using System.Data;
using System.Globalization;
using System.Text.RegularExpressions;
using YLErp.BLL;
using YLErp.Commons;
using YLErp.CustomizedBizLogic;
using YLErp.DBModels.Consts;
using YLErp.DBModels.Enums;
using YLErp.DBModels.Helpers;
using YLErp.Enums;
using YLErp.Model.Enum;
using YLErp.Modules.CalculationModule;
using YLErp.Modules.EodModule;
using YLErp.Modules.TradeModule.DocGenerateModule;
using YLErp.Modules.TradeModule.OrderModule;

namespace YLErp.Modules.TradeModule.SwapModule
{
    /// <summary>
    /// 场外期权交易导入服务
    /// </summary>
    public class SwapTradeFlowImportService : TradeServiceBase
    {
        public SwapTradeFlowImportService(OptUserInfo userInfo) : base(userInfo)
        {

        }

        public SwapTradeFlowImportService(YLBaseService baseService) : base(baseService)
        {

        }

        /// <summary>
        /// 导入交易
        /// </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 ImportSwapTradeFlowFromExcel(Stream streamIn, out int totalNum, out int successNum)
        {
            totalNum = 0;
            successNum = 0;

            var rowIndex = 0;
            var tradeFlowIds = new List<int>();
            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);

                        //映射导入数据到交易对象
                        var tradeFlow = MapSwapTradeFlow(reader);
                        tradeFlowIds.Add(tradeFlow.id);

                        HandleSwapTrade(tradeFlow);
                        tradeFlow.Status = "已完成";
                        DbContext.SaveChanges();

                        successNum++;
                    }

                    trans.Commit();
                }

                //generateSettleDocument(trade_Cashes);
                //生成确认书
                //new ConfirmationGenerateService(this).Generate(tradeIds, "PDF");
            }
            catch (ServiceException se)
            {
                if (se.Tag != null)
                {
                    throw;
                }

                throw new ServiceException($"第{rowIndex}行,{se.Message}");
            }
            catch (Exception ex)
            {
                LogFactory.GetLogger("导入互换交易").Error(ex);
                throw new ServiceException($"第{rowIndex}行,发生错误:{ex.Message}", ex);
            }
        }

        /// <summary>
        /// 导入交易
        /// </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 ImportSwapTradeFlowGroupFromExcel(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);

                        //映射导入数据到交易对象
                        MapSwapTradeFlowGroup(reader);

                        successNum++;
                    }

                    trans.Commit();
                }
            }
            catch (ServiceException se)
            {
                if (se.Tag != null)
                {
                    throw;
                }

                throw new ServiceException($"第{rowIndex}行,{se.Message}");
            }
            catch (Exception ex)
            {
                LogFactory.GetLogger("导入互换交易").Error(ex);
                throw new ServiceException($"第{rowIndex}行,发生错误:{ex.Message}", ex);
            }
        }

        /// <summary>
        /// 导入交易
        /// </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 ImportTradeFlowHistoryFromExcel(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 clientName = reader.GetString("客户名称");
                        var client = ClientModule.ClientDataQueryService.GetClient(clientName);
                        if (client == null)
                        {
                            throw new ServiceException($"客户{clientName}不存在");
                        }

                        var tradeFlowHistory = new trade_flow_history()
                        {
                            ClientId = client.id,
                            ContractId = reader.GetString("交易编码"),
                            FlagExpired = reader.GetString("是否到期"),
                            QuoteCurrency = reader.GetString("计价货币"),
                            SettleCurrency = reader.GetString("结算货币"),
                            TradeDate = reader.GetDate("交易日"),
                            ExpireDate = reader.GetDate("到期日"),
                            SettleDate = reader.GetDate("交割日(LME Prompt)"),
                            Direction = reader.GetString("客户买/卖"),
                            PremiumDate = reader.GetDate("权利金日"),
                            PremiumCNY = reader.GetDouble("期权费￥"),
                            TradeType = reader.GetString("衍生品类型"),
                            UnderlyingCode = reader.GetString("标的代码"),
                            InitialLots = reader.GetDouble("初始开仓手数"),
                            Lots = reader.GetDouble("剩余手数"),
                            Size = reader.GetDouble("合约乘数"),
                            InitialSpotPrice = reader.GetDouble("初始价格"),
                            InitialRate = reader.GetDouble("初始汇率"),
                            SpotPrice = reader.GetDouble("最新价格"),
                            Rate = reader.GetDouble("最新汇率"),
                            CommissionRate = reader.GetString("佣金费率"),
                            EstimateCommision = reader.GetDouble("预估佣金￥"),
                            AnnualRate = reader.GetPercent("年化手续费率"),//
                            EstimateAnnualFee = reader.GetDouble("预估年化手续费￥"),
                            FloatingWinLossQuote = reader.GetDouble("浮动收益（计价货币）"),
                            FloatingWinLoss = reader.GetDouble("浮动收益（结算货币）"),//
                            UnRealizedPnl = reader.GetDouble("未实现收益（结算货币）"),
                            RealizedPnl = reader.GetDouble("已实现收益（结算货币）"),
                            OptId = UserId,
                            OptName = UserName,
                            OptDate = DateTime.Now
                        };
                        checkFlowHis(tradeFlowHistory);
                        DbContext.trade_flow_history.Add(tradeFlowHistory);
                        DbContext.SaveChanges();

                        successNum++;
                    }

                    trans.Commit();
                }
            }
            catch (ServiceException se)
            {
                if (se.Tag != null)
                {
                    throw;
                }

                throw new ServiceException($"第{rowIndex}行,{se.Message}");
            }
            catch (Exception ex)
            {
                LogFactory.GetLogger("导入历史交易流水").Error(ex);
                throw new ServiceException($"第{rowIndex}行,发生错误:{ex.Message}", ex);
            }
        }

        public bool checkFlowHis(trade_flow_history req)
        {
            if (DbContext.trade_flow_history.Any(o => o.ContractId == req.ContractId))
            {
                throw new ServiceException($"历史交易已存在{req.ContractId}");
            }

            return true;
        }
        public void HandleSwapTrade(trade_swap_flow tradeFlow)
        {
            var importTrade = MapSwapTradeHandle(tradeFlow);
            var tradeSwapPositionsOtherSide = (from td in DbContext.trade
                                               join ts in DbContext.trade_swap
                                               on td.id equals ts.TradeId
                                               where td.ClientId == importTrade.ClientId && td.UnderlyingId == importTrade.UnderlyingId && td.TradeStatus == ConsTrade.确认成交 && td.ParentTradeId == 0 && td.ValidState != "InValid" && ts.SwapType != "多空组合" && ts.PayLongShort != importTrade.trade_swap.PayLongShort && td.TradeDate <= importTrade.TradeDate
                                               select new { td, ts }).ToList().OrderBy(x => x.td.TradeDate);

            if (tradeSwapPositionsOtherSide.Any())
            {
                //按时间顺序一次平仓
                foreach (var item in tradeSwapPositionsOtherSide)
                {
                    if (importTrade.Notional > 0)
                    {
                        item.td.trade_swap = item.ts;
                        UnwindSwapTrade(item.td, importTrade);
                    }
                }

