从山证v2.3.0拷贝

YLErpDAL/Modules/EodModule/QueryModule/DongZhengEodTradePositionExportService.cs

@@ -0,0 +1,452 @@
+using BaseOUDAL;
+using YLErp.Abstract.DataProviders;
+using YLErp.BLL;
+using YLErp.Helpers;
+using YLErp.Model;
+using YLErp.Modules.CalculationModule;
+using YLErp.Modules.DataProviderModule;
+using YLErp.Modules.EodModule.SettlementModule;
+using YLErp.Office;
+using YLErp.QdpModule;
+
+namespace YLErp.Modules.EodModule.QueryModule
+{
+    /// <summary>
+    /// 东证日终存续交易导出服务
+    /// </summary>
+    public class DongZhengEodTradePositionExportService : YLBaseService
+    {
+        public DongZhengEodTradePositionExportService(OptUserInfo optUser) : base(optUser)
+        {
+
+        }
+
+        public void ExportDongZhengZipFile(DateTime valueDate)
+        {
+
+            if (QdpCalendarHelper.GetNonHoliday(valueDate) != valueDate)
+            {
+                throw new ServiceException($"所选日期'{valueDate:yyyy-MM-dd}'不是交易日!");
+            }
+
+            if (!DbContext.eodStatus.Any(n => n.ValueDate == valueDate && n.Status == "已收盘"))
+            {
+                throw new ServiceException($"所选日期'{valueDate:yyyy-MM-dd}'未收盘!");
+            }
+
+            List<eod_position_dz> eods = GetEodPosition(valueDate);
+            List<client_dz> clients = GetClients(valueDate);
+
+            var dateStr = valueDate.ToString("yyyyMMdd");
+            var fileName = $"RH_Otc_Option_List.{dateStr}";
+
+            var zipFileName = $"{fileName}.zip";
+
+            var targetPath = Path.Combine("F:");
+            if (!Directory.Exists(targetPath))
+            {
+                targetPath = Path.Combine("D:\\list\\wait", dateStr);
+                if (!Directory.Exists(targetPath))
+                {
+                    Directory.CreateDirectory(targetPath);
+                }
+            }
+            else
+            {
+                targetPath = Path.Combine("F:\\list\\wait", dateStr);
+                if (!Directory.Exists(targetPath))
+                {
+                    Directory.CreateDirectory(targetPath);
+                }
+            }
+
+            var marketZipFile = Path.Combine(targetPath, zipFileName);
+            if (File.Exists(marketZipFile))
+            {
+                File.Delete(marketZipFile);
+            }
+
+            var excelFileName = $"{fileName}.xlsx";
+            var targetFileName = Path.Combine(targetPath, excelFileName);
+            var path = Path.Combine(targetPath, targetFileName);
+            if (File.Exists(path))
+            {
+                File.Delete(path);
+            }
+
+            var modelDict = new Dictionary<string, object>();
+            if (eods != null)
+            {
+                modelDict.Add("存续交易", eods);
+            }
+            if (clients != null)
+            {
+                modelDict.Add("客户信息", clients);
+            }
+
+            var sourcePath = OtcAppContext.MapPath("~/App_Docs/导出模板");
+            var sourceFileName = Path.Combine(sourcePath, "东证RH_Otc_Option_List.xlsx");
+            var pdffile = ExcelTemplate.GeneratePDFFromExeclTemplate(sourcePath, sourceFileName, modelDict, targetPath, targetFileName, shouldDeleteSheet: true, needToPdf: false);
+            ZipHelper.zipOnlyFile(pdffile, marketZipFile, "Dzrh@2022");
+            File.Delete(targetFileName);
+        }
+
+        private List<eod_position_dz> GetEodPosition(DateTime valueDate)
+        {
+            using (var basedb = new ErpBaseContext())
+            {
+                EodPriceProvider eodPrice = new EodPriceProvider(valueDate, isDiviendPrice: false);
+                eodPrice.Initialize();
+                double riskFreeRate = (valuedateBLL.SystemDate.RiskFreeRate / 100).Normalize();
+                IEodVolProvider eodVolProvider = EodVolProviderFactory.GetEodVolProvider(valueDate, "持仓");
+                List<trade> otcTrades = OtcTrades(valueDate);
+
+                var eodTradeQuery = DbContext.eod_trade.Where(et => et.ValueDate == valueDate && et.TradeId > 0 && et.TradeType != "结构化交易" && et.ClientId > 0 && ConsTrade.NeedMarginTradeStatusList.Contains(et.TradeStatus));
+
+                var query = from trade in eodTradeQuery
+                            join tradeOrigin in DbContext.trade on trade.TradeId equals tradeOrigin.id
+                            join po in DbContext.eod_trade_position.Where(x => x.ValueDate == valueDate) on trade.TradeId equals po.TradeId into position
+                            from po in position.DefaultIfEmpty()
+                            where (tradeOrigin.TradeType != "结构化交易" && tradeOrigin.IsGroup != 1 || tradeOrigin.IsGroup == 1 && tradeOrigin.TradeType == "结构化交易")
+                         && (tradeOrigin.IsGroup != 2 || tradeOrigin.IsGroup == 2 && tradeOrigin.TradeType == "收益互换")
+                         && tradeOrigin.ValidState != ConsGlobal.InValid
+                            select new eod_position_dz
+                            {
+                                TradeId = tradeOrigin.id,
+                                TradeType = tradeOrigin.IsGroup == 1 ? tradeOrigin.StructureType : tradeOrigin.TradeType,
+                                ClientId = tradeOrigin.ClientId,
+                                TradeNumber = tradeOrigin.TradeNumber,
+                                TradeDate = tradeOrigin.TradeDate,
+                                ExerciseDate = tradeOrigin.ExerciseDate,
+                                PrincipalRate = tradeOrigin.PrincipalRate ?? 0,
+                                BasisUnderlyingCode = tradeOrigin.BasisUnderlyingCode,
+                                BasisGap = tradeOrigin.BasisGap ?? 0,
+                                Lots = tradeOrigin.Lots ?? 0,
+                                ParticipationRate = tradeOrigin.ParticipationRate ?? 0,
+                                NoRiskRate = tradeOrigin.NoRiskRate ?? 0,
+                                UnderlyingCode = trade.UnderlyingCode,
+                                UnderlyingPrice = null,
+                                ValueDate = valueDate,
+                                TradeJson = trade.TradeJson,
+                                PvDouble = 0,
+                                PnlDouble = 0,
+                                InstrumentType = tradeOrigin.UnderlyingInstrumentType,
+                                IsGroup = tradeOrigin.IsGroup,
+                                SettlementType = tradeOrigin.SettlementType,
+                                Margin = po == null ? 0 : po.Margin,
+                                Pv = po == null ? 0 : PS.Config.IsPVRounded ? po.RoundedPv : po.Pv,
+                            };
+
+                var queryList = query.ToList();
+
+                var underlyingDataSource = DataCacheProvider.GetUnderlyingDataSource();
+                var varietyDataSource = DataCacheProvider.GetVarietyDataSource();
+                var clients = DataCacheProvider.GetClientDataSource();
+
+                var varietyTypeList = (from i in basedb.DictionaryItems join d in basedb.Dictionaries on i.DictId equals d.Id where d.Name == "品种类型" select i).ToList();
+                var assetTypeList = (from i in basedb.DictionaryItems join d in basedb.Dictionaries on i.DictId equals d.Id where d.Name == "资产类型" select i).ToList();
+                GetUpDownLimitPrices(otcTrades, eodPrice, out IPriceProvider upLimitPrices, out IPriceProvider downLimitPrices);
+
+                foreach (var x in queryList)
+                {
+                    var um = underlyingDataSource.GetData(x.UnderlyingCode);
+
+                    if (um != null)
+                    {
+                        if (um.IsSynthetic())
+                        {
+                            var sy = underlyingDataSource.GetSyntheticUnderlying(x.UnderlyingCode);
+                            if (sy != null)
+                            {
+                                x.SyntheticUnderlyingTipsInfo = sy.UnderlyingTipsInfo;
+                            }
+                        }
+                        var va = varietyDataSource.GetData(um.UnderlyingTypeId);
+                        if (va != null)
+                        {
+                            x.underingName = um.MarketCode != null ? va.VarietyCode + "." + um.MarketCode : va.VarietyCode;
+                            x.varietyType = formatDictItem(varietyTypeList, va.AssetType);
+                            x.assType = formatDictItem(assetTypeList, va.AssetType, "O");
+                        }
+                    }
+
+                    if (x.TradeType == "收益互换")
+                    {
+                        x.toolType = "SW";
+                    }
+                    else if (x.TradeType == "远期" || x.TradeType == "掉期")
+                    {
+                        x.toolType = "FW";
+                    }
+                    else
+                    {
+                        x.toolType = "OP";
+                    }
+
+                    if (eodPrice.TryGetPrice(x.UnderlyingCode, x.SettlementType, out var price))
+                    {
+                        x.UnderlyingPrice = price;
+                    }
+
+                    var client = clients.GetData(x.ClientId ?? 0);
+                    if (client != null)
+                    {
+                        x.ClientName = client.Name;
+                        x.clientNumber = client.Number;
+                        x.ClientType = client.CustomerNature2 != null && !client.CustomerNature2.Contains("产业客户") ? "其他客户" : "产业客户";
+                        //增加内部客户属性 进行赋值
+                        x.IsInsided = client.IsInsided;
+                    }
+
+                    x.dic = x.trade.MetaDic;
+
+                    if (x.TradeType == "现金流交易")
+                    {
+                        x.trade.OriginalNotional = null;
+                    }
+
+                    x.buyType = x.BuySell == "买入" ? "买" : "卖";
+                    x.isEnd = "否";
+                    x.tradeType2 = x.OptionType == "看涨" ? "C" : x.OptionType == "看跌" ? "P" : "0";
+
+                    var td = otcTrades.FirstOrDefault(t => t.id == x.TradeId);
+                    if (td.TradeType != "自定义交易")
+                    {
+                        var upValue = CalcLiveOtcTradeValueR(valueDate, td, upLimitPrices, eodVolProvider, riskFreeRate);
+                        var downValue = CalcLiveOtcTradeValueR(valueDate, td, downLimitPrices, eodVolProvider, riskFreeRate);
+                        x.MaximumLoss = Math.Min(PS.Config.IsPVRounded ? upValue.RoundedPv : upValue.Pv, PS.Config.IsPVRounded ? downValue.RoundedPv : downValue.Pv) + x.TradePrice;
+                    }
+                }
+                //去除内部客户交易
+                queryList = queryList.Where(l => l.IsInsided != 1).ToList();
+                return queryList;
+            }
+        }
+
+        private List<client_dz> GetClients(DateTime valueDate, IEnumerable<int> clienIds = null)
+        {
+            using (var baseDb = new ClientDBContext())
+            {
+                var clientQuery = from client in baseDb.client.Where(n => n.ProcessStatus == "已开户" && n.IsInsided != 1)
+                                  select new client_dz
+                                  {
+                                      id = client.id,
+                                      ProtocolSignDate = client.ProtocolSignDate,
+                                      LicenseCode = client.LicenseCode,
+                                      Number = client.Number,
+                                      Name = client.Name,
+                                      ClientType = client.CustomerNature2
+                                  };
+
+                var creditList = DbContext.credit.Where(t => t.ProcessStatus == "已审批" && (!t.CreditDeadLine.HasValue || t.CreditDeadLine >= valueDate) && (!t.CreditStartDate.HasValue || t.CreditStartDate <= valueDate));
+
+                if (clienIds != null)
+                {
+                    clientQuery = clientQuery.Where(t => clienIds.Contains(t.id));
+                }
+
+                var list = clientQuery.ToList();
+
+                foreach (var item in list)
+                {
+                    item.ClientType = item.ClientType != null && !item.ClientType.Contains("产业客户") ? "其他客户" : "产业客户";
+                    var credit = creditList?.FirstOrDefault(x => x.ClientId == item.id);
+                    item.isCredit = credit != null ? "是" : "否";
+                    item.CreditNumber = credit != null ? credit.Credit : null;
+                }
+
+                return list;
+            }
+        }
+
+        private static string formatDictItem(List<DictionaryItem> dictItemMap, string name, string defaultValue = "")
+        {
+            if (name == null || dictItemMap == null) { return defaultValue; }
+            var obj = dictItemMap.FirstOrDefault(O => O.Name == name);
+            return obj == null ? defaultValue : obj.ShortName;
+        }
+
+        private TradeValueResult CalcLiveOtcTradeValueR(DateTime valueDate, trade td, IPriceProvider eodPrice, IEodVolProvider volProvider, double riskFreeRate)
+        {
+            var underlyings = new underlying_manager[] { new underlying_manager { UnderlyingCode = td.UnderlyingCode } };
+
+            var spotPrice = eodPrice.GetPrice(td.UnderlyingCode);
+
+            switch (td.TradeType)
+            {
+                case ConsGlobal.TradeType.Forward:
+                    {
+                        if (PS.Config.ErpElement.ForwardTradePriceModel == Configuration.Enums.ForwardTradePriceModel.STANDARD && !string.IsNullOrWhiteSpace(td.BasisUnderlyingCode))
+                        {
+                            var BasiseodPrice = eodPrice.GetPrice(td.BasisUnderlyingCode);
+                            spotPrice -= BasiseodPrice;
+                        }
+                        return ForwardradeCalcService.CalcValue(td, spotPrice);
+                    }
+                case ConsGlobal.TradeType.PayoffSwap:
+                    return PayoffSwapCalcService.CalcValue(td,  valueDate, eodPrice, true);
+                default:
+                    {
+                        var req = new OptionValueCalcRequest(riskFreeRate)
+                        {
+                            correlations = null,//不计算彩虹等多标的期权暂时不需要
+                            engineName = null,
+                            preciseTimeMode = false, //日终一定是false
+                            isEodCalc = true,
+                            pricingRequest = QdpPricingRequest.BASIC_GREEKS,
+                            spotPrices = new[] { spotPrice },
+                            calcScenario = Enums.CalcScenarioEnum.EodSettlement,
+                        };
+                        if (td.TradeType != ConsGlobal.TradeType.CashFlow)
+                        {
+                            var vol = volProvider.GetVol(td, spotPrice) ?? ConsGlobal.DefaultVol;
+
+                            req.vols = new[] { vol };
+                        }
+                        return OptionCalculatorV2.GetOptionValueResult(valueDate, td, req, out underlyings);
+                    }
+            }
+        }
+
+        /// <summary>
+        /// 获取涨跌20%停价格字典
+        /// </summary>
+        private void GetUpDownLimitPrices(List<trade> trade, EodPriceProvider eodPrice, out IPriceProvider upLimitPrices, out IPriceProvider downLimitPrices)
+        {
+            HashSet<string> _underlyingCodeSet;
+
+            _underlyingCodeSet = new HashSet<string>(StringComparer.OrdinalIgnoreCase);
+
+            void setUnderlyingCode(trade td)
+            {
+                if (td?.UnderlyingCode == null)
+                {
+                    return;
+                }
+                _underlyingCodeSet.Add(td.UnderlyingCode);
+                switch (td.TradeType)
+                {
+                    case "彩虹期权":
+                        if (td.trade_rainbow_option != null)
+                        {
+                            _underlyingCodeSet.Add(td.trade_rainbow_option.UnderlyingAssetCode2);
+                        }
+                        break;
+                    case "价差期权":
+                        if (td.trade_spread_option != null)
+                        {
+                            var codes = td.trade_spread_option.UnderlyingAssetCodes();
+                            foreach (var code in codes)
+                            {
+                                _underlyingCodeSet.Add(code);
+                            }
+                        }
+                        break;
+                    case "结构化交易":
+                        if (td.SubTrades != null)
+                        {
+                            foreach (var std in td.SubTrades)
+                            {
+                                setUnderlyingCode(std);
+                            }
+                        }
+                        break;
+                }
+            }
+
+            foreach (var td in trade)
+            {
+                setUnderlyingCode(td);
+            }
+
+            var upLimitPrices2 = new ManualPriceProvider();
+            var downLimitPrices2 = new ManualPriceProvider();
+
+            //根据涨跌幅限制以及当日结算价计算涨停价以及跌停价
+            foreach (var code in _underlyingCodeSet)
+            {
+                if (eodPrice.TryGetPrice(code, SettlementTypeEnum.ClosePrice, out var price))
+                {
+                    var limit = price * 0.2;
+                    var upprice = price + limit;
+                    var downprice = price - limit;
