using YLErp.BLL;
using YLErp.BLL.Eod;
using YLErp.DBModels.Consts;
using YLErp.DBModels.Helpers;
using YLErp.Model;
using YLErp.Modules.CalculationModule;
using YLErp.Modules.DataProviderModule;
using YLErp.Modules.TradeModule.DealModule;

namespace YLErp.Modules.TradeDalModule
{
    /// <summary>
    /// 交易操作服务
    /// </summary>
    public class TradeDalService : YLBaseService
    {
        public TradeDalService(YLBaseService baseService) : base(baseService)
        {

        }

        public TradeDalService(OptUserInfo userInfo) : base(userInfo)
        {
        }

        public void SetStructureInfo(IEnumerable<TradeLinq> trades)
        {
            IEnumerable<trade> lists = trades.Select(O => new trade
            {
                TradeType = O.TradeType,
                id = O.id,
            }).ToArray();
            SetStructureInfo(lists);
            foreach (var item in lists)
            {
                if (item.id <= 0) { continue; }
                var t = trades.First(O => O.id == item.id);
                t.SubTrades = item.SubTrades;
            }
        }

        /// <summary>
        /// 获取结构化交易信息
        /// </summary>
        public void SetStructureInfo(IEnumerable<trade> trades)
        {
            trades = trades.Where(n => n.TradeType == "结构化交易").ToArray();

            if (!trades.Any())
            {
                return;
            }

            var tradeids = trades.Select(r => r.id).ToList();
            var subTradeDic = new Dictionary<int, string>();
            var subGrps = DbContext.trade.Where(n => tradeids.Contains(n.ParentTradeId)).Select(n => new OtcTradeDto
            {
                Strike = n.Strike,
                BuySell = n.BuySell,
                IsMoneynessOption = n.IsMoneynessOption,
                ParentTradeId = n.ParentTradeId

            }).ToArray().GroupBy(n => n.ParentTradeId).ToArray();

            foreach (var grp in subGrps)
            {
                var trad = trades.First(n => n.id == grp.Key);
                trad.SubTrades = grp.Select(O => new trade
                {
                    Strike = O.Strike,
                    BuySell = O.BuySell,
                    IsMoneynessOption = O.IsMoneynessOption,
                    ParentTradeId = O.ParentTradeId
                }).ToList();
            }
        }


        public void SetStructureInfo(IEnumerable<trade> trades,List<trade> childTrades)
        {
            if (trades == null || childTrades == null)
            {
                return;
            }
            trades = trades.Where(n => n.TradeType == "结构化交易").ToArray();

            if (!trades.Any())
            {
                return;
            }

            var tradeids = trades.Select(r => r.id).ToList();
            var subTradeDic = new Dictionary<int, string>();
            var subGrps = childTrades.Where(n => tradeids.Contains(n.ParentTradeId)).Select(n => new OtcTradeDto
            {
                Strike = n.Strike,
                BuySell = n.BuySell,
                IsMoneynessOption = n.IsMoneynessOption,
                ParentTradeId = n.ParentTradeId

            }).ToArray().GroupBy(n => n.ParentTradeId).ToArray();

            foreach (var grp in subGrps)
            {
                var trad = trades.First(n => n.id == grp.Key);
                trad.SubTrades = grp.Select(O => new trade
                {
                    Strike = O.Strike,
                    BuySell = O.BuySell,
                    IsMoneynessOption = O.IsMoneynessOption,
                    ParentTradeId = O.ParentTradeId
                }).ToList();
            }
        }

