using YLErp.Modules.CalculationModule;

namespace YLErp.Modules.EodModule.SettlementModule
{
    /// <summary>
    /// 方顿日终数据接口服务
    /// </summary>
    public class FangDunSettlementService : YLBaseService
    {
        public FangDunSettlementService(OptUserInfo userInfo) : base(userInfo)
        {

        }

        /// <summary>
        /// 获取方顿日终数据1
        /// </summary>
        public List<ResponseTrade> GetEodData1(FangDunEodData1Request req)
        {
            var handleTrades = (from tp in DbContext.eod_trade_position.Where(l => l.ValueDate == req.ValueDate && l.TradeId > 0)
                                join tr in DbContext.eod_trade_risk.Where(l => l.ValueDate == req.ValueDate) on tp.TradeId equals tr.TradeId
                                join x in DbContext.trade.Where(t => t.ValidState != "InValid" && (t.TradeType != "结构化交易" || t.IsGroup == 1) && t.IsGroup != 2) on tp.TradeId equals x.id
                                join tbo in DbContext.trade_barrier_option on tp.TradeId equals tbo.TradeId
                                into tbo
                                from tbo2 in tbo.DefaultIfEmpty()
                                join tao in DbContext.trade_asian_option on tp.TradeId equals tao.TradeId
                                    into tao
                                from tao2 in tao.DefaultIfEmpty()
                                join ta in DbContext.trade_autocall on tp.TradeId equals ta.TradeId
                                    into ta
                                from ta2 in ta.DefaultIfEmpty()
                                join ts in DbContext.trade_snowball on tp.TradeId equals ts.TradeId
                                    into ts
                                from ts2 in ts.DefaultIfEmpty()
                                select new HandleTrade
                                {
                                    tradeModel = x,
                                    trade_Asian_Option = tao2,
                                    TraderId = tp.TradeId,
                                    UnderlyingCode = tp.UnderlyingCode,
                                    TradeType = tp.TradeType,
                                    ordid = x.ParentTradeId == 0 ? x.TradeNumber : DbContext.trade.FirstOrDefault(c => (c.id == x.ParentTradeId && c.TradeType == "结构化交易")).TradeNumber,
                                    groupid = "10038801",
                                    sub_ordid = x.ParentTradeId == 0 ? "0" : x.TradeNumber.Substring(x.TradeNumber.IndexOf("-") + 1),
                                    effective_date_from = x.TradeDate,
                                    effective_date_to = x.ExerciseDate,
                                    ClientId = x.ClientId,
                                    ordname = tp.UnderlyingCode + "-" + (x.OptionType == "看涨" ? "Call" : "Put"),
                                    contract_type_cls = x.TradeType,
                                    long_short_position_cls = x.BuySell == "买入" ? "L" : "S",
                                    put_call_cls = x.OptionType == "看涨" ? "C" : "P",
                                    settlement_type_cls = "C",
                                    exercise_type_cls = x.ExerciseMode == "European" ? "1" : "2",
                                    strike_price = x.Strike,
                                    settlement_currency = "CNY",
                                    pricing_currency = "CNY",
                                    start_date = x.TradeDate,
                                    maturity_date = x.ExerciseDate,
                                    premium_amt = x.TradePrice,
                                    premium_date = x.PremiumPayDate,
                                    participation_rate = x.ParticipationRate,
                                    levelpercentage = 0,
                                    calendar_type_cls = "2",
                                    counterparty_name = x.ClientName,
                                    businessday_convention_cls = "2",
                                    calcrules_cls = "4",
                                    single_multi_cls = "1",
                                    weight_calc_cls = "1",
                                    additionalproduct_type = x.TradeType == "香草期权" ? "普通期权" : "奇异期权",
                                    dis_rate = x.DividendRate,
                                    underlying_stkcode = tp.UnderlyingCode,
                                    caihua_setype0_cls = "5",
                                    initial_spot = x.SpotPrice,
                                    weight_rate = 1,
                                    div_rate = x.DividendRate,
                                    vol_rate = tr.Vol,
                                    fund_rate = x.DividendRate,
                                    barrierType = tbo2.BarrierType,
                                    barrier_value = tbo2.BarrierPrice,
                                    rebate_rate = tbo2.Rebate,
                                    IsMoneynessOption = x.IsMoneynessOption,
                                    KOBarrier = ta2.KOBarrier,
                                    KIBarrier = ta2.KIBarrier,
                                    coupon_rate = ts2.KORebate,
                                    observationdate_list = x.ObservationDateStr,
                                    obsfreq = "每日",//todo 每日
                                    PayoffType = tao2.PayoffType,
                                    notional = tp.Amount * x.SpotPrice,
                                    margin = x.MarginRate,
                                    float_profit_loss = tp.PositionPnL,
                                    accu_profit_loss = tp.ClosedPnL,
                                    npv = tp.Pv,
                                    delta = tr.Delta,
                                    gamma = tr.Gamma,
                                    theta = tr.Theta,
                                    vega = tr.Vega,
                                    rho = tr.Rho * 100,
                                    settle_date = x.SettlementDate.ToString(),
                                    volume = tp.Amount,
                                    cashdelta = tr.DeltaCash,
                                    current_value = (x.TradeSinglePrice),
                                    market_value = (tp.Amount * x.TradeSinglePrice) ?? 0,
                                    pnl = tp.DailyPnL,
                                    stress_test_value = (tr.DeltaCash * 21.68 / 100 + tr.Vega * 0.1),// 单退
                                    underlying_stk_qty = tp.Amount,
                                    underlying_royalty_price = x.TradeSinglePrice,
                                }).ToList();
            var responseTrade = HanderlResponseTradeData(req.ValueDate, handleTrades);
            return responseTrade;
        }

