using BaseOUDAL;
using MathNet.Numerics;
using System.Linq.Dynamic.Core;
using YLErp.Commons;
using YLErp.Model;
using YLErp.Modules.DataProviderModule;

namespace YLErp.Modules.SuperviseReportModule.ChangJiangReport.Service
{
    public class SuperviseReportPositionService : YLBaseService
    {
        public SuperviseReportPositionService(OptUserInfo userInfo) : base(userInfo)
        {
        }

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

        /// <summary>
        /// 从数据库中查询场外业务持仓信息
        /// <para>长江数据采集用</para>
        /// </summary>
        public SearchListResult<SupervisePositionDbModel> SearchSuperviseReportList(SuperviseReportReq req)
        {
            if (string.IsNullOrWhiteSpace(req.sidx)) { req.sidx = nameof(SupervisePositionDbModel.id); }

            var query = from db in DbContext.SuperviseReportPosition
                        where db.ValueDate == req.ValueDate
                        select db;
            switch (req.DataSource)
            {
                case "不为零":
                    query = query.Where(O => !(O.DeltaCash == 0 && O.GammaCash == 0 && O.HoldCash == 0 && O.PositionPnl == 0 && O.StockEqvNotional == 0 && O.TradePrice == 0));
                    break;
                case "全量":
                default:
                    break;
            }
            return query.ToSearchList(req);
        }

        /// <summary>
        /// 保存场外业务持仓信息到数据库
        /// <para>长江数据采集用</para>
        /// </summary>
        /// <param name="valueDate">数据日期</param>
        public int SaveReportData(DateTime valueDate, string exposureDataSourceType = null, bool clearExsitings = false)
        {
            var models = DbContext.SuperviseReportPosition.Where(a => a.ValueDate == valueDate);

            if (models.Any())
            {
                if (!clearExsitings)
                {
                    return 0;
                }

                SupervisePositionDbModel t;
                DbContext.BulkDelete<SupervisePositionDbModel>($"{nameof(t.ValueDate)}='{valueDate:yyyy-MM-dd}'");
            }

            IQueryable<EodTradeRisk> tRisk;

            var useClosePrice = true;

            switch (exposureDataSourceType)
            {
                default:
                    tRisk = DbContext.eod_trade_risk_hedgevol;
                    break;
                case "收盘价+持仓波动率":
                    tRisk = DbContext.eod_trade_risk;
                    break;
                case "结算价+持仓波动率":
                    useClosePrice = false;
                    tRisk = DbContext.eod_trade_risk_s;
                    break;
                case "结算价+对冲波动率":
                    useClosePrice = false;
                    tRisk = DbContext.eod_trade_risk_hedgevol_s;
                    break;
            }

            //长江-依文文2022-04-20 提出需要排除新基差簿记的交易;
            var bookIds = DbContext.assetunit.Where(O => O.Name.Contains("新基差")).Select(O => O.id);

            var query = from position in DbContext.eod_trade_position
                        join risk in tRisk
                        on new
                        {
                            position.ValueDate,
                            HedgeUniqueCode = position.HedgeUniqueCode + "_" + position.TradeId,
                        } equals new
                        {
                            risk.ValueDate,
                            HedgeUniqueCode = risk.HedgeUniqueCode + "_" + risk.TradeId,
                        } into tempRisk
                        from risk in tempRisk.DefaultIfEmpty()
                        join trade in DbContext.eod_trade
                        on new
                        {
                            position.ValueDate,
                            position.TradeId
                        } equals new
                        {
                            trade.ValueDate,
                            trade.TradeId
                        } into tempTrade
                        from trade in tempTrade.DefaultIfEmpty()
                        where position.ValueDate == valueDate && position.TradeType != "现金流交易" && !bookIds.Contains(position.BookId)
                        select new
                        {
                            risk,
                            position.Pv,
                            position.Cost,
                            position.Amount,
                            position.BuySell,
                            position.TradeType,
                            position.PositionPnL,
                            position.PositionType,
                            position.UnderlyingCode,
                            position.ExchangeOptionCode,
                            eodTrade = trade,
                        };