        /// <summary>
        /// 设置交易
        /// </summary>
        public void SetSubTradeList(List<trade> trades)
        {
            var subTradeDic = trades.Where(t => t.ParentTradeId > 0).AsEnumerable().GroupBy(t => t.ParentTradeId).ToDictionary(g => g.Key, g => g.ToList());
            foreach (var trade in trades)
            {
                if (trade.TradeType == "结构化交易" && subTradeDic.ContainsKey(trade.id))
                {
                    trade.SubTrades = subTradeDic[trade.id];
                }
            }
        }

        public TradeWithSettlement GetTradeWithSettlementTradeCash(trade trade)
        {
            var result = new TradeWithSettlement();

            if (!ConsTrade.TradeTypesForHedge.Contains(trade.TradeType) && trade.TradeType != "现金流交易")
            {
                var CountRatio = DataCacheProvider.GetUnderlyingDataSource().GetCountRatio(trade.UnderlyingCode);
                trade.TradeOriginalAmount = trade.OriginalNotional / CountRatio;
            }

            trade.LotsNewInfo = TradeLotsCalc.GetLots(trade.UnderlyingCode, trade.Notional);
            if (!string.IsNullOrEmpty(trade.PairTrade))
            {
                var pairTrade = DbContext.trade.FirstOrDefault(x => x.id.ToString() == trade.PairTrade);
                trade.PairTradeNumber = pairTrade == null ? "" : pairTrade.TradeNumber;
            }
            else
            {
                trade.PairTradeNumber = "";
            }

            if (trade.TradeType == "合成价差期权")
            {
                trade.SyntheticUnderlyingTipsInfo = synthetic_underlyingBLL.GetUnderlyingTipsInfo(trade.UnderlyingCode);
            }

            tradeBLL.SetFieldsByTradeType(trade);

            //了结交易的持仓数量及份额需要为0
            if (ConsTrade.TradeCompleteStatus.Contains(trade.TradeStatus))
            {
                trade.TradeAmount = 0;
                trade.Notional = 0;
            }

            if (!ConsTrade.TradeTypesForHedge.Contains(trade.TradeType))
            {
                var tradeCashList = DbContext.trade_cash.Where(t =>
                    t.TradeId == trade.id && t.ValidState != ConsGlobal.InValid && !t.IsDeleted &&
                    (t.Action == ClientCashInCashOut.系统操作_行权费 || t.Action == ClientCashInCashOut.系统操作_平仓费 || t.Action == ClientCashInCashOut.系统操作_互换 || t.Action == ClientCashInCashOut.系统操作_票息)).OrderBy(t => t.ValueDate).ToList();
                var tradeCashSwaps = DbContext.trade_cash_swap.Where(x => x.TradeId == trade.id).ToList();

                tradeCashList.ForEach(tradeCash =>
                {
                    if (trade.IsGroup == 1)
                    {
                        var winloss = 0.0;
                        var tradeCashs = DbContext.trade_cash.Where(x => x.ParentTradeCashId == tradeCash.id).ToList();
                        tradeCashs.ForEach(x =>
                        {
                            var tradeCashDetail = DbContext.trade_cash_detail.Where(y => y.TradeCashId == x.id);
                            var amount = tradeCashDetail.Any() ? tradeCashDetail.Sum(y => y.Amount ?? 0) : x.Amount;
                            var childTrade = DbContext.trade.Find(x.TradeId);
                            winloss += amount + (childTrade.TradePrice ?? 0) * (x.UnwindPercentRate ?? 0) * ((childTrade.BuySell == "卖出") ? 1 : -1);
                        });
                        tradeCash.WinLoss = winloss.OtcFormatMoney(grouping: false);
                    }
                    else
                    {
                        var tradeCashDetail = DbContext.trade_cash_detail.Where(x => x.TradeCashId == tradeCash.id);
                        var amount = tradeCashDetail.Any() ? tradeCashDetail.Sum(x => x.Amount ?? 0) : tradeCash.Amount;
                        tradeCash.WinLoss = (amount + (trade.TradePrice ?? 0) * (tradeCash.UnwindPercentRate ?? 0) * ((trade.BuySell == "卖出" || trade.TradeType == "远期") ? 1 : -1)).OtcFormatMoney(grouping: false);

