@{
    ViewBag.Title = "VaR计算";
    Layout = "~/Views/Shared/_MainLayout.cshtml";
}
@section CSS{
    <style>
        .searchdiv .search-label {
            width: 100px;
        }

        .searchdiv .search-group {
            width: 262px;
        }

        .result-label {
            width: 70px;
        }

        .result-span {
            text-align: right;
            display: inline-block;
            border: 1px solid;
            width: 120px;
            min-height: 25px;
            margin-bottom: -6px;
            padding: 0 5px;
        }

        th, td {
            text-align: center;
            border: 1px solid;
            padding: 4px;
        }
    </style>
}

@section JS
{
    <script src="~/Scripts/app/tradeHelper.js?v=@HtmlUtil.JsVersion"></script>
    <script>
        var valueDate = "@ViewBag.valueDate";
        const day_count = 244;
        main.setTradeDatePicker(moment(valueDate));
        let underlyingCtrl = new tradeHelper.UnderlyingSelectCtrl('#UnderlyingId').setFlag(tradeHelper.UnderlyingSelectFlag.OtcTrade);
        $(function () {
            $("#DateValueDate").val(valueDate);
            try {
                SetAceDropDown();
            } catch (e) {
            }

            $("#VaRType").bind("change", function () {
                if ($("#VaRType").val() == 0) {
                    $("#TradeType,#PvPercent,#DateEndValueDate,#DateCalcStartDate,#DaysCount").prop("disabled", false);
                } else {
                    $("#TradeType,#PvPercent,#DateEndValueDate,#DateCalcStartDate,#DaysCount").prop("disabled", true);
                }
            });
            $("#DateCalcStartDate").bind("change", function () {
                var endDate = !$('#DateEndValueDate').val() ? $('#DateValueDate').val() : $('#DateEndValueDate').val();
                var startDate = $("#DateCalcStartDate").val();
                getDaysCount(startDate, endDate);
            });
            $("#DaysCount,#DateValueDate,#DateEndValueDate").bind("change", function () {
                var endDate = !$('#DateEndValueDate').val() ? $('#DateValueDate').val() : $('#DateEndValueDate').val();
                var dayCount = $("#DaysCount").val();
                setCalcStartDate(endDate, dayCount);
            });
            $("#DateEndValueDate").bind("change", function () {
                if ($('#DateEndValueDate').val() && $('#DateEndValueDate').val() < $('#DateValueDate').val()) {
                    main.alert("结束日期不得早于估值日期");
                    $('#DateEndValueDate').val($('#DateEndValueDate').val());
                }
            });
            $("#DaysCount").val(244);
            $("#DaysCount").change()
            FastVue.numberInput(document.getElementById('PvPercent'), { precision: 0,append:'%' });
        });
        function CalcEodVaR() {
            if ($("#DateEndValueDate").val()) {
                if ($("#DateEndValueDate").val() < $("#DateValueDate").val()) {
                    main.alert("结束日不应早于开始日！");
                    return;
                }
            }
            var dayCount = $("#DaysCount").val();
            if (!(dayCount > 0)) {
                    main.alert("回溯期限应大于0！");
                    return;
            }
            var data = {
                ValueDate: $("#DateValueDate").val(),
                EndValueDate: $("#DateEndValueDate").val(),
                AssetId: $("#AssetId").val()
            };
            var varType = $("#VaRType").val();

            if (varType == 0) {
                var isNeedExport = false;
                if (confirm("计算时是否需要导出中间数据?")) {
                    data["IsNeedExport"] = true;
                    isNeedExport = true;
                } else {
                    data["IsNeedExport"] = false;
                    isNeedExport = false;
                }
                data["TradeType"] = $("#TradeType").val();
                data["DaysCount"] = dayCount;
                main.post("/eod_var/calcEodVaR", data).done(function (data) {
                    if (data.success) {
                        vue.search();
                        if (isNeedExport) {
                            var fileName = "EodVar中间数据" + $("#DateValueDate").val().replaceAll('-','') + ".xlsx"
                            window.open("/App_Docs/Temp/" + fileName);
                        }
                    }
                });
            } else {
                main.post("/eod_var/calcSimpleDeltaGammaVaR", data).done(function (data) {
                    if (data.success) {
                        vue.search()
                    }
                });
            }
        }

        var vue = new Vue({
            el: "#listdiv",
            data: {
                Model: null,
                //IsTotalVaR: function (underlyingCode,IsUnderlying) {
                //    if (underlyingCode == "-- 总计 --") {
                //        return "background:lightgreen";
                //    } else if (IsUnderlying) {
                //        return "background-color: #ffe3d9";
                //    }
                //}
            },
            filters: {
                toPercent: function (val) {
                    return (val * 100).toFixed(2) + "%";
                },
                grouping2Format: main.numberFormat(2, { grouping: true }),
                grouping4Format: main.numberFormat(4, { grouping: true })
            },
            mounted: function () { },
            methods: {
                search: function () {
                    var thisObj = this;
                    var pvpercent = parseInt($("#PvPercent").val()) / 100;
                    var data = {
                        ValueDate: $("#DateValueDate").val(), PvPercent: pvpercent, VarType: $("#VaRType").val(),
                        UnderlyingIds: (!$("#UnderlyingId").val() ? "" : $("#UnderlyingId").val().join(",")),
                        AssetId: $("#AssetId").val(),
                    };
                    if (data.VarType == 0) {
                        data["TradeType"] = $("#TradeType").val();
                    }
                    main.post("/eod_var/getEodVaR", data).done(function (data) {
                        thisObj.Model = data;
                    });