            var objs = new List<SupervisePositionDbModel>();
            var positionTypes = new List<string>() { "卖出", "多头平仓", "空头开仓" };
            var tradeTypes = new List<string>() { "远期", "收益互换" };
            var priceProvider = new EodPriceProvider(valueDate, isDiviendPrice: false);
            foreach (var item in query)
            {
                var trade = item.eodTrade?.trade;
                var variety = DataCacheProvider.GetVariety(item.UnderlyingCode);
                var obj = new SupervisePositionDbModel();
                obj.ValueDate = valueDate;
                if (trade == null || ConsTrade.TradeTypesForHedge.Contains(trade.TradeType))
                {
                    obj.Trade_Number = "";
                    priceProvider.TryGetEodPrice(item.UnderlyingCode, out var eodPrice);
                    var price = eodPrice?.GetPrice(SettlementTypeEnum.SettlePrice) ?? 0;
                    obj.StockEqvNotional = Math.Abs(price * item.Amount);
                    obj.BusinessType = "场外期权成交自主对冲";
                    obj.TradeType = item.TradeType;
                    obj.ClientName = variety.TradingMarket;
                    obj.DeltaCash = item.risk?.DeltaCash ?? 0;
                    if (item.TradeType == "场内期权")
                    {
                        var exchangeOptionInfo = DataCacheProvider.GetExchangeListOptionDataSource().GetData(item.ExchangeOptionCode);//ExchangeOptionCode场内标的
                        obj.StockEqvNotional = Math.Abs(exchangeOptionInfo.Strike * item.Amount);
                        if (positionTypes.Contains(item.BuySell))
                        {
                            obj.BuySell = "卖出";
                            obj.HoldCash = obj.StockEqvNotional * variety.Margin ?? 0;
                        }
                        else
                        {
                            obj.BuySell = "买入";
                            obj.HoldCash = 0;
                        }
                        obj.TradePrice = -item.Cost;
                    }
                    else
                    {
                        obj.HoldCash = obj.StockEqvNotional * variety.Margin ?? 0;
                        obj.Amount = Math.Abs(item.Amount);

                        if (useClosePrice)
                        {
                            price = eodPrice?.GetPrice(SettlementTypeEnum.ClosePrice) ?? 0; ;
                        }

                        obj.DeltaCash = item.Amount * price;

