ANTOOZA-BACKEND/Application/Helpers/PaperBatchEngine.cs

using Application.Abstractions.Data;
using Domain.Entities.Paper;
using Domain.Entities.Paper.ValueObject;
using Microsoft.EntityFrameworkCore;

namespace Application.Helpers;

/// <summary>
/// 모의투자 체결·스냅샷 배치 엔진 (d4 M2 체결/스냅샷 배치 구현).
/// D1 이 TargetDate 일별 시세를 적재하면 Pending 주문을 시가/종가로 기표(Fill)하고,
/// 그 직후 전 계좌 좌수 NAV·수익률·MDD 를 산출해 PaperDailySnapshot 을 upsert 한다.
///
/// 스케줄/폴링은 Infrastructure 의 HostedService(PaperFillService)가 담당하고, 여기서는
/// 순수 배치 로직만 다뤄 IAppDbContext 로 단위 테스트가 가능하도록 분리했다.
///
/// 체결 규칙(d4 §③):
///  • 체결가 = FillRule==Open ? Open : Close (당일 OHLCV 단일가 전량 체결, 부분체결 없음)
///  • 매수: fee = floor(gross×FeeRateBp/10000), cost = gross + fee. cost > 예약금이면 거부 + 전액 환원.
///          정산 = SettleBuy(예약금, cost) → 예약 해제 + 미사용분 환급. 평균단가법으로 포지션 갱신.
///  • 매도: fee = floor(gross×FeeRateBp/10000), tax = floor(gross×TaxRateBp/10000), proceeds = gross - fee - tax.
///          realizedPnL = (체결가 - AvgPrice)×수량 - fee - tax. 예약/보유 수량 차감 + 대금 입금.
///  • 시세 부재(휴장·상폐·미적재) → Rejected("시세 없음") + 예약 환원.
///  • 좌수 불변 — 매매는 Equity 만 변동, nav 상승률 = 순수 운용 수익률.
///  • 재실행 멱등 — PaperFill(OrderID UNIQUE) 존재 시 skip, Pending 아니면 skip.
/// </summary>
public static class PaperBatchEngine
{
    /// <summary>체결 결과 요약 (배치 로그/테스트용).</summary>
    public readonly record struct FillPassResult(int Considered, int Filled, int Rejected, int Skipped, int Conflicts);

    /// <summary>스냅샷 결과 요약 (배치 로그/테스트용).</summary>
    public readonly record struct SnapshotPassResult(int Liquidated, int Snapshots);

    /// <summary>
    /// 체결 패스 — loadedDate 이하 TargetDate 의 Pending 주문을 오래된 순으로 기표한다.
    /// 각 주문은 ctxFactory 로 만든 독립 컨텍스트에서 처리 → 주문 단위 트랜잭션 + 낙관적 동시성 격리.
    /// 한 주문의 DbUpdateConcurrencyException 은 건너뛰고(다음 실행 재시도) 패스 전체를 멈추지 않는다.
    /// </summary>
    public static async Task<FillPassResult> RunFillPassAsync(
        Func<IAppDbContext> ctxFactory,
        DateOnly loadedDate,
        CancellationToken ct)
    {
        int feeRateBp;
        int taxRateBp;
        List<int> orderIDs;

        // 대상 주문 목록 + Config 는 읽기 전용 컨텍스트에서 한 번만 로드
        var readCtx = ctxFactory();
        await using (readCtx.ConfigureAwait(false))
        {
            var paper = await readCtx.Config.AsNoTracking().OrderByDescending(c => c.ID).Select(c => c.Paper).FirstOrDefaultAsync(ct);
            feeRateBp = paper?.FeeRateBp ?? 15;
            taxRateBp = paper?.TaxRateBp ?? 18;

            orderIDs = await readCtx.PaperOrder.AsNoTracking()
                .Where(c => c.Status == PaperOrderStatus.Pending && c.TargetDate <= loadedDate)
                .OrderBy(c => c.CreatedAt).ThenBy(c => c.ID)
                .Select(c => c.ID)
                .ToListAsync(ct);
        }

        var filled = 0;
        var rejected = 0;
        var skipped = 0;
        var conflicts = 0;

        foreach (var orderID in orderIDs)
        {
            if (ct.IsCancellationRequested)
            {
                break;
            }

            var outcome = await FillOneAsync(ctxFactory, orderID, feeRateBp, taxRateBp, ct);

            switch (outcome)
            {
                case FillOutcome.Filled:
                    filled++;
                    break;
                case FillOutcome.Rejected:
                    rejected++;
                    break;
                case FillOutcome.Conflict:
                    conflicts++;
                    break;
                default:
                    skipped++;
                    break;
            }
        }

