using YLErp.BLL;
using YLErp.BLL.Eod;
using YLErp.Model;

namespace YLErp.Modules.RiskListModule
{
    public class RiskDailyReportService : YLBaseService
    {
        /// <summary>
        /// 年盈亏起算日
        /// </summary>
        public DateTime CurrentStartDate { get; private set; }
        /// <summary>
        /// 年累计盈亏截止日
        /// <para>最后一次收盘成功的日期</para>
        /// </summary>
        public DateTime CurrentEndDate { get; private set; }
        /// <summary>
        /// 上年累计盈亏截止日
        /// </summary>
        public DateTime LastYearEndDate { get; private set; }
        /// <summary>
        /// 前一次收盘日期
        /// <para>用于计算截止日价差</para>
        /// </summary>
        public DateTime CurrentLastDate { get; private set; }
        /// <summary>
        /// 总资金
        /// </summary>
        public double Total { get; private set; }
        /// <summary>
        /// 可用资金
        /// </summary>
        public double Available { get; private set; }
        /// <summary>
        /// 客户权益
        /// </summary>
        public double CurrFund { get; private set; }
        /// <summary>
        /// 预付金占用
        /// </summary>
        public double CurrMargin { get; private set; }

        public RiskDailyReportService(OptUserInfo userInfo, DateTime valueDate) : base(userInfo)
        {
            CurrentStartDate = valuedateBLL.SystemDate.AccruedTotalPnlStartDate.GetValueOrDefault();
            CurrentEndDate = EodOperationBase.GetLastSettlementDate(valueDate);
            LastYearEndDate = CurrentStartDate == default(DateTime) ? CurrentStartDate : valuedateBLL.GetNonHolidayDefore(CurrentStartDate.AddDays(-1));
            CurrentLastDate = valuedateBLL.GetNonHolidayDefore(CurrentEndDate.AddDays(-1));

            var account = DbContext.eod_exchange_account.Where(O => O.ValueDate == CurrentEndDate).ToList();
            Total = account.Sum(O => O.Total);
            Available = account.Sum(O => O.Available);
            CurrFund = account.Sum(O => O.CurrFund);
            CurrMargin = account.Sum(O => O.CurrMargin);
        }

        /// <summary>
        /// 重置累计总盈亏字段值
        /// </summary>
        /// <typeparam name="T"></typeparam>
        /// <param name="valueDate"></param>
        /// <param name="objs"></param>
        private List<T> ResetOptionAccruedTotalPnL<T>(List<T> objs, DateTime valueDate, List<int> settleTradeIds) where T : EodTradePosition, new()
        {
            var result = objs.Select(O => (T)O.Clone()).ToList();
            if (valueDate > this.LastYearEndDate)
            {
                var dbTable = DbContext.Set<T>();
                var ids = result.Where(O => !settleTradeIds.Contains(O.TradeId)).Select(O => O.TradeId).ToList();
                var list =
                    (from eodDb in dbTable
                     where eodDb.ValueDate == LastYearEndDate &&
                     ids.Contains(eodDb.TradeId)
                     select eodDb).ToList();
                list.ForEach(O =>
                {
                    var item = result.Find(B => B.TradeId == O.TradeId);
                    item.TotalPnL -= O.TotalPnL;
                });
            }
            return result;
        }

        /// <summary>
        /// 重置累计总盈亏字段值
        /// </summary>
        /// <typeparam name="T"></typeparam>
        /// <param name="valueDate"></param>
        /// <param name="objs"></param>
        private List<T> ResetFutureAccruedTotalPnL<T>(List<T> objs, DateTime valueDate) where T : EodTradePosition, new()
        {
            var result = objs.Select(O => (T)O.Clone()).ToList();
            if (valueDate > this.LastYearEndDate)
            {
                var dbTable = DbContext.Set<T>();
                var ids = result.Select(O => $"{O.UnderlyingCode}_{O.PositionType}_{O.BookId}").ToList();
                var list =
                    (from eodDb in dbTable
                     where eodDb.ValueDate == LastYearEndDate
                     select eodDb).ToList().FindAll(O => ids.Contains($"{O.UnderlyingCode}_{O.PositionType}_{O.BookId}"));
                list.ForEach(O =>
                {
                    var item = result.Find(B => $"{B.UnderlyingCode}_{B.PositionType}_{B.BookId}" == $"{O.UnderlyingCode}_{O.PositionType}_{O.BookId}");
                    item.TotalPnL -= O.TotalPnL;
                });
            }
            return result;
        }

