using YLErp.BLL;
using YLErp.DBModels.Converts;
using YLErp.Model;
using YLErp.Modules.CalculationModule;
using YLErp.Modules.TradeModule;
using YLErp.Modules.TradeModule.DealModule;
using YLErp.Modules.UnderlyingModule;
using YLErp.QdpModule;

namespace YLErp.Modules.EodModule.SettlementModule
{
    /// <summary>
    /// 日终互换自动结息
    /// </summary>
    internal class EodSwapSettleService : TradeCashService
    {
        public EodSwapSettleService(OptUserInfo userInfo) : base(userInfo)
        {

        }

        /// <summary>
        /// 定期结算互换
        /// </summary>
        public void BalanceSwapTrade(DateTime settleDate, IEnumerable<int> clientIds = null)
        {
            var dateStr = settleDate.ToString("yyyy-MM-dd");

            var observateTrades = new List<trade>();

            #region 第一步 获取当前观察日交易

            var tradePredicate = PredicateBuilder.Create<trade>(n => n.ValidState != ConsGlobal.InValid
                                                            && n.TradeType == "收益互换"
                                                            && n.IsGroup != 2
                                                            && n.StartDate <= settleDate
                                                            && n.ExerciseDate >= settleDate
                                                            && n.TradeStatus == ConsTrade.确认成交);
            if (clientIds != null && clientIds.Any())
            {
                tradePredicate = tradePredicate.And(l => clientIds.Contains(l.ClientId));
            }
            var tradeQueryList = DbContext.trade.Where(tradePredicate).ToList();
            var tradeIds = tradeQueryList.Select(s => s.id).ToList();
            var tradeSwapList = DbContext.trade_swap.Where(t => tradeIds.Contains(t.TradeId)
                                                            && ((t.GetSwapTimeAndRate != null && t.GetSwapTimeAndRate.Contains(dateStr))
                                                                || (t.PaySwapTimeAndRate != null && t.PaySwapTimeAndRate.Contains(dateStr)))
                                                           ).ToList();

            foreach (var trade in tradeQueryList)
            {
                var tradeSwap = tradeSwapList.FirstOrDefault(x => x.TradeId == trade.id);
                var tradeExerciseDate = trade.ExerciseDate.Value.ToString("yyyy-MM-dd");
                if (tradeExerciseDate != dateStr && tradeSwap != null && ((tradeSwap.GetSwapTimeAndRate != null && tradeSwap.GetSwapTimeAndRate.Contains(dateStr))
                        || (tradeSwap.PaySwapTimeAndRate != null && tradeSwap.PaySwapTimeAndRate.Contains(dateStr))))
                {
                    var getCalc = CalcDate(tradeSwap.GetSwapTimeAndRate, dateStr);
                    var payCalc = CalcDate(tradeSwap.PaySwapTimeAndRate, dateStr);
                    if (getCalc || payCalc)
                    {
                        trade.trade_swap = tradeSwap;
                        observateTrades.Add(trade);
                    }

                }
            }

            #endregion

            if (!observateTrades.Any())
            {
                return;
            }

            #region 第二步 计算观察日收益

            var tradeObservateIds = observateTrades.Select(s => s.id).ToList();
            var tradeCashPredicate = PredicateBuilder.Create<trade_cash>(n => tradeObservateIds.Contains(n.TradeId) && !n.IsDeleted && n.Action == ClientCashInCashOut.系统操作_互换);
            var tradeCashList = DbContext.trade_cash.Where(tradeCashPredicate).ToList();
            var tradeCashIds = tradeCashList.Select(x => x.id);
            var cashSwaps = DbContext.trade_cash_swap.Where(x => tradeObservateIds.Contains(x.TradeId) && tradeCashIds.Contains(x.TradeCashId)).ToArray();
            foreach (var trade in observateTrades)
            {
                //历史收盘时，如果已进行过互换则排除
                if (tradeCashList.Any(x => x.TradeId == trade.id && x.ValidState != ConsGlobal.InValid && x.ValueDate >= settleDate))
                {
                    continue;
                }

                tradeBLL.SetFieldsByTradeType(trade);

                var tradeCashNotInvalid = tradeCashList.Where(x => x.TradeId == trade.id && x.ValidState != ConsGlobal.InValid).OrderByDescending(y => y.id).FirstOrDefault();

                var um = DataCacheProvider.GetUnderlyingDataSource().GetData(trade.UnderlyingCode);
                var commodity = ConsGlobal.InstrumentType.CalcTypeIsFutures(um.UnderlyingInstrumentType);

                trade.trade_cash = InitTradeCash(trade, um);
                trade.trade_cash.ValueDate = settleDate;
                trade.trade_cash.UnwindMethod = commodity ? 1 : 0;