+                    upLimitPrices2.SetPrice(code, upprice);
+                    downLimitPrices2.SetPrice(code, downprice);
+                }
+            }
+
+            upLimitPrices = upLimitPrices2;
+            downLimitPrices = downLimitPrices2;
+        }
+
+        TradeCashDataProvider _tradeCashProvider;
+
+        private List<trade> OtcTrades(DateTime valueDate)
+        {
+            //如果前一天是假日，要显示包含假日的交易
+            var preday = BLL.valuedateBLL.GetNonHolidayDefore(valueDate.AddDays(-1));
+
+            var predicate = PredicateBuilder.Create<trade>(t => t.TradeDate <= valueDate && t.ValidState != ConsGlobal.InValid && t.ClientId > 0
+                          && t.TradeType != "结构化交易" && t.ExerciseDate > preday && (!ConsTrade.TradeCompleteStatus.Contains(t.TradeStatus) || t.UnWindDate > preday));
+
+            var list = new EodSettleDataQueryService(UserInfo)
+                        .GetOtcTrades(valueDate, predicate, out _tradeCashProvider);
+
+            var hisDataProvider = new TradeHisDataProvider(valueDate).Initialize();
+
+            foreach (var item in list)
+            {
+                var noRiskRate = hisDataProvider.GetNoRiskRate(item.id);
+                var dividendRate = hisDataProvider.GetDividendRate(item.id);
+                //如果修改过无风险利率或分红率,且和eodTrade中不匹配,则移除该交易来自EodTrade的标记;
+                if (((noRiskRate ?? 0) > 0 && noRiskRate.GetValueOrDefault() != item.NoRiskRate.GetValueOrDefault()) ||
+                    ((dividendRate ?? 0) > 0 && dividendRate.GetValueOrDefault() != item.DividendRate.GetValueOrDefault()))
+                {
+                    item.MetaDic.Remove("from_eod_trade");
+                }
+                item.NoRiskRate = noRiskRate ?? item.NoRiskRate ?? BLL.valuedateBLL.RiskFreeRate;
+                item.DividendRate = dividendRate ?? item.DividendRate;
+                if (item.DividendRate == null)
+                {
+                    item.DividendRate = DataCacheProvider.GetUnderlyingDataSource().GetData(item.UnderlyingCode)?.DividendRate ?? item.NoRiskRate;
+                }
+            }
+
+            return list;
+        }
+    }
+
+    public class eod_position_dz : eod_position
+    {
+        public string clientNumber { set; get; }
+        public string ClientType { get; set; }
+
+        public string buyType { get; set; }
+        public string isEnd { get; set; }
+        public string tradeType2 { get; set; }
+        public string varietyType { get; set; }
+        public string assType { get; set; }
+        public string toolType { get; set; }
+        public string underingName { get; set; }
+        /// <summary>
+        /// 最大亏损
+        /// </summary>
+        public double? MaximumLoss { set; get; }
+        /// <summary>
+        /// 内部客户
+        /// </summary>
+        public int? IsInsided { get; set; }
+    }
+
+    public class client_dz
+    {
+        public int id { get; set; }
+        public DateTime? ProtocolSignDate { get; set; }
+        public string LicenseCode { get; set; }
+        public string Number { set; get; }
+        public string Name { set; get; }
+        public string ClientType { get; set; }
+        public string isCredit { set; get; }
+        public double? CreditNumber { set; get; }
+    }
+}

YLErpDAL/Modules/EodModule/QueryModule/EodCloseInfoQueryService.cs

@@ -0,0 +1,156 @@
+namespace YLErp.Modules.EodModule.QueryModule
+{
+    /// <summary>
+    /// 日终清算--了结信息流水
+    /// </summary>
+    public class EodCloseInfoQueryService : YLBaseService<EodSettleInfoQueryContext>
+    {
+        public EodCloseInfoQueryService(EodSettleInfoQueryContext context) : base(context)
+        {
+
+        }
+
+        public IEnumerable<EodCloseInfoField> GetEodCloseInfoList(DateTime valueDate, List<int> clientIdsOfInside = null)
+        {
+            valueDate = valueDate.Date;
+
+            var tradeQuery = DbContext.trade.AsQueryable();
+            if (clientIdsOfInside != null)
+            {
+                tradeQuery = tradeQuery.Where(a => !clientIdsOfInside.Contains(a.ClientId));
+            }
+
+            var query = from tc in DbContext.trade_cash
+                        join td in tradeQuery on tc.TradeId equals td.id
+                        //join tcSwap in DbContext.trade_cash_swap on tc.id equals tcSwap.TradeId into tcSwap_t
+                        //from tcSwap in tcSwap_t.DefaultIfEmpty()
+                        where tc.ValueDate == valueDate && tc.ValidState != ConsGlobal.InValid && !tc.IsDeleted
+                            && (tc.Action == ClientCashInCashOut.系统操作_行权费 || tc.Action == ClientCashInCashOut.系统操作_平仓费
+                                || tc.Action == ClientCashInCashOut.系统操作_票息 && tc.IsLastAction)
+                            && td.ValidState != ConsGlobal.InValid && td.IsGroup != 2
+                        select new
+                        {
+                            td.ClientId,
+                            td.TradeNumber,
+                            td.TradeType,
+                            td.StructureType,
+                            td.TradePrice,
+                            td.BuySell,
+
+                            td.TradeDate,
+                            td.OptionType,
+                            td.UnderlyingCode,
+
+                            tcAction = tc.Action,
+                            tcAmount = tc.Amount,
+                            tc.UnwindPercentRate
+                        };
+
+            var datas = query.ToArray();
+
+            var list = new List<EodCloseInfoField>(datas.Length);
+            var tradeNumberList = datas.Where(O => O.TradeType == "收益互换").Select(O => O.TradeNumber).ToHashSet();
+            var swapDict = (from t in DbContext.trade
+                            join ts in DbContext.trade_swap
+                            on t.id equals ts.TradeId
+                            where tradeNumberList.Contains(t.TradeNumber)
+                            select new
+                            {
+                                t.TradeNumber,
+                                LongShort = ts.IsGetFloatingProfit ? ts.GetLongShort : ts.PayLongShort,
+                            }).ToDictionary(K => K.TradeNumber, V => V.LongShort);
+
+            foreach (var n in datas)
+            {
+                var um = DataCacheProvider.GetUnderlyingDataSource().GetData(n.UnderlyingCode);
+
+                var f = new EodCloseInfoField
+                {
+                    TradeNumber = n.TradeNumber,
+                    TradeType = n.TradeType,
+                    StructureType = n.StructureType,
+                    TradeSide = n.BuySell,
+                    TradeDate = n.TradeDate.OtcFormatDate(),
+                    CallPut = n.TradeType == "收益互换" && swapDict.ContainsKey(n.TradeNumber) ? swapDict[n.TradeNumber] : ConsGlobal.CallPut.IsCall(n.OptionType) ? "多头" : "空头",
+                    UnderlyingCode = n.UnderlyingCode,
+                    UnderlyingName = um?.UnderlyingName,
+                    CloseFee = 0,
+
+                    ClientNumber = null,
+
+                    CloseProfit = CalculationModule.TradeCalcHelper.CalcWinLoss(tradeType: n.TradeType, buySell: n.BuySell, tradePrice: n.TradePrice ?? 0, tcUnwindPercent: n.UnwindPercentRate ?? 0, tcAmount: n.tcAmount)
+                };
+
+                if (_context.TryGetClientInfo(n.ClientId, out var clientInfo))
+                {
+                    f.ClientNumber = clientInfo.Number;
+                }
+
+                list.Add(f);
+            }
+
+            return list;
+        }
+    }
+
+    /// <summary>
+    /// 日终清算--了结信息流水
+    /// </summary>
+    public class EodCloseInfoField
+    {
+        /// <summary>
+        /// 交易编号
+        /// </summary>
+        public string TradeNumber { get; set; }
+
+        /// <summary>
+        /// 子账户编码
+        /// </summary>
+        public string ClientNumber { get; set; }
+
+        /// <summary>
+        /// 交易类型
+        /// </summary>
+        public string TradeType { get; set; }
+
+        /// <summary>
+        /// 交易日期
+        /// </summary>
+        public string TradeDate { get; set; }
+
+        /// <summary>
+        /// 交易方向
+        /// </summary>
+        public string TradeSide { get; set; }
+
+        /// <summary>
+        /// 看涨看跌
+        /// </summary>
+        public string CallPut { get; set; }
+
+        /// <summary>
+        /// 标的代码
+        /// </summary>
+        public string UnderlyingCode { get; set; }
+
+        /// <summary>
+        /// 标的名称
+        /// </summary>
+        public string UnderlyingName { get; set; }
+
+        /// <summary>
+        /// 结构类型
+        /// </summary>
+        public string StructureType { get; set; }
+
+        /// <summary>
+        /// 平仓盈亏
+        /// </summary>
+        public double CloseProfit { get; set; }
+
+        /// <summary>
+        /// 手续费
+        /// </summary>
+        public double CloseFee { get; set; }
+    }
+}

YLErpDAL/Modules/EodModule/QueryModule/EodSettleInfoQueryContext.cs

@@ -0,0 +1,92 @@
+using System.Linq.Expressions;
+using YLErp.Abstract;
+using YLErp.Models;
+using YLErp.Modules.ClientModule;
+
+namespace YLErp.Modules.EodModule.QueryModule
+{
+    /// <summary>
+    /// 日终结算信息查询上下文
+    /// </summary>
+    public class EodSettleInfoQueryContext : YLServiceContext, IDataSource<ClientMainInfo>
+    {
+        Dictionary<int, ClientMainInfo> _dic;
+
+        public EodSettleInfoQueryContext(OptUserInfo userInfo) : base(userInfo)
+        {
+
+        }
+
+        #region----IDataSource<ClientMainInfo>----
+
+        public int Count => _dic != null ? _dic.Count : 0;
+
+        public IQueryable<ClientMainInfo> AsQueryable(Expression<Func<ClientMainInfo, bool>> predicate = null)
+        {
+            InitClientDic();
+
+            var qry = _dic.Values.AsQueryable();
+
+            return predicate == null ? qry : qry.Where(predicate);
+        }
+
+        public ClientMainInfo GetData(int keyId)
+        {
+            TryGetClientInfo(keyId, out var clientInfo);
+
+            return clientInfo;
+        }
+
+        public void ResetDataSource()
+        {
+            _dic?.Clear();
+        }
+
+        #endregion
+
+        /// <summary>
+        /// 获取客户信息
+        /// </summary>
+        public bool TryGetClientInfo(int clientId, out ClientMainInfo clientInfo)
+        {
+            InitClientDic();
+
+            return _dic.TryGetValue(clientId, out clientInfo);
+        }
+
+        /// <summary>
+        /// 
+        /// </summary>
+        public List<int> GetClientIds()
+        {
+            InitClientDic();
+
+            return _dic.Keys.ToList();
+        }
+
+        public List<int> GetClientIdsOfInside()
+        {
+            var clientIds = GetClientIds();
+            using (var clientdb = DbContextFactory.GetClientDbContext(null))
+            {
+                if (clientIds.Any())
+                {
+                    return clientdb.client.Where(a => clientIds.Contains(a.id) && a.IsInsided ==1).Select(a => a.id).ToList();
+                }
+                else
+                {
+                    return new List<int>();
+                }
+            }
+        }
+
+
+        private void InitClientDic()
+        {
+            if (_dic == null)
+            {
+                _dic = ClientDataQueryService.GetClientsFromDB(x => x.ProcessStatus != "未提交").ToDictionary(n => n.id);
+            }
+        }
+    }
+}

YLErpDAL/Modules/EodModule/QueryModule/EodTradePositionApiService.cs

@@ -0,0 +1,745 @@
+using System.Data;
+using YLErp.Commons;
+using YLErp.DBModels.Helpers;
+using YLErp.Models;
+using YLErp.Modules.DataProviderModule;
+using YLErp.Modules.TradeModule;
+
+namespace YLErp.Modules.EodModule.QueryModule
+{
+    /// <summary>
+    /// 日终清算服务
+    /// </summary>
+    public class EodTradePositionApiService : YLBaseService<EodSettleInfoQueryContext>
+    {
+        public EodTradePositionApiService(EodSettleInfoQueryContext context) : base(context)
+        {
+
+        }
+
+        /// <summary>
+        /// 查询场外期权持仓列表
+        /// </summary>
+        public EodTradePositionResult GetEodPositions(EodSettleInfoRequest req, List<int> clientIdsOfInside = null)
+        {
+            var valueDate = req.ValueDate;
+            var result = new EodTradePositionResult
+            {
+                SwapPositions = new List<EodPayOffSwapPositionField>(),
+                OptionPositions = new List<EodOptionPositionField>(),
+                ForwardPositions = new List<EodForwardPositionField>()
+            };
+
+            var IsPVRounded = PS.Config.IsPVRounded;
+
+            valueDate = valueDate.Date;
+            var eodQuery = DbContext.eod_trade.AsQueryable();
+            if (clientIdsOfInside != null)
+            {
+                eodQuery = eodQuery.Where(a => !clientIdsOfInside.Contains(a.ClientId));
+            }
+            var query = from et in eodQuery
+                        join t in DbContext.trade on et.TradeId equals t.id
+                        join etp in DbContext.eod_trade_position on new { et.TradeId, et.ValueDate } equals new { etp.TradeId, etp.ValueDate } into etp_s
+                        from etp in etp_s.DefaultIfEmpty()
+                        join etr in DbContext.eod_trade_risk on new { et.TradeId, et.ValueDate } equals new { etr.TradeId, etr.ValueDate } into etr_s
+                        from etr in etr_s.DefaultIfEmpty()
+                        where et.ValueDate == valueDate && t.ClientId > 0
+                        select new InnerPosition
+                        {
+                            TradeId = et.TradeId,
+                            TradeJson = et.TradeJson,
+                            CallPut = t.OptionType,
+                            TradeAmount = etp == null ? 0 : etp.Amount,
+                            PositionPv = etp == null ? 0 : IsPVRounded ? etp.RoundedPv : etp.Pv,
+                            PositionPnl = etp == null ? 0 : IsPVRounded ? etp.RoundedPositionPnL : etp.PositionPnL,
+                            ParentTradeId = t.ParentTradeId,
+                            IsGroup = t.IsGroup,
+                            DailyPnl = etp == null ? 0 : etp.DailyPnL,
+
+                            Risk = etr == null ? null : new InnerPositionRisk
+                            {
+                                Delta = etr.Delta,
+                                Gamma = etr.Gamma,
+                                Theta = etr.Theta,
+                                Rho = etr.Rho,
+                                Vega = etr.Vega,
+                                DeltaCash = etr.DeltaCash,
+                                GammaCash = etr.GammaCash,
+                                VegaCash = etr.VegaCash,
+                                Vol = etr.Vol
+                            }
+                        };
+
+            //因为query还在读取中，所以不要用同一个dbcontext
+            var extendService = new TradeExtendService(OptUser);
+            var eodPriceProvider = new EodPriceProvider(valueDate).Initialize();
+            var posList = query.ToArray();
+            var groupSumDic = new Dictionary<int, InnerPosition>();
+
+            foreach (var pos in posList)
+            {
+                if (pos.IsGroup == 2 && pos.ParentTradeId > 0)
+                {
+                    if (!groupSumDic.TryGetValue(pos.ParentTradeId, out var p))
+                    {
+                        groupSumDic[pos.ParentTradeId] = p = new InnerPosition();
+                    }
+                    p.PositionPv += pos.PositionPv;
+                    p.PositionPnl += pos.PositionPnl;
+                    p.DailyPnl += pos.DailyPnl;
+                }
+            }
+
+            foreach (var pos in posList)
+            {
+                var td = TradeHelper2.Deserialize(pos.TradeJson);
+
+                if (td == null)
+                {
+                    td = DbContext.trade.FirstOrDefault(n => n.id == pos.TradeId);
+                }
+
+                if (td == null)
+                {
+                    continue;
+                }
+
+                if (td.TradeType == "结构化交易")
+                {
+                    if (td.IsGroup == 1)
+                    {
+                        td.TradeType = "组合交易";
+
+                        if (groupSumDic.TryGetValue(td.id, out var p))
+                        {
+                            pos.PositionPv = p.PositionPv;
+                            pos.PositionPnl = p.PositionPnl;
+                        }
+                        pos.TradeAmount = td.Notional;
+                    }
+                    else
+                    {
+                        continue;
+                    }
+                }
+                else if (td.IsGroup == 2)
+                {
+                    continue;
+                }
+
+                extendService.SetTradeExtend(new[] { td }, false);
+
+                var un = DataCacheProvider.GetUnderlyingDataSource().GetData(td.UnderlyingCode);
+                if (un != null)
+                {
+                    pos.TradeAmount /= un.CountRatio;
+                    pos.CountRatio = un.CountRatio;
+                    pos.Risk.DeltaInLots = un.ContractSize != 0 ? pos.Risk.Delta / un.ContractSize : pos.Risk.Delta;
+                }
+
+                if (td.TradeType == "收益互换")
+                {
+                    var f = GetEodPayOffSwapPostionFields(td, td.StockEqvNotional, pos);
+                    result.SwapPositions.Add(f);
