using BaseOUDAL;
using CsvHelper;
using CsvHelper.Configuration;
using ICSharpCode.SharpZipLib.Zip;
using System.Data;
using YLErp.Commons;
using YLErp.DBModels.Helpers;
using YLErp.Modules.ClientModule;
using YLErp.Modules.TradeModule;
using YLErp.Office.ExcelModule;
using YLErp.QdpModule;

namespace YLErp.Modules.EodModule.QueryModule
{
    /// <summary>
    /// 日终持仓导出服务
    /// 暂时用于兴证数据接口导出
    /// </summary>
    public class EodTradePositionExportService : YLBaseService
    {
        public EodTradePositionExportService(OptUserInfo optUser) : base(optUser)
        {

        }

        /// <summary>
        /// 查询场外期权持仓列表
        /// </summary>
        public void SearchOptionTradeListForExport(DateTime valueDate
            , out List<EodOptionPositionExportFields> listOption
            , out List<EodPayOffSwapPositionExportFields> listSwap)
        {
            listSwap = null;
            listOption = null;

            var IsPVRounded = PS.Config.IsPVRounded;

            valueDate = valueDate.Date;

            var query = from et in DbContext.eod_trade
                        join etp in DbContext.eod_trade_position on et.TradeId equals etp.TradeId
                        join etr in DbContext.eod_trade_risk on et.TradeId equals etr.TradeId
                        where et.ValueDate == valueDate && etp.ValueDate == valueDate && etr.ValueDate == valueDate
                            && et.TradeId > 0 && etp.TradeId > 0 && etr.TradeId > 0
                            && et.TradeType != "结构化交易" && et.ClientId > 0
                        select new
                        {
                            et.TradeId,
                            et.TradeJson,
                            etp.Amount,
                            etp.Pv,
                            PositionPv = IsPVRounded ? etp.RoundedPv : etp.Pv,
                            PositionPnl = IsPVRounded ? etp.RoundedPositionPnL : etp.PositionPnL,
                            etr.Vol
                        };

            //因为query还在读取中，所以不要用同一个dbcontext
            var extendService = new TradeExtendService(OptUser);

            foreach (var item in query)
            {
                var td = TradeHelper2.Deserialize(item.TradeJson);
                if (td == null)
                {
                    td = DbContext.trade.Find(item.TradeId);
                }
                if (td == null)
                {
                    continue;
                }

                extendService.SetTradeExtend(new[] { td }, true);

                if (td.TradeType == "收益互换")
                {
                    var f = GetEodPayOffSwapPostionFields(td, item.Amount, item.PositionPnl, item.PositionPv);
                    if (listSwap == null)
                    {
                        listSwap = new List<EodPayOffSwapPositionExportFields>();
                    }
                    listSwap.Add(f);
                }
                else if (td.TradeType == "远期")
                {

                }
                else
                {
                    var f = GetEodOptionPostionFields(td, item.Amount, item.PositionPnl, item.PositionPv, item.Vol);
                    if (listOption == null)
                    {
                        listOption = new List<EodOptionPositionExportFields>();
                    }
                    listOption.Add(f);
                }
            }
        }

        //场外期权
        private EodOptionPositionExportFields GetEodOptionPostionFields(trade td, double PositionTradeAmount, double PositionPnl, double PositionPv, double PositionVol)
        {
            var isMoneyness = td.IsMoneynessOption == "是";
            var isPremiumRate = td.IsUsePremiumRate == true;
            var underlying = DataCacheProvider.GetUnderlyingDataSource().GetData(td.UnderlyingCode);
            var volFormat = PS.Config.ErpElement.VolMoreAccurate ? "P2" : "P4";

