using Qdp.Pricing.Base.Implementations;
using System.Data;
using YLErp.BLL.Calculation;
using YLErp.Commons;
using YLErp.Model.Enum;
using YLErp.Models;
using YLErp.Modules;
using YLErp.Modules.CalculationModule;
using YLErp.Modules.DataProviderModule;
using YLErp.Modules.MarginModule;


namespace YLErp.BLL.MarginCalculation
{
    public class XingYeMarginCalculation : MarginCalculationBase
    {
        // 定义一个静态变量来保存类的实例
        public static readonly XingYeMarginCalculation Instance;

        static XingYeMarginCalculation()
        {
            Instance = new XingYeMarginCalculation();
        }

        // 定义私有构造函数，使外界不能创建该类实例
        protected XingYeMarginCalculation()
        {

        }

        /// <summary>
        /// 完整预付金公式：
        /// </summary>
        /// <param name="req"></param>
        /// <param name="td"></param>
        /// <param name="dt"></param>
        /// <param name="tradeRiskResult"></param>
        /// <returns></returns>
        public static double TradeMargin(RunMarginCalculationReq req, trade td)
        {
            var sourcePath = OtcAppContext.MapPath("~/App_Docs");
            var sourceFileName = Path.Combine(sourcePath, "Delta调整系数表.xlsx");
            DataTable dt = new ExcelHelper().ExcelToDataTable(sourceFileName, "", true);
            UnderlyingDataProvider _underlyingDataProvider = new UnderlyingDataProvider();
            var reqConv = new CalculateRisksForTradesReq
            {
                valueDate = req.settleDate,
                tradeList = new List<trade> { td },
                priceProvider = req.PriceProvider,
                pricingRequest = PricingRequest.Pv | PricingRequest.Delta | PricingRequest.Gamma,
                addVolRateDic = null,
                volType = req.volType,
                isUseTradeVol = PS.Config.IsTradeVol,
                PreciseTimeMode = req.CalcMarginType != Enums.CalcMarginTypeEnum.EodMargin,
                isAddVolPercent = true,
                overrideVolsForTrade = null,
                isMarginCalc = true
            };

            if (req.CalcMarginType == Enums.CalcMarginTypeEnum.EodMargin)
            {
                reqConv.calcScenario = Enums.CalcScenarioEnum.EodSettlement;
            }

            var tradeRiskResult = CalculatorHelper.CalculateRisksForTrades(reqConv);

            double ITM = 0;
            double Margin_part = 0;
            double Margin_part1 = 0;
            double Margin_part2 = 0;
            double maxMarginRate = 0;
            new EodPriceProvider(req.settleDate, false).TryGetEodPrice(td.UnderlyingCode, out var eodPrice);
            double Delta = -1;
            double coefficient = 0;
            var udm = DataCacheProvider.GetUnderlyingDataSource().GetData(td.UnderlyingCode);
            var udmA = new underlying_manager();
            var udmB = new underlying_manager();
            var helper = new RunMarginCalculationHelper(req, _underlyingDataProvider);
            var mpProvider = helper.GetMarginParamProvider(MarginParamTypeEnum.MarginRate | MarginParamTypeEnum.UpDownLimit);
            mpProvider.TryGetMarginRate(td.UnderlyingCode, out var marginRate);

            if (eodPrice == null)
            {
                eodPrice = new EodPrice();
                eodPrice.SettlePrice = td.SpotPrice ?? 0;
            }

            if (td.TradeType == "收益互换")
            {
                Delta = 1;
                ITM = 0;
            }
            else
            {
                if (td.OptionType == "看涨")
                {
                    ITM = (eodPrice.SettlePrice - (td.IsMoneynessOption == "是" ? (td.Strike.Value * td.SpotPrice.Value) : td.Strike.Value));
                    ITM = ITM > 0 ? ITM : 0;
                }
                else
                {
                    ITM = ((td.IsMoneynessOption == "是" ? (td.Strike.Value * td.SpotPrice.Value) : td.Strike.Value) - eodPrice.SettlePrice);
                    ITM = ITM > 0 ? ITM : 0;
                }
                Delta = Math.Round((tradeRiskResult.Results.Where(x => x.Trade.id == td.id).FirstOrDefault().ValueResult.Delta / td.Notional), 2);
            }

            if (td.TradeType == "收益互换" || (td.ExerciseMode == "European" && string.IsNullOrEmpty(td.StructureType)))
            {
                //预付金_part1 = ((ABS(Delta) * VLOOKUP(ABS(ROUND(Delta,2)), Delta调整系数表, 2, FALSE)
                //* 标的结算价 * ABS(标的规模) * 交易所预付金率) + 实值部分 * ABS(标的规模) )
                DataRow[] drs2 = dt.Select("Delta='" + Math.Abs(Delta) + "'", "Delta desc");//维持系数
                if (drs2.Count() > 0)
                    coefficient = Convert.ToDouble(drs2[0]["维持系数"]);
                Margin_part1 = (Math.Abs(Delta) * coefficient
                    * SettlePrice(req.settleDate, td) * Math.Abs(td.TradeAmount) * marginRate);
            }
            else if (udm.CommodityCode == "组合标的" && td.TradeType == "收益互换")
            {
                //1*I2101-1*I2009
                var UnderlyingCode = td.trade_swap.GetUnderlyingCode == null ? td.trade_swap.PayUnderlyingCode : td.trade_swap.GetUnderlyingCode;
                var UnderlyingCodeS = UnderlyingCode.Split(new char[] { '-', '+' }).ToList(); //多字节切割
                //new EodPriceProvider(req.settleDate, false).TryGetEodPrice(UnderlyingCodeS[0].Split('*')[1], out eodPriceA);
                //new EodPriceProvider(req.settleDate, false).TryGetEodPrice(UnderlyingCodeS[1].Split('*')[1], out eodPriceB);
                //udmA = DataCacheProvider.GetUnderlyingDataSource().GetData(UnderlyingCodeS[0].Split('*')[1]);
                //udmB = DataCacheProvider.GetUnderlyingDataSource().GetData(UnderlyingCodeS[1].Split('*')[1]);