        /// <summary>
        /// 转换成Response
        /// </summary>
        private List<ResponseTrade> HanderlResponseTradeData(DateTime valueDate, List<HandleTrade> handleTrades)
        {
            var responseTrades = new List<ResponseTrade>();
            foreach (var item in handleTrades)
            {
                var responseTrade = new ResponseTrade();
                responseTrade.ordid = item.ordid;
                responseTrade.groupid = item.groupid;
                responseTrade.sub_ordid = item.sub_ordid;
                responseTrade.sac_ordid = item.sac_ordid;
                responseTrade.contract_type_cls = GetTradeTypeAbbreviation(item);
                responseTrade.long_short_position_cls = item.long_short_position_cls;
                responseTrade.put_call_cls = item.put_call_cls;
                responseTrade.settlement_type_cls = item.settlement_type_cls;
                responseTrade.exercise_type_cls = item.exercise_type_cls;
                responseTrade.strike_price = item.strike_price;
                responseTrade.settlement_currency = item.settlement_currency;
                responseTrade.pricing_currency = item.pricing_currency;
                responseTrade.premium_amt = item.premium_amt;
                responseTrade.participation_rate = item.participation_rate;
                responseTrade.levelpercentage = item.levelpercentage;
                responseTrade.calendar_type_cls = item.calendar_type_cls;
                responseTrade.counterparty_name = item.counterparty_name;
                responseTrade.counterparty_sac_ordid = item.counterparty_sac_ordid;
                responseTrade.businessday_convention_cls = item.businessday_convention_cls;
                responseTrade.calcrules_cls = item.calcrules_cls;
                responseTrade.single_multi_cls = item.single_multi_cls;
                responseTrade.weight_calc_cls = item.weight_calc_cls;
                responseTrade.additionalproduct_type = item.additionalproduct_type;
                responseTrade.dis_rate = item.dis_rate;
                responseTrade.underlying_stkcode = item.underlying_stkcode;
                responseTrade.underlying_caihua_trade_market = GetUnderlyingCaihuaTradeMarket(item.underlying_caihua_trade_market);
                responseTrade.caihua_setype0_cls = item.caihua_setype0_cls;
                responseTrade.initial_spot = item.initial_spot;
                responseTrade.weight_rate = item.weight_rate;
                responseTrade.div_rate = item.div_rate;
                responseTrade.vol_rate = item.vol_rate;
                responseTrade.fund_rate = item.fund_rate;
                responseTrade.barrier_type_cls = item.barrier_type_cls;
                responseTrade.barrier_value = item.barrier_value;
                responseTrade.rebate_rate = item.rebate_rate;
                responseTrade.knockout_price = item.knockout_price;
                responseTrade.knockin_price = item.knockin_price;
                responseTrade.coupon_rate = item.coupon_rate;
                responseTrade.observationdate_list = item.observationdate_list;
                responseTrade.observe_start_date = item.observe_start_date;
                responseTrade.observe_end_date = item.observe_end_date;
                responseTrade.obsfreq = item.obsfreq;
                responseTrade.avg_type_cls = item.avg_type_cls;
                responseTrade.discrete_type_cls = item.discrete_type_cls;
                responseTrade.notional = item.notional;
                responseTrade.margin = item.margin;

                var nowPrice = item.cashdelta / item.delta;

                //亚试
                responseTrade.accu_underlying_price_asian = AsianOptionCalcHelper.GetAveragePrice(item.tradeModel, item.trade_Asian_Option, nowPrice, valueDate, out var fixingsCount);

                responseTrade.accu_past_count_asian = fixingsCount;
                responseTrade.float_profit_loss = item.float_profit_loss;
                responseTrade.accu_profit_loss = item.accu_profit_loss;
                responseTrade.npv = item.npv;
                responseTrade.delta = item.delta;
                responseTrade.gamma = item.gamma;
                responseTrade.theta = item.theta;
                responseTrade.vega = item.vega;
                responseTrade.rho = item.rho;
                responseTrade.settle_date = item.settle_date;
                responseTrade.product_code = item.product_code;
                responseTrade.volume = item.volume;
                responseTrade.cashdelta = item.cashdelta;
                responseTrade.current_value = item.current_value;
                responseTrade.market_value = item.market_value;
                responseTrade.pnl = item.pnl;
                using (var db = DbContextFactory.GetYLDbContext())
                {
                    //多退
                    if (db.trade.Any(t => t.ParentTradeId == item.tradeModel.id))
                    {
                        var ids = db.trade.Where(t => t.ParentTradeId == item.tradeModel.id).Select(l => l.id).ToArray();
                        var list = db.eod_trade_risk.Where(t => ids.Contains(t.TradeId)).Select(l => new { l.Vega, l.DeltaCash });
                        double vega = 0;
                        double deltaCash = 0;
                        list.ForEachAsync(t => { vega += t.Vega; deltaCash += t.DeltaCash; });
                        responseTrade.stress_test_value = (deltaCash * 21.68 / 100 + vega * 0.1);
                    }
                    else
                    {
                        responseTrade.stress_test_value = item.stress_test_value;
                    }
                }