            var f = new EodOptionPositionExportFields
            {
                TradeNumber = td.TradeNumber,
                AssetBookName = td.AssetBookName,
                TraderName = td.TraderName,
                ClientName = td.ClientName,
                StructureType = td.TradeType,
                ExerciseMode = td.ExerciseModeCn,
                CallPut = td.CallPut,
                TradeDate = td.TradeDate.OtcFormatDate(),
                ExerciseDate = td.ExerciseDate.OtcFormatDate(),
                SettlementDate = td.SettlementDate.OtcFormatDate(),
                TradeSide = td.BuySell,
                UnderlyingCode = td.UnderlyingCode,
                UnderlyingName = underlying?.UnderlyingName,
                InitSpotPrice = td.SpotPrice.OtcFormatUmPrice(),
                Strike = td.Strike.OtcFormatUmPrice(isMoneyness),
                IsMoneynessOption = isMoneyness ? "是" : "否",
                Premium = isPremiumRate ? td.PremiumRate.OtcFormat(OtcFormatFlag.premiumRateP) : td.TradeSinglePrice.OtcFormat(OtcFormatFlag.tradeSinglePrice),
                IsUsePremiumRate = isPremiumRate ? "是" : "否",
                InitialMargin = td.InitialMargin.OtcFormatMoney(),
                TradeAmount = td.OriginalNotional.OtcFormatNotional(),
                TradePrice = td.TradePrice.OtcFormatMoney(),
                StockEqvNotional = td.OriginalStockEqvNotional.OtcFormat(OtcFormatFlag.StockEqvNotional),
                StockEqvNotionalReal = td.StockEqvNotionalReal.OtcFormat(OtcFormatFlag.StockEqvNotional),
                IsAnnualized = td.IsAnnualized ? "是" : "否",
                AnnualizeFactor = td.AnnualizeFactor?.ToString("F8"),
                PrincipalRate = td.PrincipalRate.OtcFormatPercent(),
                ParticipationRate = td.ParticipationRate.OtcFormatPercent(),
                NoRiskRate = td.NoRiskRate.OtcFormatPercent(),
                DividendRate = td.DividendRate.OtcFormatPercent(),
                TradeOpenVolatility = td.TradeOpenVolatility?.ToString(volFormat),
                TradeCloseVolatility = td.TradeCloseVolatility?.ToString(volFormat),
                NumOfSmoothingDays = td.NumOfSmoothingDays?.ToString(),
                Comments = td.Comments,

                PositionPnl = Convert.ToDouble(PositionPnl).OtcFormatMoney(),
                PositionPv = Convert.ToDouble(PositionPv).OtcFormatMoney(),
                PositionTradeAmount = PositionTradeAmount.OtcFormatNotional(),
                PositionVol = PositionVol.ToString(volFormat)
            };

            f.ClientNumber = ClientDataQueryService.GetClient(td.ClientId)?.Number;

            switch (f.StructureType)
            {
                case "亚式期权":
                    if (td.trade_asian_option != null)
                    {
                        var ext = td.trade_asian_option;
                        f.AsianAveragingPeriodStartDate = ext.AveragingPeriodStartDate.OtcFormatDate();
                        f.AsianPayoffType = ext.PayoffTypeCn;
                        f.AsianStrikeType = ext.StrikeTypeCn;
                        f.AsianStrikeGearingFactor = ext.StrikeGearingFactor.OtcFormatPercent();
                    }
                    break;
                case "障碍期权":
                    if (td.trade_barrier_option != null)
                    {
                        var ext = td.trade_barrier_option;
                        f.BarrierType = ext.BarrierType;
                        f.BarrierPrice = ext.BarrierPrice.OtcFormatUmPrice(isMoneyness);
                        f.BarrierPriceHigh = ext.UpperBarrierPrice.OtcFormatUmPrice(isMoneyness);
                        f.BarrierShift = ext.BarrierShift.OtcFormatUmPrice();
                        f.BarrierRebate = OtcFormatHelper.FormatPremium(td.IsUsePremiumRate, ext.RebateRate, ext.Rebate);
                        f.BarrierRebateType = ext.RebateTypeCn;
                        f.BarrierDiscrete = ext.Discrete;
                        f.BarrierKnockInOutStatus = ext.KnockInOutStatus;
                        f.BarrierKnockInOutDate = ext.KnockInOutDate.OtcFormatDate();
                    }
                    break;
                case "双鲨期权":
                    if (td.trade_double_sharkfin_option != null)
                    {
                        var ext = td.trade_double_sharkfin_option;
                        f.DbsharkBarrierLow = ext.BarrierLow.OtcFormatUmPrice(isMoneyness);
                        f.DbsharkBarrierHigh = ext.BarrierHigh.OtcFormatUmPrice(isMoneyness);
                        f.DbsharkStrikeHigh = ext.StrikeHigh.OtcFormatUmPrice(isMoneyness);
                        f.DbsharkCallParticipationRate = ext.CallParticipationRate.OtcFormatPercent();
                        f.DbsharkPutParticipationRate = ext.PutParticipationRate.OtcFormatPercent();
                        f.DbsharkRebate = OtcFormatHelper.FormatPremium(td.IsUsePremiumRate, ext.RebateRate, ext.Rebate);
                        f.DbsharkRebateHigh = OtcFormatHelper.FormatPremium(td.IsUsePremiumRate, ext.RebateHighRate, ext.RebateHigh);
                        f.DbsharkRebateType = TradeHelper.GetRebateTypeCn(ext.RebateType);
                        f.DbsharkDiscrete = ext.Discrete;

