//using System;
//using System.Collections.Generic;
//using System.Linq;
//using YLErp.BLL.Calculation.V2;
//using YLErp.Commons;
//using YLErp.DBModels;
//using YLErp.DBModels.Consts;
//using YLErp.Model;
//using YLErp.Modules.DataCacheModule;
//using YLErp.Modules.MarginModule;
//using YLErp.QdpModule;
//using CalculatorHelper = YLErp.BLL.Calculation.CalculatorHelperOld;
//namespace YLErp.BLL.MarginCalculationBak
//{
// ///
// /// 瑞达保证金计算
// ///
// public class RDMarginCalculation : MarginCalculationBase
// {
// // 定义一个静态变量来保存类的实例
// public static readonly RDMarginCalculation Instance;
// static RDMarginCalculation()
// {
// Instance = new RDMarginCalculation();
// }
// // 定义私有构造函数，使外界不能创建该类实例
// protected RDMarginCalculation()
// {
// }
// public override List RunMarginCalculation(int userId, string userName, List tradeList, DateTime settleDate,
// Dictionary priceDict, bool hasOptionInfo = false, bool isEodSettle = false, bool forSingleTrade = true, string volType = "交易", bool forOtherSide = false)
// {
// //结果集
// Dictionary resultMap = new Dictionary();
// using (YLContext db = new YLContext())
// {
// if (!(priceDict?.Count > 0))
// {
// var codes = tradeList.Select(O => O.UnderlyingCode).ToArray();
// priceDict = GetSettlePrice(codes, settleDate, "收盘价");
// }
// if (priceDict.Count == 0)
// {
// //如果价格没有传入也没从数据库获取到，就直接返回，没必要往下运行了。但不应该报错;
// return resultMap.Values.ToList();
// }
// var underlyingIds = priceDict.Keys.ToList();
// //获取标的涨跌幅限制
// var umDatas = (from um in db.underlying_manager
// join variety in db.variety on um.CommodityCode equals variety.VarietyCode
// where underlyingIds.Contains(um.id)
// select new
// {
// um.id,
// um.VolatilityRate,
// um.UpDownLimit,
// defUpLimit = variety.UpLimit,
// defDownLimit = variety.DownLimit,
// defVolatilityRate = variety.VolatilityRate
// }).ToList();
// var UpLimitDict = new Dictionary();
// var DownLimitDict = new Dictionary();
// var umVolatilityRateDic = new Dictionary();
// if (umDatas != null && umDatas.Count > 0)
// {
// umDatas.ForEach(t =>
// {
// //OTC-8856 Start
// //1.波动率变化
// if (DataConvert.TryParsePercentValue(t.VolatilityRate, out double pvalue) && (Math.Abs(pvalue) >= 1e-5))
// {
// umVolatilityRateDic[t.id] = pvalue;
// }
// else if (DataConvert.TryParsePercentValue(t.defVolatilityRate, out pvalue) && (Math.Abs(pvalue) >= 1e-5))
// {
// umVolatilityRateDic[t.id] = pvalue;
// }
// //2.涨跌停板幅度
// if (!string.IsNullOrWhiteSpace(t.UpDownLimit))
// {
// UpLimitDict[t.id] = t.UpDownLimit;//百分比或绝对值
// DownLimitDict[t.id] = t.UpDownLimit;
// }
// else
// {
// UpLimitDict[t.id] = t.defUpLimit?.ToString() ?? "5%";
// DownLimitDict[t.id] = t.defDownLimit?.ToString() ?? "5%";
// }
// });
// }
// if (!hasOptionInfo)
// {
// tradeBLL.SetFieldsByTradeType(tradeList);
// }
// //判断当日结算价是否已经入库
// //if (priceDict == null || priceDict.Count == 0)
// //{
// // throw new Exception("当日结算价还未同步，请等待结算价自动同步完成或手动同步后再执行收盘操作！");
// //}
