using Microsoft.VisualStudio.TestTools.UnitTesting;
using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using YLErp.Abstract.DataProviders;
using YLErp.BLL;
using YLErp.DBModels;
using YLErp.Helpers;
using YLErp.Modules.CalculationModule.Abstract;

namespace YLErp.Modules.CalculationModule
{
    [TestClass]
    public class HedgePnlCalcTest : YLUnitTestBase
    {
        [TestMethod]
        public void TestCalculate()
        {
            var valueDate = DateTime.Today;

            var calc = new InnerHedgePnlCalcContext(true, valueDate, "对冲"
                , new InnerUnderlyingPriceProvider()
                , new InnerExchangeOptionPriceProvider(), OptUser).GetHedgePnlCalc();

            var exchangeTrades = GetExchangeTrades();
            var eodTradePositions = GetEodTradePositions();

            var results = calc.Calculate(exchangeTrades, eodTradePositions);

            Assert.AreEqual(results.Count(), 3);
        }

        private IEnumerable<ExchangeTrade> GetExchangeTrades()
        {
            var valueDate = valuedateBLL.ValueDate;

            var un = GetUnderlyingManager(true);

            var baseTrade = new ExchangeTrade
            {
                AssetBookId = 1,
                Comments = "单元测试",
                Commission = 0,
                CommissionType = DBModels.Enums.CommissionType.不收取,
                CreateTime = DateTime.Now,
                ExchangeAccountCode = "TEST",
                ExchangeAccountId = 1,
                ExerciseMode = "European",
                InstrumentType = ConsGlobal.InstrumentType.CommodityFutures,
                IsValid = true,
                MaturityDate = valueDate.AddMonths(1),
                Notional = 100,
                OptionCode = "RB00-C-3400",
                OptionStrike = 3400,
                TradeAmount = 100,
                TradeDate = valueDate.AddDays(-10),
                TradeLots = 10,
                TradeNumber = Guid.NewGuid().ToString("N"),
                TraderId = 1,
                TraderName = "",
                TradeSide = "多头开仓",
                TradeSinglePrice = 16,
                TradeSource = "",
                OptId = 0,
                OptDate = valueDate,
                OptionType = "看涨",
                OptName = "",
                TradeType = "场内期权",
                UnderlyingCode = "RB00",
                UnderlyingId = un.id,
                id = 1
            };

            var td1 = baseTrade.Clone();
            td1.TradeType = "商品期权";
            td1.TradeSinglePrice = 3233;

            var td2 = baseTrade.Clone();
            td2.id = 2;

            var td3 = baseTrade.Clone();
            td3.id = 3;
            td3.OptionCode = "RB00-P-3400";
            td3.OptionType = "看跌";

            return new[] { td1, td2, td3 };
        }

        private IEnumerable<EodTradePosition> GetEodTradePositions()
        {
            return null;
        }
    }

    class InnerHedgePnlCalcContext : HedgePnlCalcContext
    {
        public InnerHedgePnlCalcContext(bool isEodSettle, DateTime valueDate, string volType
            , IPriceProvider underlyingPriceProvider, IPriceProvider exchangeOptionPriceProvider, OptUserInfo optUser)
            : base(isEodSettle, valueDate, volType, underlyingPriceProvider, exchangeOptionPriceProvider, optUser)
        {
            CommissionCalc = new InnerExchangeTradeCommissionCalc();
            ExchangeOptionPriceUseFlag = ExchangeOptionPriceUseFlag.CalcPv;
            UnderlyingDataProvider = new InnerUnderlyingDataProvider();
        }
    }
}