                        if (PS.Config.IsGuoJun)
                        {
                            var Quoteamount = tradeCashDetail.Any() ? tradeCashDetail.Sum(y => y.QuoteAmount ?? 0) : (tradeCash.QuoteAmount ?? 0);
                            tradeCash.QuoteWinloss = (Quoteamount + (trade.TradePrice ?? 0) / (tradeCash.CurrencyRate ?? 1) * (tradeCash.UnwindPercentRate ?? 0) * ((trade.BuySell == "卖出") ? 1 : -1)).OtcFormatMoney(grouping: false);
                        }
                    }

                    tradeCash.SingleWinPrice = Math.Abs(tradeCash.Action == "系统操作-平仓费" && trade.IsUsePremiumRate == true ? TradeHelper.GetTradeSinglePriceByPremiumRate(tradeCash.UnwindPricePercentRate, trade.SpotPrice) : (tradeCash.UnwindPrice ?? 0));
                    tradeCash.SingleWinPriceString = trade.IsUsePremiumRate == true && tradeCash.Action == "系统操作-平仓费" ? (tradeCash.UnwindPricePercentRate ?? 0).OtcFormat(OtcFormatFlag.premiumRateP) : tradeCash.SingleWinPrice.OtcFormat(OtcFormatFlag.tradeSinglePrice);
                    tradeCash.SingleWinPricePercent = tradeCash.UnwindPricePercentRate ?? 0;
                    if (trade.TradeType == "收益互换")
                    {
                        tradeCash.trade_cash_swap = tradeCashSwaps.FirstOrDefault(x => x.TradeCashId == tradeCash.id);
                    }
                });
                var unWindTradeCashList = tradeCashList.Where(t => t.Action == ClientCashInCashOut.系统操作_平仓费 || (t.Action == ClientCashInCashOut.系统操作_行权费 && t.ExerciseWay == TradeCashExerciseWayEnum.提前终止行权))
                    .OrderBy(t => t.ValueDate).ToList();
                if (trade.TradeType == "累计期权")
                {
                    //部分行权的记录展示在累计收益tab页面了，所以过滤掉
                    unWindTradeCashList = unWindTradeCashList.Where(x => x.UnwindType != "部分行权").ToList();
                }
                var swapTradeCashList = tradeCashList.Where(t => t.Action == ClientCashInCashOut.系统操作_互换)
                    .OrderBy(t => t.ValueDate).ToList();
                var couponTradeCashList = tradeCashList.Where(t => t.Action == ClientCashInCashOut.系统操作_票息)
                    .OrderBy(t => t.ValueDate).ToList();
                var maturityTradeCash = tradeCashList.FirstOrDefault(t => t.Action == ClientCashInCashOut.系统操作_行权费 && t.ExerciseWay != TradeCashExerciseWayEnum.提前终止行权 && t.IsLastAction);
                if (maturityTradeCash != null)
                {
                    maturityTradeCash.NotionalPercent = maturityTradeCash.UnwindPercentRate ?? 0;
                }

                bool ActualHasMinusValueOptions = valuedateBLL.SystemDate.UnwindSinglePriceAngle == 1 ? ConsTrade.HasMinusValueOptions.Contains(trade.TradeType) : !ConsTrade.HasMinusValueOptions.Contains(trade.TradeType);
                unWindTradeCashList.ForEach(x =>
                {
                    x.NotionalPercent = x.UnwindPercentRate ?? 0;
                    x.UnwindStockEqvNotional = (trade.OriginalStockEqvNotional ?? 0) * (x.UnwindPercentRate ?? 0);
                    if (x.HappenedDate != null)
                    {
                        x.ValueDate = x.HappenedDate.Value;
                    }