// var tradeVolatilityRateDic = tradeList.ToDictionary(t => t.id, t => priceDict[t.UnderlyingId] / t.ActualStrike < 0.9 && t.OptionType == "看涨" || priceDict[t.UnderlyingId] / t.ActualStrike > 1.1 && t.OptionType == "看跌" ? 0.2 : (umVolatilityRateDic.ContainsKey(t.UnderlyingId) ? umVolatilityRateDic[t.UnderlyingId] : 0))
// .Where(d => d.Value > 0).ToDictionary(d => d.Key, d => d.Value);
// Dictionary> eodPriceDict = new Dictionary>();
// var upLimitPrices = new Dictionary();
// var upLimitPricesTwoThirds = new Dictionary();
// var upLimitPricesOneThird = new Dictionary();
// var downLimitPrices = new Dictionary();
// var downLimitPricesTwoThirds = new Dictionary();
// var downLimitPricesOneThird = new Dictionary();
// var normalLimitPrices = new Dictionary();
// double tempDouble;
// //根据涨跌幅限制以及当日结算价计算涨停价以及跌停价
// if (priceDict != null && priceDict.Count > 0)
// {
// foreach (var t in priceDict)
// {
// //OTC-8856 Start
// //UpLimit
// if (UpLimitDict.ContainsKey(t.Key))
// {
// var tempVaue = UpLimitDict[t.Key];
// if (tempVaue.Contains("%"))
// {
// //百分比
// double.TryParse(tempVaue.Replace("%", ""), out tempDouble);
// upLimitPrices[t.Key] = t.Value * (1 + (tempDouble * 0.01));
// upLimitPricesTwoThirds[t.Key] = t.Value * (1 + (tempDouble * 0.01) * 2.0 / 3.0);
// upLimitPricesOneThird[t.Key] = t.Value * (1 + (tempDouble * 0.01) / 3.0);
// }
// else
// {
// //绝对值
// double.TryParse(tempVaue, out double tempAbs);
// upLimitPrices[t.Key] = t.Value + Math.Abs(tempAbs);
// upLimitPricesTwoThirds[t.Key] = t.Value + Math.Abs(tempAbs) * 2.0 / 3.0;
// upLimitPricesOneThird[t.Key] = t.Value + Math.Abs(tempAbs) / 3.0;
// }
// }
// else
// {
// upLimitPrices[t.Key] = t.Value * (1 + 0.05);
// upLimitPricesTwoThirds[t.Key] = t.Value * (1 + 0.05 * 2.0 / 3.0);
// upLimitPricesOneThird[t.Key] = t.Value * (1 + 0.05 / 3.0);
// }
// //DownLimit
// if (DownLimitDict.ContainsKey(t.Key))
// {
// var tempVaue = DownLimitDict[t.Key];
// if (tempVaue.Contains("%"))
// {
// //百分比
// double.TryParse(tempVaue.Replace("%", ""), out tempDouble);
// downLimitPrices[t.Key] = t.Value * (1 - (tempDouble * 0.01));
// downLimitPricesTwoThirds[t.Key] = t.Value * (1 - (tempDouble * 0.01) * 2.0 / 3.0);
// downLimitPricesOneThird[t.Key] = t.Value * (1 - (tempDouble * 0.01) / 3.0);
// }
// else
// {
// //绝对值
// double.TryParse(tempVaue, out double tempAbs);
// downLimitPrices[t.Key] = t.Value - Math.Abs(tempAbs);
// downLimitPricesTwoThirds[t.Key] = t.Value - Math.Abs(tempAbs) * 2.0 / 3.0;
// downLimitPricesOneThird[t.Key] = t.Value - Math.Abs(tempAbs) / 3.0;
// }
// }
// else
// {
// downLimitPrices[t.Key] = t.Value * (1 - 0.05);
// downLimitPricesTwoThirds[t.Key] = t.Value * (1 - 0.05 * 2.0 / 3.0);
// downLimitPricesOneThird[t.Key] = t.Value * (1 - 0.05 / 3.0);
// }
// //Normal
// normalLimitPrices[t.Key] = t.Value;
// }
// eodPriceDict["up"] = upLimitPrices;
// eodPriceDict["upTwoThirds"] = upLimitPricesTwoThirds;
// eodPriceDict["upOneThird"] = upLimitPricesOneThird;
// eodPriceDict["down"] = downLimitPrices;
