using YLErp.BLL;
using YLErp.Commons;
using YLErp.QdpModule;

namespace YLErp.Modules.UnderlyingModule
{
    /// <summary>
    /// 合成价差期权价格服务
    /// </summary>
    public class SyntheticUnderlyingPriceService : YLBaseService
    {
        public SyntheticUnderlyingPriceService(OptUserInfo userInfo) : base(userInfo)
        {
        }

        /// <summary>
        /// 获取合成价差期权价格
        /// </summary>
        public double? GetPrice(string underlyingCode)
        {
            if (string.IsNullOrEmpty(underlyingCode))
            {
                return null;
            }

            var query = from su in DbContext.synthetic_underlying
                        join u in DbContext.underlying_manager on su.Name equals u.UnderlyingCode
                        join u1 in DbContext.underlying_manager on su.UnderlyingCode1 equals u1.UnderlyingCode into u1t
                        from u1 in u1t.DefaultIfEmpty()
                        join u2 in DbContext.underlying_manager on su.UnderlyingCode2 equals u2.UnderlyingCode into u2t
                        from u2 in u2t.DefaultIfEmpty()
                        join u3 in DbContext.underlying_manager on su.UnderlyingCode3 equals u3.UnderlyingCode into u3t
                        from u3 in u3t.DefaultIfEmpty()
                        join u4 in DbContext.underlying_manager on su.UnderlyingCode4 equals u4.UnderlyingCode into u4t
                        from u4 in u4t.DefaultIfEmpty()
                        where u.UnderlyingCode == underlyingCode
                        select new
                        {
                            Price = (u1.Price ?? 0) * (su.Coefficient1 ?? 0)
                            + (u2.Price ?? 0) * (su.Coefficient2 ?? 0)
                            + (u3.Price ?? 0) * (su.Coefficient3 ?? 0)
                            + (u4.Price ?? 0) * (su.Coefficient4 ?? 0)
                            + (su.Constant ?? 0)
                        };

            return query.FirstOrDefault()?.Price;
        }

        /// <summary>
        /// 获取合成价差期权价格
        /// </summary>
        public SyntheticPriceModel GetPriceModel(string underlyingCode)
        {
            if (string.IsNullOrEmpty(underlyingCode))
            {
                return null;
            }

            var query = from su in DbContext.synthetic_underlying
                        join u in DbContext.underlying_manager on su.Name equals u.UnderlyingCode
                        join u1 in DbContext.underlying_manager on su.UnderlyingCode1 equals u1.UnderlyingCode into u1t
                        from u1 in u1t.DefaultIfEmpty()
                        join u2 in DbContext.underlying_manager on su.UnderlyingCode2 equals u2.UnderlyingCode into u2t
                        from u2 in u2t.DefaultIfEmpty()
                        join u3 in DbContext.underlying_manager on su.UnderlyingCode3 equals u3.UnderlyingCode into u3t
                        from u3 in u3t.DefaultIfEmpty()
                        join u4 in DbContext.underlying_manager on su.UnderlyingCode4 equals u4.UnderlyingCode into u4t
                        from u4 in u4t.DefaultIfEmpty()
                        where u.UnderlyingCode == underlyingCode
                        select new
                        {
                            su.Constant,
                            su1 = u1 == null ? null : new UnderlyingPriceModel
                            {
                                UnderlyingCode = u1.UnderlyingCode,
                                Price = u1.Price ?? 0,
                                Coefficient = su.Coefficient1 ?? 0,
                                ContractSize=su.ContractSize,
                            },
                            su2 = u2 == null ? null : new UnderlyingPriceModel
                            {
                                UnderlyingCode = u2.UnderlyingCode,
                                Price = u2.Price ?? 0,
                                Coefficient = su.Coefficient2 ?? 0,
                                ContractSize = su.ContractSize
                            },
                            su3 = u3 == null ? null : new UnderlyingPriceModel
                            {
                                UnderlyingCode = u3.UnderlyingCode,
                                Price = u3.Price ?? 0,
                                Coefficient = su.Coefficient3 ?? 0,
                                ContractSize = su.ContractSize
                            },
                            su4 = u4 == null ? null : new UnderlyingPriceModel
                            {
                                UnderlyingCode = u4.UnderlyingCode,
                                Price = u4.Price ?? 0,
                                Coefficient = su.Coefficient4 ?? 0,
                                ContractSize = su.ContractSize
                            },
                        };

            var data = query.FirstOrDefault();

            if (data == null)
            {
                return null;
            }

            var list = new[] { data.su1, data.su2, data.su3, data.su4 };

            list = list.Where(n => n != null).ToArray();

            var model = new SyntheticPriceModel
            {
                SuList = list,
                Constant = data.Constant ?? 0,
                Price = list.Sum(n => n.Price * n.Coefficient) + (data.Constant ?? 0)
            };

            model.Price = OtcFormatHelper.FormatValue(model.Price, OtcFormatHelper.FormatModel.trading.umprice.precision);

            return model;
        }





        public SyntheticPriceModel GetPriceModel(string underlyingCode,DateTime valueDate)
        {
            valueDate = valueDate.Date;