                    }
                    break;
                case "二元期权":
                    if (td.trade_binary_option != null)
                    {
                        var ext = td.trade_binary_option;
                        f.BinaryPayoffType = ext.PayoffType;
                        f.BinaryUpperBarrier = ext.UpperBarrier.OtcFormatUmPrice(isMoneyness);
                        f.BinaryCashOrNothingAmount = OtcFormatHelper.FormatPremium(td.IsUsePremiumRate, ext.CashOrNothingAmountRate, ext.CashOrNothingAmount);
                        f.BinaryCashOrNothingAmountHigh = OtcFormatHelper.FormatPremium(td.IsUsePremiumRate, ext.CashOrNothingAmountHighRate, ext.CashOrNothingAmountHigh);
                        f.BinaryMonitorType = ext.MonitorType;
                        f.BinaryRebateType = TradeHelper.GetRebateTypeCn(ext.RebateType);
                    }
                    break;
                case "区间累积期权":
                    if (td.trade_rangeaccrual != null)
                    {
                        var ext = td.trade_rangeaccrual;
                        f.RangeAccrualLowerRange = ext.LowerRange.OtcFormatUmPrice(isMoneyness);
                        f.RangeAccrualUpperRange = ext.UpperRange.OtcFormatUmPrice(isMoneyness);
                        f.RangeAccrualBonusRate = ext.BonusRate.OtcFormatPercent(4);
                        f.CallPut = string.Empty;
                    }
                    break;
                case "气囊结构":
                    if (td.trade_airbag != null)
                    {
                        var ext = td.trade_airbag;
                        f.AirbagBarrier = ext.Barrier.OtcFormatUmPrice(isMoneyness);
                        f.AirbagIsDiscrete = ext.IsDiscreteMonitored ? "是" : "否";
                        f.AirbagKIParticipationRate = ext.KIParticipationRate.OtcFormatPercent();
                        f.AirbagHasPayoffLimit = ext.HasPayoffLimit ? "是" : "否";
                        f.AirbagHighStrike = ext.HighStrike.OtcFormatUmPrice(isMoneyness);
                        f.CallPut = string.Empty;
                    }
                    break;
                case "收益增强结构":
                    if (td.trade_underlying_enhance != null)
                    {
                        f.CallPut = string.Empty;
                        f.AnnualizedEnhanceRate = td.trade_underlying_enhance.AnnualizedEnhanceRate.OtcFormatPercent(4);
                    }
                    break;
                case "凤凰期权":
                    if (td.trade_autocall != null)
                    {
                        var ext = td.trade_autocall;
                        f.AutocallIsFixedCoupon = ext.IsFixedCoupon ? "否" : "是";
                        f.AutocallCoupon = ext.Coupon.OtcFormatPercent();
                        f.AutocallCouponBarrier = ext.CouponBarrier.OtcFormatUmPrice(isMoneyness);
                        f.AutocallCouponPayType = ext.CouponPayTypeDesc();
                        f.AutocallKOBarrier = ext.KOBarrier.OtcFormatUmPrice(isMoneyness);
                        f.AutocallKIBarrier = ext.KIBarrier.OtcFormatUmPrice(isMoneyness);
                        f.AutocallIncludeCouponAfterKI = ext.IncludeCouponAfterKI ? "是" : "否";
                        f.AutocallKIPayoffType = ext.KIPayoffTypeDesc();
                        f.AutocallKIStrike1 = ext.SpreadStrike1.OtcFormatUmPrice(isMoneyness);
                        if (ext.KIPayoffType == KIPayoffTypeEnum.ToPutSpreadOption)
                        {
                            f.AutocallKIStrike2 = ext.SpreadStrike.OtcFormatUmPrice(isMoneyness);
                        }
                        var KOObservationDates = ext.KOObservationDates ?? string.Empty;
                        var index = KOObservationDates.IndexOf(';');
                        f.KOObservationDates = index > 0 ? ext.KOObservationDates.Substring(0, index) : KOObservationDates;
                        f.KIObservationDates = ext.ObservationDates;
                        f.IsAnnualized = ext.IsAnnualized2 ? "是" : "否";
                    }
                    break;
                case "雪球期权":
                    if (td.trade_snowball != null)
                    {
