从山证v2.3.0拷贝

YLErpDAL/Modules/UnderlyingModule/ApiModudle/ApiDataQueryService.cs

@@ -0,0 +1,143 @@
+namespace YLErp.Modules.UnderlyingModule.ApiModudle
+{
+    /// <summary>
+    /// API数据检索服务
+    /// </summary>
+    public class ApiDataQueryService : YLBaseService
+    {
+        public ApiDataQueryService(OptUserInfo userInfo) : base(userInfo)
+        {
+        }
+
+        public IEnumerable<ApiUnderlyingInfo> GetUnderlyingList()
+        {
+            var date = DateTime.Now.AddMonths(-3);
+            var underlyings = DbContext.underlying_manager.AsNoTracking()
+                .Where(n => n.UnderlyingInstrumentType != "CommodityFutures" || n.MaturityDate > date)
+                .Select(n => new
+                {
+                    n.UnderlyingCode,
+                    n.ContractSize,
+                    n.UnderlyingInstrumentType,
+                    n.UnderlyingName,
+                    n.MarketCode,
+                    n.CommodityCode,
+                    n.MaturityDate,
+                    n.PriceTick,
+                    n.MarginRate,
+                    n.OpenDate,
+                    n.UpDownLimit,
+                    n.VolatilityRate,
+                    n.UnderlyingTypeId
+
+                }).ToList();
+
+            var varietyDic = DbContext.variety.Select(n => new { n.id, n.VolatilityRate, n.UpLimit, n.Margin }).ToDictionary(n => n.id);
+
+            return underlyings.Select(x =>
+            {
+                var contractSize = x.ContractSize;
+                var contractType = UnderlyingContractTypeEnum.None;
+                switch (x.UnderlyingInstrumentType)
+                {
+                    case "Stock":
+                        contractSize = 100;
+                        contractType = UnderlyingContractTypeEnum.Stocks;
+                        break;
+                    case "CommodityFutures":
+                        contractType = UnderlyingContractTypeEnum.Futures;
+                        break;
+                    case "CommoditySpot":
+                        contractType = UnderlyingContractTypeEnum.Spot;
+                        break;
+                }
+
+                var marginRate = x.MarginRate;
+
+                double? volatilitySpan = null, updownLimit = null;
+
+                bool isUpdownFixed = false;
+
+                if (NumberHelper.TryParse(x.VolatilityRate, out var dvalue, out bool isPercent))
+                {
+                    volatilitySpan = dvalue;
+                }
+
+                if (NumberHelper.TryParse(x.UpDownLimit, out dvalue, out isPercent))
+                {
+                    updownLimit = dvalue;
+                    isUpdownFixed = !isPercent;
+                }
+
+                //如果标的的几个幅度没有则取品种的
+                if (varietyDic.TryGetValue(x.UnderlyingTypeId, out var va))
+                {
+                    if (!marginRate.HasValue)
+                    {
+                        marginRate = va.Margin;
+                    }
+
+                    if (!volatilitySpan.HasValue && NumberHelper.TryParse(va.VolatilityRate, out dvalue, out isPercent))
+                    {
+                        volatilitySpan = dvalue;
+                    }
+
+                    if (!updownLimit.HasValue && NumberHelper.TryParse(va.UpLimit, out dvalue, out isPercent))
+                    {
+                        updownLimit = dvalue;
+                        isUpdownFixed = false;
+                    }
+                }
+
+                return new ApiUnderlyingInfoEx
+                {
+                    Code = x.UnderlyingCode,
+                    Name = x.UnderlyingName,
+                    Exchange = x.MarketCode,
+                    Product_Class = x.CommodityCode,
+                    Expire_Date = x.MaturityDate?.ToString("yyyy-MM-dd"),
+                    Multiple = contractSize,
+                    Price_Tick = x.PriceTick,
+                    Long_Margin_Ratio = x.MarginRate ?? 0,
+                    Short_Margin_Ratio = x.MarginRate ?? 0,
+                    Contract_Type = contractType,
+                    Create_Date = x.OpenDate?.ToString("yyyy-MM-dd"),
+                    OptionType = OptionTypeEnum.None,
+                    Underlying_Code = "",
+                    MarginRate = marginRate ?? 0,
+                    IsUpdownLimitFixed = isUpdownFixed,
+                    UpdownLimit = updownLimit ?? 0,
+                    VolatilitySpan = volatilitySpan ?? 0
+                };
+            }).ToArray();
+        }
+
+        public IEnumerable<ApiUnderlyingInfo> GetExchangeOptionList()
+        {
+            var date = DateTime.Now.AddMonths(-1);
+
+            var exchangeOptions = DbContext.exchange_list_option.Where(x => x.MaturityDate >= date).ToList();
+
+            return exchangeOptions.Select(x =>
+            {
+                return new ApiUnderlyingInfo
+                {
+                    Code = x.ContractCode,
+                    Underlying_Code = x.UnderlyingCode,
+                    Exchange = x.MarketCode,
+                    Create_Date = x.OpenDate?.ToString("yyyy-MM-dd") ?? "",
+                    Expire_Date = x.MaturityDate.ToString("yyyy-MM-dd"),
+                    Strike = x.Strike,
+                    Contract_Type = UnderlyingContractTypeEnum.Options,
+                    OptionType = x.OptionType == "看涨" ? OptionTypeEnum.Call : OptionTypeEnum.Put,
+                    Long_Margin_Ratio = x.MarginRate ?? 0,
+                    Short_Margin_Ratio = x.MarginRate ?? 0,
+                    Multiple = x.ContractSize,
+                    Name = string.Empty,
+                    Price_Tick = x.PriceTick,
+                    Product_Class = string.Empty
+                };
+            }).ToArray();
+        }
+    }
+}

YLErpDAL/Modules/UnderlyingModule/ApiModudle/ApiUnderlyingInfo.cs

@@ -0,0 +1,187 @@
+
+namespace YLErp.Modules.UnderlyingModule.ApiModudle
+{
+    public class ApiUnderlyingInfo
+    {
+        /// <summary>
+        /// 合约代码UnderlyingCode,(场内期权则是场内期权代码 Exchange_list_option表中对应contractcode)
+        /// </summary>
+        public string Code { get; set; }
+
+        /// <summary>
+        /// 合约名称(场内期权忽略) UnderlyingName
+        /// </summary>
+        public string Name { get; set; }
+
+        /// <summary>
+        /// 交易所代码(MarketCode)
+        /// </summary>
+        public string Exchange { get; set; }
+
+        /// <summary>
+        /// 产品种类 CommodityCode(场内期权忽略)
+        /// </summary>
+        public string Product_Class { get; set; }
+
+        /// <summary>
+        /// 场内期权字段--场内期权的标的代码，其它忽略
+        /// </summary>
+        public string Underlying_Code { get; set; }
+
+        /// <summary>
+        /// 上市日期
+        /// </summary>
+        public string Create_Date { get; set; }
+
+        /// <summary>
+        /// 到期日期
+        /// </summary>
+        public string Expire_Date { get; set; }
+
+        /// <summary>
+        /// 合约乘数
+        /// </summary>
+        public double Multiple { get; set; }
+
+        /// <summary>
+        /// 行权价(场内期权产品用，其它 0)
+        /// </summary>
+        public double Strike { get; set; }
+
+        /// <summary>
+        /// 最小变动价位 来自品种表
+        /// </summary>
+        public double Price_Tick { get; set; }
+
+        /// <summary>
+        /// 多头预付金率,MarginRate
+        /// </summary>
+        public double Long_Margin_Ratio { get; set; }
+
+        /// <summary>
+        /// 空投预付金率,MarginRate
+        /// </summary>
+        public double Short_Margin_Ratio { get; set; }
+
+        /// <summary>
+        /// 交易产品类型
+        /// </summary>
+        public UnderlyingContractTypeEnum Contract_Type { get; set; }
+
+        /// <summary>
+        /// 期权类型
+        /// </summary>
+        public OptionTypeEnum OptionType { get; set; }
+
+        public override string ToString()
+        {
+            return $"{Code}--{Name}--{Multiple}";
+        }
+    }
+
+    public class ApiUnderlyingInfoEx : ApiUnderlyingInfo
+    {
+        /// <summary>
+        /// 预付金比率
+        /// </summary>
+        public double MarginRate { get; set; }
+
+        /// <summary>
+        /// 波动率变动幅度
+        /// </summary>
+        public double VolatilitySpan { get; set; }
+
+        /// <summary>
+        /// 涨跌停幅度
+        /// </summary>
+        public double UpdownLimit { get; set; }
+
+        /// <summary>
+        /// 涨跌停幅度是否固定值
+        /// </summary>
+        public bool IsUpdownLimitFixed { get; set; }
+
+        public override string ToString()
+        {
+            return $"{Code}--{MarginRate}--{UpdownLimit}--{IsUpdownLimitFixed}--{VolatilitySpan}";
+        }
+    }
+
+    /// <summary>
+    /// 
+    /// </summary>
+    public enum UnderlyingContractTypeEnum
+    {
+        None = 0,
+
+        /// <summary>
+        /// 现货
+        /// </summary>
+        Spot = 1,
+
+        /// <summary>
+        /// 期货
+        /// </summary>
+        Futures = 2,
+
+        /// <summary>
+        /// 证券
+        /// </summary>
+        Stocks = 3,
+
+        /// <summary>
+        /// 期货期权
+        /// </summary>
+        Options = 4,
+
+        /// <summary>
+        /// 股票期权
+        /// </summary>
+        StockOptions = 5,
+
+        /// <summary>
+        /// 现货期权
+        /// </summary>
+        SpotOption = 6,
+
+        /// <summary>
+        /// 期转现
+        /// </summary>
+        FutuToSpot = 7,
+
+        /// <summary>
+        /// 组合
+        /// </summary>
+        Combination = 8,
+
+        /// <summary>
+        /// 外汇远期
+        /// </summary>
+        FxForward = 9,
+
+        /// <summary>
+        /// 金交所递延
+        /// </summary>
+        SGE_DEFER = 10,
+
+        /// <summary>
+        /// 金交所远期
+        /// </summary>
+        SGE_FOWARD = 11,
+
+        /// <summary>
+        /// 金交所现货
+        /// </summary>
+        SGE_SPOT = 12,
+    }
+
+    /// <summary>
+    /// 
+    /// </summary>
+    public enum OptionTypeEnum
+    {
+        None = 0,
+        Call = 1,
+        Put = 2
+    }
+}

YLErpDAL/Modules/UnderlyingModule/BasketUnderlyingHelper.cs

@@ -0,0 +1,103 @@
+using YLErp.Abstract.DataProviders;
+
+namespace YLErp.Modules.UnderlyingModule
+{
+    /// <summary>
+    /// 篮子标的帮助类
+    /// </summary>
+    public static class BasketUnderlyingHelper
+    {
+        /// <summary>
+        /// 获取篮子标的价格
+        /// </summary>
+        public static BasketPriceResult GetBasketPrice(underlying_manager basketUnderlying,
+            IBasketPriceProvider priceProvider, bool ignoreError)
+        {
+            if (basketUnderlying is null)
+            {
+                throw new ArgumentNullException(nameof(basketUnderlying));
+            }
+
+            if (!basketUnderlying.IsBasket())
+            {
+                return new BasketPriceResult();
+            }
+
+            return GetBasketPrice(basketUnderlying.SubData, priceProvider, ignoreError);
+        }
+
+        /// <summary>
+        /// 获取篮子标的价格
+        /// </summary>
+        public static BasketPriceResult GetBasketPrice(string subData, IBasketPriceProvider priceProvider, bool ignoreError)
+        {
+            var result = new BasketPriceResult();
+
+            var list = JsonHelper.Deserialize<List<BasketUnderlyingItem>>(subData);
+
+            if (list == null || !list.Any())
+            {
+                return result;
+            }
+
+            double weight = 0;
+
+            foreach (var item in list)
+            {
+                weight += item.weight;
+
+                if (priceProvider.TryGetSubPrice(item.code, out var price, out var settlePrice))
+                {
+                    result.Price += item.weight * price;
+                    result.SettlePrice += item.weight * settlePrice;
+                }
+                else if (!ignoreError)
+                {
+                    if (result.ErrorCodeList == null)
+                    {
+                        result.ErrorCodeList = new List<string>();
+                    }
+                    result.ErrorCodeList.Add(item.code);
+                }
+            }
+
+            if (weight > 0)
+            {
+                result.Price /= weight;
+                result.SettlePrice /= weight;
+            }
+            else
+            {
+                result.Price = result.SettlePrice = 0;
+            }
+
+            return result;
+        }
+    }
+
+    /// <summary>
+    /// 获取篮子标的价格结果
+    /// </summary>
+    public struct BasketPriceResult
+    {
+        /// <summary>
+        /// 行情价或收盘价
+        /// </summary>
+        public double Price;
+
+        /// <summary>
+        /// 结算价
+        /// </summary>
+        public double SettlePrice;
+
+        /// <summary>
+        /// 未找到价格的标的代码集合
+        /// </summary>
+        public List<string> ErrorCodeList;
+
+        /// <summary>
+        /// 是否存在未找到价格的标的代码集合
+        /// </summary>
+        public bool HasError => ErrorCodeList != null && ErrorCodeList.Any();
+    }
+}

YLErpDAL/Modules/UnderlyingModule/BasketUnderlyingService.cs

@@ -0,0 +1,322 @@
+using Newtonsoft.Json;
+using System.Data;
+using YLErp.BLL;
+
+namespace YLErp.Modules.UnderlyingModule
+{
+    /// <summary>
+    /// 篮子标的信息管理服务
+    /// </summary>
+    public class BasketUnderlyingService : YLBaseService
+    {
+        public BasketUnderlyingService(YLBaseService baseService) : base(baseService)
+        {
+        }
+
+        public BasketUnderlyingService(OptUserInfo userInfo) : base(userInfo)
+        {
+
+        }
+
+        /// <summary>
+        /// 组合标的导入xlsx数据
+        /// </summary>
+        public BasketUnderlyingDto ImportBasketDatasFromExcel(Stream stream)
+        {
+            var result = new BasketUnderlyingDto();
+            try
+            {
+                //当前编码支持ansi和utf with bom
+
+                var ds = Office.ExcelHelper.ReadExcelAsDataSet(stream);
+
+                if (ds.Tables.Count < 1 || ds.Tables[0].Rows.Count < 1)
+                {
+                    throw new ServiceException("读取导入数据失败:数据为空") { Tag = "111" };
+                }
+
+                var table = ds.Tables[0];
+                List<BasketUnderlyingItem> list = new List<BasketUnderlyingItem>();
+                if (table.Rows.Count < 1)
+                {
+                    throw new ServiceException("导入数据不能为空！");
+                }
+                var useWhiteCode = new StockBlackWhiteService(UserInfo).GetStockBlackWhiteList(Configuration.Enums.LimitRangeEnum.Swap, out var Codes);
+                foreach (DataRow row in table.Rows)
+                {
+                    if (row.IsNull("标的代码") || row.IsNull("标的权重"))
+                    {
+                        throw new ServiceException("导入标的代码或标的权重不能为空！");
+                    }
+                    double price = 0;
+                    BasketUnderlyingItem importModel = new BasketUnderlyingItem();
+                    importModel.code = (string)row["标的代码"];
+                    double.TryParse((row["标的权重"]?.ToString() ?? ""), out var weight);
+                    importModel.weight = weight;
+                    double.TryParse((row["标的份额"]?.ToString() ?? ""), out var notional);
+                    importModel.notional = notional;
+                    DataCacheProvider.GetUnderlyingDataSource().TryGetPrice(importModel.code, out price);
+                    var underlying = DataCacheProvider.GetUnderlyingDataSource().GetData(importModel.code);
+                    if (underlying == null)
+                    {
+                        throw new ServiceException("标的代码不存在: " + importModel.code);
+                    }
+                    if (ConsGlobal.InstrumentType.IsStock(underlying.UnderlyingInstrumentType) && Codes != null && useWhiteCode == Codes.Contains(importModel.code))
+                    {
+                        throw new ServiceException($"标的代码:{importModel.code} {(useWhiteCode ? "存在于黑名单中" : "不在白名单中")}");
+                    }
+                    importModel.Price = price;
+                    list.Add(importModel);
+                }
+                result.Items = list;
+
+            }
+            catch (Exception ex)
+            {
+                throw (ex.InnerException as ServiceException) ?? ex;
+            }
+
+
+            if (!result.Items.Any())
+            {
+                throw new ServiceException("没有可导入的数据");
+            }
+            return result;
+        }
+
+        /// <summary>
+        /// 保存篮子标的数据
+        /// </summary>
+        public int SaveBasketUnderlying(BasketUnderlyingDto model)
+        {
+            if (model is null)
+            {
+                throw new ArgumentNullException(nameof(model));
+            }
+
+            if (string.IsNullOrWhiteSpace(model.UnderlyingCode))
+            {
+                throw new ServiceException("别名不能为空");
+            }
+
+            if (DbContext.underlying_manager.Any(n => n.UnderlyingCode == model.UnderlyingCode))
+            {
+                throw new ServiceException("系统中已有重名的组合标的");
+            }
+
+            if (model.Items == null || !model.Items.Any())
+            {
+                throw new ServiceException("篮子标的列表没有任何数据");
+            }
+
+            if (model.Items.Any(n => string.IsNullOrWhiteSpace(n.code)))
+            {
+                throw new ServiceException("篮子标的列表中不应存在空白标的");
+            }
+
+            var isAddNew = model.id <= 0;
+
+            //----------------------------------
+            // 存入underlying_manager表
+            //----------------------------------
+
+            var variety = UnderlyingHelper.GetBasketVariety();
+
+            //----------------------------------
+            // 2020/5/14 获取组合标的的第一个标的
+            //----------------------------------
+
+            var underlyingCode1 = model.Items.First().code;
+            var underlying1 = DataCacheProvider.GetUnderlyingDataSource().GetData(underlyingCode1);
+            if (underlying1 == null)
+            {
+                throw new ServiceException("标的数据未找到:" + underlyingCode1);
+            }
+
+            // 篮子标的到期日
+            DateTime? MaturityDate = DateTime.MaxValue;
+            foreach (var item in model.Items)
+            {
+                DateTime? Date = DataCacheProvider.GetUnderlyingDataSource().GetData(item.code).MaturityDate;
+                MaturityDate = Date < MaturityDate ? Date : MaturityDate;
+                item.Price = null;
+            }
+
+            //----------------------------------
+            // 新增variety 如果没有该品种 则新增 
+            //-------------
+            if (variety.id == 0)
+            {
+                variety = new Variety()
+                {
+                    VarietyCode = "篮子标的",
+                    VarietyName = "篮子标的",
+                    OptId = model.OptId,
+                    OptName = model.OptName,
+                    OptDate = model.OptDate,
+                    TradingMarketId = 0,
+                    TradeUnit = "100股/手",
+                    QuoteUnit = "元（人民币）/股",
+                    DeliveryType = "",
+                    HasNightMarket = false,
+                    ShortName = "篮子标的",
+                    CommissionType = "固定",
+                    CloseTodayCommissionType = "固定",
+                    //UnderlyingInstrumentType = "Stock",
+                    VolatilityRate = "",
+                    VolatilityAdjust = 0
+                };
+                DbContext.variety.Add(variety);
+                DbContext.SaveChanges();
+            }
+
+            underlying_manager underlying;
+
+            if (isAddNew)
+            {
+                underlying = new underlying_manager
+                {
+                    UnderlyingCode = model.UnderlyingCode,
+                    UnderlyingType = variety.VarietyName,
+                    UnderlyingTypeId = variety.id,
+                    UnderlyingName = model.UnderlyingCode,
+                    CommodityCode = variety.VarietyCode,
+                    OpenDate = DateTime.Today
+                };
+                DbContext.underlying_manager.Add(underlying);
+            }
+            else
+            {
+                underlying = DbContext.underlying_manager.FirstOrDefault(u => u.UnderlyingCode == model.UnderlyingCode);
+                if (underlying == null)
+                {
+                    throw new ServiceException("数据不存在:" + model.UnderlyingCode);
+                }
+                underlying.LaunchState = "1";
+                underlying.LastUpdateTime = OptDate;
+            }
+
+            underlying.SubData = JsonHelper.Stringify(model.Items);
+
+            underlying.OptId = UserId;
+            underlying.OptName = UserName;
+            underlying.OptDate = OptDate;
+
+            underlying.Price = 0;
+
+            underlying.MaturityDate = MaturityDate == DateTime.MaxValue ? null : MaturityDate;
+            underlying.UnderlyingState = "Live";
+            underlying.UnderlyingStatus = "正常运行";
+
+            underlying.MarketCode = underlying1.MarketCode;
+            underlying.UnderlyingInstrumentType = underlying1.UnderlyingInstrumentType;
+
+            //----------------------------------
+            //2020/5/14 使用组合标的的第一个标的为新添加的字段赋值
+            //----------------------------------
+            underlying.TradeUnit = underlying1.TradeUnit;
+            underlying.QuoteUnit = underlying1.QuoteUnit;
+            underlying.MarketName = underlying1.MarketName;
+
+            if (string.IsNullOrEmpty(underlying.TradeUnit))
+            {
+                underlying.TradeUnit = "份";
+            }
+
+            DbContext.SaveChanges();
+            //----------------------------------
+            // 新增underlying_parameter
+            //----------------------------------
+
+            var underlyingParams = DbContext.underlying_parameter.Where(u => u.UnderlyingId == underlying.id).ToList();
+
+            //如果没有报价参数，则新增
+            if (underlyingParams.Count == 0)
+            {
+                underlying_parameter.defaultQuoteTypes.ForEach(t =>
+                {
+                    var up = new underlying_parameter()
+                    {
+                        NoRiskRate = valuedateBLL.SystemDate.RiskFreeRate * 0.01,
+                        Price = 0,
+                        Gamma = 0,
+                        Rho = 0,
+                        Vega = 0,
+                        Theta = 0,
+                        Delta = 0,
+                        UnderlyingId = underlying.id,
+                        Type = t,
+                        OptDate = DateTime.Now,
+                        OptId = model.OptId,
+                        OptName = model.OptName
+                    };
+                    DbContext.underlying_parameter.Add(up);
+                    underlyingParams.Add(up);
+                });
+            }
+
+            //最后调用保存以保证事物完整性
+            return DbContext.SaveChanges();
+        }
+
+        /// <summary>
+        /// 篮子标的查看
+        /// </summary>
+        public BasketUnderlyingDto GetBasketUnderlyingByName(string name)
+        {
+
+            var query = from u in DbContext.underlying_manager.AsEnumerable()
+                        where u.UnderlyingCode == name
+                        select new BasketUnderlyingDto
+                        {
+                            Items = JsonConvert.DeserializeObject<List<BasketUnderlyingItem>>(u.SubData),
+                        };
+
+            var res = query.FirstOrDefault();
+
+            double price = 0;
+
+            foreach (var item in res.Items)
+            {
+                DataCacheProvider.GetUnderlyingDataSource().TryGetPrice(item.code, out price);
+                item.Price = price;
+            }
+
+            return res;
+        }
+    }
+
+    /// <summary>
+    /// 
+    /// </summary>
+    public class BasketUnderlyingDto : UnderlyingManagerDto
+    {
+        /// <summary>
+        /// 篮子标的项目
+        /// </summary>
+        public IEnumerable<BasketUnderlyingItem> Items { get; set; }
+    }
+
+    /// <summary>
+    /// 篮子标的合成项
+    /// </summary>
+    public class BasketUnderlyingItem
+    {
+        public double? Price { get; set; }
+
+        /// <summary>
+        /// 权重
+        /// </summary>
+        public double weight { get; set; }
+
+        /// <summary>
+        /// 份额
+        /// </summary>
+        public double notional { get; set; }
+
+        /// <summary>
+        /// 标的代码
+        /// </summary>
+        public string code { get; set; }
+    }
+}

YLErpDAL/Modules/UnderlyingModule/ExchangeOptionDataService.cs

@@ -0,0 +1,104 @@
+using System.Data;
+
+namespace YLErp.Modules.UnderlyingModule
+{
+    /// <summary>
+    /// 场内期权数据服务
+    /// </summary>
+    public class ExchangeOptionDataService : YLBaseService
+    {
+        public ExchangeOptionDataService(OptUserInfo userInfo) : base(userInfo)
+        {
+
+        }
+
+        public ExchangeOptionDataService(YLBaseService baseService) : base(baseService)
+        {
+
+        }
+
+        /// <summary>
+        /// 查询exchange_list_option
+        /// </summary>
+        public IPagedList<ExchangeListOption> SearchList(ExchangeOptionReq req)
+        {
+            var predicate = PredicateBuilder.True<ExchangeListOption>();
+
+            if (!string.IsNullOrEmpty(req.ContractCode))
+            {
+                predicate = predicate.And(d => d.ContractCode.Contains(req.ContractCode));
+            }
+
+            if (!string.IsNullOrEmpty(req.UnderlyingCode))
+            {
+                predicate = predicate.And(d => d.UnderlyingCode.Contains(req.UnderlyingCode));
+            }
+
+            if (!string.IsNullOrEmpty(req.OptionType))
+            {
+                predicate = predicate.And(d => d.OptionType.Contains(req.OptionType));
+            }
+
+            if (!string.IsNullOrEmpty(req.ExerciseMode))
+            {
+                predicate = predicate.And(d => d.ExerciseMode.Contains(req.ExerciseMode));
+            }
+
+            if (req.MaturityDateStart != DateTime.MinValue)
+            {
+                predicate = predicate.And(d => d.MaturityDate >= req.MaturityDateStart);
+            }
+
+            if (req.MaturityDateEnd != DateTime.MinValue)
+            {
+                predicate = predicate.And(d => d.MaturityDate <= req.MaturityDateEnd);
+            }
+
+            if (!string.IsNullOrEmpty(req.MarketCode))
+            {
+                predicate = predicate.And(d => d.MarketCode == req.MarketCode);
+            }
+
+            var query = DbContext.exchange_list_option.Where(predicate);
+
+            return query.ToPagedList(req);
+        }
+
+        public IEnumerable<ExchangeListOption> GetSelectItems(string underlyingCode)
+        {
+            return DbContext.exchange_list_option.Where(n => n.UnderlyingCode == underlyingCode).OrderByDescending(n => n.id).ToArray();
+        }
+    }
+
+    public class ExchangeOptionReq : PagedQueryModel
+    {
+        /// <summary>
+        /// 合约代码
+        /// </summary> 
+        public string ContractCode { get; set; }
+
+        /// <summary>
+        /// 标的代码
+        /// </summary> 
+        public string UnderlyingCode { get; set; }
+
+        /// <summary>
+        /// 看涨看跌
+        /// </summary> 
+        public string OptionType { get; set; }
+
+        /// <summary>
+        /// 行权方式
+        /// </summary> 
+        public string ExerciseMode { get; set; }
+
+        public DateTime MaturityDateStart { get; set; }
+
+        public DateTime MaturityDateEnd { get; set; }
+
+        /// <summary>
+        /// 市场代码
+        /// </summary> 
+        public string MarketCode { get; set; }
+    }
+}

