using YLErp.Abstract.DataProviders;
using YLErp.BLL;
using YLErp.BLL.MarginCalculation;
using YLErp.Helpers;

namespace YLErp.Modules.EodModule.SettlementModule
{
    /// <summary>
    /// 预付金计算
    /// </summary>
    class EodWorstClientPayableCalc : EodSettleServiceBase
    {
        public EodWorstClientPayableCalc(EodSettlementContextBase context) : base(context)
        {

        }

        /// <summary>
        /// 预付金计算
        /// </summary>
        public bool WorstClientPayableCalc(List<trade> tradeList, List<trade_span> ex_TradeSpans = null)
        {
            if (tradeList is null)
            {
                throw new ArgumentNullException(nameof(tradeList));
            }

            var settleDate = _context.SettleDate;

            var req = new RunMarginCalculationReq(UserInfo)
            {
                tradeList = tradeList,
                settleDate = settleDate,
                CalcMarginType = Enums.CalcMarginTypeEnum.EodMargin,
                volType = PS.Config.IsTradeVol ? _context.Request.VolType : _context.SystemValue.EodSettleVolMode
            };

            switch (PS.Config.Company)
            {
                case Configuration.CompanyEnum.国泰君安:
                case Configuration.CompanyEnum.瑞达:
                case Configuration.CompanyEnum.宏源:
                case Configuration.CompanyEnum.弘业:
                case Configuration.CompanyEnum.光大光子:
                case Configuration.CompanyEnum.海通:
                case Configuration.CompanyEnum.广期资本:
                case Configuration.CompanyEnum.渤海:
                case Configuration.CompanyEnum.中金:
                    req.PriceProvider = _context.GetEodPriceProvider().GetPriceProvider(SettlementTypeEnum.ClosePrice);
                    req.settlementType = SettlementTypeEnum.ClosePrice;
                    break;
                default:
                    req.PriceProvider = _context.GetEodPriceProvider().GetPriceProvider(SettlementTypeEnum.SettlePrice);
                    req.settlementType = SettlementTypeEnum.SettlePrice;
                    break;
            }

            List<trade_span> tradeSpans = new List<trade_span>();

            //试算出交易买卖方向反向的tradeSpan
            List<trade_span> tradeSpansOtherSide = new List<trade_span>();

            //是否单笔预付金与合计预付金计算方式不同 如果不同则调用合计预付金方法 forSingleTrade = false
            if (MarginDefault.IsMarginCalcNeedSpecial(req.settleDate))
            {
                //远期不参与计算预付金逻辑
                tradeSpans = MarginDefault.RunMarginCalculation(req.Clone(forOtherSide: false));

                //试算出交易买卖方向反向的tradeSpan（目前只有国君有这个需求，做过处理）
                tradeSpansOtherSide = MarginDefault.RunMarginCalculation(req.Clone(forOtherSide: true));
            }
            else
            {
                tradeSpans = MarginDefault.RunMarginCalculation(req.Clone());
            }

            #region 额外追保
            var clientAdditionalMarginDic = new Dictionary<int, double>();
            var tradeSpanDic = tradeSpans.ToDictionary(t => t.TradeId, t => t.WorstCastClientPayable);
            var todayNewPostionList = tradeList.Where(t => t.TradeDate == settleDate).ToList();
            var clientGroups = todayNewPostionList.GroupBy(t => t.ClientId);
            foreach (var group in clientGroups)
            {
                var todayNewClientPostionList = group.ToList();
                var todayNewTradePositionMargin = Math.Min(todayNewClientPostionList.Sum(t => tradeSpanDic.ContainsKey(t.id) ? ((tradeSpanDic[t.id] ?? 0) * -1) : 0), 0);
                //todo:收益互换没有OriginalNotional
                var todayNewTradeInitialMargin = Math.Min(todayNewClientPostionList.Sum(t => ((t.OriginalStockEqvNotional * t.Notional / t.OriginalNotional) ?? 0) * (t.BuySell == "买入" ? -1 : 1) * underlying_managerBLL.GetUpLimit(t.UnderlyingCode)), 0);
                var todayAdditionalMargin = -1 * Math.Max(Math.Abs(todayNewTradeInitialMargin) - Math.Abs(todayNewTradePositionMargin), 0);
                clientAdditionalMarginDic[group.Key] = todayAdditionalMargin;
            }
            #endregion

            var ids = tradeList.Select(l => l.id).Union(tradeSpans.Select(x => x.TradeId)).ToArray();
            if (ex_TradeSpans != null)
            {
                ids = ids.Union(ex_TradeSpans.Select(x => x.TradeId)).ToArray();
            }

            if (ids.Any())
            {
                DbContext.BulkDelete<trade_span>($"{nameof(trade_span.ValueDate)}='{settleDate.ToSqlDate()}' and TradeId in ({string.Join(",", ids)})");
            }

            if (ex_TradeSpans != null && ex_TradeSpans.Count() > 0)
            {
                tradeSpans.AddRange(ex_TradeSpans);
            }

            if (tradeSpans != null && tradeSpans.Count > 0)
            {
                DbContext.trade_span.AddRange(tradeSpans);
            }

            DbContext.SaveChanges();

            //执行客户合计
            var clientMarginReq = new CalcClientMarginReq(UserInfo)
            {
                settleDate = settleDate,
                tradeSpans = tradeSpans,
                tradeSpansOtherSide = tradeSpansOtherSide,
                SpanType = 0,
                clientAdditionalMarginDic = clientAdditionalMarginDic,
                ClientIds = _context.ClienIds
            };

            MarginDefault.CalcClientMargin(clientMarginReq);

            return true;
        }
    }
}