                        var ext = td.trade_snowball;
                        f.SnowballKOBarrier = ext.KOBarrier.OtcFormatUmPrice(isMoneyness);
                        switch (ext.KOPayoffType)
                        {
                            case KOPayoffTypeEnum.Rebate:
                                f.SnowballKOPayoffType = "票息补偿";
                                f.SnowballIsFixedCoupon = ext.IsFixedCoupon ? "否" : "是";
                                f.SnowballKORebate = ext.KORebate.OtcFormatPercent();
                                f.SnowballAnnualizedPremiumRate = ext.AnnualizedPremiumRate.OtcFormatPercent();
                                f.SnowballKOObservationSettleDates = ext.KOObservationSettleDates;
                                break;
                            case KOPayoffTypeEnum.ToOption:
                                f.SnowballKOPayoffType = KOPayoffTypeEnumHelper.GetDesc(ext.KOPayoffType, td.CallPut);
                                f.SnowballKOStrike1 = ext.SpreadStrikeAtKO1.OtcFormatUmPrice(isMoneyness);
                                break;
                            case KOPayoffTypeEnum.ToSpreadOption:
                                f.SnowballKOPayoffType = KOPayoffTypeEnumHelper.GetDesc(ext.KOPayoffType, td.CallPut);
                                f.SnowballKOStrike2 = ext.SpreadStrikeAtKO.OtcFormatUmPrice(isMoneyness);
                                f.SnowballKOStrike1 = ext.SpreadStrikeAtKO1.OtcFormatUmPrice(isMoneyness);
                                break;
                            default:
                                f.SnowballKOPayoffType = ext.KOPayoffType.ToString();
                                break;
                        }
                        f.SnowballKORebateType = RebateTypeEnumHelper.GetDesc(ext.KORebateType);
                        f.SnowballKIBarrier = ext.KIBarrier.OtcFormatUmPrice(isMoneyness);
                        switch (ext.KIPayoffType)
                        {
                            case KIPayoffTypeEnum.None:
                                f.SnowballKIPayoffType = "无";
                                break;
                            case KIPayoffTypeEnum.ToPutOption:
                                f.SnowballKIPayoffType = "敲入转看跌";
                                f.SnowballKIStrike1 = ext.SpreadStrikeAtMaturity1.OtcFormatUmPrice(isMoneyness);
                                break;
                            case KIPayoffTypeEnum.ToPutSpreadOption:
                                f.SnowballKIPayoffType = "敲入转熊市价差";
                                f.SnowballKIStrike2 = ext.SpreadStrikeAtMaturity.OtcFormatUmPrice(isMoneyness);
                                f.SnowballKIStrike1 = ext.SpreadStrikeAtMaturity1.OtcFormatUmPrice(isMoneyness);
                                break;
                            case KIPayoffTypeEnum.ToCallOption:
                                f.SnowballKIPayoffType = "敲入转看涨";
                                f.SnowballKIStrike1 = ext.SpreadStrikeAtMaturity1.OtcFormatUmPrice(isMoneyness);
                                break;
                            case KIPayoffTypeEnum.ToCallSpreadOption:
                                f.SnowballKIPayoffType = "敲入转牛市价差";
                                f.SnowballKIStrike2 = ext.SpreadStrikeAtMaturity.OtcFormatUmPrice(isMoneyness);
                                f.SnowballKIStrike1 = ext.SpreadStrikeAtMaturity1.OtcFormatUmPrice(isMoneyness);
                                break;
                            default:
                                f.SnowballKIPayoffType = ext.KIPayoffType.ToString();
                                break;
                        }
                        f.SnowballNoKICoupon = ext.Coupon.OtcFormatPercent();
                        var KOObservationDates = ext.KOObservationDates ?? string.Empty;
                        var index = KOObservationDates.IndexOf(';');
                        f.KOObservationDates = index > 0 ? ext.KOObservationDates.Substring(0, index) : KOObservationDates;
                        f.KIObservationDates = ext.ObservationDates;
                        f.IsAnnualized = ext.IsAnnualized2 ? "是" : "否";
                    }
                    break;
            }