+                    f.SettlePrice = eodPriceProvider.GetPrice(f.GetUnderlyingCode.TrimToNull() ?? f.PayUnderlyingCode
+                        , settlementType: PS.Config.Company == Configuration.CompanyEnum.厦门象屿 ? SettlementTypeEnum.SettlePrice : SettlementTypeEnum.ClosePrice);
+                }
+                else if (td.TradeType == "远期")
+                {
+                    var f = GetEodForwardPostionFields(td, pos);
+                    result.ForwardPositions.Add(f);
+                    f.SettlePrice = eodPriceProvider.GetPrice(f.UnderlyingCode
+                        , settlementType: PS.Config.Company == Configuration.CompanyEnum.厦门象屿 ? SettlementTypeEnum.SettlePrice : SettlementTypeEnum.ClosePrice);
+                }
+                else
+                {
+                    var f = GetEodOptionPostionFields(td, pos);
+                    result.OptionPositions.Add(f);
+                    f.SettlePrice = eodPriceProvider.GetPrice(f.UnderlyingCode
+                        , settlementType: PS.Config.Company == Configuration.CompanyEnum.厦门象屿 ? SettlementTypeEnum.SettlePrice : td.SettlementType);
+                }
+            }
+
+            return result;
+        }
+
+        #region----场外期权----
+
+        private EodOptionPositionField GetEodOptionPostionFields(trade td, InnerPosition pos)
+        {
+            var isMoneyness = td.IsMoneynessOption == "是";
+            var isUsePremiumRate = td.IsUsePremiumRate == true;
+            var underlying = DataCacheProvider.GetUnderlyingDataSource().GetData(td.UnderlyingCode);
+            var volFormat = PS.Config.ErpElement.VolMoreAccurate ? "P4" : "P2";
+
+            var f = new EodOptionPositionField
+            {
+                TradeType = td.TradeType,
+                StructureType = td.TradeMultipleType,
+
+                TradeNumber = td.TradeNumber,
+                AssetBookName = td.AssetBookName,
+                TraderName = td.TraderName,
+                ClientName = td.ClientName,
+                ExerciseMode = td.ExerciseModeCn,
+                CallPut = pos.CallPut ?? td.CallPut,
+                TradeDate = td.TradeDate.OtcFormatDate(),
+                ExerciseDate = td.ExerciseDate.OtcFormatDate(),
+                SettlementDate = td.SettlementDate.OtcFormatDate(),
+                TradeSide = td.BuySell,
+                UnderlyingCode = td.UnderlyingCode,
+                UnderlyingName = underlying?.UnderlyingName,
+                InitSpotPrice = td.SpotPrice ?? 0,
+                Strike = td.Strike.OtcFormatUmPrice(isMoneyness),
+                IsMoneynessOption = isMoneyness ? "是" : "否",
+                Premium = isUsePremiumRate ? td.PremiumRate.OtcFormat(OtcFormatFlag.premiumRateP) : td.TradeSinglePrice.OtcFormat(OtcFormatFlag.tradeSinglePrice),
+                IsUsePremiumRate = isUsePremiumRate ? "是" : "否",
+                InitialMargin = td.InitialMargin ?? 0,
+                TradeAmount = (td.OriginalNotional ?? 0) / pos.CountRatio,
+                TradePrice = td.TradePrice ?? 0,
+                StockEqvNotional = td.OriginalStockEqvNotional ?? 0,
+                StockEqvNotionalReal = td.StockEqvNotionalReal,
+                IsAnnualized = td.IsAnnualized ? "是" : "否",
+                AnnualizeFactor = td.AnnualizeFactor?.ToString("F8"),
+                PrincipalRate = td.PrincipalRate.OtcFormatPercent(),
+                ParticipationRate = td.ParticipationRate.OtcFormatPercent(),
+                NoRiskRate = td.NoRiskRate.OtcFormatPercent(),
+                DividendRate = td.DividendRate.OtcFormatPercent(),
+                TradeOpenVolatility = td.TradeOpenVolatility?.ToString(volFormat),
+                TradeCloseVolatility = td.TradeCloseVolatility?.ToString(volFormat),
+                NumOfSmoothingDays = td.NumOfSmoothingDays ?? 0,
+                Comments = td.Comments,
+
+                PositionPv = pos.PositionPv,
+                PositionPnl = pos.PositionPnl,
+                PositionTradeAmount = pos.TradeAmount,
+                DailyPnl = pos.DailyPnl
+            };
+
+            if (pos.Risk != null)
+            {
+                var risk = pos.Risk;
+                f.Delta = risk.Delta;
+                f.DeltaInLots = risk.DeltaInLots;
+                f.DeltaCash = risk.DeltaCash;
+                f.Gamma = risk.Gamma;
+                f.GammaCash = risk.GammaCash;
+                f.Vega = risk.Vega;
+                f.VegaCash = risk.VegaCash;
+                f.Theta = risk.Theta;
+                f.Rho = risk.Rho;
+
+                f.PositionVol = risk.Vol.ToString(volFormat);
+            }
+
+            if (_context.TryGetClientInfo(td.ClientId, out var clientInfo))
+            {
+                f.ClientName = clientInfo.Name;
+                f.ClientNumber = clientInfo.Number;
+            }
+
+            switch (f.TradeType)
+            {
+                case "亚式期权":
+                    SetAsianOption(td.trade_asian_option, f);
+                    break;
+                case "障碍期权":
+                    SetBarrierOption(td.trade_barrier_option, f, isMoneyness: isMoneyness, isUsePremiumRate: isUsePremiumRate);
+                    break;
+                case "双鲨期权":
+                    SetDbSharkOption(td.trade_double_sharkfin_option, f, isMoneyness: isMoneyness, isUsePremiumRate: isUsePremiumRate);
+                    break;
+                case "二元期权":
+                    SetBianryOption(td.trade_binary_option, f, isMoneyness: isMoneyness, isUsePremiumRate: isUsePremiumRate);
+                    break;
+                case "区间累积期权":
+                    SetRangeAccuralOption(td.trade_rangeaccrual, f, isMoneyness);
+                    break;
+                case "气囊结构":
+                    SetAirbagOption(td.trade_airbag, f, isMoneyness);
+                    break;
+                case "收益增强结构":
+                    if (td.trade_underlying_enhance != null)
+                    {
+                        f.CallPut = string.Empty;
+                        f.AnnualizedEnhanceRate = td.trade_underlying_enhance.AnnualizedEnhanceRate.OtcFormatPercent(4);
+                    }
+                    break;
+                case "凤凰期权":
+                    SetAutoCallOption(td.trade_autocall, f, isMoneyness);
+                    break;
+                case "雪球期权":
+                    SetSnowballOption(td.trade_snowball, f, isMoneyness);
+                    break;
+                case "累计期权":
+                    SetAccumulatorOption(td.trade_accumulator_option, f);
+                    break;
+                case "自定义交易":
+                    {
+                        f.StructureTypeSpec = td.StructureType;
+                        f.StructureIntroduction = td.StructureIntroduction;
+                        f.ExtendInfo = td.ExtendInfo;
+                        f.ObservationDates = td.trade_custom?.ObservationDates;
+                    }
+                    break;
+                case "组合交易":
+                    {
+                        f.ExtendInfo = td.ExtendInfo;
+                    }
+                    break;
+            }
+
+            if (td.TradeType == "凤凰期权" || td.TradeType == "雪球期权")
+            {
+                f.ExerciseMode = string.Empty;
+                td.MetaDic.TryGetValue(nameof(OtcOptionTradeFull.AnnualizeFactor2), out var metaValue);
+                f.AnnualizeFactor = metaValue;
+            }
+            else
+            {
+                td.MetaDic.TryGetValue(nameof(OtcOptionTradeFull.AnnualizeFactor), out var metaValue);
+                f.AnnualizeFactor = metaValue;
+            }
+
+            return f;
+        }
+
+        //累计期权
+        private static void SetAccumulatorOption(trade_accumulator_option option, EodOptionPositionField f)
+        {
+            if (option != null)
+            {
+                f.AccumulatorKOBarrier = option.KOBarrier.OtcFormatFlex(2, 2);
+                f.AccumulatorPayoffType = option.PayoffType;
+                if (option.PayoffType == "固定")
+                {
+                    f.AccumulatorPayoffType = "固定(票息)";
+                    f.AccumulatorCoupon = option.CouponPercent ? option.Coupon.OtcFormatPercent() : option.Coupon.OtcFormatFlex(2);
+                    f.AccumulatorCouponDayCount = option.CouponDayCount;
+                    f.AccumulatorIsAnnualizedCoupon = option.IsFixedCoupon ? "否" : "是";
+                }
+                f.AccumulatorMultiplier = ConsGlobal.CallPut.IsCall(f.CallPut) ? option.PutMultiplier : option.CallMultiplier;
+                f.AccumulatorEarlyTerminate = option.EarlyTerminate ? "是" : "否";
+                switch (option.SettlementMode)
+                {
+                    case "现金期末":
+                        f.AccumulatorSettlementMode = "现金结算(期末)";
+                        break;
+                    case "实物交割":
+                        f.AccumulatorSettlementMode = "实物交割";
+                        break;
+                    default:
+                        f.AccumulatorSettlementMode = "现金结算(当日)";
+                        break;
+                }
+                f.AccumulatorAccumuType = option.AccumuType;
+                f.ObservationDates = option.KOObservationDates;
+                f.SettlementDate = option.KOObservationSettleDates;
+            }
+        }
+
+        //雪球期权
+        private static void SetSnowballOption(trade_snowball option, EodOptionPositionField f, bool isMoneyness)
+        {
+            if (option != null)
+            {
+                f.SnowballKOBarrier = option.KOBarrier.OtcFormatUmPrice(isMoneyness);
+
+                switch (option.KOPayoffType)
+                {
+                    case KOPayoffTypeEnum.Rebate:
+                        f.SnowballKOPayoffType = "票息补偿";
+                        f.SnowballIsAnnualizedCoupon = option.IsFixedCoupon ? "否" : "是";
+                        f.SnowballKORebate = option.KORebate.OtcFormatPercent();
+                        f.SnowballAnnualizedPremiumRate = option.AnnualizedPremiumRate.OtcFormatPercent();
+                        f.SnowballKOObservationSettleDates = option.KOObservationSettleDates;
+                        break;
+                    case KOPayoffTypeEnum.ToOption:
+                        f.SnowballKOPayoffType = KOPayoffTypeEnumHelper.GetDesc(option.KOPayoffType, f.CallPut);
+                        f.SnowballKOStrike1 = option.SpreadStrikeAtKO1.OtcFormatUmPrice(isMoneyness);
+                        break;
+                    case KOPayoffTypeEnum.ToSpreadOption:
+                        f.SnowballKOPayoffType = KOPayoffTypeEnumHelper.GetDesc(option.KOPayoffType, f.CallPut);
+                        f.SnowballKOStrike2 = option.SpreadStrikeAtKO.OtcFormatUmPrice(isMoneyness);
+                        f.SnowballKOStrike1 = option.SpreadStrikeAtKO1.OtcFormatUmPrice(isMoneyness);
+                        break;
+                    default:
+                        f.SnowballKOPayoffType = option.KOPayoffType.ToString();
+                        break;
+                }
+
+                f.SnowballKORebateType = RebateTypeEnumHelper.GetDesc(option.KORebateType);
+                f.SnowballKIBarrier = option.KIBarrier.OtcFormatUmPrice(isMoneyness);
+
+                switch (option.KIPayoffType)
+                {
+                    case KIPayoffTypeEnum.None:
+                        f.SnowballKIPayoffType = "无";
+                        break;
+                    case KIPayoffTypeEnum.ToPutOption:
+                        f.SnowballKIPayoffType = "敲入转看跌";
+                        f.SnowballKIStrike1 = option.SpreadStrikeAtMaturity1.OtcFormatUmPrice(isMoneyness);
+                        break;
+                    case KIPayoffTypeEnum.ToPutSpreadOption:
+                        f.SnowballKIPayoffType = "敲入转熊市价差";
+                        f.SnowballKIStrike2 = option.SpreadStrikeAtMaturity.OtcFormatUmPrice(isMoneyness);
+                        f.SnowballKIStrike1 = option.SpreadStrikeAtMaturity1.OtcFormatUmPrice(isMoneyness);
+                        break;
+                    case KIPayoffTypeEnum.ToCallOption:
+                        f.SnowballKIPayoffType = "敲入转看涨";
+                        f.SnowballKIStrike1 = option.SpreadStrikeAtMaturity1.OtcFormatUmPrice(isMoneyness);
+                        break;
+                    case KIPayoffTypeEnum.ToCallSpreadOption:
+                        f.SnowballKIPayoffType = "敲入转牛市价差";
+                        f.SnowballKIStrike2 = option.SpreadStrikeAtMaturity.OtcFormatUmPrice(isMoneyness);
+                        f.SnowballKIStrike1 = option.SpreadStrikeAtMaturity1.OtcFormatUmPrice(isMoneyness);
+                        break;
+                    default:
+                        f.SnowballKIPayoffType = option.KIPayoffType.ToString();
+                        break;
+                }
+
+                f.SnowballNoKICoupon = option.Coupon.OtcFormatPercent();
+                var KOObservationDates = option.KOObservationDates ?? string.Empty;
+                var index = KOObservationDates.IndexOf(';');
+                f.KOObservationDates = index > 0 ? option.KOObservationDates.Substring(0, index) : KOObservationDates;
+                f.KIObservationDates = option.ObservationDates;
+                f.IsAnnualized = option.IsAnnualized2 ? "是" : "否";
+
+                f.SnowballKnockInOutStatus = option.KnockInOutStatusCn;
+                f.SnowballKnockInOutDate = option.KnockInOutDate.OtcFormatDate();
+            }
+        }
+
+        //凤凰期权
+        private static void SetAutoCallOption(trade_autocall option, EodOptionPositionField f, bool isMoneyness)
+        {
+            if (option != null)
+            {
+                f.AutocallIsAnnualizedCoupon = option.IsFixedCoupon ? "否" : "是";
+                f.AutocallCoupon = option.Coupon.OtcFormatPercent();
+                f.AutocallCouponBarrier = option.CouponBarrier.OtcFormatUmPrice(isMoneyness);
+                f.AutocallCouponPayType = option.CouponPayTypeDesc();
+                f.AutocallKOBarrier = option.KOBarrier.OtcFormatUmPrice(isMoneyness);
+                f.AutocallKIBarrier = option.KIBarrier.OtcFormatUmPrice(isMoneyness);
+                f.AutocallIncludeCouponAfterKI = option.IncludeCouponAfterKI ? "是" : "否";
+                f.AutocallKIPayoffType = option.KIPayoffTypeDesc();
+                f.AutocallKIStrike1 = option.SpreadStrike1.OtcFormatUmPrice(isMoneyness);
+                if (option.KIPayoffType == KIPayoffTypeEnum.ToPutSpreadOption)
+                {
+                    f.AutocallKIStrike2 = option.SpreadStrike.OtcFormatUmPrice(isMoneyness);
+                }
+                var KOObservationDates = option.KOObservationDates ?? string.Empty;
+                var index = KOObservationDates.IndexOf(';');
+                f.KOObservationDates = index > 0 ? option.KOObservationDates.Substring(0, index) : KOObservationDates;
+                f.KIObservationDates = option.ObservationDates;
+                f.IsAnnualized = option.IsAnnualized2 ? "是" : "否";
+
+                f.AutocallKnockInOutStatus = option.KnockInOutStatusCn;
+                f.AutocallKnockInOutDate = option.KnockInOutDate.OtcFormatDate();
+            }
+        }
+
+        //气囊结构
+        private static void SetAirbagOption(trade_airbag option, EodOptionPositionField f, bool isMoneyness)
+        {
+            if (option != null)
+            {
+                f.AirbagBarrier = option.Barrier.OtcFormatUmPrice(isMoneyness);
+                f.AirbagIsDiscrete = option.IsDiscreteMonitored ? "是" : "否";
+                f.AirbagKIParticipationRate = option.KIParticipationRate.OtcFormatPercent();
+                f.AirbagHasPayoffLimit = option.HasPayoffLimit ? "是" : "否";
+                f.AirbagHighStrike = option.HighStrike.OtcFormatUmPrice(isMoneyness);
+                f.CallPut = string.Empty;
+            }
+        }
+
+        //区间累积
+        private static void SetRangeAccuralOption(trade_rangeaccrual option, EodOptionPositionField f, bool isMoneyness)
+        {
+            if (option != null)
+            {
+                f.CallPut = string.Empty;
+
+                f.RangeAccrualLowerRange = option.LowerRange.OtcFormatUmPrice(isMoneyness);
+                f.RangeAccrualUpperRange = option.UpperRange.OtcFormatUmPrice(isMoneyness);
+                f.RangeAccrualBonusRate = option.BonusRate.OtcFormatPercent(4);
+
+                f.ObservationDates = option.ObservationDates;
+            }
+        }
+
+        //二元期权
+        private static void SetBianryOption(trade_binary_option option, EodOptionPositionField f, bool isMoneyness, bool isUsePremiumRate)
+        {
+            if (option != null)
+            {
+                f.BinaryPayoffType = option.PayoffType;
+                f.BinaryUpperBarrier = option.UpperBarrier.OtcFormatUmPrice(isMoneyness);
+                f.BinaryCashOrNothingAmount = OtcFormatHelper.FormatPremium(isUsePremiumRate, option.CashOrNothingAmountRate, option.CashOrNothingAmount);
+                f.BinaryCashOrNothingAmountHigh = OtcFormatHelper.FormatPremium(isUsePremiumRate, option.CashOrNothingAmountHighRate, option.CashOrNothingAmountHigh);
+                f.BinaryMonitorType = option.MonitorType;
+                f.BinaryRebateType = TradeHelper.GetRebateTypeCn(option.RebateType);
+            }
+        }
+
+        //双鲨期权
+        private static void SetDbSharkOption(trade_double_sharkfin_option option, EodOptionPositionField f, bool isMoneyness, bool isUsePremiumRate)
+        {
+            if (option != null)
