using Qdp.Foundation.Implementations;
using Qdp.Pricing.Base.Implementations;
using YLErp.Abstract.DataProviders;
using YLErp.Modules.DataProviderModule;
using YLErp.Modules.SalesModule;
using YLErp.Modules.TradeModule.DealModule;
using YLErp.QdpModule;

namespace YLErp.Modules.TradeModule
{
    /// <summary>
    /// 
    /// </summary>
    public class TradeRangeAccrualService : ExoticOptionModule.TradeCashServiceEx
    {
        public TradeRangeAccrualService(OptUserInfo userInfo) : base(userInfo)
        {
        }

        public TradeRangeAccrualService(YLBaseService baseService) : base(baseService)
        {
        }

        public void CheckStatus(DateTime valueDate, IEodPriceProviderV2 priceProvider, DateTime? startDate = null
            , Action<OtcTrade, trade_rangeaccrual> afterKnowInOut = null, IEnumerable<int> clienIds = null)
        {
            if (priceProvider is null)
            {
                priceProvider = new EodPriceProvider(valueDate);
            }

            if (startDate == null)
            {
                startDate = valueDate.AddYears(-5);
            }

            var query = from trade in DbContext.trade
                        join rangeaccrual in DbContext.trade_rangeaccrual on trade.id equals rangeaccrual.TradeId
                        where trade.TradeDate > startDate.Value && trade.TradeDate <= valueDate && trade.ExerciseDate >= valueDate
                            && (trade.TradeType == "区间累积期权")
                            && ConsTrade.确认成交 == trade.TradeStatus
                            && trade.ValidState != ConsGlobal.InValid
                            && trade.DividendDate < valueDate
                        select new
                        {
                            trade,
                            tradeRange = rangeaccrual
                        };
            #region 增加客户筛选 tw
            if (clienIds != null)
            {
                query = query.Where(l => clienIds.Contains(l.trade.ClientId));
            }
            #endregion
            var trades = query.ToList();

            if (trades == null || !trades.Any())
            {
                return;
            }

            var tradeIds = trades.Select(x => x.trade.id).ToArray();

            var manuallyTradeObservationPrices = DbContext.manually_trade_observation_price
                .Where(x => tradeIds.Contains(x.TradeId) && x.ValueDate == valueDate).ToDictionary(n => n.TradeId);

            foreach (var tr in trades)
            {
                if (tr.trade.ExerciseDate < valueDate)
                {
                    continue;//已到期交易不再观察;
                }
                var tradeStatus = tr.trade.TradeStatus;

                double closePrice;

                if (manuallyTradeObservationPrices.TryGetValue(tr.trade.id, out var manuallyTradeObservationPrice))
                {
                    closePrice = manuallyTradeObservationPrice.Price ?? 0;
                }
                else if (!priceProvider.TryGetEodPrice(tr.trade.UnderlyingCode, out var eodprice))
                {
                    throw new Exception($"[{tr.trade.TradeType}:{tr.trade.TradeNumber}]标的:{tr.trade.UnderlyingCode} 未找到结算价");
                }
                else
                {
                    closePrice = eodprice.ClosePrice;
                }

                CheckRangeAccrualBonus(tr.trade, tr.tradeRange, valueDate, closePrice);

                if (tradeStatus != tr.trade.TradeStatus)
                {
                    //删除E/Bod_Trade记录
                    RemoveEodTradeAndFutureInfo(false, tr.trade.id, valueDate);
                }

                if (afterKnowInOut != null && DbContext.Entry(tr.tradeRange).State == EntityState.Modified)
                {
                    afterKnowInOut(tr.trade, tr.tradeRange);
                }
            }

