using BaseOUDAL;
using YLErp.BLL;
using YLErp.DBModels.Helpers;
using YLErp.Model;
using YLErp.QdpModule;

namespace YLErp.Modules.SuperviseReportModule.XingZhengReport.Service
{
    public class SuperviseReportOptionService : SuperviseReportBaseService<SuperviseReportOptionModel>
    {
        public SuperviseReportOptionService(OptUserInfo userInfo, SuperviseReportReq req) : base(userInfo, req)
        {
        }


        private SearchListResult<SuperviseReportOptionModel> ReportQuery(SuperviseReportReq req)
        {
            var query = from et in DbContext.eod_trade
                        join risk in DbContext.eod_trade_risk
                        on new { et.TradeId, et.ValueDate } equals new { risk.TradeId, risk.ValueDate }
                        //join cfm in DbContext.trade_contract_r.Where(O => O.IsValid && O.Type == "交易确认书")
                        //on et.TradeId equals cfm.TradeId into cfmTemp
                        //from cfm in cfmTemp.DefaultIfEmpty()
                        where et.ValueDate == req.ValueDate && et.TradeType != "收益互换" && et.TradeType != "现金流交易"
                        orderby et.TradeId descending
                        select new
                        {
                            et = new xodTradeBase() { TradeJson = et.TradeJson },
                            risk = risk,
                            //cfm.ContractCode,
                        };
            var searchTradeInfo = query.ToSearchList(req, false);
            List<SuperviseReportOptionModel> modelList = new List<SuperviseReportOptionModel>();
            var hedgeGroup = searchTradeInfo.rows.Select(O => O.et.trade.UnderlyingCode).ToHashSet(); ;
            //暂时不要下面的逻辑了,默认全部为已对冲
            //var tradeList = searchTradeInfo.rows.Select(O => O.et.trade).ToList();
            //var priceProvider = new EodPriceProvider(req.ValueDate).GetPriceProvider(SettlementTypeEnum.ClosePrice);
            //var service = new QuotaMonitorService(OptUser);
            //service.GetHedgeGroup(tradeList, priceProvider, out _, out _, out _, out var hedgeGroup, out _);
            //service.GetRiskScale(tradeList,)
            foreach (var item in searchTradeInfo.rows)
            {
                var trade = item.et.trade;
                var risk = item.risk;
                var um = DataCacheProvider.GetUnderlyingDataSource().GetData(trade.UnderlyingCode);
                if (um != null)
                {
                    var obj = new SuperviseReportOptionModel();
                    FormatModel(obj, trade, hedgeGroup, trade.TradeNumber, risk);
                    modelList.Add(obj);
                }
                else
                {
                    searchTradeInfo.records--;
                }
            }
            searchTradeInfo.total = Math.Max(1, (int)Math.Ceiling((double)searchTradeInfo.records / searchTradeInfo.rows.Count()));
            return new SearchListResult<SuperviseReportOptionModel>(searchTradeInfo, modelList);
        }

        public override SearchListResult<SuperviseReportOptionModel> SearchReportList()
        {
            return ReportQuery(RequestInfo);
        }

        private void FormatModel(SuperviseReportOptionModel model, trade trade, IEnumerable<string> hedgeGroup, string contractCode, EodTradeRisk risk)
        {
            base.FormatModel(model, trade, hedgeGroup, contractCode);
            var um = DataCacheProvider.GetUnderlyingDataSource().GetData(trade.UnderlyingCode);
            model.OptStructName = trade.StructureType ?? trade.TradeType;
            model.OptPrftTypeCd = getOptPrftTypeCode(trade);
            model.CallPutCd = trade.OptionType == "看涨" ? "01" : "02";
            model.OtcDeriType = "01";//场外期权
            model.RgtDutyCd = trade.BuySell == "买入" ? "01" : "02";
            model.TgtCd = um.UnderlyingCode.Contains(".") ? um.UnderlyingCode : $"{um.UnderlyingCode}.{um.MarketCode}";
            model.TgtName = um.UnderlyingName;
            model.TgtExchCd = base.getTgtExchCd(um.MarketName);
            model.TgtAstTypeCd = um.IsCommodity() ? "02" : (um.IsStock() || um.IsStockIndex()) ? "01" : "03";
            model.CtrNomnVal = trade.StockEqvNotional;
            model.RealNomnVal = TradeHelper.GetStockEqvNotionalReal(trade.StockEqvNotional, trade.ParticipationRate, trade.AnnualizeFactor);
            //model.InsmScal = 0;//目前算法计算的业务规模是标的维度的,无法分解为交易维度;
            model.PremFix = trade.TradePrice;
            model.ExerMod = trade.ExerciseMode == "American" ? "20" : "10";
            setObservationInfo(model, trade);
            model.MaktVal = risk.Pv;
            model.Delta = risk.Delta;
            model.Vega = risk.Vega;
            model.Gamma = risk.Gamma;
            model.RiskFreeRate = trade.NoRiskRate ?? valuedateBLL.RiskFreeRate;
            //model.DividRate = 0;
            model.Volat = risk.Vol;
        }