                //如果存续反向交易均被平仓，新增交易还有剩余部分，需要重新开仓
                if (importTrade.Notional > 0)
                {
                    InnerSaveSwapTrade(importTrade);
                }
            }
            else
            {
                //无反向存续交易，则直接开仓
                InnerSaveSwapTrade(importTrade);
            }
        }

        private void InnerSaveSwapTrade(trade importTrade)
        {
            var varitey = DataCacheProvider.GetVariety(importTrade.UnderlyingCode);

            double marginRate = 0d;

            if (PS.Config.Company == Configuration.CompanyEnum.中金)
            {
                var credit = DbContext.credit.FirstOrDefault(x => x.CreditStartDate <= importTrade.TradeDate && x.CreditDeadLine >= importTrade.TradeDate && x.ClientId == importTrade.ClientId && x.ProcessStatus == "已审批");
                var hasCredit = credit != null && credit.PFECredit > 0;
                var clientVarietyMarginRate = DbContext.client_variety_marginrate.Where(x => x.ClientId == importTrade.ClientId && x.VarietyId == varitey.id && x.ValueDate <= importTrade.TradeDate).OrderByDescending(x => x.ValueDate).FirstOrDefault();
                if (clientVarietyMarginRate == null)
                {
                    clientVarietyMarginRate = DbContext.client_variety_marginrate.Where(x => x.ClientId == 0 && x.VarietyId == varitey.id && x.ValueDate <= importTrade.TradeDate).OrderByDescending(x => x.ValueDate).FirstOrDefault();
                }
                if (clientVarietyMarginRate == null)
                {
                    throw new ServiceException($"该客户[{importTrade.ClientName}]需要维护品种[{varitey.VarietyCode}]在[{importTrade.TradeDate}]相关的预付金率配置");
                }

                marginRate = hasCredit ? clientVarietyMarginRate.LowMarginRate : clientVarietyMarginRate.HighMarginRate;
            }
            else
            {
                var clientMarginRate = DbContext.client_marginrate.Where(x => x.ClientId == importTrade.ClientId && x.VarietyId == varitey.id && x.ValueDate <= importTrade.TradeDate).OrderByDescending(x => x.ValueDate).FirstOrDefault();
                if (clientMarginRate == null)
                {
                    clientMarginRate = DbContext.client_marginrate.Where(x => x.ClientId == 0 && x.VarietyId == varitey.id && x.ValueDate <= importTrade.TradeDate).OrderByDescending(x => x.ValueDate).FirstOrDefault();
                }
                if (clientMarginRate == null)
                {
                    throw new ServiceException($"该客户[{importTrade.ClientName}]需要维护品种[{varitey.VarietyCode}]在[{importTrade.TradeDate}]相关的预付金率配置");
                }

                marginRate = clientMarginRate.InitMarginRate;
            }


            importTrade.TradeStatus = ConsTrade.确认成交;
            if (!GuolianContractNoGenerator.IsGuolianSwapTrade(importTrade))
            {
                importTrade.TradeNumber = BizLogicSingleton.Instance.GenerateTradeNumberBeforeConfirm(importTrade, DbContext);
            }

            var currencyRate = new EodCurrencyRateService(UserInfo).GetCurrencyRate(importTrade.QuoteCurrency, importTrade.SettlementCurrency, importTrade.TradeDate.Value, seekPreday: importTrade.TradeDate.Value == valuedateBLL.ValueDate);
            var tradePriceQuote = 0.0;
            if (importTrade.trade_swap.IsTradePriceWhenOpen)
            {
                tradePriceQuote = ((importTrade.trade_swap.GetSingleFee ?? 0) * (importTrade.Lots ?? 0) + importTrade.StockEqvNotional * (importTrade.trade_swap.GetUnAnnualRate ?? 0)).FormatValue(2);
                importTrade.TradePrice = (tradePriceQuote * currencyRate).FormatValue(2);
            }

            importTrade.InitialMargin = marginRate * importTrade.StockEqvNotional;
            importTrade.OriginalNotional = importTrade.Notional;
            importTrade.OriginalStockEqvNotional = importTrade.StockEqvNotional;
            importTrade.StockEqvNotionalReal = importTrade.StockEqvNotionalReal;
            importTrade.trade_swap.RateCalcMode = "01";
            importTrade.IsUsePremiumRate = true;
            importTrade.MarginTemplateName = null;
            importTrade.MarginType = MarginTypeEnum.DEFAULT;
            importTrade.IsTradePricePayType = true;
            importTrade.TradeSource = TradeSourceEnum.导入交易.ToString();
            importTrade.OptId = UserId;
            importTrade.OptName = UserName;
            importTrade.OptDate = DateTime.Now;
            SetDBModelCreator(importTrade);
            DbContext.trade.Add(importTrade);
            DbContext.SaveChanges();
            if (GuolianContractNoGenerator.TryGenerateTradeNumberAfterSave(DbContext, importTrade))
            {
                DbContext.SaveChanges();
            }
            importTrade.trade_swap.GetTradePrice = (importTrade.trade_swap.GetSingleFee ?? 0) * (importTrade.Lots ?? 0) + (importTrade.trade_swap.GetUnAnnualRate ?? 0) * importTrade.StockEqvNotional;
            importTrade.trade_swap.GetMarginRate = marginRate;
            importTrade.trade_swap.TradeId = importTrade.id;
            importTrade.trade_swap.PaySpotPrice = importTrade.SpotPrice;
            importTrade.trade_swap.PayUnderlyingId = importTrade.UnderlyingId;
            importTrade.trade_swap.PayUnderlyingCode = importTrade.UnderlyingCode;
            importTrade.trade_swap.PayNotional = importTrade.Notional;
            importTrade.trade_swap.PayTradeAmount = importTrade.TradeAmount;
            importTrade.trade_swap.IsPayFloatingProfit = true;
            importTrade.trade_swap.SwapType = "普通";
            importTrade.trade_swap.OptId = UserId;
            importTrade.trade_swap.OptName = UserName;
            importTrade.trade_swap.OptDate = DateTime.Now;
            DbContext.trade_swap.Add(importTrade.trade_swap);

            SaveTradeMeta(importTrade);

            var tc = new trade_cash
            {
                ValidState = "Valid"
            };
            DbContext.trade_cash.Add(tc);
            tc.OptId = UserId;
            tc.OptName = UserName;
            tc.OptDate = DateTime.Now;
            tc.Action = ClientCashInCashOut.系统操作_期权费;
            tc.Amount = (importTrade.TradePrice ?? 0) * (importTrade.BuySell == "买入" ? -1 : 1);
            tc.QuoteAmount = tradePriceQuote * (importTrade.BuySell == "买入" ? -1 : 1);
            tc.CurrencyRate = currencyRate;
            tc.ExceciseType = "现金";
            tc.TradeId = importTrade.id;
            tc.ValueDate = importTrade.TradeDate.Value;
            tc.Notional = importTrade.Notional;
            tc.TradeAmount = importTrade.TradeAmount;
            tc.Status = TradeCashStatusEnum.已执行;
            tc.TradeType = importTrade.BuySell;
            DbContext.SaveChanges();

            new ClientCashinCashoutBLL(this).CloseTrade_ClientCashInCashOutSave(importTrade, tc, tc.ValueDate);

            var tcdGet = new trade_cash_detail
            {
                TradeId = tc.TradeId,
                TradeCashId = tc.id,
                Action = tc.Action,
                Amount = tc.Amount,
                QuoteAmount = tc.QuoteAmount,
                TradeCashType = TradeCashTypeEnum.开仓手续费.ToString(),
                ValueDate = tc.ValueDate,
                IsForGet = true,
                OptId = tc.OptId,
                OptName = tc.OptName,
                OptDate = DateTime.Now
            };
            DbContext.trade_cash_detail.Add(tcdGet);

