using Qdp.Foundation.Implementations;
using Qdp.Pricing.Library.Options.Products.Autocall.Snowball;
using YLErp.BLL;
using YLErp.Commons;
using YLErp.DBModels.Enums;
using YLErp.Modules.CalculationModule;
using YLErp.Modules.TradeModule;
using YLErp.Modules.TradeModule.DealModule;

namespace YLErp.Modules.EodModule.SettlementModule
{
    /// <summary>
    /// 权利金应付日检查处理生成
    /// </summary>
    class EodCheckPremiumPayDate : EodSettleServiceBase
    {
        public EodCheckPremiumPayDate(EodSettlementContextBase context) : base(context)
        {
            ResetDbContext();
        }

        public void Execute()
        {
            var tradeStatus = new string[] { ConsTrade.已到期, ConsTrade.已执行 };

            var clienIds = _context.Request.ClientIds;
            ////检查权利金应付日到期后支付
            //var tradeCashList = DbContext.trade_cash.Where(t => t.Status == TradeCashStatusEnum.冻结 && t.Action == ClientCashInCashOut.系统操作_期权费).ToList();
            //var frozenPremiumIds = tradeCashList.Select(t => t.TradeId).ToHashSet();
            ////查询已存在有效期权费交易的期权
            //var hasClientCashInOut = DbContext.ClientCashInCashOut
            //    .Where(t => frozenPremiumIds.Contains(t.TradeId ?? 0) && t.ValidState != "InValid" && t.Action == ClientCashInCashOut.系统操作_期权费)
            //    .Select(t => t.TradeId).ToHashSet();
            ////系统中缺少期权费的交易id列表
            //var lostPremiumIds = frozenPremiumIds.Where(t => !hasClientCashInOut.Contains(t)).ToHashSet();
            //var tradeList = otcTradeList.Where(t => lostPremiumIds.Contains(t.id) && (t.PremiumPayDate <= _context.SettleDate || (t.UnWindDate <= _context.SettleDate && tradeStatus.Contains(t.TradeStatus))));

            var query = from t in DbContext.trade
                        join tc in DbContext.trade_cash on t.id equals tc.TradeId
                        where t.TradeDate > _context.StartDate
                            && ((t.PremiumPayDate != null && t.PremiumPayDate.Value <= _context.SettleDate) || (t.UnWindDate <= _context.SettleDate && ConsTrade.TradeCompleteStatus.Contains(t.TradeStatus)))
                            //既然是根据期权费发生日期插入资金记录,就不应该考虑是否冻结,已执行状态的期权费如果不存在于ClientCashInCashOut中也应该插入 --时嬴政;
                            && tc.Status == TradeCashStatusEnum.冻结 && tc.Action == ClientCashInCashOut.系统操作_期权费 && !tc.IsDeleted && tc.ValidState != "InValid" && t.ValidState != "InValid"
                            && !DbContext.ClientCashInCashOut.Any(cc => cc.ClientId == t.ClientId && cc.TradeId == t.id && cc.ValidState != "InValid" && cc.Action == ClientCashInCashOut.系统操作_期权费)
                        select new
                        {
                            tc,
                            td = new
                            {
                                t.ClientId,
                                t.ClientName,
                                t.TradeNumber,
                                t.TradeStatus,
                                t.UnWindDate,
                                t.IsGroup
                            }
                        };
            #region 新增客户筛选 tw
            if (clienIds != null)
            {
                query = query.Where(l => clienIds.Contains(l.td.ClientId));
            }
            #endregion
            var items = query.ToArray();

            foreach (var item in items)
            {
                var tc = item.tc;
                var td = item.td;