            DbContext.SaveChanges();
        }

        public void CheckRangeAccrualBonus(OtcTradeBase trade, trade_rangeaccrual tradeRange, DateTime valueDate, double closePrice)
        {
            var tcQuery = from x in DbContext.trade_cash
                          where x.TradeId == trade.id && x.ValidState != ConsGlobal.InValid
                          && !x.IsDeleted && x.Action == "系统操作-平仓费"
                          && x.ValueDate > valueDate && (x.ConfirmDate > valueDate || x.ConfirmDate == DateTime.MinValue)
                          && x.UnwindNotional < x.Notional
                          select x;

            var notional = (ConsTrade.TradeCompleteStatus.Contains(trade.TradeStatus) && trade.UnWindDate <= valueDate
                  ? 0 : trade.Notional) + (tcQuery.Sum(x => x.UnwindNotional) ?? 0);

            if (CheckRangeAccrualBonus(trade, tradeRange, valueDate, closePrice, notional, out var couponCash))
            {
                SaveObservation(trade, tradeRange, valueDate, couponCash, notional);
                //这里要保存,否则下面查询的时候,查不到最后一天的票息记录.
                DbContext.SaveChanges();
            }

            //到期日生成票息资金记录
            if (valueDate.Date == trade.ExerciseDate.Value.Date)
            {
                trade.UnWindDate = valueDate.Date;
                trade.TradeStatus = ConsTrade.已到期;

                var happenedObservations = DbContext.autocall_observation.Where(o => o.TradeId == trade.id).ToList();

                var totalPaymentAmount = happenedObservations?.Sum(x => x.PaymentAmount) ?? 0;
                totalPaymentAmount += trade.PrincipalSum() * (trade.BuySell == "卖出" ? -1 : 1);

                var parentTradeId = 0;
                var parentTradeCashId = 0;
                if (trade.IsGroup == 2 && trade.ParentTradeId > 0)
                {
                    var groupAction = DbContext.trade_cash_group_action.FirstOrDefault(x => x.TradeId == trade.id && x.Status != "已完成");
                    if (groupAction != null)
                    {
                        groupAction.Status = "已完成";
                        parentTradeCashId = groupAction.ParentTradeCashId;
                        parentTradeId = groupAction.ParentTradeId;
                    }
                    else
                    {
                        parentTradeId = trade.ParentTradeId;
                        parentTradeCashId = SaveGroupUnwindCash(trade, valueDate, totalPaymentAmount, closePrice, out bool continueTradeCashHandle).id;
                    }
                }

                SaveCash(trade, ClientCashInCashOut.系统操作_票息, null, totalPaymentAmount, valueDate, closePrice, valueDate, isLastAction: true, parentTradeId: parentTradeId, parentTradeCashId: parentTradeCashId);

                //生成确认书
                if (PS.Config.IsAutoGenerateContracts && ConsTrade.TradeCompleteStatus.Contains(trade.TradeStatus))
                {
                    //修改销售提成的状态
                    new SalesCommissionDataService(this).SetCommissionVaild(trade.id);
                    new TradeContractGenerateService(this).GenerateContractsAsync(new List<int> { trade.id });
                }
            }
        }

        public static bool CheckRangeAccrualBonus(OtcTradeBase trade, trade_rangeaccrual tradeRange, DateTime valueDate, double closePrice, double notional, out double couponCash)
        {
            couponCash = 0;

            if (trade is null || tradeRange is null)
            {
                return false;
            }

            var observDates = QdpHelper.ParseObservationDate(tradeRange.ObservationDates)?.ToArray();

            if (observDates == null)
            {
                observDates = CalendarImpl.Get("chn").BizDaysBetweenDatesInclEndDay(trade.TradeDate.Value, trade.ExerciseDate.Value).ToArray();
            }

            if (observDates != null && observDates.Contains(new Date(valueDate)))
            {
                var upperRange = trade.IsMoneynessOptionData ? tradeRange.UpperRange * trade.SpotPrice.Value : tradeRange.UpperRange;
                var lowerRange = trade.IsMoneynessOptionData ? tradeRange.LowerRange * trade.SpotPrice.Value : tradeRange.LowerRange;

