using Qdp.Pricing.Library.Options.Products.Autocall.Phoenix;
using YLErp.Abstract;
using YLErp.BLL;
using YLErp.Modules.CalculationModule;
using YLErp.Modules.TradeModule.KnockOutModule.Dto;

namespace YLErp.Modules.TradeModule.KnockOutModule
{
    /// <summary>
    /// 凤凰期权敲出计算服务
    /// </summary>
    public class AutocallTradeKnockOutService : ITradeKnockOutService
    {
        public GetKnockOutPayoffResult GetKnockOutPayoff(trade td, double underlyingPrice, DateTime _valueDate, ITradeExtendDataProvider _tradeExtendDataProvider)
        {

            var autocallOption = _tradeExtendDataProvider.GetTrade_Autocall_Option(td.id);
            if (autocallOption == null)
            {
                return new GetKnockOutPayoffResult { IsKnockOut = false };
            }
            td.trade_autocall = autocallOption;
            return GetKnockOutPayoff(td, underlyingPrice, _valueDate);
        }

        public GetKnockOutPayoffResult GetKnockOutPayoff(trade td, double underlyingPrice, DateTime _valueDate)
        {
            var result = new GetKnockOutPayoffResult { IsKnockOut = false };
            var autocallOption = td.trade_autocall;
            if (autocallOption == null)
            {
                return result;
            }
            //1、获取敲出观察日期
            var optionTrade = QdpTradeBuilder.GetAutocallOptionTrade(td, autocallOption,
                   new OptionTradeParamRequest(valuedateBLL.SysRiskFreeRate()) { ParamOverride = x => { x.notional = td.Notional; } });
            var autocall = (AutoCall)optionTrade.Instrument;
            var kiBarrier = td.IsMoneynessOptionData ? autocallOption.KIBarrier * td.SpotPrice : autocallOption.KIBarrier;
            var isCall = ConsGlobal.CallPut.IsCall(td.CallPut);
            if (autocall.KOObsDates.Select(x => x.DateTime).Contains(_valueDate)) //当前日为观察日
            {

                //2、敲出判断
                double koBarrier;
                if (autocall.CustomizedKOBarriers != null && autocall.CustomizedKOBarriers.Length > 0)
                {
                    var index = autocall.KOObsDates.Select(x => x.DateTime).ToList().IndexOf(_valueDate);
                    koBarrier = autocall.CustomizedKOBarriers[index];
                }
                else
                {
                    koBarrier = autocallOption.KOBarrier;
                }

                if (td.IsMoneynessOptionData)
                {
                    koBarrier *= td.SpotPrice ?? 1.0;
                }

                //看涨 - 向上敲出,看跌 - 向下敲出
                var isKnockedOut = isCall ? underlyingPrice >= koBarrier : underlyingPrice <= koBarrier;

                if (isKnockedOut)
                {
                    result.IsKnockOut = true;
                    var couponBarrier = td.IsMoneynessOptionData ? autocallOption.CouponBarrier * td.SpotPrice : autocallOption.CouponBarrier;
                    if (isCall ? underlyingPrice >= couponBarrier : underlyingPrice <= couponBarrier)  // 与派息障碍价格比较
                    {
                        var observation = autocall.GetEffectiveObservation(_valueDate, includeTradeStartDate: autocallOption.CouponIncludeStartDate == true && autocallOption.CouponDayCount != "Monthly");
                        if (observation != null)
                        {
                            result.Payoff = observation.PaymentAmount;
                        }
                    }
                    if (autocallOption.CouponPayType == CouponPayTypeEnum.AtCreated) //如果是产生时支付，持仓payoff为当日票息
                    {
                        return result;
                    }

                    //如果到期支付 或者 敲出支付  持仓payoff加上之前的票息
                    using (var db = DbContextFactory.GetYLDbContext())
                    {
                        var obsAmount = db.autocall_observation.Where(o => o.TradeId == td.id && o.EndDate != _valueDate).Sum(p => p.PaymentAmount);
                        result.Payoff += obsAmount;
                    }
                    return result;

                }
            }

            return result;
        }
    }
}