            //传进来的可能是非交易日期
            valueDate = PS.Config.IsGuoJun ? QdpCalendarHelper.GetNonHolidayDefore(valueDate) : QdpCalendarHelper.GetNonHoliday(valueDate);
            var manager = DbContext.underlying_manager.FirstOrDefault(p => p.UnderlyingCode.Equals(underlyingCode));
            if (manager == null)
            {
                throw new ServiceException("未找到对应标的");
            }

            valueDate = manager.UnderlyingInstrumentType != ConsGlobal.InstrumentType.CommodityFutures || manager.MaturityDate > valueDate ? valueDate : manager.MaturityDate.Value;

            if (valueDate < valuedateBLL.ValueDate)
            {
                var syntheticUnderlying = DbContext.synthetic_underlying.FirstOrDefault(p => p.Name.Equals(underlyingCode));
                if (syntheticUnderlying == null)
                {
                    return null;
                }
                var subUnderlyingCodes = new List<string>();
                if (!string.IsNullOrEmpty(syntheticUnderlying.UnderlyingCode1))
                {
                    subUnderlyingCodes.Add(syntheticUnderlying.UnderlyingCode1);
                }
                if (!string.IsNullOrEmpty(syntheticUnderlying.UnderlyingCode2))
                {
                    subUnderlyingCodes.Add(syntheticUnderlying.UnderlyingCode2);
                }
                if (!string.IsNullOrEmpty(syntheticUnderlying.UnderlyingCode3))
                {
                    subUnderlyingCodes.Add(syntheticUnderlying.UnderlyingCode3);
                }
                if (!string.IsNullOrEmpty(syntheticUnderlying.UnderlyingCode4))
                {
                    subUnderlyingCodes.Add(syntheticUnderlying.UnderlyingCode4);
                }
                var subList=new List<UnderlyingPriceModel>();
                var futurePriceList = DbContext.eod_commodity_future_price.Where(p => p.ValueDate == valueDate && subUnderlyingCodes.Contains(p.UnderlyingCode)).ToList();
                if (futurePriceList != null && futurePriceList.Count > 0)
                {
                    futurePriceList.ForEach(p =>
                    {
                        subList.Add(new UnderlyingPriceModel
                        {
                            UnderlyingCode = p.UnderlyingCode,
                            Price = p.ClosePrice
                        });

                        subUnderlyingCodes.Remove(subUnderlyingCodes.First(d=>d.Equals(p.UnderlyingCode,StringComparison.OrdinalIgnoreCase)));
                    });
                }
                if (subUnderlyingCodes.Count > 0)
                {
                    var stockPriceList = DbContext.eod_stock_price.Where(p => p.ValueDate == valueDate && subUnderlyingCodes.Contains(p.UnderlyingCode)).ToList();
                    if (stockPriceList != null && stockPriceList.Count > 0)
                    {
                        stockPriceList.ForEach(p =>
                        {
                            subList.Add(new UnderlyingPriceModel
                            {
                                UnderlyingCode = p.UnderlyingCode,
                                Price = p.ClosePrice
                            });
                        });
                    }
                }
                if (subList.Count == 0)
                {
                    return null;
                }
                var resultSubList = new List<UnderlyingPriceModel>();
                SyntheticPriceModel result = new SyntheticPriceModel { SuList = resultSubList,Constant=syntheticUnderlying.Constant??0 };
                if (!string.IsNullOrEmpty(syntheticUnderlying.UnderlyingCode1))
                {
                    var sub = subList.FirstOrDefault(d => d.UnderlyingCode.Equals(syntheticUnderlying.UnderlyingCode1,StringComparison.OrdinalIgnoreCase));
                    if (sub != null)
                    {
                        sub.Coefficient = (double)syntheticUnderlying.Coefficient1;
                        resultSubList.Add(sub);
                    }
                    else
                    {
                        resultSubList.Add(new UnderlyingPriceModel { Coefficient = (double)syntheticUnderlying.Coefficient1, UnderlyingCode = syntheticUnderlying.UnderlyingCode1, Price = 0 });
                    }
                }
                if (!string.IsNullOrEmpty(syntheticUnderlying.UnderlyingCode2))
                {
                    var sub = subList.FirstOrDefault(d => d.UnderlyingCode.Equals(syntheticUnderlying.UnderlyingCode2, StringComparison.OrdinalIgnoreCase));
                    if (sub != null)
                    {
                        sub.Coefficient = (double)syntheticUnderlying.Coefficient2;
                        resultSubList.Add(sub);
                    }
                    else
                    {
                        resultSubList.Add(new UnderlyingPriceModel { Coefficient = (double)syntheticUnderlying.Coefficient2, UnderlyingCode = syntheticUnderlying.UnderlyingCode2, Price = 0 });
                    }
                }
                if (!string.IsNullOrEmpty(syntheticUnderlying.UnderlyingCode3))
                {
                    var sub = subList.FirstOrDefault(d => d.UnderlyingCode.Equals(syntheticUnderlying.UnderlyingCode3, StringComparison.OrdinalIgnoreCase));
                    if (sub != null)
                    {
                        sub.Coefficient = (double)syntheticUnderlying.Coefficient3;
                        resultSubList.Add(sub);
                    }
                    else
                    {
                        resultSubList.Add(new UnderlyingPriceModel { Coefficient = (double)syntheticUnderlying.Coefficient3, UnderlyingCode = syntheticUnderlying.UnderlyingCode3, Price = 0 });
                    }
                }
                if (!string.IsNullOrEmpty(syntheticUnderlying.UnderlyingCode4))
                {
                    var sub = subList.FirstOrDefault(d => d.UnderlyingCode.Equals(syntheticUnderlying.UnderlyingCode4, StringComparison.OrdinalIgnoreCase));
                    if (sub != null)
                    {
                        sub.Coefficient = (double)syntheticUnderlying.Coefficient4;
                        resultSubList.Add(sub);
                    }
                    else
                    {
                        resultSubList.Add(new UnderlyingPriceModel { Coefficient = (double)syntheticUnderlying.Coefficient4, UnderlyingCode = syntheticUnderlying.UnderlyingCode4, Price = 0 });
                    }
                }
                result.Price= resultSubList.Sum(n => n.Price * n.Coefficient) + result.Constant;
                return result;
            }
            else
            {
                return GetPriceModel(underlyingCode);
            }
        }
    }
}