                responseTrade.underlying_stk_qty = item.underlying_stk_qty;
                responseTrade.underlying_multiplier = item.underlying_multiplier;
                responseTrade.underlying_royalty_price = item.underlying_royalty_price;
                responseTrade.effective_date_from = ConvertDateToInt(item.effective_date_from);
                responseTrade.effective_date_to = ConvertDateToInt(item.effective_date_to);
                responseTrade.maturity_date = ConvertDateToInt(item.maturity_date);
                responseTrade.premium_date = ConvertDateToInt(item.premium_date);
                responseTrade.start_date = ConvertDateToInt(item.start_date);
                responseTrade.ordname = item.ordname + "-" + Convert.ToDateTime(item.tradeModel.ExerciseDate).ToString("MMdd") + "M-" + item.tradeModel.Strike + "K" + (item.trade_Asian_Option != null ? ("-" + (Convert.ToDateTime(item.trade_Asian_Option?.AveragingPeriodStartDate).ToString("MMdd") ?? Convert.ToDateTime(item.effective_date_from).ToString("MMdd"))) + "OB" : "");

                DoubleIsNan(responseTrade);
                responseTrades.Add(responseTrade);
            }
            return responseTrades;
        }

        private void DoubleIsNan(ResponseTrade rt)
        {

            var t = rt.GetType();
            foreach (System.Reflection.PropertyInfo p in rt.GetType().GetProperties())
            {
                if (p.PropertyType.IsValueType && p.PropertyType.FullName.Contains("Double"))
                {
                    if (p.GetValue(rt) != null)
                    {
                        if (p.GetValue(rt)?.ToString() == "NAN" || !((Double)p.GetValue(rt)).IsNormalize())
                        {
                            p.SetValue(rt, null);
                        }
                    }
                }
            }

        }
        public string GetUnderlyingCaihuaTradeMarket(string TradeMarketName)
        {
            var strCode = "";
            switch (TradeMarketName)
            {
                case "上海证券交易所":
                    strCode = "001002";
                    break;
                case "深圳证券交易所":
                    strCode = "001003";
                    break;
                case "上海期货交易所":
                    strCode = "001008";
                    break;
                case "上海国际能源交易所":
                    strCode = "001061";
                    break;
                case "上海黄金交易所":
                    strCode = "001015";
                    break;
                case "中国金融期货交易所":
                    strCode = "001009";
                    break;
                case "郑州商品交易所":
                    strCode = "001017";
                    break;
                case "大连商品交易所":
                    strCode = "001016";
                    break;
            }
            return strCode;
        }
        /// <summary>
        /// 交易类型 转换简称
        /// </summary>
        /// <param name="t"></param>
        /// <returns></returns>
        public string GetTradeTypeAbbreviation(HandleTrade ht)
        {
            var strType = "";
            switch (ht.tradeModel.TradeType)
            {
                case "香草期权":
                    strType = "VNL";
                    break;
                case "障碍期权":
                    //if (t.trade_barrier_option.BarrierType.Contains("双障碍敲"))
                    //{
                    //    //二元障碍期权
                    //    strType = "BIB";
                    //}
                    //else
                    //{
                    strType = "BRR";
                    //}
                    break;
                case "多触碰点障碍期权": //todo
                    strType = "ACL";
                    break;
                case "亚式期权":
                    var type = ht.PayoffType ?? "";
                    if (type.Contains("Enhanced"))
                    {
                        strType = "ESA";//增强亚式
                    }
                    else
                    {
                        strType = "ASN";//亚式
                    }
                    break;
                case "二元期权":
                    if (ht.tradeModel.ExerciseMode == "European")
                    {
                        strType = "DGT";
                    }
                    else
                    {
                        //一触即发期权
                        strType = "TRN";
                    }
                    break;
                case "结构化交易":
                    strType = "STG";
                    break;
                case "凤凰期权":
                    strType = "PHX";
                    break;
                case "雪球期权":
                    strType = "SNB";
                    break;

                case "区间累计期权":
                    strType = "RAL";
                    break;
                default:
                    strType = "UNK";
                    break;
            }
            return strType;

        }
        /// <summary>
        /// 日期转换int
        /// </summary>
        private static int ConvertDateToInt(DateTime? dt)
        {
            if (dt == null) return 0;

            return dt.Value.Year * 10000 + dt.Value.Month * 100 + dt.Value.Day;
        }

    }

    /// <summary>
    /// 方顿日终数据接口1请求
    /// </summary>
    public class FangDunEodData1Request
    {
        public DateTime ValueDate { get; set; }
    }
}