                }
            }
        })

        function getDaysCount(startDate,endDate) {
            if (!startDate || !endDate) {
                $("#DaysCount").val(0);
                return;
            }
            main.post("/calendar/GetWorkDays", { from: startDate, to: endDate }).done(function (res) {
                $("#DaysCount").val(res.obj);
            });

        }

        function setCalcStartDate(endDate, daysCount) {
            var count = -1 * parseInt(daysCount);
            if (!count) {
                count = 0;
                $("#DaysCount").val(count);
            }
            if (!endDate) return;
            main.post("/calendar/GetNonHolidayShiftDay", { from: endDate, shiftDays: count }).done(function (res) {
                $("#DateCalcStartDate").val(res.obj);
            });
        }
    </script>
}

<div class="searchdiv">
    @Html.SearchDate("ValueDate", "估值日期")
    @Html.SearchDate("EndValueDate", "结束日期")
    @Html.MyAceDropdownInput2("VaRType", "计算方法", new List<SelectListItem>
            {
                new SelectListItem {Text = "历史模拟法", Value = "0"},
                new SelectListItem {Text = "简单Delta/Gamma法", Value = "1"},
            }, false)
    @Html.SearchDate("CalcStartDate", "回溯起始日期")
    <div id="DaysCountDiv" class="search-group" style="width:112px">
        <input class="text-box" type="text" name="DaysCount" style="margin-left:22px;width:73px" id="DaysCount">
        <label>天</label>
    </div>
    @Html.MyAceDropdownInput2("TradeType", "业务类型", new List<SelectListItem>
            {
                new SelectListItem {Text = "整体", Value = ""},
                new SelectListItem {Text = "场外", Value = "场外"},
                new SelectListItem {Text = "互换", Value = "互换"},
                new SelectListItem {Text = "远期", Value = "远期"},
                new SelectListItem {Text = "场内", Value = "场内"},
                new SelectListItem {Text = "商品", Value = "商品"},
            }, false)
    @Html.MyAceDropdownInput2("AssetId", "簿记账户", AssetunitController.GetClientassetunit())
    @MyControls.Btn("VaR计算", "CalcEodVaR()")
</div>
    <div class="searchdiv">
        <div class="search-group">
            <span class="search-label">标的代码</span>
            <select class="" data-placeholder="请选择 标的代码" id="UnderlyingId" name="UnderlyingId" multiple></select>
        </div>
        <div id="PvPercentDiv" class="search-group">
            <label class="search-label">百分比</label>
            <input class="text-box" type="text" value="@PS.Config.ErpElement.EodVarPvPercent" name="PvPercent" id="PvPercent">
        </div>
        @MyControls.Btn("VaR查看", "vue.search()")
    </div>
<div id="listdiv" style="overflow-y:scroll;margin:14px">
    <template v-if="Model == null || Model.length < 1">
    </template>

    <template v-else>
        <table>
            <thead style="background-color:lightgrey">
                <tr>
                    <th>标的代码</th>
                    <th>簿记账户</th>
                    <th>试算Pv</th>
                    <th>实际Pv</th>
                    <th>盈亏</th>
                    <th>盈亏比例</th>
                </tr>
            </thead>
            <tbody>
                <template v-for="(item,index) in Model">
                    <tr>
                        <td style="font-weight:bold">{{item.UnderlyingCode}}</td>
                        <td style="font-weight:bold">{{item.AssetName}}</td>
                        <td>{{item.CalcPv |grouping4Format}}</td>
                        <td>{{item.RealPv |grouping4Format}}</td>
                        <td>{{item.WinLoss |grouping4Format}}</td>
                        <td>{{item.WinLossPercent |toPercent}}</td>
                    </tr>
                </template>
            </tbody>
        </table>
    </template>
</div>
@*<div>
        <label class="result-label">试算Pv:</label><span id="calcPv" class="result-span"></span>
    </div>
    <div>
        <label class="result-label">实际Pv:</label><span id="realPv" class="result-span"></span>
    </div>
    <div>
        <label class="result-label" title="试算Pv - 实际Pv">盈亏:</label><span id="winLoss" class="result-span" title="试算Pv - 实际Pv"></span>
    </div>
    <div>
        <label class="result-label" title="盈亏/Abs(实际Pv)">盈亏比例:</label><span id="winLossPercent" class="result-span" title="盈亏/Abs(实际Pv)"></span>
    </div>*@