// eodPriceDict["downTwoThirds"] = downLimitPricesTwoThirds;
// eodPriceDict["downOneThird"] = downLimitPricesOneThird;
// eodPriceDict["normal"] = normalLimitPrices;
// }
// //波动率变化
// var addVolRateList = new List> { null, tradeVolatilityRateDic };
// //交易对应客户信息
// var clientIds = tradeList.Select(t => t.ClientId).ToList();
// var clientList = (from client in db.client
// join clientlevel in db.clientlevel
// on client.LevelId equals clientlevel.id into tempClientlevel
// from clientlevelTT in tempClientlevel.DefaultIfEmpty()
// where clientIds.Contains(client.id)
// select new
// {
// client,
// clientlevel = clientlevelTT
// }).ToList();
// var userIdNew = UniqueTimeId.Get().ToString();
// try
// {
// foreach (var price in eodPriceDict)
// {
// addVolRateList.ForEach(addVolRateDic =>
// {
// var key = $"{price.Key}_{(addVolRateDic == null ? 0 : 1)}";
// var tradeRiskResult = CalculatorHelper.CalculateRisksForTrades(
// userIdNew, // userId + "_" + price.Key,
// settleDate,
// tradeList,
// price.Value,
// ValueCalculator.PV_ONLY,
// addVolRateDic,
// isEodSettle,
// volType,
// isUseTradeVol: PS.Config.IsTradeVol,
// PreciseTimeMode: !isEodSettle,
// isAddVolPercent: false);
// if (tradeRiskResult.Results != null && tradeRiskResult.Results.Count > 0)
// {
// foreach (var item in tradeRiskResult.Results)
// {
// var client = clientList.FirstOrDefault(c => c.client.id == item.Trade.ClientId);
// var clientRatio = client == null ? 1.0 : (client.clientlevel == null ? 1.0 : (client.clientlevel.Ratio ?? 1.0));
// double value = 0;
// if (item.Trade.TradeType == "自定义交易")
// {
// var eodTradeRiskManual = db.eod_trade_risk_manual.Where(x => x.ValueDate <= settleDate && x.TradeId == item.Trade.id).OrderByDescending(x => x.ValueDate).FirstOrDefault();
// //收盘时如果自定义交易还活着且没有维护当日风险，并且收的时系统日期当日的盘，抛出exception
// if (isEodSettle && !ConsTrade.TradeCompleteStatus.Contains(item.Trade.TradeStatus) && settleDate == valuedateBLL.SystemDate.ValueDate)
// {
// if (eodTradeRiskManual == null || eodTradeRiskManual.ValueDate != settleDate)
// {
// var error = $"TradeNumber:{item.Trade.TradeNumber}在{settleDate.ToString("yyyy-MM-dd")}需先进行交易风险维护";
// throw new Exception(error);
// }
// }
// value = eodTradeRiskManual?.Margin ?? 0;
// }
// else if (item.Trade.TradeType == "权益互换")
// {
// value = (item.Trade.trade_swap.GetMarginRate ?? 0) * (item.Trade.StockEqvNotional ?? 0) + Math.Max((double.IsNaN(item.ValueResult.Pv) ? 0 : item.ValueResult.Pv), 0);
// }
// if (resultMap.ContainsKey(item.Trade.id))
// {
// switch (key)
// {
// case "up_1":
// resultMap[item.Trade.id].Spv1 = item.Trade.TradeType == "自定义交易" || item.Trade.TradeType == "权益互换" ? value : (double.IsNaN(item.ValueResult.Pv) ? 0 : item.ValueResult.Pv) * clientRatio;
// break;
// case "upTwoThirds_1":
// resultMap[item.Trade.id].Spv2 = item.Trade.TradeType == "自定义交易" || item.Trade.TradeType == "权益互换" ? value : (double.IsNaN(item.ValueResult.Pv) ? 0 : item.ValueResult.Pv) * clientRatio;
// break;
// case "upOneThird_1":