                InitTradeAndTradeCash(trade, trade.trade_cash, um, tradeCashNotInvalid);
                var oldMaturityDate = new ExtensionTimeService(UserInfo).QueryExtensionTimeList(trade.id).OrderByDescending(x => x.OldMaturityDate)?.FirstOrDefault()?.OldMaturityDate;
                trade.trade_swap.GetSwapRate = GetSwapRateByDate(trade.trade_swap.GetSwapTimeAndRate, trade.trade_cash.ValueDate, 1, trade.trade_swap.IsGetFloatingProfit, oldMaturityDate);
                trade.trade_swap.PaySwapRate = GetSwapRateByDate(trade.trade_swap.PaySwapTimeAndRate, trade.trade_cash.ValueDate, 1, trade.trade_swap.IsPayFloatingProfit, oldMaturityDate);
                trade.trade_cash.trade_cash_swap = new trade_cash_swap()
                {
                    GetFinalPrice = trade.trade_swap.GetSpotPrice,
                    PayFinalPrice = trade.trade_swap.PaySpotPrice,
                    GetCostFee = 0,
                    PayCostFee = 0,
                    GetExtraAmount = 0,
                    PayExtraAmount = 0,
                    PayAmount = 0,
                    PayInitialAmount = 0,
                    GetSwapRate = 0,
                    PaySwapRate = 0,
                    IsAuto = true,
                    GetInitialAmount = 0,
                    GetAmount = 0
                };
                //取最后一次手动收益；
                var lastManualCashSwap = cashSwaps.OrderByDescending(o => o.StartDate).FirstOrDefault(x => !x.IsAuto && x.TradeId == trade.id);
                var lastManualCash = lastManualCashSwap != null ? tradeCashList.FirstOrDefault(x => x.id == lastManualCashSwap.TradeCashId) : null;
                if (!trade.trade_swap.IsGetFloatingProfit)//收取 利息
                {
                    DateTime endDate;
                    var preSwapDate = PayoffSwapCalcService.GetSwapRateStartDate(trade, trade.trade_swap, trade.trade_cash.ValueDate, tradeCashNotInvalid, lastManualCash, trade.trade_swap.IsGetFloatingProfit, out endDate);
                    trade.trade_cash.trade_cash_swap.GetExtraAmount = PayoffSwapCalcService.GetExtraAmountBySwapRate(trade.ClientId, trade.TradeDate, trade.trade_swap.GetSwapTimeAndRate, preSwapDate, endDate, trade.trade_swap.AnnualDays ?? 0, (trade.OriginalStockEqvNotional ?? 0) * (trade.trade_cash.UnwindPercentRate ?? 0));
                    trade.trade_cash.trade_cash_swap.GetInitialAmount = PayoffSwapCalcService.GetInitialAmountSwapGet(trade, trade.trade_swap, trade.trade_swap.GetSpotPrice ?? 0
                       , trade.trade_swap.GetSpotPrice ?? 0, (trade.OriginalStockEqvNotional ?? 0) * (trade.trade_cash.UnwindPercentRate ?? 0), trade.trade_cash.ValueDate, tradeCashNotInvalid?.ValueDate);
                }
                if (!trade.trade_swap.IsPayFloatingProfit)//支付 利息
                {
                    DateTime endDate;
                    var preSwapDate = PayoffSwapCalcService.GetSwapRateStartDate(trade, trade.trade_swap, trade.trade_cash.ValueDate, tradeCashNotInvalid, lastManualCash, trade.trade_swap.IsPayFloatingProfit, out endDate);
                    trade.trade_cash.trade_cash_swap.PayInitialAmount = PayoffSwapCalcService.GetInitialAmountSwapPay(trade, trade.trade_swap, trade.trade_swap.PaySpotPrice ?? 0
                  , trade.trade_swap.PaySpotPrice ?? 0, (trade.OriginalStockEqvNotional ?? 0) * (trade.trade_cash.UnwindPercentRate ?? 0), trade.trade_cash.ValueDate, tradeCashNotInvalid?.ValueDate);
                    trade.trade_cash.trade_cash_swap.PayExtraAmount = PayoffSwapCalcService.GetExtraAmountBySwapRate(trade.ClientId, trade.TradeDate, trade.trade_swap.PaySwapTimeAndRate, preSwapDate, trade.trade_cash.ValueDate, trade.trade_swap.AnnualDays ?? 0, (trade.OriginalStockEqvNotional ?? 0) * (trade.trade_cash.UnwindPercentRate ?? 0));
                }
                trade.trade_cash.trade_cash_swap.PaySwapRate = trade.trade_swap.PaySwapRate;
                trade.trade_cash.trade_cash_swap.GetSwapRate = trade.trade_swap.GetSwapRate;
                trade.trade_cash.trade_cash_swap.GetAmount = trade.trade_cash.trade_cash_swap.GetInitialAmount + trade.trade_cash.trade_cash_swap.GetExtraAmount + trade.trade_cash.trade_cash_swap.GetCostFee;
                trade.trade_cash.trade_cash_swap.PayAmount = trade.trade_cash.trade_cash_swap.PayInitialAmount + trade.trade_cash.trade_cash_swap.PayExtraAmount + trade.trade_cash.trade_cash_swap.PayCostFee;
                trade.trade_cash.Amount = (trade.trade_cash.trade_cash_swap.GetAmount ?? 0) - (trade.trade_cash.trade_cash_swap.PayAmount ?? 0);
                trade.trade_cash.Notional = trade.trade_cash.TradeAmount.Value * (um.CountRatio == 0 ? 1 : um.CountRatio);

