namespace YLErp.Modules.RiskModule
{
    public class HedgeRiskMonitoringReportModel
    {
        public QuotaTargetReport QuotaTargetReport { get; set; }
        public RiskCollectReport RiskCollectReport { get; set; }
        public BondMonitorReport BondMonitorReport { get; set; }
        public Commons.ExpandoDictionary<string, string>[] PositionRiskReport { get; set; }
        public Commons.ExpandoDictionary<string, string>[] OptionSettleReport { get; set; }
    }
    /// <summary>
    /// 限额指标对象
    /// </summary>
    public class QuotaTargetReport
    {
        #region 限额
        /// <summary>
        /// 止损
        /// </summary>
        public double? QuotaStopLoss { get; set; }
        /// <summary>
        /// 风险价值
        /// </summary>
        public double? QuotaCostRisk { get; set; }
        /// <summary>
        /// 压力测试
        /// </summary>
        public double? QuotaPressureTest { get; set; }
        /// <summary>
        /// CashDelta
        /// </summary>
        public double? QuotaCashDelta { get; set; }
        /// <summary>
        /// 合约期限（原则上不超1年）
        /// </summary>
        public string QuotaContractTerm { get; set; }
        /// <summary>
        /// 标的集中度（<=10%）
        /// </summary>
        public string QuotaUnderlyingConcentration { get; set; }
        /// <summary>
        /// 存续名义本金
        /// </summary>
        public double? QuotaStockEqvNotional { get; set; }
        /// <summary>
        /// 预付金占用
        /// </summary>
        public double? QuotaMarginHold { get; set; }

        #endregion
        /// <summary>
        /// 止损（从2022年初的累计盈亏，数据来源是市场那张表的“汇总”）
        /// </summary>
        public double StopLoss { get; set; }
        /// <summary>
        /// 风险价值（风险价值是 VAR（日，95%））
        /// </summary>
        public double? CostRisk { get; set; }
        /// <summary>
        /// 压力测试（压力测试从这个压力测试表里面取最大亏损，表的参数设置如上 压力测试是 20%的不利变动带来的最大损失）
        /// </summary>
        public double? PressureTest { get; set; }
        /// <summary>
        /// CashDelta
        /// </summary>
        public double CashDelta { get; set; }
        /// <summary>
        /// 存续名义本金
        /// </summary>
        public double StockEqvNotional { get; set; }
        /// <summary>
        /// 预付金占用
        /// </summary>
        public double MarginHold { get; set; }

    }


    /// <summary>
    /// 汇总对象
    /// </summary>
    public class RiskCollectReport
    {
        public List<RiskExposure.EodRiskModel> PortfolioList { get; set; }

        public RiskExposure.EodRiskModel PortfolioSum { get; set; }
        /// <summary>
        /// 报告开始日期
        /// </summary>
        public string ReportStart { get; set; }
        /// <summary>
        /// 报告截止日期
        /// </summary>
        public string ReportEnd { get; set; }
    }

    /// <summary>
    /// 预付金监控对象
    /// </summary>
    public class BondMonitorReport
    {
        public double SumBondMonitor { get; set; }
        public List<BondMonitorDetail> BondMonitorDetails { get; set; }
    }
    public class BondMonitorDetail
    {
        /// <summary>
        /// 客户名称
        /// </summary>
        public string ClientName { get; set; }
        /// <summary>
        /// 应收预付金
        /// </summary>
        public double? DepositReceivable { get; set; }
        /// <summary>
        /// 授信+期末结存
        /// </summary>
        public double? CreditAndClosingBalance { get; set; }
        /// <summary>
        /// 应付预付金
        /// </summary>
        public double? DepositPayable { get; set; }
        private string _isAppened = null;
        /// <summary>
        /// 是否追加
        /// </summary>
        public string IsAppened
        {
            get
            {
                if (_isAppened == null)
                {
                    return (DepositReceivable ?? 0) <= ((CreditAndClosingBalance ?? 0) + (DepositPayable ?? 0)) ? "否" : "是";
                }
                return _isAppened;
            }
            set { _isAppened = value; }
        }
        /// <summary>
        /// 是否当日客户是否发生风险事件
        /// </summary>
        public string IsRiskEventToDay { get; set; } = "否";
    }
}