        public double GetOptionPositionAccruedTotalPnL<T>(DateTime valueDate) where T : EodTradePosition, new()
        {
            var dbTable = DbContext.Set<T>();
            var tradeIdList = (from et in DbContext.eod_trade
                               where et.ValueDate == valueDate &&
                               ConsTrade.LiveTradeStatusList.Contains(et.TradeStatus) &&
                               ConsTrade.OptionTradeTypes.Contains(et.TradeType)/* &&
                             !et.TradeJson.Contains("InValid")*/
                               select et.TradeId).ToArray();
            var query = (from eodDb in dbTable
                         where eodDb.ValueDate == valueDate
                         && tradeIdList.Contains(eodDb.TradeId)
                         select eodDb.TotalPnL).ToList().Sum();
            var settlementPrice = (from cash in DbContext.trade_cash
                                   where tradeIdList.Contains(cash.TradeId) &&
                                   ClientCashInCashOut.PROFIT_ACTION.Contains(cash.Action) &&
                                   cash.ValidState != ConsGlobal.InValid &&
                                   !cash.IsDeleted &&
                                   cash.ValueDate <= valueDate
                                   select cash).ToList();
            var tradeIds = settlementPrice.Select(O => O.TradeId).ToHashSet();
            var openPrice = (from cash in DbContext.trade_cash
                             where tradeIds.Contains(cash.TradeId) &&
                             ClientCashInCashOut.系统操作_期权费 == cash.Action &&
                             cash.Amount != 0 &&
                             cash.ValidState != ConsGlobal.InValid &&
                             !cash.IsDeleted &&
                             cash.ValueDate <= valueDate
                             select cash).ToDictionary(K => K.TradeId, V => V);

            double price = 0;
            foreach (var item in settlementPrice)
            {
                if (openPrice.ContainsKey(item.TradeId))
                {
                    price += (item.Amount + (item.UnwindNotional / openPrice[item.TradeId].Notional) * openPrice[item.TradeId].Amount) ?? 0;
                }
                else
                {
                    price += item.Amount;
                }
            }
            return query - price;
        }

        /// <summary>
        /// 获取期权列表
        /// </summary>
        public List<T> GetOptionPositionList<T>(DateTime valueDate) where T : EodTradePosition, new()
        {
            var lastDate = valuedateBLL.GetNonHolidayDefore(valueDate.AddDays(-1));

            var actions = new List<string>() { "系统操作-行权费", "系统操作-平仓费" };

            var dbTable = DbContext.Set<T>();

            var idList = (from et in DbContext.eod_trade
                          where et.ValueDate == valueDate &&
                          ConsTrade.LiveTradeStatusList.Contains(et.TradeStatus) &&
                          ConsTrade.OptionTradeTypes.Contains(et.TradeType)/* &&
                             !et.TradeJson.Contains("InValid")*/
                          select et.id).ToArray();

            var tcQuery = DbContext.trade_cash.Where(tc => !tc.IsDeleted && tc.ValidState != "InValid" && actions.Contains(tc.Action) && tc.ValueDate == valueDate);