+            {
+                f.DbSharkBarrierLow = option.BarrierLow.OtcFormatUmPrice(isMoneyness);
+                f.DbSharkBarrierHigh = option.BarrierHigh.OtcFormatUmPrice(isMoneyness);
+                f.DbSharkStrikeHigh = option.StrikeHigh.OtcFormatUmPrice(isMoneyness);
+                f.DbSharkCallParticipationRate = option.CallParticipationRate.OtcFormatPercent();
+                f.DbSharkPutParticipationRate = option.PutParticipationRate.OtcFormatPercent();
+                f.DbSharkRebate = OtcFormatHelper.FormatPremium(isUsePremiumRate, option.RebateRate, option.Rebate);
+                f.DbSharkRebateHigh = OtcFormatHelper.FormatPremium(isUsePremiumRate, option.RebateHighRate, option.RebateHigh);
+                f.DbSharkRebateType = TradeHelper.GetRebateTypeCn(option.RebateType);
+                f.DbSharkDiscrete = option.Discrete;
+
+                f.ObservationDates = option.ObservationDates;
+                f.DbsharkKnockInOutStatus = option.KnockInOutStatusCn;
+                f.DbsharkKnockInOutDate = option.KnockInOutDate.OtcFormatDate();
+            }
+        }
+
+        //障碍期权
+        private static void SetBarrierOption(trade_barrier_option option, EodOptionPositionField f, bool isMoneyness, bool isUsePremiumRate)
+        {
+            if (option != null)
+            {
+                f.BarrierType = option.BarrierType;
+                f.BarrierPrice = option.BarrierPrice.OtcFormatUmPrice(isMoneyness);
+                f.BarrierPriceHigh = option.UpperBarrierPrice.OtcFormatUmPrice(isMoneyness);
+                f.BarrierShift = option.BarrierShift ?? 0;
+                f.BarrierRebate = OtcFormatHelper.FormatPremium(isUsePremiumRate, option.RebateRate, option.Rebate);
+                f.BarrierRebateType = option.RebateTypeCn;
+                f.BarrierDiscrete = option.Discrete;
+
+                f.ObservationDates = option.ObservationDates;
+                f.BarrierKnockInOutDate = option.KnockInOutDate.OtcFormatDate();
+                f.BarrierKnockInOutStatus = option.KnockInOutStatusCn;
+            }
+        }
+
+        //亚式期权
+        private static void SetAsianOption(trade_asian_option option, EodOptionPositionField f)
+        {
+            if (option != null)
+            {
+                f.AsianAveragingPeriodStartDate = option.AveragingPeriodStartDate.OtcFormatDate();
+                f.AsianPayoffType = option.PayoffTypeCn;
+                f.AsianStrikeType = option.StrikeTypeCn;
+                f.AsianStrikeGearingFactor = option.StrikeGearingFactor.OtcFormatPercent();
+            }
+        }
+
+        #endregion
+
+        #region----收益互换----
+
+        private EodPayOffSwapPositionField GetEodPayOffSwapPostionFields(trade td, double positionStockEqvNotional, InnerPosition pos)
+        {
+            var swap = td.trade_swap ?? new trade_swap();
+
+            var f = new EodPayOffSwapPositionField
+            {
+                StructureType = ConsGlobal.TradeType.PayoffSwap,
+
+                TradeNumber = td.TradeNumber,
+                AssetBookName = td.AssetBookName,
+                TraderName = td.TraderName,
+                ClientName = td.ClientName,
+                TradeDate = td.TradeDate.OtcFormatDate(),
+                ExerciseDate = td.ExerciseDate.OtcFormatDate(),
+                Comments = td.Comments,
+
+                StockEqvNotional = td.OriginalStockEqvNotional ?? 0,
+
+                GetFixedProfit = swap.GetFixedProfit,
+                GetLongShort = swap.GetLongShort,
+                GetMarginRate = swap.GetMarginRate.OtcFormatFlex(minDecimals: 0, percent: true),
+                GetTradePrice = swap.GetTradePrice,
+                GetUnderlyingCode = swap.GetUnderlyingCode,
+                GetSpotPrice = swap.GetSpotPrice,
+                IsGetFloatingProfit = swap.IsGetFloatingProfit ? "是" : "否",
+
+                IsPayFloatingProfit = swap.IsPayFloatingProfit ? "是" : "否",
+                PayFixedProfit = swap.PayFixedProfit,
+                PayLongShort = swap.PayLongShort,
+                PayMarginRate = swap.PayMarginRate.OtcFormatPercent(),
+                PaySpotPrice = swap.PaySpotPrice,
+                PayTradePrice = swap.PayTradePrice,
+                PayUnderlyingCode = swap.PayUnderlyingCode,
+
+                PositionPnl = pos.PositionPnl,
+                PositionPv = pos.PositionPv,
+                PositionStockEqvNotional = positionStockEqvNotional,
+                DailyPnl = pos.DailyPnl
+            };
+
+            if (_context.TryGetClientInfo(td.ClientId, out var clientInfo))
+            {
+                f.ClientName = clientInfo.Name;
+                f.ClientNumber = clientInfo.Number;
+            }
+
+            return f;
+        }
+
+        #endregion
+
+        #region----远期交易----
+
+        private EodForwardPositionField GetEodForwardPostionFields(trade td, InnerPosition pos)
+        {
+            var forward = td.trade_forward ?? new trade_forward();
+            var underlying = DataCacheProvider.GetUnderlyingDataSource().GetData(td.UnderlyingCode);
+
+            var f = new EodForwardPositionField
+            {
+                StructureType = td.StructureType.TrimToNull() ?? ConsGlobal.TradeType.Forward,
+
+                TradeNumber = td.TradeNumber,
+                AssetBookName = td.AssetBookName,
+                TraderName = td.TraderName,
+                ClientName = td.ClientName,
+                TradeDate = td.TradeDate.OtcFormatDate(),
+                ExerciseDate = td.ExerciseDate.OtcFormatDate(),
+                Comments = td.Comments,
+
+                InitSpotPrice = td.SpotPrice ?? 0,
+                AnnualMarginRate = forward.AnnualMarginRate.OtcFormatPercent(),
+                AnnualStoragePrice = forward.AnnualStoragePrice,
+                BasisGap = td.BasisGap,
+                BasisUnderlyingCode = td.BasisUnderlyingCode,
+                CallPut = ConsGlobal.CallPut.IsCall(td.CallPut) ? "多头" : "空头",
+                NoRiskRate = td.NoRiskRate.OtcFormatPercent(),
+                ObservationDates = forward.ObservationDates,
+
+                Strike = td.Strike ?? 0,
+                OpenFee = forward.OpenCommission,
+                TotalFee = td.TradePrice ?? 0,
+                TradeAmount = (td.OriginalNotional ?? 0) / pos.CountRatio,
+                TradeSide = td.BuySell,
+                UnderlyingCode = td.UnderlyingCode,
+                UnderlyingName = underlying?.UnderlyingName,
+
+                PositionPv = pos.PositionPv,
+                PositionPnl = pos.PositionPnl,
+                PositionTradeAmount = pos.TradeAmount,
+                DailyPnl = pos.DailyPnl,
+                CountRatio = pos.CountRatio
+            };
+
+            if (_context.TryGetClientInfo(td.ClientId, out var clientInfo))
+            {
+                f.ClientName = clientInfo.Name;
+                f.ClientNumber = clientInfo.Number;
+            }
+
+            return f;
+        }
+
+        #endregion
+
+        /// <summary>
+        /// 查询场内期权持仓列表
+        /// </summary>
+        public IEnumerable<EodExOptionPositionExportFields> SearchExOptionTradeListForExport(DateTime valueDate)
+        {
+            var IsPVRounded = PS.Config.IsPVRounded;
+            var umSource = DataCacheProvider.GetUnderlyingDataSource();
+            var exOptionSource = DataCacheProvider.GetExchangeListOptionDataSource();
+            var volFormat = PS.Config.ErpElement.VolMoreAccurate ? "P4" : "P2";
+
+            valueDate = valueDate.Date;
+
+            var query = from etp in DbContext.eod_trade_position
+                        join etr in DbContext.eod_trade_risk on etp.TradeId equals etr.TradeId
+                        where etp.ValueDate == valueDate && etr.ValueDate == valueDate
+                            && etp.TradeType == "场内期权"
+                        select new
+                        {
+                            etp.UnderlyingCode,
+                            etp.ExchangeOptionCode,
+                            etp.Amount,
+                            etp.PositionType,
+                            PositionPv = IsPVRounded ? etp.RoundedPv : etp.Pv,
+                            PositionPnl = IsPVRounded ? etp.RoundedPositionPnL : etp.PositionPnL,
+                            etr.Vol
+                        };
+
+            var list = new List<EodExOptionPositionExportFields>();
+
+            foreach (var item in query)
+            {
+                var exoption = exOptionSource.GetData(item.ExchangeOptionCode);
+                var f = new EodExOptionPositionExportFields
+                {
+                    OptionCode = item.ExchangeOptionCode,
+                    ExerciseMode = exoption?.ExerciseMode,
+                    Strike = (exoption?.Strike)?.ToString("F4"),
+                    UnderlyingCode = item.UnderlyingCode,
+
+                    PositionType = item.PositionType,
+                    PositionPnl = Convert.ToDouble(item.PositionPnl).OtcFormatMoney(),
+                    PositionPv = Convert.ToDouble(item.PositionPv).OtcFormatMoney(),
+                    PositionTradeAmount = item.Amount.OtcFormatNotional(),
+                    PositionVol = item.Vol.ToString(volFormat)
+                };
+
+                list.Add(f);
+            }
+            return list;
+        }
+
+        public ClientSettleBalancesSumInfo GetClientSettleBalancesSumInfo(IEnumerable<ClientSettleBalance> clientSettleBalances)
+        {
+            ClientSettleBalancesSumInfo settleBalancesSumInfo = new ClientSettleBalancesSumInfo();
+            if (clientSettleBalances.Any())
+            {
+                settleBalancesSumInfo.WinLossSum = clientSettleBalances.Sum(a => a.WinLoss) * -1;
+                settleBalancesSumInfo.TdWinLossSum = clientSettleBalances.Sum(a => a.TdWinLoss) * -1;
+                settleBalancesSumInfo.PositionPnlSum = clientSettleBalances.Sum(a => a.PositionPnl) * -1;
+            }
+            return settleBalancesSumInfo;
+        }
+
+
+        class InnerPosition
+        {
+            public int TradeId { get; set; }
+            public int ParentTradeId { get; set; }
+            public string TradeJson { get; set; }
+            public string CallPut { get; set; }
+            public double TradeAmount { get; set; }
+            public double PositionPv { get; set; }
+            public double PositionPnl { get; set; }
+            public InnerPositionRisk Risk { get; set; }
+
+            public double CountRatio { get; set; } = 1;
+            /// <summary>
+            /// 当日盈亏
+            /// </summary>
+            public double DailyPnl { get; set; }
+            public int IsGroup { get; set; }
+        }
+
+        class InnerPositionRisk
+        {
+            public double Delta { get; set; }
+            public double DeltaInLots { get; set; }
+            public double Gamma { get; set; }
+            public double Theta { get; set; }
+            public double Rho { get; set; }
+            public double Vega { get; set; }
+            public double DeltaCash { get; set; }
+            public double GammaCash { get; set; }
+            public double VegaCash { get; set; }
+            public double Vol { get; set; }
+        }
+    }
+}

YLErpDAL/Modules/EodModule/QueryModule/EodTradePositionApiServiceModels.cs

@@ -0,0 +1,915 @@
+namespace YLErp.Modules.EodModule.QueryModule
+{
+    /// <summary>
+    /// 日终清算--请求参数
+    /// </summary>
+    public class EodSettleInfoRequest
+    {
+        /// <summary>
+        /// 清算日期
+        /// </summary>
+        public DateTime ValueDate { get; set; }
+
+        /// <summary>
+        /// 返回结果是否采用精简模式
+        /// </summary>
+        public bool CompactResult { get; set; }
+    }
+
+    /// <summary>
+    /// 日终清算--持仓列表结果
+    /// </summary>
+    public class EodTradePositionResult
+    {
+        public List<EodOptionPositionField> OptionPositions { get; set; }
+
+        public List<EodForwardPositionField> ForwardPositions { get; set; }
+
+        public List<EodPayOffSwapPositionField> SwapPositions { get; set; }
+    }
+
+    /// <summary>
+    /// 持仓记录
+    /// </summary>
+    public abstract class EodPositionField
+    {
+        /// <summary>
+        /// 交易编号
+        /// </summary>
+        public string TradeNumber { get; set; }
+
+        /// <summary>
+        /// 簿记账户
+        /// </summary>
+        public string AssetBookName { get; set; }
+
+        /// <summary>
+        /// 交易员
+        /// </summary>
+        public string TraderName { get; set; }
+
+        /// <summary>
+        /// 交易对手方
+        /// </summary>
+        public string ClientName { get; set; }
+
+        /// <summary>
+        /// 交易对手方编号
+        /// </summary>
+        public string ClientNumber { get; set; }
+
+        /// <summary>
+        /// 成交日期
+        /// </summary>
+        public string TradeDate { get; set; }
+
+        /// <summary>
+        /// 到期日期
+        /// </summary>
+        public string ExerciseDate { get; set; }
+
+        /// <summary>
+        /// 交易备注
+        /// </summary>
+        public string Comments { get; set; }
+
+        /// <summary>
+        /// 日终结算价格
+        /// </summary>
+        public double SettlePrice { get; set; }
+    }
+
+    /// <summary>
+    /// (日终清算)场外期权持仓数据字段
+    /// </summary>
+    public class EodOptionPositionField : EodPositionField
+    {
+        #region----基本要素----
+
+        /// <summary>
+        /// 交易类型
+        /// </summary>
+        public string TradeType { get; set; }
+
+        /// <summary>
+        /// 结构类型
+        /// </summary>
+        public string StructureType { get; set; }
+
+        /// <summary>
+        /// 行权方式
+        /// </summary>
+        public string ExerciseMode { get; set; }
+
+        /// <summary>
+        /// 看涨看跌
+        /// </summary>
+        public string CallPut { get; set; }
+
+        /// <summary>
+        /// 结算日期
+        /// </summary>
+        public string SettlementDate { get; set; }
+
+        /// <summary>
+        /// 
+        /// </summary>
+        public string TradeSide { get; set; }
+
+        /// <summary>
+        /// 
+        /// </summary>
+        public string UnderlyingCode { get; set; }
+
+        /// <summary>
+        /// 
+        /// </summary>
+        public string UnderlyingName { get; set; }
+
+        /// <summary>
+        /// 期初标的价格
+        /// </summary>
+        public double InitSpotPrice { get; set; }
+
+        public string Strike { get; set; }
+
+        public string IsMoneynessOption { get; set; }
+
+        public string Premium { get; set; }
+
+        public string IsUsePremiumRate { get; set; }
+
+        /// <summary>
+        /// 初始预付金
+        /// </summary>
+        public double InitialMargin { get; set; }
+
+        /// <summary>
+        /// 有效成交数量
+        /// </summary>
+        public double TradeAmount { get; set; }
+
+        /// <summary>
+        /// 成交金额
+        /// </summary>
+        public double TradePrice { get; set; }
+
+        /// <summary>
+        /// 名义本金(成交)
+        /// </summary>
+        public double StockEqvNotional { get; set; }
+
+        /// <summary>
+        /// 实际名义本金(成交)
+        /// </summary>
+        public double StockEqvNotionalReal { get; set; }
+
+        public string IsAnnualized { get; set; }
+
+        public string AnnualizeFactor { get; set; }
+
+        public string PrincipalRate { get; set; }
+
+        public string ParticipationRate { get; set; }
+
+        public string NoRiskRate { get; set; }
+
+        public string DividendRate { get; set; }
+
+        public string TradeOpenVolatility { get; set; }
+
+        public string TradeCloseVolatility { get; set; }
+
+        /// <summary>
+        /// 平滑过渡天数
+        /// </summary>
+        public int NumOfSmoothingDays { get; set; }
+
+        #endregion
+
+        #region----亚式期权----
+
+        /// <summary>
+        /// 均价起算日	格式：yyyy-MM-dd
+        /// </summary>
+        public string AsianAveragingPeriodStartDate { get; set; }
+
+        /// <summary>
+        /// 均价计算方式(算术平均|几何平均|算术平均(离散)|增强算术平均)
+        /// </summary>
+        public string AsianPayoffType { get; set; }
+
+        /// <summary>
+        /// 行权价类型(固定行权价|浮动行权价|分段式)
+        /// </summary>
+        public string AsianStrikeType { get; set; }
+
+        /// <summary>
+        /// 杠杆率(百分数)
+        /// </summary>
+        public string AsianStrikeGearingFactor { get; set; }
+
+        #endregion
+
+        #region----障碍期权----
+
+        /// <summary>
+        /// 障碍类型(上升敲入|上升敲出|下降敲入|下降敲出|双障碍敲入|双障碍敲出)
+        /// </summary>
+        public string BarrierType { get; set; }
+
+        /// <summary>
+        /// 障碍价格	IsMoneynessOption等于‘是’时为百分数，否则为绝对数值
+        /// </summary>
+        public string BarrierPrice { get; set; }
+        /// <summary>
+        /// 高障碍价格	IsMoneynessOption等于‘是’时为百分数，否则为绝对数值
+        /// </summary>
+        public string BarrierPriceHigh { get; set; }
+        /// <summary>
+        /// 障碍偏移
+        /// </summary>
+        public double? BarrierShift { get; set; }
+        /// <summary>
+        /// 补偿金额	IsUsePremiumRate等于‘是’时为百分数，否则为绝对数值
+        /// </summary>
+        public string BarrierRebate { get; set; }
+        /// <summary>
+        /// 补偿支付方式(立即|递延)
+        /// </summary>
+        public string BarrierRebateType { get; set; }
+        /// <summary>
+        /// 观察方式(离散|连续)
+        /// </summary>
+        public string BarrierDiscrete { get; set; }
+        /// <summary>
+        /// 敲入敲出状态(观察中|已敲入|已敲出)
+        /// </summary>
