.UnderlyingCode,
                        UnderlyingId = hedgePnl.UnderlyingId,
                        OptionCode = hedgePnl.ExchangeOptionCode,
                        AssetBookId = hedgePnl.BookId,
                        TradeDate = _context.ValueDate,
                        TradeLots = Math.Abs(hedgePnl.Lots),
                        Notional = Math.Abs(hedgePnl.Notional),
                        TradeAmount = Math.Abs(hedgePnl.Notional) / tempUm.CountRatio,
                        TradeSide = hedgePnl.PositionType == "long" ? "多头平仓" : "空头平仓",
                        TradeSinglePrice = 0,
                        InstrumentType = tempUm.UnderlyingInstrumentType,
                        CreateTime = DateTime.Now,
                        MaturityDate = exchangeOption.MaturityDate,
                        OptionStrike = exchangeOption.Strike,
                        OptionType = exchangeOption.OptionType,
                        ExerciseMode = exchangeOption.ExerciseMode.TrimToNull() ?? "European",
                        IsValid = true,
                        OptDate = DateTime.Now,
                        OptId = UserInfo.UserId,
                        OptName = UserInfo.UserName,
                        TradeSource = "系统交易",
                        TradeNumber = DateTime.Now.ToString("yyyyMMddHHmmssfff")
                    };
                    var realPnl = cost * EodOperationBase.GetSign(exchangeTrade.TradeSide);
                    hedgePnl.RealizedPnL += realPnl;
                    hedgePnl.DailyPnL = -hedgePnl.LastPv - hedgePnl.TdCost;//重新计算
                    hedgePnl.TotalPnl = hedgePnl.LastTotalPnl + hedgePnl.DailyPnL;
                    hedgePnl.Cost = 0;
                    hedgePnl.Notional = 0;
                    hedgePnl.Pv = 0;
                    hedgePnl.Delta = 0;
                    hedgePnl.DeltaCash = 0;
                    hedgePnl.Gamma = 0;
                    hedgePnl.GammaCash = 0;
                    hedgePnl.Vega = 0;
                    hedgePnl.Theta = 0;
                    hedgePnl.Rho = 0;
                    hedgePnl.Vol = 0;
                    using (var db = DbContextFactory.GetYLDbContext())
                    {
                        db.ExchangeTrade.Add(exchangeTrade);
                        db.SaveChanges();
                    }
                }
            }
            return hedgePnl;
        }
    }
}