            DbContext.SaveChanges();
        }

        private void UnwindSwapTrade(trade tradePosition, trade tradeImport)
        {
            var unwindType = tradePosition.Notional > tradeImport.Notional ? "部分平仓" : "全部平仓";

            if (tradePosition.trade_swap.SettlementPayType == 0)
            {
                UnwindSwapTradeCashHandle(tradePosition, tradeImport, unwindType);
            }
            else if (tradePosition.trade_swap.SettlementPayType == 1)
            {
                UnwindSwapTradeCashPreHandle(tradePosition, tradeImport, unwindType);
            }

            SaveTradeOperationHistory(tradePosition, "互换导入平仓");

            //删除E/Bod数据
            RemoveEodTradeAndFutureInfo(true, tradePosition.id, tradeImport.TradeDate.Value);
        }

        private void UnwindSwapTradeCashHandle(trade tradePosition, trade tradeImport, string unwindType)
        {
            var tradeCashs = DbContext.trade_cash.Where(x => x.TradeId == tradePosition.id && x.ValidState != "InValid");
            var num = tradeCashs.Where(x =>  x.Action != ClientCashInCashOut.系统操作_期权费).Count() + 1;
            var tradeCashList = tradeCashs.Where(y => y.Action == "系统操作-互换" && y.ValidState != "InValid" && !y.IsDeleted && y.ValueDate <= tradeImport.TradeDate.Value);
            var tradeCashIds = tradeCashList.Select(x => x.id);
            var client = DataCacheProvider.GetClientDataSource().GetData(tradePosition.ClientId);
            var currencyRate = new EodCurrencyRateService(UserInfo).GetCurrencyRate(tradePosition.QuoteCurrency, tradePosition.SettlementCurrency, tradeImport.TradeDate.Value, seekPreday: tradeImport.TradeDate.Value == valuedateBLL.ValueDate);
            var currencyRateTradeDate = new EodCurrencyRateService(UserInfo).GetCurrencyRate(tradePosition.QuoteCurrency, tradePosition.SettlementCurrency, tradePosition.TradeDate.Value, seekPreday: tradePosition.TradeDate.Value == valuedateBLL.ValueDate);

            //增加现金交割交易记录
            var tc = new trade_cash();
            DbContext.trade_cash.Add(tc);

            tc.OptId = UserId;
            tc.OptName = UserName;
            tc.OptDate = OptDate;
            tc.ExceciseType = "现金";
            tc.TradeType = tradePosition.BuySell;
            tc.CallPut = tradePosition.CallPut;
            tc.Notional = tradePosition.Notional;
            tc.TradeAmount = tradePosition.TradeAmount;
            tc.IsLastAction = unwindType == "全部平仓";
            tc.TradeId = tradePosition.id;
            tc.FinalPrice = tradeImport.SpotPrice;
            tc.UnwindType = unwindType;
            if (tc.UnwindType == "全部平仓")
            {
                tc.UnwindNotional = tradePosition.Notional;
                tc.UnwindTradeAmount = tradePosition.TradeAmount;
                tc.UnwindPercentRate = tradePosition.Notional / tradePosition.OriginalNotional;
            }
            else
            {
                tc.UnwindNotional = tradeImport.Notional;
                tc.UnwindTradeAmount = tradeImport.TradeAmount;
                tc.UnwindPercentRate = tradeImport.Notional / tradePosition.OriginalNotional;
            }
            tc.NotionalPercentRate = tc.UnwindPercentRate;

            tradeBLL.SetFieldsByTradeType(tradePosition);
            var initialAmountPayQuote = PayoffSwapCalcService.GetInitialAmountSwapPay(tradePosition, tradePosition.trade_swap, tradePosition.trade_swap.PaySpotPrice ?? 0
                , tradeImport.SpotPrice ?? 0, (tradePosition.OriginalStockEqvNotional ?? 0) * (tc.UnwindPercentRate ?? 0), tradeImport.TradeDate.Value, null);
            var initialAmountPay = (initialAmountPayQuote * currencyRate).FormatValue(2);
            var cashSwaps = DbContext.trade_cash_swap.Where(x => x.TradeId == tradePosition.id && tradeCashIds.Contains(x.TradeCashId)).ToArray();
            //取最后一次手动收益；
            var lastManualCashSwap = cashSwaps.OrderByDescending(o => o.StartDate).FirstOrDefault(x => !x.IsAuto);
            var lastManualCash = lastManualCashSwap != null ? tradeCashList.FirstOrDefault(x => x.id == lastManualCashSwap.TradeCashId) : null;
            DateTime endDate;
            var preSwapDate = PayoffSwapCalcService.GetSwapRateStartDate(tradePosition, tradePosition.trade_swap, tradeImport.TradeDate.Value, null, lastManualCash, tradePosition.trade_swap.IsGetFloatingProfit, out endDate);
           
            var extraAmountGetQuote = PayoffSwapCalcService.GetExtraAmountBySwapRate(tradePosition.ClientId, tradePosition.TradeDate, tradePosition.trade_swap.GetSwapTimeAndRate, preSwapDate, endDate, tradePosition.trade_swap.AnnualDays ?? 0, (tradePosition.OriginalStockEqvNotional ?? 0) * (tc.UnwindPercentRate ?? 0));
            var extraAmountGet = extraAmountGetQuote * (PS.Config.Company == Configuration.CompanyEnum.中金 && client.BoundSide == BoundSideEnum.南向 ? currencyRateTradeDate : currencyRate);
            var costFeeGetQuote = PayoffSwapCalcService.GetCostFee(tradePosition, tradeImport, tc, true, false);
            var costFeeGet = (costFeeGetQuote * currencyRate).FormatValue(2);
            var costTradePriceGetQuote = 0.0;
            var costTradePriceGet = 0.0;
            if (!tradePosition.trade_swap.IsTradePriceWhenOpen)
            {
                costTradePriceGetQuote = PayoffSwapCalcService.GetCostFee(tradePosition, tradePosition, tc, true, true);
                costTradePriceGet = (costTradePriceGetQuote * currencyRate).FormatValue(2);
            }
            tc.Amount = extraAmountGet + costFeeGet + costTradePriceGet - initialAmountPay;
            tc.QuoteAmount = extraAmountGetQuote + costFeeGetQuote + costTradePriceGetQuote - initialAmountPayQuote;
            tc.CurrencyRate = currencyRate;
            tc.Action = ClientCashInCashOut.系统操作_平仓费;
            tc.Status = TradeCashStatusEnum.已执行;
            tc.ValueDate = tradeImport.TradeDate.Value;
            tc.ValidState = "Valid";
            tc.ExerciseWay = tradeImport.TradeDate == tradePosition.ExerciseDate ? TradeCashExerciseWayEnum.到期行权 : TradeCashExerciseWayEnum.提前终止行权;
            if (client.BoundSide == BoundSideEnum.北向)
            {
                tc.Number = tradePosition.TradeNumber + "_UW_" + num;
            }
            DbContext.SaveChanges();

            if (unwindType == "全部平仓")
            {
                tradePosition.TradeStatus = "已平仓";
            }
            else
            {
                tradePosition.HasPartialUnWind = 1;
            }
            tradePosition.UnWindDate = tc.ValueDate;
            tradePosition.StockEqvNotional -= (tradePosition.SpotPrice ?? 0) * (tc.UnwindNotional ?? 0);
            tradePosition.Notional -= tc.UnwindNotional ?? 0;
            tradePosition.TradeAmount -= tc.UnwindTradeAmount ?? 0;
            tradePosition.UnWindNotional = tc.UnwindNotional;
            //增加出入金记录 
            new ClientCashinCashoutBLL(this).CloseTrade_ClientCashInCashOutSave(tradePosition, tc, tc.ValueDate);

