using BaseOUDAL;
using YLErp.BLL;
using YLErp.Commons;
using YLErp.Model;
using YLErp.Modules.EodModule;
using YLErp.Modules.RiskExposure;
using YLErp.Modules.RiskModule;
using YLErp.Modules.TradeModule;
using YLErp.QdpModule;

namespace YLErp.Modules.RiskHedgingModule
{
    public class HedgeRiskMonitoringService : YLBaseService
    {
        private readonly ClientDBContext clientDB;
        public HedgeRiskMonitoringService(OptUserInfo userInfo) : base(userInfo)
        {
            clientDB = DbContextFactory.GetClientDbContext(userInfo);
        }

        public HedgeRiskMonitoringService(YLBaseService baseService) : base(baseService)
        {
        }

        public HedgeRiskMonitoringService(OptUserInfo optUser, YLContext dbContext) : base(optUser, dbContext)
        {
        }

        /// <summary>
        /// 读取配置
        /// </summary>
        /// <returns></returns>
        public HedgeRiskMonitoringReq ReadHedgeRiskMonitoringReportConfig()
        {
            HedgeRiskMonitoringReq result = null;
            try
            {
                var cfg = DbContext.AppConfig.Where(O => O.PName == "HedgeRiskMonitoringConfig").FirstOrDefault();
                if (cfg == null)
                {
                    result = new HedgeRiskMonitoringReq();
                    cfg = new AppConfig()
                    {
                        PGroup = "Custom",
                        PName = "HedgeRiskMonitoringConfig",
                        PType = "string",
                        Remark = "风险对冲检测表配置",
                        CreateTime = DateTime.Now,
                    };
                    DbContext.AppConfig.Add(cfg);
                    cfg.PValue = result.ToJson();
                    DbContext.SaveChanges();
                }
                else
                {
                    result = JsonHelper.ToObject<HedgeRiskMonitoringReq>(cfg.PValue);
                }
            }
            catch { }
            return result ?? new HedgeRiskMonitoringReq();
        }

        /// <summary>
        /// 保存配置
        /// </summary>
        /// <param name="req"></param>
        public void SaveHedgeRiskMonitoringReportConfig(HedgeRiskMonitoringReq req)
        {
            try
            {
                var cfg = DbContext.AppConfig.Where(O => O.PName == "HedgeRiskMonitoringConfig").FirstOrDefault();
                if (cfg == null)
                {
                    cfg = new AppConfig()
                    {
                        PGroup = "System",
                        PName = "HedgeRiskMonitoringConfig",
                        PType = "string",
                        Remark = "风险对冲检测表配置",
                        CreateTime = DateTime.Now,
                    };
                    DbContext.AppConfig.Add(cfg);
                }
                cfg.PValue = req.ToJson();
                cfg.OptDate = DateTime.Now;
                DbContext.SaveChanges();
            }
            catch { }
        }

        public HedgeRiskMonitoringReportModel GetHedgeRiskMonitoringReportModel(DateTime endDate, HedgeRiskMonitoringReq req, RiskRequestModel reqRisk, EodPositionRisksReq eodPositionRisksReq, TradeMultiCloseQueryModel reqTradeMultiClose)
        {
            var hedgeRiskMonitoringReportModel = new HedgeRiskMonitoringReportModel();

            //汇总
            hedgeRiskMonitoringReportModel.QuotaTargetReport = new QuotaTargetReport()
            {
                QuotaStopLoss = req.quotaStopLoss,
                QuotaCostRisk = req.quotaCostRisk,
                QuotaPressureTest = req.quotaPressureTest,
                QuotaCashDelta = req.quotaCashDelta,
                QuotaContractTerm = req.quotaContractTerm,
                QuotaUnderlyingConcentration = req.quotaUnderlyingConcentration,
                QuotaStockEqvNotional = req.quotaStockEqvNotional,
                QuotaMarginHold = req.quotaMarginHold,
            };