YLErpDAL/Modules/UnderlyingModule/StockBlackWhiteService.cs

@@ -0,0 +1,447 @@
+using BaseOUDAL;
+using System;
+using System.Data;
+using System.Linq;
+using System.Text;
+using YLErp.Commons;
+using YLErp.Configuration.Enums;
+using YLErp.Helpers;
+using YLErp.Model;
+
+namespace YLErp.Modules.UnderlyingModule
+{
+    /// <summary>
+    /// 个股黑白名单信息管理服务
+    /// </summary>
+    public class StockBlackWhiteService : YLBaseService
+    {
+        public StockBlackWhiteService(YLBaseService baseService) : base(baseService)
+        {
+        }
+
+        public StockBlackWhiteService(OptUserInfo userInfo) :
+            base(userInfo)
+        {
+
+        }
+
+        private string getUnderlyingType(string code)
+        {
+            string assetVariety = "";
+            if (code.StartsWith("60") || code.StartsWith("000"))
+            { //主板
+                assetVariety = "ZB";
+            }
+            else if (code.StartsWith("002"))
+            {//中小板
+                assetVariety = "ZXB";
+            }
+            else if (code.StartsWith("300"))
+            {//创业板
+                assetVariety = "CYB";
+            }
+            else if (code.StartsWith("688"))
+            {//科创版
+                assetVariety = "KCB";
+            }
+            else
+            {
+                assetVariety = "JW";
+            }
+            return assetVariety;
+        }
+        public void StockBlackWhiteAddJson(List<StockBlackWhite> data, bool checkStatus)
+        {
+            if (data.Any(O => string.IsNullOrWhiteSpace(O.UnderlyingCode)))
+            {
+                throw new ServiceException("代码不应为空");
+            }
+            var query = data.Where(O => !O.UnderlyingCode.Contains("."));
+            if (query.Any())
+            {
+                var errCode = query.Select(O => O.UnderlyingCode);
+                throw new ServiceException($"{string.Join(",", errCode)}代码应包含市场后缀");
+            }
+            query = data.Where(O => O.BlackWhiteState < 0 || O.BlackWhiteState > 1);
+            if (query.Any())
+            {
+                var errCode = query.Select(O => O.UnderlyingCode);
+                throw new ServiceException($"{string.Join(",", errCode)}记录应指定所属黑名单或白名单");
+            }
+            for (int i = 0; i < data.Count; i++)
+            {
+                data[i].UnderlyingCode = data[i].UnderlyingCode.ToUpper();
+                if (data[i].LimitRange == LimitRangeEnum.All)
+                {
+                    data[i].LimitRange = LimitRangeEnum.Option;
+                    data.Add(new StockBlackWhite()
+                    {
+                        UnderlyingCode = data[i].UnderlyingCode,
+                        UnderlyingName = data[i].UnderlyingName,
+                        BlackWhiteState = data[i].BlackWhiteState,
+                        LimitRange = LimitRangeEnum.Swap
+                    });
+                }
+            }
+            if (checkStatus)
+            {
+                var newCodeDict = data.GroupBy(O => O.BlackWhiteState).ToDictionary(K => K.Key, V => V.Select(O => O));
+                var predicate = PredicateBuilder.False<StockBlackWhite>();
+                if (newCodeDict.ContainsKey(0))
+                {
+                    var blackList = newCodeDict[0].Select(O => O.UnderlyingCode).ToHashSet();
+                    var limits = newCodeDict[0].Select(O => O.LimitRange).ToHashSet();
+                    predicate = predicate.Or(O => O.BlackWhiteState != 0 && limits.Contains(O.LimitRange) && blackList.Contains(O.UnderlyingCode));
+                }
+                if (newCodeDict.ContainsKey(1))
+                {
+                    var whiteList = newCodeDict[1].Select(O => O.UnderlyingCode).ToHashSet();
+                    var limits = newCodeDict[1].Select(O => O.LimitRange).ToHashSet();
+                    predicate = predicate.Or(O => O.BlackWhiteState != 1 && limits.Contains(O.LimitRange) && whiteList.Contains(O.UnderlyingCode));
+                }
+                var checkData =
+                    DbContext.Stock_BlackWhite.Where(predicate)
+                    .AsEnumerable()
+                    .GroupBy(O => O.BlackWhiteState).ToDictionary(K => K.Key, V => V.Select(O => O.UnderlyingCode));
+                StringBuilder sb = new StringBuilder();
+                if (checkData.Count > 0)
+                {
+                    if (checkData.ContainsKey(0))
+                    {
+                        sb.Append($"{string.Join(",", checkData[0])}代码存在于黑名单中,");
+                    }
+                    if (checkData.ContainsKey(1))
+                    {
+                        sb.Append($"{string.Join(",", checkData[1])}代码存在于白名单中,");
+                    }
+                    if (sb.Length > 0)
+                    {
+                        sb.Append("是否覆盖?");
+                    }
+                }
+                if (sb.Length > 0)
+                {
+                    throw new ServiceException(sb.ToString());
+                }
+            }
+
+            var codes = data.Select(O => O.UnderlyingCode);
+            var codeDict = DbContext.underlying_manager.Where(O => O.UnderlyingInstrumentType == "Stock" && codes.Contains(O.UnderlyingCode)).ToDictionary(K => K.UnderlyingCode, V => V);
+
+            var dbDict = DbContext.Stock_BlackWhite.AsEnumerable().GroupBy(O => O.UnderlyingCode).ToDictionary(K => K.Key, V => V.ToArray());
+            var tempList = new HashSet<string>();
+            foreach (var item in data)
+            {
+                if (!codeDict.ContainsKey(item.UnderlyingCode))
+                {
+                    if (item.BlackWhiteState != 0)
+                    {
+                        item.UnderlyingCode = item.UnderlyingCode.ToUpper();
+                        //如果标的不存在,则自动创建;如果标的资产类型不在已知范围内,则创建失败;
+                        var varietyCode = getUnderlyingType(item.UnderlyingCode);
+                        var marketCode = item.UnderlyingCode.Split('.')[1];
+                        var tempName = $"A股股票{(marketCode == "SZ" ? "深圳" : "上海")}";
+                        var variety =
+                            DataCacheProvider.GetVarietyDataSource().AsQueryable().Where(O => O.VarietyCode == varietyCode).FirstOrDefault()
+                            ?? DataCacheProvider.GetVarietyDataSource().AsQueryable().Where(O => O.VarietyName == tempName).FirstOrDefault();
+
+                        var um = new underlying_manager();
+                        um.UnderlyingCode = item.UnderlyingCode;
+                        um.UnderlyingName = item.UnderlyingName;
+                        um.UnderlyingInstrumentType = "Stock";
+                        um.UnderlyingType = variety?.VarietyCode;
+                        um.UnderlyingTypeId = variety?.id ?? 0;
+                        um.LaunchState = item.BlackWhiteState.ToString();
+                        um.MarketCode = marketCode;
+                        um.UnderlyingState = "Live";
+                        um.UnderlyingStatus = "正常运行";
+                        um.TradeCode = item.UnderlyingCode;
+                        um.UnderlyingDesc = "黑白名单同步";
+                        var underlyingService = new UnderlyingDalService(OptUser).SaveUnderlyingData(um);
+                        codeDict[item.UnderlyingCode] = um;
+                    }
+                }
+                if (!tempList.Add($"{item.UnderlyingCode}_{item.LimitRange}"))
+                {
+                    continue;
+                }
+                StockBlackWhite stockBlackWhite =
+                dbDict.ContainsKey(item.UnderlyingCode) ? dbDict[item.UnderlyingCode].FirstOrDefault(c =>
+                          c.UnderlyingCode == item.UnderlyingCode &&
+                          (c.LimitRange == LimitRangeEnum.All ||
+                          c.LimitRange == item.LimitRange)) : null;
+
+                if (stockBlackWhite == null)
+                {
+                    stockBlackWhite = new StockBlackWhite
+                    {
+                        UnderlyingCode = item.UnderlyingCode,
+                    };
+                    DbContext.Stock_BlackWhite.Add(stockBlackWhite);
+                }
+                stockBlackWhite.UnderlyingName = codeDict.ContainsKey(item.UnderlyingCode) ? codeDict[item.UnderlyingCode].UnderlyingName : item.UnderlyingName ?? "";
+                stockBlackWhite.BlackWhiteState = item.BlackWhiteState;
+                stockBlackWhite.LimitRange = item.LimitRange;
+                stockBlackWhite.OptId = UserId;
+                stockBlackWhite.OptName = UserName;
+                stockBlackWhite.OptDate = DateTime.Now;
+            }
+            DbContext.SaveChanges();
+        }
+        /// <summary>
+        /// 查询股票黑白名单列表
+        /// </summary>
+        /// <param name="req"></param>
+        /// <returns></returns>
+        public SearchListResult<StockBlackWhite> SearchList(StockBlackWhiteQuery req, bool needSign = false)
+        {
+            var query = from source in DbContext.Stock_BlackWhite select source;
+            if (!string.IsNullOrEmpty(req.UnderlyingCode))
+            {
+                query = query.Where(d => d.UnderlyingCode.Contains(req.UnderlyingCode));
+            }
+            if (!string.IsNullOrEmpty(req.UnderlyingName))
+            {
+                query = query.Where(d => d.UnderlyingName.Contains(req.UnderlyingName));
+            }
+            //if (req.tabIndex == (int)StockBlackWhiteEnum.黑名单)
+            //{
+            //    query = query.Where(d => d.BlackWhiteState == 0);
+            //}
+            //if (req.tabIndex == (int)StockBlackWhiteEnum.白名单)
+            //{
+            //    query = query.Where(d => d.BlackWhiteState == 1);
+            //}
+            if (req.OptId != null)
+            {
+                query = query.Where(d => d.OptId == req.OptId);
+            }
+
+            if (!string.IsNullOrEmpty(req.OptName))
+            {
+                query = query.Where(d => d.OptName.Contains(req.OptName));
+            }
+            if (req.BlackWhiteState >= 0)
+            {
+                query = query.Where(d => d.BlackWhiteState == req.BlackWhiteState);
+            }
+            if (req.LimitRange != LimitRangeEnum.All)
+            {
+                query = query.Where(O => O.LimitRange == LimitRangeEnum.All || O.LimitRange == req.LimitRange);
+            }
+            if (string.IsNullOrEmpty(req.sidx))
+            {
+                req.sidx = "id";
+                req.sord = "asc";
+            }
+            SearchListResult<StockBlackWhite> retListResult = query.ToSearchList(req);
+            if (needSign)
+            {
+                var list = retListResult.rows.Select(O => O.UnderlyingCode);
+                if (list.Count() > 0)
+                {
+                    var codes = DbContext.Stock_BlackWhite
+                        .Where(O => O.LimitRange == req.LimitRange && O.BlackWhiteState != req.BlackWhiteState && list.Contains(O.UnderlyingCode))
+                        .Select(O => O.UnderlyingCode);
+                    foreach (var item in retListResult.rows)
+                    {
+                        item.NeedSign = codes.Contains(item.UnderlyingCode);
+                    }
+                }
+            }
+            return retListResult;
+        }
+        public bool ImportStockBlackWhitePublic(Stream stream, int blackWhiteState, bool checkStatus)
+        {
+            try
+            {
+                List<ExcelHelper.DataColumnModel> dc = new List<ExcelHelper.DataColumnModel>();
+                dc.Add(new ExcelHelper.DataColumnModel("标的资产代码", nameof(StockBlackWhite.UnderlyingCode), (cv, obj) =>
+                {
+                    return ((string)cv ?? "").ToUpper();
+                }));
+                dc.Add(new ExcelHelper.DataColumnModel("标的名称", nameof(StockBlackWhite.UnderlyingName)));
+                dc.Add(new ExcelHelper.DataColumnModel("名单类别", nameof(StockBlackWhite.BlackWhiteState), (cv, obj) =>
+                {
+                    int result = -1;
+                    switch (cv)
+                    {
+                        case "黑名单":
+                            result = 0;
+                            break;
+                        case "白名单":
+                            result = 1;
+                            break;
+                    }
+                    return result;
+                }));
+                dc.Add(new ExcelHelper.DataColumnModel("业务类别", nameof(StockBlackWhite.LimitRange), (cv, obj) =>
+                {
+                    LimitRangeEnum result = ((string)cv).GetEnumByDescription<LimitRangeEnum>();
+                    return result;
+                }));
+                var dict = new ExcelHelper().ExcelToListT<StockBlackWhite>(dc.ToArray(), stream, new[] { "场外期权", "互换" });
+                var stockBlackWhite = new List<StockBlackWhite>();
+                foreach (var item in dict)
+                {
+                    foreach (var O in item.Value)
+                    {
+                        O.LimitRange = item.Key == "场外期权" ? LimitRangeEnum.Option : LimitRangeEnum.Swap;
+                        O.BlackWhiteState = blackWhiteState;
+                        O.OptId = UserId;
+                        O.OptName = UserName;
+                        O.OptDate = DateTime.Now;
+                    }
+                    stockBlackWhite.AddRange(item.Value);
+                }
+
+                StockBlackWhiteAddJson(stockBlackWhite, checkStatus);
+                return true;
+            }
+            catch (ServiceException) { throw; }
+            catch (Exception ex)
+            {
+                LogFactory.GetLogger("StockBlackWhiteStarvice").Error(ex, "导入黑白名单数据,操作出错");
+                throw;
+            }
+        }
+        public bool DeleteStockBlackWhite(IEnumerable<int> ids, LimitRangeEnum limitRange, int blackWhiteState)
+        {
+            var targetLimit = limitRange == LimitRangeEnum.Option ? LimitRangeEnum.Swap : LimitRangeEnum.Option;
+            List<StockBlackWhite> delList = new List<StockBlackWhite>();
+            var query = DbContext.Stock_BlackWhite.Where(O => ids.Contains(O.id) && O.BlackWhiteState == blackWhiteState);
+            var data = query.Where(c => c.LimitRange == limitRange);
+            DbContext.Stock_BlackWhite.RemoveRange(data);
+            data = query.Where(O => O.LimitRange == LimitRangeEnum.All);
+            foreach (var item in data)
+            {
+                item.LimitRange = targetLimit;
+                item.OptId = UserId;
+                item.OptName = UserName;
+                item.OptDate = DateTime.Now;
+            }
+            DbContext.SaveChanges();
+            return true;
+        }
+
+        /// <summary>
+        /// 获取标的黑白名单列表
+        /// </summary>
+        /// <param name="limitRange">获取黑白名单的维度</param>
+        /// <param name="Codes">黑白名单都不存在时,该值为Null,只存在黑名单时返回黑名单列表,否则返回包含在白名单且不包含在黑名单中的列表</param>
+        /// <returns>黑白名单都不存在或黑白名单都存在或只存在白名单时,返回false;只存在黑名单时,返回true;</returns>
+        public bool GetStockBlackWhiteList(LimitRangeEnum limitRange, out List<string> Codes)
+        {
+            var useWhiteCode = false;
+            System.Diagnostics.Debug.WriteLine($"{"".PadLeft(50, '=')}");
+            var blackWhiteQuery = DataCacheProvider.GetStockBlackWhiteDataSource().AsQueryable()
+                .Where(O => O.LimitRange == Configuration.Enums.LimitRangeEnum.All || O.LimitRange == limitRange);
+            var existBlackLimit = blackWhiteQuery.Any(O => O.BlackWhiteState == 0);
+            var existWhiteLimit = blackWhiteQuery.Any(O => O.BlackWhiteState == 1);
+            if (existBlackLimit || existWhiteLimit)//如果黑白名单都不存在,则不限制;
+            {
+                var blackCodes = new List<string>();
+                var whiteCodes = new List<string>();
+                if (existBlackLimit)
+                {
+                    System.Diagnostics.Debug.WriteLine($"存在黑名单");
+                    blackCodes = blackWhiteQuery
+                        .Where(O => O.BlackWhiteState == 0)
+                        .Select(O => O.UnderlyingCode).ToList();
+                }
+                if (existWhiteLimit)
+                {
+                    System.Diagnostics.Debug.WriteLine($"存在白名单");
+                    useWhiteCode = false;
+                    whiteCodes = blackWhiteQuery
+                     .Where(O => O.BlackWhiteState == 1 && !blackCodes.Contains(O.UnderlyingCode))
+                     .Select(O => O.UnderlyingCode).ToList();
+                }
+                else
+                {
+                    System.Diagnostics.Debug.WriteLine($"不存在白名单");
+                    useWhiteCode = true;
+                    whiteCodes.AddRange(blackCodes);
+                    blackCodes.Clear();
+                }
+                whiteCodes.RemoveAll(O => blackCodes.Contains(O));
+                Codes = new List<string>(whiteCodes.ToHashSet());
+            }
+            else
+            {
+                Codes = null;
+            }
+
+            return useWhiteCode;
+        }
+
+        /// <summary>
+        /// 2021-05-21：天风证券已经修改了逻辑，股票启用与否和黑白名单断开了关系
+        /// 这段代码也没有经过测试，暂时先留着，如果没用，3.14版本就删除掉
+        /// </summary>
+        public string CanSetLaunchState(int[] uids, string launchState)
+        {
+            if (uids == null || uids.Any(n => n > 0))
+            {
+                return "请求参数为空";
+            }
+
+            //如果禁用标的则检查是否有交易正在使用要禁用的标的
+            if (launchState != "1")
+            {
+                var query1 = from a in DbContext.underlying_manager
+                             join t in DbContext.trade on a.UnderlyingCode equals t.UnderlyingCode
+                             where uids.Contains(a.id)
+                             && !ConsTrade.TradeCompleteStatus.Contains(t.TradeStatus) && t.ValidState != ConsGlobal.InValid
+                             select t.UnderlyingCode;
+
+                var arr = query1.ToArray();
+
+                if (arr.Length > 0)
+                {
+                    var codeStr = string.Join(",", arr);
+
+                    return $"不能禁用标的,有{arr.Length }笔交易还在使用标的:{codeStr}";
+                }
+
+                return null;
+            }
+
+            var query = from a in DbContext.underlying_manager
+                        join b in DbContext.Stock_BlackWhite on a.UnderlyingCode equals b.UnderlyingCode into bs
+                        from b in bs.DefaultIfEmpty()
+                        where uids.Contains(a.id) && a.UnderlyingInstrumentType == ConsGlobal.InstrumentType.Stock
+                        select new
+                        {
+                            a.UnderlyingCode,
+                            state = b == null ? 100 : b.BlackWhiteState
+                        };
+
+            var datas = query.ToArray();
+
+            if (!datas.Any())
+            {
+                return null;
+            }
+
+            if (datas.Any(n => n.state == 1) || DbContext.Stock_BlackWhite.Any(n => n.BlackWhiteState == 1))
+            {
+                if (!datas.All(n => n.state == 1))
+                {
+                    var codeStr = string.Join(",", datas.Where(n => n.state != 1).Select(n => n.UnderlyingCode).ToArray());
+
+                    return "禁止不在白名单中的标的启用:" + codeStr;
+                }
+            }
+
+            if (datas.Any(n => n.state == 0))
+            {
+                var codeStr = string.Join(",", datas.Where(n => n.state == 0).Select(n => n.UnderlyingCode).ToArray());
+
+                return "禁止在黑名单中的标的启用:" + codeStr;
+            }
+
+            return null;
+        }
+    }
+}

YLErpDAL/Modules/UnderlyingModule/SuperviseUndelryingBLL.cs

@@ -0,0 +1,165 @@
+using System.Data;
+using YLErp.Commons;
+using YLErp.Core.DBModels;
+using YLErp.Model;
+using YLErp.Modules;
+
+namespace YLErp.BLL
+{
+    public class SuperviseUndelryingBLL : YLBaseService
+    {
+        public SuperviseUndelryingBLL(OptUserInfo userInfo) : base(userInfo)
+        {
+        }
+
+        private readonly YLContext db = new YLContext();
+
+        /// <summary>
+        /// 查询所有报送标的代码
+        /// </summary>
+        /// <param name="req"></param>
+        /// <returns></returns>
+        public List<supervise_undelrying> GetAll(Supervise_UndelryingReq req)
+        {
+
+            var undelrying = req.undelrying.TrimToNull();
+            var query = (from source in db.supervise_undelrying
+
+                         where undelrying == null || source.undelrying.Contains(undelrying)
+                         select source).AsQueryable().ToList();
+            return query;
+        }
+
+        /// <summary>
+        /// 批量删除监管报送参数
+        /// </summary>
+        public void DeleteSuperviseUndelryings(IEnumerable<int> superviseUndelryingIds)
+        {
+            var superviseUndelryingIdList = superviseUndelryingIds.ToList();
+            var superviseUndelryingList = DbContext.supervise_undelrying.Where(O => superviseUndelryingIdList.Contains(O.id)).ToList();
+            DbContext.supervise_undelrying.RemoveRange(superviseUndelryingList);
+            DbContext.SaveChanges();
+        }
+
+        /// <summary>
+        /// excel导入监管报送参数
+        /// </summary>
+        /// <param name="streamIn"></param>
+        /// <returns></returns>
+        /// <exception cref="ServiceException"></exception>
+        public ImportResultModel superviseUndelryingImportFromExcel(Stream streamIn)
+        {
+            var importModels = Enumerable.Empty<ImportModel>();
+            var rowIndex = 0;
+
+            try
+            {
+                var ds = Office.ExcelHelper.ReadExcelAsDataSet(streamIn);
+
+                if (ds.Tables.Count < 1 || ds.Tables[0].Rows.Count < 1)
+                {
+                    throw new ServiceException("读取导入数据失败:数据为空") { Tag = "111" };
+                }
+
+                var table = ds.Tables[0];
+                var reader = new DataRowReader(table);
+
+                var list = new List<ImportModel>();
+
+                rowIndex = 1;
+
+                foreach (DataRow row in table.Rows)
+                {
+                    rowIndex++;
+
+                    if (row.ItemArray.All(n => string.IsNullOrWhiteSpace(n?.ToString())))
+                    {
+                        continue;
+                    }
+
+                    reader.SetDataRow(row);
+
+                    var ul = reader.GetString("代码", false);
+                    //代码为空时，跳过这条数据
+                    if (string.IsNullOrEmpty(ul))
+                    {
+                        continue;
+                    }
+                    var ul_cfmmc = reader.GetString("报送代码CFMMC", false);
+                    var model = list.FirstOrDefault(n => n.undelrying == ul);
+                    if (model == null)
+                    {
+                        model = new ImportModel
+                        {
+                            undelrying = ul,
+                            undelrying_CFMMC = ul_cfmmc,
+                        }; 
+                        list.Add(model);
+                    }
+                    else
+                    {
+                        model.undelrying = ul;
+                        model.undelrying_CFMMC = ul_cfmmc;
+                    }
+                   
+                }
+                importModels = list.ToArray();
+            }
+            catch (ServiceException se)
+            {
+                if (se.Tag != null) throw;
+                throw new ServiceException($"第{rowIndex}行,发生错误:{se.Message}");
+            }
+            catch (Exception ex)
+            {
+                LogFactory.GetLogger("导入监管报送参数").Error(ex);
+                throw new ServiceException($"第{rowIndex}行,发生错误:{ex.Message}", ex);
+            }
+
+            if (!importModels.Any())
+            {
+                throw new ServiceException("没有可导入的数据");
+            }
+
+            var result = new ImportResultModel
+            {
+                TotalCount = importModels.Count()
+            };
+
+
+            foreach (var item in importModels)
+            {
+                var underlying = item.undelrying;
+
+                var superviseUndelrying = DbContext.supervise_undelrying.FirstOrDefault(n => n.undelrying == underlying);
+
+                if (superviseUndelrying == null)
+                {
+                    DbContext.supervise_undelrying.Add(new supervise_undelrying
+                    {
+                        undelrying = item.undelrying,
+                        undelrying_CFMMC = item.undelrying_CFMMC,
+                        CreateTime = DateTime.Now
+                    });
+                    result.SuccessCount++;
+                }
+                else
+                {
+                    superviseUndelrying.undelrying_CFMMC = item.undelrying_CFMMC;
+                    result.SuccessCount++;
+                }
+            }
+            DbContext.SaveChanges();
+
+            return result;
+        }
+
+
+        class ImportModel
+        {
+            public string undelrying { get; set; }
+
+            public string undelrying_CFMMC { get; set; }
+        }
+    }
+}

YLErpDAL/Modules/UnderlyingModule/SyntheticUnderlyingBLL.cs

@@ -0,0 +1,39 @@
+namespace YLErp.BLL
+{
+    public class synthetic_underlyingBLL
+    {
+        public static IQueryable<SyntheticUnderlying> GetQuery()
+        {
+            return new YLContext().synthetic_underlying.AsNoTracking();
+        }
+
+        public static SyntheticUnderlying GetByName(string name)
+        {
+            if (string.IsNullOrEmpty(name)) return null;
+
+            using (var db = new YLContext())
+            {
+                return db.synthetic_underlying.AsNoTracking().FirstOrDefault(n => n.Name == name);
+            }
+        }
+
+        public static string GetUnderlyingTipsInfo(string name)
+        {
+            if (string.IsNullOrEmpty(name)) return null;
+
+            using (var db = new YLContext())
+            {
+                return db.synthetic_underlying.AsNoTracking().FirstOrDefault(n => n.Name == name)?.UnderlyingTipsInfo;
+            }
+        }
+
+
+        public static List<SyntheticUnderlying> GetListByNames(List<string> names)
+        {
+            using (var db = new YLContext())
+            {
+                return db.synthetic_underlying.AsNoTracking().Where(n => names.Contains(n.Name)).ToList();
+            }
+        }
+    }
+}

YLErpDAL/Modules/UnderlyingModule/SyntheticUnderlyingPriceService.cs

@@ -0,0 +1,265 @@
+using YLErp.BLL;
+using YLErp.Commons;
+using YLErp.QdpModule;
+
+namespace YLErp.Modules.UnderlyingModule
+{
+    /// <summary>
+    /// 合成价差期权价格服务
+    /// </summary>
+    public class SyntheticUnderlyingPriceService : YLBaseService
+    {
+        public SyntheticUnderlyingPriceService(OptUserInfo userInfo) : base(userInfo)
+        {
+        }
+
+        /// <summary>
+        /// 获取合成价差期权价格
+        /// </summary>
+        public double? GetPrice(string underlyingCode)
+        {
+            if (string.IsNullOrEmpty(underlyingCode))
+            {
+                return null;
+            }
+
+            var query = from su in DbContext.synthetic_underlying
+                        join u in DbContext.underlying_manager on su.Name equals u.UnderlyingCode
+                        join u1 in DbContext.underlying_manager on su.UnderlyingCode1 equals u1.UnderlyingCode into u1t
+                        from u1 in u1t.DefaultIfEmpty()
+                        join u2 in DbContext.underlying_manager on su.UnderlyingCode2 equals u2.UnderlyingCode into u2t
+                        from u2 in u2t.DefaultIfEmpty()
+                        join u3 in DbContext.underlying_manager on su.UnderlyingCode3 equals u3.UnderlyingCode into u3t
+                        from u3 in u3t.DefaultIfEmpty()
+                        join u4 in DbContext.underlying_manager on su.UnderlyingCode4 equals u4.UnderlyingCode into u4t
+                        from u4 in u4t.DefaultIfEmpty()
+                        where u.UnderlyingCode == underlyingCode
+                        select new
+                        {
+                            Price = (u1.Price ?? 0) * (su.Coefficient1 ?? 0)
+                            + (u2.Price ?? 0) * (su.Coefficient2 ?? 0)
+                            + (u3.Price ?? 0) * (su.Coefficient3 ?? 0)
+                            + (u4.Price ?? 0) * (su.Coefficient4 ?? 0)
+                            + (su.Constant ?? 0)
+                        };
+
+            return query.FirstOrDefault()?.Price;
+        }
+
+        /// <summary>
+        /// 获取合成价差期权价格
+        /// </summary>
+        public SyntheticPriceModel GetPriceModel(string underlyingCode)
+        {
+            if (string.IsNullOrEmpty(underlyingCode))
+            {
+                return null;
+            }
+
+            var query = from su in DbContext.synthetic_underlying
+                        join u in DbContext.underlying_manager on su.Name equals u.UnderlyingCode
+                        join u1 in DbContext.underlying_manager on su.UnderlyingCode1 equals u1.UnderlyingCode into u1t
+                        from u1 in u1t.DefaultIfEmpty()
+                        join u2 in DbContext.underlying_manager on su.UnderlyingCode2 equals u2.UnderlyingCode into u2t
+                        from u2 in u2t.DefaultIfEmpty()
+                        join u3 in DbContext.underlying_manager on su.UnderlyingCode3 equals u3.UnderlyingCode into u3t
+                        from u3 in u3t.DefaultIfEmpty()
+                        join u4 in DbContext.underlying_manager on su.UnderlyingCode4 equals u4.UnderlyingCode into u4t
+                        from u4 in u4t.DefaultIfEmpty()
+                        where u.UnderlyingCode == underlyingCode
+                        select new
+                        {
+                            su.Constant,
+                            su1 = u1 == null ? null : new UnderlyingPriceModel
+                            {
+                                UnderlyingCode = u1.UnderlyingCode,
+                                Price = u1.Price ?? 0,
+                                Coefficient = su.Coefficient1 ?? 0,
+                                ContractSize=su.ContractSize,
+                            },
+                            su2 = u2 == null ? null : new UnderlyingPriceModel
+                            {
+                                UnderlyingCode = u2.UnderlyingCode,
+                                Price = u2.Price ?? 0,
+                                Coefficient = su.Coefficient2 ?? 0,
+                                ContractSize = su.ContractSize
+                            },
+                            su3 = u3 == null ? null : new UnderlyingPriceModel
+                            {
+                                UnderlyingCode = u3.UnderlyingCode,
+                                Price = u3.Price ?? 0,
+                                Coefficient = su.Coefficient3 ?? 0,
+                                ContractSize = su.ContractSize
+                            },
+                            su4 = u4 == null ? null : new UnderlyingPriceModel
+                            {
+                                UnderlyingCode = u4.UnderlyingCode,
+                                Price = u4.Price ?? 0,
+                                Coefficient = su.Coefficient4 ?? 0,
+                                ContractSize = su.ContractSize
+                            },
+                        };
+
+            var data = query.FirstOrDefault();
+
+            if (data == null)
+            {
+                return null;
+            }
+
+            var list = new[] { data.su1, data.su2, data.su3, data.su4 };
+
+            list = list.Where(n => n != null).ToArray();
+
+            var model = new SyntheticPriceModel
+            {
+                SuList = list,
+                Constant = data.Constant ?? 0,
+                Price = list.Sum(n => n.Price * n.Coefficient) + (data.Constant ?? 0)
+            };
+
+            model.Price = OtcFormatHelper.FormatValue(model.Price, OtcFormatHelper.FormatModel.trading.umprice.precision);
+
+            return model;
+        }
+
+
+
+
+
+        public SyntheticPriceModel GetPriceModel(string underlyingCode,DateTime valueDate)
+        {
+            valueDate = valueDate.Date;
+
+            //传进来的可能是非交易日期
+            valueDate = PS.Config.IsGuoJun ? QdpCalendarHelper.GetNonHolidayDefore(valueDate) : QdpCalendarHelper.GetNonHoliday(valueDate);
+            var manager = DbContext.underlying_manager.FirstOrDefault(p => p.UnderlyingCode.Equals(underlyingCode));
+            if (manager == null)
+            {
+                throw new ServiceException("未找到对应标的");
+            }
+
+            valueDate = manager.UnderlyingInstrumentType != ConsGlobal.InstrumentType.CommodityFutures || manager.MaturityDate > valueDate ? valueDate : manager.MaturityDate.Value;
+
+            if (valueDate < valuedateBLL.ValueDate)
+            {
+                var syntheticUnderlying = DbContext.synthetic_underlying.FirstOrDefault(p => p.Name.Equals(underlyingCode));
+                if (syntheticUnderlying == null)
+                {
+                    return null;
+                }
+                var subUnderlyingCodes = new List<string>();
+                if (!string.IsNullOrEmpty(syntheticUnderlying.UnderlyingCode1))
+                {
+                    subUnderlyingCodes.Add(syntheticUnderlying.UnderlyingCode1);
+                }
+                if (!string.IsNullOrEmpty(syntheticUnderlying.UnderlyingCode2))
+                {
+                    subUnderlyingCodes.Add(syntheticUnderlying.UnderlyingCode2);
+                }
+                if (!string.IsNullOrEmpty(syntheticUnderlying.UnderlyingCode3))
+                {
+                    subUnderlyingCodes.Add(syntheticUnderlying.UnderlyingCode3);
+                }
+                if (!string.IsNullOrEmpty(syntheticUnderlying.UnderlyingCode4))
+                {
+                    subUnderlyingCodes.Add(syntheticUnderlying.UnderlyingCode4);
+                }
+                var subList=new List<UnderlyingPriceModel>();
+                var futurePriceList = DbContext.eod_commodity_future_price.Where(p => p.ValueDate == valueDate && subUnderlyingCodes.Contains(p.UnderlyingCode)).ToList();
+                if (futurePriceList != null && futurePriceList.Count > 0)
+                {
+                    futurePriceList.ForEach(p =>
+                    {
+                        subList.Add(new UnderlyingPriceModel
+                        {
+                            UnderlyingCode = p.UnderlyingCode,
+                            Price = p.ClosePrice
+                        });
+
+                        subUnderlyingCodes.Remove(subUnderlyingCodes.First(d=>d.Equals(p.UnderlyingCode,StringComparison.OrdinalIgnoreCase)));
+                    });
+                }
+                if (subUnderlyingCodes.Count > 0)
+                {
+                    var stockPriceList = DbContext.eod_stock_price.Where(p => p.ValueDate == valueDate && subUnderlyingCodes.Contains(p.UnderlyingCode)).ToList();
+                    if (stockPriceList != null && stockPriceList.Count > 0)
+                    {
+                        stockPriceList.ForEach(p =>
+                        {
+                            subList.Add(new UnderlyingPriceModel
+                            {
+                                UnderlyingCode = p.UnderlyingCode,
+                                Price = p.ClosePrice
+                            });
+                        });
+                    }
+                }
+                if (subList.Count == 0)
+                {
+                    return null;
+                }
+                var resultSubList = new List<UnderlyingPriceModel>();
+                SyntheticPriceModel result = new SyntheticPriceModel { SuList = resultSubList,Constant=syntheticUnderlying.Constant??0 };
+                if (!string.IsNullOrEmpty(syntheticUnderlying.UnderlyingCode1))
+                {
+                    var sub = subList.FirstOrDefault(d => d.UnderlyingCode.Equals(syntheticUnderlying.UnderlyingCode1,StringComparison.OrdinalIgnoreCase));
+                    if (sub != null)
+                    {
+                        sub.Coefficient = (double)syntheticUnderlying.Coefficient1;
+                        resultSubList.Add(sub);
+                    }
+                    else
+                    {
+                        resultSubList.Add(new UnderlyingPriceModel { Coefficient = (double)syntheticUnderlying.Coefficient1, UnderlyingCode = syntheticUnderlying.UnderlyingCode1, Price = 0 });
+                    }
+                }
+                if (!string.IsNullOrEmpty(syntheticUnderlying.UnderlyingCode2))
+                {
+                    var sub = subList.FirstOrDefault(d => d.UnderlyingCode.Equals(syntheticUnderlying.UnderlyingCode2, StringComparison.OrdinalIgnoreCase));
+                    if (sub != null)
+                    {
+                        sub.Coefficient = (double)syntheticUnderlying.Coefficient2;
+                        resultSubList.Add(sub);
+                    }
+                    else
+                    {
+                        resultSubList.Add(new UnderlyingPriceModel { Coefficient = (double)syntheticUnderlying.Coefficient2, UnderlyingCode = syntheticUnderlying.UnderlyingCode2, Price = 0 });
+                    }
+                }
+                if (!string.IsNullOrEmpty(syntheticUnderlying.UnderlyingCode3))
+                {
+                    var sub = subList.FirstOrDefault(d => d.UnderlyingCode.Equals(syntheticUnderlying.UnderlyingCode3, StringComparison.OrdinalIgnoreCase));
+                    if (sub != null)
+                    {
+                        sub.Coefficient = (double)syntheticUnderlying.Coefficient3;
+                        resultSubList.Add(sub);
+                    }
+                    else
+                    {
+                        resultSubList.Add(new UnderlyingPriceModel { Coefficient = (double)syntheticUnderlying.Coefficient3, UnderlyingCode = syntheticUnderlying.UnderlyingCode3, Price = 0 });
+                    }
+                }
+                if (!string.IsNullOrEmpty(syntheticUnderlying.UnderlyingCode4))
+                {
+                    var sub = subList.FirstOrDefault(d => d.UnderlyingCode.Equals(syntheticUnderlying.UnderlyingCode4, StringComparison.OrdinalIgnoreCase));
+                    if (sub != null)
+                    {
+                        sub.Coefficient = (double)syntheticUnderlying.Coefficient4;
+                        resultSubList.Add(sub);
+                    }
+                    else
+                    {
+                        resultSubList.Add(new UnderlyingPriceModel { Coefficient = (double)syntheticUnderlying.Coefficient4, UnderlyingCode = syntheticUnderlying.UnderlyingCode4, Price = 0 });
+                    }
+                }
+                result.Price= resultSubList.Sum(n => n.Price * n.Coefficient) + result.Constant;
+                return result;
+            }
+            else
+            {
+                return GetPriceModel(underlyingCode);
+            }
+        }
+    }
+}