            var trade_swap = DbContext.trade_swap.FirstOrDefault(x => x.TradeId == tc.TradeId);
            var trade_cash_swap = new trade_cash_swap();
            trade_cash_swap.StartDate = tradePosition.StartDate.Value;
            trade_cash_swap.PayStartPrice = trade_swap.PayFinalPrice ?? trade_swap.PaySpotPrice;
            trade_cash_swap.PayFinalPrice = tc.FinalPrice;
            trade_cash_swap.PayInitialAmount = initialAmountPay;
            trade_cash_swap.PayAmount = initialAmountPay;
            trade_cash_swap.PaySwapRate = PayoffSwapCalcService.GetSwapRateByDate(tradePosition.trade_swap.PaySwapTimeAndRate, tradePosition.UnWindDate.Value);
            trade_cash_swap.GetExtraAmount = extraAmountGet;
            trade_cash_swap.GetCostFee = costFeeGet + costTradePriceGet;
            trade_cash_swap.GetAmount = extraAmountGet + costFeeGet + costTradePriceGet;
            trade_cash_swap.GetSwapRate = PayoffSwapCalcService.GetSwapRateByDate(tradePosition.trade_swap.GetSwapTimeAndRate, tradePosition.UnWindDate.Value);
            trade_cash_swap.TradeId = tc.TradeId;
            trade_cash_swap.TradeCashId = tc.id;
            trade_cash_swap.FlowId = tradeImport.trade_swap.FlowId;
            trade_cash_swap.OptId = tc.OptId;
            trade_cash_swap.OptName = tc.OptName;
            trade_cash_swap.OptDate = DateTime.Now;
            DbContext.trade_cash_swap.Add(trade_cash_swap);

            var tcdGet = new trade_cash_detail
            {
                TradeId = tc.TradeId,
                TradeCashId = tc.id,
                Action = tc.Action,
                Amount = extraAmountGet,
                QuoteAmount = extraAmountGetQuote,
                ValueDate = tc.ValueDate,
                IsForGet = true,
                OptId = tc.OptId,
                OptName = tc.OptName,
                OptDate = DateTime.Now,
                TradeCashType = TradeCashTypeEnum.利息.ToString()
            };
            DbContext.trade_cash_detail.Add(tcdGet);

            var tcdCostFeeGet = new trade_cash_detail
            {
                TradeId = tc.TradeId,
                TradeCashId = tc.id,
                Action = tc.Action,
                Amount = costFeeGet,
                QuoteAmount = costFeeGetQuote,
                ValueDate = tc.ValueDate,
                IsForGet = true,
                OptId = tc.OptId,
                OptName = tc.OptName,
                OptDate = DateTime.Now,
                TradeCashType = TradeCashTypeEnum.了结手续费.ToString()
            };
            DbContext.trade_cash_detail.Add(tcdCostFeeGet);

            var tcdCostTradePriceGet = new trade_cash_detail
            {
                TradeId = tc.TradeId,
                TradeCashId = tc.id,
                Action = tc.Action,
                Amount = costTradePriceGet,
                QuoteAmount = costTradePriceGetQuote,
                ValueDate = tc.ValueDate,
                IsForGet = true,
                OptId = tc.OptId,
                OptName = tc.OptName,
                OptDate = DateTime.Now,
                TradeCashType = TradeCashTypeEnum.开仓手续费.ToString()
            };
            DbContext.trade_cash_detail.Add(tcdCostTradePriceGet);

            var tcdPay = new trade_cash_detail
            {
                TradeId = tc.TradeId,
                TradeCashId = tc.id,
                Action = tc.Action,
                Amount = -initialAmountPay,
                QuoteAmount = -initialAmountPayQuote,
                ValueDate = tc.ValueDate,
                IsForGet = false,
                OptId = tc.OptId,
                OptName = tc.OptName,
                OptDate = DateTime.Now,
                TradeCashType = TradeCashTypeEnum.浮动收益.ToString()
            };
            DbContext.trade_cash_detail.Add(tcdPay);

            tradeImport.Notional -= tc.UnwindNotional ?? 0;
            tradeImport.TradeAmount -= tc.UnwindTradeAmount ?? 0;
            var underlying = DataCacheProvider.GetUnderlyingDataSource().GetData(tradeImport.UnderlyingCode);
            tradeImport.Lots -= tc.UnwindNotional / underlying.ContractSize;
            tradeImport.StockEqvNotional -= (tc.UnwindNotional ?? 0) * (tradeImport.SpotPrice ?? 0);

            DbContext.SaveChanges();
        }

        private void UnwindSwapTradeCashPreHandle(trade tradePosition, trade tradeImport, string unwindType)
        {
            var tradeCashPres = DbContext.trade_cash_pre.Where(x => x.TradeId == tradePosition.id && x.ValidState != "InValid");
            var tradeCashPreList= tradeCashPres.Where(y =>  y.Action == "系统操作-互换" && y.ValidState != "InValid" && !y.IsDeleted && y.ValueDate <= tradeImport.TradeDate.Value);
            var num = tradeCashPres.Where(x =>  x.Action != ClientCashInCashOut.系统操作_期权费).Count() + 1;
            var client = DataCacheProvider.GetClientDataSource().GetData(tradePosition.ClientId);
            //增加Pre现金交割交易记录
            var tcPre = new trade_cash_pre();
            DbContext.trade_cash_pre.Add(tcPre);

            tcPre.OptId = UserId;
            tcPre.OptName = UserName;
            tcPre.OptDate = OptDate;
            tcPre.ExceciseType = "现金";
            tcPre.TradeType = tradePosition.BuySell;
            tcPre.CallPut = tradePosition.CallPut;
            tcPre.Notional = tradePosition.Notional;
            tcPre.TradeAmount = tradePosition.TradeAmount;
            tcPre.IsLastAction = unwindType == "全部平仓";
            tcPre.TradeId = tradePosition.id;
            tcPre.FinalPrice = tradeImport.SpotPrice;
            tcPre.UnwindType = unwindType;
            if (tcPre.UnwindType == "全部平仓")
            {
                tcPre.UnwindNotional = tradePosition.Notional;
                tcPre.UnwindTradeAmount = tradePosition.TradeAmount;
                tcPre.UnwindPercentRate = tradePosition.Notional / tradePosition.OriginalNotional;
            }
            else
            {
                tcPre.UnwindNotional = tradeImport.Notional;
                tcPre.UnwindTradeAmount = tradeImport.TradeAmount;
                tcPre.UnwindPercentRate = tradeImport.Notional / tradePosition.OriginalNotional;
            }
            tcPre.NotionalPercentRate = tcPre.UnwindPercentRate;

            tradeBLL.SetFieldsByTradeType(tradePosition);
            var initialAmountPayQuote = PayoffSwapCalcService.GetInitialAmountSwapPay(tradePosition, tradePosition.trade_swap, tradePosition.trade_swap.PaySpotPrice ?? 0
                , tradeImport.SpotPrice ?? 0, (tradePosition.OriginalStockEqvNotional ?? 0) * (tcPre.UnwindPercentRate ?? 0), tradeImport.TradeDate.Value, null);
            var cashSwaps = DbContext.trade_cash_swap.Where(x => x.TradeId == tradePosition.id).ToArray();
            //取最后一次手动收益；
            var lastManualCashSwap = cashSwaps.OrderByDescending(o => o.StartDate).FirstOrDefault(x => !x.IsAuto);
            var lastManualCash = lastManualCashSwap != null ? tradeCashPreList.FirstOrDefault(x => x.id == lastManualCashSwap.TradeCashId) : null;
            DateTime endDate;
            var preSwapDate = PayoffSwapCalcService.GetSwapRateStartDatePre(tradePosition, tradePosition.trade_swap, tradeImport.TradeDate.Value, null, lastManualCash, tradePosition.trade_swap.IsGetFloatingProfit, out endDate);

