using YLErp.QdpModule;

namespace YLErp.Modules.TradeModule.Structure_dz
{
    public class DZStructureService : YLBaseService
    {
        public DZStructureService(OptUserInfo userInfo) : base(userInfo)
        {
        }

        public List<Structure> getStructureList(string structure)
        {
            List<Structure> structures = new List<Structure>();
            if (string.IsNullOrWhiteSpace(structure))
            {
                for (int i = 0; i < 4; i++)
                {
                    Structure s = new Structure();
                    s.OptionType = "None";
                    s.Strike = null;
                    s.BarrierPrice = null;
                    s.Multiplier = null;
                    s.RAMP = "";
                    s.IsAccAlSrike = null;
                    structures.Add(s);
                }
            }
            else
            {
                 structures = JsonHelper.Deserialize<List<Structure>>(structure);
            }
            return structures;
        }


        /// <summary>
        /// 生成 string 示例 获取数据可做参考
        /// </summary>
        /// <param name="id"></param>
        /// <returns></returns>
        public void gettrade_structure()
        {
            trade_structure trade_Structure = new trade_structure();
            trade_Structure.UnderlyingCode = "A00";
            trade_Structure.BuySell = "买入";
            trade_Structure.OriginalNotional = 500;
            trade_Structure.SpotPrice = 6500;
            trade_Structure.TradeDate = DateTime.Now.AddDays(-7).ToString("yyyy-MM-dd");
            trade_Structure.ExerciseDate = DateTime.Now.ToString("yyyy-MM-dd");
            trade_Structure.SettlementType = "Cash";

            List<Structure> structures = new List<Structure>();
            List<ObservationDate> observations = new List<ObservationDate>();

            var dt = QdpObservationHelper.GetDatesWithFixedTerm(DateTime.Now.AddDays(-7), DateTime.Now, "1D");
            foreach (var item in dt)
            {
                ObservationDate date = new ObservationDate();
                if (item.Day == 18)
                {
                    date.ValueDate = item.ToString("yyyy-MM-dd");
                    date.FixedPrice = 6666;
                    date.IsClosed = true;
                    date.ClosePrice = 6666;
                }
                else
                {
                    date.ValueDate = item.ToString("yyyy-MM-dd");
                    date.FixedPrice = 6666;
                    date.IsClosed = false;
                    date.ClosePrice = null;
                }
                observations.Add(date);
            }

            for (int i = 0; i < 4; i++)
            {
                Structure structure = new Structure();
                if(i==0)
                {
                    structure.OptionType = "Call";
                    structure.Strike = 6666;
                    structure.BarrierPrice = 7000;
                    structure.Multiplier = 1;
                    structure.RAMP = "";
                    structure.IsAccAlSrike = false;
                }
                else
                {
                    structure.OptionType = "None";
                    structure.Strike = null;
                    structure.BarrierPrice = null;
                    structure.Multiplier = null;
                    structure.RAMP = "";
                    structure.IsAccAlSrike = null;
                }
   
                structures.Add(structure);
            }

            trade_Structure.structures = structures;
            trade_Structure.observations = observations;

            string b = trade_Structure.ToJson();
        }


    }

    public class trade_structure
    {
        public string UnderlyingCode { get; set; }

        public string BuySell { get; set; }

        public double? OriginalNotional { get; set; }

        public double? SpotPrice { get; set; }

        public string TradeDate { get; set; }

        public string ExerciseDate { get; set; }

        public string SettlementType { get; set; }

        public double? Vol { get; set; }

        public List<Structure> structures { get; set; }

        public List<ObservationDate> observations { get; set; }
    }

    public class Structure
    {
        public string OptionType { get; set; }

        public double? Strike { get; set; }

        public double? BarrierPrice { get; set; }

        public double? Multiplier { get; set; }

        public string RAMP { get; set; }

        public bool? IsAccAlSrike { get; set; }
    }

    public class ObservationDate
    {
        public string ValueDate { get; set; }

        public double? FixedPrice { get; set; }

        public bool IsClosed { get; set; }

        public double? ClosePrice { get; set; }
    }
}