YLErpDAL/Modules/UnderlyingModule/UnderlyingBlockService.cs

@@ -0,0 +1,77 @@
+namespace YLErp.Modules.UnderlyingModule
+{
+    /// <summary>
+    /// 板块性质服务
+    /// </summary>
+    public class UnderlyingBlockService : YLBaseService
+    {
+        public UnderlyingBlockService(OptUserInfo userInfo) : base(userInfo)
+        {
+        }
+
+        /// <summary>
+        /// 获取所有板块名称
+        /// </summary>
+        public IEnumerable<UnderlyingBlockConfig> GetBlocks(int? group)
+        {
+            var predicate = PredicateBuilder.Create<UnderlyingBlockConfig>(n => n.Group > 0);
+            if (group.HasValue)
+            {
+                predicate = predicate.And(n => n.Group == group.Value);
+            }
+            return DbContext.UnderlyingBlockConfig.AsNoTracking()
+                .Where(predicate).OrderByDescending(n => n.id).ToArray();
+        }
+
+        public int SaveData(UnderlyingBlockConfig model)
+        {
+            UnderlyingBlockConfig dbModel;
+
+            if (model.id > 0)
+            {
+                dbModel = DbContext.UnderlyingBlockConfig.Find(model.id);
+                if (DbContext.UnderlyingBlockConfig.Any(n => n.id != model.id && n.Group == dbModel.Group && n.Name == model.Name))
+                {
+                    throw new ServiceException("板块性质名称不能重复");
+                }
+                if (dbModel == null)
+                {
+                    throw new ServiceException("数据不存在");
+                }
+                dbModel.Name = model.Name;
+                dbModel.OptId = model.OptId;
+                dbModel.OptName = model.OptName;
+            }
+            else if (model.Group < 1 || model.Group > 5)
+            {
+                throw new ServiceException("group参数无效:" + model.Group);
+            }
+            else if (DbContext.UnderlyingBlockConfig.Any(n => n.id != model.id && n.Group == model.Group && n.Name == model.Name))
+            {
+                throw new ServiceException("板块性质名称不能重复");
+            }
+            else
+            {
+                DbContext.UnderlyingBlockConfig.Add(dbModel = model);
+            }
+
+            dbModel.OptDate = DateTime.Now;
+
+            return DbContext.SaveChanges();
+        }
+
+        public int RemoveDatas(int optId, string optName, params int[] ids)
+        {
+            if (ids == null || !ids.Any()) return 0;
+            var datas = DbContext.UnderlyingBlockConfig.Where(n => ids.Contains(n.id)).ToArray();
+            foreach (var data in datas)
+            {
+                data.Group = -1;
+                data.OptId = optId;
+                data.OptName = optName;
+                data.OptDate = DateTime.Now;
+            }
+            return DbContext.SaveChanges();
+        }
+    }
+}

YLErpDAL/Modules/UnderlyingModule/UnderlyingDalService.cs

@@ -0,0 +1,688 @@
+using System.Data;
+using YieldChain.Helpers;
+using YLErp.BLL;
+using YLErp.DBModels.Helpers;
+using YLErp.Model;
+using YLErp.Models;
+
+namespace YLErp.Modules.UnderlyingModule
+{
+    /// <summary>
+    /// 标的数据操作服务
+    /// </summary>
+    public class UnderlyingDalService : YLBaseService
+    {
+        public UnderlyingDalService(OptUserInfo userInfo) : base(userInfo)
+        {
+        }
+
+        /// <summary>
+        /// 获取数据详情
+        /// </summary>
+        public UnderlyingManagerDto GetDetail(int id)
+        {
+            var um = DbContext.underlying_manager.AsNoTracking().FirstOrDefault(n => n.id == id);
+            if (um == null)
+            {
+                return null;
+            }
+            var dto = new UnderlyingManagerDto();
+            ObjectHelper.MapValues(dto, um);
+            dto.HisDataList = DbContext.UnderlyingHisData.Where(n => n.UnderlyingCode == um.UnderlyingCode)
+                .OrderBy(n => n.ValueDate)
+                .Select(n => new HistoryData { Value = n.Value, ValueDate = n.ValueDate, ValueType = n.ValueType, ValueFlag = n.ValueFlag }).ToArray();
+            return dto;
+        }
+
+        /// <summary>
+        /// 获取所有有效的商品期货标的
+        /// </summary>
+        public IEnumerable<string> GetAllValidCommodityFutureCodes(DateTime minMaturityDate)
+        {
+            var datas = DbContext.underlying_manager.Where(n => n.MaturityDate >= minMaturityDate &&
+                         n.UnderlyingInstrumentType == "CommodityFutures" &&
+                         n.UnderlyingCode != null && n.UnderlyingType != "组合标的")
+                        .Select(n => n.UnderlyingCode).ToArray();
+            Array.Sort(datas);
+            return datas;
+        }
+
+        /// <summary>
+        /// 保存组合标的数据
+        /// </summary>
+        public int SaveSyntheticUnderlying(SyntheticUnderlyingDto reqModel, out SyntheticUnderlying dbModel)
+        {
+            if (reqModel is null)
+            {
+                throw new ArgumentNullException(nameof(reqModel));
+            }
+
+            if (string.IsNullOrWhiteSpace(reqModel.Name))
+            {
+                throw new ServiceException("合成标的代码 不能为空");
+            }
+
+            if (DbContext.synthetic_underlying.Any(n => n.Name == reqModel.Name && n.id != reqModel.id))
+            {
+                throw new ServiceException("合成标的代码 已经存在");
+            }
+
+            var isAddNew = reqModel.id <= 0;
+
+            dbModel = null;
+
+            if (isAddNew)
+            {
+                DbContext.synthetic_underlying.Add(dbModel = new SyntheticUnderlying());
+            }
+            else
+            {
+                dbModel = DbContext.synthetic_underlying.FirstOrDefault(n => n.Name == reqModel.UnderlyingTipsInfo);
+
+                if (dbModel == null)
+                {
+                    isAddNew = true;
+                    DbContext.synthetic_underlying.Add(dbModel = new SyntheticUnderlying());
+                    reqModel.id = 0;
+                }
+                else if (DbContext.trade.Any(trade => trade.UnderlyingCode == reqModel.UnderlyingTipsInfo && trade.ValidState != ConsGlobal.InValid))
+                {
+                    throw new ServiceException("系统存在使用此组合标的的交易，不能修改");
+                }
+            }
+            if (isAddNew && DbContext.underlying_manager.Any(n => n.UnderlyingCode == reqModel.UnderlyingTipsInfo))
+            {
+                throw new ServiceException("当前组合标的的标的代码在系统中已经存在，无法重复新增");
+            }
+
+            //复制值
+            DbContext.Entry(dbModel).CurrentValues.SetValues(reqModel);
+            dbModel.Name = dbModel.UnderlyingTipsInfo;
+
+            //----------------------------------
+            // 获取最小的到期日
+            //----------------------------------
+            var underlyingCodes = new string[] {
+                dbModel.UnderlyingCode1.TrimToNull(),
+                dbModel.UnderlyingCode2.TrimToNull(),
+                dbModel.UnderlyingCode3.TrimToNull(),
+                dbModel.UnderlyingCode4.TrimToNull(),
+            };
+
+            underlyingCodes = underlyingCodes.Where(n => !string.IsNullOrEmpty(n)).ToArray();
+
+            var underlyings = DbContext.underlying_manager
+                .Where(u => underlyingCodes.Contains(u.UnderlyingCode))
+                .Select(u => new
+                {
+                    u.UnderlyingCode,
+                    u.MaturityDate,
+                    u.TradeUnit,
+                    u.QuoteUnit,
+                    u.UnderlyingInstrumentType,
+                    u.MarketCode,
+                    u.MarketName
+                }).ToArray();
+
+            if (underlyings.Length != underlyingCodes.Length)
+            {
+                var missingCode = underlyingCodes.Where(n => !underlyings.Any(m => n.Equals(m.UnderlyingCode, StringComparison.OrdinalIgnoreCase))).ToArray();
+                throw new ServiceException("标的数据未找到:" + string.Join(",", missingCode));
+            }
+
+            DateTime? maturityDate = null;
+
+            var underlying1 = underlyings.FirstOrDefault(n => ConsGlobal.InstrumentType.CalcTypeIsFutures(n.UnderlyingInstrumentType));
+            if (underlying1 == null)
+            {
+                underlying1 = underlyings.First();
+            }
+            else
+            {
+                maturityDate = underlyings.Where(n => ConsGlobal.InstrumentType.CalcTypeIsFutures(n.UnderlyingInstrumentType) && n.MaturityDate.HasValue)
+                    .Min(n => n.MaturityDate);
+            }
+
+            underlying_manager underlying;
+
+            if (isAddNew)
+            {
+                underlying = new underlying_manager
+                {
+                    UnderlyingCode = dbModel.UnderlyingTipsInfo,
+
+                    MaturityDate = maturityDate,
+                    UnderlyingState = "Live",
+                    UnderlyingDesc = "组合标的",
+                    OptId = dbModel.OptId,
+                    OptName = dbModel.OptName,
+                    OptDate = dbModel.OptDate,
+                    CommodityCode = "组合标的",
+                    UnderlyingType = "组合标的",
+
+                    UnderlyingName = reqModel.Name,
+                    UnderlyingInstrumentType = underlying1.UnderlyingInstrumentType,
+
+                    Price = 0,
+                    LaunchState = "1",
+                    LastUpdateTime = dbModel.OptDate,
+                    UnderlyingStatus = "正常运行",
+
+                    VolatilityRate = reqModel.VolatilityRate,
+                    UpDownLimit = reqModel.UpDownLimit,
+                    MarginRate = reqModel.MarginRate,
+                    ContractSize = reqModel.ContractSize ?? 0,
+
+                    //----------------------------------
+                    //2020/5/14 使用组合标的的第一个标的为新添加的字段赋值
+                    //----------------------------------
+                    TradeUnit = underlying1.TradeUnit,
+                    QuoteUnit = underlying1.QuoteUnit,
+                    MarketCode = underlying1.MarketCode,
+                    MarketName = underlying1.MarketName,
+
+                    OpenDate = DateTime.Today
+                };
+
+                if (string.IsNullOrWhiteSpace(underlying.TradeUnit))
+                {
+                    underlying.TradeUnit = "份";
+                }
+
+                DbContext.underlying_manager.Add(underlying);
+
+                UpdateHisData(underlying, true);
+            }
+            else
+            {
+                var UnderlyingCodestr = dbModel.Name;
+                underlying = DbContext.underlying_manager.FirstOrDefault(u => u.UnderlyingCode == UnderlyingCodestr);
+
+                underlying.MaturityDate = maturityDate;
+                underlying.UnderlyingState = "Live";
+                underlying.UnderlyingInstrumentType = underlying1.UnderlyingInstrumentType;
+                underlying.Price = 0;
+                underlying.LaunchState = "1";
+                underlying.LastUpdateTime = dbModel.OptDate;
+                underlying.UnderlyingStatus = "正常运行";
+
+                underlying.VolatilityRate = reqModel.VolatilityRate;
+                underlying.UpDownLimit = reqModel.UpDownLimit;
+                underlying.MarginRate = reqModel.MarginRate;
+                underlying.ContractSize = reqModel.ContractSize ?? 0;
+
+                //----------------------------------
+                //2020/5/14 使用组合标的的第一个标的为新添加的字段赋值
+                //----------------------------------
+                underlying.TradeUnit = underlying1.TradeUnit;
+                underlying.QuoteUnit = underlying1.QuoteUnit;
+                underlying.MarketCode = underlying1.MarketCode;
+                underlying.MarketName = underlying1.MarketName;
+                underlying.UnderlyingName = reqModel.Name;
+
+                if (string.IsNullOrWhiteSpace(underlying.TradeUnit))
+                {
+                    underlying.TradeUnit = "份";
+                }
+
+                UpdateHisData(underlying, false);
+            }
+
+            underlying.UnderlyingTypeId = UnderlyingHelper.GetSyntheticVariety().id;
+
+            DbContext.SaveChanges();
+
+            //----------------------------------
+            // 新增underlying_parameter
+            //----------------------------------
+
+            var underlying_params = DbContext.underlying_parameter.Where(u => u.UnderlyingId == underlying.id).ToList();
+
+            //如果没有报价参数，则新增
+            if (underlying_params.Count == 0)
+            {
+                underlying_parameter.defaultQuoteTypes.ForEach(t =>
+                {
+                    var up = new underlying_parameter()
+                    {
+                        NoRiskRate = valuedateBLL.SystemDate.RiskFreeRate * 0.01,
+                        Price = 0,
+                        Gamma = 0,
+                        Rho = 0,
+                        Vega = 0,
+                        Theta = 0,
+                        Delta = 0,
+                        UnderlyingId = underlying.id,
+                        Type = t,
+                        OptDate = DateTime.Now,
+                        OptId = reqModel.OptId,
+                        OptName = reqModel.OptName
+                    };
+                    DbContext.underlying_parameter.Add(up);
+                    underlying_params.Add(up);
+                });
+            }
+
+            //最后调用保存以保证事物完整性
+            return DbContext.SaveChanges();
+        }
+
+        /// <summary>
+        /// 获取所有有效的组合标的
+        /// </summary>
+        public IEnumerable<SyntheticUnderlying> GetAllValidSyntheticUnderlyings()
+        {
+            var queryU = from u in DbContext.underlying_manager
+                         where u.UnderlyingState != "Matured" && u.LaunchState == "1"
+                         select new { u.id };
+
+            var date = DateTime.Today;
+            var query = from u in DbContext.underlying_manager
+                        join su in DbContext.synthetic_underlying on u.UnderlyingCode equals su.Name
+                        where u.MaturityDate >= date && u.UnderlyingType == "组合标的"
+                        && (su.UnderlyingId1 == null || su.UnderlyingId1 == 0 || queryU.Any(n => n.id == su.UnderlyingId1))
+                        && (su.UnderlyingId2 == null || su.UnderlyingId2 == 0 || queryU.Any(n => n.id == su.UnderlyingId2))
+                        && (su.UnderlyingId3 == null || su.UnderlyingId3 == 0 || queryU.Any(n => n.id == su.UnderlyingId3))
+                        && (su.UnderlyingId4 == null || su.UnderlyingId4 == 0 || queryU.Any(n => n.id == su.UnderlyingId4))
+                        select su;
+            return query.ToArray();
+        }
+
+        /// <summary>
+        /// 
+        /// </summary>
+        public SyntheticUnderlyingDto GetSyntheticUnderlyingByName(string name)
+        {
+            var query = from u in DbContext.underlying_manager
+                        join su in DbContext.synthetic_underlying on u.UnderlyingCode equals su.Name
+                        where u.UnderlyingCode == name
+                        select new SyntheticUnderlyingDto
+                        {
+                            id = su.id,
+                            Coefficient1 = su.Coefficient1,
+                            Coefficient2 = su.Coefficient2,
+                            Coefficient3 = su.Coefficient3,
+                            Coefficient4 = su.Coefficient4,
+                            Constant = su.Constant,
+                            ContractSize = su.ContractSize,
+
+                            Name = su.Name,
+                            OptDate = su.OptDate,
+                            OptId = su.OptId,
+                            OptName = su.OptName,
+                            UnderlyingCode1 = su.UnderlyingCode1,
+                            UnderlyingCode2 = su.UnderlyingCode2,
+                            UnderlyingCode3 = su.UnderlyingCode3,
+                            UnderlyingCode4 = su.UnderlyingCode4,
+                            UnderlyingId1 = su.UnderlyingId1,
+                            UnderlyingId2 = su.UnderlyingId2,
+                            UnderlyingId3 = su.UnderlyingId3,
+                            UnderlyingId4 = su.UnderlyingId4,
+
+                            MarginRate = u.MarginRate,
+                            UpDownLimit = u.UpDownLimit,
+                            VolatilityRate = u.VolatilityRate,
+                            UnderlyingName = u.UnderlyingName
+                        };
+
+            return query.FirstOrDefault();
+        }
+
+        /// <summary>
+        /// 保存标的数据
+        /// </summary>
+        public underlying_manager SaveUnderlyingData(underlying_manager req)
+        {
+            if (string.IsNullOrWhiteSpace(req.UnderlyingCode))
+            {
+                throw new ServiceException("标的资产码 必须填写!");
+            }
+
+            if (string.IsNullOrWhiteSpace(req.UnderlyingName))
+            {
+                throw new ServiceException("标的名称 必须填写!");
+            }
+
+            if (string.IsNullOrWhiteSpace(req.UnderlyingInstrumentType))
+            {
+                throw new ServiceException("资产类型 必须填写!");
+            }
+
+            if (req.UnderlyingTypeId < 1)
+            {
+                throw new ServiceException("资产品种类型 必须填写!");
+            }
+
+            if (req.IsFutures())
+            {
+                if (!req.MaturityDate.HasValue)
+                {
+                    throw new ServiceException("期货标的到期日期 必须填写!");
+                }
+
+                if (req.MaturityDate.Value.Year < 2000)
+                {
+                    throw new ServiceException("期货标的到期日期 填写错误!");
+                }
+
+                if (req.MaturityDate.Value < DateTime.Today)
+                {
+                    req.UnderlyingState = "Matured";
+                }
+            }
+
+            //if (DataCacheProvider.GetStockBlackWhiteDataSource().AsQueryable().Any(
+            //    n => n.UnderlyingCode == req.UnderlyingCode && n.BlackWhiteState == 0))
+            //{
+            //    throw new ServiceException("此标的存在于黑名单中，无法新增和修改");
+            //}
+
+            //判断是否重复标的
+            if (DbContext.underlying_manager.Any(d => d.UnderlyingCode == req.UnderlyingCode && d.id != req.id))
+            {
+                throw new ServiceException("标的资产码重复");
+            }
+
+            underlying_manager dbModel;
+
+            var isNew = req.id == 0;
+
+            if (isNew)
+            {
+                dbModel = req;
+                if (typeof(underlying_manager) != req.GetType())
+                {
+                    dbModel = new underlying_manager();
+                    ObjectHelper.MapValues(dbModel, req);
+                }
+                dbModel.Price = underlying_manager.DefaultSpotPrice;
+                DbContext.underlying_manager.Add(dbModel);
+            }
+            else
+            {
+                dbModel = DbContext.underlying_manager.Find(req.id);
+                if (dbModel == null)
+                {
+                    throw new ServiceException("保存失败，数据不存在");
+                }
+                UpdateChanges(dbModel, req, new[] {
+                    nameof(underlying_manager.id) ,
+                    //nameof(underlying_manager.Price) ,
+                    nameof(underlying_manager.PrevClosePrice) ,
+                    nameof(underlying_manager.LaunchState) ,
+                    nameof(underlying_manager.LastUpdateTime)
+                });
+            }
+
+            dbModel.OptId = UserId;
+            dbModel.OptName = UserName;
+            dbModel.OptDate = DateTime.Now;
+
+            //更新关联表
+            var variety = DbContext.variety.Find(dbModel.UnderlyingTypeId);
+
+            if (variety != null)
+            {
+                dbModel.UnderlyingType = variety.VarietyName;
+                dbModel.CommodityCode = variety.VarietyCode;
+                dbModel.QuoteUnit = variety.QuoteUnitSingleOriginal;
+                dbModel.TradeUnit = variety.TradeUnitSingle;
+                if (string.IsNullOrWhiteSpace(req.MarketCode))
+                {
+                    dbModel.MarketName = variety.TradingMarket;
+                    dbModel.MarketCode = string.IsNullOrWhiteSpace(dbModel.MarketName) ? "" :
+                        DataCacheProvider.GetMarketDataSource().AsQueryable().FirstOrDefault(n => n.MarketName == dbModel.MarketName)?.ExchangeNo;
+                }
+                if (dbModel.ContractSize <= 1)
+                {
+                    dbModel.ContractSize = variety.TradeUnitValue > 0 ? variety.TradeUnitValue.Value : 1;
+                }
+                if (dbModel.PriceTick < 1e-5)
+                {
+                    dbModel.PriceTick = VarietyHelper.ParseMinPriceChange(variety.MinPriceChange) ?? 0.01;
+                }
+            }
+            if (!string.IsNullOrWhiteSpace(req.MarketCode))
+            {
+                dbModel.MarketName = string.IsNullOrWhiteSpace(dbModel.MarketCode) ? "" :
+                    DataCacheProvider.GetMarketDataSource().AsQueryable().FirstOrDefault(n => n.ExchangeNo == dbModel.MarketCode)?.MarketName;
+            }
+            if (dbModel.CalcTypeIsStock())
+            {
+                dbModel.MaturityDate = null;
+            }
+
+            UpdateHisData(req, isNew);
+
+            DbContext.SaveChanges();
+            new DicForTranslationModule.DicForTranslationService(OptUser).SetWordDictionary(req);
+
+            return dbModel;
+        }
+
+        /// <summary>
+        /// 保存标的数据
+        /// </summary>
+        public IEnumerable<underlying_manager> SaveUnderlyingData(IEnumerable<underlying_manager> reqs)
+        {
+            if (reqs.Any(O => string.IsNullOrWhiteSpace(O.UnderlyingCode)))
+            {
+                throw new ServiceException("标的资产码 必须填写!");
+            }
+
+            if (reqs.Any(O => string.IsNullOrWhiteSpace(O.UnderlyingName)))
+            {
+                throw new ServiceException("标的名称 必须填写!");
+            }
+
+            if (reqs.Any(O => string.IsNullOrWhiteSpace(O.UnderlyingInstrumentType)))
+            {
+                throw new ServiceException("资产类型 必须填写!");
+            }
+
+            if (reqs.Any(O => O.UnderlyingTypeId < 1))
+            {
+                throw new ServiceException("资产品种类型 必须填写!");
+            }
+
+            if (reqs.Any(O => O.IsFutures() && !O.MaturityDate.HasValue))
+            {
+                throw new ServiceException("期货标的到期日期 必须填写!");
+            }
+
+            if (reqs.Any(O => O.IsFutures() && O.MaturityDate.Value.Year < 2000))
+            {
+                throw new ServiceException("期货标的到期日期 填写错误!");
+            }
+
+            if (reqs.Where(O => O.IsFutures() && O.MaturityDate.Value < DateTime.Today).ToList() is List<underlying_manager> um)
+            {
+                um.ForEach(O => O.UnderlyingState = "Matured");
+            }
+            List<string> underlyingCode_New = reqs.Where(O => O.id < 1).Select(O => O.UnderlyingCode).ToList();
+            if (DataCacheProvider.GetStockBlackWhiteDataSource().AsQueryable().Any(
+                n => underlyingCode_New.Contains(n.UnderlyingCode) && n.BlackWhiteState == 0))
+            {
+                throw new ServiceException("此标的存在于黑名单中，无法新增和修改");
+            }
+
+            //判断是否重复标的
+            if (underlyingCode_New.Distinct().Count() != underlyingCode_New.Count || DbContext.underlying_manager.Any(d => underlyingCode_New.Contains(d.UnderlyingCode)))
+            {
+                throw new ServiceException("标的资产码重复");
+            }
+            foreach (var req in reqs)
+            {
+                underlying_manager dbModel;
+
+                var isNew = req.id == 0;
+
+                if (isNew)
+                {
+                    dbModel = req;
+                    dbModel.Price = underlying_manager.DefaultSpotPrice;
+                    DbContext.underlying_manager.Add(dbModel);
+                }
+                else
+                {
+                    dbModel = DbContext.underlying_manager.Find(req.id);
+                    if (dbModel == null)
+                    {
+                        throw new ServiceException("保存失败，数据不存在");
+                    }
+                    UpdateChanges(dbModel, req, new[] {
+                    nameof(underlying_manager.id) ,
+                    nameof(underlying_manager.Price) ,
+                    nameof(underlying_manager.PrevClosePrice) ,
+                    nameof(underlying_manager.LaunchState) ,
+                    nameof(underlying_manager.LastUpdateTime)
+                });
+                }
+
+                dbModel.OptId = UserId;
+                dbModel.OptName = UserName;
+                dbModel.OptDate = DateTime.Now;
+                dbModel.MarketName = string.IsNullOrWhiteSpace(dbModel.MarketCode) ? "" :
+                    DataCacheProvider.GetMarketDataSource().AsQueryable().FirstOrDefault(n => n.ExchangeNo == dbModel.MarketCode)?.MarketName;
+
+                //更新关联表
+                var variety = DataCacheProvider.GetVarietyDataSource().GetData(dbModel.UnderlyingTypeId);
+
+                if (variety != null)
+                {
+                    dbModel.UnderlyingType = variety.VarietyName;
+                    dbModel.CommodityCode = variety.VarietyCode;
+                    dbModel.QuoteUnit = variety.QuoteUnitSingleOriginal;
+                    dbModel.TradeUnit = variety.TradeUnitSingle;
+                    if (dbModel.ContractSize <= 1)
+                    {
+                        dbModel.ContractSize = variety.TradeUnitValue ?? 0;
+                    }
+                    if (dbModel.PriceTick < 1e-5)
+                    {
+                        dbModel.PriceTick = VarietyHelper.ParseMinPriceChange(variety.MinPriceChange) ?? 0.01;
+                    }
+                }
+
+                if (dbModel.CalcTypeIsStock())
+                {
+                    dbModel.MaturityDate = null;
+                }
+
+                UpdateHisData(req, isNew);
+            }
+            DbContext.SaveChanges();
+            return reqs;
+        }
+
+        /// <summary>
+        /// 保存标的历史数据
+        /// </summary>
+        private void UpdateHisData(underlying_manager newData, bool isNewUnderlying)
+        {
+            var newPara = MarginParamModel.Create(newData.MarginRate, newData.VolatilityRate, newData.UpDownLimit, true);
+
+            if (!string.IsNullOrWhiteSpace(newData.VolatilityRate) && !newPara.VolatilityRate.HasValue)
+            {
+                throw new ServiceException("解析Span波动率变动失败:" + newData.VolatilityRate);
+            }
+
+            if (!string.IsNullOrWhiteSpace(newData.UpDownLimit) && !newPara.UpDownLimit.HasValue)
+            {
+                throw new ServiceException("解析Span涨跌幅度失败:" + newData.UpDownLimit);
+            }
+
+            if (isNewUnderlying)
+            {
+                DbContext.BulkDelete<UnderlyingHisData>($"{nameof(UnderlyingHisData.UnderlyingCode)}='{newData.UnderlyingCode}'");
+            }
+
+            var hisdataService = new UnderlyingHisDataService(this);
+            var valdate = isNewUnderlying ? new DateTime(2000, 1, 1) : valuedateBLL.ValueDate;
+
+            hisdataService.AddOrUpdateHisData(new UnderlyingHisDataAddOrUpdateRequest
+            {
+                UnderlyingCode = newData.UnderlyingCode,
+                ValueType = nameof(MarginParamModel.MarginRate),
+                Value = newPara.MarginRate,
+                ValueDate = valdate,
+                ValueFlag = "F"
+            }, false);
+
+            hisdataService.AddOrUpdateHisData(new UnderlyingHisDataAddOrUpdateRequest
+            {
+                UnderlyingCode = newData.UnderlyingCode,
+                ValueType = nameof(MarginParamModel.VolatilityRate),
+                Value = newPara.VolatilityRate,
+                ValueDate = valdate,
+                ValueFlag = "F"
+            }, false);
+
+            hisdataService.AddOrUpdateHisData(new UnderlyingHisDataAddOrUpdateRequest
+            {
+                UnderlyingCode = newData.UnderlyingCode,
+                ValueType = nameof(MarginParamModel.UpDownLimit),
+                Value = newPara.UpDownLimit,
+                ValueDate = valdate,
+                ValueFlag = newPara.IsUpDownLimitFixed ? "F" : "%"
+            }, false);
+        }
+
+        /// <summary>
+        /// 更新数据
+        /// </summary>
+        public int UpdateData(string UnderlyingCode, double? MarginRate, string VolatilityRate, string UpDownLimit)
+        {
+            if (UnderlyingCode is null)
+            {
+                throw new ArgumentNullException(nameof(UnderlyingCode));
+            }
+
+            var underlying = DbContext.underlying_manager.FirstOrDefault(u => u.UnderlyingCode == UnderlyingCode);
+            if (underlying == null)
+            {
+                throw new ServiceException("系统中没有相关的标的:" + UnderlyingCode);
+            }
+            if (underlying.IsSynthetic())
+            {
+                underlying.UnderlyingTypeId = UnderlyingHelper.GetSyntheticVariety().id;
+            }
+            underlying.MarginRate = MarginRate;
+            underlying.VolatilityRate = VolatilityRate;
+            underlying.UpDownLimit = UpDownLimit;
+            UpdateHisData(underlying, false);
+            return DbContext.SaveChanges();
+        }
+
+        /// <summary>
+        /// 删除合成标的
+        /// </summary>
+        public int RemoveSyntheticUnderlyingByName(string syntheticUnderlyingName)
+        {
+            if (syntheticUnderlyingName is null)
+            {
+                throw new ArgumentNullException(nameof(syntheticUnderlyingName));
+            }
+
+            if (DbContext.trade.Any(trade => trade.UnderlyingCode == syntheticUnderlyingName && trade.ValidState != ConsGlobal.InValid))
+            {
+                throw new ServiceException("系统存在使用此组合标的的交易，不能修改");
+            }
+
+            var synModel = DbContext.synthetic_underlying.FirstOrDefault(n => n.Name == syntheticUnderlyingName);
+            var unModel = DbContext.underlying_manager.FirstOrDefault(n => n.UnderlyingCode == syntheticUnderlyingName);
+
+            if (unModel != null)
+            {
+                DbContext.underlying_manager.Remove(unModel);
+            }
+
+            if (synModel != null)
+            {
+                DbContext.synthetic_underlying.Remove(synModel);
+            }
+
+            return DbContext.SaveChanges();
+        }
+    }
+}