                foreach (var code in UnderlyingCodeS)
                {
                    if (code.Contains("*"))
                    {
                        udm = DataCacheProvider.GetUnderlyingDataSource().GetData(code.Split('*')[1]);
                        if (udm.MarginRate != null)
                        {
                            maxMarginRate = maxMarginRate > udm.MarginRate.Value ? maxMarginRate : udm.MarginRate.Value;
                        }
                    }
                }
                //预付金_part1 = (标的A收盘价 - 标的B收盘价) * ABS(标的规模) * 交易所预付金率 * 0.9
                Margin_part1 = (eodPrice.ClosePrice) * Math.Abs(td.TradeAmount) * maxMarginRate * 0.9;
            }
            else if (udm.CommodityCode == "组合标的" && td.ExerciseMode == "European")
            {
                var UnderlyingCode = td.trade_swap.GetUnderlyingCode == null ? td.trade_swap.PayUnderlyingCode : td.trade_swap.GetUnderlyingCode;
                var UnderlyingCodeS = UnderlyingCode.Split(new char[] { '-', '+' }).ToList(); //多字节切割
                //new EodPriceProvider(req.settleDate, false).TryGetEodPrice(UnderlyingCodeS[0].Split('*')[1], out eodPriceA);
                //new EodPriceProvider(req.settleDate, false).TryGetEodPrice(UnderlyingCodeS[1].Split('*')[1], out eodPriceB);
                //udmA = DataCacheProvider.GetUnderlyingDataSource().GetData(UnderlyingCodeS[0].Split('*')[1]);
                //udmB = DataCacheProvider.GetUnderlyingDataSource().GetData(UnderlyingCodeS[1].Split('*')[1]);

                foreach (var code in UnderlyingCodeS)
                {
                    if (code.Contains("*"))
                    {
                        udm = DataCacheProvider.GetUnderlyingDataSource().GetData(code.Split('*')[1]);
                        if (udm.MarginRate != null)
                        {
                            maxMarginRate = maxMarginRate > udm.MarginRate.Value ? maxMarginRate : udm.MarginRate.Value;
                        }
                    }
                }
                //预付金_part1 = (标的A收盘价 + 标的B收盘价)/2 * ABS(标的规模) * 交易所预付金率
                Margin_part1 = ((eodPrice.ClosePrice) / 2) * Math.Abs(td.TradeAmount) * maxMarginRate;
            }
            //预付金_part2 = 期权实值部门 * ABS(标的规模)

            Margin_part2 = ITM * Math.Abs(td.TradeAmount);

            Margin_part = Margin_part2 + Margin_part1;
            return Margin_part;
        }

        /// <summary>
        ///  标的结算价的公式为：
        ///  If 期权类别 = “亚式”：
        ///    If 当前估值日期 <= 亚式采价起始日:
        ///        标的结算价 = 当日收盘价
        ///    Else:
        ///         标的结算价 = (标的前结算价*(已采价期-1) + 当日收盘价* (剩余天数+1))/(已采价期+剩余天数)
        ///  Elseif 期权类别 = “价差欧式” OR 期权类别 = “价差互换” OR "欧式"：
        ///     标的结算价 = 当日结算价
        /// </summary>
        /// <param name="req"></param>
        /// <param name="td"></param>
        /// <returns></returns>
        private static double SettlePrice(DateTime settleDate, trade td)
        {
            EodPrice eodPrice = null;
            double settlePrice = 0;
            new EodPriceProvider(settleDate, false).TryGetEodPrice(td.UnderlyingCode, out eodPrice);
            if (eodPrice == null)
            {
                eodPrice = new EodPrice();
                eodPrice.SettlePrice = td.SpotPrice ?? 0;
            }
            var udm = DataCacheProvider.GetUnderlyingDataSource().GetData(td.UnderlyingCode);
            if (td.TradeType == "亚式期权")
            {
                if (settleDate <= td.trade_asian_option.AveragingPeriodStartDate)
                {
                    return eodPrice.ClosePrice;
                }
                else
                {
                    TimeSpan sp = Convert.ToDateTime(settleDate).Subtract(td.trade_asian_option.AveragingPeriodStartDate.Value);
                    TimeSpan sp1 = Convert.ToDateTime(td.ExerciseDate.Value).Subtract(settleDate);
                    return (eodPrice.SettlePrice * (sp.Days - 1) + eodPrice.ClosePrice * (sp1.Days + 1)) / (sp.Days + sp1.Days);
                }
            }
            else if (udm.CommodityCode == "组合标的" && td.ExerciseMode == "European")
            {
                return eodPrice.SettlePrice;
            }
            else if (udm.CommodityCode == "组合标的" && td.TradeType == "收益互换")
            {
                return eodPrice.SettlePrice;
            }
            else if (td.ExerciseMode == "European")
            {
                return eodPrice.SettlePrice;
            }
            else
                return settlePrice;
        }
    }
}