                //有区间收益
                if (closePrice < upperRange && closePrice > lowerRange)
                {
                    couponCash = tradeRange.BonusRate * notional * (trade.SpotPrice ?? 0) / observDates.Length * (trade.BuySell == "卖出" ? -1 : 1);

                    return true;
                }
            }

            return false;
        }

        public autocall_observation SaveObservation(OtcTradeBase trade, trade_rangeaccrual rangeaccrual, DateTime valueDate, double couponCash, double notional, bool saveChanges = true)
        {
            var observationRecord = DbContext.autocall_observation.FirstOrDefault(o => o.TradeId == trade.id && o.EndDate == valueDate.Date);
            if (observationRecord == null)
            {
                observationRecord = new autocall_observation()
                {
                    TradeId = trade.id,
                    StartDate = valueDate.Date,
                    EndDate = valueDate.Date,
                    CouponRate = rangeaccrual.BonusRate,
                    StockEqvNotional = notional * (trade.SpotPrice ?? 0),
                    PaymentAmount = couponCash,
                    PaymentDate = trade.ExerciseDate.Value.Date
                };
                if (saveChanges)
                {
                    DbContext.autocall_observation.Add(observationRecord);
                }
            }
            else
            {
                observationRecord.StartDate = valueDate.Date;
                observationRecord.EndDate = valueDate.Date;
                observationRecord.CouponRate = rangeaccrual.BonusRate;
                observationRecord.StockEqvNotional = notional * (trade.SpotPrice ?? 0);
                observationRecord.PaymentAmount = couponCash;
                observationRecord.PaymentDate = trade.ExerciseDate.Value.Date;
            }
            return observationRecord;
        }

        public double GetRangeCoupon(int tradeId, DateTime valueDate, double price)
        {
            var trade = DbContext.trade.AsNoTracking().FirstOrDefault(t => t.id == tradeId);
            var tradeRangeAccrual = DbContext.trade_rangeaccrual.AsNoTracking().FirstOrDefault(t => t.TradeId == tradeId);
            return GetRangeCoupon(trade, tradeRangeAccrual, valueDate, price);
        }

        public double GetRangeCoupon(OtcTradeBase trade, trade_rangeaccrual tradeRangeAccrual, DateTime valueDate, double price)
        {
            if (trade == null || tradeRangeAccrual == null)
            {
                return 0.0;
            }

            var tradeCashs = DbContext.trade_cash.AsNoTracking().Where(x => x.ValidState != ConsGlobal.InValid && !x.IsDeleted && x.TradeId == trade.id && x.Action == "系统操作-平仓费" && (x.ValueDate > valueDate && (x.ConfirmDate > valueDate || x.ConfirmDate == DateTime.MinValue)) && x.UnwindNotional < x.Notional).ToList();
            var notional = (ConsTrade.TradeCompleteStatus.Contains(trade.TradeStatus) && trade.UnWindDate <= valueDate ? 0 : trade.Notional) + tradeCashs.Sum(x => x.UnwindNotional).Value;

            var observDates = QdpHelper.ParseObservationDate(tradeRangeAccrual.ObservationDates)?.ToArray();
            if (observDates == null)
            {
                observDates = CalendarImpl.Get("chn").BizDaysBetweenDatesInclEndDay(
                    new Date(trade.TradeDate.Value), new Date(trade.ExerciseDate.Value)).ToArray();
            }

            var upperRange = trade.IsMoneynessOptionData ? tradeRangeAccrual.UpperRange * (trade.SpotPrice ?? 0) : tradeRangeAccrual.UpperRange;
            var lowerRange = trade.IsMoneynessOptionData ? tradeRangeAccrual.LowerRange * (trade.SpotPrice ?? 0) : tradeRangeAccrual.LowerRange;

            if (price < upperRange && price > lowerRange)
            {
                return (observDates != null && observDates.Length > 0) ?
                tradeRangeAccrual.BonusRate * notional * (trade.SpotPrice ?? 0) / observDates.Length :
                tradeRangeAccrual.BonusRate * notional * (trade.SpotPrice ?? 0);
            }
            else
            {
                return 0.0;
            }
        }
    }
}