            if (td.TradeType == "凤凰期权" || td.TradeType == "雪球期权")
            {
                f.CallPut = f.ExerciseMode = string.Empty;
                td.MetaDic.TryGetValue(nameof(OtcOptionTradeFull.AnnualizeFactor2), out var metaValue);
                f.AnnualizeFactor = metaValue;
            }
            else
            {
                td.MetaDic.TryGetValue(nameof(OtcOptionTradeFull.AnnualizeFactor), out var metaValue);
                f.AnnualizeFactor = metaValue;
            }

            return f;
        }

        //收益互换
        private EodPayOffSwapPositionExportFields GetEodPayOffSwapPostionFields(trade td, double PositionTradeAmount, double PositionPnl, double PositionPv)
        {
            var swap = td.trade_swap ?? new trade_swap();

            var f = new EodPayOffSwapPositionExportFields
            {
                TradeNumber = td.TradeNumber,
                AssetBookName = td.AssetBookName,
                TraderName = td.TraderName,
                ClientName = td.ClientName,
                TradeDate = td.TradeDate.OtcFormatDate(),
                ExerciseDate = td.ExerciseDate.OtcFormatDate(),
                StockEqvNotional = td.OriginalStockEqvNotional.OtcFormat(OtcFormatFlag.StockEqvNotional),
                Comments = td.Comments,

                GetFixedProfit = swap.GetFixedProfit.OtcFormatMoney(),
                GetLongShort = swap.GetLongShort,
                GetMarginRate = swap.GetMarginRate.OtcFormatFlex(minDecimals: 0, percent: true),
                GetTradePrice = swap.GetTradePrice.OtcFormatMoney(),
                GetUnderlyingCode = swap.GetUnderlyingCode,
                GetSpotPrice = swap.GetSpotPrice.OtcFormatUmPrice(),
                IsGetFloatingProfit = swap.IsGetFloatingProfit ? "是" : "否",

                IsPayFloatingProfit = swap.IsPayFloatingProfit ? "是" : "否",
                PayFixedProfit = swap.PayFixedProfit.OtcFormatMoney(),
                PayLongShort = swap.PayLongShort,
                PayMarginRate = swap.PayMarginRate.OtcFormatMoney(),
                PaySpotPrice = swap.PaySpotPrice.OtcFormatUmPrice(),
                PayTradePrice = swap.PayTradePrice.OtcFormatMoney(),
                PayUnderlyingCode = swap.PayUnderlyingCode,

                PositionPnl = Convert.ToDouble(PositionPnl).OtcFormatMoney(),
                PositionPv = Convert.ToDouble(PositionPv).OtcFormatMoney(),
                PositionStockEqvNotional = PositionTradeAmount.OtcFormat(OtcFormatFlag.StockEqvNotional)
            };

            f.ClientNumber = ClientDataQueryService.GetClient(td.ClientId)?.Number;

            return f;
        }

        /// <summary>
        /// 查询场内期权持仓列表
        /// </summary>
        public IEnumerable<EodExOptionPositionExportFields> SearchExOptionTradeListForExport(DateTime valueDate)
        {
            var IsPVRounded = PS.Config.IsPVRounded;
            var umSource = DataCacheProvider.GetUnderlyingDataSource();
            var exOptionSource = DataCacheProvider.GetExchangeListOptionDataSource();
            var volFormat = PS.Config.ErpElement.VolMoreAccurate ? "P2" : "P4";

            valueDate = valueDate.Date;