YLErpDAL/Modules/UnderlyingModule/UnderlyingDividenRateService.cs

@@ -0,0 +1,104 @@
+using YLErp.Configuration;
+
+namespace YLErp.Modules.UnderlyingModule
+{
+    /// <summary>
+    /// 标的分红率服务
+    /// </summary>
+    public class UnderlyingDividenRateService : YLBaseService
+    {
+        public UnderlyingDividenRateService(OptUserInfo userInfo) : base(userInfo)
+        {
+
+        }
+
+        /// <summary>
+        /// 获取标的分红率
+        /// </summary>
+        public UnderlyingDividenRateResult GetDividenRate(UnderlyingDividenRateRequest req)
+        {
+            if (req is null)
+            {
+                throw new ArgumentNullException(nameof(req));
+            }
+
+            if (string.IsNullOrEmpty(req.UnderlyingCode))
+            {
+                throw new ServiceException("缺少标的代码");
+            }
+
+            var um = DataCacheProvider.GetUnderlyingDataSource().GetData(req.UnderlyingCode);
+
+            if (um == null)
+            {
+                throw new ServiceException("标的信息未找到:" + req.UnderlyingCode);
+            }
+
+            var qry = from x in DbContext.dividendrate_record
+                      where x.TradeType.Contains(req.TradeType)
+                      && req.ValueDate >= x.ValueDate
+                      && (x.OptionType == req.OptionType || x.OptionType == "全部")
+                      select x;
+            var list = qry.ToList();
+            var record = list.Where(x => x.UnderlyingCode.Split(',').Any(code => code == req.UnderlyingCode))
+                        .OrderByDescending(x => x.OptDate).ThenByDescending(x => x.ValueDate);
+
+            if (record.Any())
+            {
+                return new UnderlyingDividenRateResult
+                {
+                    DividendRate = record.First().DividendRate
+                };
+            }
+
+            var query = from n in DbContext.underlying_manager
+                        join m in DbContext.UnderlyingDividend.Where(a => a.ValueDate >= req.ValueDate)
+                        on n.id equals m.UnderlyingId into ms
+                        from m in ms.DefaultIfEmpty()
+                        where n.UnderlyingCode == req.UnderlyingCode
+                        select m == null ? n.DividendRate : m.DividendRate;
+
+            return new UnderlyingDividenRateResult
+            {
+                DividendRate = query.FirstOrDefault() ?? 0
+            };
+        }
+    }
+
+    /// <summary>
+    /// 标的分红率请求
+    /// </summary>
+    public class UnderlyingDividenRateRequest
+    {
+        /// <summary>
+        /// 标的代码
+        /// </summary>
+        public string UnderlyingCode { get; set; }
+
+        /// <summary>
+        /// 取值日期
+        /// </summary>
+        public DateTime ValueDate { get; set; }
+
+        /// <summary>
+        /// 交易类型(国元需要)
+        /// </summary>
+        public string TradeType { get; set; }
+
+        /// <summary>
+        /// 看涨看跌(国元需要)
+        /// </summary>
+        public string OptionType { get; set; }
+    }
+
+    /// <summary>
+    /// 标的分红率
+    /// </summary>
+    public class UnderlyingDividenRateResult
+    {
+        /// <summary>
+        /// 标的分红率
+        /// </summary>
+        public double? DividendRate { get; set; }
+    }
+}

YLErpDAL/Modules/UnderlyingModule/UnderlyingDividendService.cs

@@ -0,0 +1,146 @@
+using BaseOUDAL;
+
+namespace YLErp.Modules.UnderlyingModule
+{
+    /// <summary>
+    /// 分红率服务
+    /// </summary>
+    public class UnderlyingDividendService : YLBaseService
+    {
+        public UnderlyingDividendService(OptUserInfo userInfo) : base(userInfo)
+        {
+
+        }
+
+        /// <summary>
+        /// 获取最新分红率
+        /// </summary>
+        public SearchListResult<UnderlyingDividendDto> GetLatestList(UnderlyingDividendQueryModel req)
+        {
+            var predicat = PredicateBuilder.Create<underlying_manager>(n => (n.UnderlyingInstrumentType == "Stock" || n.UnderlyingInstrumentType == "StockIndex"));
+            if (!string.IsNullOrWhiteSpace(req.UnderlyingCode))
+            {
+                predicat = predicat.And(n => n.UnderlyingCode.Contains(req.UnderlyingCode));
+            }
+            if (!string.IsNullOrWhiteSpace(req.UnderlyingName))
+            {
+                predicat = predicat.And(n => n.UnderlyingName.Contains(req.UnderlyingName));
+            }
+            var query = DbContext.underlying_manager
+                .Where(predicat)
+                .Select(n => new UnderlyingDividendDto
+                {
+                    id = n.id,
+                    UnderlyingId = n.id,
+                    UnderlyingCode = n.UnderlyingCode,
+                    UnderlyingName = n.UnderlyingName,
+                    DividendRate = n.DividendRate ?? 0
+                });
+
+            if (string.IsNullOrEmpty(req.sidx))
+            {
+                query = query.OrderBy(n => n.UnderlyingCode);
+            }
+
+            return query.ToSearchList(req);
+        }
+
+        /// <summary>
+        /// 获取历史分红率
+        /// </summary>
+        public IEnumerable<UnderlyingDividendDto> GetHisList(string underlyingCode)
+        {
+            if (string.IsNullOrEmpty(underlyingCode))
+            {
+                return Enumerable.Empty<UnderlyingDividendDto>();
+            }
+
+            var query = from m in DbContext.underlying_manager
+                        join n in DbContext.UnderlyingDividend on m.id equals n.UnderlyingId
+                        where m.UnderlyingCode == underlyingCode
+                        orderby n.ValueDate descending
+                        select new UnderlyingDividendDto
+                        {
+                            id = n.id,
+                            UnderlyingId = n.id,
+                            UnderlyingCode = m.UnderlyingCode,
+                            UnderlyingName = m.UnderlyingName,
+                            DividendRate = n.DividendRate,
+                            ValueDate = n.ValueDate,
+                            OptDate = n.OptDate,
+                            OptId = n.OptId,
+                            OptName = n.OptName
+                        };
+            return query.ToArray();
+        }
+
+        /// <summary>
+        /// 获取最新分红率
+        /// </summary>
+        public UnderlyingDividendDto GetLatestDetail(string underlyingCode)
+        {
+            var query = DbContext.underlying_manager
+                .Where(n => n.UnderlyingCode == underlyingCode)
+                .Select(n => new UnderlyingDividendDto
+                {
+                    id = n.id,
+                    UnderlyingId = n.id,
+                    UnderlyingCode = n.UnderlyingCode,
+                    UnderlyingName = n.UnderlyingName,
+                    DividendRate = n.DividendRate ?? 0
+                });
+            return query.FirstOrDefault();
+        }
+
+        /// <summary>
+        /// 保存分红率
+        /// </summary>
+        public UnderlyingDividend SaveData(UnderlyingDividendDto model)
+        {
+            if (string.IsNullOrEmpty(model?.UnderlyingCode))
+            {
+                throw new ServiceException("股票代码不能为空");
+            }
+
+            var udm = DbContext.underlying_manager.FirstOrDefault(n => n.UnderlyingCode == model.UnderlyingCode);
+            if (udm == null)
+            {
+                throw new ServiceException("股票信息不存在");
+            }
+
+            udm.DividendRate = model.DividendRate;
+
+            var valueDate = BLL.valuedateBLL.ValueDate;
+            if (valueDate < DateTime.Today) valueDate = DateTime.Today;
+            var dbModel = DbContext.UnderlyingDividend.FirstOrDefault(n => n.UnderlyingId == udm.id && n.ValueDate == valueDate);
+            if (dbModel == null)
+            {
+                dbModel = new UnderlyingDividend
+                {
+                    UnderlyingId = udm.id,
+                    ValueDate = valueDate
+                };
+                DbContext.UnderlyingDividend.Add(dbModel);
+            }
+
+            dbModel.DividendRate = model.DividendRate;
+            dbModel.OptId = model.OptId;
+            dbModel.OptName = model.OptName;
+            dbModel.OptDate = DateTime.Now;
+
+            DbContext.SaveChanges();
+
+            return dbModel;
+        }
+    }
+
+    /// <summary>
+    /// 
+    /// </summary>
+    public class UnderlyingDividendQueryModel : BaseSearchReq
+    {
+        public string UnderlyingName { get; set; }
+
+        public string UnderlyingCode { get; set; }
+    }
+}

YLErpDAL/Modules/UnderlyingModule/UnderlyingHelper.cs

@@ -0,0 +1,128 @@
+using System.Text;
+
+namespace YLErp.Modules.UnderlyingModule
+{
+    /// <summary>
+    /// 标的数据帮助类
+    /// </summary>
+    public static class UnderlyingHelper
+    {
+        /// <summary>
+        /// 获取组合标的品种对象
+        /// </summary>
+        public static Variety GetSyntheticVariety()
+        {
+            var variety = DataCacheProvider.GetVarietyDataSource().AsQueryable()
+                .FirstOrDefault(v => v.VarietyCode == "组合标的");
+
+            if (variety != null)
+            {
+                return variety;
+            }
+
+            lock (DataCacheProvider.GetVarietyDataSource())
+            {
+                using (var db = DbContextFactory.GetYLDbContext())
+                {
+                    variety = db.variety.FirstOrDefault(n => n.VarietyCode == "组合标的");
+
+                    if (variety != null)
+                    {
+                        return variety;
+                    }
+
+                    variety = new Variety()
+                    {
+                        VarietyCode = "组合标的",
+                        VarietyName = "组合标的",
+                        TradingMarketId = 0,
+                        TradeUnit = "1手/份",
+                        QuoteUnit = "元（人民币）/份",
+                        DeliveryType = "",
+                        HasNightMarket = false,
+                        ShortName = "组合标的",
+                        CommissionType = "固定",
+                        CloseTodayCommissionType = "固定",
+                        //UnderlyingInstrumentType = "CommodityFutures",
+                        VolatilityRate = "",
+                        VolatilityAdjust = 0,
+                        AssetType = "",
+                        OptId = 0,
+                        OptName = "系统",
+                        OptDate = DateTime.Now,
+                    };
+
+                    db.variety.Add(variety);
+                    db.SaveChanges();
+
+                    return variety;
+                }
+            }
+        }
+
+        /// <summary>
+        /// 获取篮子标的品种对象
+        /// </summary>
+        public static Variety GetBasketVariety()
+        {
+            return DataCacheProvider.GetVarietyDataSource().AsQueryable()
+                .FirstOrDefault(v => v.VarietyCode == "篮子标的") ??
+                new Variety
+                {
+                    VarietyCode = "篮子标的",
+                    VarietyName = "篮子标的",
+                    QuoteUnit = "元（人民币）/股",
+                    TradeUnit = "100股/手"
+                };
+        }
+
+        /// <summary>
+        /// 获取标的品种代码 例：BU，BU-CU
+        /// </summary>
+        /// <param name="underlyingCode"></param>
+        /// <returns></returns>
+        public static string GetUnderlyingVarietyCode(string underlyingCode)
+        {
+            var ret = "";
+            var un = DataCacheProvider.GetUnderlyingDataSource().GetData(underlyingCode);
+            if (un != null)
+            {
+                if (un.UnderlyingType == "组合标的")
+                {
+                    var synthetic = DataCacheProvider.GetUnderlyingDataSource().GetSyntheticUnderlying(underlyingCode);
+                    if (synthetic != null)
+                    {
+                        var sb = new StringBuilder();
+                        var va1 = DataCacheProvider.GetVariety(synthetic.UnderlyingCode1);
+                        var va2 = DataCacheProvider.GetVariety(synthetic.UnderlyingCode2);
+                        var va3 = DataCacheProvider.GetVariety(synthetic.UnderlyingCode3);
+                        var va4 = DataCacheProvider.GetVariety(synthetic.UnderlyingCode4);
+                        if (va1 != null)
+                        {
+                            sb.Append(va1.VarietyCode).Append('-');
+                        }
+                        if (va2 != null)
+                        {
+                            sb.Append(va2.VarietyCode).Append('-');
+                        }
+                        if (va3 != null)
+                        {
+                            sb.Append(va3.VarietyCode).Append('-');
+                        }
+                        if (va4 != null)
+                        {
+                            sb.Append(va4.VarietyCode).Append('-');
+                        }
+                        ret = sb.ToString().Substring(0, sb.Length - 1);
+                    }
+                }
+                else
+                {
+                    var va = DataCacheProvider.GetVariety(un.UnderlyingCode);
+                    ret = va.VarietyCode;
+                }
+            }
+            return ret;
+        }
+    }
+}

YLErpDAL/Modules/UnderlyingModule/UnderlyingHisDataService.cs

@@ -0,0 +1,220 @@
+using System.Text;
+using YLErp.BLL;
+using YLErp.Models;
+
+namespace YLErp.Modules.UnderlyingModule
+{
+    public class UnderlyingHisDataService : YLBaseService
+    {
+        public UnderlyingHisDataService(OptUserInfo userInfo) : base(userInfo)
+        {
+
+        }
+
+        public UnderlyingHisDataService(YLBaseService baseService) : base(baseService)
+        {
+        }
+
+        /// <summary>
+        /// 更新标的历史数据
+        /// </summary>
+        public int AddOrUpdateHisData(UnderlyingHisDataAddOrUpdateRequest req, bool saveChanges = true)
+        {
+            if (req is null)
+            {
+                throw new ArgumentNullException(nameof(req));
+            }
+
+            if (string.IsNullOrWhiteSpace(req.UnderlyingCode))
+            {
+                throw new ServiceException("标的代码 必须有值");
+            }
+
+            if (saveChanges && !DbContext.underlying_manager.Any(n => n.UnderlyingCode == req.UnderlyingCode))
+            {
+                throw new ServiceException("标的数据 不存在");
+            }
+
+            switch (req.ValueType)
+            {
+                case nameof(MarginParamModel.MarginRate):
+                case nameof(MarginParamModel.UpDownLimit):
+                case nameof(MarginParamModel.VolatilityRate): break;
+                default: throw new ServiceException("ValueType 不支持:" + req.ValueType);
+            }
+
+            if (string.IsNullOrWhiteSpace(req.ValueFlag))
+            {
+                req.ValueFlag = "F";
+            }
+            else if (req.ValueFlag != "F" && req.ValueFlag != "%")
+            {
+                throw new ServiceException("ValueFlag 不支持");
+            }
+
+            var hisdata = DbContext.UnderlyingHisData.OrderByDescending(n => n.ValueDate).FirstOrDefault(
+                    n => n.UnderlyingCode == req.UnderlyingCode && n.ValueDate <= req.ValueDate && n.ValueType == req.ValueType);
+
+            if (hisdata != null)
+            {
+                //如果新值和旧值一致则不需要处理
+                var newValue = req.Value;
+                if (newValue.HasValue && Math.Abs(newValue.Value - hisdata.Value) < 1e-6)
+                {
+                    return 0;
+                }
+
+                //新值为null并且为第一条时清掉
+                if (!newValue.HasValue && hisdata.ValueDate == req.ValueDate
+                    && !DbContext.UnderlyingHisData.Any(n => n.UnderlyingCode == req.UnderlyingCode && n.ValueDate < req.ValueDate && n.ValueType == req.ValueType))
+                {
+                    DbContext.UnderlyingHisData.Remove(hisdata);
+                    return saveChanges ? DbContext.SaveChanges() : 0;
+                }
+            }
+            else if (!req.Value.HasValue)
+            {
+                return 0; //如果没有历史数据并且新值为null
+            }
+
+            if (hisdata == null || hisdata.ValueDate < req.ValueDate)
+            {
+                hisdata = new UnderlyingHisData
+                {
+                    UnderlyingCode = req.UnderlyingCode,
+                    ValueDate = req.ValueDate,
+                    ValueType = req.ValueType
+                };
+
+                DbContext.UnderlyingHisData.Add(hisdata);
+            }
+
+            SetDBModelOpt(hisdata);
+
+            hisdata.Value = req.Value ?? 0;
+
+            hisdata.ValueFlag = req.Value.HasValue ? req.ValueFlag : "N";
+
+            return saveChanges ? DbContext.SaveChanges() : 0;
+        }
+
+        /// <summary>
+        /// 删除标的历史数据
+        /// </summary>
+        public int RemoveHisData(string underlyingCode, DateTime valueDate, string valueType)
+        {
+            if (string.IsNullOrWhiteSpace(underlyingCode) || string.IsNullOrWhiteSpace(valueType))
+            {
+                return 0;
+            }
+
+            valueDate = valueDate.Date;
+
+            var data = DbContext.UnderlyingHisData.FirstOrDefault(
+                n => n.UnderlyingCode == underlyingCode && n.ValueDate == valueDate && n.ValueType == valueType);
+
+            if (data != null)
+            {
+                DbContext.UnderlyingHisData.Remove(data);
+                return DbContext.SaveChanges();
+            }
+
+            return 0;
+        }
+
+        /// <summary>
+        /// 回写历史数据到主表
+        /// </summary>
+        public int BackHisDataToMainTable()
+        {
+            var db = DbContextFactory.GetYLDbContext();
+            var valueDate = valuedateBLL.ValueDate;
+            var startDate = valuedateBLL.ValueDate.AddDays(-3);
+            var uhgQuery = from a in db.UnderlyingHisData
+                           where a.ValueDate >= startDate && a.ValueDate <= valueDate
+                           group a by new
+                           {
+                               a.UnderlyingCode,
+                               a.ValueType
+                           } into aa
+                           select new
+                           {
+                               aa.Key.UnderlyingCode,
+                               aa.Key.ValueType,
+                               ValueDate = aa.Max(n => n.ValueDate)
+                           };
+
+            var uhQuery = from a in uhgQuery
+                          join b in db.UnderlyingHisData on new { a.UnderlyingCode, a.ValueType, a.ValueDate } equals new { b.UnderlyingCode, b.ValueType, b.ValueDate }
+                          select new
+                          {
+                              b.UnderlyingCode,
+                              b.Value,
+                              b.ValueType,
+                              b.ValueFlag
+                          };
+
+            var hisdatas = uhQuery.ToArray();
+
+            if (!hisdatas.Any())
+            {
+                return 0;
+            }
+
+            var sb = new StringBuilder(1000);
+
+            const string sqlfmtMarginRate = "update underlying_manager set MarginRate='{0}' WHERE UnderlyingCode='{1}';";
+            const string sqlfmtUpDownLimit = "update underlying_manager set UpDownLimit='{0}' WHERE UnderlyingCode='{1}';";
+            const string sqlfmtVolatilityRate = "update underlying_manager set VolatilityRate='{0}' WHERE UnderlyingCode='{1}';";
+
+            //new underlying_manager().MarginRate;
+
+            foreach (var item in hisdatas)
+            {
+                switch (item.ValueType)
+                {
+                    case nameof(MarginParamModel.MarginRate):
+                        if (item.ValueFlag == "N")
+                        {
+                            sb.AppendFormat("update underlying_manager set MarginRate=null WHERE UnderlyingCode='{0}';", item.UnderlyingCode).AppendLine();
+                        }
+                        else
+                        {
+                            sb.AppendFormat(sqlfmtMarginRate, item.Value.ToString("0.0#####"), item.UnderlyingCode).AppendLine();
+                        }
+                        break;
+                    case nameof(MarginParamModel.UpDownLimit):
+                        var fmt = item.ValueFlag == "%" ? "0.0###%" : "0.0#####";
+                        sb.AppendFormat(sqlfmtUpDownLimit, item.ValueFlag == "N" ? "" : item.Value.ToString(fmt), item.UnderlyingCode).AppendLine();
+                        break;
+                    case nameof(MarginParamModel.VolatilityRate):
+                        sb.AppendFormat(sqlfmtVolatilityRate, item.ValueFlag == "N" ? "" : item.Value.ToString("0.0###%"), item.UnderlyingCode).AppendLine();
+                        break;
+                }
+            }
+
+            var sql = sb.ToString();
+            LogFactory.GetLogger("回写标的历史数据到主表").Info(sql);
+            return DbContext.Database.ExecuteSqlRaw(sql);
+        }
+    }
+
+    /// <summary>
+    /// 
+    /// </summary>
+    public class UnderlyingHisDataAddOrUpdateRequest
+    {
+        public string UnderlyingCode { get; set; }
+
+        /// <summary>
+        /// 使用MarginParamModel的属性字段
+        /// </summary>
+        public string ValueType { get; set; }
+
+        public string ValueFlag { get; set; }
+
+        public DateTime ValueDate { get; set; }
+
+        public double? Value { get; set; }
+    }
+}

YLErpDAL/Modules/UnderlyingModule/UnderlyingImportService.cs

@@ -0,0 +1,100 @@
+using System.Data;
+using YLErp.Commons;
+
+namespace YLErp.Modules.UnderlyingModule
+{
+    public class UnderlyingImportService : YLBaseService
+    {
+        public UnderlyingImportService(OptUserInfo userInfo) : base(userInfo) { }
+
+        public void ImportExcel(Stream streamIn, out int totalNum, out int successNum)
+        {
+            totalNum = 0;
+            successNum = 0;
+
+            int rowIndex = 0;
+            try
+            {
+                var ds = Office.ExcelHelper.ReadExcelAsDataSet(streamIn, new[] { 0 }, 1);
+
+                if (ds.Tables.Count < 1 || ds.Tables[0].Rows.Count < 1)
+                {
+                    throw new ServiceException("读取导入数据失败:数据为空") { Tag = "111" };
+                }
+
+                var table = ds.Tables[0];
+                var reader = new DataRowReader(table);
+
+                totalNum = table.Rows.Count - rowIndex;
+
+                foreach (var row in table.Rows.Cast<DataRow>())
+                {
+                    if (row.ItemArray.All(n => string.IsNullOrWhiteSpace(n?.ToString())))
+                    {
+                        totalNum--;
+                        continue;
+                    }
+
+                    reader.SetDataRow(row);
+
+                    using (var trans = BeginTransaction())
+                    {
+                        //映射导入数据
+                        var um = MapUnderlying(reader);
+
+                        //保存数据
+                        new UnderlyingDalService(OptUser).SaveUnderlyingData(um);
+                        successNum++;
+
+                        trans.Commit();
+                    }
+                    rowIndex++;
+                }
+            }
+            catch (ServiceException se)
+            {
+                if (se.Tag != null) throw;
+                throw new ServiceException($"第{rowIndex + 2}行,发生错误:{se.Message}");
+            }
+        }
+
+        private underlying_manager MapUnderlying(DataRowReader reader)
+        {
+            var umVariety = reader.GetString("标的品种", true);
+            var variety = DataCacheProvider.GetVarietyDataSource().AsQueryable().Where(o => o.VarietyName == umVariety || o.VarietyCode == umVariety).FirstOrDefault();
+            if (variety == null)
+            {
+                throw new Exception("未找到品种：" + umVariety);
+            }
+            var instrumentTypeCn = reader.GetString("标的小类（资产类型）", true);
+            //var markShortName = reader.GetString("交易所", true);
+            //var market = DataCacheProvider.GetMarketDataSource().AsQueryable().Where(o => o.MarketShortName == markShortName || o.MarketName== markShortName || o.ExchangeNo == markShortName).FirstOrDefault();
+            //if (market == null)
+            //{
+            //    throw new Exception("未找到交易所：" + markShortName);
+            //}
+
+            var um = new underlying_manager()
+            {
+                //MarketCode = market.ExchangeNo,
+                UnderlyingCode = reader.GetString("标的代码", true),
+                UnderlyingName = reader.GetString("标的名称", true),
+                UnderlyingEnName = reader.GetString("标的英文名", false),
+                UnderlyingTypeId = variety.id,
+                UnderlyingInstrumentType = ConsGlobal.InstrumentType.GetFromDesc(instrumentTypeCn),
+                BBGTicker = reader.GetString("BBGTicker", false),
+                ContractSize = reader.GetDouble("合约乘数", false) ?? 0,
+                MaturityDate = reader.GetDate("标的到期日", false),
+                CloseDate = reader.GetDate("标的交割日", false),
+                UnderlyingDesc = reader.GetString("描述", false),
+                LaunchState = "1",
+                UnderlyingStatus = "正常运行",
+                OptId = UserId,
+                OptName = UserName,
+                OptDate = DateTime.Now
+            };
+
+            return um;
+        }
+    }
+}

