using BaseOUDAL;
using YLErp.Model;
using YLErp.Modules.DataProviderModule;
using YLErp.Modules.RiskModule;
using YLErp.QdpModule;

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


        private SearchListResult<SuperviseReportSwapModel> 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<SuperviseReportSwapModel> modelList = new List<SuperviseReportSwapModel>();
            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 obj = new SuperviseReportSwapModel();
                FormatModel(obj, trade, hedgeGroup, trade.TradeNumber);
                modelList.Add(obj);
            }
            searchTradeInfo.total = Math.Max(1, (int)Math.Ceiling((double)searchTradeInfo.records / searchTradeInfo.rows.Count()));
            return new SearchListResult<SuperviseReportSwapModel>(searchTradeInfo, modelList);
        }

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

        protected override void FormatModel(SuperviseReportSwapModel model, trade trade, IEnumerable<string> hedgeGroup, string contractCode)
        {
            base.FormatModel(model, trade, hedgeGroup, contractCode);
            var client = DataCacheProvider.GetClientDataSource().GetData(trade.ClientId);
            var um = DataCacheProvider.GetUnderlyingDataSource().GetData(trade.UnderlyingCode);
            model.HoldAcct = trade.AssetBookName;
            model.CutpNo = client.Number;
            model.EqyFlag = (um.IsStock() || um.IsStockIndex()) ? "1" : "2";
            model.InsmTgt = um.UnderlyingName;
            model.TgtSecuCd = um.UnderlyingCode;
            model.ExchCd = base.getTgtExchCd(um.MarketName);
            model.NomnVal = trade.OriginalStockEqvNotional;
            model.AhedEndDt = trade.UnWindDate?.ToString("yyyyMMdd");
            model.ValtnDays = QdpCalendarHelper.GetNonHolidayDaysBetween(trade.StartDate.GetValueOrDefault(), trade.ExerciseDate.GetValueOrDefault());
            model.FixPrftPayType = "";
            //model.FixPrftRate = 0;
            model.FlotPrftPayDay = "";
            //model.EnhPrftRate = 0;
            //model.XyzqPrftPay = 0;
            model.SrvlNomnVal = trade.StockEqvNotionalReal;
        }
    }
}