            var query = from etp in DbContext.eod_trade_position
                        join etr in DbContext.eod_trade_risk on etp.TradeId equals etr.TradeId
                        where etp.ValueDate == valueDate && etr.ValueDate == valueDate
                            && etp.TradeType == "场内期权"
                        select new
                        {
                            etp.UnderlyingCode,
                            etp.ExchangeOptionCode,
                            etp.Amount,
                            etp.PositionType,
                            PositionPv = IsPVRounded ? etp.RoundedPv : etp.Pv,
                            PositionPnl = IsPVRounded ? etp.RoundedPositionPnL : etp.PositionPnL,
                            etr.Vol
                        };

            var list = new List<EodExOptionPositionExportFields>();

            foreach (var item in query)
            {
                var exoption = exOptionSource.GetData(item.ExchangeOptionCode);
                var f = new EodExOptionPositionExportFields
                {
                    OptionCode = item.ExchangeOptionCode,
                    ExerciseMode = exoption?.ExerciseMode,
                    Strike = (exoption?.Strike)?.ToString("F4"),
                    UnderlyingCode = item.UnderlyingCode,

                    PositionType = item.PositionType,
                    PositionPnl = Convert.ToDouble(item.PositionPnl).OtcFormatMoney(),
                    PositionPv = Convert.ToDouble(item.PositionPv).OtcFormatMoney(),
                    PositionTradeAmount = item.Amount.OtcFormatNotional(),
                    PositionVol = item.Vol.ToString(volFormat)
                };

                list.Add(f);
            }
            return list;
        }

        /// <summary>
        /// 导出兴证数据中心需要的文件
        /// </summary>
        public byte[] ExportXingZhengZipFile(DateTime valueDate, out string zipFileName, IEnumerable<int> clienIds = null)
        {
            valueDate = valueDate.Date;

            if (QdpCalendarHelper.GetNonHoliday(valueDate) != valueDate)
            {
                throw new ServiceException($"所选日期'{valueDate:yyyy-MM-dd}'不是交易日!");
            }

            if (!DbContext.eodStatus.Any(n => n.ValueDate == valueDate && n.Status == "已收盘"))
            {
                throw new ServiceException($"所选日期'{valueDate:yyyy-MM-dd}'未收盘!");
            }

            SearchOptionTradeListForExport(valueDate, out var listOption, out var listSwap);

            var listExOption = SearchExOptionTradeListForExport(valueDate);

            var dateStr = valueDate.ToString("yyyyMMdd");

            zipFileName = $"ylotc_position_{dateStr}.zip";

            var clients = DbContextFactory.GetClientDbContext(UserInfo).client
                .Where(d => d.ProcessStatus == "已开户" || d.ProcessStatus == "已休眠" || d.ProcessStatus == "已销户")
                .Select(n => new InnerClientInfo { id = n.id, ClientNumber = n.Number, ClientName = n.Name, LicenseCode = n.LicenseCode, ClientType = n.ClientType }).ToArray();
            #region 新增客户筛选 tw
            if (clienIds != null)
            {
                clients = clients.Where(l => clienIds.Contains(l.id)).ToArray();
            }
            #endregion
            using (var yldb = DbContextFactory.GetYLDbContext())
            {
                var sumQuery = from t in yldb.trade
                               where t.ValidState != ConsGlobal.InValid && t.IsGroup != 2
                               && (t.TradeType != "结构化交易" || t.IsGroup == 1)
                               group t by t.ClientId into g
                               select new
                               {
                                   clientId = g.Key,
                                   sum = g.Sum(n => n.OriginalStockEqvNotional ?? 0)
                               };

                var sumDic = sumQuery.ToDictionary(n => n.clientId, m => m.sum);

                foreach (var c in clients)
                {
                    if (sumDic.TryGetValue(c.id, out var sum))
                    {
                        c.StockEqvNotional = sum.ToString("F4");
                    }
                }
            }

            using (var ms = new MemoryStream())
            using (var outStream = new ZipOutputStream(ms))
            using (var writer = new StreamWriter(outStream))
            {
                var csvConfig = new CsvConfiguration(System.Globalization.CultureInfo.InvariantCulture)
                {
                    LeaveOpen = true,
                    Delimiter = "$#$"
                };
                outStream.PutNextEntry(new ZipEntry($"ylotc_position_option_{dateStr}.csv"));
                using (var csv = new CsvWriter(writer, csvConfig))
                {
                    csv.WriteRecords(listOption ?? Enumerable.Empty<EodOptionPositionExportFields>());
                }
                writer.Flush();