                        if (item.PositionType == "long")
                        {
                            obj.BuySell = "买入";
                        }
                        else
                        {
                            obj.BuySell = "卖出";
                        }
                        obj.isFutures = true;
                    }
                }
                else
                {
                    if (!ConsTrade.LiveTradeStatusList.Contains(trade.TradeStatus))
                    {
                        continue;
                    }
                    var type = (trade.Comments?.Trim().FirstOrDefault() ?? '0').ToString();
                    //1.套利和通道业务
                    //2.场外期权成交自主对冲
                    //3.商业类和政策类保险 + 期货
                    //4.交易所项目；
                    //5.融资业务
                    switch (type)
                    {
                        case "1":
                            obj.BusinessType = "套利业务";
                            break;
                        case "3":
                            obj.BusinessType = "商业类和政策类保险 + 期货";
                            break;
                        case "4":
                            obj.BusinessType = "交易所项目";
                            break;
                        case "5":
                            obj.BusinessType = "其他业务";
                            break;
                        case "2":
                        default:
                            obj.BusinessType = "场外期权成交自主对冲";
                            break;
                    }
                    obj.Trade_Number = trade.TradeNumber;
                    obj.ClientName = trade.ClientName;
                    obj.BuySell = trade.BuySell;
                    if (tradeTypes.Contains(trade.TradeType))
                    {
                        obj.TradeType = trade.StructureType ?? trade.TradeType;
                    }
                    else
                    {
                        obj.TradeType = trade.ExerciseModeCn + trade.OptionType;
                    }
                    var strike = (trade.IsMoneynessOptionData ? (trade.Strike * trade.SpotPrice) : trade.Strike) ?? 0;
                    if (trade.TradeType == "收益互换")
                    {
                        strike = trade.SpotPrice ?? 0;
                    }
                    obj.StockEqvNotional = strike * trade.Notional;
                    obj.TradeId = trade.id;
                    obj.TradePrice = (trade.TradePrice * (trade.StockEqvNotional / trade.OriginalStockEqvNotional) * (trade.BuySell == "买入" ? -1 : 1)) ?? 0;
                    obj.DeltaCash = item.risk?.DeltaCash ?? 0;
                }
                obj.Project = $"{variety.VarietyName}{obj.BusinessType}";
                obj.VarietyCode = variety.VarietyCode;
                obj.UnderlyingCode = item.UnderlyingCode;
                obj.PositionPnl = item.PositionPnL;
                obj.GammaCash = item.risk?.GammaCash ?? 0;
                obj.ExchangeOptionCode = item.ExchangeOptionCode;
                objs.Add(obj);
            }
            var listGroup = objs.GroupBy(O => $"{O.Project}_{O.ClientName}_{O.BuySell}_{O.TradeType}_{O.ExchangeOptionCode ?? O.UnderlyingCode}_{O.TradeId}")
                .ToDictionary(K => K.Key);
            var futureAmountInfos = new Dictionary<string, SupervisePositionDbModel>();
            var dict =
                objs.GroupBy(O => $"{O.Project}_{O.ClientName}_{O.BuySell}_{O.TradeType}_{O.ExchangeOptionCode ?? O.UnderlyingCode}_{O.TradeId}")
                .ToDictionary(K => K.Key,
                V =>
                {
                    var obj = V.First();
                    var i = 0;
                    V.ToList().ForEach(O =>
                    {
                        i++;
                        if (i == 1)
                        { return; }
                        obj.StockEqvNotional += O.StockEqvNotional;
                        obj.TradePrice += O.TradePrice;
                        obj.PositionPnl += O.PositionPnl;
                        if (O.isFutures)
                        {
                            obj.HoldCash += O.HoldCash;
                            obj.Amount += O.Amount;
                        }
                        else if (O.TradeType == "场内期权")
                        {
                            obj.HoldCash += O.HoldCash;
                        }
                        obj.DeltaCash += O.DeltaCash;
                        obj.GammaCash += O.GammaCash;
                    });
                    if (obj.isFutures)
                    {
                        if (!futureAmountInfos.ContainsKey(obj.UnderlyingCode))
                        {
                            futureAmountInfos[obj.UnderlyingCode] = obj;
                            return obj;
                        }
                        if (futureAmountInfos[obj.UnderlyingCode].Amount > obj.Amount)
                        {
                            obj.HoldCash = 0;
                        }
                        else
                        {
                            futureAmountInfos[obj.UnderlyingCode].HoldCash = 0;
                        }
                    }
                    obj.HoldCash = OtcFormatHelper.FormatValue(obj.HoldCash, 6);
                    obj.TradePrice = OtcFormatHelper.FormatValue(obj.TradePrice, 6);
                    obj.StockEqvNotional = OtcFormatHelper.FormatValue(obj.StockEqvNotional, 6);
                    obj.PositionPnl = OtcFormatHelper.FormatValue(obj.PositionPnl, 6);
                    obj.DeltaCash = OtcFormatHelper.FormatValue(obj.DeltaCash, 6);
                    obj.GammaCash = OtcFormatHelper.FormatValue(obj.GammaCash, 6);
                    return obj;
                });
            var list = dict.Values.OrderBy(O => $"{O.Project}_{O.ClientName}_{O.BuySell}_{O.TradeType}_{O.ExchangeOptionCode ?? O.UnderlyingCode}_{O.TradeId}").ToList();

            if (list.Any())
            {
                DbContext.SuperviseReportPosition.AddRange(list);
                return DbContext.SaveChanges();
            }

            return 0;
        }

        public void BatchSupervisePosition(List<int> Ids, DateTime ValueDate, bool IsAll, string Type)
        {
            var predicate = PredicateBuilder.True<SupervisePositionDbModel>().And(a => a.ValueDate == ValueDate);
            if (!IsAll)//非全选
            {
                predicate = predicate.And(a => Ids.Contains(a.id));
            }
            using (var db = DbContextFactory.GetYLDbContext())
            {
                var clietnCashs = db.SuperviseReportPosition.Where(predicate);
                if (clietnCashs.Any())
                {
                    if (Type == "update")//更新确认状态
                    {
                        foreach (var item in clietnCashs)
                        {
                            item.Status = true;
                        }
                    }
                    else
                    {
                        db.SuperviseReportPosition.RemoveRange(clietnCashs);
                    }
                }
                else
                {
                    throw new ServiceException("没有数据进行批量操作");
                }
                db.SaveChanges();
            }

        }
    }
}