+        public string BarrierKnockInOutStatus { get; set; }
+        /// <summary>
+        /// 敲入敲出日期(格式：yyyy-MM-dd)
+        /// </summary>
+        public string BarrierKnockInOutDate { get; set; }
+
+        #endregion
+
+        #region----双鲨期权----
+
+        /// <summary>
+        /// 低障碍价格(IsMoneynessOption等于‘是’时为百分数，否则为绝对数值)
+        /// </summary>
+        public string DbSharkBarrierLow { get; set; }
+        /// <summary>
+        /// 高障碍价格(IsMoneynessOption等于‘是’时为百分数，否则为绝对数值)
+        /// </summary>
+        public string DbSharkBarrierHigh { get; set; }
+        /// <summary>
+        /// 高行权价(IsMoneynessOption等于‘是’时为百分数，否则为绝对数值)
+        /// </summary>
+        public string DbSharkStrikeHigh { get; set; }
+        /// <summary>
+        /// 高参与率(百分数)
+        /// </summary>
+        public string DbSharkCallParticipationRate { get; set; }
+        /// <summary>
+        /// 低参与率(百分数)
+        /// </summary>
+        public string DbSharkPutParticipationRate { get; set; }
+        /// <summary>
+        /// 补偿金额(IsUsePremiumRate等于‘是’时为百分数，否则为绝对数值)
+        /// </summary>
+        public string DbSharkRebate { get; set; }
+        /// <summary>
+        /// 高障碍补偿金额(IsUsePremiumRate等于‘是’时为百分数，否则为绝对数值)
+        /// </summary>
+        public string DbSharkRebateHigh { get; set; }
+        /// <summary>
+        /// 补偿支付方式(立即|递延)
+        /// </summary>
+        public string DbSharkRebateType { get; set; }
+        /// <summary>
+        /// 观察方式(离散|连续)
+        /// </summary>
+        public string DbSharkDiscrete { get; set; }
+
+        /// <summary>
+        /// 敲入敲出状态	观察中|已敲入|已敲出
+        /// </summary>
+        public string DbsharkKnockInOutStatus { get; set; }
+        /// <summary>
+        /// 敲入敲出日期	格式：yyyy-MM-dd
+        /// </summary>
+        public string DbsharkKnockInOutDate { get; set; }
+
+        #endregion
+
+        #region----二元期权----
+
+        /// <summary>
+        /// 二元类型	"欧式期权: CashOrNothing|AssetOrNothing
+        /// 美式期权: UpOneTouch|DownOneTouch|UpNoTouch|DownNoTouch|DoubleOneTouch|DoubleNoTouch"
+        /// </summary>
+        public string BinaryPayoffType { get; set; }
+        /// <summary>
+        /// 高障碍价格(IsMoneynessOption等于‘是’时为百分数，否则为绝对数值)
+        /// </summary>
+        public string BinaryUpperBarrier { get; set; }
+        /// <summary>
+        /// 补偿金额(IsUsePremiumRate等于‘是’时为百分数，否则为绝对数值)
+        /// </summary>
+        public string BinaryCashOrNothingAmount { get; set; }
+        /// <summary>
+        /// 高障碍补偿金额(IsUsePremiumRate等于‘是’时为百分数，否则为绝对数值)
+        /// </summary>
+        public string BinaryCashOrNothingAmountHigh { get; set; }
+        /// <summary>
+        /// 观察方式(离散|连续)
+        /// </summary>
+        public string BinaryMonitorType { get; set; }
+        /// <summary>
+        /// 补偿支付方式(立即|递延)
+        /// </summary>
+        public string BinaryRebateType { get; set; }
+
+        #endregion
+
+        #region----区间累积期权----
+
+        /// <summary>
+        /// 区间下限(IsMoneynessOption等于‘是’时为百分数，否则为绝对数值)
+        /// </summary>
+        public string RangeAccrualLowerRange { get; set; }
+        /// <summary>
+        /// 区间上限(IsMoneynessOption等于‘是’时为百分数，否则为绝对数值)
+        /// </summary>
+        public string RangeAccrualUpperRange { get; set; }
+        /// <summary>
+        /// 区间收益(百分数)
+        /// </summary>
+        public string RangeAccrualBonusRate { get; set; }
+
+        #endregion
+
+        #region----气囊结构----
+
+        /// <summary>
+        /// 障碍价格(IsMoneynessOption等于‘是’时为百分数，否则为绝对数值)
+        /// </summary>
+        public string AirbagBarrier { get; set; }
+        /// <summary>
+        /// 是否离散观察(是|否)
+        /// </summary>
+        public string AirbagIsDiscrete { get; set; }
+        /// <summary>
+        /// 敲入参与率(百分数)
+        /// </summary>
+        public string AirbagKIParticipationRate { get; set; }
+        /// <summary>
+        /// 收益封顶(是|否)
+        /// </summary>
+        public string AirbagHasPayoffLimit { get; set; }
+        /// <summary>
+        /// 收益封顶价格(IsMoneynessOption等于‘是’时为百分数，否则为绝对数值)
+        /// </summary>
+        public string AirbagHighStrike { get; set; }
+
+        //收益增强结构
+        /// <summary>
+        /// 年化增强收益(百分数)
+        /// </summary>
+        public string AnnualizedEnhanceRate { get; set; }
+
+        #endregion
+
+        #region----凤凰期权----
+
+        /// <summary>
+        /// 票息年化(是|否)
+        /// </summary>
+        public string AutocallIsAnnualizedCoupon { get; set; }
+        /// <summary>
+        /// 票息率(百分数)
+        /// </summary>
+        public string AutocallCoupon { get; set; }
+        /// <summary>
+        /// 票息障碍价格(IsMoneynessOption等于‘是’时为百分数，否则为绝对数值)
+        /// </summary>
+        public string AutocallCouponBarrier { get; set; }
+        /// <summary>
+        /// 票息结算方式(产生时支付|敲出时支付|期末支付)
+        /// </summary>
+        public string AutocallCouponPayType { get; set; }
+        /// <summary>
+        /// 敲出障碍价格(IsMoneynessOption等于‘是’时为百分数，否则为绝对数值)
+        /// </summary>
+        public string AutocallKOBarrier { get; set; }
+        /// <summary>
+        /// 敲入障碍价格(IsMoneynessOption等于‘是’时为百分数，否则为绝对数值)
+        /// </summary>
+        public string AutocallKIBarrier { get; set; }
+        /// <summary>
+        /// 敲入到期是否支付票息(是|否)
+        /// </summary>
+        public string AutocallIncludeCouponAfterKI { get; set; }
+        /// <summary>
+        /// 敲入到期支付类别(无|敲入转期权|敲入转价差期权)
+        /// </summary>
+        public string AutocallKIPayoffType { get; set; }
+        /// <summary>
+        /// 敲入行权价1(IsMoneynessOption等于‘是’时为百分数，否则为绝对数值)
+        /// </summary>
+        public string AutocallKIStrike1 { get; set; }
+        /// <summary>
+        /// 敲入行权价2(IsMoneynessOption等于‘是’时为百分数，否则为绝对数值)
+        /// </summary>
+        public string AutocallKIStrike2 { get; set; }
+
+        /// <summary>
+        /// 敲入敲出状态	观察中|已敲入|已敲出
+        /// </summary>
+        public string AutocallKnockInOutStatus { get; set; }
+
+        /// <summary>
+        /// 敲入敲出日期	格式：yyyy-MM-dd
+        /// </summary>
+        public string AutocallKnockInOutDate { get; set; }
+
+        #endregion
+
+        #region----雪球期权----
+
+        /// <summary>
+        /// 敲出障碍价格(IsMoneynessOption等于‘是’时为百分数，否则为绝对数值)
+        /// </summary>
+        public string SnowballKOBarrier { get; set; }
+        /// <summary>
+        /// 敲出赔付类别(票息补偿|敲出转期权|敲出转价差期权)
+        /// </summary>
+        public string SnowballKOPayoffType { get; set; }
+        /// <summary>
+        /// 票息年化(是|否, SnowballKOPayoffType等于‘票息补偿’时有值)
+        /// </summary>
+        public string SnowballIsAnnualizedCoupon { get; set; }
+        /// <summary>
+        /// 票息率(百分数, SnowballKOPayoffType等于‘票息补偿’时有值)
+        /// </summary>
+        public string SnowballKORebate { get; set; }
+        /// <summary>
+        /// 年化期权费率(百分数, SnowballKOPayoffType等于‘票息补偿’时有值)
+        /// </summary>
+        public string SnowballAnnualizedPremiumRate { get; set; }
+        /// <summary>
+        /// 票息支付日期(以逗号分隔的日期序列)
+        /// </summary>
+        public string SnowballKOObservationSettleDates { get; set; }
+        /// <summary>
+        /// 敲出行权价1(IsMoneynessOption等于‘是’时为百分数，否则为绝对数值, SnowballKOPayoffType等于‘票息补偿’或‘敲出转价差期权’时有值)
+        /// </summary>
+        public string SnowballKOStrike1 { get; set; }
+        /// <summary>
+        /// 敲出行权价2(IsMoneynessOption等于‘是’时为百分数，否则为绝对数值, SnowballKOPayoffType等于‘敲出转价差期权’时有值)
+        /// </summary>
+        public string SnowballKOStrike2 { get; set; }
+        /// <summary>
+        /// 敲出支付方式(立即|期末)
+        /// </summary>
+        public string SnowballKORebateType { get; set; }
+        /// <summary>
+        /// 敲入障碍价格(IsMoneynessOption等于‘是’时为百分数，否则为绝对数值)
+        /// </summary>
+        public string SnowballKIBarrier { get; set; }
+        /// <summary>
+        /// 敲入到期支付类别(无|敲入转期权|敲入转价差期权)
+        /// </summary>
+        public string SnowballKIPayoffType { get; set; }
+        /// <summary>
+        /// 敲入行权价1(IsMoneynessOption等于‘是’时为百分数，否则为绝对数值, SnowballKIPayoffType等于‘票息补偿’或‘敲出转价差期权’时有值)
+        /// </summary>
+        public string SnowballKIStrike1 { get; set; }
+        /// <summary>
+        /// 敲入行权价2(IsMoneynessOption等于‘是’时为百分数，否则为绝对数值, SnowballKIPayoffType等于‘敲出转价差期权’时有值)
+        /// </summary>
+        public string SnowballKIStrike2 { get; set; }
+        /// <summary>
+        /// 非敲入到期支付票息(百分数)
+        /// </summary>
+        public string SnowballNoKICoupon { get; set; }
+
+        /// <summary>
+        /// 敲入敲出状态	观察中|已敲入|已敲出
+        /// </summary>
+        public string SnowballKnockInOutStatus { get; set; }
+
+        /// <summary>
+        /// 敲入敲出日期	格式：yyyy-MM-dd
+        /// </summary>
+        public string SnowballKnockInOutDate { get; set; }
+
+        #endregion
+
+        #region----自定义交易----
+
+        /// <summary>
+        /// 自定义结构类型
+        /// </summary>
+        public string StructureTypeSpec { get; set; }
+
+        /// <summary>
+        /// 自定义结构说明
+        /// </summary>
+        public string StructureIntroduction { get; set; }
+
+        /// <summary>
+        /// 交易扩展信息
+        /// </summary>
+        public string ExtendInfo { get; set; }
+
+        #endregion
+
+        #region----累计期权----
+
+        /// <summary>
+        /// 敲出障碍价格(IsMoneynessOption等于‘是’时为百分数，否则为绝对数值)
+        /// </summary>
+        public string AccumulatorKOBarrier { get; set; }
+
+        /// <summary>
+        /// 上端收益类型	浮动|固定
+        /// </summary>
+        public string AccumulatorPayoffType { get; set; }
+
+        /// <summary>
+        /// 票息	带'%'后缀的为百分比格式的票息率方式，否则为单份票息金额方式,'上端收益类型'为‘票息’时适用
+        /// </summary>
+        public string AccumulatorCoupon { get; set; }
+
+        /// <summary>
+        /// 票息年化	是|否，为'否'时票息年化,'上端收益类型'为‘票息’时适用
+        /// </summary>
+        public string AccumulatorIsAnnualizedCoupon { get; set; }
+
+        /// <summary>
+        /// 票息日历规则,为空时则默认为Act365
+        /// </summary>
+        public string AccumulatorCouponDayCount { get; set; }
+
+        /// <summary>
+        /// 杠杆倍数
+        /// </summary>
+        public double? AccumulatorMultiplier { get; set; }
+
+        /// <summary>
+        /// 敲出是否终止	是|否
+        /// </summary>
+        public string AccumulatorEarlyTerminate { get; set; }
+
+        /// <summary>
+        /// 结算方式	现金结算(当日)|现金结算(期末)|实物交割
+        /// </summary>
+        public string AccumulatorSettlementMode { get; set; }
+
+        /// <summary>
+        /// 累计类型	子弹|空值
+        /// </summary>
+        public string AccumulatorAccumuType { get; set; }
+
+        #endregion
+
+        #region----敲入敲出观察----
+
+        /// <summary>
+        /// 观察频率	以逗号分隔的日期序列,适用于:障碍期权,
+        /// </summary>
+        public string ObservationDates { get; set; }
+
+        /// <summary>
+        /// 敲出观察频率	以逗号分隔的日期序列,适用于:障碍期权,
+        /// </summary>
+        public string KOObservationDates { get; set; }
+
+        /// <summary>
+        /// 敲入观察频率	以逗号分隔的日期序列,适用于:障碍期权,
+        /// </summary>
+        public string KIObservationDates { get; set; }
+
+        #endregion
+
+        #region----持仓信息----
+
+        /// <summary>
+        /// 持仓数量
+        /// </summary>
+        public double PositionTradeAmount { get; set; }
+
+        /// <summary>
+        /// 持仓市值
+        /// </summary>
+        public double PositionPv { get; set; }
+
+        /// <summary>
+        /// 持仓盈亏
+        /// </summary>
+        public double PositionPnl { get; set; }
+
+        /// <summary>
+        /// 持仓波动率(百分数)
+        /// </summary>
+        public string PositionVol { get; set; }
+
+        /// <summary>
+        /// 当日盈亏
+        /// </summary>
+        public double DailyPnl { get; set; }
+
+        #endregion
+
+        #region----风险信息----
+
+        /// <summary>
+        /// 持仓Delta
+        /// </summary>
+        public double Delta { get; set; }
+
+        public double DeltaInLots { get; set; }
+
+        /// <summary>
+        /// 持仓Gamma
+        /// </summary>
+        public double Gamma { get; set; }
+
+        /// <summary>
+        /// 持仓Vega
+        /// </summary>
+        public double Vega { get; set; }
+
+        /// <summary>
+        /// 持仓Theta
+        /// </summary>
+        public double Theta { get; set; }
+
+        /// <summary>
+        /// 持仓Rho
+        /// </summary>
+        public double Rho { get; set; }
+
+        /// <summary>
+        /// 
+        /// </summary>
+        public double DeltaCash { get; set; }
+
+        /// <summary>
+        /// 
+        /// </summary>
+        public double GammaCash { get; set; }
+
+        /// <summary>
+        /// 
+        /// </summary>
+        public double VegaCash { get; set; }
+
+        #endregion
+    }
+
+    /// <summary>
+    /// (日终清算)场内期权持仓数据字段
+    /// </summary>
+    public class EodExOptionPositionFields
+    {
+        public string OptionCode { get; set; }
+
+        public string UnderlyingCode { get; set; }
+
+        public string ExerciseMode { get; set; }
+
+        public string Strike { get; set; }
+
+        public string PositionType { get; set; }
+
+        public string PositionTradeAmount { get; set; }
+
+        public string PositionPv { get; set; }
+
+        public string PositionPnl { get; set; }
+
+        public string PositionVol { get; set; }
+    }
+
+    /// <summary>
+    /// (日终清算)收益互换持仓数据字段
+    /// </summary>
+    public class EodPayOffSwapPositionField : EodPositionField
+    {
+        /// <summary>
+        /// 结构类型
+        /// </summary>
+        public string StructureType { get; set; }
+
+        /// <summary>
+        /// 名义本金
+        /// </summary>
+        public double StockEqvNotional { get; set; }
+
+        /// <summary>
+        /// [收取]浮动收益(是|否)
+        /// </summary>
+        public string IsGetFloatingProfit { get; set; }
+
+        /// <summary>
+        /// [收取]标的代码
+        /// </summary>
+        public string GetUnderlyingCode { get; set; }
+
+        /// <summary>
+        /// [收取]多头空头(多头|空头)
+        /// </summary>
+        public string GetLongShort { get; set; }
+
+        /// <summary>
+        /// [收取]标的期初价格
+        /// </summary>
+        public double? GetSpotPrice { get; set; }
+
+        /// <summary>
+        /// [收取]交易费用
+        /// </summary>
+        public double? GetTradePrice { get; set; }
+
+        /// <summary>
+        /// [收取]初始预付金率(百分数)
+        /// </summary>
+        public string GetMarginRate { get; set; }
+
+        /// <summary>
+        /// [收取]固定收益
+        /// </summary>
+        public double? GetFixedProfit { get; set; }
+        /// <summary>
+        /// [支付]浮动收益(是|否)
+        /// </summary>
+        public string IsPayFloatingProfit { get; set; }
+        /// <summary>
+        /// [支付]标的代码
+        /// </summary>
+        public string PayUnderlyingCode { get; set; }
+        /// <summary>
+        /// [支付]多头空头(多头|空头)
+        /// </summary>
+        public string PayLongShort { get; set; }
+        /// <summary>
+        /// [支付]标的期初价格
+        /// </summary>
+        public double? PaySpotPrice { get; set; }
+        /// <summary>
+        /// [支付]交易费用
+        /// </summary>
+        public double? PayTradePrice { get; set; }
+        /// <summary>
+        /// [支付]固定收益
+        /// </summary>
+        public double? PayFixedProfit { get; set; }
+        /// <summary>
+        /// [支付]初始预付金率(百分数)
+        /// </summary>
+        public string PayMarginRate { get; set; }
+
+        //持仓信息
+
+        /// <summary>
+        /// 持仓名义本金
+        /// </summary>
+        public double PositionStockEqvNotional { get; set; }
+
+        /// <summary>
+        /// 持仓市值
+        /// </summary>
+        public double PositionPv { get; set; }
+
+        /// <summary>
+        /// 持仓盈亏
+        /// </summary>
+        public double PositionPnl { get; set; }
+
+        /// <summary>
+        /// 当日盈亏
+        /// </summary>
+        public double DailyPnl { get; set; }
+    }
+
+    /// <summary>
+    /// (日终清算)远期持仓数据字段
+    /// </summary>
+    public class EodForwardPositionField : EodPositionField
+    {
+        /// <summary>
+        /// 结构类型
+        /// </summary>
+        public string StructureType { get; set; }
+
+        /// <summary>
+        /// 标的代码
+        /// </summary>
+        public string UnderlyingCode { get; set; }
+
+        /// <summary>
+        /// 标的名称
+        /// </summary>
+        public string UnderlyingName { get; set; }
+
+        /// <summary>
+        /// 挂钩标的
+        /// </summary>
+        public string BasisUnderlyingCode { get; set; }
+
+        /// <summary>
+        /// 基差
+        /// </summary>
+        public double? BasisGap { get; set; }
+
+        /// <summary>
+        /// 交易方向(买入|卖出)
+        /// </summary>
+        public string TradeSide { get; set; }
+
+        /// <summary>
+        /// 多头空头(多头|空头)
+        /// </summary>
+        public string CallPut { get; set; }
+
+        /// <summary>
+        /// 成交数量
+        /// </summary>
+        public double TradeAmount { get; set; }
+
+        /// <summary>
+        /// 交割价格
+        /// </summary>
+        public double Strike { get; set; }
+
+        /// <summary>
+        /// 期初标的价格
+        /// </summary>
+        public double InitSpotPrice { get; set; }
+
+        /// <summary>
+        /// 开仓费用(每手单价)
+        /// </summary>
+        public double OpenFee { get; set; }
+
+        /// <summary>
+        /// 开仓总费用
+        /// </summary>
+        public double TotalFee { get; set; }
+
+        /// <summary>
+        /// 年化预付金成本率(百分数)
+        /// </summary>
