using BaseOUDAL;

namespace YLErp.Modules.EodModule
{
    public class eod_trade_risk_manualReq : BaseSearchReq
    {
        public int? id { get; set; }

        /// <summary>
        /// 交易Id
        /// </summary>
        public int TradeId { get; set; }

        /// <summary>
        /// 交易编号
        /// </summary>
        public string TradeNumber { get; set; }

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

        /// <summary>
        /// 是否分类型维护风险
        /// </summary>
        public bool IsByType { get; set; }

        /// <summary>
        /// 持仓市值
        /// </summary>
        public double Pv { get; set; }

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

        /// <summary>
        /// Delta
        /// </summary>
        public double Delta { get; set; }

        /// <summary>
        /// Gamma
        /// </summary>
        public double Gamma { get; set; }

        /// <summary>
        /// Vega
        /// </summary>
        public double Vega { get; set; }

        /// <summary>
        /// Theta
        /// </summary>
        public double Theta { get; set; }

        /// <summary>
        /// Rho
        /// </summary>
        public double Rho { get; set; }

        /// <summary>
        /// 波动率类型
        /// </summary>
        public string VolType { get; set; }

        /// <summary>
        /// 计价类型
        /// </summary>
        public SettlementTypeEnum? SettlementType { get; set; }
    }

    /// <summary>
    /// 自定义交易风险维护服务
    /// </summary>
    public class EodTradeRiskManualService : YLBaseService
    {
        public EodTradeRiskManualService(OptUserInfo userInfo) : base(userInfo)
        {
        }

        public SearchListResult<eod_trade_risk_manual> SearchEodTradeRiskManualList(eod_trade_risk_manualReq req)
        {
            if (string.IsNullOrEmpty(req.sidx))
            {
                req.sidx = "ValueDate";
                req.sord = "desc";
            }
            else
            {
                req.sidx = req.sidx.Replace("SettlementTypeDesc", "SettlementType");
            }

            var query = from trm in DbContext.eod_trade_risk_manual
                        join td in DbContext.trade
                        on trm.TradeId equals td.id
                        where td.ValidState != "InValid"
                        select trm;

            if (!string.IsNullOrEmpty(req.TradeNumber))
            {
                query = from trm in DbContext.eod_trade_risk_manual
                        join td in DbContext.trade
                        on trm.TradeId equals td.id
                        where td.ValidState != "InValid" && td.TradeNumber == req.TradeNumber
                        select trm;
            }

            if (req.TradeId > 0)
            {
                query = query.Where(x => x.TradeId == req.TradeId);
            }
            if (req.ValueDate != null)
            {
                query = query.Where(x => x.ValueDate == req.ValueDate);
            }
            if (req.IsByType)
            {
                if (!string.IsNullOrEmpty(req.VolType))
                {
                    query = query.Where(x => x.VolType == req.VolType);
                }
                else
                {
                    query = query.Where(x => x.VolType != null);
                }
            }
            else
            {
                query = query.Where(x => x.VolType == null);
            }
            if (req.SettlementType != null)
            {
                query = query.Where(x => x.SettlementType == req.SettlementType);
            }

            var result = query.ToSearchList(req);
            foreach (var item in result.rows)
            {
                item.TradeNumber = DbContext.trade.Where(n => n.id == item.TradeId).Select(n => n.TradeNumber).FirstOrDefault();
            }

            return result;
        }

        /// <summary>
        /// 更新自定义交易风险
        /// </summary>
        public eod_trade_risk_manual SaveEodTradeRiskManual(eod_trade_risk_manualDto req)
        {
            return InnerSaveEodTradeRiskManual(req: req, onlyUpdatePositionMargin: false, fromApi: false);
        }

        /// <summary>
        /// 更新自定义交易风险
        /// </summary>
        public eod_trade_risk_manual SaveEodTradeRiskManualByType(eod_trade_risk_manualDto req)
        {
            return InnerSaveEodTradeRiskManualByType(req: req, fromApi: false);
        }

        /// <summary>
        /// 更新交易持仓预付金
        /// </summary>
        public eod_trade_risk_manual SaveEodTradePositionMargin(eod_trade_risk_manualDto req)
        {
            return InnerSaveEodTradeRiskManual(req: req, onlyUpdatePositionMargin: true, fromApi: false);
        }

        /// <summary>
        /// API更新自定义交易风险
        /// </summary>
        public eod_trade_risk_manual SaveEodTradeRiskManualAPI(eod_trade_risk_manualDto req)
        {
            return InnerSaveEodTradeRiskManual(req: req, onlyUpdatePositionMargin: false, fromApi: true);
        }

