using System.Data;
using System.Text;
using System.Text.RegularExpressions;
using YLErp.Commons;
using YLErp.Modules.SkewMapVolModule;
using YLErp.Modules.VolatilityModule;
using YLErp.QdpModule;
using YLErp.QdpModule.Constants;

namespace YLErp.Web.Controllers
{
    [MyAuthorizeIgnore]
    public class skewMapController : BaseController
    {
        public ActionResult Index()
        {
            return View(new BasicViewModel(CurUser));
        }

        public ActionResult GetBaseVol(string underlyingCode, DateTime valueDate)
        {
            if (QdpCalendarHelper.IsHoliday(valueDate))
            {
                return JsonSuccess();
            }
            var vol = VolatilityHelper.GetVol(valueDate, "交易", underlyingCode, null);
            return JsonSuccessData(vol);
        }

        public ActionResult SetBaseVol(volatility vol)
        {
            if (vol is null)
            {
                throw new ArgumentNullException(nameof(vol));
            }

            var un = yldb.underlying_manager.Where(n => n.UnderlyingCode == vol.ContractCode)
                .Select(n => new { n.id }).FirstOrDefault();
            if (un == null)
            {
                return JsonError("标的信息不存在:" + vol.ContractCode);
            }
            vol.UnderlyingId = un.id;
            vol.VolType = "交易";
            vol.VolSurfaceMode = "MoneynessVol";
            vol.InterpolationMethod = ConsVolMethod.BiLinear;
            vol.OptDate = DateTime.Now;
            var cur_vol = new VolatilitySaveService(CurUser).SaveVol(vol);
            return JsonSuccessData(cur_vol.First());
        }

        /// <summary>
        /// 上传SkewMap文件CSV
        /// </summary>
        public ActionResult UploadSkewMap(string skewMapType)
        {
            if (string.IsNullOrEmpty(skewMapType))
            {
                return Json(Return.Fail("skewMapType 不应为空"));
            }

            var files = Request.Form.Files;

            if (files == null || files.Count == 0)
            {
                return Json(Return.Fail("上传文件不存在"));
            }

            if (files[0].Length < 1)
            {
                return Json(Return.Fail("上传文件内容为空"));
            }

            try
            {
                using var stream = files[0].OpenReadStream();
                using (var ms = new MemoryStream())
                {
                    stream.CopyTo(ms);
                    var content = Encoding.UTF8.GetString(ms.ToArray());
                    var result = VolSkewMapInitializerSingleton.Instance.SetSkewMapData(content, skewMapType.ToLower() == "bid");
                    return result ? JsonSuccess("成功") : JsonError("失败");
                }
            }
            catch (Exception ex)
            {
                return JsonError("保存失败," + ex.Messages());
            }
        }

        /// <summary>
        /// 下载SkewMap文件CSV
        /// </summary>
        public ActionResult DownLoadSkewMap(string type)
        {
            try
            {
                using (var db = new YLContext())
                {
                    var queryObj = db.globalSkewMap.FirstOrDefault(O => O.SkewMapType == type);

                    if (queryObj == null)
                    {
                        return ShowError("文件不存在");
                    }

                    var buffer = Encoding.UTF8.GetBytes(queryObj.SkewMapTableData);
                    return File(buffer, "application/ms-excel", $"SkewMap-{type}.csv");
                }
            }
            catch (Exception e)
            {
                return ShowError("下载失败," + e.Messages());
            }
        }

        /// <summary>
        /// 上传BaseVol文件Excel
        /// </summary>
        public ActionResult UploadBaseVol()
        {
            var files = Request.Form.Files;
            if (files == null || files.Count == 0)
            {
                return Json(Return.Fail("上传文件不存在"));
            }

            var helper = new ExcelHelper();
            using var stream = files[0].OpenReadStream();
            var dt = helper.ExcelToDataTable(stream, "Sheet1", false);
            if (dt.Columns.Count != 2)
            {
                return Json(Return.Fail("数据格式有误"));
            }

            var StrikeRow = 0;
            var volatilitys = new List<volatility>();
            var unProvider = Modules.DataCacheProvider.GetUnderlyingDataSource();

            volatility volObj = null;
            List<SingleVol> singleVols = null;

            for (var i = 0; i < dt.Rows.Count; i++)
            {
                var drow = dt.Rows[i];

                if (string.IsNullOrWhiteSpace(drow[0]?.ToString()))
                {
                    volObj.Data = singleVols.ToJson();
                    StrikeRow = i + 1;
                    continue;
                }

                if (StrikeRow == i)
                {
                    var code = drow[0]?.ToString();
                    var strike = double.Parse(dt.Rows[StrikeRow][1].ToString());

                    if (OtcFormatHelper.FormatValue(strike, 2) != 1)
                    {
                        return Json(Return.Fail($"{code}的 Strike 不为 1"));
                    }

                    var info = unProvider.GetData(code);

                    if (info == null)
                    {
                        return JsonError("标的信息不存在:" + code);
                    }