            var query = from eodDb in dbTable
                        join eodT in DbContext.eod_trade.Where(O => idList.Contains(O.id)) on eodDb.TradeId equals eodT.TradeId
                        join lastTempDb in dbTable.Where(et => et.ValueDate == lastDate) on eodT.TradeId equals lastTempDb.TradeId into lastTempDb
                        from lastDb in lastTempDb.DefaultIfEmpty()
                        join tempTc in tcQuery on eodT.TradeId equals tempTc.TradeId into tempTc
                        from tc in tempTc.DefaultIfEmpty()
                        where ConsTrade.OptionTradeTypes.Contains(eodDb.TradeType) && eodDb.ValueDate == valueDate
                        select new { eodT, tc, lastDb, eodDb };
            var temp = query.ToList();
            var settleTradeId = new List<int>();
            temp.ForEach(O =>
            {
                if (!ConsTrade.LiveTradeStatusList.Contains(O.eodT.TradeStatus))
                {
                    O.eodDb.Pv = 0;
                    if (O.lastDb == null)//如果是当天开当天平的交易
                    {
                        O.eodDb.TotalPnL = -GetOptionEndPnl(valueDate, valueDate, new List<int> { O.eodDb.TradeId });
                    }
                    else//如果是当天了结的交易
                    {
                        O.eodDb.TotalPnL = -O.lastDb.TotalPnL;
                    }
                    O.eodDb.DailyPnL = O.eodDb.TotalPnL;
                    settleTradeId.Add(O.eodDb.TradeId);
                }
                else if (O.eodT.trade.HasPartialUnWind > 0)//如果交易有部分平仓过
                {
                    O.eodDb.TotalPnL = O.eodDb.TotalPnL - GetOptionEndPnl(DateTime.MinValue, O.eodT.ValueDate, new List<int> { O.eodDb.TradeId });
                    if ((O.tc?.UnwindNotional ?? 0) > 0)//如果当天有部分平仓过
                    { O.eodDb.DailyPnL = O.eodDb.DailyPnL - GetOptionEndPnl(valueDate, valueDate, new List<int> { O.eodDb.TradeId }); }
                }
            });
            var list = temp.Select(O => O.eodDb).ToList();
            list = ResetOptionAccruedTotalPnL(list, valueDate, settleTradeId);
            return list;
        }

        /// <summary>
        /// 获取场内期权列表
        /// </summary>
        public Dictionary<Exchange_Option_Trade, eod_exchange_option_price> GetExchangePositionList(DateTime valueDate)
        {
            var lastDate = valuedateBLL.GetNonHolidayDefore(valueDate.AddDays(-1));

            var actions = new List<string>() { "系统操作-行权费", "系统操作-平仓费" };

            Dictionary<Exchange_Option_Trade, eod_exchange_option_price> result = null;
            using (var db = new YLContext())
            {
                result =
                    (from eodDb in db.Exchange_Option_Trade
                     join eodPrice in db.eod_exchange_option_price.Where(p => p.ValueDate == valueDate)
                     on eodDb.Code equals eodPrice.ContractCode into dbPrice
                     from eodPrice in dbPrice.DefaultIfEmpty()
                     where
                     (eodDb.ExerciseDate == DateTime.MinValue || eodDb.ExerciseDate > valueDate) && eodDb.TradeDate <= valueDate
                     select new { eodDb, eodPrice }).ToDictionary(K => K.eodDb, V => V.eodPrice);
            }
            foreach (var item in result)
            {
                if (item.Key.TradeType == "空头")
                { item.Key.TradeAmount = item.Key.TradeAmount * -1; }
            }
            return result;
        }

        /// <summary>
        /// 获取期货列表
        /// </summary>
        /// <param name="startDate"></param>
        /// <param name="endDate"></param>
        /// <returns></returns>
        public List<T> GetFutureList<T>(DateTime startDate, DateTime endDate = default(DateTime)) where T : EodTradePosition, new()
        {
            if (endDate < startDate) { endDate = startDate; }
            var dbTable = DbContext.Set<T>();
            var list =
                (from eodDb in dbTable
                 where eodDb.TradeType == "商品期货" &&
                 eodDb.ValueDate >= startDate &&
                 eodDb.ValueDate <= endDate
                 select eodDb).ToList();
            list = ResetFutureAccruedTotalPnL(list, endDate);
            return list;
        }