// resultMap[item.Trade.id].Spv3 = item.Trade.TradeType == "自定义交易" || item.Trade.TradeType == "权益互换" ? value : (double.IsNaN(item.ValueResult.Pv) ? 0 : item.ValueResult.Pv) * clientRatio;
// break;
// case "normal_1":
// resultMap[item.Trade.id].Spv4 = item.Trade.TradeType == "自定义交易" || item.Trade.TradeType == "权益互换" ? value : (double.IsNaN(item.ValueResult.Pv) ? 0 : item.ValueResult.Pv) * clientRatio;
// break;
// case "down_1":
// resultMap[item.Trade.id].Spv5 = item.Trade.TradeType == "自定义交易" || item.Trade.TradeType == "权益互换" ? value : (double.IsNaN(item.ValueResult.Pv) ? 0 : item.ValueResult.Pv) * clientRatio;
// break;
// case "downTwoThirds_1":
// resultMap[item.Trade.id].Spv6 = item.Trade.TradeType == "自定义交易" || item.Trade.TradeType == "权益互换" ? value : (double.IsNaN(item.ValueResult.Pv) ? 0 : item.ValueResult.Pv) * clientRatio;
// break;
// case "downOneThird_1":
// resultMap[item.Trade.id].Spv7 = item.Trade.TradeType == "自定义交易" || item.Trade.TradeType == "权益互换" ? value : (double.IsNaN(item.ValueResult.Pv) ? 0 : item.ValueResult.Pv) * clientRatio;
// break;
// case "normal_0":
// resultMap[item.Trade.id].Delta = item.ValueResult.Delta;
// break;
// default:
// break;
// }
// resultMap[item.Trade.id].setWorstCastClientPayable8();
// }
// else
// {
// var trade = tradeList.FirstOrDefault(t => t.id == item.Trade.id);
// var underlying = DataCacheManager.GetUnderlyingDataSource().GetData(trade.UnderlyingCode);
// var tempTradeSpan = new trade_span
// {
// TradeId = item.Trade.id,
// ClientId = trade.ClientId,
// ValueDate = settleDate,
// VarietyId = underlying.UnderlyingTypeId,
// UnderlyingId = trade.UnderlyingId,
// UnderlyingCode = trade.UnderlyingCode,
// OptId = userId,
// OptName = userName,
// OptDate = DateTime.Now
// };
// switch (key)
// {
// case "up_1":
// tempTradeSpan.Spv1 = item.Trade.TradeType == "自定义交易" || item.Trade.TradeType == "权益互换" ? value : (double.IsNaN(item.ValueResult.Pv) ? 0 : item.ValueResult.Pv) * clientRatio;
// break;
// case "upTwoThirds_1":
// tempTradeSpan.Spv2 = item.Trade.TradeType == "自定义交易" || item.Trade.TradeType == "权益互换" ? value : (double.IsNaN(item.ValueResult.Pv) ? 0 : item.ValueResult.Pv) * clientRatio;
// break;
// case "upOneThird_1":
// tempTradeSpan.Spv3 = item.Trade.TradeType == "自定义交易" || item.Trade.TradeType == "权益互换" ? value : (double.IsNaN(item.ValueResult.Pv) ? 0 : item.ValueResult.Pv) * clientRatio;
// break;
// case "normal_1":
// tempTradeSpan.Spv4 = item.Trade.TradeType == "自定义交易" || item.Trade.TradeType == "权益互换" ? value : (double.IsNaN(item.ValueResult.Pv) ? 0 : item.ValueResult.Pv) * clientRatio;
// break;
// case "down_1":
// tempTradeSpan.Spv5 = item.Trade.TradeType == "自定义交易" || item.Trade.TradeType == "权益互换" ? value : (double.IsNaN(item.ValueResult.Pv) ? 0 : item.ValueResult.Pv) * clientRatio;
// break;
// case "downTwoThirds_1":
// tempTradeSpan.Spv6 = item.Trade.TradeType == "自定义交易" || item.Trade.TradeType == "权益互换" ? value : (double.IsNaN(item.ValueResult.Pv) ? 0 : item.ValueResult.Pv) * clientRatio;