YLErpDAL/Modules/UnderlyingModule/UnderlyingMainContractBLL.cs

@@ -0,0 +1,167 @@
+using YLErp.BLL.Calculation;
+using YLErp.QdpModule;
+
+namespace YLErp.BLL
+{
+    public class underlying_main_contractBLL
+    {
+        public static bool IsListOld = true;
+
+        private static List<underlying_main_contract> Allunderlying_main_contractModel = null;
+
+        public static List<underlying_main_contract> GetAllunderlying_main_contractModel()
+        {
+            if (IsListOld)
+            {
+                using (YLContext con = new YLContext())
+                {
+                    Allunderlying_main_contractModel = con.underlying_main_contract.ToList();
+                }
+                IsListOld = false;
+            }
+            return Allunderlying_main_contractModel;
+        }
+
+        /// <summary>
+        /// 过滤掉不符合规则的标的
+        /// 国君规则： 标的到期日前一个月15号必需大于输入的到期日参数maturitydate（到期日为当前时间一个月后的第一个工作日）
+        /// </summary>
+        public static List<underlying_manager> GetGtja_MaturityUnderlying(List<underlying_manager> tofilterUnderlyings, DateTime maturityDate)
+        {
+            //调整：
+            //原来的逻辑是：underlyingMaturityDate > (maturityDate + 1 month).15th
+            //修正后的逻辑是： (underlyingMaturityDate - 1 month).15th > maturityDate                
+            var underlyings = new List<underlying_manager>();
+            foreach (var x in tofilterUnderlyings)
+            {
+                if (x.IsVirtualContract() || !x.IsFutures())
+                {
+                    underlyings.Add(x);
+                }
+                else
+                {
+                    var underlyingMaturityDate = DateTime.Now;
+                    if (x.MaturityDate == null)
+                    {
+                        underlyingMaturityDate = QdpHelper.defaultMaturityDateFromContract(x.UnderlyingCode);
+                    }
+                    else
+                    {
+                        underlyingMaturityDate = CalculatorHelper.GetContractMaturityDateForQuote(x.MaturityDate.Value, x.UnderlyingCode);
+                    }
+
+                    var underlyingCodeArray = x.UnderlyingCode.TakeWhile(c => char.IsLetter(c)).ToArray();
+
+                    var mainUnderlyingCode = new string(underlyingCodeArray) + "00";
+                    int.TryParse(x.UnderlyingCode.Substring(x.UnderlyingCode.Length - 2), out var monthInCode);
+                    var beforUnderlyingCode = x.UnderlyingCode.Substring(0, x.UnderlyingCode.Length - 2) + (monthInCode - 1).ToString("00");
+                    var mainUnderlying = YLErp.Modules.DataCacheProvider.GetUnderlyingDataSource().GetData(mainUnderlyingCode);
+                    //是否为“主力合约”，或上一个为“主力合约”
+                    var IsMainUnderlying = x.UnderlyingCode == mainUnderlying.TradeCode || beforUnderlyingCode == mainUnderlying.TradeCode;
+
+
+
+                    var checkDate = underlyingMaturityDate;
+                    //做个月份补丁，如果是1809默认是9月份
+                    //没有考虑到1月这种情况，需要测试
+                    //if (int.TryParse(x.UnderlyingCode.Substring(x.UnderlyingCode.Length - 2), out int tempData) && tempData > 1 && tempData <= 12 && x.UnderlyingInstrumentType != "Stock")
+                    //{
+                    //    checkDate = new DateTime(underlyingMaturityDate.Year, tempData, 15);
+                    //}
+                    if (IsMainUnderlying)
+                    {
+                        //当前所报的合约的到期日必须小于该合约的到期日-10个交易日
+                        checkDate = QdpCalendarHelper.BizDayShift(checkDate, -10);
+                        if (checkDate >= maturityDate)
+                        {
+                            underlyings.Add(x);
+                        }
+                    }
+                    else
+                    {
+                        checkDate = new DateTime(underlyingMaturityDate.Year, underlyingMaturityDate.Month, 15);
+                        checkDate = checkDate.AddMonths(-1);
+                        if (PS.Config.Company==Configuration.CompanyEnum.国贸启润)
+                        {
+                            checkDate = underlyingMaturityDate;
+                        }
+                        if (checkDate >= maturityDate)
+                        {
+                            underlyings.Add(x);
+                        }
+                    }
+                }
+            }
+            return underlyings;
+        }
+
+        /// <summary>
+        /// 获取给定到期日的平值期权报价列表
+        /// 这个函数需要给Web和API使用，因此不使用缓存，直接从数据库查询 
+        /// 国君规则： 标的到日期前一个月15号必需大于 maturitydate（到期日为当前时间一个月后的第一个工作日）
+        /// </summary>
+        /// <param name="maturityDate">报价到期日</param>
+        /// <param name="onlyMainContract">是否只包含主力合约</param>
+        public static List<underlying_manager> GetDefaultAtMoneyQuoteList(DateTime maturityDate, bool onlyMainContract = true)
+        {
+            var del = new char[] { ',' };
+
+            using (var db = new YLContext())
+            {
+                //筛选所有需要报价的品种，并将其对应的合约代码加入codes
+                var activeAssetList = GetAllunderlying_main_contractModel().Where(x => x.NeedQuote == 1).OrderBy(n => n.UnderlyingType).ToList();
+                string preUnderlyingType = null;
+                var unCodeSet = new HashSet<string>();
+                foreach (var asset in activeAssetList.ToArray())
+                {
+                    if (preUnderlyingType == asset.UnderlyingType ||
+                        string.IsNullOrWhiteSpace(asset.UnderlyingType) ||
+                        string.IsNullOrWhiteSpace(asset.UnderlyingCode))
+                    {
+                        activeAssetList.Remove(asset);
+                    }
+                    else
+                    {
+                        preUnderlyingType = asset.UnderlyingType;
+                        var arr = asset.UnderlyingCode.Split(del, StringSplitOptions.RemoveEmptyEntries);
+                        foreach (var item in arr)
+                        {
+                            unCodeSet.Add(item);
+                        }
+                    }
+                }
+
+                //需要获取underlying最新的价格，所以需要从数据库读取
+                var underlyings = db.underlying_manager.Where(x => unCodeSet.Contains(x.UnderlyingCode) && x.LaunchState == "1").ToList();
+                underlyings = GetGtja_MaturityUnderlying(underlyings, maturityDate);
+
+                if (onlyMainContract)
+                {
+                    var quoteContracts = new Dictionary<string, underlying_manager>();
+                    //每个品种，满足条件的合约中到日期最早的那个
+                    foreach (var underlying in underlyings)
+                    {
+                        if ((!quoteContracts.ContainsKey(underlying.UnderlyingType))
+                           || underlying.MaturityDate < quoteContracts[underlying.UnderlyingType].MaturityDate)
+                        {
+                            quoteContracts[underlying.UnderlyingType] = underlying;
+                        }
+                    }
+                    underlyings = quoteContracts.Values.ToList();
+                }
+
+                var dic = activeAssetList.ToDictionary(n => n.UnderlyingType);
+                foreach (var un in underlyings)
+                {
+                    if (dic.TryGetValue(un.UnderlyingType, out var asset))
+                    {
+                        un.order = asset.OrderId;
+                    }
+                }
+
+                underlyings.Sort((x, y) => (x.order ?? 0) - (y.order ?? 0));
+                return underlyings;
+            }
+        }
+    }
+}

YLErpDAL/Modules/UnderlyingModule/UnderlyingMainContractHistoryBLL.cs

@@ -0,0 +1,190 @@
+using BaseOUDAL;
+using YLErp.Model;
+using YLErp.Modules.VolatilityModule;
+using YLErp.Modules.VolatilityModule.SkewMapVolModule;
+using YLErp.QdpModule;
+using YLErp.QdpModule.Constants;
+
+namespace YLErp.BLL
+{
+    public class underlying_main_contract_historyBLL
+    {
+        public static readonly List<string> ShowExpires;
+        public static readonly List<string> 有色金属ShowExpires;
+
+        static underlying_main_contract_historyBLL()
+        {
+            if (!PS.Config.ErpElement.SkewMapVolConstruction)
+            {
+                ShowExpires = new List<string> { "2W", "1M", "3M" };
+                有色金属ShowExpires = new List<string> { "2W", "1M", "2M" };
+            }
+            else
+            {
+                ShowExpires = new List<string> { "1M", "3M", "6M" };
+                有色金属ShowExpires = new List<string> { "1M", "3M", "6M" };
+            }
+        }
+
+        public static List<VolatilityQuotation> GetVolatilityQuotation(int userId, IEnumerable<flat_price_quotation> quotationList, string userGroup = null)
+        {
+            var VQ = new List<VolatilityQuotation>();
+            if (string.IsNullOrEmpty(userGroup))
+            {
+                userGroup = UserBLL.GetUserGroup(userId);
+            }
+            var vollist = new VolatilityQueryService(OptUserInfo.SystemUser)
+                .GetVolatilities(new BatchVolatilityRequest
+                {
+                    QuotationDate = valuedateBLL.ValueDate,
+                    VolTypes = ConsVolInfos.subTradeVolType,
+                    UnderlyingCodes = quotationList.Select(O => O.UnderlyingCode).ToArray(),
+                    UserGroup = userGroup,
+                    TradeVolWithBidAsk = false
+                }, true);
+            var exDate = QdpCalendarHelper.GetNonHoliday(valuedateBLL.ValueDate.AddMonths(1).AddDays(-1));
+            var exerciseDate = exDate;
+            var quotationUnderlyinglist = underlying_main_contractBLL.GetDefaultAtMoneyQuoteList(exDate);
+
+            quotationList = quotationList.Where(q =>
+                quotationUnderlyinglist.Any(u => string.Equals(u.UnderlyingCode, q.UnderlyingCode, StringComparison.OrdinalIgnoreCase))).OrderBy(o => o.order).ToList();
+
+            var activeAsset = underlying_main_contractBLL.GetAllunderlying_main_contractModel().Where(x => x.NeedQuote == 1);
+
+            foreach (var qu in quotationList)
+            {
+                var singleVQ = new VolatilityQuotation() { MarketName = qu.MarketName, UnderlyingMainCode = qu.UnderlyingCode, UnderlyingType = qu.UnderlyingType };
+                var underlying = quotationUnderlyinglist.FirstOrDefault(u => string.Equals(u.UnderlyingCode, qu.UnderlyingCode, StringComparison.OrdinalIgnoreCase));
+                singleVQ.CommodityCode = underlying.CommodityCode;
+                var checkExpires = ShowExpires;
+                if (underlying_managerBLL.IsYouSeJinShu(qu.UnderlyingCode))
+                {
+                    checkExpires = 有色金属ShowExpires;
+                }
+                var contractUnder = activeAsset.FirstOrDefault(q => q.UnderlyingType == qu.UnderlyingType);
+                //var tt = activeAsset.Where(v => v.UnderlyingCode == qu.UnderlyingCode).ToList();
+                //var ttt = quotationUnderlyinglist.Where(q => q.UnderlyingType == "棕榈油").ToList();
+                var contractVol = new List<volatility>();
+                if (contractUnder != null && vollist != null)
+                {
+                    contractVol = vollist.Where(v => contractUnder.UnderlyingCodeList.Contains(v.ContractCode)).ToList();
+                }
+
+                volatility askVolTable = null;
+                volatility bidVolTable = null;
+                if (PS.Config.ErpElement.SkewMapVolConstruction)
+                {
+                    var req = new SkewVolRequest
+                    {
+                        VolType = null,
+                        valueDate = valuedateBLL.ValueDate,
+                        Strike = qu.SpotPrice ?? 0,
+                        UnderlyingCode = underlying.UnderlyingCode
+                    };
+                    req.VolType = "报价Ask";
+                    askVolTable = SkewVolQueryService.GetVol(userId, req);
+                    req.VolType = "报价Bid";
+                    bidVolTable = SkewVolQueryService.GetVol(userId, req);
+                }
+                else
+                {
+                    askVolTable = SetVolQuotationTable(contractVol, qu, "报价Ask", checkExpires);
+                    bidVolTable = SetVolQuotationTable(contractVol, qu, "报价Bid", checkExpires);
+                }
+
+                var volReq = new InterpolatedVolReq()
+                {
+                    strike = qu.SpotPrice ?? 0,
+                    isMoneynessOption = false,
+                    exerciseDate = exerciseDate,
+                    valueDate = valuedateBLL.ValueDate,
+                    spot = qu.SpotPrice ?? 0,
+                    volSurfaceType = askVolTable.VolSurfaceMode
+                };
+
+                var askeGroup = new List<ExpireGroup>();
+                if (askVolTable.VolTable != null)
+                {
+                    askeGroup = askVolTable.VolTable.GroupBy(v => v.Expire).Select(v => new ExpireGroup { Expire = v.Key, Sv = v.ToList() }).ToList();
+                }
+
+                var bideGroup = new List<ExpireGroup>();
+                if (bidVolTable.VolTable != null)
+                {
+                    bideGroup = bidVolTable.VolTable.GroupBy(v => v.Expire).Select(v => new ExpireGroup { Expire = v.Key, Sv = v.ToList() }).ToList();
+                }
+
+                var BidAskMatureData = new List<BidAskMatureData>();
+
+                foreach (var expire in checkExpires)
+                {
+                    var askvol = double.NaN;
+                    var bidvol = double.NaN;
+                    var askGroup = askeGroup.FirstOrDefault(a => a.Expire == expire);
+                    var bidgroup = bideGroup.FirstOrDefault(b => b.Expire == expire);
+                    if (askGroup != null)
+                    {
+                        askvol = QdpVolHelper.GetInterpolatedVolFromNormalSurface(askGroup.Sv, volReq, askVolTable.InterpolationMethod);
+                    }
+                    else if (!PS.Config.ErpElement.SkewMapVolConstruction)
+                    {
+                        askvol = QdpVolHelper.GetInterpolatedVolFromNormalSurface(askVolTable.VolTable, volReq, askVolTable.InterpolationMethod);
+                    }
+                    if (bidgroup != null)
+                    {
+                        bidvol = QdpVolHelper.GetInterpolatedVolFromNormalSurface(bidgroup.Sv, volReq, bidVolTable.InterpolationMethod);
+                    }
+                    else if (!PS.Config.ErpElement.SkewMapVolConstruction)
+                    {
+                        bidvol = QdpVolHelper.GetInterpolatedVolFromNormalSurface(bidVolTable.VolTable, volReq, bidVolTable.InterpolationMethod);
+                    }
+
+                    var md = new BidAskMatureData() { Expire = expire, AskVol = askvol, BidVol = bidvol };
+                    BidAskMatureData.Add(md);
+                }
+                singleVQ.BidAskMatureData = BidAskMatureData;
+                VQ.Add(singleVQ);
+
+            }
+            return VQ;
+        }
+
+        public static volatility SetVolQuotationTable(List<volatility> vollist, flat_price_quotation qu, string voltype, List<string> ShowExpires)
+        {
+            var askVolTable = vollist.FirstOrDefault(v => v.ContractCode == qu.UnderlyingCode && v.VolType == voltype);
+            if (askVolTable == null)
+            {
+                askVolTable = vollist.FirstOrDefault(v => v.ContractCode.Contains(underlying_managerBLL.GetCommodityCodeByUnCode(qu.UnderlyingCode)) && v.VolType == voltype);
+                if (askVolTable == null)
+                {
+                    askVolTable = new volatility { VolType = voltype, VolSurfaceMode = "MoneynessVol" };
+                    return askVolTable;
+                }
+            }
+            if (string.IsNullOrEmpty(askVolTable.VolSurfaceMode))
+            {
+                askVolTable.VolSurfaceMode = "MoneynessVol";
+            }
+            //需要检查 ShowExpires 里不存在的
+            foreach (var expire in ShowExpires)
+            {
+                if (!askVolTable.VolTable.Any(v => v.Expire == expire))
+                {
+                    //不存在则要查找 todo 这边应该找主力合约的波动率
+                    var volTable = vollist.FirstOrDefault(v => v.VolTable.Any(vt => vt.Expire == expire) && v.VolType == voltype);
+                    if (volTable != null && volTable.VolTable != null)
+                    {
+                        var vtInner = volTable.VolTable.Where(vt => vt.Expire == expire).ToList();
+                        if (vtInner != null)
+                        {
+                            var vt = askVolTable.VolTable;
+                            vt.AddRange(vtInner);
+                            askVolTable.Data = vt.ToJson();
+                        }
+                    }
+                }
+            }
+            return askVolTable;
+        }
+    }
+}

YLErpDAL/Modules/UnderlyingModule/UnderlyingParameterService.cs

@@ -0,0 +1,68 @@
+using YLErp.BLL;
+
+namespace YLErp.Modules.UnderlyingModule
+{
+    /// <summary>
+    /// 报价参数服务
+    /// </summary>
+    public class UnderlyingParameterService : YLBaseService
+    {
+        public UnderlyingParameterService(OptUserInfo userInfo) : base(userInfo)
+        {
+        }
+
+        /// <summary>
+        /// 初始化标的报价参数
+        /// </summary>
+        public List<underlying_parameter> InitialUnderlyingParameter(int underlyingId)
+        {
+            var list = DbContext.underlying_parameter.AsNoTracking()
+                .Where(u => u.UnderlyingId == underlyingId).ToList();
+
+            //如果没有报价参数，则新增
+            if (!list.Any())
+            {
+                underlying_parameter.defaultQuoteTypes.ForEach(t =>
+                {
+                    underlying_parameter up = new underlying_parameter() { NoRiskRate = valuedateBLL.SystemDate.RiskFreeRate * 0.01, Price = 0, Gamma = 0, Rho = 0, Vega = 0, Theta = 0, Delta = 0, UnderlyingId = underlyingId, Type = t, OptDate = DateTime.Now, OptId = UserId, OptName = UserName };
+                    DbContext.underlying_parameter.Add(up);
+                    list.Add(up);
+                });
+                DbContext.SaveChanges();
+            }
+
+            return list.OrderBy(u => u.Type).ToList();
+        }
+
+        /// <summary>
+        /// 保存报价参数
+        /// </summary>
+        public int SaveDatas(IEnumerable<underlying_parameter> list)
+        {
+            if (list is null)
+            {
+                return 0;
+            }
+
+            foreach (var data in list)
+            {
+                if (data == null) continue;
+
+                var model = DbContext.underlying_parameter.Find(data.id);
+
+                if (model == null)
+                {
+                    throw new ServiceException("更新失败,数据不存在,id:" + data.id);
+                }
+
+                YieldChain.Helpers.ObjectHelper.MapValues(model, data, "ValidState");
+
+                model.OptId = UserId;
+                model.OptName = UserName;
+                model.OptDate = DateTime.Now;
+            }
+
+            return DbContext.SaveChanges();
+        }
+    }
+}

YLErpDAL/Modules/UnderlyingModule/UnderlyingSelectService.cs

@@ -0,0 +1,512 @@
+using Qdp.Pricing.Library.Common.Products.Rates;
+using System.Linq.Expressions;
+using System.Runtime.Intrinsics.Arm;
+using YLErp.BLL;
+using YLErp.Modules.DataProviderModule;
+
+namespace YLErp.Modules.UnderlyingModule
+{
+    /// <summary>
+    /// 标的选项服务
+    /// </summary>
+    public class UnderlyingSelectService : YLBaseService
+    {
+        public UnderlyingSelectService(YLBaseService baseService) : base(baseService)
+        {
+
+        }
+
+        public UnderlyingSelectService(OptUserInfo userInfo) : base(userInfo)
+        {
+
+        }
+
+        /// <summary>
+        /// 获取标的选项
+        /// </summary>
+        public IEnumerable<UnderlyingSelectItem> GetSelectItems(UnderlyingSelectRequest req)
+        {
+            if (req.MaxShowLength < 1) req.MaxShowLength = 1;
+
+            IEnumerable<UnderlyingSelectItem> datas = null;
+
+            var predicate = BuildPredicate(req);
+            var query = DataCacheProvider.GetUnderlyingDataSource().AsQueryable().Where(predicate).Take(req.MaxShowLength).ToList();
+            if (req.UseForTrading)
+            {
+                List<string> Codes = null;
+                var useWhiteCode = req.BlackLimit > 0 && new StockBlackWhiteService(UserInfo).GetStockBlackWhiteList((Configuration.Enums.LimitRangeEnum)req.BlackLimit, out Codes);
+
+                UnderlyingSelectItem2 convert(underlying_manager n)
+                {
+                    var item = new UnderlyingSelectItem2
+                    {
+                        id = n.id,
+                        Code = n.UnderlyingCode,
+                        Name = n.CalcTypeIsStock() && !n.IsSynthetic() ? n.UnderlyingName : "",
+                        VarietyId = n.UnderlyingTypeId,
+                        MaturityDate = n.CalcTypeIsStock() || n.IsCommoditySpot() || !n.MaturityDate.HasValue ? "" : n.MaturityDate.Value.ToString("yyyy-MM-dd"),
+                        CountRatio = n.CountRatio,
+                        ContractSize = n.ContractSize,
+                        Price = n.IsBasket() ? DataCacheProvider.GetUnderlyingDataSource().GetPrice(n.UnderlyingCode) : n.Price ?? 0,
+                        IsSynthetic = n.IsSynthetic(),
+                        IsBasket = n.IsBasket(),
+                        InstrumentType = n.UnderlyingInstrumentType,
+                        DividendRate = n.DividendRate,
+                        QuoteUnitString = n.QuoteUnitString,
+                        BlackWhiteState = req.BlackLimit == 0 ? 0 : useWhiteCode ? 1 : 2,
+                        Disallow = req.BlackLimit != 0 && n.IsStock() && !n.IsSynthetic() && !n.IsBasket() && Codes != null && useWhiteCode == Codes.Contains(n.UnderlyingCode),
+                        UpDownLimit = n.UpDownLimit,
+                        PrevClosePrice = n.PrevClosePrice
+                    };
+                    if (n.IsBond()&&!string.IsNullOrEmpty(n.ExJson))
+                    {
+                       var bond = JsonHelper.Deserialize<UnderlyingBond>(n.ExJson);
+                        item.Name = n.UnderlyingName;
+                        item.UnderlyingFullName=bond.UnderlyingFullName;
+                        item.UnderlyingIssuer = bond.UnderlyingIssuer;
+                        item.IssueSize = bond.IssueSize;
+                    }
+                    return item;
+                }
+
+                datas = query.Select(convert).Take(req.MaxShowLength).ToArray();
+
+                Variety variety = null;
+
+                foreach (UnderlyingSelectItem2 item in datas)
+                {
+                    if (string.IsNullOrWhiteSpace(item.UpDownLimit))
+                    {
+                        if (variety != null && variety.id == item.VarietyId)
+                        {
+                            item.UpDownLimit = variety.UpLimit;
+                        }
+                        else
+                        {
+                            variety = DataCacheProvider.GetVarietyDataSource().GetData(item.VarietyId);
+                            if (variety != null)
+                            {
+                                item.UpDownLimit = variety.UpLimit;
+                            }
+                        }
+                    }
+
+                    if (Codes == null)
+                    {
+                        continue;
+                    }
+
+                    if (item.IsSynthetic)
+                    {
+                        var underlyingInfo = DataCacheProvider.GetUnderlyingDataSource().GetSyntheticUnderlying(item.Code);
+                        item.Disallow = underlyingInfo.GetUnderlyingCodes().Any(O =>
+                        {
+                            var um = DataCacheProvider.GetUnderlyingDataSource().GetData(O);
+                            return req.BlackLimit != 0 && um.IsStock() && !um.IsSynthetic() && !um.IsBasket() && Codes != null && useWhiteCode == Codes.Contains(O);
+                        });
+                    }
+
+                    if (item.IsBasket)
+                    {
+                        var underlyingInfo = DataCacheProvider.GetUnderlyingDataSource().GetData(item.Code);
+                        var data = JsonHelper.Deserialize<List<BasketUnderlyingItem>>(underlyingInfo.SubData);
+                        item.Disallow = data.Any(O =>
+                        {
+                            var um = DataCacheProvider.GetUnderlyingDataSource().GetData(O.code);
+                            return um == null ? true : req.BlackLimit != 0 && um.IsStock() && !um.IsSynthetic() && !um.IsBasket() && Codes != null && useWhiteCode == Codes.Contains(O.code);
+                        });
+                    }
+                }
+            }
+            else
+            {
+                var query2 = query.Select(n => new UnderlyingSelectItem
+                {
+                    id = n.id,
+                    Code = n.UnderlyingCode,
+                    Name = ConsGlobal.InstrumentType.CalcTypeIsStock(n.UnderlyingInstrumentType) ? n.UnderlyingName : "",
+                    VarietyId = n.UnderlyingTypeId
+                }).Take(req.MaxShowLength);
+                datas = query2.ToArray();
+            }
+
+            if (req.MustRetOne && !datas.Any())
+            {
+                req.MustRetOne = false;
+                req.MaxShowLength = 1;
+                req.FilterCode = null;
+                return GetSelectItems(req);
+            }
+
+            return datas;
+        }
+
+        //创建标的查询预测
+        private Expression<Func<underlying_manager, bool>> BuildPredicate(UnderlyingSelectRequest req)
+        {
+            if (req.UnderlyingId > 0)
+            {
+                return PredicateBuilder.Create<underlying_manager>(n => n.id == req.UnderlyingId);
+            }
+
+            if (req.ExcatCodeFilter)
+            {
+                return string.IsNullOrWhiteSpace(req.FilterCode)
+                    ? PredicateBuilder.False<underlying_manager>()
+                    : PredicateBuilder.Create<underlying_manager>(n => n.UnderlyingCode==req.FilterCode);
+            }
+
+            var predicate = PredicateBuilder.True<underlying_manager>();
+
+            //标的品种
+
+            IEnumerable<int> varietyids = null;
+
+            if (req.ClientId > 0)
+            {
+                varietyids = TradeRightProvider.GetClientVarietyIds(req.ClientId);
+            }
+
+            if (req.UseRightFilter)
+            {
+                var varietyids2 = TradeRightProvider.GetUserVarietyIds(UserId);
+                varietyids = varietyids == null ? varietyids2 : varietyids.Concat(varietyids2);
+            }
+
+            if (varietyids != null)
+            {
+                if (!varietyids.Any(n => n > 0))
+                {
+                    return PredicateBuilder.False<underlying_manager>();
+                }
+                predicate = predicate.And(n => varietyids.Contains(n.UnderlyingTypeId));
+            }
+
+            //是否启用
+            if (req.CheckLaunch)
+            {
+                predicate = predicate.And(n => n.LaunchState == "1");
+            }
+
+            //资产类型
+            List<string> instTypes = null;
+            if (req.InstrumentTypes != null && req.InstrumentTypes.Any(n => !string.IsNullOrEmpty(n)))
+            {
+                instTypes = req.InstrumentTypes.Where(n => !string.IsNullOrEmpty(n)).ToList();
+            }
+
+            if (!string.IsNullOrWhiteSpace(req.Scenario))
+            {
+                if (instTypes == null)
+                {
+                    instTypes = new List<string>();
+                }
+
+                if (req.Scenario == "期权交易")
+                {
+                    instTypes.AddRange(ConsGlobal.InstrumentType.GetFutureTypes());
+                    instTypes.AddRange(ConsGlobal.InstrumentType.GetSpotTypes());
+                    instTypes.AddRange(ConsGlobal.InstrumentType.GetStockTypes());
+                }
+            }
+
+            if (instTypes != null)
+            {
+                if (!instTypes.Any())
+                {
+                    return PredicateBuilder.False<underlying_manager>();
+                }
+                predicate = predicate.And(n => instTypes.Contains(n.UnderlyingInstrumentType));
+            }
+
+            //组合标的
+
+            if (req.OnlySynthetic)
+            {
+                predicate = predicate.And(n => n.CommodityCode == "组合标的");
+            }
+            else if (!req.IncludeSynthetic)
+            {
+                predicate = predicate.And(n => n.CommodityCode != "组合标的");
+            }
+
+            //篮子标的
+
+            if (req.OnlyBasket)
+            {
+                predicate = predicate.And(n => n.CommodityCode == "篮子标的");
+            }
+            else if (!req.IncludeBasket)
+            {
+                predicate = predicate.And(n => n.CommodityCode != "篮子标的");
+            }
+
+            //过期标的
+            if (req.MinMaturityDate.HasValue)
+            {
+                predicate = predicate.And(n => n.UnderlyingInstrumentType != ConsGlobal.InstrumentType.CommodityFutures || n.MaturityDate >= req.MinMaturityDate.Value);
+            }
+            else if (!req.IncludeMatured)
+            {
+                var valueDate = valuedateBLL.ValueDate;
+                predicate = predicate.And(n => n.UnderlyingInstrumentType != ConsGlobal.InstrumentType.CommodityFutures || n.MaturityDate >= valueDate);
+            }
+
+            //标的代码
+
+            var filterCode = req.FilterCode.TrimToNull();
+            if (filterCode != null)
+            {
+                predicate = predicate.And(n => n.UnderlyingCode.StartsWith(filterCode));
+
+                if (filterCode.Length >= 4 && req.MaxShowLength > 10)
+                {
+                    req.MaxShowLength = 10;
+                }
+            }
+            else if (req.VarietyId != 0) //品种ID
+            {
+                predicate = predicate.And(n => n.UnderlyingTypeId == req.VarietyId);
+            }
+
+            return predicate;
+        }
+    }
+
+    /// <summary>
+    /// 标的选择请求Model
+    /// </summary>
+    public class UnderlyingSelectRequest
+    {
+        /// <summary>
+        /// 最大显示条目数(默认20)
+        /// </summary>
+        public int MaxShowLength { get; set; } = 20;
+
+        /// <summary>
+        /// 客户ID(用于客户授信时配置的限制交易品种过滤)
+        /// </summary>
+        public int ClientId { get; set; }
+
+        /// <summary>
+        /// 使用角色权限过滤(默认false)
+        /// </summary>
+        public bool UseRightFilter { get; set; }
+
+        /// <summary>
+        /// 标的资产类型
+        /// </summary>
+        public IEnumerable<string> InstrumentTypes { get; set; }
+
+        /// <summary>
+        /// 包括组合标的(默认false)
+        /// </summary>
+        public bool IncludeSynthetic { get; set; }
+
+        /// <summary>
+        /// 只取组合标的(默认false)
+        /// </summary>
+        public bool OnlySynthetic { get; set; }
+
+        /// <summary>
+        /// 包括篮子标的(默认false)
+        /// </summary>
+        public bool IncludeBasket { get; set; }
+
+        /// <summary>
+        /// 只取篮子标的(默认false)
+        /// </summary>
+        public bool OnlyBasket { get; set; }
+
+        /// <summary>
+        /// 检查标的启用状态(默认true)
+        /// </summary>
+        public bool CheckLaunch { get; set; } = true;
+
+        //--------特殊处理------------------------------
+
+        /// <summary>
+        /// 使用拼音过滤
+        /// </summary>
+        public bool UsePinYinFilter { get; set; }
+
+        /// <summary>
+        /// 包括已过期标的(默认false)()
+        /// </summary>
+        public bool IncludeMatured { get; set; }
+
+        /// <summary>
+        /// 代码过滤(默认null)
+        /// </summary>
+        public string FilterCode { get; set; }
+
+        /// <summary>
+        /// 品种ID(只在FilterCode为空时时所用)
+        /// </summary>
+        public int VarietyId { get; set; }
+
+        /// <summary>
+        /// 只使用FilterCode精确匹配
+        /// </summary>
+        public bool ExcatCodeFilter { get; set; }
+
+        /// <summary>
+        /// 必须返回一个标的
+        /// </summary>
+        public bool MustRetOne { get; set; }
+
+        //--------数据用途------------------------------
+
+        /// <summary>
+        /// 用于交易
+        /// </summary>
+        public bool UseForTrading { get; set; }
+
+        /// <summary>
+        /// 大于0时用于区分互换还是场外
+        /// </summary>
+        public int BlackLimit { get; set; }
+
+        //--------标的ID------------------------------
+
+        /// <summary>
+        /// 标的ID
+        /// </summary>
+        public int UnderlyingId { get; set; }
+
+        /// <summary>
+        /// 使用场景
+        /// </summary>
+        public string Scenario { get; set; }
+
+        //--------到期日限定------------------------------
+
+        /// <summary>
+        /// 最小到期日
+        /// </summary>
+        public DateTime? MinMaturityDate { get; set; }
+
+        public override string ToString()
+        {
+            return $"{FilterCode}";
+        }
+    }
+
+    /// <summary>
+    /// 标的选项
+    /// </summary>
+    public class UnderlyingSelectItem
+    {
+        /// <summary>
+        /// 标的ID
+        /// </summary>
+        public int id { get; set; }
+
+        /// <summary>
+        /// 标的名称
+        /// </summary>
+        public string Name { get; set; }
+
+        /// <summary>
+        /// 标的代码
+        /// </summary>
+        public string Code { get; set; }
+
+        /// <summary>
+        /// 品种ID
+        /// </summary>
+        public int VarietyId { get; set; }
+
+        public override string ToString()
+        {
+            return $"{id}--{Name}--{Code}--{VarietyId}";
+        }
+    }
+
+    /// <summary>
+    /// 标的选项
+    /// </summary>
+    public class UnderlyingSelectItem2 : UnderlyingSelectItem
+    {
+        /// <summary>
+        /// 是否组合标的
+        /// </summary>
+        public bool IsSynthetic { get; set; }
+
+        /// <summary>
+        /// 是否属于篮子标的
+        /// </summary>
+        public bool IsBasket { get; set; }
+
+        /// <summary>
+        /// 资产类型
+        /// </summary>
+        public string InstrumentType { get; set; }
+
+        /// <summary>
+        /// 到期日
+        /// </summary>
+        public string MaturityDate { get; set; }
+
+        /// <summary>
+        /// 份额和数量的乘积因子
+        /// </summary>
+        public int CountRatio { get; set; } = 1;
+
+        /// <summary>
+        /// 合约乘数
+        /// </summary>
+        public double ContractSize { get; set; } = 1;
+
+        /// <summary>
+        /// 最新价格
+        /// </summary>
+        public double Price { get; set; }
+
+        /// <summary>
+        /// 分红率
+        /// </summary>
+        public double? DividendRate { get; set; }
+
+        /// <summary>
+        /// 交易单位
+        /// </summary>
+        public string QuoteUnitString { get; set; }
+
+        /// <summary>
+        /// 当前黑白名单模式
+        /// <para>1:黑名单</para>
+        /// <para>2:白名单</para>
+        /// </summary>
+        public int BlackWhiteState { get; set; }
+
+        /// <summary>
+        /// 允许选择
+        /// </summary>
+        public bool Disallow { get; set; }
+
+        /// <summary>
+        /// 涨跌停幅度
+        /// </summary>
+        public string UpDownLimit { get; set; }
+
+        /// <summary>
+        /// 涨停价跌停价
+        /// </summary>
+        public double? PrevClosePrice { get; set; }
+
+        /// <summary>
+        /// 债券全名
+        /// </summary>
+        public string UnderlyingFullName { get; set; }
+        /// <summary>
+        /// 标的发行量（亿）
+        /// </summary>
+        public decimal? IssueSize { get; set; }
+        /// <summary>
+        /// 标的证券发行人
+        /// </summary>
+        public string UnderlyingIssuer { get; set; }
+    }
+}