+        public string AnnualMarginRate { get; set; }
+
+        /// <summary>
+        /// 年化仓储成本(单价)
+        /// </summary>
+        public double AnnualStoragePrice { get; set; }
+
+        /// <summary>
+        /// 无风险利率(百分数)
+        /// </summary>
+        public string NoRiskRate { get; set; }
+
+        /// <summary>
+        /// 均价结算设置
+        /// </summary>
+        public string ObservationDates { get; set; }
+
+        /// <summary>
+        /// 持仓数量
+        /// </summary>
+        public double PositionTradeAmount { get; set; }
+
+        /// <summary>
+        /// 持仓市值
+        /// </summary>
+        public double PositionPv { get; set; }
+
+        /// <summary>
+        /// 持仓盈亏
+        /// </summary>
+        public double PositionPnl { get; set; }
+
+        /// <summary>
+        /// 当日盈亏
+        /// </summary>
+        public double DailyPnl { get; set; }
+
+        public double CountRatio { get; set; }
+    }
+
+    public class ClientSettleBalancesSumInfo
+    {
+        public double WinLossSum { get; set; }
+
+        public double TdWinLossSum { get; set; }
+
+        public double PositionPnlSum { get; set; }
+    }
+
+}

YLErpDAL/Modules/EodModule/QueryModule/EodTradePositionExportService.cs

@@ -0,0 +1,854 @@
+using BaseOUDAL;
+using CsvHelper;
+using CsvHelper.Configuration;
+using ICSharpCode.SharpZipLib.Zip;
+using System.Data;
+using YLErp.Commons;
+using YLErp.DBModels.Helpers;
+using YLErp.Modules.ClientModule;
+using YLErp.Modules.TradeModule;
+using YLErp.Office.ExcelModule;
+using YLErp.QdpModule;
+
+namespace YLErp.Modules.EodModule.QueryModule
+{
+    /// <summary>
+    /// 日终持仓导出服务
+    /// 暂时用于兴证数据接口导出
+    /// </summary>
+    public class EodTradePositionExportService : YLBaseService
+    {
+        public EodTradePositionExportService(OptUserInfo optUser) : base(optUser)
+        {
+
+        }
+
+        /// <summary>
+        /// 查询场外期权持仓列表
+        /// </summary>
+        public void SearchOptionTradeListForExport(DateTime valueDate
+            , out List<EodOptionPositionExportFields> listOption
+            , out List<EodPayOffSwapPositionExportFields> listSwap)
+        {
+            listSwap = null;
+            listOption = null;
+
+            var IsPVRounded = PS.Config.IsPVRounded;
+
+            valueDate = valueDate.Date;
+
+            var query = from et in DbContext.eod_trade
+                        join etp in DbContext.eod_trade_position on et.TradeId equals etp.TradeId
+                        join etr in DbContext.eod_trade_risk on et.TradeId equals etr.TradeId
+                        where et.ValueDate == valueDate && etp.ValueDate == valueDate && etr.ValueDate == valueDate
+                            && et.TradeId > 0 && etp.TradeId > 0 && etr.TradeId > 0
+                            && et.TradeType != "结构化交易" && et.ClientId > 0
+                        select new
+                        {
+                            et.TradeId,
+                            et.TradeJson,
+                            etp.Amount,
+                            etp.Pv,
+                            PositionPv = IsPVRounded ? etp.RoundedPv : etp.Pv,
+                            PositionPnl = IsPVRounded ? etp.RoundedPositionPnL : etp.PositionPnL,
+                            etr.Vol
+                        };
+
+            //因为query还在读取中，所以不要用同一个dbcontext
+            var extendService = new TradeExtendService(OptUser);
+
+            foreach (var item in query)
+            {
+                var td = TradeHelper2.Deserialize(item.TradeJson);
+                if (td == null)
+                {
+                    td = DbContext.trade.Find(item.TradeId);
+                }
+                if (td == null)
+                {
+                    continue;
+                }
+
+                extendService.SetTradeExtend(new[] { td }, true);
+
+                if (td.TradeType == "收益互换")
+                {
+                    var f = GetEodPayOffSwapPostionFields(td, item.Amount, item.PositionPnl, item.PositionPv);
+                    if (listSwap == null)
+                    {
+                        listSwap = new List<EodPayOffSwapPositionExportFields>();
+                    }
+                    listSwap.Add(f);
+                }
+                else if (td.TradeType == "远期")
+                {
+
+                }
+                else
+                {
+                    var f = GetEodOptionPostionFields(td, item.Amount, item.PositionPnl, item.PositionPv, item.Vol);
+                    if (listOption == null)
+                    {
+                        listOption = new List<EodOptionPositionExportFields>();
+                    }
+                    listOption.Add(f);
+                }
+            }
+        }
+
+        //场外期权
+        private EodOptionPositionExportFields GetEodOptionPostionFields(trade td, double PositionTradeAmount, double PositionPnl, double PositionPv, double PositionVol)
+        {
+            var isMoneyness = td.IsMoneynessOption == "是";
+            var isPremiumRate = td.IsUsePremiumRate == true;
+            var underlying = DataCacheProvider.GetUnderlyingDataSource().GetData(td.UnderlyingCode);
+            var volFormat = PS.Config.ErpElement.VolMoreAccurate ? "P2" : "P4";
+
+            var f = new EodOptionPositionExportFields
+            {
+                TradeNumber = td.TradeNumber,
+                AssetBookName = td.AssetBookName,
+                TraderName = td.TraderName,
+                ClientName = td.ClientName,
+                StructureType = td.TradeType,
+                ExerciseMode = td.ExerciseModeCn,
+                CallPut = td.CallPut,
+                TradeDate = td.TradeDate.OtcFormatDate(),
+                ExerciseDate = td.ExerciseDate.OtcFormatDate(),
+                SettlementDate = td.SettlementDate.OtcFormatDate(),
+                TradeSide = td.BuySell,
+                UnderlyingCode = td.UnderlyingCode,
+                UnderlyingName = underlying?.UnderlyingName,
+                InitSpotPrice = td.SpotPrice.OtcFormatUmPrice(),
+                Strike = td.Strike.OtcFormatUmPrice(isMoneyness),
+                IsMoneynessOption = isMoneyness ? "是" : "否",
+                Premium = isPremiumRate ? td.PremiumRate.OtcFormat(OtcFormatFlag.premiumRateP) : td.TradeSinglePrice.OtcFormat(OtcFormatFlag.tradeSinglePrice),
+                IsUsePremiumRate = isPremiumRate ? "是" : "否",
+                InitialMargin = td.InitialMargin.OtcFormatMoney(),
+                TradeAmount = td.OriginalNotional.OtcFormatNotional(),
+                TradePrice = td.TradePrice.OtcFormatMoney(),
+                StockEqvNotional = td.OriginalStockEqvNotional.OtcFormat(OtcFormatFlag.StockEqvNotional),
+                StockEqvNotionalReal = td.StockEqvNotionalReal.OtcFormat(OtcFormatFlag.StockEqvNotional),
+                IsAnnualized = td.IsAnnualized ? "是" : "否",
+                AnnualizeFactor = td.AnnualizeFactor?.ToString("F8"),
+                PrincipalRate = td.PrincipalRate.OtcFormatPercent(),
+                ParticipationRate = td.ParticipationRate.OtcFormatPercent(),
+                NoRiskRate = td.NoRiskRate.OtcFormatPercent(),
+                DividendRate = td.DividendRate.OtcFormatPercent(),
+                TradeOpenVolatility = td.TradeOpenVolatility?.ToString(volFormat),
+                TradeCloseVolatility = td.TradeCloseVolatility?.ToString(volFormat),
+                NumOfSmoothingDays = td.NumOfSmoothingDays?.ToString(),
+                Comments = td.Comments,
+
+                PositionPnl = Convert.ToDouble(PositionPnl).OtcFormatMoney(),
+                PositionPv = Convert.ToDouble(PositionPv).OtcFormatMoney(),
+                PositionTradeAmount = PositionTradeAmount.OtcFormatNotional(),
+                PositionVol = PositionVol.ToString(volFormat)
+            };
+
+            f.ClientNumber = ClientDataQueryService.GetClient(td.ClientId)?.Number;
+
+            switch (f.StructureType)
+            {
+                case "亚式期权":
+                    if (td.trade_asian_option != null)
+                    {
+                        var ext = td.trade_asian_option;
+                        f.AsianAveragingPeriodStartDate = ext.AveragingPeriodStartDate.OtcFormatDate();
+                        f.AsianPayoffType = ext.PayoffTypeCn;
+                        f.AsianStrikeType = ext.StrikeTypeCn;
+                        f.AsianStrikeGearingFactor = ext.StrikeGearingFactor.OtcFormatPercent();
+                    }
+                    break;
+                case "障碍期权":
+                    if (td.trade_barrier_option != null)
+                    {
+                        var ext = td.trade_barrier_option;
+                        f.BarrierType = ext.BarrierType;
+                        f.BarrierPrice = ext.BarrierPrice.OtcFormatUmPrice(isMoneyness);
+                        f.BarrierPriceHigh = ext.UpperBarrierPrice.OtcFormatUmPrice(isMoneyness);
+                        f.BarrierShift = ext.BarrierShift.OtcFormatUmPrice();
+                        f.BarrierRebate = OtcFormatHelper.FormatPremium(td.IsUsePremiumRate, ext.RebateRate, ext.Rebate);
+                        f.BarrierRebateType = ext.RebateTypeCn;
+                        f.BarrierDiscrete = ext.Discrete;
+                        f.BarrierKnockInOutStatus = ext.KnockInOutStatus;
+                        f.BarrierKnockInOutDate = ext.KnockInOutDate.OtcFormatDate();
+                    }
+                    break;
+                case "双鲨期权":
+                    if (td.trade_double_sharkfin_option != null)
+                    {
+                        var ext = td.trade_double_sharkfin_option;
+                        f.DbsharkBarrierLow = ext.BarrierLow.OtcFormatUmPrice(isMoneyness);
+                        f.DbsharkBarrierHigh = ext.BarrierHigh.OtcFormatUmPrice(isMoneyness);
+                        f.DbsharkStrikeHigh = ext.StrikeHigh.OtcFormatUmPrice(isMoneyness);
+                        f.DbsharkCallParticipationRate = ext.CallParticipationRate.OtcFormatPercent();
+                        f.DbsharkPutParticipationRate = ext.PutParticipationRate.OtcFormatPercent();
+                        f.DbsharkRebate = OtcFormatHelper.FormatPremium(td.IsUsePremiumRate, ext.RebateRate, ext.Rebate);
+                        f.DbsharkRebateHigh = OtcFormatHelper.FormatPremium(td.IsUsePremiumRate, ext.RebateHighRate, ext.RebateHigh);
+                        f.DbsharkRebateType = TradeHelper.GetRebateTypeCn(ext.RebateType);
+                        f.DbsharkDiscrete = ext.Discrete;
+
+                    }
+                    break;
+                case "二元期权":
+                    if (td.trade_binary_option != null)
+                    {
+                        var ext = td.trade_binary_option;
+                        f.BinaryPayoffType = ext.PayoffType;
+                        f.BinaryUpperBarrier = ext.UpperBarrier.OtcFormatUmPrice(isMoneyness);
+                        f.BinaryCashOrNothingAmount = OtcFormatHelper.FormatPremium(td.IsUsePremiumRate, ext.CashOrNothingAmountRate, ext.CashOrNothingAmount);
+                        f.BinaryCashOrNothingAmountHigh = OtcFormatHelper.FormatPremium(td.IsUsePremiumRate, ext.CashOrNothingAmountHighRate, ext.CashOrNothingAmountHigh);
+                        f.BinaryMonitorType = ext.MonitorType;
+                        f.BinaryRebateType = TradeHelper.GetRebateTypeCn(ext.RebateType);
+                    }
+                    break;
+                case "区间累积期权":
+                    if (td.trade_rangeaccrual != null)
+                    {
+                        var ext = td.trade_rangeaccrual;
+                        f.RangeAccrualLowerRange = ext.LowerRange.OtcFormatUmPrice(isMoneyness);
+                        f.RangeAccrualUpperRange = ext.UpperRange.OtcFormatUmPrice(isMoneyness);
+                        f.RangeAccrualBonusRate = ext.BonusRate.OtcFormatPercent(4);
+                        f.CallPut = string.Empty;
+                    }
+                    break;
+                case "气囊结构":
+                    if (td.trade_airbag != null)
+                    {
+                        var ext = td.trade_airbag;
+                        f.AirbagBarrier = ext.Barrier.OtcFormatUmPrice(isMoneyness);
+                        f.AirbagIsDiscrete = ext.IsDiscreteMonitored ? "是" : "否";
+                        f.AirbagKIParticipationRate = ext.KIParticipationRate.OtcFormatPercent();
+                        f.AirbagHasPayoffLimit = ext.HasPayoffLimit ? "是" : "否";
+                        f.AirbagHighStrike = ext.HighStrike.OtcFormatUmPrice(isMoneyness);
+                        f.CallPut = string.Empty;
+                    }
+                    break;
+                case "收益增强结构":
+                    if (td.trade_underlying_enhance != null)
+                    {
+                        f.CallPut = string.Empty;
+                        f.AnnualizedEnhanceRate = td.trade_underlying_enhance.AnnualizedEnhanceRate.OtcFormatPercent(4);
+                    }
+                    break;
+                case "凤凰期权":
+                    if (td.trade_autocall != null)
+                    {
+                        var ext = td.trade_autocall;
+                        f.AutocallIsFixedCoupon = ext.IsFixedCoupon ? "否" : "是";
+                        f.AutocallCoupon = ext.Coupon.OtcFormatPercent();
+                        f.AutocallCouponBarrier = ext.CouponBarrier.OtcFormatUmPrice(isMoneyness);
+                        f.AutocallCouponPayType = ext.CouponPayTypeDesc();
+                        f.AutocallKOBarrier = ext.KOBarrier.OtcFormatUmPrice(isMoneyness);
+                        f.AutocallKIBarrier = ext.KIBarrier.OtcFormatUmPrice(isMoneyness);
+                        f.AutocallIncludeCouponAfterKI = ext.IncludeCouponAfterKI ? "是" : "否";
+                        f.AutocallKIPayoffType = ext.KIPayoffTypeDesc();
+                        f.AutocallKIStrike1 = ext.SpreadStrike1.OtcFormatUmPrice(isMoneyness);
+                        if (ext.KIPayoffType == KIPayoffTypeEnum.ToPutSpreadOption)
+                        {
+                            f.AutocallKIStrike2 = ext.SpreadStrike.OtcFormatUmPrice(isMoneyness);
+                        }
+                        var KOObservationDates = ext.KOObservationDates ?? string.Empty;
+                        var index = KOObservationDates.IndexOf(';');
+                        f.KOObservationDates = index > 0 ? ext.KOObservationDates.Substring(0, index) : KOObservationDates;
+                        f.KIObservationDates = ext.ObservationDates;
+                        f.IsAnnualized = ext.IsAnnualized2 ? "是" : "否";
+                    }
+                    break;
+                case "雪球期权":
+                    if (td.trade_snowball != null)
+                    {
+                        var ext = td.trade_snowball;
+                        f.SnowballKOBarrier = ext.KOBarrier.OtcFormatUmPrice(isMoneyness);
+                        switch (ext.KOPayoffType)
+                        {
+                            case KOPayoffTypeEnum.Rebate:
+                                f.SnowballKOPayoffType = "票息补偿";
+                                f.SnowballIsFixedCoupon = ext.IsFixedCoupon ? "否" : "是";
+                                f.SnowballKORebate = ext.KORebate.OtcFormatPercent();
+                                f.SnowballAnnualizedPremiumRate = ext.AnnualizedPremiumRate.OtcFormatPercent();
+                                f.SnowballKOObservationSettleDates = ext.KOObservationSettleDates;
+                                break;
+                            case KOPayoffTypeEnum.ToOption:
+                                f.SnowballKOPayoffType = KOPayoffTypeEnumHelper.GetDesc(ext.KOPayoffType, td.CallPut);
+                                f.SnowballKOStrike1 = ext.SpreadStrikeAtKO1.OtcFormatUmPrice(isMoneyness);
+                                break;
+                            case KOPayoffTypeEnum.ToSpreadOption:
+                                f.SnowballKOPayoffType = KOPayoffTypeEnumHelper.GetDesc(ext.KOPayoffType, td.CallPut);
+                                f.SnowballKOStrike2 = ext.SpreadStrikeAtKO.OtcFormatUmPrice(isMoneyness);
+                                f.SnowballKOStrike1 = ext.SpreadStrikeAtKO1.OtcFormatUmPrice(isMoneyness);
+                                break;
+                            default:
+                                f.SnowballKOPayoffType = ext.KOPayoffType.ToString();
+                                break;
+                        }
+                        f.SnowballKORebateType = RebateTypeEnumHelper.GetDesc(ext.KORebateType);
+                        f.SnowballKIBarrier = ext.KIBarrier.OtcFormatUmPrice(isMoneyness);
+                        switch (ext.KIPayoffType)
+                        {
+                            case KIPayoffTypeEnum.None:
+                                f.SnowballKIPayoffType = "无";
+                                break;
+                            case KIPayoffTypeEnum.ToPutOption:
+                                f.SnowballKIPayoffType = "敲入转看跌";
+                                f.SnowballKIStrike1 = ext.SpreadStrikeAtMaturity1.OtcFormatUmPrice(isMoneyness);
+                                break;
+                            case KIPayoffTypeEnum.ToPutSpreadOption:
+                                f.SnowballKIPayoffType = "敲入转熊市价差";
+                                f.SnowballKIStrike2 = ext.SpreadStrikeAtMaturity.OtcFormatUmPrice(isMoneyness);
+                                f.SnowballKIStrike1 = ext.SpreadStrikeAtMaturity1.OtcFormatUmPrice(isMoneyness);