                outStream.PutNextEntry(new ZipEntry($"ylotc_position_exoption_{dateStr}.csv"));
                using (var csv = new CsvWriter(writer, csvConfig))
                {
                    csv.WriteRecords(listExOption ?? Enumerable.Empty<EodExOptionPositionExportFields>());
                }
                writer.Flush();

                outStream.PutNextEntry(new ZipEntry($"ylotc_position_payoffswap_{dateStr}.csv"));
                using (var csv = new CsvWriter(writer, csvConfig))
                {
                    csv.WriteRecords(listSwap ?? Enumerable.Empty<EodPayOffSwapPositionExportFields>());
                }
                writer.Flush();

                outStream.PutNextEntry(new ZipEntry($"ylotc_client_{dateStr}.csv"));
                using (var csv = new CsvWriter(writer, csvConfig))
                {
                    csv.WriteRecords(clients);
                }
                writer.Flush();

                writer.Close();
                return ms.ToArray();
            }

        }
        public byte[] GetClient()
        {
            var templateFile = OtcAppContext.MapPath("~/App_Docs/导出模板/国投客户数据采集.xlsx");
            using (var baseDb = new ClientDBContext())
            {
                //处理客户不属于 内部客户 n.IsInsided!=1
                var ClientList = baseDb.client.Where(n => n.ProcessStatus == "已开户"&&n.IsInsided!=1).Select(x =>
                new ClientInfo
                {
                    ClientType = x.ClientType == "自然人" ? "个人" : x.ClientType,
                    ClientName = x.Name,
                    ClientTypeMemo = x.ClientType == "机构" ? "机构全称" : x.ClientType == "自然人" ? "" : "产品全称",
                    AdminFullName = x.ClientType == "产品" ? x.AdminFullName : "",
                    LicenseType = x.ClientType == "机构" ? "统一社会信用代码" : x.ClientType == "自然人" ? "居民身份证" : "产品编号",
                    AdminFullNameMome = x.ClientType == "产品" ? "产品管理人全称" : "",
                    IdentificationNumber = x.ClientType == "机构" ? x.LicenseCode : x.ClientType == "自然人" ? x.IdentificationNumber : x.ProductNumber,
                    AdminFullNameLicenseType = x.ClientType == "机构" ? "" : x.ClientType == "自然人" ? "" : "统一社会信用代码",
                    AdminRegisteredNum = x.ClientType == "产品" ? x.LicenseCode : "",
                    MainProtocolCode = x.MainProtocolCode
                });
                var buffer = ExcelGenerator.UseTemplateGenerator(templateFile).AddVariable(new { list = ClientList }).GenerateBytes();
                return buffer;
            }
        }
        public byte[] GetEodPosition(Model.EodPositionRisksReq req)
        {
            var templateFile = OtcAppContext.MapPath("~/App_Docs/导出模板/国投数据采集.xlsx");
            using (var baseDb = new ClientDBContext())
            {
                req.ValueDate = req.ValueDate;
                req.EodSettlePriceMode = "收盘价";
                req.IsOnlyExport = false;
                req.IsParentTrade = false;
                req.needSettleData = false;
                req.VolType = "持仓";
                //处理客户不属于 内部客户 
                req.ClientIds = baseDb.client.Where(n => n.IsInsided != 1).Select(l => l.id).ToList();