                    x.UnwindPrice = ActualHasMinusValueOptions || trade.TradeType == "远期" || trade.TradeType == "收益互换" ? x.UnwindPrice : x.UnwindPrice * (trade.BuySell == "买入" ? 1 : -1);
                    x.UnwindPricePercentRate = ActualHasMinusValueOptions || trade.TradeType == "远期" || trade.TradeType == "收益互换" ? x.UnwindPricePercentRate : x.UnwindPricePercentRate * (trade.BuySell == "买入" ? 1 : -1);
                    x.Amount = x.Amount * (valuedateBLL.SystemDate.UnwindAmountAngle == 1 || trade.TradeType == "远期" || trade.TradeType == "收益互换" ? 1 : EodOperationBase.GetSign(trade.BuySell));
                    x.QuoteAmount = x.QuoteAmount * (valuedateBLL.SystemDate.UnwindAmountAngle == 1 || trade.TradeType == "远期" || trade.TradeType == "收益互换" ? 1 : EodOperationBase.GetSign(trade.BuySell));
                });
                swapTradeCashList.ForEach(x =>
                {
                    x.InitialAmount = x.Amount - (x.ExtraAmount ?? 0);
                    x.InitialSpotPrice = trade.SpotPrice ?? 0;
                    x.StockEqvNotional = (trade.OriginalStockEqvNotional ?? 0) * (x.NotionalPercentRate ?? 0);
                });
                result.UnwindTradeCashList = unWindTradeCashList;
                if (trade.IsGroup == 1 && trade.TradeType == "收益互换" && unWindTradeCashList.Any())
                {
                    var unwindTradeCash = unWindTradeCashList.FirstOrDefault();
                    var childrenTradeCashList = DbContext.trade_cash.Where(t =>
                     t.ParentTradeCashId == unwindTradeCash.id && t.ValidState != "InValid" && !t.IsDeleted &&
                     (t.Action == ClientCashInCashOut.系统操作_行权费 || t.Action == ClientCashInCashOut.系统操作_平仓费 || t.Action == ClientCashInCashOut.系统操作_互换)).OrderBy(t => t.ValueDate).ToList();
                    var childrenTradeCashIds = childrenTradeCashList.Select(x => x.id).ToList();
                    var childrenTradeCashSwaps = DbContext.trade_cash_swap.Where(x => childrenTradeCashIds.Contains(x.TradeCashId)).ToList();
                    var childrenTradeIds = childrenTradeCashList.Select(x => x.TradeId).ToList();
                    var childrenTrades = DbContext.trade.Where(x => childrenTradeIds.Contains(x.id)).ToList();
                    var childrenTradeSwaps = DbContext.trade_swap.Where(x => childrenTradeIds.Contains(x.TradeId)).ToList();

                    childrenTradeCashList.ForEach(tradeCash =>
                    {
                        var childTrade = childrenTrades.FirstOrDefault(y => y.id == tradeCash.TradeId);
                        var childrenTradeSwap = childrenTradeSwaps.FirstOrDefault(y => y.TradeId == tradeCash.TradeId);
                        tradeCash.UnderlyingCode = childTrade.UnderlyingCode;
                        tradeCash.CallPut = childrenTradeSwap.IsPayFloatingProfit ? childrenTradeSwap.PayLongShort : childrenTradeSwap.GetLongShort;

                        var tradeCashDetail = DbContext.trade_cash_detail.Where(x => x.TradeCashId == tradeCash.id);
                        var amount = tradeCashDetail.Any() ? tradeCashDetail.Sum(x => x.Amount ?? 0) : tradeCash.Amount;
                        tradeCash.WinLoss = (amount + (childTrade.TradePrice ?? 0) * (tradeCash.UnwindPercentRate ?? 0) * ((childTrade.BuySell == "卖出") ? 1 : -1)).OtcFormatMoney(grouping: false);