        /// <summary>
        /// 获取期货总盈亏
        /// </summary>
        /// <param name="currentStart"></param>
        /// <param name="currentEnd"></param>
        /// <param name="lastDate"></param>
        /// <returns></returns>
        public double GetYearFutureTotlePnl<T>(DateTime currentStart, DateTime currentEnd, DateTime lastDate) where T : EodTradePosition, new()
        {
            double result = 0;
            var currentList =
                GetFutureList<T>(currentStart, currentEnd)
                .GroupBy(O => new { O.UnderlyingCode, O.PositionType, O.BookId })
                .ToDictionary(K =>
                {
                    var temp = K.First();
                    return $"{temp.UnderlyingCode}_{temp.PositionType}_{temp.BookId}";
                }, V => new List<T>(V), StringComparer.OrdinalIgnoreCase);
            var lastList =
                GetFutureList<T>(lastDate)
                .GroupBy(O => new { O.UnderlyingCode, O.PositionType, O.BookId })
                .ToDictionary(K =>
                {
                    var temp = K.First();
                    return $"{temp.UnderlyingCode}_{temp.PositionType}_{temp.BookId}";
                }, V => new List<T>(V), StringComparer.OrdinalIgnoreCase);
            foreach (var item in currentList)
            {
                double lastPnl = 0;
                if (lastList.ContainsKey(item.Key))
                { lastPnl = lastList[item.Key].Sum(O => O.TotalPnL); }
                var maxDate = item.Value.Max(B => B.ValueDate);
                result += item.Value.FindAll(O => O.ValueDate == maxDate).Sum(O => O.TotalPnL) - lastPnl;
            }
            return result;
        }

        /// <summary>
        /// 获取期货持仓盈亏-年
        /// </summary>
        /// <param name="lastDate"></param>
        /// <returns></returns>
        public double GetYearFuturePositionPnl<T>(DateTime lastDate) where T : EodTradePosition, new()
        {
            double result = 0;
            var positionList =
                GetFutureList<T>(lastDate);
            result = positionList.Sum(O => (double)(O.DailyPnL));
            return result;
        }

        /// <summary>
        /// 获取期权已了结盈亏
        /// </summary>
        public double GetOptionEndPnl(DateTime currentStart, DateTime currentEnd, List<int> tradeIds = null)
        {
            var actions = new List<string>() { "系统操作-行权费", "系统操作-平仓费" };
            var query = from tc in DbContext.trade_cash
                        join t in DbContext.trade
                        on tc.TradeId equals t.id
                        where t.ValidState != "InValid" && !tc.IsDeleted
                        && tc.ValueDate >= currentStart
                        && tc.ValueDate <= currentEnd
                        && actions.Contains(tc.Action)
                        select new { tc, t };
            if (tradeIds?.Count > 0)
            { query = query.Where(O => tradeIds.Contains(O.t.id)); }
            var result = query.Select(O => O.t.BuySell == "卖出"
                              ? O.tc.Amount - (0 - O.t.TradePrice * O.tc.UnwindPercentRate)
                              : O.tc.Amount - O.t.TradePrice * O.tc.UnwindPercentRate).Sum();

            //double result = list.Count > 0 ? list.Sum(O => O.Amount ?? 0) : 0;
            return result ?? 0;
        }

        /// <summary>
        /// 获取持仓DeltaCash
        /// </summary>
        /// <param name="startDate"></param>
        /// <param name="endDate"></param>
        /// <returns></returns>
        public Dictionary<string, double> GetFutureDeltaCash<T>(DateTime startDate, DateTime endDate = default(DateTime)) where T : EodTradePosition, new()
        {
            if (endDate < startDate) { endDate = startDate; }
            var dbTable = DbContext.Set<T>();
            var query = from eodDb in dbTable
                        join underlying in DbContext.underlying_manager
                        on eodDb.UnderlyingCode equals underlying.UnderlyingCode
                        join price in DbContext.eod_commodity_future_price
                        on eodDb.UnderlyingCode equals price.UnderlyingCode
                        where eodDb.TradeType == "商品期货" &&
                        eodDb.ValueDate >= startDate &&
                        eodDb.ValueDate <= endDate &&
                        eodDb.Amount != 0 &&
                        price.ValueDate == endDate
                        select new
                        {
                            underlying.CommodityCode,
                            eodDb.UnderlyingCode,
                            eodDb.ValueDate,
                            eodDb.Amount,
                            price.ClosePrice
                        };