// break;
// case "downOneThird_1":
// tempTradeSpan.Spv7 = item.Trade.TradeType == "自定义交易" || item.Trade.TradeType == "权益互换" ? value : (double.IsNaN(item.ValueResult.Pv) ? 0 : item.ValueResult.Pv) * clientRatio;
// break;
// case "normal_0":
// tempTradeSpan.Delta = item.ValueResult.Delta;
// break;
// default:
// break;
// }
// resultMap[item.Trade.id] = tempTradeSpan;
// }
// resultMap[item.Trade.id].UnderlyingPrice = priceDict[item.Trade.UnderlyingId];
// }
// }
// });
// }
// }
// finally
// {
// //上面的计算用到静态生成market，需要清除
// QdpMarketManager.Instance.RemovePrebuiltMarketProxy(userIdNew);
// }
// return resultMap.Values.ToList();
// }
// }
// public override bool CalcClientMargin(int userId, string userName, DateTime settleDate, List tradeSpans, List tradeSpansOtherSide, int SpanType = 0, List RefreshClientIds = null, bool OnlyBuyer = false, Dictionary clientAdditionalMarginDic = null)
// {
// using (YLContext db = new YLContext())
// {
// var underlyingCodes = tradeSpans.Select(t => t.UnderlyingCode).ToHashSet();
// var mpProvider = new MarginParamProvider(new OptUserInfo(0, "系统"), settleDate).Initialize(underlyingCodes, MarginParamTypeEnum.MarginRate);
// //删除
// if (tradeSpans != null && tradeSpans.Count > 0)
// {
// var tradeIds = tradeSpans.Select(t => t.TradeId).ToList();
// var tradeList = db.trade.AsNoTracking().Where(t => tradeIds.Contains(t.id)).ToList();
// var clientIds = tradeSpans.Select(t => t.ClientId).Distinct().ToList();
// var clientList = db.client.Where(x => clientIds.Contains(x.id)).ToList();
// var tradeSpanInfo = (from tradeSpan in tradeSpans
// join
// trade in tradeList on tradeSpan.TradeId equals trade.id
// where tradeSpan.ValueDate == settleDate
// select new { trade, tradeSpan }).ToList();
// var clientSpanNews = new List();
// var clientGroups = tradeSpanInfo.GroupBy(t => t.trade.ClientId);
// foreach (var clientGroup in clientGroups)
// {
// #region Span Margin Method
// var underlyingGroup = clientGroup.GroupBy(t => t.trade.UnderlyingId).Select(t => new client_span
// {
// UnderlyingId = t.Key,
// ClientId = clientGroup.Key,
// ValueDate = settleDate,
// Spv1 = t.Sum(g => g.tradeSpan.Spv1) * (-1),
// Spv2 = t.Sum(g => g.tradeSpan.Spv2) * (-1),
// Spv3 = t.Sum(g => g.tradeSpan.Spv3) * (-1),
// Spv4 = t.Sum(g => g.tradeSpan.Spv4) * (-1),
// Spv5 = t.Sum(g => g.tradeSpan.Spv5) * (-1),
// Spv6 = t.Sum(g => g.tradeSpan.Spv6) * (-1),
// Spv7 = t.Sum(g => g.tradeSpan.Spv7) * (-1),
// OptId = userId,
// OptName = userName,
// OptDate = DateTime.Now,
// SpanType = SpanType
// }).ToList();
// foreach (var item in underlyingGroup)
// {
// item.WorstCastClientPayable = Math.Min(Math.Min(Math.Min(Math.Min(Math.Min(Math.Min(item.Spv1 ?? 0, item.Spv2 ?? 0), item.Spv3 ?? 0), item.Spv4 ?? 0), item.Spv5 ?? 0), item.Spv6 ?? 0), item.Spv7 ?? 0);
// #region 更新tradeSpan，使得每笔交易的持仓保证金和客户保证金计算用的Spv组保持一致