        return new FillPassResult(orderIDs.Count, filled, rejected, skipped, conflicts);
    }

    private enum FillOutcome { Skipped, Filled, Rejected, Conflict }

    private static async Task<FillOutcome> FillOneAsync(
        Func<IAppDbContext> ctxFactory,
        int orderID,
        int feeRateBp,
        int taxRateBp,
        CancellationToken ct)
    {
        var db = ctxFactory();
        await using (db.ConfigureAwait(false))
        {
            var order = await db.PaperOrder.FirstOrDefaultAsync(c => c.ID == orderID, ct);

            if (order is null || order.Status != PaperOrderStatus.Pending)
            {
                return FillOutcome.Skipped;
            }

            // 멱등 — 이미 체결(PaperFill) 존재 시 skip
            if (await db.PaperFill.AnyAsync(c => c.OrderID == orderID, ct))
            {
                return FillOutcome.Skipped;
            }

            var account = await db.PaperAccount.FirstOrDefaultAsync(c => c.ID == order.AccountID, ct);
            if (account is null)
            {
                return FillOutcome.Skipped;
            }

            // TargetDate 시세 조회 (Stock.Code → Stock.ID → StockDailyPrice)
            var stockID = await db.Stock.AsNoTracking().Where(c => c.Code == order.StockCode).Select(c => (int?)c.ID).FirstOrDefaultAsync(ct);
            StockPrice? price = null;
            if (stockID is not null)
            {
                price = await db.StockDailyPrice.AsNoTracking()
                    .Where(c => c.StockID == stockID.Value && c.TradingDate == order.TargetDate)
                    .Select(c => (StockPrice?)new StockPrice(c.Open, c.Close))
                    .FirstOrDefaultAsync(ct);
            }

            // 시세 부재 → 거부 + 예약 환원
            if (price is null)
            {
                RejectAndRelease(order, account, await LoadPositionAsync(db, order, ct), "시세 없음");
                return await CommitAsync(db, ct) ? FillOutcome.Rejected : FillOutcome.Conflict;
            }

            var fillPrice = order.FillRule == PaperFillRule.Open ? price.Value.Open : price.Value.Close;

            if (fillPrice <= 0)
            {
                RejectAndRelease(order, account, await LoadPositionAsync(db, order, ct), "체결가 오류");
                return await CommitAsync(db, ct) ? FillOutcome.Rejected : FillOutcome.Conflict;
            }

            var gross = fillPrice * order.Quantity;
            var fee = Math.Floor(gross * feeRateBp / 10000m);

            if (order.Side == PaperOrderSide.Buy)
            {
                var cost = gross + fee;

                // 예약금(±35% 버퍼) 초과 → 거부 + 예약 전액 환원
                if (cost > order.ReservedAmount)
                {
                    order.MarkRejected("예약금 초과");
                    if (order.ReservedAmount > 0)
                    {
                        account.ReleaseBuyReserve(order.ReservedAmount);
                    }
                    return await CommitAsync(db, ct) ? FillOutcome.Rejected : FillOutcome.Conflict;
                }

                account.SettleBuy(order.ReservedAmount, cost);

                var position = await LoadPositionAsync(db, order, ct);
                if (position is null)
                {
                    position = PaperPosition.Create(account.ID, order.StockCode, 0, 0m);
                    db.PaperPosition.Add(position);
                }
                position.ApplyBuy(order.Quantity, fillPrice);

                db.PaperFill.Add(PaperFill.Create(order.ID, fillPrice, order.Quantity, fee, 0m, gross, order.TargetDate));
                order.MarkFilled();
            }
            else
            {
                var tax = Math.Floor(gross * taxRateBp / 10000m);
                var proceeds = gross - fee - tax;

                var position = await LoadPositionAsync(db, order, ct);
                if (position is null || position.Quantity < order.Quantity || position.ReservedQuantity < order.Quantity)
                {
                    // 매도 체결 시점에 포지션이 어긋나면(비정상) 거부 + 예약 환원 시도
                    RejectAndRelease(order, account, position, "보유 수량 부족");
                    return await CommitAsync(db, ct) ? FillOutcome.Rejected : FillOutcome.Conflict;
                }

                var realizedPnL = (fillPrice - position.AvgPrice) * order.Quantity - fee - tax;
                position.ApplySell(order.Quantity);
                account.AddCash(proceeds);

                db.PaperFill.Add(PaperFill.Create(order.ID, fillPrice, order.Quantity, fee, tax, gross, order.TargetDate, realizedPnL));
                order.MarkFilled();
            }

            return await CommitAsync(db, ct) ? FillOutcome.Filled : FillOutcome.Conflict;
        }
    }

