namespace YLErp.Modules.RiskExposure
{
    public class EodRiskModel
    {
        //----------------------------------------
        //导出用
        public string UnderlyingCode { get; set; }

        public string UnderlyingPrice { get; set; }

        public string VarietyCode { get; set; }

        //----------------------------------------

        /// <summary>
        /// 当日盈亏
        /// </summary>
        public double DailyPnl { get; set; }

        public double Pnl { get; set; }

        public double Delta { get; set; }

        public double DeltaCash { get; set; }

        public double GammaCash { get; set; }

        public double DeltaInLots { get; set; }

        /// <summary>
        /// 名义本金
        /// </summary>
        public double StockEqvNotional { get; set; }
        /// <summary>
        /// 有效名义本金
        /// </summary>
        public double StockEqvNotionalReal { get; set; }

        /// <summary>
        /// 场外名义本金
        /// <para>期权+互换</para>
        /// <para>只有汇总需要赋值</para>
        /// </summary>
        public double OtcStockEqvNotional { get; set; }
        /// <summary>
        /// 场外有效名义本金
        /// <para>期权+互换</para>
        /// <para>只有汇总需要赋值</para>
        /// </summary>
        public double OtcStockEqvNotionalReal { get; set; }

        /// <summary>
        /// 持仓量
        /// </summary>
        public double Position { get; set; }

        /// <summary>
        /// 持仓金额
        /// </summary>
        public double PositionCash { get; set; }

        /// <summary>
        /// 持仓手数
        /// </summary>
        public double PositionInLots { get; set; }

        /// <summary>
        /// 当日手续费
        /// </summary>
        public double DailyCommission { get; set; }

        /// <summary>
        /// 手续费
        /// </summary>
        public double Commission { get; set; }

        /// <summary>
        /// 持仓变化
        /// </summary>
        public double PositionIncrementInLots { get; set; }

        public double PositionStockEqvNotional { get; set; }

        public double Gamma { get; set; }

        public double GammaInLots { get; set; }

        public double Theta { get; set; }

        public double Vega { get; set; }

        public double Rho { get; set; }

        public double dPnlDelta { get; set; }

        public double dPnlGamma { get; set; }

        public double dPnlVega { get; set; }

        public double dPnlTheta { get; set; }

        public double dPnlPsi { get; set; }
        public double CumulativeFloatProfitLoss { get;  set; }

        public static EodRiskModel operator +(EodRiskModel sum1, EodRiskModel sum2)
        {
            if (sum1 == null && sum2 == null)
            {
                return null;
            }
            if (sum1 == null)
            {
                return sum2;
            }
            if (sum2 == null)
            {
                return sum1;
            }
            return new EodRiskModel
            {
                StockEqvNotional = sum1.StockEqvNotional + sum2.StockEqvNotional,
                StockEqvNotionalReal = sum1.StockEqvNotionalReal + sum2.StockEqvNotionalReal,
                OtcStockEqvNotional = sum1.OtcStockEqvNotional + sum2.OtcStockEqvNotional,
                OtcStockEqvNotionalReal = sum1.OtcStockEqvNotionalReal + sum2.OtcStockEqvNotionalReal,
                DailyPnl = sum1.DailyPnl + sum2.DailyPnl,
                Pnl = sum1.Pnl + sum2.Pnl,
                Delta = sum1.Delta + sum2.Delta,
                DeltaInLots = sum1.DeltaInLots + sum2.DeltaInLots,
                DeltaCash = sum1.DeltaCash + sum2.DeltaCash,
                Gamma = sum1.Gamma + sum2.Gamma,
                GammaCash = sum1.GammaCash + sum2.GammaCash,
                GammaInLots = sum1.GammaInLots + sum2.GammaInLots,
                Theta = sum1.Theta + sum2.Theta,
                Vega = sum1.Vega + sum2.Vega,
                Rho = sum1.Rho + sum2.Rho,
                dPnlDelta = sum1.dPnlDelta + sum2.dPnlDelta,
                dPnlGamma = sum1.dPnlGamma + sum2.dPnlGamma,
                dPnlVega = sum1.dPnlVega + sum2.dPnlVega,
                dPnlTheta = sum1.dPnlTheta + sum2.dPnlTheta,
                dPnlPsi = sum1.dPnlPsi + sum2.dPnlPsi,
                Commission = sum1.Commission + sum2.Commission,
                DailyCommission = sum1.DailyCommission + sum2.DailyCommission,
                Position = sum1.Position + sum2.Position,
                PositionInLots = sum1.PositionInLots + sum2.PositionInLots,
                PositionIncrementInLots = sum1.PositionIncrementInLots + sum2.PositionIncrementInLots
            };
        }
    }

    public class UnderlyingRiskModel
    {
        public int UnderlyingId { get; set; }

        public string UnderlyingCode { get; set; }

        /// <summary>
        /// 组合标的的公式信息
        /// </summary>
        public string SyntheticUnderlyingTipsInfo { get; set; }

        public double? UnderlyingPrice { get; set; }

        public string VarietyCode { get; set; }

        /// <summary>
        /// 敞口限额
        /// </summary>
        public double? VarietyOpenLimit { get; set; }