// var tradeSpansUpdate = db.trade_span.Where(x => x.ClientId == item.ClientId && x.UnderlyingId == item.UnderlyingId && x.ValueDate == settleDate).ToList();
// if (item.WorstCastClientPayable == item.Spv1)
// {
// tradeSpansUpdate.ForEach(x => x.WorstCastClientPayable = x.Spv1);
// }
// else if (item.WorstCastClientPayable == item.Spv2)
// {
// tradeSpansUpdate.ForEach(x => x.WorstCastClientPayable = x.Spv2);
// }
// else if (item.WorstCastClientPayable == item.Spv3)
// {
// tradeSpansUpdate.ForEach(x => x.WorstCastClientPayable = x.Spv3);
// }
// else if (item.WorstCastClientPayable == item.Spv4)
// {
// tradeSpansUpdate.ForEach(x => x.WorstCastClientPayable = x.Spv4);
// }
// else if (item.WorstCastClientPayable == item.Spv5)
// {
// tradeSpansUpdate.ForEach(x => x.WorstCastClientPayable = x.Spv5);
// }
// else if (item.WorstCastClientPayable == item.Spv6)
// {
// tradeSpansUpdate.ForEach(x => x.WorstCastClientPayable = x.Spv6);
// }
// else
// {
// tradeSpansUpdate.ForEach(x => x.WorstCastClientPayable = x.Spv7);
// }
// #endregion
// if (!PS.Config.ErpElement.NonInterBankMarginNetting)
// {
// item.WorstCastClientPayable = Math.Min(item.WorstCastClientPayable.Value, 0);
// }
// }
// #endregion
// #region Delta Margin Method
// var varietyGroup = clientGroup.GroupBy(t => t.trade.VarietyId).Select(t => new client_span
// {
// VarietyId = t.Key,
// ClientId = clientGroup.Key,
// ValueDate = settleDate,
// MaxSpotPrice = t.Max(g => g.tradeSpan.UnderlyingPrice),
// DeltaSell = t.Sum(g => -g.tradeSpan.Delta * (g.trade.BuySell == "买入" ? 1 : 0)),
// DeltaBuy = t.Sum(g => -g.tradeSpan.Delta * (g.trade.BuySell == "卖出" && g.tradeSpan.Delta < 0 ? 1 : 0)),
// DeltaBuyMinus = t.Sum(g => -g.tradeSpan.Delta * (g.trade.BuySell == "卖出" && g.tradeSpan.Delta > 0 ? 1 : 0)),
// OptId = userId,
// OptName = userName,
// OptDate = DateTime.Now,
// SpanType = SpanType
// }).ToList();
// foreach (var item in varietyGroup)
// {
// #region 更新tradeSpan，通过Delta品种级别求和算法，给tradeSpan的deltaMargin赋值
// var marginRate = mpProvider.GetVarietyData(item.VarietyId ?? 0, MarginParamTypeEnum.MarginRate);
// var tradeSpansUpdate = db.trade_span.Where(x => x.ClientId == item.ClientId && x.VarietyId == item.VarietyId && x.ValueDate == settleDate).ToList();
// //DeltaSell为客户角度卖出，且为客户角度看Delta
// if (item.DeltaSell > 0)
// {
// tradeSpansUpdate.ForEach(x =>
// {
// var trade = tradeSpanInfo.FirstOrDefault(y => y.trade.id == x.TradeId).trade;
// //客户角度卖出的交易
// //客户角度买入的交易，客户角度Delta<0，即交易员角度Delta>0
// if (trade.BuySell == "买入" || x.Delta > 0)
// {
// x.DeltaMargin = -x.Delta * item.MaxSpotPrice * marginRate;
// }
// });
// item.DeltaMargin = -Math.Max((item.DeltaSell ?? 0 + item.DeltaBuyMinus ?? 0), 0) * item.MaxSpotPrice * marginRate;
// }
// else
// {
// tradeSpansUpdate.ForEach(x =>
// {
// var trade = tradeSpanInfo.FirstOrDefault(y => y.trade.id == x.TradeId).trade;
// //客户角度卖出的交易
// //客户角度买入的交易，客户角度Delta>0，即交易员角度Delta<0
// if (trade.BuySell == "买入" || x.Delta < 0)
// {
// x.DeltaMargin = x.Delta * item.MaxSpotPrice * marginRate;
// }
// });