            var extraAmountGetQuote = PayoffSwapCalcService.GetExtraAmountBySwapRate(tradePosition.ClientId, tradePosition.TradeDate, tradePosition.trade_swap.GetSwapTimeAndRate, preSwapDate, endDate, tradePosition.trade_swap.AnnualDays ?? 0, (tradePosition.OriginalStockEqvNotional ?? 0) * (tcPre.UnwindPercentRate ?? 0));
            var tradeCash = new trade_cash() { UnwindNotional = tcPre.UnwindNotional, UnwindTradeAmount = tcPre.UnwindTradeAmount, UnwindPercentRate = tcPre.UnwindPercentRate, FinalPrice = tcPre.FinalPrice };
            var costFeeGetQuote = PayoffSwapCalcService.GetCostFee(tradePosition, tradeImport, tradeCash, true, false);
            var costTradePriceGetQuote = 0.0;
            if (!tradePosition.trade_swap.IsTradePriceWhenOpen)
            {
                costTradePriceGetQuote = PayoffSwapCalcService.GetCostFee(tradePosition, tradePosition, tradeCash, true, true);
            }
            tcPre.Amount = extraAmountGetQuote + costFeeGetQuote + costTradePriceGetQuote - initialAmountPayQuote;

            tcPre.Action = ClientCashInCashOut.系统操作_平仓费;
            tcPre.Status = TradeCashStatusEnum.已执行;
            tcPre.ValueDate = tradePosition.SettlementDate.Value;
            tcPre.HappenedDate = tradeImport.TradeDate.Value;
            tcPre.ValidState = "Valid";
            tcPre.ExerciseWay = TradeCashExerciseWayEnum.到期行权;
            tcPre.IsFinished = false;
            if (client.BoundSide == BoundSideEnum.北向)
            {
                tcPre.Number = tradePosition.TradeNumber + "_UW_" + num;
            }
            DbContext.SaveChanges();

            if (unwindType == "全部平仓")
            {
                tradePosition.TradeStatus = "已平仓";
            }
            else
            {
                tradePosition.HasPartialUnWind = 1;
            }
            tradePosition.UnWindDate = tcPre.HappenedDate;
            tradePosition.StockEqvNotional -= (tradePosition.SpotPrice ?? 0) * (tcPre.UnwindNotional ?? 0);
            tradePosition.Notional -= tcPre.UnwindNotional ?? 0;
            tradePosition.TradeAmount -= tcPre.UnwindTradeAmount ?? 0;
            tradePosition.UnWindNotional = tcPre.UnwindNotional;

            var trade_swap = DbContext.trade_swap.FirstOrDefault(x => x.TradeId == tcPre.TradeId);
            var trade_cash_swap = new trade_cash_swap();
            trade_cash_swap.StartDate = tradePosition.StartDate.Value;
            trade_cash_swap.PayStartPrice = trade_swap.PayFinalPrice ?? trade_swap.PaySpotPrice;
            trade_cash_swap.PayFinalPrice = tcPre.FinalPrice;
            trade_cash_swap.PayInitialAmount = initialAmountPayQuote;
            trade_cash_swap.PayAmount = initialAmountPayQuote;
            trade_cash_swap.PaySwapRate = PayoffSwapCalcService.GetSwapRateByDate(tradePosition.trade_swap.PaySwapTimeAndRate, tradePosition.UnWindDate.Value);
            trade_cash_swap.GetExtraAmount = extraAmountGetQuote;
            trade_cash_swap.GetCostFee = costFeeGetQuote + costTradePriceGetQuote;
            trade_cash_swap.GetAmount = extraAmountGetQuote + costFeeGetQuote + costTradePriceGetQuote;
            trade_cash_swap.GetSwapRate = PayoffSwapCalcService.GetSwapRateByDate(tradePosition.trade_swap.GetSwapTimeAndRate, tradePosition.UnWindDate.Value);
            trade_cash_swap.TradeId = tcPre.TradeId;
            trade_cash_swap.TradeCashPreId = tcPre.id;
            trade_cash_swap.FlowId = tradeImport.trade_swap.FlowId;
            trade_cash_swap.OptId = tcPre.OptId;
            trade_cash_swap.OptName = tcPre.OptName;
            trade_cash_swap.OptDate = DateTime.Now;
            DbContext.trade_cash_swap.Add(trade_cash_swap);

            var tcdGet = new trade_cash_detail
            {
                TradeId = tcPre.TradeId,
                TradeCashPreId = tcPre.id,
                Action = tcPre.Action,
                QuoteAmount = extraAmountGetQuote,
                ValueDate = tcPre.ValueDate,
                IsForGet = true,
                OptId = tcPre.OptId,
                OptName = tcPre.OptName,
                OptDate = DateTime.Now,
                TradeCashType = TradeCashTypeEnum.利息.ToString()
            };
            DbContext.trade_cash_detail.Add(tcdGet);

            var tcdCostFeeGet = new trade_cash_detail
            {
                TradeId = tcPre.TradeId,
                TradeCashPreId = tcPre.id,
                Action = tcPre.Action,
                QuoteAmount = costFeeGetQuote,
                ValueDate = tcPre.ValueDate,
                IsForGet = true,
                OptId = tcPre.OptId,
                OptName = tcPre.OptName,
                OptDate = DateTime.Now,
                TradeCashType = TradeCashTypeEnum.了结手续费.ToString()
            };
            DbContext.trade_cash_detail.Add(tcdCostFeeGet);

            var tcdCostTradePriceGet = new trade_cash_detail
            {
                TradeId = tcPre.TradeId,
                TradeCashPreId = tcPre.id,
                Action = tcPre.Action,
                QuoteAmount = costTradePriceGetQuote,
                ValueDate = tcPre.ValueDate,
                IsForGet = true,
                OptId = tcPre.OptId,
                OptName = tcPre.OptName,
                OptDate = DateTime.Now,
                TradeCashType = TradeCashTypeEnum.开仓手续费.ToString()
            };
            DbContext.trade_cash_detail.Add(tcdCostTradePriceGet);

            var tcdPay = new trade_cash_detail
            {
                TradeId = tcPre.TradeId,
                TradeCashPreId = tcPre.id,
                Action = tcPre.Action,
                QuoteAmount = -initialAmountPayQuote,
                ValueDate = tcPre.ValueDate,
                IsForGet = false,
                OptId = tcPre.OptId,
                OptName = tcPre.OptName,
                OptDate = DateTime.Now,
                TradeCashType = TradeCashTypeEnum.浮动收益.ToString()
            };
            DbContext.trade_cash_detail.Add(tcdPay);
            DbContext.SaveChanges();

            tradeImport.Notional -= tcPre.UnwindNotional ?? 0;
            tradeImport.TradeAmount -= tcPre.UnwindTradeAmount ?? 0;
            var underlying = DataCacheProvider.GetUnderlyingDataSource().GetData(tradeImport.UnderlyingCode);
            tradeImport.Lots -= tcPre.UnwindNotional / underlying.ContractSize;