                #region 第三步 单个封装对象保存
                var req = new TradeCashReq
                {
                    TradeId = trade.id,
                    ValueDate = trade.trade_cash.ValueDate,
                    Amount = trade.trade_cash.Amount,
                    UnwindFee = trade.trade_cash.Amount,
                    InitialAmount = trade.trade_cash.InitialAmount,
                    ExtraAmount = trade.trade_cash.ExtraAmount ?? 0,
                    UnwindMethod = trade.trade_cash.UnwindMethod ?? 0,
                    UnwindStockEqvNotional = trade.trade_cash.UnwindStockEqvNotional,
                    UnwindPrice = trade.trade_cash.UnwindPrice,
                    FinalPrice = trade.trade_cash.FinalPrice,
                    SpotPrice = trade.trade_cash.SpotPrice,
                    UnwindVol = trade.trade_cash.UnwindVol,
                    HappenedDate = trade.trade_cash.HappenedDate,
                    BarrierPrice = trade.trade_cash.BarrierPrice,
                    VolType = trade.trade_cash.VolType,
                    UnwindType = trade.trade_cash.UnwindType,
                    UnwindPercentRate = (trade.trade_cash.UnwindPercentRate * 100) ?? 0,
                    UnwindPricePercentRate = trade.trade_cash.UnwindPercentRate ?? 0,
                    TradePremium = trade.trade_cash.TradePremium,
                    AdvanceMoney = trade.trade_cash.AdvanceMoney,
                    trade_cash_swap = trade.trade_cash.trade_cash_swap
                };

                var result = new TradeUnwindService(this).SwapTrade(req);

                #endregion

            }

            #endregion
        }

        /// <summary>
        /// 初始化收益互换值
        /// </summary>
        private trade_cash InitTradeCash(trade td, underlying_manager um)
        {
            var r = new trade_cash
            {
                TradeId = td.id,
                FinalPrice = um.UnderlyingType == "组合标的" ? new SyntheticUnderlyingPriceService(UserInfo).GetPrice(td.UnderlyingCode) : (um.Price ?? 0),
                ExceciseType = "现金",
                CallPut = td.CallPut,
                Strike = td.IsMoneynessOptionData ? (td.Strike * td.SpotPrice) : td.Strike,
                Notional = td.Notional,
                UnwindType = "全部平仓",
                UnwindNotional = td.Notional,
                UnwindPercentRate = td.StockEqvNotional / td.OriginalStockEqvNotional,
                Amount = 0
            };
            r.TradeAmount = r.Notional / um.CountRatio;
            r.UnwindTradeAmount = r.UnwindNotional / um.CountRatio;
            return r;
        }