                        if (childTrade.TradeType == "收益互换")
                        {
                            tradeCash.trade_cash_swap = childrenTradeCashSwaps.FirstOrDefault(x => x.TradeCashId == tradeCash.id);
                        }
                    });
                    result.UnwindChildrenTradeCashList = childrenTradeCashList;
                }
                result.MaturityTradeCash = maturityTradeCash;
                result.SwapTradeCashList = swapTradeCashList;
                result.CouponTradeCashList = couponTradeCashList;

                if (trade.ExerciseDate < valuedateBLL.ValueDate && trade.CanExpire())
                {
                    if (EodPriceQueryService.TryGetEodPrice(trade.ExerciseDate.Value, trade.UnderlyingCode, out var eodPrice))
                    {
                        trade.FinalPrice = eodPrice.GetPrice(trade.SettlementType);
                    }
                }
            }

            result.Trade = trade;
            return result;
        }

        /// <summary>
        /// 获取交易信息
        /// <para>优先从eod表中取</para>
        /// </summary>
        /// <param name="ids"></param>
        /// <param name="valueDate"></param>
        /// <param name="useTracking">是否需要跟踪引用,用于需要对结果进行修改并保存的操作</param>
        /// <returns></returns>
        public List<trade> GetTradeOrEodTrade(IEnumerable<int> ids, DateTime valueDate, bool useTracking = false)
        {
            if (ids is null)
            {
                throw new ArgumentNullException(nameof(ids));
            }

            var eodTradeArr = (from et in DbContext.eod_trade.AsNoTracking()
                               where et.ValueDate == valueDate
                               && ids.Contains(et.TradeId)
                               select et).ToArray();

            var newIds = ids.Except(eodTradeArr.Select(O => O.TradeId)).ToArray();

            List<trade> tradeList = null;
            if (newIds.Length < 1)
            {
                tradeList = new List<trade>();
            }
            else
            {
                tradeList = (useTracking ? DbContext.trade : DbContext.trade.AsNoTracking())
                             .Where(t => newIds.Contains(t.id) && t.ValidState != "InValid").ToList();
                tradeBLL.SetFieldsByTradeType(tradeList);
                foreach (var t in tradeList)
                {
                    if (t.TradeType == "累计期权")
                    {
                        new TradeModule.OptionTradeActionRestoreService(this).RestoreTradeDataToSpecialDay(t, valueDate);
                    }
                }
            }

            if (useTracking)
            {
                tradeList.AddRange(TrackTrade(eodTradeArr));
            }
            else
            {
                tradeList.AddRange(eodTradeArr.Select(O => O.trade));
            }

            return tradeList;
        }

        /// <summary>
        /// 根据tradeId或子交易Id
        /// 用于生成交易确认书的，该方法会根据交易日去获取eodtrade而非valuedate
        /// </summary>
        public List<trade> GetTradeOrEodTradeOfTidASid(IEnumerable<int> tradeIds, DateTime valueDate, bool useTracking = false, bool withNoGroupChildrenTrades = true, bool useTradeDate = true)
        {
            if (tradeIds is null)
            {
                throw new ArgumentNullException(nameof(tradeIds));
            }
            var pids = DbContext.trade.Where(c => tradeIds.Contains(c.id) && c.ParentTradeId > 0).Select(d => d.ParentTradeId).ToArray();
            var idset = new HashSet<int>(tradeIds.Concat(pids).ToArray());
            return GetTradeOrEodTradeOfTidAPid(idset, valueDate, useTracking, withNoGroupChildrenTrades, useTradeDate);
        }

        /// <summary>
        /// 根据tradeId或ParentTradeId获取交易信息
        /// <para>优先从eod表中取</para>
        /// </summary>
        public List<trade> GetTradeOrEodTradeOfTidAPid(IEnumerable<int> tradeIds, DateTime valueDate, bool useTracking = false, bool withNoGroupChildrenTrades = true, bool useTradeDate = false)
        {
            if (tradeIds is null)
            {
                throw new ArgumentNullException(nameof(tradeIds));
            }

            var eodTradeArr = (from et in DbContext.eod_trade
                               where et.ValueDate == valueDate
                               && (tradeIds.Contains(et.TradeId) || tradeIds.Contains(et.ParentTradeId))
                               select et).ToArray();
            //生成确认书时，需要根据交易日获取当天的收盘数据，以防trade表会因为除权除息改变数据了
            if (useTradeDate)
            {
                eodTradeArr = (from et in DbContext.eod_trade
                               join trade in DbContext.trade on new { id = et.TradeId, tradeDate = et.ValueDate } equals new { trade.id, tradeDate = trade.TradeDate ?? DateTime.Now }
                               where tradeIds.Contains(et.TradeId) || tradeIds.Contains(et.ParentTradeId)
                               select et).ToArray();
            }