            DbContext.SaveChanges();
        }

        private trade_swap_flow MapSwapTradeFlow(DataRowReader reader)
        {
            var needCostFee = reader.GetString("是否收取手续费");
            var isTradePriceWhenOpen = reader.GetString("是否开仓时收取手续费");
            var isNight = reader.GetString("是否夜盘");
            var swapFlow = new trade_swap_flow()
            {
                TradeDate = reader.GetDate("交易日", true),
                StartDate = reader.GetDate("北京时间自然日", true),
                ExerciseDate = reader.GetDate("到期日"),
                SettlementDate = reader.GetDate("结算日"),
                BuySell = reader.GetString("买卖方向", true),
                AssetUnitName = reader.GetString("簿记账户"),
                ClientNumber = reader.GetString("客户编号", true),
                ClientShortName = reader.GetString("客户简称"),
                UnderlyingCode = reader.GetString("标的全称", true),
                Lots = reader.GetDouble("手数", true).Value,
                SpotPrice = reader.GetDouble("价格", true),
                SingleFee = reader.GetDouble("按手数收费", false),
                UnAnnualRate = reader.GetDouble("按名义本金收费", false),
                ClearingAgency = reader.GetString("清算机构"),
                NeedCostFee = needCostFee == "否" || needCostFee == "N" ? false : true,
                IsTradePriceWhenOpen = isTradePriceWhenOpen == "是" || isTradePriceWhenOpen == "Y" ? true : false,
                IsNight = isNight == "是" || isNight == "Y" ? true : false,
                Comments = reader.GetString("备注"),
                Number = "",
                OptId = UserId,
                OptName = UserName,
                OptDate = DateTime.Now
            };

            var underlying = DataCacheProvider.GetUnderlyingDataSource().GetData(swapFlow.UnderlyingCode);
            if (underlying == null)
            {
                throw new ServiceException($"该标的[{swapFlow.UnderlyingCode}]在系统中不存在");
            }
            else
            {
                if (swapFlow.ExerciseDate == null)
                {
                    swapFlow.ExerciseDate = underlying.MaturityDate;
                }
                if (swapFlow.ExerciseDate == null)
                {
                    throw new ServiceException($"客户编号[{swapFlow.ClientNumber}]标的代码[{swapFlow.UnderlyingCode}]到期日不能为空");
                }
                if (swapFlow.SettlementDate == null)
                {
                    swapFlow.SettlementDate = underlying.CloseDate;
                }
                if (swapFlow.AssetUnitName == null)
                {
                    swapFlow.AssetUnitName = string.Empty;
                }
                if (swapFlow.SettlementDate != null && swapFlow.SettlementDate < swapFlow.ExerciseDate)
                {
                    throw new ServiceException($"客户编号[{swapFlow.ClientNumber}]标的代码[{swapFlow.UnderlyingCode}]的结算日期不应该小于到期日");
                }
            }

            var variety = DataCacheProvider.GetVariety(swapFlow.UnderlyingCode);
            if (variety == null)
            {
                throw new ServiceException($"该标的[{swapFlow.UnderlyingCode}]对应的品种在系统中不存在");
            }
            else
            {
                if (string.IsNullOrWhiteSpace(variety.QuoteCurrency) && DbContext.currency.Any())
                {
                    throw new ServiceException($"标的代码[{swapFlow.UnderlyingCode}]对应的品种币种不能为空");
                }
                else
                {
                    swapFlow.QuoteCurrency = variety.QuoteCurrency;
                }
            }

            swapFlow.Number = new BizLogicZJ().GenerateFlowNumber(swapFlow, DbContext);
            SetDBModelCreator(swapFlow);
            DbContext.trade_swap_flow.Add(swapFlow);
            DbContext.SaveChanges();

            return swapFlow;
        }

        private trade_swap_flow MapSwapTradeFlowGroup(DataRowReader reader)
        {
            var tradeAmount = reader.GetDouble("数量", false);
            var lots = reader.GetDouble("手数", false);
            var stockEqvNotional = reader.GetDouble("名义本金", false);
            var swapFlow = new trade_swap_flow()
            {
                TradeNumber = reader.GetString("交易编号", true),
                TradeDate = reader.GetDate("交易日", true),
                UnderlyingCode = reader.GetString("标的代码", true),
                BuySell = reader.GetString("买卖方向", true),
                SpotPrice = reader.GetDouble("价格", true),
                SingleFee = reader.GetDouble("按手数收费", false),
                UnAnnualRate = reader.GetDouble("按名义本金收费", false),
                NeedCostFee = true,
                IsTradePriceWhenOpen = true,
                OptId = UserId,
                OptName = UserName,
                OptDate = DateTime.Now,
                CreatorId = UserId,
                CreatorName = UserName,
                CreateDate = DateTime.Now
            };
            swapFlow.StartDate = swapFlow.TradeDate;

            var underlying = DataCacheProvider.GetUnderlyingDataSource().GetData(swapFlow.UnderlyingCode);
            if (underlying == null)
            {
                throw new ServiceException($"该标的[{swapFlow.UnderlyingCode}]在系统中不存在");
            }
            else
            {

                if (stockEqvNotional != null && swapFlow.SpotPrice != 0)
                {
                    tradeAmount = stockEqvNotional / swapFlow.SpotPrice;
                }

                if (tradeAmount != null)
                {
                    lots = tradeAmount * underlying.CountRatio / underlying.ContractSize;
                }

                if (lots == null)
                {
                    throw new ServiceException($"数量手数名义本金不能同时为空");
                }
                else
                {
                    swapFlow.Lots = lots.Value;
                }
            }

            var variety = DataCacheProvider.GetVariety(swapFlow.UnderlyingCode);
            if (variety == null)
            {
                throw new ServiceException($"该标的[{swapFlow.UnderlyingCode}]对应的品种在系统中不存在");
            }
            else
            {
                if (string.IsNullOrWhiteSpace(variety.QuoteCurrency) && DbContext.currency.Any())
                {
                    throw new ServiceException($"标的代码[{swapFlow.UnderlyingCode}]对应的品种币种不能为空");
                }
                else
                {
                    swapFlow.QuoteCurrency = variety.QuoteCurrency;
                }
            }

            DbContext.trade_swap_flow.Add(swapFlow);
            DbContext.SaveChanges();

            return swapFlow;
        }

        private trade MapSwapTradeHandle(trade_swap_flow swapFlow)
        {
            var client = DataCacheProvider.GetClientDataSource().AsQueryable().FirstOrDefault(n => swapFlow.ClientNumber.Equals(n.Number, StringComparison.OrdinalIgnoreCase));
            if (client == null)
            {
                throw new ServiceException($"该客户编号[{swapFlow.ClientNumber}]在系统中不存在");
            }

            if (!client.DerivativesInvestmentVarieties.Contains((int)DerivativesInvestmentVarietiesEnum.场外互换 + ""))
            {
                throw new ServiceException($"客户:{client.Name}未设置交易种类“场外互换”，无法生成互换交易！");
            }

            if (swapFlow.Lots <= 0)
            {
                throw new ServiceException($"客户[{swapFlow.ClientNumber}]对应的流水手数[{swapFlow.Lots}]需要为正数");
            }

            var td = new trade
            {
                TradeDate = swapFlow.TradeDate,
                StartDate = swapFlow.StartDate,
                ExerciseDate = swapFlow.ExerciseDate,
                SettlementDate = swapFlow.SettlementDate == null ? swapFlow.ExerciseDate : swapFlow.SettlementDate,
                BuySell = "卖出",
                TradeType = "收益互换",
                StructureType = "收益互换",
                ClientId = client.id,
                ClientName = client.Name,
                QuoteCurrency = swapFlow.QuoteCurrency,
                SettlementCurrency = client.SettlementCurrency,
                UnderlyingCode = swapFlow.UnderlyingCode,
                SpotPrice = swapFlow.SpotPrice,
                Lots = swapFlow.Lots,
                IsNight = swapFlow.IsNight,
                OpponentRole = "甲方",
                MarginType = MarginTypeEnum.DEFAULT,
                trade_swap = new trade_swap()
                {
                    FlowId = swapFlow.id
                }
            };