+                                break;
+                            case KIPayoffTypeEnum.ToCallOption:
+                                f.SnowballKIPayoffType = "敲入转看涨";
+                                f.SnowballKIStrike1 = ext.SpreadStrikeAtMaturity1.OtcFormatUmPrice(isMoneyness);
+                                break;
+                            case KIPayoffTypeEnum.ToCallSpreadOption:
+                                f.SnowballKIPayoffType = "敲入转牛市价差";
+                                f.SnowballKIStrike2 = ext.SpreadStrikeAtMaturity.OtcFormatUmPrice(isMoneyness);
+                                f.SnowballKIStrike1 = ext.SpreadStrikeAtMaturity1.OtcFormatUmPrice(isMoneyness);
+                                break;
+                            default:
+                                f.SnowballKIPayoffType = ext.KIPayoffType.ToString();
+                                break;
+                        }
+                        f.SnowballNoKICoupon = ext.Coupon.OtcFormatPercent();
+                        var KOObservationDates = ext.KOObservationDates ?? string.Empty;
+                        var index = KOObservationDates.IndexOf(';');
+                        f.KOObservationDates = index > 0 ? ext.KOObservationDates.Substring(0, index) : KOObservationDates;
+                        f.KIObservationDates = ext.ObservationDates;
+                        f.IsAnnualized = ext.IsAnnualized2 ? "是" : "否";
+                    }
+                    break;
+            }
+
+            if (td.TradeType == "凤凰期权" || td.TradeType == "雪球期权")
+            {
+                f.CallPut = f.ExerciseMode = string.Empty;
+                td.MetaDic.TryGetValue(nameof(OtcOptionTradeFull.AnnualizeFactor2), out var metaValue);
+                f.AnnualizeFactor = metaValue;
+            }
+            else
+            {
+                td.MetaDic.TryGetValue(nameof(OtcOptionTradeFull.AnnualizeFactor), out var metaValue);
+                f.AnnualizeFactor = metaValue;
+            }
+
+            return f;
+        }
+
+        //收益互换
+        private EodPayOffSwapPositionExportFields GetEodPayOffSwapPostionFields(trade td, double PositionTradeAmount, double PositionPnl, double PositionPv)
+        {
+            var swap = td.trade_swap ?? new trade_swap();
+
+            var f = new EodPayOffSwapPositionExportFields
+            {
+                TradeNumber = td.TradeNumber,
+                AssetBookName = td.AssetBookName,
+                TraderName = td.TraderName,
+                ClientName = td.ClientName,
+                TradeDate = td.TradeDate.OtcFormatDate(),
+                ExerciseDate = td.ExerciseDate.OtcFormatDate(),
+                StockEqvNotional = td.OriginalStockEqvNotional.OtcFormat(OtcFormatFlag.StockEqvNotional),
+                Comments = td.Comments,
+
+                GetFixedProfit = swap.GetFixedProfit.OtcFormatMoney(),
+                GetLongShort = swap.GetLongShort,
+                GetMarginRate = swap.GetMarginRate.OtcFormatFlex(minDecimals: 0, percent: true),
+                GetTradePrice = swap.GetTradePrice.OtcFormatMoney(),
+                GetUnderlyingCode = swap.GetUnderlyingCode,
+                GetSpotPrice = swap.GetSpotPrice.OtcFormatUmPrice(),
+                IsGetFloatingProfit = swap.IsGetFloatingProfit ? "是" : "否",
+
+                IsPayFloatingProfit = swap.IsPayFloatingProfit ? "是" : "否",
+                PayFixedProfit = swap.PayFixedProfit.OtcFormatMoney(),
+                PayLongShort = swap.PayLongShort,
+                PayMarginRate = swap.PayMarginRate.OtcFormatMoney(),
+                PaySpotPrice = swap.PaySpotPrice.OtcFormatUmPrice(),
+                PayTradePrice = swap.PayTradePrice.OtcFormatMoney(),
+                PayUnderlyingCode = swap.PayUnderlyingCode,
+
+                PositionPnl = Convert.ToDouble(PositionPnl).OtcFormatMoney(),
+                PositionPv = Convert.ToDouble(PositionPv).OtcFormatMoney(),
+                PositionStockEqvNotional = PositionTradeAmount.OtcFormat(OtcFormatFlag.StockEqvNotional)
+            };
+
+            f.ClientNumber = ClientDataQueryService.GetClient(td.ClientId)?.Number;
+
+            return f;
+        }
+
+        /// <summary>
+        /// 查询场内期权持仓列表
+        /// </summary>
+        public IEnumerable<EodExOptionPositionExportFields> SearchExOptionTradeListForExport(DateTime valueDate)
+        {
+            var IsPVRounded = PS.Config.IsPVRounded;
+            var umSource = DataCacheProvider.GetUnderlyingDataSource();
+            var exOptionSource = DataCacheProvider.GetExchangeListOptionDataSource();
+            var volFormat = PS.Config.ErpElement.VolMoreAccurate ? "P2" : "P4";
+
+            valueDate = valueDate.Date;
+
+            var query = from etp in DbContext.eod_trade_position
+                        join etr in DbContext.eod_trade_risk on etp.TradeId equals etr.TradeId
+                        where etp.ValueDate == valueDate && etr.ValueDate == valueDate
+                            && etp.TradeType == "场内期权"
+                        select new
+                        {
+                            etp.UnderlyingCode,
+                            etp.ExchangeOptionCode,
+                            etp.Amount,
+                            etp.PositionType,
+                            PositionPv = IsPVRounded ? etp.RoundedPv : etp.Pv,
+                            PositionPnl = IsPVRounded ? etp.RoundedPositionPnL : etp.PositionPnL,
+                            etr.Vol
+                        };
+
+            var list = new List<EodExOptionPositionExportFields>();
+
+            foreach (var item in query)
+            {
+                var exoption = exOptionSource.GetData(item.ExchangeOptionCode);
+                var f = new EodExOptionPositionExportFields
+                {
+                    OptionCode = item.ExchangeOptionCode,
+                    ExerciseMode = exoption?.ExerciseMode,
+                    Strike = (exoption?.Strike)?.ToString("F4"),
+                    UnderlyingCode = item.UnderlyingCode,
+
+                    PositionType = item.PositionType,
+                    PositionPnl = Convert.ToDouble(item.PositionPnl).OtcFormatMoney(),
+                    PositionPv = Convert.ToDouble(item.PositionPv).OtcFormatMoney(),
+                    PositionTradeAmount = item.Amount.OtcFormatNotional(),
+                    PositionVol = item.Vol.ToString(volFormat)
+                };
+
+                list.Add(f);
+            }
+            return list;
+        }
+
+        /// <summary>
+        /// 导出兴证数据中心需要的文件
+        /// </summary>
+        public byte[] ExportXingZhengZipFile(DateTime valueDate, out string zipFileName, IEnumerable<int> clienIds = null)
+        {
+            valueDate = valueDate.Date;
+
+            if (QdpCalendarHelper.GetNonHoliday(valueDate) != valueDate)
+            {
+                throw new ServiceException($"所选日期'{valueDate:yyyy-MM-dd}'不是交易日!");
+            }
+
+            if (!DbContext.eodStatus.Any(n => n.ValueDate == valueDate && n.Status == "已收盘"))
+            {
+                throw new ServiceException($"所选日期'{valueDate:yyyy-MM-dd}'未收盘!");
+            }
+
+            SearchOptionTradeListForExport(valueDate, out var listOption, out var listSwap);
+
+            var listExOption = SearchExOptionTradeListForExport(valueDate);
+
+            var dateStr = valueDate.ToString("yyyyMMdd");
+
+            zipFileName = $"ylotc_position_{dateStr}.zip";
+
+            var clients = DbContextFactory.GetClientDbContext(UserInfo).client
+                .Where(d => d.ProcessStatus == "已开户" || d.ProcessStatus == "已休眠" || d.ProcessStatus == "已销户")
+                .Select(n => new InnerClientInfo { id = n.id, ClientNumber = n.Number, ClientName = n.Name, LicenseCode = n.LicenseCode, ClientType = n.ClientType }).ToArray();
+            #region 新增客户筛选 tw
+            if (clienIds != null)
+            {
+                clients = clients.Where(l => clienIds.Contains(l.id)).ToArray();
+            }
+            #endregion
+            using (var yldb = DbContextFactory.GetYLDbContext())
+            {
+                var sumQuery = from t in yldb.trade
+                               where t.ValidState != ConsGlobal.InValid && t.IsGroup != 2
+                               && (t.TradeType != "结构化交易" || t.IsGroup == 1)
+                               group t by t.ClientId into g
+                               select new
+                               {
+                                   clientId = g.Key,
+                                   sum = g.Sum(n => n.OriginalStockEqvNotional ?? 0)
+                               };
+
+                var sumDic = sumQuery.ToDictionary(n => n.clientId, m => m.sum);
+
+                foreach (var c in clients)
+                {
+                    if (sumDic.TryGetValue(c.id, out var sum))
+                    {
+                        c.StockEqvNotional = sum.ToString("F4");
+                    }
+                }
+            }
+
+            using (var ms = new MemoryStream())
+            using (var outStream = new ZipOutputStream(ms))
+            using (var writer = new StreamWriter(outStream))
+            {
+                var csvConfig = new CsvConfiguration(System.Globalization.CultureInfo.InvariantCulture)
+                {
+                    LeaveOpen = true,
+                    Delimiter = "$#$"
+                };
+                outStream.PutNextEntry(new ZipEntry($"ylotc_position_option_{dateStr}.csv"));
+                using (var csv = new CsvWriter(writer, csvConfig))
+                {
+                    csv.WriteRecords(listOption ?? Enumerable.Empty<EodOptionPositionExportFields>());
+                }
+                writer.Flush();
+
+                outStream.PutNextEntry(new ZipEntry($"ylotc_position_exoption_{dateStr}.csv"));
+                using (var csv = new CsvWriter(writer, csvConfig))
+                {
+                    csv.WriteRecords(listExOption ?? Enumerable.Empty<EodExOptionPositionExportFields>());
+                }
+                writer.Flush();
+
+                outStream.PutNextEntry(new ZipEntry($"ylotc_position_payoffswap_{dateStr}.csv"));
+                using (var csv = new CsvWriter(writer, csvConfig))
+                {
+                    csv.WriteRecords(listSwap ?? Enumerable.Empty<EodPayOffSwapPositionExportFields>());
+                }
+                writer.Flush();
+
+                outStream.PutNextEntry(new ZipEntry($"ylotc_client_{dateStr}.csv"));
+                using (var csv = new CsvWriter(writer, csvConfig))
+                {
+                    csv.WriteRecords(clients);
+                }
+                writer.Flush();
+
+                writer.Close();
+                return ms.ToArray();
+            }
+
+        }
+        public byte[] GetClient()
+        {
+            var templateFile = OtcAppContext.MapPath("~/App_Docs/导出模板/国投客户数据采集.xlsx");
+            using (var baseDb = new ClientDBContext())
+            {
+                //处理客户不属于 内部客户 n.IsInsided!=1
+                var ClientList = baseDb.client.Where(n => n.ProcessStatus == "已开户"&&n.IsInsided!=1).Select(x =>
+                new ClientInfo
+                {
+                    ClientType = x.ClientType == "自然人" ? "个人" : x.ClientType,
+                    ClientName = x.Name,
+                    ClientTypeMemo = x.ClientType == "机构" ? "机构全称" : x.ClientType == "自然人" ? "" : "产品全称",
+                    AdminFullName = x.ClientType == "产品" ? x.AdminFullName : "",
+                    LicenseType = x.ClientType == "机构" ? "统一社会信用代码" : x.ClientType == "自然人" ? "居民身份证" : "产品编号",
+                    AdminFullNameMome = x.ClientType == "产品" ? "产品管理人全称" : "",
+                    IdentificationNumber = x.ClientType == "机构" ? x.LicenseCode : x.ClientType == "自然人" ? x.IdentificationNumber : x.ProductNumber,
+                    AdminFullNameLicenseType = x.ClientType == "机构" ? "" : x.ClientType == "自然人" ? "" : "统一社会信用代码",
+                    AdminRegisteredNum = x.ClientType == "产品" ? x.LicenseCode : "",
+                    MainProtocolCode = x.MainProtocolCode
+                });
+                var buffer = ExcelGenerator.UseTemplateGenerator(templateFile).AddVariable(new { list = ClientList }).GenerateBytes();
+                return buffer;
+            }
+        }
+        public byte[] GetEodPosition(Model.EodPositionRisksReq req)
+        {
+            var templateFile = OtcAppContext.MapPath("~/App_Docs/导出模板/国投数据采集.xlsx");
+            using (var baseDb = new ClientDBContext())
+            {
+                req.ValueDate = req.ValueDate;
+                req.EodSettlePriceMode = "收盘价";
+                req.IsOnlyExport = false;
+                req.IsParentTrade = false;
+                req.needSettleData = false;
+                req.VolType = "持仓";
+                //处理客户不属于 内部客户 
+                req.ClientIds = baseDb.client.Where(n => n.IsInsided != 1).Select(l => l.id).ToList();
+
+                var result = new EodPositionRisksQueryService(UserInfo).SearchList(req);
+                var responEodPositions = new List<ResponEodPosition>();
+                foreach (var item in result.rows)
+                {
+                    var responEodPosition = new ResponEodPosition();
+                    var td = DbContext.trade.FirstOrDefault(l => l.id == item.id);
+                    responEodPosition.bookName = item.AssetBookName;
+                    responEodPosition.tradeId = item.TradeNumber;
+                    responEodPosition.positionId = item.trade?.AssetId;
+                    responEodPosition.underlyerInstrumentId = item.UnderlyingCode;
+                    responEodPosition.underlyerMultiplier = GetunderlyerMultiplier(item.UnderlyingCode);
+                    responEodPosition.productType = item.TradeType;
+                    responEodPosition.initialNumber = item.TradeOriginalAmount;
+                    responEodPosition.unwindNumber = td?.UnWindNotional;
+                    responEodPosition.number = item.Notional;
+                    responEodPosition.premium = item.TradePrice;
+                    responEodPosition.marketValue = item.RoundedPV;
+                    responEodPosition.pnl = item.dailyPnl;
+                    responEodPosition.delta = item.Delta;
+                    responEodPosition.deltaCash = item.DeltaCash;
+                    responEodPosition.gamma = item.Gamma;
+                    responEodPosition.gammaCash = item.GammaCash;
+                    responEodPosition.vega = item.Vega;
+                    responEodPosition.theta = item.Theta;
+                    responEodPosition.rho = item.Rho;
+                    responEodPosition.effectiveDate = td?.TradeDate;
+                    responEodPosition.expirationDate = td?.ExerciseDate;
+                    responEodPosition.message = "";
+                    responEodPosition.pricingEnvironment = "";
+                    responEodPosition.r = item.RiskFreeRate;
+                    responEodPosition.q = item.DividendRate;
+                    responEodPosition.vol = item.CurrentVolatility;
+                    responEodPosition.listedOption = 0;//!
+                    responEodPosition.price = item.UnderlyingPrice;
+                    responEodPosition.notional = td?.StockEqvNotionalReal;
+                    responEodPosition.initialNotional = item.StockEqvNotional;
+                    responEodPosition.initialMargin = item.Margin;
+                    responEodPosition.maintenanceMargin = td?.InitialMargin;
+
+                    responEodPosition.initialVol = item.CurrentVolatility;
+                    responEodPosition.masterAgreementId = GetmasterAgreement(item.ClientNumber);
+                    responEodPosition.direction = td?.BuySell;
+                    if (td != null)
+                    {
+                        responEodPosition.initialQ = GetinitialQ(item.id, req.ValueDate);
+                        responEodPosition.initialR = GetinitialR(item.id, req.ValueDate);
+                        responEodPosition.term = QdpModule.QdpCalendarHelper.AllBizDays(Convert.ToDateTime(td.TradeDate), Convert.ToDateTime(td.ExerciseDate)).Count;
+                        var strike = DbContext.trade_double_sharkfin_option.FirstOrDefault(l => l.TradeId == item.id);
+                        responEodPosition.highStrike = strike?.StrikeHigh;
+                        responEodPosition.lowStrike = strike?.StrikeLow;
+                    }
+
+                    responEodPosition.settlementDate = td?.SettlementDate;//!
+                    responEodPosition.tradeStatus = item.TradeStatus;
+                    responEodPosition.lcmEventType = item.TradeStatus;
+                    responEodPosition.initialSpot = td?.SpotPrice;
+
+                    responEodPosition.highBarrier = item.RebateHigh;
+                    responEodPosition.lowBarrier = item.Rebate;
+                    responEodPosition.participationRates = item.ParticipationRate;
+                    responEodPosition.rebate = item.Rebate;
+                    responEodPosition.annualized = td?.IsAnnualized;
+                    responEodPosition.specifiedPrice = td?.SettlementType == SettlementTypeEnum.ClosePrice ? "收盘价" : "结算价";
+                    responEodPosition.frontPremium = item.TradeAmount;
+                    responEodPosition.minimumPremium = td?.PrincipalRateWrite;
+                    responEodPosition.daysInYear = item.InitialSpotPrice;//?