        /// <summary>
        /// 设置观察信息
        /// </summary>
        /// <param name="obj"></param>
        /// <param name="trade"></param>
        private void setObservationInfo(SuperviseReportOptionModel obj, trade trade)
        {
            var bpObsvDay = trade.StartDate.GetValueOrDefault().ToString("yyyy-MM-dd");
            var epObsvDay = trade.ExerciseDate.GetValueOrDefault().ToString("yyyy-MM-dd");
            switch (trade.TradeType)
            {
                case "亚式期权":
                    //获取fixings的时候，函数内部处理除权除息逻辑;
                    break;
                case "障碍期权":
                    obj.BpObsvDay = bpObsvDay;
                    obj.EpObsvDay = epObsvDay;
                    obj.ObsvFreq = "每日观察";//1:到期观察;2:每日观察;
                    if (trade.IsMoneynessOptionData)
                    {
                        obj.BarriPricRati2 = trade.trade_barrier_option.BarrierPrice;
                        obj.BarriPricRati1 = trade.trade_barrier_option.UpperBarrierPrice;
                    }
                    else
                    {
                        obj.BarriPric2 = trade.trade_barrier_option.BarrierPrice;
                        obj.BarriPric1 = trade.trade_barrier_option.UpperBarrierPrice;
                    }
                    break;
                case "凤凰期权":
                    var obsInfos = QdpHelper.ParseAutocallCustomizedInfo(trade.trade_autocall.KOObservationDates);
                    obj.BpObsvDay = obsInfos.Item1.Length > 0 ? obsInfos.Item1.Min().DateTime.ToString("yyyy-MM-dd") : bpObsvDay;
                    obj.EpObsvDay = obsInfos.Item1.Length > 0 ? obsInfos.Item1.Max().DateTime.ToString("yyyy-MM-dd") : epObsvDay;
                    obj.ObsvFreq = obsInfos.Item1.Length > 0 ? "" : "每日观察";//1:到期观察;2:每日观察;
                    if (trade.IsMoneynessOptionData)
                    {
                        obj.ExecPricRati2 = trade.trade_autocall.SpreadStrike;
                        obj.ExecPricRati1 = trade.trade_autocall.SpreadStrike1;
                    }
                    else
                    {
                        obj.ExecPric2 = trade.trade_autocall.SpreadStrike;
                        obj.ExecPric1 = trade.trade_autocall.SpreadStrike1;
                    }
                    break;
                case "双鲨期权":
                    obj.BpObsvDay = bpObsvDay;
                    obj.EpObsvDay = obj.ExprDt;
                    obj.ObsvFreq = "每日观察";//1:到期观察;2:每日观察;
                    if (trade.IsMoneynessOptionData)
                    {
                        obj.BarriPricRati2 = trade.trade_double_sharkfin_option.BarrierHigh;
                        obj.BarriPricRati1 = trade.trade_double_sharkfin_option.BarrierLow;
                        obj.ExecPricRati2 = trade.trade_double_sharkfin_option.StrikeHigh;
                        obj.ExecPricRati1 = trade.trade_double_sharkfin_option.StrikeLow;
                    }
                    else
                    {
                        obj.BarriPric2 = trade.trade_double_sharkfin_option.BarrierHigh;
                        obj.BarriPric1 = trade.trade_double_sharkfin_option.BarrierLow;
                        obj.ExecPric2 = trade.trade_double_sharkfin_option.StrikeHigh;
                        obj.ExecPric1 = trade.trade_double_sharkfin_option.StrikeLow;
                    }
                    break;
                case "区间累积期权":
                    //t.trade_rangeaccrual.LowerRange = GetPrice(t.trade_rangeaccrual.LowerRange, dividendInfo, ratio);
                    //t.trade_rangeaccrual.UpperRange = GetPrice(t.trade_rangeaccrual.UpperRange, dividendInfo, ratio);
                    break;
                case "雪球期权":
                    obsInfos = QdpHelper.ParseAutocallCustomizedInfo(trade.trade_snowball.KOObservationDates);
                    obj.BpObsvDay = obsInfos.Item1.Length > 0 ? obsInfos.Item1.Min().DateTime.ToString("yyyy-MM-dd") : bpObsvDay;
                    obj.EpObsvDay = obsInfos.Item1.Length > 0 ? obsInfos.Item1.Max().DateTime.ToString("yyyy-MM-dd") : epObsvDay;
                    obj.ObsvFreq = obsInfos.Item1.Length > 0 ? "" : "每日观察";//1:到期观察;2:每日观察;
                    if (trade.IsMoneynessOptionData)
                    {
                        obj.BarriPricRati2 = trade.trade_barrier_option.BarrierPrice;
                        obj.BarriPricRati1 = trade.trade_barrier_option.UpperBarrierPrice;
                    }
                    else
                    {
                        obj.BarriPric2 = trade.trade_barrier_option.BarrierPrice;
                        obj.BarriPric1 = trade.trade_barrier_option.UpperBarrierPrice;
                    }
                    break;
                case "气囊结构":
                    obj.BpObsvDay = bpObsvDay;
                    obj.EpObsvDay = epObsvDay;
                    obj.ObsvFreq = "每日观察";//1:到期观察;2:每日观察;
                    if (trade.IsMoneynessOptionData)
                    {
                        obj.BarriPricRati2 = trade.trade_airbag.Barrier;
                        obj.ExecPricRati2 = trade.trade_airbag.HighStrike;
                    }
                    else
                    {
                        obj.BarriPric2 = trade.trade_airbag.Barrier;
                        obj.ExecPric2 = trade.trade_airbag.HighStrike;
                    }
                    break;
                default:
                    break;
            }
        }