            td.MetaDic["交易场所"] = "柜台市场";
            if (string.IsNullOrWhiteSpace(swapFlow.ClearingAgency) && string.IsNullOrWhiteSpace(client.ClearingAgency))
            {
                throw new ServiceException($"该流水需要维护清算机构信息或该客户[{td.ClientName}]需要维护清算机构信息");
            }
            td.MetaDic["清算机构"] = string.IsNullOrWhiteSpace(swapFlow.ClearingAgency) ? client.ClearingAgency : swapFlow.ClearingAgency;
            //if (string.IsNullOrWhiteSpace(client.MainProtocolCode))
            //{
            //    throw new ServiceException($"该客户[{td.ClientName}]需要维护主协议编号信息");
            //}
            td.MetaDic["主协议编号"] = client.MainProtocolCode;
            //if (string.IsNullOrWhiteSpace(client.SupProtocolCode))
            //{
            //    throw new ServiceException($"该客户[{td.ClientName}]需要维护补充协议编号信息");
            //}
            td.MetaDic["补充协议编号"] = client.SupProtocolCode;

            var varitey = DataCacheProvider.GetVariety(td.UnderlyingCode);
            var clientVarietyConfig = DbContext.client_variety_config.Where(x => x.ClientId == td.ClientId && x.VarietyId == varitey.id && x.ValueDate <= td.TradeDate).OrderByDescending(x => x.ValueDate).FirstOrDefault();
            if (clientVarietyConfig == null)
            {
                throw new ServiceException($"该客户[{td.ClientName}]需要维护品种[{varitey.VarietyCode}]在[{td.TradeDate}]相关的收费参数配置");
            }

            //标的代码(必需)
            var underlying = DataCacheProvider.GetUnderlyingDataSource().GetData(td.UnderlyingCode);
            if (underlying == null)
            {
                throw new ServiceException($"该标的代码[{td.UnderlyingCode}]在系统中不存在");
            }
            else
            {
                td.UnderlyingId = underlying.id;
                td.UnderlyingAssetClass = underlying.UnderlyingType;
                td.MaturityDate = underlying.MaturityDate;

                if (td.ExerciseDate == null)
                {
                    td.ExerciseDate = underlying.MaturityDate;
                    swapFlow.ExerciseDate = underlying.MaturityDate;
                }
                td.UnderlyingInstrumentType = underlying.UnderlyingInstrumentType;
                td.UnderlyingAssetName = underlying.UnderlyingName;
            }
            if (td.ExerciseDate == null)
            {
                throw new ServiceException($"客户编号[{swapFlow.ClientNumber}]标的代码[{swapFlow.UnderlyingCode}]到期日不能为空");
            }

            var variety = DataCacheProvider.GetVarietyDataSource().GetData(underlying.UnderlyingTypeId);
            //交易份额
            td.Notional = (td.Lots ?? 0) * underlying.ContractSize;
            td.TradeAmount = td.Notional / variety.CountRatio;
            td.OriginalNotional = td.Notional;
            td.StockEqvNotional = (td.SpotPrice ?? 0) * td.Notional;
            td.StockEqvNotionalReal = td.StockEqvNotional;
            td.OriginalStockEqvNotional = td.StockEqvNotional;
            td.PrincipalRate = 0;
            td.ParticipationRate = 1;

            var assetUnit = DataCacheProvider.GetAssetUnitDataSource().AsQueryable().FirstOrDefault(x => ("," + x.TraderIds + ",").Contains("," + UserId + ","));
            if (!string.IsNullOrWhiteSpace(swapFlow.AssetUnitName))
            {
                assetUnit = DataCacheProvider.GetAssetUnitDataSource().AsQueryable().FirstOrDefault(x => x.Name == swapFlow.AssetUnitName);
                if (assetUnit == null)
                {
                    throw new ServiceException($"不存在该簿记账户[{swapFlow.AssetUnitName}]");
                }
            }
            if (assetUnit == null)
            {
                throw new ServiceException($"不存在和交易员[{UserName}]匹配的簿记账户");
            }
            td.AssetId = assetUnit.id;
            td.AssetBookName = assetUnit.Name;
            td.TraderId = UserId;
            td.TraderName = UserName;

            td.trade_swap.GetSwapTimeAndRate = td.ExerciseDate.Value.ToString("yyyy-MM-dd") + ";" + (clientVarietyConfig?.AnnualRate ?? 0).ToString();
            td.trade_swap.PaySwapTimeAndRate = td.ExerciseDate.Value.ToString("yyyy-MM-dd") + ";0";
            //0代表了结时支付，1代表结算日支付
            td.trade_swap.SettlementPayType = swapFlow.SettlementDate == null ? 0 : 1;
            td.trade_swap.IsTradePriceWhenOpen = swapFlow.IsTradePriceWhenOpen;
            var isAnnualSet = swapFlow.SingleFee != null || swapFlow.UnAnnualRate != null;
            td.trade_swap.GetSingleFee = swapFlow.NeedCostFee ? (isAnnualSet ? (swapFlow.SingleFee ?? 0) : clientVarietyConfig?.SingleFee) : 0;
            td.trade_swap.GetUnAnnualRate = swapFlow.NeedCostFee ? (isAnnualSet ? (swapFlow.UnAnnualRate ?? 0) : clientVarietyConfig?.UnAnnualRate) : 0;
            td.trade_swap.AnnualDays = clientVarietyConfig?.AnnualDays;
            //交易方向
            var longshort = swapFlow.BuySell;
            switch (longshort)
            {
                case "买入":
                case "B":
                    td.trade_swap.PayLongShort = "多头";
                    break;
                case "卖出":
                case "S":
                    td.trade_swap.PayLongShort = "空头";
                    break;
                default:
                    throw new ServiceException("买卖方向 填写错误:" + longshort);
            }

            return td;
        }

        public void BackSwapTradeByTradeFlow(trade_swap_flow flow)
        {
            var client = ClientModule.ClientDataQueryService.GetClientByNumber(flow.ClientNumber);

            var tradeCashList = (from tradeCash in DbContext.trade_cash
                                 join trade in DbContext.trade
                                 on tradeCash.TradeId equals trade.id
                                 join tradeSwap in DbContext.trade_swap
                                 on trade.id equals tradeSwap.TradeId
                                 join tradeCashSwap in DbContext.trade_cash_swap
                                 on tradeCash.id equals tradeCashSwap.TradeCashId
                                 where trade.UnderlyingCode == flow.UnderlyingCode && tradeSwap.OriginalTradeId == null && trade.ClientId == client.id && (tradeCashSwap.FlowId >= flow.id && tradeCash.ValueDate == flow.TradeDate || tradeCash.ValueDate > flow.TradeDate)
                                 select new { tradeCash, tradeCashSwap }).OrderByDescending(x => x.tradeCash.id).ToList();

            tradeCashList.ForEach(x =>
            {
                var trade = DbContext.trade.Find(x.tradeCash.TradeId);
                trade.Notional = x.tradeCash.Notional;
                var variety = DataCacheProvider.GetVarietyDataSource().GetData(trade.VarietyId ?? 0);
                if (variety != null && variety.CountRatio != 0)
                {
                    trade.TradeAmount = x.tradeCash.Notional / variety.CountRatio;
                }
                else
                {
                    trade.TradeAmount = x.tradeCash.Notional;
                }