            if (PS.Config.ErpElement.UseOldEodPnLExplainer)
            {
                if (reqRisk?.EodSettlePriceMode == "结算价")
                {
                    new Modules.RiskExposure.RiskExposureReportService<eod_trade_position_s>(UserInfo).GetPortfolioList<eod_trade_risk_s, eod_pnl_s>(reqRisk, out var riskCollectReport);
                    GetQuotaTargetReportByRiskCollect(endDate, hedgeRiskMonitoringReportModel.QuotaTargetReport, riskCollectReport, eodPositionRisksReq);
                    hedgeRiskMonitoringReportModel.RiskCollectReport = riskCollectReport;
                }
                else
                {
                    new Modules.RiskExposure.RiskExposureReportService<eod_trade_position>(UserInfo).GetPortfolioList<eod_trade_risk, eod_pnl>(reqRisk, out var riskCollectReport);
                    GetQuotaTargetReportByRiskCollect(endDate, hedgeRiskMonitoringReportModel.QuotaTargetReport, riskCollectReport, eodPositionRisksReq);
                    hedgeRiskMonitoringReportModel.RiskCollectReport = riskCollectReport;
                }
            }
            else
            {
                if (reqRisk?.EodSettlePriceMode == "结算价")
                {
                    new Modules.RiskExposure.RiskExposureReportService<eod_trade_position_hedgevol_s>(UserInfo).GetPortfolioList<eod_trade_risk_hedgevol_s, eod_pnl_hedgevol_s>(reqRisk, out var riskCollectReport);
                    GetQuotaTargetReportByRiskCollect(endDate, hedgeRiskMonitoringReportModel.QuotaTargetReport, riskCollectReport, eodPositionRisksReq);
                    hedgeRiskMonitoringReportModel.RiskCollectReport = riskCollectReport;
                }
                else
                {
                    new Modules.RiskExposure.RiskExposureReportService<eod_trade_position_hedgevol>(UserInfo).GetPortfolioList<eod_trade_risk_hedgevol, eod_pnl_hedgevol>(reqRisk, out var riskCollectReport);
                    GetQuotaTargetReportByRiskCollect(endDate, hedgeRiskMonitoringReportModel.QuotaTargetReport, riskCollectReport, eodPositionRisksReq);
                    hedgeRiskMonitoringReportModel.RiskCollectReport = riskCollectReport;
                }
            }
            //预付金监控报表
            hedgeRiskMonitoringReportModel.BondMonitorReport = GetClientLatestBalance(endDate);
            if (hedgeRiskMonitoringReportModel.BondMonitorReport.BondMonitorDetails.Count == 0)
            {
                hedgeRiskMonitoringReportModel.BondMonitorReport.BondMonitorDetails.Add(new BondMonitorDetail() { IsRiskEventToDay = "", IsAppened = "" });
            }

            var PositionRisklist = new EodPositionRisksQueryService(UserInfo).GetEodPositionRisksDataHandle(eodPositionRisksReq);
            var PositionRisklist2 = PositionRisklist.Select(n => new ExpandoDictionary<string, string>(n)).ToArray();
            //日终报表
            hedgeRiskMonitoringReportModel.PositionRiskReport = PositionRisklist2;

            var OptionSettlelist = new Modules.TradeModule.QueryModule.OtcOptionMultiCloseService(UserInfo).HandleExportDataToList(reqTradeMultiClose);
            var OptionSettlelist2 = OptionSettlelist.Select(n => new ExpandoDictionary<string, string>(n.MetaDic)).ToArray();
            //了结报表
            hedgeRiskMonitoringReportModel.OptionSettleReport = OptionSettlelist2;
            //预付金占用
            var currMargin = DbContext.exchange_account.Any() ? DbContext.exchange_account.Sum(O => O.CurrMargin) : 0;
            hedgeRiskMonitoringReportModel.QuotaTargetReport.MarginHold = currMargin == 0 ? 0 : currMargin / 10000;//万元
            return hedgeRiskMonitoringReportModel;
        }


        public BondMonitorReport GetClientLatestBalance(DateTime? ValueDateTo, bool IsClientBalanceGap = false, bool IsGetOuterMarginGap = false, bool ParentFlag = false)
        {
            var ValueDateFrom = ValueDateTo;
            var context = new Modules.EodModule.QueryModule.EodSettleInfoQueryContext(UserInfo);
            var clientIds = context.GetClientIds();
            var cb = BLL.EodSettlement.ClientBalanceUtility.GetClientBanlances(clientIds, ValueDateFrom.Value, ValueDateTo.Value, IsClientBalanceGap, IsGetOuterMarginGap, ParentFlag).ToList();