        /// <summary>
        /// 获取期权收益类型代码
        /// </summary>
        /// <param name="trade"></param>
        /// <returns></returns>
        private string getOptPrftTypeCode(trade trade)
        {
            string code = "99";
            switch (trade.TradeType)
            {
                case "香草期权":
                    code = "01";
                    break;
                case "结构化交易":
                    switch (trade.StructureType)
                    {
                        case "跨式组合":
                            code = "07";
                            break;
                        case "宽跨式":
                        case "宽跨式组合":
                            code = "08";
                            break;
                        case "牛市价差":
                        case "熊市价差":
                            code = "03";
                            break;
                        case "结构化交易":
                        //自由组合
                        default:
                            break;
                    }
                    break;
                case "合成价差期权":
                    code = "03";
                    break;
                case "凤凰期权":
                    code = "16";
                    break;
                case "雪球期权":
                    if (trade.trade_snowball.KOPayoffType == KOPayoffTypeEnum.ToSpreadOption)
                    {
                        code = "14";
                    }
                    else
                    {
                        code = "15";
                    }
                    break;
                case "障碍期权":
                    if (trade.trade_barrier_option.BarrierType == "双障碍敲出")
                    {
                        code = "06";
                    }
                    else if (trade.trade_barrier_option.BarrierType.Contains("双"))
                    {
                        //其他
                    }
                    else if (trade.trade_barrier_option.BarrierType.Contains("敲出"))
                    {
                        code = "04";
                    }
                    else if (trade.trade_barrier_option.BarrierType.Contains("敲入"))
                    {
                        code = "05";
                    }
                    break;
                case "二元期权":
                    code = "02";
                    break;
                case "亚式期权":
                    code = "13";
                    break;
                case "双鲨期权":
                    code = "06";
                    break;
                case "区间累计期权":
                case "区间累积期权":
                    code = "18";
                    break;
                default:
                    break;
            }
            return code;
        }
    }
}