    /// <summary>거부 처리 + 사이드별 예약 환원 (매수: 예약금, 매도: 예약 수량).</summary>
    private static void RejectAndRelease(PaperOrder order, PaperAccount account, PaperPosition? position, string reason)
    {
        order.MarkRejected(reason);

        if (order.Side == PaperOrderSide.Buy)
        {
            if (order.ReservedAmount > 0)
            {
                account.ReleaseBuyReserve(order.ReservedAmount);
            }
        }
        else if (position is not null && position.ReservedQuantity >= order.Quantity)
        {
            position.ReleaseSellReserve(order.Quantity);
        }
    }

    private static async Task<PaperPosition?> LoadPositionAsync(IAppDbContext db, PaperOrder order, CancellationToken ct)
    {
        return await db.PaperPosition.FirstOrDefaultAsync(c => c.AccountID == order.AccountID && c.StockCode == order.StockCode, ct);
    }

    /// <summary>SaveChanges — 낙관적 동시성 충돌은 false 로 신호(다음 실행 재시도).</summary>
    private static async Task<bool> CommitAsync(IAppDbContext db, CancellationToken ct)
    {
        try
        {
            await db.SaveChangesAsync(ct);
            return true;
        }
        catch (DbUpdateConcurrencyException)
        {
            return false;
        }
    }

    private readonly record struct StockPrice(int Open, int Close);

    /// <summary>
    /// 스냅샷 패스 — tradeDate 기준 (1) 상폐 포지션 강제청산 (2) 전 계좌 좌수 NAV·수익률·MDD upsert.
    /// 단일 컨텍스트에서 수행하며, 상폐 청산은 시스템 주문/체결로 정상 회계 흐름을 태운다.
    /// 재실행 시 동일 (AccountID, TradeDate) 스냅샷을 덮어쓰므로 멱등하다.
    /// </summary>
    public static async Task<SnapshotPassResult> RunSnapshotPassAsync(
        IAppDbContext db,
        DateOnly tradeDate,
        int feeRateBp,
        int taxRateBp,
        CancellationToken ct)
    {
        var liquidated = await LiquidateDelistedAsync(db, tradeDate, feeRateBp, taxRateBp, ct);

        // 활동 계좌 = 좌수 보유 or 포지션 보유 계좌
        var accounts = await db.PaperAccount.ToListAsync(ct);
        var snapshots = 0;

        foreach (var account in accounts)
        {
            if (ct.IsCancellationRequested)
            {
                break;
            }

            var positions = await db.PaperPosition.AsNoTracking()
                .Where(c => c.AccountID == account.ID && c.Quantity > 0)
                .Select(c => new { c.StockCode, c.Quantity })
                .ToListAsync(ct);

            // 활동이 없고 좌수도 없으면 스냅샷 skip
            if (account.Units <= 0 && positions.Count == 0)
            {
                continue;
            }

            var closes = await GetClosesAtAsync(db, positions.Select(c => c.StockCode).Distinct().ToList(), tradeDate, ct);
            var positionsValue = 0m;
            foreach (var p in positions)
            {
                if (closes.TryGetValue(p.StockCode, out var close))
                {
                    positionsValue += close * p.Quantity;
                }
            }

            var token = account.Token + account.ReservedToken;
            var equity = token + positionsValue;
            var nav = account.Units > 0 ? equity / account.Units : 1m;

            var prior = await db.PaperDailySnapshot.AsNoTracking()
                .Where(c => c.AccountID == account.ID && c.TradeDate < tradeDate)
                .OrderByDescending(c => c.TradeDate)
                .Select(c => new { c.UnitNav, c.PeakEquity, c.MddBp })
                .FirstOrDefaultAsync(ct);

            var priorNav = prior?.UnitNav ?? 1m;
            var priorPeak = prior?.PeakEquity ?? 0m;
            var priorMdd = prior?.MddBp ?? 0;

            var dailyReturnBp = priorNav > 0 ? (int)Math.Round((nav / priorNav - 1m) * 10000m) : 0;
            var cumReturnBp = (int)Math.Round((nav - 1m) * 10000m);
            var peakEquity = Math.Max(priorPeak, equity);
            var drawdownBp = peakEquity > 0 ? (int)Math.Round((peakEquity - equity) / peakEquity * 10000m) : 0;
            var mddBp = Math.Max(priorMdd, drawdownBp);

            var fillCountCum = await db.PaperFill.AsNoTracking()
                .CountAsync(c => c.Order!.AccountID == account.ID && c.PriceDate <= tradeDate, ct);