YLErpDAL/Modules/UnderlyingModule/UnderlyingSpanTwoService.cs

@@ -0,0 +1,339 @@
+using BaseOUDAL;
+using System.Data;
+using System.Runtime.Intrinsics.Arm;
+using YLErp.Commons;
+using YLErp.DBModels;
+using YLErp.Helpers;
+using YLErp.Modules.ClientModule;
+
+namespace YLErp.Modules.UnderlyingModule
+{
+    /// <summary>
+    /// 分红率服务
+    /// </summary>
+    public class UnderlyingSpanTwoService : YLBaseService
+    {
+        public UnderlyingSpanTwoService(OptUserInfo userInfo) : base(userInfo)
+        {
+
+        }
+
+        /// <summary>
+        /// 获取最新分红率
+        /// </summary>
+        public SearchListResult<UnderlyingSpanTwoDto> GetLatestList(UnderlyingSpanTwoQueryModel req)
+        {
+           // DbContext.SetDebugLog(); 
+            var groupSpan = DbContext.UnderlyingSpanTwo.AsNoTracking()
+                                     .GroupBy(s => s.UnderlyingId)
+                                     .Select(g => new
+                                     {
+                                         UnderlyingId = g.Key,
+                                         ValueDate = g.Max(s => s.ValueDate)
+                                     });
+
+            var span = DbContext.UnderlyingSpanTwo.AsNoTracking().Join
+               (groupSpan, s => new { f1 = s.UnderlyingId, f2 = s.ValueDate }, u => new { f1 = u.UnderlyingId, f2 = u.ValueDate },
+               (s, u) => new { s, u })
+               .Select(g => new
+               {
+                   id = g.s.id,
+                   UnderlyingId = g.u.UnderlyingId,
+                   SpanRate = g.s.SpanRate,
+                   ValueDate = g.u.ValueDate
+               });
+            var query = span.AsNoTracking().Join(DbContext.underlying_manager, s => s.UnderlyingId, u => u.id, (s, u) => new UnderlyingSpanTwoDto
+            {
+                id = s.id,
+                SpanRate = s.SpanRate,
+                UnderlyingCode = u.UnderlyingCode,
+                UnderlyingName = u.UnderlyingName
+            });
+
+
+            if (!string.IsNullOrWhiteSpace(req.UnderlyingCode))
+            {
+                query = query.Where(n => n.UnderlyingCode.Contains(req.UnderlyingCode));
+            }
+            if (!string.IsNullOrWhiteSpace(req.UnderlyingName))
+            {
+                query = query.Where(n => n.UnderlyingName.Contains(req.UnderlyingName));
+            }
+
+
+            if (string.IsNullOrEmpty(req.sidx))
+            {
+                query = query.OrderBy(n => n.UnderlyingCode);
+            }
+
+            
+            return query.ToSearchList(req);
+        }
+
+        /// <summary>
+        /// 获取最新分红率
+        /// </summary>
+        public List<UnderlyingSpanTwoDto> GetLatestList(List<string> underlyingCodes, DateTime valueDate)
+        {
+            var groupSpan =
+                DbContext.UnderlyingSpanTwo.AsNoTracking()
+                .Where(O => O.ValueDate <= valueDate)
+                .GroupBy(s => s.UnderlyingId)
+                .Select(g => new
+                {
+                    UnderlyingId = g.Key,
+                    ValueDate = g.Max(s => s.ValueDate)
+                });
+
+            var span = DbContext.UnderlyingSpanTwo.AsNoTracking().Join
+               (groupSpan, s => new { f1 = s.UnderlyingId, f2 = s.ValueDate }, u => new { f1 = u.UnderlyingId, f2 = u.ValueDate },
+               (s, u) => new { s, u })
+               .Select(g => new
+               {
+                   id = g.s.id,
+                   UnderlyingId = g.u.UnderlyingId,
+                   SpanRate = g.s.SpanRate,
+                   ValueDate = g.u.ValueDate
+               });
+            var query = span.AsNoTracking().Join(DbContext.underlying_manager, s => s.UnderlyingId, u => u.id, (s, u) => new UnderlyingSpanTwoDto
+            {
+                id = s.id,
+                SpanRate = s.SpanRate,
+                UnderlyingCode = u.UnderlyingCode,
+                UnderlyingName = u.UnderlyingName
+            });
+
+
+            if (underlyingCodes?.Count() > 0)
+            {
+                query = query.Where(n => underlyingCodes.Contains(n.UnderlyingCode));
+            }
+
+            return query.ToList();
+        }
+
+        /// <summary>
+        /// 获取历史分红率
+        /// </summary>
+        public IEnumerable<UnderlyingSpanTwoDto> GetHisList(string underlyingCode)
+        {
+            if (string.IsNullOrEmpty(underlyingCode))
+            {
+                return Enumerable.Empty<UnderlyingSpanTwoDto>();
+            }
+
+            var query = from m in DbContext.underlying_manager
+                        join n in DbContext.UnderlyingSpanTwo on m.id equals n.UnderlyingId
+                        where m.UnderlyingCode == underlyingCode
+                        orderby n.ValueDate descending
+                        select new UnderlyingSpanTwoDto
+                        {
+                            SpanRate = n.SpanRate,
+                            ValueDate = n.ValueDate
+                        };
+            return query.ToArray();
+        }
+
+        /// <summary>
+        /// 获取最新分红率
+        /// </summary>
+        public UnderlyingSpanTwoDto GetLatestDetail(string underlyingCode)
+        {
+            var span = DbContext.UnderlyingSpanTwo.AsNoTracking().Join
+                (DbContext.underlying_manager, s => s.UnderlyingId, u => u.id, (s, u) => new UnderlyingSpanTwoDto
+                {
+                    UnderlyingCode = u.UnderlyingCode,
+                    UnderlyingName = u.UnderlyingName,
+                    SpanRate = s.SpanRate,
+                    ValueDate = s.ValueDate
+                }).Where(s => s.UnderlyingCode == underlyingCode).OrderByDescending(x => x.ValueDate).FirstOrDefault();
+
+            if (span == null)
+            {
+                var variety = DataCacheProvider.GetVariety(underlyingCode);
+                var um = DataCacheProvider.GetUnderlyingDataSource().GetData(underlyingCode);
+
+                if (um != null && variety != null && !variety.UpLimit.IsNullOrWhiteSpace())
+                {
+                    span = new UnderlyingSpanTwoDto
+                    {
+                        UnderlyingCode = underlyingCode,
+                        UnderlyingName = um.UnderlyingName,
+                        SpanRate = variety.UpLimitValue
+                    };
+                }
+
+            }
+
+            return span;
+        }
+
+        /// <summary>
+        /// 保存分红率
+        /// </summary>
+        public UnderlyingSpanTwo SaveData(UnderlyingSpanTwoDto model)
+        {
+            if (string.IsNullOrEmpty(model?.UnderlyingCode))
+            {
+                throw new ServiceException("标的代码不能为空");
+            }
+
+            var udm = DbContext.underlying_manager.FirstOrDefault(n => n.UnderlyingCode == model.UnderlyingCode);
+            if (udm == null)
+            {
+                throw new ServiceException("标的信息不存在");
+            }
+
+            var valueDate = BLL.valuedateBLL.ValueDate;
+            if (valueDate < DateTime.Today) valueDate = DateTime.Today;
+
+            var span = DbContext.UnderlyingSpanTwo.FirstOrDefault(n => n.UnderlyingId == udm.id && n.ValueDate == valueDate);
+
+            AddOrSaveSpanTwo(span, udm.id, valueDate, model.SpanRate);
+
+            return span;
+        }
+
+
+        /// <summary>
+        /// 导入Span涨幅度2
+        /// </summary>
+        /// <param name="streamIn"></param>
+        /// <param name="totalNum">当前文件中的目标期权总条数</param>
+        /// <param name="successNum">成功入库的数量</param>
+        public void ImportSpanTwoFromExcel(Stream streamIn, out int totalNum, out int successNum)
+        {
+            totalNum = 0;
+            successNum = 0;
+
+            var rowIndex = 0;
+            try
+            {
+                var ds = Office.ExcelHelper.ReadExcelAsDataSet(streamIn, new[] { 0 }, 0);
+
+                if (ds.Tables.Count < 1 || ds.Tables[0].Rows.Count < 2)
+                {
+                    throw new ServiceException("读取导入数据失败:数据为空") { Tag = "111" };
+                }
+
+                var table = ds.Tables[0];
+                var reader = new DataRowReader(table, 0);
+
+                rowIndex = 1;
+                totalNum = table.Rows.Count - rowIndex;
+
+                //using (var trans = BeginTransaction())
+                //{
+                    foreach (var row in table.Rows.Cast<DataRow>().Skip(1))
+                    {
+                        rowIndex++;
+
+                        if (row.ItemArray.All(n => string.IsNullOrWhiteSpace(n?.ToString())))
+                        {
+                            totalNum--;
+                            continue;
+                        }
+
+                        reader.SetDataRow(row);
+
+                        var underlyingCode = reader.GetString("标的代码", true);
+
+
+                        var um = DataCacheProvider.GetUnderlyingDataSource().GetData(underlyingCode);
+                        if (um == null)
+                        {
+                            throw new ServiceException("该标的代码在系统中不存在");
+                        }
+
+                        var valueDate = reader.GetDate("变动日期", false);
+                        var spanRate = reader.GetPercent("Span涨跌幅度2", false);
+
+                        if (valueDate == null) valueDate = DateTime.Today;
+                        if (spanRate == null) continue;
+
+                        if(spanRate < 0) throw new ServiceException("只能填大于等于0的数字");
+
+                        var span = DbContext.UnderlyingSpanTwo.FirstOrDefault(n => n.UnderlyingId == um.id && n.ValueDate == valueDate);
+                        AddOrSaveSpanTwo(span, um.id, (DateTime)valueDate, spanRate);
+
+                        successNum++;
+                    }
+
+                    //trans.Commit();
+                //}
+            }
+            catch (ServiceException se)
+            {
+                if (se.Tag != null)
+                {
+                    throw;
+                }
+
+                throw new ServiceException($"第{rowIndex}行,{se.Message}");
+            }
+            catch (Exception ex)
+            {
+                LogFactory.GetLogger("导入Span涨跌幅2").Error(ex);
+                throw new ServiceException($"第{rowIndex}行,发生错误:{ex.Message}", ex);
+            }
+        }
+
+        /// <summary>
+        /// 保存Span涨跌幅2
+        /// </summary>
+        /// <param name="id"></param>
+        /// <param name="valueDate"></param>
+        /// <param name="spanRate"></param>
+        private void AddOrSaveSpanTwo(UnderlyingSpanTwo span, int id, DateTime valueDate, double? spanRate)
+        {
+
+            if (span == null)
+            {
+                span = new UnderlyingSpanTwo
+                {
+                    UnderlyingId = id,
+                    ValueDate = valueDate
+                };
+                DbContext.UnderlyingSpanTwo.Add(span);
+            }
+
+            var remark = $"从{span.SpanRate}修改为";
+
+            if(spanRate < 0)
+            {
+                throw new ServiceException("Span涨跌幅2必须大于等于0");
+            }
+            span.SpanRate = spanRate;
+            span.OptId = UserId;
+            span.OptName = UserName;
+            span.OptDate = DateTime.Now;
+
+            remark = $"{span.OptDate}" + remark + $"{spanRate}";
+
+
+            var spanLog = new Processlog()
+            {
+                TypeId = span.UnderlyingId,
+                ProcessType = "Span2Setting",
+                ProcessStatus = "保存",
+                Log = "",
+                Remark = remark,
+                OptId = UserId,
+                CreateTime = DateTime.Now
+            };
+            DbContext.CreditProcessLog.Add(spanLog);
+
+            DbContext.SaveChanges();
+        }
+    }
+
+    /// <summary>
+    /// 
+    /// </summary>
+    public class UnderlyingSpanTwoQueryModel : BaseSearchReq
+    {
+        public string UnderlyingName { get; set; }
+
+        public string UnderlyingCode { get; set; }
+    }
+}

YLErpDAL/Modules/UnderlyingModule/UnderlyingSpotPriceService.cs

@@ -0,0 +1,91 @@
+using YLErp.BLL;
+using YLErp.Modules.DataProviderModule;
+
+namespace YLErp.Modules.UnderlyingModule
+{
+    /// <summary>
+    /// 标的价格服务
+    /// </summary>
+    public class UnderlyingSpotPriceService : YLBaseService
+    {
+        public UnderlyingSpotPriceService(OptUserInfo userInfo) : base(userInfo)
+        {
+
+        }
+
+        /// <summary>
+        /// 获取标的价格
+        /// </summary>
+        public UnderlyingSpotPriceResult GetSpotPrice(UnderlyingSpotPriceRequest req)
+        {
+            if (req is null)
+            {
+                throw new ArgumentNullException(nameof(req));
+            }
+
+            if (string.IsNullOrEmpty(req.UnderlyingCode))
+            {
+                throw new ServiceException("缺少标的代码");
+            }
+
+            var um = DataCacheProvider.GetUnderlyingDataSource().GetData(req.UnderlyingCode);
+
+            if (um == null)
+            {
+                throw new ServiceException("标的信息未找到:" + req.UnderlyingCode);
+            }
+
+            var price = um.Price;
+
+            SyntheticPriceModel synthetic = null;
+
+            if (um.CommodityCode == "组合标的")
+            {
+                using var syntheService = new SyntheticUnderlyingPriceService(OptUser);
+                synthetic = req.ValueDate != null && req.ValueDate != DateTime.MinValue
+                       ? syntheService.GetPriceModel(req.UnderlyingCode, req.ValueDate.Value)
+                       : syntheService.GetPriceModel(req.UnderlyingCode);
+                synthetic ??= new SyntheticPriceModel();
+            }
+            else if (req.ValueDate != null && req.ValueDate != valuedateBLL.ValueDate
+                && EodPriceQueryService.TryGetEodPrice(req.ValueDate.Value, req.UnderlyingCode, out var eodPrice))
+            {
+                price = eodPrice.ClosePrice;
+            }
+
+            return new UnderlyingSpotPriceResult { SpotPrice = synthetic?.Price ?? price, Synthetic = synthetic };
+        }
+    }
+
+    /// <summary>
+    /// 标的价格请求
+    /// </summary>
+    public class UnderlyingSpotPriceRequest
+    {
+        /// <summary>
+        /// 标的代码
+        /// </summary>
+        public string UnderlyingCode { get; set; }
+
+        /// <summary>
+        /// 取值日期
+        /// </summary>
+        public DateTime? ValueDate { get; set; }
+    }
+
+    /// <summary>
+    /// 定价页面期初标的价格
+    /// </summary>
+    public class UnderlyingSpotPriceResult
+    {
+        /// <summary>
+        /// 标的价格
+        /// </summary>
+        public double? SpotPrice { get; set; }
+
+        /// <summary>
+        /// 组合标的价格信息
+        /// </summary>
+        public SyntheticPriceModel Synthetic { get; set; }
+    }
+}

YLErpDAL/Modules/UnderlyingModule/Underlying_BasisCurveService.cs

@@ -0,0 +1,116 @@
+using BaseOUDAL;
+using YLErp.Model;
+
+namespace YLErp.Modules.UnderlyingModule
+{
+    /// <summary>
+    /// 基差曲线管理
+    /// </summary>
+    public class Underlying_BasisCurveService : YLBaseService
+    {
+        public Underlying_BasisCurveService(YLBaseService baseService) : base(baseService)
+        {
+        }
+        public Underlying_BasisCurveService(OptUserInfo userInfo) : base(userInfo)
+        {
+
+        }
+        public Underlying_BasiscurveDot GetUnderlying_BasisCurve(int enid)
+        {
+            var query = from u in DbContext.underlying_basis_curve.AsEnumerable()
+                        where u.id == enid
+                        select new Underlying_BasiscurveDot
+                        {
+                            id = u.id,
+                            //VarietyId = UnderlyingDataProvider.GetUnderlying(u.UnderlyingCode)?.UnderlyingTypeId ?? 0,
+                            UnderlyingId = u.UnderlyingId,
+                            UnderlyingCode = u.UnderlyingCode,
+                            InterpolationMethod = u.InterpolationMethod,
+                            InterpolationData = JsonHelper.Deserialize<List<Underlying_BasiscurveList>>(u.InterpolationData)
+                        };
+            var res = query.FirstOrDefault();
+            res.VarietyId = UnderlyingDataProvider.GetUnderlying(res.UnderlyingCode)?.UnderlyingTypeId ?? 0;
+            return res;
+        }
+        /// <summary>
+        /// 查询基差曲线列表
+        /// </summary>
+        /// <param name="req"></param>
+        /// <returns></returns>
+        public SearchListResult<Underlying_basisCurveLinq> SearchList(Underlying_basiscurveReq req)
+        {
+            var query = from source in DbContext.underlying_basis_curve
+                        join un in DbContext.underlying_manager on source.UnderlyingCode equals un.UnderlyingCode
+                        select new Underlying_basisCurveLinq
+                        {
+                            id = source.id,
+                            UnderlyingTypeId = un.UnderlyingTypeId,
+                            UnderlyingCode = source.UnderlyingCode,
+                            UnderlyingName = un.UnderlyingName,
+                            OptName = source.OptName,
+                            OptData = source.OptDate,
+                        };
+            if (!string.IsNullOrEmpty(req.UnderlyingCode))
+            {
+                query = query.Where(d => d.UnderlyingCode.Contains(req.UnderlyingCode));
+            }
+            if (req.UnderlyingTypeId != null)
+            {
+                query = query.Where(d => req.UnderlyingTypeId.Contains(d.UnderlyingTypeId));
+            }
+            if (string.IsNullOrEmpty(req.sidx))
+            {
+                req.sidx = "id";
+                req.sord = "asc";
+            }
+            SearchListResult<Underlying_basisCurveLinq> retListResult = query.ToSearchList(req);
+            return retListResult;
+        }
+        public void SaveUnderlying_Basiscurve(Underlying_BasiscurveDot model)
+        {
+            if (model is null)
+            {
+                throw new ArgumentNullException(nameof(model));
+            }
+            if (model.InterpolationData == null || !model.InterpolationData.Any())
+            {
+                throw new ServiceException("基差曲线列表没有任何数据");
+            }
+            if (model.InterpolationData.Any(n => string.IsNullOrWhiteSpace(n.UnderlyingCodes)))
+            {
+                throw new ServiceException("基差曲线列表配置错误");
+            }
+            if (DbContext.underlying_basis_curve.Any(c => c.UnderlyingCode == model.UnderlyingCode))
+            {
+                throw new ServiceException("基差曲线列表已经存在该标的");
+            }
+            underlying_basis_curve underlying_Basis_Curve = null;
+            underlying_Basis_Curve = new underlying_basis_curve
+            {
+                InterpolationMethod = model.InterpolationMethod,
+                UnderlyingId = model.UnderlyingId,
+                UnderlyingCode = model.UnderlyingCode,
+                InterpolationData = JsonHelper.Stringify(model.InterpolationData),
+                OptId = UserId,
+                OptName = UserName,
+                OptDate = DateTime.Now
+            };
+            DbContext.underlying_basis_curve.Add(underlying_Basis_Curve);
+            DbContext.SaveChanges();
+        }
+        public Underlying_BasiscurveDot GetBasketUnderlying_Basiscurve(int id)
+        {
+
+            var query = from u in DbContext.underlying_basis_curve.AsEnumerable()
+                        where u.id == id
+                        select new Underlying_BasiscurveDot
+                        {
+                            UnderlyingCode = u.UnderlyingCode,
+                            InterpolationMethod = u.InterpolationMethod,
+                            InterpolationData = JsonHelper.Deserialize<List<Underlying_BasiscurveList>>(u.InterpolationData)
+                        };
+            var res = query.FirstOrDefault();
+            return res;
+        }
+    }
+}