+                    responEodPosition.initialPricingValue = item.TradeSinglePrice;
+                    responEodPosition.initialUnderlyerPrice = td?.UnderlyingPrice;
+                    responEodPosition.portfolioNames = item.TradeType;
+                    responEodPosition.trader = td?.TraderName;
+                    responEodPosition.tradeConfirmId = item.ContractCode;
+                    responEodPosition.underlyerPrice = item.UnderlyingPrice;
+                    responEodPosition.callput = item.trade?.CallPut;
+                    responEodPositions.Add(responEodPosition);
+                }
+                var buffer = ExcelGenerator.UseTemplateGenerator(templateFile).AddVariable(new { list2 = responEodPositions }).GenerateBytes();
+                return buffer;
+            }
+        }
+        /// <summary>
+        /// 获取开仓无风险利率
+        /// </summary>
+        public double? GetinitialQ(int tdId, DateTime dateTime)
+        {
+            return DbContext.TradeHisData.Where(l => l.TradeId == tdId && l.ValueDate == dateTime && l.ValueType == "NoRiskRate").FirstOrDefault()?.Value;
+        }
+        /// <summary>
+        /// 获取开仓分红率
+        /// </summary>
+        public double? GetinitialR(int tdId, DateTime dateTime)
+        {
+            return DbContext.TradeHisData.Where(l => l.TradeId == tdId && l.ValueDate == dateTime && l.ValueType == "DividendRate").FirstOrDefault()?.Value;
+        }
+        /// <summary>
+        /// 获取 合约乘数
+        /// </summary>
+        /// <param name="UnderlyingCode"></param>
+        /// <returns></returns>
+        public double? GetunderlyerMultiplier(string UnderlyingCode)
+        {
+            var underlyerMultiplier = DataCacheProvider.GetUnderlyingDataSource().GetData(UnderlyingCode).ContractSize;
+            return underlyerMultiplier;
+        }
+        /// <summary>
+        /// 获取sac主协议编号
+        /// </summary>
+        /// <param name="ClientNumber"></param>
+        /// <returns></returns>
+        public string GetmasterAgreement(string ClientNumber)
+        {
+            var clientdb = new ClientDBContext();
+            if (string.IsNullOrEmpty(ClientNumber))
+            {
+                return "";
+            }
+            return clientdb.client.First(l => l.Number == ClientNumber).MainProtocolCode;
+        }
+        // {{item.positionId}}  {{item.underlyerInstrumentId}} {{item.underlyerInstrumentIds}} {{item.underlyerMultiplier}} {{item.underlyerMultipliers}}
+        // {{item.productType}} {{item.initialNumber}} {{item.initialNumbers}} {{item.unwindNumber}} {{item.unwindNumbers}} {{item.number}} {{item.numbers}}
+        // {{item.premium}} {{item.unwindAmount}} {{item.marketValue}} {{item.pnl}} {{item.delta}} {{item.deltas}} {{item.deltaCash}} {{item.deltaCashes}}
+        // {{item.deltaDecay}} {{item.deltaDecays}} {{item.deltaWithDecay}} {{item.deltaWithDecays}} {{item.gamma}} {{item.gammas}} {{item.gammaCash}}
+        // {{item.gammaCashes}} {{item.vega}} {{item.vegas}} {{item.theta}} {{item.rho}} {{item.tradeDate}} {{item.effectiveDate}} {{item.expirationDate}}
+        // {{item.message}} {{item.createdAt}} {{item.pricingEnvironment}} {{item.r}} {{item.q}} {{item.qs}} {{item.vol}} {{item.vols}} {{item.listedOption}}
+        // {{item.price}} {{item.correlation}} {{item.notional}} {{item.initialNotional}} {{item.initialMargin}} {{item.initialQ}} {{item.initialR}} {{item.initialVol}}
+        // {{item.maintenanceMargin}} {{item.masterAgreementId}} {{item.direction}} {{item.term}} {{item.settlementDate}} {{item.tradeStatus}} {{item.lcmEventType}}
+        // {{item.initialSpot}} {{item.initialSpots}} {{item.highStrike}} {{item.lowStrike}} {{item.highBarrier}} {{item.lowBarrier}} {{item.participationRates}}
+        // {{item.rebate}} {{item.annualized}} {{item.specifiedPrice}} {{item.frontPremium}} {{item.minimumPremium}} {{item.daysInYear}} {{item.initialPricingValue}}
+        // {{item.initialUnderlyerPrice}} {{item.initialPnl}} {{item.initialStdDelta}} {{item.initialDelta}} {{item.initialDeltaCash}} {{item.initialGamma}} {{item.initialGammaCash}} {{item.initialVega}} {{item.initialTheta}} {{item.initialRhoR}} {{item.initialStdGamma}} {{item.tradeCategory}} {{item.portfolioNames}} {{item.trader}} {{item.tradeConfirmId}} {{item.regulationAssetClass}} {{item.regulationAssetSubClass}} {{item.underlyerPrice}}
+        class ResponEodPosition
+        {
+            public string bookName { get; set; }
+            public string tradeId { get; set; }
+            public int? positionId { get; set; }
+            public string underlyerInstrumentId { get; set; }
+            public string underlyerInstrumentIds { get; set; }
+            public double? underlyerMultiplier { get; set; }
+            public string underlyerMultipliers { get; set; }
+            public string productType { get; set; }
+            public double? initialNumber { get; set; }
+            public double? initialNumbers { get; set; }
+            public double? unwindNumber { get; set; }
+            public double? unwindNumbers { get; set; }
+            public double? number { get; set; }
+            public double? numbers { get; set; }
+            public double? premium { get; set; }
+            public double? unwindAmount { get; set; }
+            public double? marketValue { get; set; }
+            public double? pnl { get; set; }
+            public double? delta { get; set; }
+            public double? deltas { get; set; }
+            public double? deltaCash { get; set; }
+            public double? deltaCashes { get; set; }
+            public double? deltaDecay { get; set; }
+            public double? deltaDecays { get; set; }
+            public double? deltaWithDecay { get; set; }
+            public double? deltaWithDecays { get; set; }
+            public double? gamma { get; set; }
+            public double? gammas { get; set; }
+            public double? gammaCash { get; set; }
+            public double? gammaCashes { get; set; }
+            public double? vega { get; set; }
+            public double? vegas { get; set; }
+            public double? theta { get; set; }
+            public double? rho { get; set; }
+            public string tradeDate { get; set; }
+            public DateTime? effectiveDate { get; set; }
+            public DateTime? expirationDate { get; set; }
+            public string message { get; set; }
+            public string createdAt { get; set; }
+            public string pricingEnvironment { get; set; }
+            public double? r { get; set; }
+            public double? q { get; set; }
+            public double? qs { get; set; }
+            public double? vol { get; set; }
+            public double? vols { get; set; }
+            public double? listedOption { get; set; }
+            public double? price { get; set; }
+            public double? correlation { get; set; }
+            public double? notional { get; set; }
+            public double? initialNotional { get; set; }
+            public double? initialMargin { get; set; }
+            public double? initialQ { get; set; }
+            public double? initialR { get; set; }
+            public double? initialVol { get; set; }
+            public double? maintenanceMargin { get; set; }
+            public string masterAgreementId { get; set; }
+            public string direction { get; set; }
+            public int term { get; set; }
+            public DateTime? settlementDate { get; set; }
+            public string tradeStatus { get; set; }
+            public string lcmEventType { get; set; }
+            public double? initialSpot { get; set; }
+            public double? initialSpots { get; set; }
+            public double? highStrike { get; set; }
+            public double? lowStrike { get; set; }
+            public double? highBarrier { get; set; }
+            public double? lowBarrier { get; set; }
+            public double? participationRates { get; set; }
+            public double? rebate { get; set; }
+            public bool? annualized { get; set; }
+            public string specifiedPrice { get; set; }
+            public double? frontPremium { get; set; }
+            public double? minimumPremium { get; set; }
+            public double? daysInYear { get; set; }
+            public double? initialPricingValue { get; set; }
+            public double? initialUnderlyerPrice { get; set; }
+            public double? initialPnl { get; set; }
+            public double? initialStdDelta { get; set; }
+            public double? initialDelta { get; set; }
+            public double? initialDeltaCash { get; set; }
+            public double? initialGamma { get; set; }
+            public double? initialGammaCash { get; set; }
+            public double? initialVega { get; set; }
+            public double? initialTheta { get; set; }
+            public double? initialRhoR { get; set; }
+            public double? initialStdGamma { get; set; }
+            public double? tradeCategory { get; set; }
+            public string portfolioNames { get; set; }
+            public string trader { get; set; }
+            public string tradeConfirmId { get; set; }
+            public string regulationAssetClass { get; set; }
+            public string regulationAssetSubClass { get; set; }
+            public double? underlyerPrice { get; set; }
+            public string callput { get; set; }
+
+        }
+        class ClientInfo
+        {
+            /// <summary>
+            /// 客户类型
+            /// </summary>
+            public string ClientType { get; set; }
+            /// <summary>
+            /// 客户名称
+            /// </summary>
+            public string ClientName { get; set; }
+            /// <summary>
+            /// 客户类型备注 机构全称，产品全称，居民身份证
+            /// </summary>
+            public string ClientTypeMemo { get; set; }
+            /// <summary>
+            /// 证件类型
+            /// </summary>
+            public string LicenseType { get; set; }
+            /// <summary>
+            /// 证件号
+            /// </summary>
+            public string IdentificationNumber { get; set; }
+            /// <summary>
+            /// 产品管理人
+            /// </summary>
+            public string AdminFullName { get; set; }
+            /// <summary>
+            /// 主协议编号
+            /// </summary>
+            public string MainProtocolCode { get; set; }
+            /// <summary>
+            /// 证件类型备注  产品管理人全称
+            /// </summary>
+            public string AdminFullNameMome { get; set; }
+            /// <summary>
+            /// 产品管理人证件类型
+            /// </summary>
+            public string AdminFullNameLicenseType { get; set; }
+            /// <summary>
+            /// 产品管理人证件号
+            /// </summary>
+            public string AdminRegisteredNum { get; set; }
+        }
+        class InnerClientInfo
+        {
+            internal int id { get; set; }
+
+            public string ClientNumber { get; set; }
+
+            public string ClientName { get; set; }
+
+            public string LicenseCode { get; set; }
+
+            public string ClientType { get; set; }
+
+            public string StockEqvNotional { get; set; }
+        }
+    }
+}

YLErpDAL/Modules/EodModule/QueryModule/EodTradePositionExportServiceModels.cs

@@ -0,0 +1,240 @@
+namespace YLErp.Modules.EodModule.QueryModule
+{
+    /// <summary>
+    /// 场外期权持仓数据字段
+    /// 使用兴证数据中心接口文档创建
+    /// </summary>
+    public class EodOptionPositionExportFields
+    {
+        public string TradeNumber { get; set; }
+        public string AssetBookName { get; set; }
+        public string TraderName { get; set; }
+        public string ClientName { get; set; }
+        public string ClientNumber { get; set; }
+        public string StructureType { get; set; }
+        public string ExerciseMode { get; set; }
+        public string CallPut { get; set; }
+        public string TradeDate { get; set; }
+        public string ExerciseDate { get; set; }
+        public string SettlementDate { get; set; }
+        public string TradeSide { get; set; }
+        public string UnderlyingCode { get; set; }
+        public string UnderlyingName { get; set; }
+        public string InitSpotPrice { get; set; }
+        public string Strike { get; set; }
+        public string IsMoneynessOption { get; set; }
+        public string Premium { get; set; }
+        public string IsUsePremiumRate { get; set; }
+        public string InitialMargin { get; set; }
+        public string TradeAmount { get; set; }
+        public string TradePrice { get; set; }
+        public string StockEqvNotional { get; set; }
+        public string StockEqvNotionalReal { get; set; }
+        public string IsAnnualized { get; set; }
+        public string AnnualizeFactor { get; set; }
+        public string PrincipalRate { get; set; }
+        public string ParticipationRate { get; set; }
+        public string NoRiskRate { get; set; }
+        public string DividendRate { get; set; }
+        public string TradeOpenVolatility { get; set; }
+        public string TradeCloseVolatility { get; set; }
+        public string NumOfSmoothingDays { get; set; }
+        public string Comments { get; set; }
+
+        #region----奇异期权字段----
+
+        //亚式期权
+        public string AsianAveragingPeriodStartDate { get; set; }
+        public string AsianPayoffType { get; set; }
+        public string AsianStrikeType { get; set; }
+        public string AsianStrikeGearingFactor { get; set; }
+
+        //障碍期权
+        public string BarrierType { get; set; }
+        public string BarrierPrice { get; set; }
+        public string BarrierPriceHigh { get; set; }
+        public string BarrierShift { get; set; }
+        public string BarrierRebate { get; set; }
+        public string BarrierRebateType { get; set; }
+        public string BarrierDiscrete { get; set; }
+        public string BarrierKnockInOutStatus { get; set; }
+        public string BarrierKnockInOutDate { get; set; }
+
+        //双鲨期权
+        public string DbsharkBarrierLow { get; set; }
+        public string DbsharkBarrierHigh { get; set; }
+        public string DbsharkStrikeHigh { get; set; }
+        public string DbsharkCallParticipationRate { get; set; }
+        public string DbsharkPutParticipationRate { get; set; }
+        public string DbsharkRebate { get; set; }
+        public string DbsharkRebateHigh { get; set; }
+        public string DbsharkRebateType { get; set; }
+        public string DbsharkDiscrete { get; set; }
+
+        //二元期权
+        public string BinaryPayoffType { get; set; }
+        public string BinaryUpperBarrier { get; set; }
+        public string BinaryCashOrNothingAmount { get; set; }
+        public string BinaryCashOrNothingAmountHigh { get; set; }
+        public string BinaryMonitorType { get; set; }
+        public string BinaryRebateType { get; set; }
+
+        //区间累积期权
+        public string RangeAccrualLowerRange { get; set; }
+        public string RangeAccrualUpperRange { get; set; }
+        public string RangeAccrualBonusRate { get; set; }
+
+        //气囊结构
+        public string AirbagBarrier { get; set; }
+        public string AirbagIsDiscrete { get; set; }
+        public string AirbagKIParticipationRate { get; set; }
+        public string AirbagHasPayoffLimit { get; set; }
+        public string AirbagHighStrike { get; set; }
+
+        //收益增强结构
+        public string AnnualizedEnhanceRate { get; set; }
+
+        //凤凰期权
+        public string AutocallIsFixedCoupon { get; set; }
+        public string AutocallCoupon { get; set; }
+        public string AutocallCouponBarrier { get; set; }
+        public string AutocallCouponPayType { get; set; }
+        public string AutocallKOBarrier { get; set; }
+        public string AutocallKIBarrier { get; set; }
+        public string AutocallIncludeCouponAfterKI { get; set; }
+        public string AutocallKIPayoffType { get; set; }
+        public string AutocallKIStrike1 { get; set; }
+        public string AutocallKIStrike2 { get; set; }
+
+        //雪球期权
+        public string SnowballKOBarrier { get; set; }
+        public string SnowballKOPayoffType { get; set; }
+        public string SnowballIsFixedCoupon { get; set; }
+        public string SnowballKORebate { get; set; }
+        public string SnowballAnnualizedPremiumRate { get; set; }
+        public string SnowballKOObservationSettleDates { get; set; }
+        public string SnowballKOStrike1 { get; set; }
+        public string SnowballKOStrike2 { get; set; }
+        public string SnowballKORebateType { get; set; }
+        public string SnowballKIBarrier { get; set; }
+        public string SnowballKIPayoffType { get; set; }
+        public string SnowballKIStrike1 { get; set; }
+        public string SnowballKIStrike2 { get; set; }
+        public string SnowballNoKICoupon { get; set; }
+
+        //敲入敲出
+        public string KOObservationDates { get; set; }
+        public string KIObservationDates { get; set; }
+
+        #endregion
+
+        //持仓信息
+        public string PositionTradeAmount { get; set; }
+        public string PositionPv { get; set; }
+        public string PositionPnl { get; set; }
+        public string PositionVol { get; set; }
+    }
+
+    /// <summary>
+    /// 场内期权持仓数据字段
+    /// 使用兴证数据中心接口文档创建
+    /// </summary>
+    public class EodExOptionPositionExportFields
+    {
+        public string OptionCode { get; set; }
+
+        public string UnderlyingCode { get; set; }
+
+        public string ExerciseMode { get; set; }
+
+        public string Strike { get; set; }
+
+        public string PositionType { get; set; }
+
+        public string PositionTradeAmount { get; set; }
+
+        public string PositionPv { get; set; }
+
+        public string PositionPnl { get; set; }
+
+        public string PositionVol { get; set; }
+    }
+
+    /// <summary>
+    /// 收益互换持仓数据字段
+    /// 使用兴证数据中心接口文档创建
+    /// </summary>
+    public class EodPayOffSwapPositionExportFields
+    {
+        public string TradeNumber { get; set; }
+        public string AssetBookName { get; set; }
+        public string TraderName { get; set; }
+        public string ClientName { get; set; }
+        public string ClientNumber { get; set; }
+        public string TradeDate { get; set; }
+        public string ExerciseDate { get; set; }
+        public string StockEqvNotional { get; set; }
+        public string Comments { get; set; }
+
+        public string IsGetFloatingProfit { get; set; }
+        public string GetUnderlyingCode { get; set; }
+        public string GetLongShort { get; set; }
+        public string GetSpotPrice { get; set; }
+        public string GetTradePrice { get; set; }
+        public string GetMarginRate { get; set; }
+        public string GetFixedProfit { get; set; }
+        public string IsPayFloatingProfit { get; set; }
+        public string PayUnderlyingCode { get; set; }
+        public string PayLongShort { get; set; }
+        public string PaySpotPrice { get; set; }
+        public string PayTradePrice { get; set; }
+        public string PayFixedProfit { get; set; }
+        public string PayMarginRate { get; set; }
+
+        public string PositionStockEqvNotional { get; set; }
+
+        public string PositionPv { get; set; }
+
+        public string PositionPnl { get; set; }
+    }
+
+    /// <summary>
+    /// 远期持仓数据字段
+    /// 使用兴证数据中心接口文档创建
+    /// </summary>
+    public class EodForwardPositionExportFields
+    {
+        public string TradeNumber { get; set; }
+        public string AssetBookName { get; set; }
+        public string TraderName { get; set; }
+        public string ClientName { get; set; }
+        public string ClientNumber { get; set; }
+
+        public string UnderlyingCode { get; set; }
+        public string UnderlyingName { get; set; }
+        public string BasisUnderlyingCode { get; set; }
+        public string BasisGap { get; set; }
+
+        public string TradeDate { get; set; }
+        public string ExerciseDate { get; set; }
+
+        public string TradeSide { get; set; }
+        public string CallPut { get; set; }
+
+        public string TradeAmount { get; set; }
+        public string Strike { get; set; }
+        public string InitSpotPrice { get; set; }
+        public string OpenFee { get; set; }
+        public string TotalFee { get; set; }
+        public string AnnualMarginRate { get; set; }
+        public string AnnualStoragePrice { get; set; }
+        public string NoRiskRate { get; set; }
+        public string Comments { get; set; }
+
+        public string PositionTradeAmount { get; set; }
+
+        public string PositionPv { get; set; }
+
+        public string PositionPnl { get; set; }
+    }
+}