                    if (info.IsFutures() && info.MaturityDate < valuedateBLL.ValueDate)
                    {
                        return JsonError("标的已过期:" + code);
                    }

                    volObj = new volatility
                    {
                        ContractCode = drow[0]?.ToString(),
                        UnderlyingId = info?.id,
                        QuotationDate = valuedateBLL.ValueDate,
                        VolType = "交易",
                        VolSurfaceMode = "MoneynessVol",
                        InterpolationMethod = ConsVolMethod.BiLinear,
                        OptDate = DateTime.Now
                    };

                    if (!volatilitys.Exists(O => O.ContractCode == code))//如果存在重复代码则以第一条为准
                    {
                        volatilitys.Add(volObj);
                    }

                    singleVols = new List<SingleVol>();
                    continue;
                }

                singleVols.Add(new SingleVol()
                {
                    Expire = drow[0]?.ToString(),
                    Strike = double.Parse(dt.Rows[StrikeRow][1].ToString()),
                    Vol = double.Parse(drow[1].ToString())
                });
            }

            if (volObj != null && volatilitys[volatilitys.Count - 1].Data == null)
            {
                volObj.Data = singleVols.ToJson();
            }

            new VolatilitySaveService(CurUser).SaveVols(volatilitys);

            return JsonSuccess();
        }

        /// <summary>
        /// 下载BaseVol文件Excel
        /// </summary>
        public ActionResult DownLoadBaseVol(DateTime valueDate, string underlyingCode, bool query = false)
        {
            byte[] buffer = null;
            try
            {
                var list = new VolatilityQueryService(CurUser).GetVolatilities(new BatchVolatilityRequest
                {
                    QuotationDate = valueDate,
                    UnderlyingCodes = string.IsNullOrEmpty(underlyingCode) ? null : new[] { underlyingCode },
                    TradeVolWithBidAsk = true,
                    UserGroup = CurUser.UserGroup,
                    VolType = "交易"
                }, false);

                if (list == null || !list.Any())
                {
                    return Json(Return.Fail("数据不存在"));
                }

                if (query)//如果只是查询数据是否存在，则只返回错误信息或数量;
                {
                    return JsonSuccessData(list.Count());
                }

                list = list.OrderBy(O => O.ContractCode).ToList();
                var dt = new DataTable();
                var StrikeRow = 0;
                dt.Columns.Add();
                dt.Columns.Add();
                foreach (var item in list)
                {
                    dt.Rows.Add();
                    dt.Rows[StrikeRow][0] = item.ContractCode;
                    var vos = item.VolTable;
                    vos.Sort((X, Y) =>
                    {
                        if (X == null) { return -1; }
                        if (Y == null) { return 1; }
                        return ExpireToDay(X.Expire) - ExpireToDay(Y.Expire);
                    });
                    for (var j = 0; j < vos.Count; j++)
                    {
                        dt.Rows.Add();
                        dt.Rows[StrikeRow][1] = vos[j].Strike;
                        dt.Rows[StrikeRow + j + 1][0] = vos[j].Expire;
                        dt.Rows[StrikeRow + j + 1][1] = vos[j].Vol;
                    }
                    dt.Rows.Add();
                    StrikeRow = StrikeRow + vos.Count + 2;
                }
                new ExcelHelper().DataTableToExcel(dt, "Sheet1", false, out buffer);
                if (string.IsNullOrWhiteSpace(underlyingCode)) { underlyingCode = "All"; }
                return File(buffer, "application/ms-excel", $"BaseVol-{valueDate:yyyy-MM-dd}-{underlyingCode}.xlsx");
            }
            catch (Exception e)
            {
                return ShowError("下载失败" + e.Message);
            }
        }

        private int ExpireToDay(string expire)
        {
            var result = 0;
            var m = Regex.Match(expire.ToUpper(), @"^(?<num>\d+)(?<unit>[D|W|M|Y])$");
            if (!m.Success) { return 999; }
            var num = int.Parse(m.Groups["num"].Value);
            var unit = m.Groups["unit"].Value;
            switch (unit)
            {
                case "D":
                    result = int.Parse(m.Groups["num"].Value);
                    break;
                case "W":
                    result = int.Parse(m.Groups["num"].Value) * 7;
                    break;
                case "M":
                    result = int.Parse(m.Groups["num"].Value) * 30;
                    break;
                case "Y":
                    result = int.Parse(m.Groups["num"].Value) * 365;
                    break;
            }
            return result;
        }

        public ActionResult GetVarietyVol(int varietyId, DateTime valueDate)
        {
            var data = new VarietyVolService(CurUser).GetVol(varietyId, valueDate);
            return JsonSuccessData(data);
        }

        public ActionResult SetVarietyVol(int varietyId, DateTime valueDate, double vol)
        {
            new VarietyVolService(CurUser).SaveData(varietyId, valueDate, vol);
            return JsonSuccess();
        }
    }
}