using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using YLErp.Abstract;
using YLErp.BLL.Eod;
using YLErp.BLL;
using YLErp.Modules.TradeModule.KnockOutModule.Dto;
using YLErp.QdpModule;

namespace YLErp.Modules.TradeModule.KnockOutModule
{
    /// <summary>
    /// 双鲨期权敲出计算服务
    /// </summary>
    public class DoubleSharkTradeKnockOutService : ITradeKnockOutService
    {
        public GetKnockOutPayoffResult GetKnockOutPayoff(trade td, double underlyingPrice, DateTime _valueDate, ITradeExtendDataProvider _tradeExtendDataProvider)
        {
            
            var sharkOption = _tradeExtendDataProvider.GetTrade_Double_SharkFin_Option(td.id);
            if (sharkOption == null)
            {
                return new GetKnockOutPayoffResult { IsKnockOut = false };
            }
            td.trade_double_sharkfin_option= sharkOption;
            return GetKnockOutPayoff(td, underlyingPrice, _valueDate);
        }

        public GetKnockOutPayoffResult GetKnockOutPayoff(trade td, double underlyingPrice, DateTime _valueDate)
        {
            GetKnockOutPayoffResult result = new GetKnockOutPayoffResult { IsKnockOut = false };
            var sharkOption = td.trade_double_sharkfin_option;
            if (sharkOption == null)
            {
                return result;
            }
            if (sharkOption.IsDiscrete)
            {
                var observationDates = QdpHelper.GetObservationDatesFromString(sharkOption.ObservationDates);
                if (observationDates != null && observationDates.Length > 0 && !observationDates.Contains(_valueDate))
                {
                    return result;  //无需观察时直接返回
                }
            }

            var barrierHigh = td.IsMoneynessOptionData ? sharkOption.BarrierHigh * td.SpotPrice : sharkOption.BarrierHigh;
            var barrierLow = td.IsMoneynessOptionData ? sharkOption.BarrierLow * td.SpotPrice : sharkOption.BarrierLow;
            if (underlyingPrice >= barrierHigh || underlyingPrice <= barrierLow) //敲出判断条件
            {
                var useRebate = underlyingPrice <= barrierLow;
                result.IsKnockOut = true;
                result.Payoff = CalcDoubleSharkTradeKnockOutPayoff(td, sharkOption, underlyingPrice, useRebate);
            }

            return result;
        }


        /// <summary>
        /// 计算双鲨期权 敲出 收益
        /// </summary>
        /// <param name="td"></param>
        /// <param name="sharkOption"></param>
        /// <param name="underlyingPrice"></param>
        /// <param name="useRebate"></param>
        /// <returns></returns>
        private double CalcDoubleSharkTradeKnockOutPayoff(trade td, trade_double_sharkfin_option sharkOption, double underlyingPrice, bool useRebate)
        {
            double rebate, rebateRate;

            var spotPrice = td.SpotPrice ?? 0;

            if (td.IsUsePremiumRate == true)
            {
                rebateRate = (useRebate ? sharkOption.RebateRate : sharkOption.RebateHighRate) ?? 0;
                rebate = rebateRate * spotPrice;
            }
            else
            {
                rebate = (useRebate ? sharkOption.Rebate : sharkOption.RebateHigh) ?? 0;
                rebateRate = spotPrice > 0 ? rebate / spotPrice : 0;
            }



            var payoff = td.Notional * rebate + ((td.Notional / td.OriginalNotional * td.OriginalPrincipalSum) ?? 0);
            if (valuedateBLL.SystemDate.UnwindAmountAngle == 1)
            {
                payoff = payoff * (td.BuySell == "卖出" ? -1 : 1);
            }
            else
            {
                payoff = payoff * EodOperationBase.GetSign(td.BuySell);
            }
            return payoff;
        }
    }
}