            var eodTradeIds = eodTradeArr.Select(O => O.TradeId).ToArray();

            var tradeList = (from t in useTracking ? DbContext.trade : DbContext.trade.AsNoTracking()
                             where !eodTradeIds.Contains(t.id) && (tradeIds.Contains(t.id) || tradeIds.Contains(t.ParentTradeId))
                             && t.ValidState != "InValid"
                             select t).ToList();

            if (withNoGroupChildrenTrades)
            {
                tradeList = (from t in useTracking ? DbContext.trade : DbContext.trade.AsNoTracking()
                             where !eodTradeIds.Contains(t.id) && (tradeIds.Contains(t.id) || tradeIds.Contains(t.ParentTradeId))
                             && t.ValidState != "InValid"
                             && t.IsGroup != 2
                             select t).ToList();
            }

            tradeBLL.SetFieldsByTradeType(tradeList);
            if (useTracking)
            {
                tradeList.AddRange(TrackTrade(eodTradeArr));
            }
            else
            {
                tradeList.AddRange(eodTradeArr.Select(O => O.trade));
            }
            return tradeList;
        }

        /// <summary>
        /// 获取结构化交易信息
        /// <para>优先从eod表中取</para>
        /// </summary>
        /// <param name="parentIds"></param>
        /// <param name="valueDate"></param>
        /// <returns></returns>
        public List<trade> GetStructTradeFromTradeOrEodTrade(IEnumerable<int> parentIds, DateTime valueDate, bool useTracking = false)
        {
            if (parentIds is null)
            {
                throw new ArgumentNullException(nameof(parentIds));
            }

            var eodTradeArr = (from et in DbContext.eod_trade
                               where et.ValueDate == valueDate
                               && (parentIds.Contains(et.ParentTradeId))
                               select et).ToArray();
            List<trade> tradeList = null;
            var newIds = parentIds.Except(eodTradeArr.Select(O => O.ParentTradeId)).ToArray();
            if (newIds.Length < 1)
            {
                tradeList = new List<trade>();
            }
            else
            {
                tradeList = (from t in useTracking ? DbContext.trade : DbContext.trade.AsNoTracking()
                             where newIds.Contains(t.ParentTradeId)
                             && t.ValidState != "InValid"
                             select t).ToList();
            }
            if (useTracking)
            {
                tradeList.AddRange(TrackTrade(eodTradeArr));
            }
            else
            {
                tradeList.AddRange(eodTradeArr.Select(O => O.trade));
            }
            return tradeList;
        }

        /// <summary>
        /// 将交易还原到某日收盘之前
        /// <para>主要针对除权除息过的交易</para>
        /// </summary>
        /// <param name="t"></param>
        /// <param name="valueDate"></param>
        public void RollbackToBeforeSettle(trade t, DateTime valueDate)
        {
            var originTrade = GetTradeOrEodTrade(new[] { t.id }, valueDate).FirstOrDefault();

            if (originTrade != null && originTrade.Notional > 0)
            {
                //将交易信息还原到收盘前
                DividendService.SetDividendTradeData(t, originTrade);
            }
        }

        private List<trade> TrackTrade(IEnumerable<eod_trade> eodTrades)
        {
            var result = new List<trade>();
            var eodIds = eodTrades.Select(O => O.TradeId);
            var trades = eodTrades.Select(O => O.trade);
            var trackTrades = DbContext.trade.Where(O => eodIds.Contains(O.id)).ToDictionary(K => K.id, V => V);
            foreach (var item in trades)
            {
                DividendService.SetDividendTradeData(trackTrades[item.id], item);
                result.Add(trackTrades[item.id]);
            }
            return result;
        }
    }
}