            var existing = await db.PaperDailySnapshot.FirstOrDefaultAsync(c => c.AccountID == account.ID && c.TradeDate == tradeDate, ct);
            if (existing is null)
            {
                db.PaperDailySnapshot.Add(PaperDailySnapshot.Create(account.ID, tradeDate, token, positionsValue, equity, nav, dailyReturnBp, cumReturnBp, peakEquity, mddBp, fillCountCum));
            }
            else
            {
                existing.Update(token, positionsValue, equity, nav, dailyReturnBp, cumReturnBp, peakEquity, mddBp, fillCountCum);
            }

            snapshots++;
        }

        await db.SaveChangesAsync(ct);

        return new SnapshotPassResult(liquidated, snapshots);
    }

    /// <summary>
    /// 상폐(IsActive=false) 종목 보유 포지션을 최종 거래일 종가로 강제 청산한다 (d4 §⑨).
    /// 시스템 매도 주문(Filled) + 체결(PaperFill)을 생성해 정상 회계 흐름을 태운다 — 멱등:
    /// 이미 청산된(Quantity=0) 포지션은 대상이 아니다.
    /// </summary>
    private static async Task<int> LiquidateDelistedAsync(
        IAppDbContext db,
        DateOnly tradeDate,
        int feeRateBp,
        int taxRateBp,
        CancellationToken ct)
    {
        var delistedCodes = await db.Stock.AsNoTracking().Where(c => !c.IsActive).Select(c => c.Code).ToListAsync(ct);
        if (delistedCodes.Count == 0)
        {
            return 0;
        }

        var positions = await db.PaperPosition
            .Where(c => c.Quantity > 0 && delistedCodes.Contains(c.StockCode))
            .ToListAsync(ct);

        if (positions.Count == 0)
        {
            return 0;
        }

        var count = 0;

        foreach (var position in positions)
        {
            var stockID = await db.Stock.AsNoTracking().Where(c => c.Code == position.StockCode).Select(c => (int?)c.ID).FirstOrDefaultAsync(ct);
            if (stockID is null)
            {
                continue;
            }

            var last = await db.StockDailyPrice.AsNoTracking()
                .Where(c => c.StockID == stockID.Value)
                .OrderByDescending(c => c.TradingDate)
                .Select(c => new { c.Close, c.TradingDate })
                .FirstOrDefaultAsync(ct);

            var lastClose = last?.Close ?? 0;
            var lastDate = last?.TradingDate ?? tradeDate;
            var qty = position.Quantity;
            var gross = (decimal)lastClose * qty;
            var fee = Math.Floor(gross * feeRateBp / 10000m);
            var tax = Math.Floor(gross * taxRateBp / 10000m);
            var proceeds = gross - fee - tax;
            if (proceeds < 0)
            {
                proceeds = 0;
            }
            var realizedPnL = (lastClose - position.AvgPrice) * qty - fee - tax;

            var account = await db.PaperAccount.FirstOrDefaultAsync(c => c.ID == position.AccountID, ct);
            if (account is null)
            {
                continue;
            }

            // 시스템 매도 주문(예약 없음, 즉시 Filled) → 정상 회계 흐름
            var order = PaperOrder.Create(account.ID, position.StockCode, PaperOrderSide.Sell, PaperFillRule.Close, qty, 0m, lastDate, DateTime.UtcNow);
            order.MarkFilled();
            db.PaperOrder.Add(order);

            position.ForceLiquidate();
            account.AddCash(proceeds);

            db.PaperFill.Add(PaperFill.CreateFor(order, lastClose, qty, fee, tax, gross, lastDate, realizedPnL));

            count++;
        }

        await db.SaveChangesAsync(ct);
        return count;
    }

    /// <summary>지정 거래일(tradeDate) 종가 맵 — 해당일 시세가 없으면 가장 최근 종가로 fallback.</summary>
    private static async Task<Dictionary<string, decimal>> GetClosesAtAsync(
        IAppDbContext db,
        IReadOnlyCollection<string> stockCodes,
        DateOnly tradeDate,
        CancellationToken ct)
    {
        var result = new Dictionary<string, decimal>();
        if (stockCodes.Count == 0)
        {
            return result;
        }

        var idByCode = await db.Stock.AsNoTracking().Where(c => stockCodes.Contains(c.Code)).Select(c => new { c.Code, c.ID }).ToListAsync(ct);

        foreach (var s in idByCode)
        {
            var atDate = await db.StockDailyPrice.AsNoTracking()
                .Where(c => c.StockID == s.ID && c.TradingDate <= tradeDate)
                .OrderByDescending(c => c.TradingDate)
                .Select(c => (int?)c.Close)
                .FirstOrDefaultAsync(ct);

            if (atDate.HasValue)
            {
                result[s.Code] = atDate.Value;
            }
        }

        return result;
    }
}