YLErpDAL/Modules/UnderlyingModule/UnderlyingmanagerBLL.cs

@@ -0,0 +1,367 @@
+using BaseOUDAL;
+using System.Linq.Expressions;
+using System.Text.RegularExpressions;
+using YLErp.Model;
+using YLErp.Modules;
+using YLErp.Modules.DicForTranslationModule;
+using YLErp.Modules.UnderlyingModule;
+
+namespace YLErp.BLL
+{
+    public class underlying_managerBLL
+    {
+        private readonly YLContext db = new YLContext();
+
+        public static IQueryable<underlying_manager> GetQuery()
+        {
+            return new YLContext().underlying_manager.AsNoTracking();
+        }
+
+        public static underlying_manager GetById(int id)
+        {
+            return DataCacheProvider.GetUnderlyingDataSource().GetData(id);
+        }
+
+        public static underlying_manager GetByCode(string underlyingCode)
+        {
+            return DataCacheProvider.GetUnderlyingDataSource().GetData(underlyingCode);
+        }
+
+        /// <summary>
+        /// 获取标的涨停幅度(OTC-8856重构)
+        /// </summary>
+        public static double GetUpLimit(string underlyingCode)
+        {
+            var underlying = DataCacheProvider.GetUnderlyingDataSource().GetData(underlyingCode);
+            return underlying == null ? 0 : DataCacheProvider.GetVarietyDataSource().GetData(underlying.UnderlyingTypeId)?.UpLimitValue ?? 0;
+        }
+
+        public static List<underlying_manager> GetUnderlyingManagerByVarieties(List<Variety> varieties)
+        {
+            if (varieties == null || varieties.Count == 0)
+            {
+                return new List<underlying_manager>();
+            }
+
+            var varietyIds = varieties.Select(x => x.id).ToList();
+            return GetQuery().Where(x => varietyIds.Contains(x.UnderlyingTypeId)).ToList();
+        }
+
+        /// <summary>
+        /// 是否有色金属(特定情况下可以使用汉语拼音)
+        /// </summary>
+        public static bool IsYouSeJinShu(string underlyingcode)
+        {
+            if (string.IsNullOrWhiteSpace(underlyingcode))
+            {
+                return false;
+            }
+            underlyingcode = underlyingcode.TrimStart();
+            if (underlyingcode.Length < 2)
+            {
+                return false;
+            }
+
+            var arr = new[] { "AL", "CU", "ZN", "NI" };
+            return arr.Contains(underlyingcode.Substring(0, 2).ToUpperInvariant());
+        }
+
+        public static List<underlying_manager> GetAllLiveunderlying_managerModel()
+        {
+            return GetQuery().Where(u => u.UnderlyingState != "Matured" && u.LaunchState == "1").ToList();
+        }
+
+        /// <summary>
+        /// 
+        /// </summary>
+        public static void MergeUnderlyingFromTrade(underlying_manager underlying, OtcTradeBase trade)
+        {
+            //临时设置underlying
+            underlying.id = trade.UnderlyingId;
+            underlying.UnderlyingCode = trade.UnderlyingCode;
+            underlying.UnderlyingInstrumentType = trade.UnderlyingInstrumentType;
+            underlying.Price = trade.SpotPrice;
+            if (underlying.QuotationDate == null)
+            {
+                underlying.QuotationDate = trade.TradeDate;
+            }
+        }
+
+        /// <summary>
+        /// 获取某个underlying的最新价格
+        /// </summary>
+        public static double GetUnderlyingPrice(int id)
+        {
+            using (var db = new YLContext())
+            {
+                var um = db.underlying_manager.Where(x => x.id == id)
+                    .Select(n => new { n.Price, n.CommodityCode, n.UnderlyingCode }).FirstOrDefault();
+
+                if (um == null)
+                {
+                    return 0;
+                }
+
+                if (um.CommodityCode == "组合标的")
+                {
+                    return new SyntheticUnderlyingPriceService(OptUserInfo.SystemUser).GetPrice(um.UnderlyingCode) ?? 0;
+                }
+
+                return um.Price ?? 0;
+            }
+        }
+
+        /// <summary>
+        /// 获取所有股票标的
+        /// </summary>
+        public static List<underlying_manager> GetAllStockModel()
+        {
+            return GetQuery().Where(u => u.UnderlyingInstrumentType == "Stock").ToList();
+        }
+
+        /// <summary>
+        /// 如：rb1893 获取为RB,规则获取最初的非数字头
+        /// </summary>
+        public static string GetCommodityCodeByUnCode(string underlyingCode)
+        {
+            var re = new Regex("^[a-zA-Z]");
+            return re.Match(underlyingCode).Groups[0].Value;
+        }
+
+        public underlying_manager UpdateSingle(int id, UnderlyingManagerReq data)
+        {
+            var model = db.underlying_manager.Find(id);
+            Setunderlying_manager(model, data);
+            db.SaveChanges();
+            return model;
+        }
+
+        /// <summary>
+        /// 设置model，如果不为空就设置,如果为空则和之前一样
+        /// </summary>
+        public underlying_manager Setunderlying_manager(underlying_manager model, UnderlyingManagerReq data)
+        {
+            if (!string.IsNullOrEmpty(data.LaunchState))
+            {
+                model.LaunchState = data.LaunchState;
+            }
+
+            if (!string.IsNullOrEmpty(data.MarketName))
+            {
+                model.MarketName = data.MarketName;
+            }
+
+            if (!string.IsNullOrEmpty(data.UnderlyingName))
+            {
+                model.UnderlyingName = data.UnderlyingName;
+            }
+
+            if (!string.IsNullOrEmpty(data.UnderlyingCode))
+            {
+                model.UnderlyingCode = data.UnderlyingCode;
+            }
+
+            if (!string.IsNullOrEmpty(data.UnderlyingType))
+            {
+                model.UnderlyingType = data.UnderlyingType;
+            }
+
+            if (data.MaturityDate != null && data.MaturityDate != DateTime.MinValue)
+            {
+                model.MaturityDate = data.MaturityDate.Value;
+            }
+
+            if (!string.IsNullOrEmpty(data.UnderlyingState))
+            {
+                model.UnderlyingState = data.UnderlyingState;
+            }
+
+            if (!string.IsNullOrEmpty(data.Desc))
+            {
+                model.UnderlyingDesc = data.Desc;
+            }
+
+            if (data.OptId != null)
+            {
+                model.OptId = data.OptId.Value;
+            }
+
+            if (!string.IsNullOrEmpty(data.OptName))
+            {
+                model.OptName = data.OptName;
+            }
+
+            if (data.OptDate != null && data.OptDate != DateTime.MinValue)
+            {
+                model.OptDate = data.OptDate.Value;
+            }
+
+            return model;
+        }
+
+        /// <summary>
+        /// 查询underlying_manager
+        /// </summary>
+        public SearchListResult<underlying_manager> SearchList(UnderlyingManagerReq req, IEnumerable<int> vars = null)
+        {
+            var predicate = BuildPredicate(req, vars);
+            var predicate2 = PredicateBuilder.True<Variety>();
+            if (req.VarietyCodeList != null)
+            {
+                predicate2 = predicate2.And(d => req.VarietyCodeList.Contains(d.VarietyCode));
+            }
+
+            var query = from source in db.underlying_manager.AsNoTracking().Where(predicate)
+                        join vari in db.variety.Where(predicate2) on source.UnderlyingTypeId equals vari.id into varies
+                        from vari in varies.DefaultIfEmpty()
+                        select source;
+
+            //只正对资产码排序
+            //if (req.sidx == "UnderlyingCode")
+            //{
+            //    query = req.sord == "desc"
+            //        ? query.OrderByDescending(n => n.UnderlyingCode)
+            //        : query.OrderBy(n => n.UnderlyingCode);
+            //}
+            //else
+            //{
+            //    query = query.OrderByDescending(n => n.id);
+            //}
+            var result = query.ToSearchList(req, true);
+            foreach (var um in result.rows)
+            {
+                new DicForTranslationService(OptUserInfo.SystemUser).GetTransWord(um);
+                if (um.CommodityCode == "篮子标的")
+                {
+                    double price = 0;
+                    DataCacheProvider.GetUnderlyingDataSource().TryGetPrice(um.UnderlyingCode, out price);
+                    um.Price = (double?)Convert.ToDecimal(price.ToString("0.000"));
+                }
+                um.Price = um.CommodityCode == "组合标的" ? new SyntheticUnderlyingPriceService(OptUserInfo.SystemUser).GetPrice(um.UnderlyingCode) : (um.Price ?? 0);
+            }
+            return result;
+        }
+
+        private static Expression<Func<underlying_manager, bool>> BuildPredicate(UnderlyingManagerReq req, IEnumerable<int> vars)
+        {
+            var predicate = PredicateBuilder.True<underlying_manager>();
+
+            if (vars != null)
+            {
+                predicate = predicate.And(d => vars.Contains(d.UnderlyingTypeId));
+            }
+
+            if (!string.IsNullOrEmpty(req.UnderlyingTypeId))
+            {
+                var typeids = req.UnderlyingTypeId.Split(',').Select(s => Convert.ToInt32(s)).ToList();
+                predicate = predicate.And(d => typeids.Contains(d.UnderlyingTypeId)); ;
+            }
+
+            if (!string.IsNullOrEmpty(req.MarketCode))
+            {
+                predicate = predicate.And(d => d.MarketCode == req.MarketCode);
+            }
+
+            if (!string.IsNullOrEmpty(req.MarketName))
+            {
+                predicate = predicate.And(d => d.MarketName.Contains(req.MarketName));
+            }
+
+            if (!string.IsNullOrEmpty(req.UnderlyingName))
+            {
+                predicate = predicate.And(d => d.UnderlyingName.Contains(req.UnderlyingName));
+            }
+
+            if (!string.IsNullOrEmpty(req.UnderlyingCode))
+            {
+                predicate = predicate.And(d => d.UnderlyingCode.Contains(req.UnderlyingCode));
+            }
+
+            if (!string.IsNullOrEmpty(req.UnderlyingType))
+            {
+                var underlyingTypes = req.UnderlyingType.Split(',');
+                predicate = predicate.And(d => underlyingTypes.Contains(d.UnderlyingType));
+            }
+            if (req.MaturityDateStart != DateTime.MinValue)
+            {
+                predicate = predicate.And(d => d.MaturityDate >= req.MaturityDateStart);
+            }
+
+            if (req.MaturityDateEnd != DateTime.MinValue)
+            {
+                var MaturityDateTemp = req.MaturityDateEnd.AddDays(1);
+                predicate = predicate.And(d => d.MaturityDate < MaturityDateTemp);
+            }
+            if (!string.IsNullOrEmpty(req.UnderlyingState))
+            {
+                predicate = predicate.And(d => d.UnderlyingState.Contains(req.UnderlyingState));
+            }
+
+            if (!string.IsNullOrEmpty(req.UnderlyingStatus))
+            {
+                predicate = predicate.And(d => req.UnderlyingStatus == d.UnderlyingStatus);
+            }
+
+            if (!string.IsNullOrEmpty(req.Desc))
+            {
+                predicate = predicate.And(d => d.UnderlyingDesc.Contains(req.Desc));
+            }
+
+            if (req.OptId != null)
+            {
+                predicate = predicate.And(d => d.OptId == req.OptId);
+            }
+
+            if (!string.IsNullOrEmpty(req.OptName))
+            {
+                predicate = predicate.And(d => d.OptName.Contains(req.OptName));
+            }
+
+            if (req.OptDateStart != DateTime.MinValue)
+            {
+                predicate = predicate.And(d => d.OptDate >= req.OptDateStart);
+            }
+
+            if (req.OptDateEnd != DateTime.MinValue)
+            {
+                var OptDateTemp = req.OptDateEnd.AddDays(1);
+                predicate = predicate.And(d => d.OptDate < OptDateTemp);
+            }
+
+            if (!string.IsNullOrEmpty(req.LaunchState))
+            {
+                //0未启用，不是1
+                if (req.LaunchState == "0")
+                {
+                    predicate = predicate.And(d => d.LaunchState != "1");
+                }
+                else
+                {
+                    predicate = predicate.And(d => d.LaunchState == req.LaunchState);
+                }
+            }
+            if (req.MarketNameList != null)
+            {
+                predicate = predicate.And(d => req.MarketNameList.Contains(d.MarketName));
+            }
+            if (req.MarketCodeList != null)
+            {
+                predicate = predicate.And(d => req.MarketCodeList.Contains(d.MarketCode));
+            }
+            if (req.UnderlyingCodeList != null)
+            {
+                predicate = predicate.And(d => req.UnderlyingCodeList.Contains(d.UnderlyingCode));
+            }
+            if (req.UnderlyingTypeList != null)
+            {
+                predicate = predicate.And(d => req.UnderlyingTypeList.Contains(d.UnderlyingType));
+            }
+            if (req.UnderlyingStateList != null)
+            {
+                predicate = predicate.And(d => req.UnderlyingStateList.Contains(d.UnderlyingState));
+            }
+
+            return predicate;
+        }
+    }
+}

YLErpDAL/Modules/UnderlyingModule/VarietyBLL.cs

@@ -0,0 +1,150 @@
+using BaseOUDAL;
+using YLErp.Model;
+using YLErp.Modules;
+
+namespace YLErp.BLL
+{
+    public class VarietyBLL
+    {
+        private readonly YLContext db = new YLContext();
+
+        public static IQueryable<Variety> GetAllvarietyModel()
+        {
+            return Modules.DataCacheModule.DataCacheManager.GetVarietyDataSource().AsQueryable();
+        }
+
+        /// <summary>
+        /// 查询variety
+        /// </summary>
+        public SearchListResult<Variety> SearchList(VarietyReq req)
+        {
+            var query = from source in db.variety select source;
+            if (!string.IsNullOrEmpty(req.VarietyCode))
+            {
+                query = query.Where(d => d.VarietyCode.Contains(req.VarietyCode));
+            }
+
+            if (!string.IsNullOrEmpty(req.VarietyName))
+            {
+                query = query.Where(d => d.VarietyName.Contains(req.VarietyName));
+            }
+
+            if (req.OptId != null)
+            {
+                query = query.Where(d => d.OptId == req.OptId);
+            }
+
+            if (!string.IsNullOrEmpty(req.OptName))
+            {
+                query = query.Where(d => d.OptName.Contains(req.OptName));
+            }
+
+            if (req.OptDateStart != DateTime.MinValue)
+            {
+                query = query.Where(d => d.OptDate >= req.OptDateStart);
+            }
+
+            if (req.OptDateEnd != DateTime.MinValue)
+            {
+                DateTime OptDateTemp = req.OptDateEnd.AddDays(1);
+                query = query.Where(d => d.OptDate < OptDateTemp);
+            }
+            if (req.TradingMarketId != null)
+            {
+                query = query.Where(d => d.TradingMarketId == req.TradingMarketId);
+            }
+
+            if (!string.IsNullOrEmpty(req.AssetType))
+            {
+                query = query.Where(d => d.AssetType.Contains(req.AssetType));
+            }
+
+            if (!string.IsNullOrEmpty(req.TradingMarket))
+            {
+                query = query.Where(d => d.TradingMarket.Contains(req.TradingMarket));
+            }
+
+            if (!string.IsNullOrEmpty(req.TradeUnit))
+            {
+                query = query.Where(d => d.TradeUnit.Contains(req.TradeUnit));
+            }
+
+            if (!string.IsNullOrEmpty(req.QuoteUnit))
+            {
+                query = query.Where(d => d.QuoteUnit.Contains(req.QuoteUnit));
+            }
+
+            if (!string.IsNullOrEmpty(req.MinPriceChange))
+            {
+                query = query.Where(d => d.MinPriceChange.Contains(req.MinPriceChange));
+            }
+
+            if (!string.IsNullOrEmpty(req.UpLimit))
+            {
+                query = query.Where(d => d.UpLimit.Contains(req.UpLimit));
+            }
+
+            if (!string.IsNullOrEmpty(req.DownLimit))
+            {
+                query = query.Where(d => d.DownLimit.Contains(req.DownLimit));
+            }
+
+            if (req.Margin != null)
+            {
+                query = query.Where(d => d.Margin == req.Margin);
+            }
+
+            if (!string.IsNullOrEmpty(req.Description))
+            {
+                query = query.Where(d => d.Description.Contains(req.Description));
+            }
+
+            if (!string.IsNullOrEmpty(req.ContractMonth))
+            {
+                query = query.Where(d => d.ContractMonth.Contains(req.ContractMonth));
+            }
+
+            if (!string.IsNullOrEmpty(req.TradeTimeSlot))
+            {
+                query = query.Where(d => d.TradeTimeSlot.Contains(req.TradeTimeSlot));
+            }
+
+            if (!string.IsNullOrEmpty(req.DeliveryType))
+            {
+                query = query.Where(d => d.DeliveryType.Contains(req.DeliveryType));
+            }
+
+            if (!string.IsNullOrEmpty(req.DeliveryPlace))
+            {
+                query = query.Where(d => d.DeliveryPlace.Contains(req.DeliveryPlace));
+            }
+
+            if (!string.IsNullOrEmpty(req.DeliveryGrade))
+            {
+                query = query.Where(d => d.DeliveryGrade.Contains(req.DeliveryGrade));
+            }
+
+            if (!string.IsNullOrEmpty(req.MiniDeliveryUnit))
+            {
+                query = query.Where(d => d.MiniDeliveryUnit.Contains(req.MiniDeliveryUnit));
+            }
+
+            if (string.IsNullOrEmpty(req.sidx))
+            {
+                req.sidx = "id";
+                req.sord = "desc";
+            }
+
+            var sList = query.ToSearchList(req);
+
+            var Market = DataCacheProvider.GetMarketDataSource().AsQueryable();
+            foreach (var item in sList.rows)
+            {
+                var market = Market?.FirstOrDefault(o => o.MarketName == item.TradingMarket);
+                item.TradingMarketNo = market?.ExchangeNo;
+            }
+
+            return sList;
+        }
+    }
+}

YLErpDAL/Modules/UnderlyingModule/VarietyDalService.cs

@@ -0,0 +1,501 @@
+using System.Data;
+using YieldChain.Helpers;
+using YLErp.BLL;
+using YLErp.Commons;
+using YLErp.Models;
+
+namespace YLErp.Modules.UnderlyingModule
+{
+    /// <summary>
+    /// 标的品种数据操作服务
+    /// </summary>
+    public class VarietyDalService : YLBaseService
+    {
+        public VarietyDalService(OptUserInfo userInfo) : base(userInfo)
+        {
+        }
+
+        public void ImportExcel(Stream streamIn, out int totalNum, out int successNum)
+        {
+            totalNum = 0;
+            successNum = 0;
+
+            int rowIndex = 0;
+            try
+            {
+                var ds = Office.ExcelHelper.ReadExcelAsDataSet(streamIn, new[] { 0 }, 1);
+
+                if (ds.Tables.Count < 1 || ds.Tables[0].Rows.Count < 1)
+                {
+                    throw new ServiceException("读取导入数据失败:数据为空") { Tag = "111" };
+                }
+
+                var table = ds.Tables[0];
+                var reader = new DataRowReader(table);
+
+                totalNum = table.Rows.Count - rowIndex;
+
+                foreach (var row in table.Rows.Cast<DataRow>())
+                {
+                    if (row.ItemArray.All(n => string.IsNullOrWhiteSpace(n?.ToString())))
+                    {
+                        totalNum--;
+                        continue;
+                    }
+
+                    reader.SetDataRow(row);
+                    //映射导入数据
+                    var variety = MapVariety(reader, row);
+
+                    //保存数据
+                    SaveData(variety);
+                    successNum++;
+                    rowIndex++;
+                }
+            }
+            catch (ServiceException se)
+            {
+                if (se.Tag != null) throw;
+                throw new ServiceException($"第{rowIndex + 2}行,发生错误:{se.Message}");
+            }
+        }
+
+        private Variety MapVariety(DataRowReader reader, DataRow row)
+        {
+            var variety = new Variety();
+            var VarietyCode = reader.GetString("品种代码", true);
+            variety.VarietyCode = VarietyCode;
+
+            bool isnull = VarietyCode != "篮子标的" && VarietyCode != "组合标的";
+            bool isadd = true;
+            if (DbContext.variety.FirstOrDefault(o => o.VarietyCode == variety.VarietyCode) != null)
+            {
+                variety = DbContext.variety.FirstOrDefault(o => o.VarietyCode == variety.VarietyCode);
+                isadd = false;
+            }
+
+            string marketCode = null;
+            string mainCategoryCn = null;
+            string contractSize = null;
+            string unit = null;
+            string VarietyName = null;
+            string AssetType = null;
+            string VarietyEnName = null;
+            string EnUnit = null;
+            string BBGTicker = null;
+            string CommissionType = null;
+            string TradedOptionCommissionType = null;
+            string CloseTodayCommissionType = null;
+            string commissionExchange = null;
+            string commissionDeviation = null;
+            string tradedOptionCommissionExchange = null;
+            string tradedOptionCommissionDeviation = null;
+            string closeTodayCommissionExchange = null;
+            string closeTodayCommissionDeviation = null;
+
+            DataColumnCollection rowx = row.Table.Columns;
+            foreach (DataColumn col in rowx)
+            {
+                switch (col.ColumnName)
+                {
+                    case "交易所代码":
+                        marketCode = reader.GetString("交易所代码", false);
+                        break;
+                    case "主类型":
+                        mainCategoryCn = reader.GetString("主类型", PS.Config.Company == Configuration.CompanyEnum.中金);
+                        break;
+                    case "合约乘数":
+                        contractSize = reader.GetString("合约乘数", false);
+                        break;
+                    case "单位":
+                        unit = reader.GetString("单位", false);
+                        break;
+                    case "品种名":
+                        VarietyName = reader.GetString("品种名", false);
+                        break;
+                    case "品种类型":
+                        AssetType = reader.GetString("品种类型", false);
+                        break;
+                    case "品种英文名":
+                        VarietyEnName = reader.GetString("品种英文名", false);
+                        break;
+                    case "单位英文描述":
+                        EnUnit = reader.GetString("单位英文描述", false);
+                        break;
+                    case "BBG Ticker":
+                        BBGTicker = reader.GetString("BBG Ticker", false);
+                        break;
+                    case "交易所手续费类型":
+                        CommissionType = reader.GetString("交易所手续费类型", false);
+                        break;
+                    case "场内手续费类型":
+                        TradedOptionCommissionType = reader.GetString("场内手续费类型", false);
+                        break;
+                    case "平今仓手续费类型":
+                        CloseTodayCommissionType = reader.GetString("平今仓手续费类型", false);
+                        break;
+                    case "交易所手续费":
+                        commissionExchange = reader.GetString("交易所手续费", false);
+                        break;
+                    case "手续费偏离值":
+                        commissionDeviation = reader.GetString("手续费偏离值", false);
+                        break;
+                    case "交易所场内手续费":
+                        tradedOptionCommissionExchange = reader.GetString("交易所场内手续费", false);
+                        break;
+                    case "场内手续费偏离值":
+                        tradedOptionCommissionDeviation = reader.GetString("场内手续费偏离值", false);
+                        break;
+                    case "交易所平今仓手续费":
+                        closeTodayCommissionExchange = reader.GetString("交易所平今仓手续费", false);
+                        break;
+                    case "平今仓手续费偏离值":
+                        closeTodayCommissionDeviation = reader.GetString("平今仓手续费偏离值", false);
+                        break;
+                }
+            }
+
+            var market = DataCacheProvider.GetMarketDataSource().AsQueryable().FirstOrDefault(o => o.ExchangeNo == marketCode);
+
+            if (isadd)
+            {
+                if (market == null && isnull)
+                {
+                    throw new ServiceException("未找到交易所代码对应的交易所");
+                }
+                if (contractSize == null)
+                {
+                    throw new ServiceException("未找到合约乘数");
+                }
+                if (unit == null)
+                {
+                    throw new ServiceException("未找到单位");
+                }
+                if (VarietyName == null)
+                {
+                    throw new ServiceException("未找到品种名");
+                }
+                if (AssetType == null && PS.Config.Company == Configuration.CompanyEnum.中金)
+                {
+                    throw new ServiceException("未找到品种类型");
+                }
+                if (CommissionType == null)
+                {
+                    throw new ServiceException("未找到交易所手续费类型");
+                }
+                if (TradedOptionCommissionType == null)
+                {
+                    throw new ServiceException("未找到场内手续费类型");
+                }
+                if (CloseTodayCommissionType == null)
+                {
+                    throw new ServiceException("未找到平今仓手续费类型");
+                }
+            }
+
+            variety.VarietyName = VarietyName == null ? variety.VarietyName : VarietyName;
+            variety.AssetType = AssetType == null ? variety.AssetType : AssetType;
+            variety.VarietyEnName = VarietyEnName == null ? variety.VarietyEnName : VarietyEnName;
+            variety.TradingMarket = market == null ? variety.TradingMarket : market.MarketName;
+            variety.TradingMarketId = market == null ? variety.TradingMarketId : market.id;
+            if (contractSize != null && unit != null)
+            {
+                if (double.TryParse(contractSize, out var contractsize))
+                {
+                    variety.TradeUnit = contractsize + unit + "/手";
+                }
+            }
+            variety.EnUnit = EnUnit == null ? variety.EnUnit : EnUnit;
+            variety.BBGTicker = BBGTicker == null ? variety.BBGTicker : BBGTicker;
+            variety.QuoteUnit = unit == null ? variety.QuoteUnit : "元（人民币）/" + unit;
+            if (mainCategoryCn != null)
+            {
+                variety.MainCategory = string.IsNullOrWhiteSpace(mainCategoryCn) ? null : ConsGlobal.MainCategory.GetFromDesc(mainCategoryCn);
+            }
+            variety.CommissionType = CommissionType == null ? variety.CommissionType : CommissionType;
+            variety.TradedOptionCommissionType = VarietyName == null ? variety.TradedOptionCommissionType : TradedOptionCommissionType;
+            variety.CloseTodayCommissionType = VarietyName == null ? variety.CloseTodayCommissionType : CloseTodayCommissionType;
+
+            if (commissionExchange != null)
+            {
+                if (double.TryParse(commissionExchange, out var CommissionExchange))
+                {
+                    variety.CommissionExchange = CommissionExchange;
+                }
+            }
+            if (commissionDeviation != null)
+            {
+                if (double.TryParse(commissionDeviation, out var CommissionDeviation))
+                {
+                    variety.CommissionDeviation = CommissionDeviation;
+                }
+            }
+            if (tradedOptionCommissionExchange != null)
+            {
+                if (double.TryParse(tradedOptionCommissionExchange, out var TradedOptionCommissionExchange))
+                {
+                    variety.TradedOptionCommissionExchange = TradedOptionCommissionExchange;
+                }
+            }
+            if (tradedOptionCommissionDeviation != null)
+            {
+                if (double.TryParse(tradedOptionCommissionDeviation, out var TradedOptionCommissionDeviation))
+                {
+                    variety.TradedOptionCommissionDeviation = TradedOptionCommissionDeviation;
+                }
+            }
+            if (closeTodayCommissionExchange != null)
+            {
+                if (double.TryParse(closeTodayCommissionExchange, out var CloseTodayCommissionExchange))
+                {
+                    variety.CloseTodayCommissionExchange = CloseTodayCommissionExchange;
+                }
+            }
+            if (closeTodayCommissionDeviation != null)
+            {
+                if (double.TryParse(closeTodayCommissionDeviation, out var CloseTodayCommissionDeviation))
+                {
+                    variety.CloseTodayCommissionDeviation = CloseTodayCommissionDeviation;
+                }
+            }
+
+            using (var db = DbContextFactory.GetErpBaseContext())
+            {
+                var dicId = db.Dictionaries.FirstOrDefault(o => o.Name == "品种类型").Id;
+                if (!db.DictionaryItems.Any(x => x.Name == variety.AssetType && x.DictId == dicId) && AssetType != null)
+                {
+                    throw new ServiceException("未找到品种类型" + variety.AssetType);
+                }
+            }
+            var currency = DbContext.currency.FirstOrDefault(o => o.CurrencyCode == variety.QuoteCurrency);
+            if (currency == null && !string.IsNullOrEmpty(variety.QuoteCurrency))
+            {
+                throw new ServiceException("计价币种不存在，请先维护货币" + variety.QuoteCurrency);
+            }
+            else if (!string.IsNullOrEmpty(variety.QuoteCurrency))
+            {
+                if (variety.QuoteCurrency != "CNH" && variety.QuoteCurrency != "CNY")
+                {
+                    variety.QuoteUnit = currency.CurrencyUnit + "/" + unit;
+                }
+            }
+            return variety;
+        }
+
+
+        public VarietyDto GetDetail(int id)
+        {
+            Variety va = DbContext.variety.AsNoTracking().FirstOrDefault(n => n.id == id);
+            if (va == null)
+            {
+                return null;
+            }
+            var dto = new VarietyDto();
+            ObjectHelper.MapValues(dto, va);
+            dto.HisDataList = DbContext.VarietyHisData.Where(n => n.VarietyId == id).OrderBy(n => n.ValueDate)
+                .Select(n => new HistoryData { Value = n.Value, ValueDate = n.ValueDate, ValueType = n.ValueType }).ToArray();
+            return dto;
+        }
+
+        /// <summary>
+        /// 保存数据
+        /// </summary>
+        public Variety SaveData(Variety reqModel)
+        {
+            Variety dbModel;
+
+            var isNew = reqModel.id == 0;
+
+            if (isNew)
+            {
+                dbModel = reqModel;
+                if (DbContext.variety.Any(o => o.VarietyName == reqModel.VarietyName))
+                {
+                    throw new ServiceException("保存失败，已存在名为" + reqModel.VarietyName + "的品种");
+                }
+                DbContext.variety.Add(dbModel);
+            }
+            else
+            {
+                dbModel = DbContext.variety.Find(reqModel.id);
+                if (dbModel == null)
+                {
+                    throw new ServiceException("保存失败，数据不存在");
+                }
+                UpdateChanges(dbModel, reqModel, "id");
+            }
+
+            var currency = DbContext.currency.FirstOrDefault(o => o.CurrencyCode == dbModel.QuoteCurrency);
+            if (currency == null && !string.IsNullOrEmpty(dbModel.QuoteCurrency))
+            {
+                throw new ServiceException("计价币种不存在，请先维护货币" + dbModel.QuoteCurrency);
+            }
+
+            dbModel.VarietyCode = dbModel.VarietyCode;
+
+            if (dbModel.CommissionType == ConsCommissionType.Ratio && dbModel.CommissionExchange.HasValue)
+            {
+                dbModel.CommissionExchange = Convert.ToDouble(OtcFormatExtensions.OtcFormatValue(dbModel.CommissionExchange.Value / 10000, 8));
+            }
+            if (dbModel.CommissionType == ConsCommissionType.Ratio && dbModel.CommissionDeviation.HasValue)
+            {
+                dbModel.CommissionDeviation = Convert.ToDouble(OtcFormatExtensions.OtcFormatValue(dbModel.CommissionDeviation.Value / 10000, 8));
+            }
+
+            if (dbModel.TradedOptionCommissionType == ConsCommissionType.Ratio && dbModel.TradedOptionCommissionExchange.HasValue)
+            {
+                dbModel.TradedOptionCommissionExchange = Convert.ToDouble(OtcFormatExtensions.OtcFormatValue(dbModel.TradedOptionCommissionExchange.Value / 10000, 8));
+            }
+            if (dbModel.TradedOptionCommissionType == ConsCommissionType.Ratio && dbModel.TradedOptionCommissionDeviation.HasValue)
+            {
+                dbModel.TradedOptionCommissionDeviation = Convert.ToDouble(OtcFormatExtensions.OtcFormatValue(dbModel.TradedOptionCommissionDeviation.Value / 10000, 8));
+            }
+
+            if (dbModel.CloseTodayCommissionType == ConsCommissionType.Ratio && dbModel.CloseTodayCommissionExchange.HasValue)
+            {
+                dbModel.CloseTodayCommissionExchange = Convert.ToDouble(OtcFormatExtensions.OtcFormatValue(dbModel.CloseTodayCommissionExchange.Value / 10000, 8));
+            }
+            if (dbModel.CloseTodayCommissionType == ConsCommissionType.Ratio && dbModel.CloseTodayCommissionDeviation.HasValue)
+            {
+                dbModel.CloseTodayCommissionDeviation = Convert.ToDouble(OtcFormatExtensions.OtcFormatValue(dbModel.CloseTodayCommissionDeviation.Value / 10000, 8));
+            }
+
+            if (dbModel.CommissionExchange.HasValue || dbModel.CommissionDeviation.HasValue)
+            {
+                dbModel.Commission = Convert.ToDouble(OtcFormatExtensions.OtcFormatValue((dbModel.CommissionExchange ?? 0) + (dbModel.CommissionDeviation ?? 0), 8));
+            }
+            else
+            {
+                dbModel.Commission = null;
+            }
+            if (dbModel.TradedOptionCommissionExchange.HasValue || dbModel.TradedOptionCommissionDeviation.HasValue)
+            {
+                dbModel.TradedOptionCommission = Convert.ToDouble(OtcFormatExtensions.OtcFormatValue((dbModel.TradedOptionCommissionExchange ?? 0) + (dbModel.TradedOptionCommissionDeviation ?? 0), 8));
+            }
+            else
+            {
+                dbModel.TradedOptionCommission = null;
+            }
+            if (dbModel.CloseTodayCommissionExchange.HasValue || dbModel.CloseTodayCommissionDeviation.HasValue)
+            {
+                dbModel.CloseTodayCommission = Convert.ToDouble(OtcFormatExtensions.OtcFormatValue((dbModel.CloseTodayCommissionExchange ?? 0) + (dbModel.CloseTodayCommissionDeviation ?? 0), 8));
+            }
+            else
+            {
+                dbModel.CloseTodayCommission = null;
+            }
+
+            dbModel.OptId = UserId;
+            dbModel.OptName = UserName;
+            dbModel.OptDate = DateTime.Now;
+            dbModel.DownLimit = dbModel.UpLimit;
+            //1.修改underlying的单位
+            var Underlyings = DbContext.underlying_manager.Where(o => o.CommodityCode == dbModel.VarietyCode);
+            if (Underlyings != null)
+            {
+                foreach (var item in Underlyings)
+                {
+                    item.UnderlyingType = dbModel.VarietyName;
+                    item.QuoteUnit = dbModel.QuoteUnitSingleOriginal;
+                    item.TradeUnit = dbModel.TradeUnitSingle;
+                }
+            }
+            using (var trans = BeginTransaction())
+            {
+                DbContext.SaveChanges();
+                UpdateHisData(reqModel, isNew);
+                DbContext.SaveChanges();
+                trans.Commit();
+            }
+
+            new DicForTranslationModule.DicForTranslationService(OptUser).SetWordDictionary(dbModel);
+
+            return dbModel;
+        }
+
+        /// <summary>
+        /// 删除数据
+        /// </summary>
+        public void RemoveData(int id)
+        {
+            if (DbContext.client_variety_config.Any(x => x.VarietyId == id))
+            {
+                throw new ServiceException("收费配置包含该品种信息，不能被删除");
+            }
+
+            if (DbContext.client_variety_marginrate.Any(x => x.VarietyId == id))
+            {
+                throw new ServiceException("预付金维护包含该品种信息，不能被删除");
+            }
+
+            var va = DbContext.variety.Find(id);
+
+            if (va == null)
+            {
+                throw new ServiceException("找不到品种信息");
+            }
+
+            DbContext.variety.Remove(va);
+
+            var vvols = DbContext.variety_vol.Where(n => n.VarietyId == id).ToArray();
+            DbContext.variety_vol.RemoveRange(vvols);
+
+            var vhis = DbContext.VarietyHisData.Where(n => n.VarietyId == id).ToArray();
+            DbContext.VarietyHisData.RemoveRange(vhis);
+
+            DbContext.SaveChanges();
+        }
+
+        /// <summary>
+        /// 保存历史数据
+        /// </summary>
+        private void UpdateHisData(Variety newData, bool isNew)
+        {
+            var sysDate = valuedateBLL.ValueDate;
+
+            var newPara = MarginParamModel.Create(newData.Margin, newData.VolatilityRate, newData.UpLimit, false);
+
+            if (!string.IsNullOrWhiteSpace(newData.VolatilityRate) && !newPara.VolatilityRate.HasValue)
+            {
+                throw new ServiceException("解析Span波动率变动失败:" + newData.VolatilityRate);
+            }
+
+            if (!string.IsNullOrWhiteSpace(newData.UpLimit) && !newPara.UpDownLimit.HasValue)
+            {
+                throw new ServiceException("解析Span涨跌幅度失败:" + newData.UpLimit);
+            }
+
+            if (isNew)
+            {
+                DbContext.BulkDelete<VarietyHisData>($"{nameof(VarietyHisData.VarietyId)}='{newData.id}'");
+            }
+
+            var hisdataService = new VarietyHisDataService(this);
+            var valdate = isNew ? new DateTime(2000, 1, 1) : valuedateBLL.ValueDate;
+
+            hisdataService.AddOrUpdateHisData(new VarietyHisDataAddOrUpdateRequest
+            {
+                VarietyId = newData.id,
+                ValueType = nameof(MarginParamModel.MarginRate),
+                Value = newPara.MarginRate,
+                ValueDate = valdate
+            }, false);
+
+            hisdataService.AddOrUpdateHisData(new VarietyHisDataAddOrUpdateRequest
+            {
+                VarietyId = newData.id,
+                ValueType = nameof(MarginParamModel.VolatilityRate),
+                Value = newPara.VolatilityRate,
+                ValueDate = valdate
+            }, false);
+
+            hisdataService.AddOrUpdateHisData(new VarietyHisDataAddOrUpdateRequest
+            {
+                VarietyId = newData.id,
+                ValueType = nameof(MarginParamModel.UpDownLimit),
+                Value = newPara.UpDownLimit,
+                ValueDate = valdate
+            }, false);
+        }
+    }
+}