// item.DeltaMargin = Math.Min((item.DeltaSell ?? 0 + item.DeltaBuyMinus ?? 0), 0) * item.MaxSpotPrice * marginRate;
// }
// #endregion
// }
// #endregion
// var clientSpan = new client_span
// {
// ClientId = clientGroup.Key,
// ValueDate = settleDate,
// Spv1 = underlyingGroup.Sum(g => g.Spv1),
// Spv2 = underlyingGroup.Sum(g => g.Spv2),
// Spv3 = underlyingGroup.Sum(g => g.Spv3),
// Spv4 = underlyingGroup.Sum(g => g.Spv4),
// Spv5 = underlyingGroup.Sum(g => g.Spv5),
// Spv6 = underlyingGroup.Sum(g => g.Spv6),
// Spv7 = underlyingGroup.Sum(g => g.Spv7),
// DeltaMargin = varietyGroup.Sum(g => g.DeltaMargin),
// //负数代表客户应缴保证金，正数代表客户应收保证金
// WorstCastClientPayable = underlyingGroup.Sum(g => g.WorstCastClientPayable) < 0 ? underlyingGroup.Sum(g => g.WorstCastClientPayable) : 0,
// OptId = userId,
// OptName = userName,
// OptDate = DateTime.Now,
// SpanType = SpanType,
// AdditionalWorstCastClientPayable = clientAdditionalMarginDic == null ? 0 : (clientAdditionalMarginDic.ContainsKey(clientGroup.Key ?? 0) ? clientAdditionalMarginDic[clientGroup.Key ?? 0] : 0)
// };
// if (clientSpan.WorstCastClientPayable > clientSpan.DeltaMargin)
// {
// clientSpan.WorstCastClientPayable = clientSpan.DeltaMargin;
// }
// clientSpanNews.Add(clientSpan);
// }
// //span类型为实时删除所有实时计算的交易的保证金信息
// if (SpanType == client_span.SpanType_RealTime)
// {
// if (RefreshClientIds != null)
// {
// db.BulkDelete($"{nameof(client_span.ClientId)} in @ids", new { ids = RefreshClientIds });
// }
// else
// {
// db.BulkDelete($"{nameof(client_span.SpanType)}=@SpanType", new { SpanType });
// }
// MySqlBulkExtensions.BulkInsert(db, clientSpanNews);
// }
// else
// {
// db.BulkDelete($"{nameof(client_span.ValueDate)}=@settleDate and {nameof(client_span.SpanType)}=@SpanType and {nameof(client_span.ModifiedFlag)}=0", new { settleDate, SpanType });
// var clientSpanOldsWithFlag = db.client_span.Where(t => t.ValueDate == settleDate && t.SpanType == SpanType && t.ModifiedFlag)
// .Select(n => new { n.ValueDate, n.ClientId }).ToList();
// //筛选出可以修改的clientSpan
// clientSpanNews = clientSpanNews.Where(c => !clientSpanOldsWithFlag.Any(t => t.ValueDate == c.ValueDate && t.ClientId == c.ClientId)).ToList();
// MySqlBulkExtensions.BulkInsert(db, clientSpanNews);
// }
// db.SaveChanges();
// }
// return true;
// }
// }
// public override double GetTradeMargin(trade trade, double price, bool isInitialMargin = false, bool hasOptionInfo = false)
// {
// using (YLContext db = new YLContext())
// {
// if (trade.TradeType == "结构化交易")
// {
// trade.SubTrades = db.trade.Where(x => x.ParentTradeId == trade.id).ToList();
// }
// }
// var tradeMargin = RunMarginCalculation(0, "系统", new List { trade }, isInitialMargin ? (trade.TradeDate ?? valuedateBLL.ValueDate) : valuedateBLL.ValueDate, new Dictionary { { trade.UnderlyingId, price } }, hasOptionInfo: hasOptionInfo);
// if (null != tradeMargin)
// {
// return tradeMargin.FirstOrDefault()?.WorstCastClientPayable ?? 0.0;
// }
// return 0.0;
// }
// }
//}