        /// <summary>
        /// 初始化收益互换值
        /// </summary>
        private void InitTradeAndTradeCash(trade td, trade_cash r, underlying_manager um, trade_cash notInvalid)
        {
            r.StockEqvNotional = td.StockEqvNotional;
            r.OriginalStockEqvNotional = td.OriginalStockEqvNotional ?? 0;
            r.IsUsePremiumRate = td.IsUsePremiumRate;
            r.IsTradePricePayType = td.IsTradePricePayType;

            if (td.IsUsePremiumRate != null && td.IsUsePremiumRate.Value)
            {
                //r.UnwindPercentRate *= 100;
            }
            else
            {
                r.UnwindPercentRate = 0;
            }

            r.TradeOriginalAmount = td.OriginalNotional / um.CountRatio;
            r.OriginalNotional = td.OriginalNotional;
            r.UnderlyingCode = td.UnderlyingCode;
            r.UnderlyingId = um.id;
            r.UnderlyingInstrumentType = td.UnderlyingInstrumentType;
            r.TradeType = BuySellConvert.GetClientBuySell(td.BuySell);
            r.BondType = td.TradeType;
            r.ClientName = td.ClientName;
            r.TraderName = td.TraderName;
            r.UnwindStockEqvNotional = r.UnwindStockEqvNotional ?? 0;
            r.StartDate = notInvalid?.ValueDate ?? td.StartDate.Value;
            r.ExtraAmount = td.OriginalStockEqvNotional > 0 ? (td.trade_swap.IsTradePriceWhenOpen ? ((td.trade_swap.GetTradePrice ?? 0) - (td.trade_swap.PayTradePrice ?? 0)) : ((td.trade_swap.GetTradePrice ?? 0) - (td.trade_swap.PayTradePrice ?? 0)) * 2) * td.StockEqvNotional / td.OriginalStockEqvNotional : 0;
            //td.trade_swap.GetSpotPrice = td.trade_swap.GetFinalPrice ?? td.trade_swap.GetSpotPrice ?? 0;
            //td.trade_swap.PaySpotPrice = td.trade_swap.PayFinalPrice ?? td.trade_swap.PaySpotPrice ?? 0;
        }

        /// <summary>
        /// 校验某观察日是否结算
        /// </summary>
        private bool CalcDate(string swapTime, string dataStr)
        {
            if (string.IsNullOrEmpty(swapTime))
            {
                return false;
            }
            var calc = false;
            var filedArr = swapTime.Split(';');
            var dateListArr = filedArr[0];
            if (filedArr.Length > 2)
            {
                var calcListArr = filedArr[2];//是否结算
                var calcList = calcListArr.Split(',');
                var dateList = dateListArr.Split(',');
                for (var i = 0; i < dateList.Length; i++)
                {
                    if (dateList[i] == dataStr && i <= calcList.Length - 1 && calcList[i] == "true")
                    {
                        calc = true;
                        break;
                    }
                }
            }
            return calc;
        }

        private double GetSwapRateByDate(string swapTimeAndRate, DateTime valueDate, int IsSwap, bool IsFloatingProfit = true, DateTime? oldMaturityDate = null)
        {
            double swapRate = 0;
            var customizedResults = QdpHelper.ParseAutocallCustomizedInfo(swapTimeAndRate);
            var dates = customizedResults.Item1;
            if (dates == null)
            {
                return swapRate;
            }
            var getSwapRates = customizedResults.Item2;
            var latestDate = dates.Where(x => x.DateTime >= valueDate).OrderBy(x => x.DateTime).FirstOrDefault();

            //展期情况互换利率获取最后一个日期的互换利率
            if (latestDate == null)
            {
                latestDate = dates.Max();
            }

            if (latestDate != null)
            {
                if (getSwapRates != null && getSwapRates.Any())
                {
                    swapRate = getSwapRates[TradeObservationHelper.GetDateIndex(dates, latestDate)];
                }
            }

            return swapRate;
        }
    }
}