YLErpDAL/Modules/UnderlyingModule/VarietyHisDataService.cs

@@ -0,0 +1,185 @@
+using System.Text;
+using YLErp.BLL;
+using YLErp.Models;
+
+namespace YLErp.Modules.UnderlyingModule
+{
+    public class VarietyHisDataService : YLBaseService
+    {
+        public VarietyHisDataService(OptUserInfo userInfo) : base(userInfo)
+        {
+
+        }
+
+        public VarietyHisDataService(YLBaseService baseService) : base(baseService)
+        {
+        }
+
+
+        /// <summary>
+        /// 删除品种历史数据
+        /// </summary>
+        public int RemoveHisData(int varietyId, DateTime valueDate, string valueType)
+        {
+            if (varietyId < 1)
+            {
+                return 0;
+            }
+
+            valueDate = valueDate.Date;
+
+            var data = DbContext.VarietyHisData.FirstOrDefault(
+                n => n.VarietyId == varietyId && n.ValueDate == valueDate && n.ValueType == valueType);
+
+            if (data != null)
+            {
+                DbContext.VarietyHisData.Remove(data);
+                return DbContext.SaveChanges();
+            }
+
+            return 0;
+        }
+
+        /// <summary>
+        /// 更新品种历史数据
+        /// </summary>
+        public int AddOrUpdateHisData(VarietyHisDataAddOrUpdateRequest req, bool saveChanges = true)
+        {
+            if (req is null)
+            {
+                throw new ArgumentNullException(nameof(req));
+            }
+
+            if (saveChanges && (req.VarietyId < 1 || !DbContext.variety.Any(n => n.id == req.VarietyId)))
+            {
+                throw new ServiceException("品种数据 不存在");
+            }
+
+            switch (req.ValueType)
+            {
+                case nameof(MarginParamModel.MarginRate):
+                case nameof(MarginParamModel.UpDownLimit):
+                case nameof(MarginParamModel.VolatilityRate): break;
+                default: throw new ServiceException("ValueType 不支持:" + req.ValueType);
+            }
+
+            var hisdata = DbContext.VarietyHisData.OrderByDescending(n => n.ValueDate).FirstOrDefault(
+                n => n.VarietyId == req.VarietyId && n.ValueDate <= req.ValueDate && n.ValueType == req.ValueType);
+
+            if (hisdata != null)
+            {
+                var newValue = req.Value;
+
+                //如果新值和旧值一致则不需要处理
+                if (newValue.HasValue && Math.Abs(newValue.Value - hisdata.Value) < 1e-6)
+                {
+                    return 0;
+                }
+            }
+            else if (!req.Value.HasValue)
+            {
+                return 0; //如果没有历史数据并且新值为null
+            }
+
+            if (hisdata == null || hisdata.ValueDate < req.ValueDate)
+            {
+                hisdata = new VarietyHisData
+                {
+                    VarietyId = req.VarietyId,
+                    ValueDate = req.ValueDate,
+                    ValueType = req.ValueType
+                };
+
+                DbContext.VarietyHisData.Add(hisdata);
+            }
+
+            hisdata.Value = req.Value ?? 0;
+
+            SetDBModelOpt(hisdata);
+
+            return saveChanges ? DbContext.SaveChanges() : 0;
+        }
+
+        /// <summary>
+        /// 回写历史数据到主表
+        /// </summary>
+        public int BackHisDataToMainTable()
+        {
+            var db = DbContextFactory.GetYLDbContext();
+            var valueDate = valuedateBLL.ValueDate;
+            var startDate = valuedateBLL.ValueDate.AddDays(-3);
+            var uhgQuery = from a in db.VarietyHisData
+                           where a.ValueDate >= startDate && a.ValueDate <= valueDate
+                           group a by new
+                           {
+                               a.VarietyId,
+                               a.ValueType
+                           } into aa
+                           select new
+                           {
+                               aa.Key.VarietyId,
+                               aa.Key.ValueType,
+                               ValueDate = aa.Max(n => n.ValueDate)
+                           };
+
+            var uhQuery = from a in uhgQuery
+                          join b in db.VarietyHisData on new { a.VarietyId, a.ValueType, a.ValueDate } equals new { b.VarietyId, b.ValueType, b.ValueDate }
+                          select new
+                          {
+                              b.VarietyId,
+                              b.Value,
+                              b.ValueType
+                          };
+
+            var hisdatas = uhQuery.ToArray();
+
+            if (!hisdatas.Any())
+            {
+                return 0;
+            }
+
+            var sb = new StringBuilder(1000);
+
+            const string sqlfmtMarginRate = "update variety set Margin='{0}' WHERE id='{1}';";
+            const string sqlfmtUpDownLimit = "update variety set UpLimit='{0}',DownLimit='{0}' WHERE id='{1}';";
+            const string sqlfmtVolatilityRate = "update variety set VolatilityRate='{0}' WHERE id='{1}';";
+
+            foreach (var item in hisdatas)
+            {
+                switch (item.ValueType)
+                {
+                    case nameof(MarginParamModel.MarginRate):
+                        sb.AppendFormat(sqlfmtMarginRate, item.Value.ToString("0.0#####"), item.VarietyId).AppendLine();
+                        break;
+                    case nameof(MarginParamModel.UpDownLimit):
+                        sb.AppendFormat(sqlfmtUpDownLimit, item.Value.ToString("0.0###%"), item.VarietyId).AppendLine();
+                        break;
+                    case nameof(MarginParamModel.VolatilityRate):
+                        sb.AppendFormat(sqlfmtVolatilityRate, item.Value.ToString("0.0###%"), item.VarietyId).AppendLine();
+                        break;
+                }
+            }
+
+            var sql = sb.ToString();
+            LogFactory.GetLogger("回写品种历史数据到主表").Info(sql);
+            return DbContext.Database.ExecuteSqlRaw(sql);
+        }
+    }
+
+    /// <summary>
+    /// 
+    /// </summary>
+    public class VarietyHisDataAddOrUpdateRequest
+    {
+        public int VarietyId { get; set; }
+
+        /// <summary>
+        /// 使用MarginParamModel的属性字段
+        /// </summary>
+        public string ValueType { get; set; }
+
+        public DateTime ValueDate { get; set; }
+
+        public double? Value { get; set; }
+    }
+}

YLErpDAL/Modules/UnderlyingModule/VarietyMappingDeductService.cs

@@ -0,0 +1,336 @@
+using BaseOUDAL;
+using System.Data;
+using System.Globalization;
+using System.Text.RegularExpressions;
+using YLErp.Model;
+
+namespace YLErp.Modules.ClientCashModule
+{
+    /// <summary>
+    /// 
+    /// </summary>
+    public class VarietyMappingDeductService : YLBaseService
+    {
+        public VarietyMappingDeductService(OptUserInfo userInfo) : base(userInfo)
+        {
+        }
+
+        public variety_mapping_deduct SaveClientVarietyConfig(variety_mapping_deduct req)
+        {
+            if (req is null)
+            {
+                throw new ArgumentNullException(nameof(req));
+            }
+
+            if (DbContext.variety_mapping_deduct.Any(x => x.id != req.id && x.VarietyId == req.VarietyId && x.VarietyIdOther == req.VarietyIdOther))
+            {
+                throw new Exception("同一客户同一品种不支持在同一天有多条配置记录");
+            }
+
+            var varietyMappingDeduct = DbContext.variety_mapping_deduct.Find(req.id);
+            if (varietyMappingDeduct == null)
+            {
+                varietyMappingDeduct = new variety_mapping_deduct();
+                DbContext.variety_mapping_deduct.Add(varietyMappingDeduct);
+            }
+
+            UpdateChanges(varietyMappingDeduct, req);
+
+            varietyMappingDeduct.OptDate = DateTime.Now;
+            varietyMappingDeduct.OptId = UserId;
+            varietyMappingDeduct.OptName = UserName;
+
+            DbContext.SaveChanges();
+
+            return varietyMappingDeduct;
+        }
+
+        /// <summary>
+        /// 导入抵扣品种对配置
+        /// </summary>
+        /// <param name="streamIn"></param>
+        /// <param name="totalNum">当前文件中的目标期权总条数</param>
+        /// <param name="successNum">成功入库的数量</param>
+        public void ImportVarietyMappingDeductFromExcel(Stream streamIn, out int totalNum, out int successNum)
+        {
+            totalNum = 0;
+            successNum = 0;
+
+            var rowIndex = 0;
+            try
+            {
+                var ds = Office.ExcelHelper.ReadExcelAsDataSet(streamIn, new[] { 0 }, 0);
+
+                if (ds.Tables.Count < 1 || ds.Tables[0].Rows.Count < 2)
+                {
+                    throw new ServiceException("读取导入数据失败:数据为空") { Tag = "111" };
+                }
+
+                var table = ds.Tables[0];
+                var reader = new DataRowReader(table);
+
+                rowIndex = 1;
+                totalNum = table.Rows.Count - rowIndex;
+
+                using (var trans = BeginTransaction())
+                {
+                    foreach (var row in table.Rows.Cast<DataRow>().Skip(1))
+                    {
+                        rowIndex++;
+
+                        if (row.ItemArray.All(n => string.IsNullOrWhiteSpace(n?.ToString())))
+                        {
+                            totalNum--;
+                            continue;
+                        }
+
+                        reader.SetDataRow(row);
+
+                        var varietyCode = reader.GetString("品种一");
+                        var varietyCodeOther = reader.GetString("品种二");
+
+                        if (varietyCode == varietyCodeOther)
+                        {
+                            throw new ServiceException($"同一品种{varietyCode}不支持抵扣配置");
+                        }
+
+                        var variety = DataCacheProvider.GetVarietyDataSource().GetData(varietyCode);
+                        if (variety == null)
+                        {
+                            throw new ServiceException($"品种{varietyCode}不存在");
+                        }
+                        var varietyOther = DataCacheProvider.GetVarietyDataSource().GetData(varietyCodeOther);
+                        if (varietyOther == null)
+                        {
+                            throw new ServiceException($"品种{varietyCodeOther}不存在");
+                        }
+
+                        if (DbContext.variety_mapping_deduct.Any(x => x.VarietyId == variety.id && x.VarietyIdOther == varietyOther.id))
+                        {
+                            throw new ServiceException($"品种{varietyCode}和{varietyCodeOther}的配置已存在");
+                        }
+
+                        var variety_mapping_deduct = new variety_mapping_deduct()
+                        {
+                            VarietyId = variety.id,
+                            VarietyIdOther = varietyOther.id,
+                            DPSR = reader.GetDouble("DPSR一", true) ?? 1,
+                            DPSROther = reader.GetDouble("DPSR二", true) ?? 1,
+                            ConcessionRate = reader.GetPercent("抵扣率", true) ?? 1,
+                            Unit = reader.GetDouble("Unit一", true) ?? 1,
+                            UnitOther = reader.GetDouble("Unit二", true) ?? 1,
+                            Index = reader.GetInt32("优先序号"),
+                            OptId = UserId,
+                            OptName = UserName,
+                            OptDate = DateTime.Now
+                        };
+
+                        DbContext.variety_mapping_deduct.Add(variety_mapping_deduct);
+                        DbContext.SaveChanges();
+
+                        successNum++;
+                    }
+
+                    trans.Commit();
+                }
+            }
+            catch (ServiceException se)
+            {
+                if (se.Tag != null)
+                {
+                    throw;
+                }
+
+                throw new ServiceException($"第{rowIndex}行,{se.Message}");
+            }
+            catch (Exception ex)
+            {
+                LogFactory.GetLogger("导入抵扣品种对配置").Error(ex);
+                throw new ServiceException($"第{rowIndex}行,发生错误:{ex.Message}", ex);
+            }
+        }
+
+        /// <summary>
+        /// trade_swap_flow
+        /// </summary>
+        public SearchListResult<variety_mapping_deduct> SearchVarietyMappingDeductList(VarietyMappingDeductReq req)
+        {
+            var query = from source in DbContext.variety_mapping_deduct select source;
+
+            if (string.IsNullOrEmpty(req.sidx))
+            {
+                req.sidx = "id";
+                req.sord = "desc";
+            }
+
+            var retListResult = query.ToSearchList(req);
+            var varietyIds = retListResult.rows.Select(x => x.VarietyId).ToList();
+            varietyIds.AddRange(retListResult.rows.Select(x => x.VarietyIdOther).ToList());
+            varietyIds = varietyIds.Distinct().ToList();
+            var varietys = DbContext.variety.Where(x => varietyIds.Contains(x.id)).ToList();
+            foreach (var item in retListResult.rows)
+            {
+                var variety = varietys.FirstOrDefault(x => x.id == item.VarietyId);
+                if (variety != null)
+                {
+                    item.VarietyCode = variety.VarietyCode;
+                }
+
+                var varietyOther = varietys.FirstOrDefault(x => x.id == item.VarietyIdOther);
+                if (varietyOther != null)
+                {
+                    item.VarietyCodeOther = varietyOther.VarietyCode;
+                }
+            }
+
+            return retListResult;
+        }
+
+        #region---内部业务类----
+
+        class DataRowReader
+        {
+            DataRow _row;
+
+            readonly Dictionary<string, int> _colMap;
+
+            public DataRowReader(DataTable table)
+            {
+                var colCount = table.Columns.Count;
+
+                _colMap = new Dictionary<string, int>(colCount, StringComparer.OrdinalIgnoreCase);
+
+                var row1 = table.Rows[0];
+                var preCol1 = string.Empty;
+
+                for (var index = 0; index < colCount; index++)
+                {
+                    var col1 = row1[index]?.ToString()?.Trim();
+                    if (!string.IsNullOrWhiteSpace(col1))
+                    {
+                        preCol1 = col1;
+                    }
+                    _colMap[preCol1] = index;
+                }
+            }
+
+            /// <summary>
+            /// 设置datarow
+            /// </summary>
+            public void SetDataRow(DataRow row)
+            {
+                _row = row;
+            }
+
+            public string GetString(string fieldName, bool required = false)
+            {
+                var str = _colMap.TryGetValue(fieldName, out var colIndex) ? _row[colIndex]?.ToString()?.Trim() : null;
+
+                if (required && string.IsNullOrWhiteSpace(str))
+                {
+                    throw new ServiceException($"{fieldName} 必须填写");
+                }
+
+                return str;
+            }
+
+            public double? GetDoubleOrPercent(string fieldName, bool required, bool percent)
+            {
+                var str = GetString(fieldName, required);
+
+                if (!required && string.IsNullOrWhiteSpace(str))
+                {
+                    return null;
+                }
+
+                if (percent && (percent = str.EndsWith("%")))
+                {
+                    str = str.TrimEnd('%');
+                }
+
+                return double.TryParse(str, out var num) ? (percent ? num / 100 : num) : throw new ServiceException($"{fieldName} 填写错误:{str}");
+            }
+
+            public double? GetDouble(string fieldName, bool required = false)
+            {
+                var str = GetString(fieldName, required);
+
+                if (!required && string.IsNullOrWhiteSpace(str))
+                {
+                    return null;
+                }
+
+                return double.TryParse(str, out var num) ? num : throw new ServiceException($"{fieldName} 填写错误:{str}");
+            }
+
+            //为了兼容模板修改导致的字段名称改变问题
+            public double? GetDouble(string fieldName, string fieldName2, bool required = false)
+            {
+                var str = GetString(fieldName, false) ?? GetString(fieldName2, false);
+
+                if (string.IsNullOrWhiteSpace(str))
+                {
+                    return required ? throw new ServiceException($"{fieldName} 必须填写") : (double?)null;
+                }
+
+                return double.TryParse(str, out var num) ? num : throw new ServiceException($"{fieldName} 填写错误:{str}");
+            }
+
+            public double? GetPercent(string fieldName, bool required = false)
+            {
+                var str = GetString(fieldName, required);
+
+                if (!required && string.IsNullOrWhiteSpace(str))
+                {
+                    return null;
+                }
+
+                var percent = str.EndsWith("%");
+
+                if (percent)
+                {
+                    str = str.TrimEnd('%');
+                }
+
+                return double.TryParse(str, out var num) ? (percent ? num / 100 : num) : throw new ServiceException($"{fieldName} 填写错误:{str}");
+            }
+
+            /// <summary>
+            /// 获取日期(不包括时间)
+            /// </summary>
+            public DateTime? GetDate(string fieldName, bool required = false)
+            {
+                var str = GetString(fieldName, required);
+
+                if (!required && string.IsNullOrWhiteSpace(str))
+                {
+                    return null;
+                }
+
+                if (str.Length == 8 && Regex.IsMatch(str, @"^\d+$"))
+                {
+                    return DateTime.TryParseExact(str, "yyyyMMdd", CultureInfo.InvariantCulture, DateTimeStyles.None, out var dt2) ? dt2 : throw new ServiceException($"{fieldName} 填写错误:{str}");
+                }
+
+                return DateTime.TryParse(str, out var dt) ? dt.Date : throw new ServiceException($"{fieldName} 填写错误:{str}");
+            }
+
+            /// <summary>
+            /// 
+            /// </summary>
+            public int? GetInt32(string fieldName, bool required = false)
+            {
+                var str = GetString(fieldName, required);
+
+                if (!required && string.IsNullOrWhiteSpace(str))
+                {
+                    return null;
+                }
+
+                return int.TryParse(str, out var num) ? num : throw new ServiceException($"{fieldName} 填写错误:{str}");
+            }
+        }
+
+        #endregion
+    }
+}

YLErpDAL/Modules/UnderlyingModule/VarietyPFEDeductService.cs

@@ -0,0 +1,317 @@
+using BaseOUDAL;
+using System.Data;
+using System.Globalization;
+using System.Text.RegularExpressions;
+using YLErp.Model;
+
+namespace YLErp.Modules.ClientCashModule
+{
+    /// <summary>
+    /// 
+    /// </summary>
+    public class VarietyPFEDeductService : YLBaseService
+    {
+        public VarietyPFEDeductService(OptUserInfo userInfo) : base(userInfo)
+        {
+        }
+
+        public variety_pfe_deduct SaveVarietyPFEConfig(variety_pfe_deduct req)
+        {
+            if (req is null)
+            {
+                throw new ArgumentNullException(nameof(req));
+            }
+
+            if (DbContext.variety_pfe_deduct.Any(x => x.id != req.id && x.VarietyIds == req.VarietyIds))
+            {
+                throw new Exception("同一品种对不支持多条配置记录");
+            }
+
+            var varietyPFEDeduct = DbContext.variety_pfe_deduct.Find(req.id);
+            if (varietyPFEDeduct == null)
+            {
+                varietyPFEDeduct = new variety_pfe_deduct();
+                DbContext.variety_pfe_deduct.Add(varietyPFEDeduct);
+            }
+
+            UpdateChanges(varietyPFEDeduct, req);
+
+            varietyPFEDeduct.OptDate = DateTime.Now;
+            varietyPFEDeduct.OptId = UserId;
+            varietyPFEDeduct.OptName = UserName;
+
+            DbContext.SaveChanges();
+
+            return varietyPFEDeduct;
+        }
+
+        /// <summary>
+        /// 导入PFE抵扣品种系数配置
+        /// </summary>
+        /// <param name="streamIn"></param>
+        /// <param name="totalNum">当前文件中的目标期权总条数</param>
+        /// <param name="successNum">成功入库的数量</param>
+        public void ImportVarietyPFEDeductFromExcel(Stream streamIn, out int totalNum, out int successNum)
+        {
+            totalNum = 0;
+            successNum = 0;
+
+            var rowIndex = 0;
+            try
+            {
+                var ds = Office.ExcelHelper.ReadExcelAsDataSet(streamIn, new[] { 0 }, 0);
+
+                if (ds.Tables.Count < 1 || ds.Tables[0].Rows.Count < 2)
+                {
+                    throw new ServiceException("读取导入数据失败:数据为空") { Tag = "111" };
+                }
+
+                var table = ds.Tables[0];
+                var reader = new DataRowReader(table);
+
+                rowIndex = 1;
+                totalNum = table.Rows.Count - rowIndex;
+
+                using (var trans = BeginTransaction())
+                {
+                    foreach (var row in table.Rows.Cast<DataRow>().Skip(1))
+                    {
+                        rowIndex++;
+
+                        if (row.ItemArray.All(n => string.IsNullOrWhiteSpace(n?.ToString())))
+                        {
+                            totalNum--;
+                            continue;
+                        }
+
+                        reader.SetDataRow(row);
+
+                        var varietyCodes = reader.GetString("品种");
+                        var varietyCodeList = varietyCodes.Split(',', '，').ToList();
+                        List<Variety> varietys = new List<Variety>();
+                        varietyCodeList.ForEach(x =>
+                        {
+                            var variety = DataCacheProvider.GetVarietyDataSource().GetData(x);
+                            if (variety == null)
+                            {
+                                throw new ServiceException($"品种{x}不存在");
+                            }
+                            else
+                            {
+                                varietys.Add(variety);
+                            }
+                        });
+                        var varietyIds = string.Join(",", varietys.Select(x => x.id));
+
+                        if (DbContext.variety_pfe_deduct.Any(x => x.VarietyIds == varietyIds))
+                        {
+                            throw new ServiceException($"品种{varietyCodes}的配置已存在");
+                        }
+
+                        var variety_pfe_deduct = new variety_pfe_deduct()
+                        {
+                            VarietyIds = varietyIds,
+                            Rate = reader.GetPercent("抵扣系数", true) ?? 1,
+                            OptId = UserId,
+                            OptName = UserName,
+                            OptDate = DateTime.Now
+                        };
+
+                        DbContext.variety_pfe_deduct.Add(variety_pfe_deduct);
+                        DbContext.SaveChanges();
+
+                        successNum++;
+                    }
+
+                    trans.Commit();
+                }
+            }
+            catch (ServiceException se)
+            {
+                if (se.Tag != null)
+                {
+                    throw;
+                }
+
+                throw new ServiceException($"第{rowIndex}行,{se.Message}");
+            }
+            catch (Exception ex)
+            {
+                LogFactory.GetLogger("导入PFE抵扣品种系数配置").Error(ex);
+                throw new ServiceException($"第{rowIndex}行,发生错误:{ex.Message}", ex);
+            }
+        }
+
+        /// <summary>
+        /// trade_swap_flow
+        /// </summary>
+        public SearchListResult<variety_pfe_deduct> SearchVarietyPFEDeductList(VarietyMappingDeductReq req)
+        {
+            var query = from source in DbContext.variety_pfe_deduct select source;
+
+            if (string.IsNullOrEmpty(req.sidx))
+            {
+                req.sidx = "id";
+                req.sord = "desc";
+            }
+
+            var retListResult = query.ToSearchList(req);
+
+            foreach (var item in retListResult.rows)
+            {
+                var varietyIds = item.VarietyIds.Split(',');
+                var varietys = DbContext.variety.Where(x => varietyIds.Contains(x.id.ToString()));
+                item.VarietyCodes = string.Join(",", varietys.Select(x => x.VarietyCode));
+            }
+
+            return retListResult;
+        }
+
+        #region---内部业务类----
+
+        class DataRowReader
+        {
+            DataRow _row;
+
+            readonly Dictionary<string, int> _colMap;
+
+            public DataRowReader(DataTable table)
+            {
+                var colCount = table.Columns.Count;
+
+                _colMap = new Dictionary<string, int>(colCount, StringComparer.OrdinalIgnoreCase);
+
+                var row1 = table.Rows[0];
+                var preCol1 = string.Empty;
+
+                for (var index = 0; index < colCount; index++)
+                {
+                    var col1 = row1[index]?.ToString()?.Trim();
+                    if (!string.IsNullOrWhiteSpace(col1))
+                    {
+                        preCol1 = col1;
+                    }
+                    _colMap[preCol1] = index;
+                }
+            }
+
+            /// <summary>
+            /// 设置datarow
+            /// </summary>
+            public void SetDataRow(DataRow row)
+            {
+                _row = row;
+            }
+
+            public string GetString(string fieldName, bool required = false)
+            {
+                var str = _colMap.TryGetValue(fieldName, out var colIndex) ? _row[colIndex]?.ToString()?.Trim() : null;
+
+                if (required && string.IsNullOrWhiteSpace(str))
+                {
+                    throw new ServiceException($"{fieldName} 必须填写");
+                }
+
+                return str;
+            }
+
+            public double? GetDoubleOrPercent(string fieldName, bool required, bool percent)
+            {
+                var str = GetString(fieldName, required);
+
+                if (!required && string.IsNullOrWhiteSpace(str))
+                {
+                    return null;
+                }
+
+                if (percent && (percent = str.EndsWith("%")))
+                {
+                    str = str.TrimEnd('%');
+                }
+
+                return double.TryParse(str, out var num) ? (percent ? num / 100 : num) : throw new ServiceException($"{fieldName} 填写错误:{str}");
+            }
+
+            public double? GetDouble(string fieldName, bool required = false)
+            {
+                var str = GetString(fieldName, required);
+
+                if (!required && string.IsNullOrWhiteSpace(str))
+                {
+                    return null;
+                }
+
+                return double.TryParse(str, out var num) ? num : throw new ServiceException($"{fieldName} 填写错误:{str}");
+            }
+
+            //为了兼容模板修改导致的字段名称改变问题
+            public double? GetDouble(string fieldName, string fieldName2, bool required = false)
+            {
+                var str = GetString(fieldName, false) ?? GetString(fieldName2, false);
+
+                if (string.IsNullOrWhiteSpace(str))
+                {
+                    return required ? throw new ServiceException($"{fieldName} 必须填写") : (double?)null;
+                }
+
+                return double.TryParse(str, out var num) ? num : throw new ServiceException($"{fieldName} 填写错误:{str}");
+            }
+
+            public double? GetPercent(string fieldName, bool required = false)
+            {
+                var str = GetString(fieldName, required);
+
+                if (!required && string.IsNullOrWhiteSpace(str))
+                {
+                    return null;
+                }
+
+                var percent = str.EndsWith("%");
+
+                if (percent)
+                {
+                    str = str.TrimEnd('%');
+                }
+
+                return double.TryParse(str, out var num) ? (percent ? num / 100 : num) : throw new ServiceException($"{fieldName} 填写错误:{str}");
+            }
+
+            /// <summary>
+            /// 获取日期(不包括时间)
+            /// </summary>
+            public DateTime? GetDate(string fieldName, bool required = false)
+            {
+                var str = GetString(fieldName, required);
+
+                if (!required && string.IsNullOrWhiteSpace(str))
+                {
+                    return null;
+                }
+
+                if (str.Length == 8 && Regex.IsMatch(str, @"^\d+$"))
+                {
+                    return DateTime.TryParseExact(str, "yyyyMMdd", CultureInfo.InvariantCulture, DateTimeStyles.None, out var dt2) ? dt2 : throw new ServiceException($"{fieldName} 填写错误:{str}");
+                }
+
+                return DateTime.TryParse(str, out var dt) ? dt.Date : throw new ServiceException($"{fieldName} 填写错误:{str}");
+            }
+
+            /// <summary>
+            /// 
+            /// </summary>
+            public int? GetInt32(string fieldName, bool required = false)
+            {
+                var str = GetString(fieldName, required);
+
+                if (!required && string.IsNullOrWhiteSpace(str))
+                {
+                    return null;
+                }
+
+                return int.TryParse(str, out var num) ? num : throw new ServiceException($"{fieldName} 填写错误:{str}");
+            }
+        }
+
+        #endregion
+    }
+}