        /// <summary>
        /// API更新持仓预付金
        /// </summary>
        public eod_trade_risk_manual SaveEodTradePositionMarginAPI(eod_trade_risk_manualDto req)
        {
            return InnerSaveEodTradeRiskManual(req: req, onlyUpdatePositionMargin: true, fromApi: true);
        }

        /// <summary>
        /// 更新自定义交易风险
        /// </summary>
        private eod_trade_risk_manual InnerSaveEodTradeRiskManual(eod_trade_risk_manualDto req, bool onlyUpdatePositionMargin, bool fromApi)
        {
            if (req is null)
            {
                throw new ServiceException("未获取到传入参数");
            }

            if (req.ValueDate.Year < 2000)
            {
                throw new ServiceException("估值日期 请正确赋值:" + req.ValueDate.OtcFormatDate());
            }

            if (fromApi)
            {
                if (string.IsNullOrEmpty(req.TradeNumber))
                {
                    throw new ServiceException("交易编号 必须填写");
                }

                var td = DbContext.trade.Where(n => n.TradeNumber == req.TradeNumber)
                    .Select(n => new { n.id, n.TradeType, n.TradeDate, n.ExerciseDate }).FirstOrDefault();

                if (td == null)
                {
                    throw new ServiceException("未找到交易数据,交易编号:" + req.TradeNumber);
                }

                if (req.ValueDate < td.TradeDate)
                {
                    throw new ServiceException($"估值日期'{req.ValueDate:yyyy-MM-dd}'必须大于等于交易开始日'{td.TradeDate:yyyy-MM-dd}'");
                }

                if (td.ExerciseDate.HasValue && req.ValueDate > td.ExerciseDate.Value)
                {
                    throw new ServiceException($"估值日期'{req.ValueDate:yyyy-MM-dd}'必须小于等于交易到期日'{td.ExerciseDate.Value:yyyy-MM-dd}'");
                }

                req.TradeId = td.id;
            }
            else
            {
                var td = DbContext.trade.Where(n => n.id == req.TradeId)
                   .Select(n => new { n.id, n.TradeDate, n.ExerciseDate }).FirstOrDefault();

                if (td == null)
                {
                    throw new ServiceException("未找到交易数据,交易id:" + req.TradeId);
                }

                if (req.ValueDate < td.TradeDate)
                {
                    throw new ServiceException($"估值日期'{req.ValueDate:yyyy-MM-dd}'必须大于等于交易开始日'{td.TradeDate:yyyy-MM-dd}'");
                }

                if (td.ExerciseDate.HasValue && req.ValueDate > td.ExerciseDate.Value)
                {
                    throw new ServiceException($"估值日期'{req.ValueDate:yyyy-MM-dd}'必须小于等于交易到期日'{td.ExerciseDate.Value:yyyy-MM-dd}'");
                }
            }

            var dbModel = DbContext.eod_trade_risk_manual.FirstOrDefault(x => x.ValueDate == req.ValueDate && x.TradeId == req.TradeId && string.IsNullOrEmpty(x.VolType));

            if (dbModel == null)
            {
                dbModel = new eod_trade_risk_manual
                {
                    TradeId = req.TradeId,
                    ValueDate = req.ValueDate
                };
                DbContext.eod_trade_risk_manual.Add(dbModel);
            }
            else if (!fromApi && !onlyUpdatePositionMargin && req.id < 1)
            {
                throw new ServiceException("估值日期不能重复");
            }

            if (onlyUpdatePositionMargin)
            {
                dbModel.Margin = req.Margin;

                var eodPosition = DbContext.eod_trade_position.Where(x => x.ValueDate == req.ValueDate && x.TradeId == req.TradeId).FirstOrDefault();

                if (eodPosition != null)
                {
                    eodPosition.Margin = req.Margin ?? 0;

                    DbContext.TradeAuditLog.Add(new TradeAuditLog
                    {
                        AuditFlag = TradeAuditFlag.operation,
                        Changes = "更新持仓预付金为:" + eodPosition.Margin.OtcFormatFlex(2),
                        DataType = "text",
                        OptDate = DateTime.Now,
                        OptId = UserId,
                        OptName = UserName,
                        OptType = "更新持仓预付金",
                        TradeId = req.TradeId
                    });
                }
            }
            else
            {
                dbModel.Pv = req.Pv;
                dbModel.Delta = req.Delta;
                dbModel.Gamma = req.Gamma;
                dbModel.Vega = req.Vega;
                dbModel.Theta = req.Theta;
                dbModel.Rho = req.Rho;
                dbModel.Margin = req.Margin;
                dbModel.Spv1 = req.Spv1;
                dbModel.Spv2 = req.Spv2;
                dbModel.Spv3 = req.Spv3;