                trade.StockEqvNotional = TradeHelper.GetStockEqvNotional(trade.Notional * trade.SpotPrice, trade.ParticipationRate, trade.AnnualizeFactor);
                //分步回退时将倒数第二条平仓记录赋值给trade
                var lastSecondTradeCash = DbContext.trade_cash.Where(y => y.TradeId == x.tradeCash.TradeId && y.id < x.tradeCash.id && y.ValidState != "InValid" && y.Action != "系统操作-期权费").OrderByDescending(y => y.id).FirstOrDefault();
                if (lastSecondTradeCash != null && lastSecondTradeCash.Action == "系统操作-平仓费")
                {
                    trade.UnWindDate = lastSecondTradeCash.ValueDate;
                    trade.FinalPrice = lastSecondTradeCash.FinalPrice;
                    trade.UnWindNotional = lastSecondTradeCash.UnwindNotional;
                    trade.UnWindPrice = lastSecondTradeCash.UnwindPrice;
                    trade.HasPartialUnWind = 1;
                }
                else
                {
                    trade.UnWindDate = null;
                    trade.FinalPrice = null;
                    trade.UnWindNotional = null;
                    trade.UnWindPrice = null;
                    trade.HasPartialUnWind = null;
                }
                trade.CheckStatus = null;
                trade.OptId = UserId;
                trade.OptName = UserName;
                trade.OptDate = DateTime.Now;
                trade.TradeStatus = ConsTrade.确认成交;
                trade.ProcessOrderId = 0;
                trade.ProcessOptDate = null;
                trade.ProcessStatus = null;
                DbContext.SaveChanges();

                RemoveEodTradeAndFutureInfo(true, trade.id, x.tradeCash.ValueDate, new List<int>() { x.tradeCash.id });
                AddTradeOperationHistoryAndSetParentTradeInfo(true, trade, "修改交易流水");
            });

            var tradeCashPreList = (from tradeCashPre in DbContext.trade_cash_pre
                                    join tradeCashSwap in DbContext.trade_cash_swap
                                    on tradeCashPre.id equals tradeCashSwap.TradeCashPreId
                                    where tradeCashSwap.FlowId == flow.id
                                    select new { tradeCashPre, tradeCashSwap }).ToList();

            tradeCashPreList.ForEach(x =>
            {
                var trade = DbContext.trade.Find(x.tradeCashPre.TradeId);
                trade.Notional = x.tradeCashPre.Notional;
                var variety = DataCacheProvider.GetVarietyDataSource().GetData(trade.VarietyId ?? 0);
                if (variety != null && variety.CountRatio != 0)
                {
                    trade.TradeAmount = x.tradeCashPre.Notional / variety.CountRatio;
                }
                else
                {
                    trade.TradeAmount = x.tradeCashPre.Notional;
                }

                trade.StockEqvNotional = TradeHelper.GetStockEqvNotional(trade.Notional * trade.SpotPrice, trade.ParticipationRate, trade.AnnualizeFactor);
                //分步回退时将倒数第二条平仓记录赋值给trade
                var lastSecondTradeCashPre = DbContext.trade_cash_pre.Where(y => y.TradeId == x.tradeCashPre.TradeId && y.id < x.tradeCashPre.id && y.ValidState != "InValid" && y.Action != "系统操作-期权费").OrderByDescending(y => y.id).FirstOrDefault();
                if (lastSecondTradeCashPre != null && lastSecondTradeCashPre.Action == "系统操作-平仓费")
                {
                    trade.UnWindDate = lastSecondTradeCashPre.HappenedDate;
                    trade.FinalPrice = lastSecondTradeCashPre.FinalPrice;
                    trade.UnWindNotional = lastSecondTradeCashPre.UnwindNotional;
                    trade.UnWindPrice = lastSecondTradeCashPre.UnwindPrice;
                    trade.HasPartialUnWind = 1;
                }
                else
                {
                    trade.UnWindDate = null;
                    trade.FinalPrice = null;
                    trade.UnWindNotional = null;
                    trade.UnWindPrice = null;
                    trade.HasPartialUnWind = null;
                }
                trade.CheckStatus = null;
                trade.OptId = UserId;
                trade.OptName = UserName;
                trade.OptDate = DateTime.Now;
                trade.TradeStatus = ConsTrade.确认成交;
                trade.ProcessOrderId = 0;
                trade.ProcessOptDate = null;
                trade.ProcessStatus = null;
                DbContext.SaveChanges();

                var tradeCashPreIds = DbContext.trade_cash_pre.Where(y => y.TradeId == x.tradeCashPre.TradeId && y.id >= x.tradeCashPre.id).Select(y => y.id).ToList();
                RemoveEodTradeAndFutureInfo(true, trade.id, x.tradeCashPre.HappenedDate ?? x.tradeCashPre.ValueDate, tradeCashPreIds: tradeCashPreIds);
                AddTradeOperationHistoryAndSetParentTradeInfo(true, trade, "修改交易流水");
            });

            var tradeList = (from trade in DbContext.trade
                             join swap in DbContext.trade_swap
                             on trade.id equals swap.TradeId
                             where trade.UnderlyingCode == flow.UnderlyingCode && swap.OriginalTradeId == null && trade.ClientId == client.id && (swap.FlowId >= flow.id && trade.TradeDate == flow.TradeDate || trade.TradeDate > flow.TradeDate) && trade.ValidState != "InValid"
                             select new { trade, swap }).ToList();
            var baseService = new TradeServiceBase(UserInfo, DbContext);
            tradeList.ForEach(x => new TradeInvalidService(baseService).InvalidTrade(x.trade.id, false));
        }

        private void SaveTradeMeta(trade t)
        {
            if (t != null && t.MetaDic != null && t.MetaDic.Count() > 0)
            {
                foreach (var kv in t.MetaDic)
                {
                    if (!string.IsNullOrEmpty(kv.Value))
                    {
                        AddTradeMeta(false, t.id, kv.Key, kv.Value);
                    }
                }
            }
        }

        //public void generateSettleDocument(List<trade_cash> cashes)
        //{
        //    if (cashes.Count() > 0)
        //    {
        //        var clientTradeDict =
        //            cashes.GroupBy(O => O.ClientName + "|" + O.ValueDate)
        //            .ToDictionary(K => K.Key, V => V.Select(O => O.id).ToList());
        //        foreach (var tradeCashs in clientTradeDict)
        //        {
        //            var clienName = cashes.FirstOrDefault().ClientName;
        //            var client = DbContextFactory.GetClientDbContext(OptUser).client.Where(o => o.Name == clienName).FirstOrDefault();
        //            if (client != null && client.BoundSide == BoundSideEnum.北向)
        //            {
        //                foreach (var tc in tradeCashs.Value)
        //                {
        //                    new RDBatchEndBillGenerateService(OptUser)
        //                       .Generate(new List<int> { tc }, null, "PDF", OptUser.UserId, OptUser.UserName).ToList();
        //                }
        //            }
        //            else
        //            {
        //                new RDBatchEndBillGenerateService(OptUser)
        //                   .Generate(tradeCashs.Value, null, "PDF", OptUser.UserId, OptUser.UserName).ToList();
        //            }
        //        }
        //    }
        //}

        #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;
                    }
                    else
                    {
                        continue;
                    }
                    _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
    }
}