        /// <summary>
        /// 百分比符号，还是绝对值
        /// </summary>
        public string VarietyOpenLimitIcon { get; set; }

        public string UnderlyingInstrumentType { get; set; }

        /// <summary>
        /// 期权期货组合
        /// </summary>
        public EodRiskModel PortfolioRisk { get; set; }

        /// <summary>
        /// 场外期权头寸
        /// </summary>
        public EodRiskModel OtcRisk { get; set; }

        /// <summary>
        /// 远期头寸
        /// </summary>
        public EodRiskModel ForwardRisk { get; set; }

        /// <summary>
        /// 掉期头寸
        /// </summary>
        public EodRiskModel SwapRisk { get; set; }

        /// <summary>
        /// 场内期权头寸
        /// </summary>
        public EodRiskModel ExOptionRisk { get; set; }

        /// <summary>
        /// 期货头寸
        /// </summary>
        public EodRiskModel FuturesRisk { get; set; }


        public VarietyLimit VarietyLimit { get; set; }
    }

    public class UnderlyingRiskModelSortComparer : IComparer<UnderlyingRiskModel>
    {
        private int GetTypeSortValue(UnderlyingRiskModel x)
        {
            if (x.UnderlyingInstrumentType == "Stock" && x.VarietyCode != "组合标的")
            {
                return 1;
            }

            if (x.UnderlyingInstrumentType == "Stock" && x.VarietyCode == "组合标的")
            {
                return 2;
            }

            if (x.UnderlyingInstrumentType == "CommodityFutures" && x.VarietyCode == "组合标的")
            {
                return 3;
            }

            return 4;
        }

        public int Compare(UnderlyingRiskModel x, UnderlyingRiskModel y)
        {
            var xSortValue = GetTypeSortValue(x);
            var ySortValue = GetTypeSortValue(y);
            if (xSortValue != ySortValue)
            {
                return xSortValue - ySortValue;
            }

            return String.Compare(x.UnderlyingCode, y.UnderlyingCode, StringComparison.Ordinal);
        }
    }

    /// <summary>
    /// 总计（最下面一行）
    /// </summary>
    public class RiskExposureReportSumModel
    {
        /// <summary>
        /// 汇总栏
        /// </summary>
        public EodRiskModel PortfolioSum { get; set; }

        /// <summary>
        /// 场外
        /// </summary>
        public EodRiskModel OtcSum { get; set; }

        /// <summary>
        /// 场内
        /// </summary>
        public EodRiskModel ExOptionSum { get; set; }

        /// <summary>
        /// 标的交易
        /// </summary>
        public EodRiskModel FuturesSum { get; set; }

        /// <summary>
        /// 远期
        /// </summary>
        public EodRiskModel ForwardSum { get; set; }

        /// <summary>
        /// 收益互换
        /// </summary>
        public EodRiskModel SwapSum { get; set; }
    }

    public class VarietyRiskExposureModel
    {
        /// <summary>
        /// 品种
        /// </summary>
        public string VarietyCode { get; set; }

        public double? VarietyOpenLimit { get; set; }

        public string VarietyOpenLimitIcon { get; set; }

        public RiskExposureReportSumModel VarietySum { get; set; }

        public List<UnderlyingRiskModel> UnderlyingRiskList { get; set; }

        public VarietyLimit varietyLimit { get; set; }
    }

    public class RiskExposureReportModel
    {
        public string ReportStart { get; set; }

        public string ReportEnd { get; set; }

        public RiskExposureReportSumModel Sum { get; set; }

        public List<VarietyRiskExposureModel> ReportModels { get; set; }

        //综合盈亏比例: ((收取的权利金 - 支付的权利金) + 对冲盈亏 - 期权估值)/对冲账户成本
        public double TotalPnlRate { get; set; }
    }

    public class TrendChartModel
    {
        public List<string> XAxisData { get; set; }=new List<string>();

        public List<List<string>> YAxisData { get; set; }= new List<List<string>>();
    }

}