                //更改状态
                tc.Status = TradeCashStatusEnum.已执行;
                tc.OptId = UserId;
                tc.OptDate = DateTime.Now;
                tc.OptName = UserName;
                tc.Comments = "PremiumPayDate自动处理,补充期权费";
                new TradeCashService(this).SaveTradeCashDetail(tc);
                var client = DataCacheProvider.GetClientDataSource().GetData(td.ClientId);
                //添加出入金应收信息
                var cic = new ClientCashInCashOut()
                {
                    HappenDate = td.TradeStatus == ConsTrade.已平仓 ? td.UnWindDate : _context.SettleDate,
                    Action = ClientCashInCashOut.系统操作_期权费,
                    Direction = ClientCashInCashOut.应收,
                    OptDate = DateTime.Now,
                    OptId = UserId,
                    OptName = UserName,
                    CreatorId = UserId,
                    CreatorName = UserName,
                    CreateDate = DateTime.Now
                };
                DbContext.ClientCashInCashOut.Add(cic);
                cic.ClientId = td.ClientId;
                cic.ClientName = td.ClientName;
                cic.ClientNumber = client.Number;
                cic.TradeId = tc.TradeId;
                cic.TradeCashId = tc.id;
                cic.TradeNumber = td.TradeNumber;
                //权利金默认为应收 已确认
                cic.State = ClientCashInCashOut.已确认;
                cic.Number = UniqueTimeId.GetStr();
                cic.OptDate = DateTime.Now;
                cic.Comments = "PremiumPayDate自动处理,补充期权费";
                cic.Money = tc.Amount * -1;
                cic.IsGroup = td.IsGroup;
            }

            DbContext.SaveChanges(_context.CancellationToken);

            #region 当雪球期权即有年化期权费率，权利金应付日又晚于敲出日时，需要补充年化期权费

            var tradeSnowballBll = new TradeSnowballBLL(OptUser);
            var trades = DbContext.trade.Where(x => x.ValidState != "InValid" && ConsTrade.TradeCompleteStatus.Contains(x.TradeStatus) && x.TradeDate != x.PremiumPayDate && x.UnWindDate == _context.SettleDate && x.TradeType == "雪球期权").ToList();
            var tradeIds = trades.Select(x => x.id);
            var tradeSnowBalls = DbContext.trade_snowball.Where(x => tradeIds.Contains(x.TradeId));
            var tradeCashes = DbContext.trade_cash.Where(x => tradeIds.Contains(x.TradeId) && x.Action == ClientCashInCashOut.系统操作_票息 && x.ValidState != "InValid" && !x.IsDeleted);
            var tradeOpenCashes = DbContext.ClientCashInCashOut.Where(x => tradeIds.Contains(x.TradeId ?? 0) && x.Action == ClientCashInCashOut.系统操作_期权费 && x.ValidState != "InValid");

            trades.ForEach(x =>
            {
                var tradeSnowball = tradeSnowBalls.First(y => y.TradeId == x.id);
                if (tradeSnowball.AnnualizedPremiumRate.HasValue && tradeSnowball.AnnualizedPremiumRate != 0)
                {
                    var tradeCash = tradeCashes.Where(m => m.TradeId == x.id).OrderByDescending(x => x.ValueDate).FirstOrDefault();
                    if (tradeCash != null)
                    {
                        var request = new OptionTradeParamRequest(valuedateBLL.SysRiskFreeRate());
                        var optionTrade = QdpTradeBuilder.GetSnowballOptionTrade(x, tradeSnowball, request);
                        var snowball = (SimpleSnowball)optionTrade.Instrument;
                        if (!tradeOpenCashes.Any(y => y.TradeCashId == tradeCash.id))
                        {
                            var tradePrice = x.OriginalStockEqvNotional * tradeCash.UnwindPercentRate * x.ParticipationRate * tradeSnowball.AnnualizedPremiumRate * snowball.CouponDayCount.CalcDayCountFraction(snowball.StartDate, new Date(x.UnWindDate)) ?? 0;
                            if (tradePrice != 0)
                            {
                                tradeSnowballBll.SaveTradePrice(x, tradeCash, tradePrice, tradeCash.ValueDate);
                            }
                        }
                    }
                }
            });

            #endregion
        }
    }
}