                DbContext.TradeAuditLog.Add(new TradeAuditLog
                {
                    AuditFlag = TradeAuditFlag.operation,
                    Changes = JsonHelper.Serialize(dbModel),
                    DataType = "json",
                    OptDate = DateTime.Now,
                    OptId = UserId,
                    OptName = UserName,
                    OptType = "风险维护",
                    TradeId = req.TradeId
                });
            }

            //设置操作员
            SetDBModelOpt(dbModel);

            DbContext.SaveChanges();

            return dbModel;
        }

        /// <summary>
        /// 更新自定义交易风险
        /// </summary>
        private eod_trade_risk_manual InnerSaveEodTradeRiskManualByType(eod_trade_risk_manualDto req, bool fromApi)
        {
            if (req is null)
            {
                throw new ServiceException("未获取到传入参数");
            }

            if (req.ValueDate.Year < 2000)
            {
                throw new ServiceException("估值日期 请正确赋值:" + req.ValueDate.OtcFormatDate());
            }

            if (fromApi)
            {
                if (string.IsNullOrEmpty(req.TradeNumber))
                {
                    throw new ServiceException("交易编号 必须填写");
                }

                var td = DbContext.trade.Where(n => n.TradeNumber == req.TradeNumber)
                    .Select(n => new { n.id, n.TradeType, n.TradeDate, n.ExerciseDate }).FirstOrDefault();

                if (td == null)
                {
                    throw new ServiceException("未找到交易数据,交易编号:" + req.TradeNumber);
                }

                if (req.ValueDate < td.TradeDate)
                {
                    throw new ServiceException($"估值日期'{req.ValueDate:yyyy-MM-dd}'必须大于等于交易开始日'{td.TradeDate:yyyy-MM-dd}'");
                }

                if (td.ExerciseDate.HasValue && req.ValueDate > td.ExerciseDate.Value)
                {
                    throw new ServiceException($"估值日期'{req.ValueDate:yyyy-MM-dd}'必须小于等于交易到期日'{td.ExerciseDate.Value:yyyy-MM-dd}'");
                }

                req.TradeId = td.id;
            }
            else
            {
                var td = DbContext.trade.Where(n => n.id == req.TradeId)
                   .Select(n => new { n.id, n.TradeDate, n.ExerciseDate }).FirstOrDefault();

                if (td == null)
                {
                    throw new ServiceException("未找到交易数据,交易id:" + req.TradeId);
                }

                if (req.ValueDate < td.TradeDate)
                {
                    throw new ServiceException($"估值日期'{req.ValueDate:yyyy-MM-dd}'必须大于等于交易开始日'{td.TradeDate:yyyy-MM-dd}'");
                }

                if (td.ExerciseDate.HasValue && req.ValueDate > td.ExerciseDate.Value)
                {
                    throw new ServiceException($"估值日期'{req.ValueDate:yyyy-MM-dd}'必须小于等于交易到期日'{td.ExerciseDate.Value:yyyy-MM-dd}'");
                }
            }


            var dbModel = DbContext.eod_trade_risk_manual.FirstOrDefault(x => x.ValueDate == req.ValueDate && x.TradeId == req.TradeId && x.VolType == req.VolType && x.SettlementType == req.SettlementType);
            if (dbModel == null)
            {
                dbModel = new eod_trade_risk_manual
                {
                    TradeId = req.TradeId,
                    ValueDate = req.ValueDate,
                    VolType = req.VolType,
                    SettlementType = req.SettlementType
                };
                DbContext.eod_trade_risk_manual.Add(dbModel);
            }
            else
            {
                if(req.id < 1)
                {
                    throw new ServiceException("相同类型的交易风险维护数据在同一天不能重复");
                }
            }

            dbModel.Pv = req.Pv;
            dbModel.Delta = req.Delta;
            dbModel.Gamma = req.Gamma;
            dbModel.Vega = req.Vega;
            dbModel.Theta = req.Theta;
            dbModel.Rho = req.Rho;

            DbContext.TradeAuditLog.Add(new TradeAuditLog
            {
                AuditFlag = TradeAuditFlag.operation,
                Changes = JsonHelper.Serialize(dbModel),
                DataType = "json",
                OptDate = DateTime.Now,
                OptId = UserId,
                OptName = UserName,
                OptType = "分类风险维护",
                TradeId = req.TradeId
            });

            //设置操作员
            SetDBModelOpt(dbModel);

            DbContext.SaveChanges();

            return dbModel;
        }
    }
}