            var list = query.AsEnumerable();
            var result = list.GroupBy(O => O.CommodityCode).ToDictionary(
                    K => K.Key,
                    V => V.Sum(O => O.Amount * O.ClosePrice),
                    StringComparer.OrdinalIgnoreCase);
            //var list =
            //    query.
            //    GroupBy(O => O.CommodityCode)
            //    .ToDictionary(
            //        K => K.Key,
            //        V => V.Sum(O => O.Amount * O.ClosePrice),
            //        StringComparer.OrdinalIgnoreCase);
            return result;
        }

        /// <summary>
        /// 获取DeltaCash
        /// </summary>
        /// <param name="valueDate"></param>
        /// <param name="sourceType"></param>
        /// <returns></returns>
        public Dictionary<string, double> GetOptionDeltaCash<T1, T2>(DateTime valueDate) where T1 : EodTradeRisk, new() where T2 : EodTradePosition, new()
        {
            var dbTable = DbContext.Set<T1>();
            var pair =
                  (from riskDb in dbTable
                   join tDb in DbContext.trade
                   on new { id = riskDb.TradeId } equals new { tDb.id }
                   join underlying in DbContext.underlying_manager
                   on tDb.UnderlyingCode equals underlying.UnderlyingCode
                   where underlying.CommodityCode != null &&
                   tDb.ValidState != "InValid" &&
                   riskDb.ValueDate == valueDate
                   select new EodTradeRisk { Exposure = underlying.CommodityCode, DeltaCash = riskDb.DeltaCash }).ToList();

            var option =
                pair.GroupBy(O => O.Exposure).ToDictionary(K => K.Key, V => V.Select(O => O.DeltaCash).Sum(), StringComparer.OrdinalIgnoreCase);
            return option;
        }

        /// <summary>
        /// 获取GammaCash
        /// </summary>
        /// <param name="valueDate"></param>
        /// <returns></returns>
        public double GetOptionGammaCash<T1, T2>(DateTime valueDate) where T1 : EodTradeRisk, new() where T2 : EodTradePosition, new()
        {
            var dbTable = DbContext.Set<T1>();
            var query = (from riskDb in dbTable
                         join tDb in DbContext.trade
                         on new { id = riskDb.TradeId } equals new { id = tDb.id }
                         join price in DbContext.eod_commodity_future_price
                         on tDb.UnderlyingCode equals price.UnderlyingCode
                         where tDb.ValidState != "InValid" &&
                         riskDb.ValueDate == valueDate &&
                         price.ValueDate == valueDate
                         select new
                         {
                             riskDb.Gamma,
                             price.ClosePrice
                         });
            var gammaList = query.ToList();
            double gammaCash = 0;
            foreach (var item in gammaList)
            {
                gammaCash += (double)item.Gamma * 0.5 * Math.Pow(item.ClosePrice * 0.01, 2);
            }
            return gammaCash;
        }

        /// <summary>
        /// 获取期初名义本金
        /// </summary>
        /// <param name="currentEndDate"></param>
        /// <returns></returns>
        public double GetTradePrice(DateTime currentEndDate)
        {
            var datas = (from tradeDb in DbContext.eod_trade
                         where tradeDb.ValueDate == currentEndDate &&
                         ConsTrade.LiveTradeStatusList.Contains(tradeDb.TradeStatus)
                         select tradeDb).ToList();
            double result = 0;
            foreach (var item in datas)
            { result += (item.trade.Notional * (item.trade.SpotPrice ?? 0)); }
            return result;
        }
    }
}