            var bondMonitorReport = new BondMonitorReport
            {
                BondMonitorDetails = new List<BondMonitorDetail>()
            };
            var MarginOccupationPositiveNumber = cb.Where(x => x.MarginOccupation > 0).ToList();
            foreach (var item in MarginOccupationPositiveNumber)
            {
                var c = new YLContext();
                var bondMonitorDetail = new BondMonitorDetail();
                var name = clientDB.client.FirstOrDefault(l => l.id == item.ClientId).Name;
                bondMonitorDetail.ClientName = name;
                bondMonitorDetail.DepositReceivable = item.MarginOccupation;
                bondMonitorDetail.CreditAndClosingBalance = item.AmountFund + item.TotalCredit;
                bondMonitorReport.BondMonitorDetails.Add(bondMonitorDetail);
            }
            bondMonitorReport.SumBondMonitor = MarginOccupationPositiveNumber.Sum(x => x.MarginOccupation);
            return bondMonitorReport;
        }
        public void ReqDefaultHandle(DateTime endDate, out RiskRequestModel reqRisk, out EodPositionRisksReq eodPositionRisksReq, out TradeMultiCloseQueryModel reqTradeMultiClose)
        {
            //方顿-风险监测表-汇总数据开始日期需要为每年的第一个交易日
            var startDate = new DateTime(valuedateBLL.ValueDate.Year, 1, 1);
            for (var i = 1; i < 30; i++)
            {
                if (!QdpCalendarHelper.IsHoliday(startDate))
                {
                    break;
                }
                startDate = startDate.AddDays(1);
            }
            reqRisk = new RiskRequestModel
            {
                EodSettlePriceMode = "收盘价",
                ValueDateStart = startDate,
                ValueDateEnd = endDate
            };

            eodPositionRisksReq = new EodPositionRisksReq
            {
                EodSettlePriceMode = "收盘价",
                IsOnlyExport = false,
                IsParentTrade = false,
                VolType = "持仓",
                needSettleData = false,
                page = 0,
                rows = 0,
                ValueDate = endDate
            };

            reqTradeMultiClose = new TradeMultiCloseQueryModel { GetTotal = true };
            ;
            //reqTradeMultiClose.PageIndex = 1;
            //reqTradeMultiClose.PageSize = 25;
            //reqTradeMultiClose.TradeStatus = "确认成交,新增待确认,修改待确认,审批中,已拒绝,已执行,已平仓,已到期,平仓待复核,行权待复核,互换待复核,提前终止拒绝";
            reqTradeMultiClose.UnWindType = "全部";
            reqTradeMultiClose.UseForwardASwap = true;
            reqTradeMultiClose.UnwindDateStart = startDate;
            reqTradeMultiClose.UnwindDateEnd = endDate;
        }

        public void GetQuotaTargetReportByRiskCollect(DateTime endDate, QuotaTargetReport quotaTargetReport, RiskCollectReport riskCollectReport, EodPositionRisksReq eodPositionRisksReq)
        {
            quotaTargetReport.StopLoss = riskCollectReport.PortfolioSum.Pnl / 10000;//单位为万元
            quotaTargetReport.CashDelta = riskCollectReport.PortfolioSum.DeltaCash / 10000;//单位为万元
            quotaTargetReport.StockEqvNotional = riskCollectReport.PortfolioSum.OtcStockEqvNotionalReal / 10000;//单位为万元

            var req = new Modules.EodModule.eod_varReq
            {
                ValueDate = endDate,
                PvPercent = 0.95,
                IsNeedExport = false
            };
            var results = new Modules.EodModule.EodVaRService(UserInfo).GetEodVaR(req);
            //风险价值
            quotaTargetReport.CostRisk = results.Any() ? ((double?)Math.Abs(results.First().WinLoss) / 10000) : null;//单位为万元
            //压力测试
            var req2 = new Modules.ScenarioModule.ScenarioRequest
            {
                //req2.ConfigId = 13;
                UseTradeDivendRate = true,
                ValueDate = endDate,
                VolType = "对冲",
                RiskFreeRate = valuedateBLL.SysRiskFreeRate(),
                SearchModel = new Modules.ScenarioModule.TradeScenarioSearchModel
                {
                    UserAssets = eodPositionRisksReq.UserAssets,
                    UserClients = eodPositionRisksReq.UserClients,
                    PositionDate = endDate,
                    IsSelAll = true,
                    page = 1,
                    rows = 20,
                    sord = "asc"
                }
            };
            var config = DbContext.ScenarioConfig.Where(O => O.ConfigName == "对冲风险压力测试").FirstOrDefault();
            if (config == null)
            {
                throw new ServiceException("没有找到名为\"对冲风险压力测试\"情景分析配置");
            }
            var result = new Modules.ScenarioModule.ScenarioCalcService(UserInfo).Calculate(req2, config);
            quotaTargetReport.PressureTest = result.ResultItems.Any() ? ((double?)Math.Abs(result.ResultItems.GroupBy(o => $"{o.xIndex}_{o.yIndex}").ToList().Select(o => o.Sum(O => O.PnL)).Min()) / 10000)/*单位为万元*/ : null;
        }
    }
}