                var result = new EodPositionRisksQueryService(UserInfo).SearchList(req);
                var responEodPositions = new List<ResponEodPosition>();
                foreach (var item in result.rows)
                {
                    var responEodPosition = new ResponEodPosition();
                    var td = DbContext.trade.FirstOrDefault(l => l.id == item.id);
                    responEodPosition.bookName = item.AssetBookName;
                    responEodPosition.tradeId = item.TradeNumber;
                    responEodPosition.positionId = item.trade?.AssetId;
                    responEodPosition.underlyerInstrumentId = item.UnderlyingCode;
                    responEodPosition.underlyerMultiplier = GetunderlyerMultiplier(item.UnderlyingCode);
                    responEodPosition.productType = item.TradeType;
                    responEodPosition.initialNumber = item.TradeOriginalAmount;
                    responEodPosition.unwindNumber = td?.UnWindNotional;
                    responEodPosition.number = item.Notional;
                    responEodPosition.premium = item.TradePrice;
                    responEodPosition.marketValue = item.RoundedPV;
                    responEodPosition.pnl = item.dailyPnl;
                    responEodPosition.delta = item.Delta;
                    responEodPosition.deltaCash = item.DeltaCash;
                    responEodPosition.gamma = item.Gamma;
                    responEodPosition.gammaCash = item.GammaCash;
                    responEodPosition.vega = item.Vega;
                    responEodPosition.theta = item.Theta;
                    responEodPosition.rho = item.Rho;
                    responEodPosition.effectiveDate = td?.TradeDate;
                    responEodPosition.expirationDate = td?.ExerciseDate;
                    responEodPosition.message = "";
                    responEodPosition.pricingEnvironment = "";
                    responEodPosition.r = item.RiskFreeRate;
                    responEodPosition.q = item.DividendRate;
                    responEodPosition.vol = item.CurrentVolatility;
                    responEodPosition.listedOption = 0;//!
                    responEodPosition.price = item.UnderlyingPrice;
                    responEodPosition.notional = td?.StockEqvNotionalReal;
                    responEodPosition.initialNotional = item.StockEqvNotional;
                    responEodPosition.initialMargin = item.Margin;
                    responEodPosition.maintenanceMargin = td?.InitialMargin;

                    responEodPosition.initialVol = item.CurrentVolatility;
                    responEodPosition.masterAgreementId = GetmasterAgreement(item.ClientNumber);
                    responEodPosition.direction = td?.BuySell;
                    if (td != null)
                    {
                        responEodPosition.initialQ = GetinitialQ(item.id, req.ValueDate);
                        responEodPosition.initialR = GetinitialR(item.id, req.ValueDate);
                        responEodPosition.term = QdpModule.QdpCalendarHelper.AllBizDays(Convert.ToDateTime(td.TradeDate), Convert.ToDateTime(td.ExerciseDate)).Count;
                        var strike = DbContext.trade_double_sharkfin_option.FirstOrDefault(l => l.TradeId == item.id);
                        responEodPosition.highStrike = strike?.StrikeHigh;
                        responEodPosition.lowStrike = strike?.StrikeLow;
                    }

                    responEodPosition.settlementDate = td?.SettlementDate;//!
                    responEodPosition.tradeStatus = item.TradeStatus;
                    responEodPosition.lcmEventType = item.TradeStatus;
                    responEodPosition.initialSpot = td?.SpotPrice;

                    responEodPosition.highBarrier = item.RebateHigh;
                    responEodPosition.lowBarrier = item.Rebate;
                    responEodPosition.participationRates = item.ParticipationRate;
                    responEodPosition.rebate = item.Rebate;
                    responEodPosition.annualized = td?.IsAnnualized;
                    responEodPosition.specifiedPrice = td?.SettlementType == SettlementTypeEnum.ClosePrice ? "收盘价" : "结算价";
                    responEodPosition.frontPremium = item.TradeAmount;
                    responEodPosition.minimumPremium = td?.PrincipalRateWrite;
                    responEodPosition.daysInYear = item.InitialSpotPrice;//?
                    responEodPosition.initialPricingValue = item.TradeSinglePrice;
                    responEodPosition.initialUnderlyerPrice = td?.UnderlyingPrice;
                    responEodPosition.portfolioNames = item.TradeType;
                    responEodPosition.trader = td?.TraderName;
                    responEodPosition.tradeConfirmId = item.ContractCode;
                    responEodPosition.underlyerPrice = item.UnderlyingPrice;
                    responEodPosition.callput = item.trade?.CallPut;
                    responEodPositions.Add(responEodPosition);
                }
                var buffer = ExcelGenerator.UseTemplateGenerator(templateFile).AddVariable(new { list2 = responEodPositions }).GenerateBytes();
                return buffer;
            }
        }
        /// <summary>
        /// 获取开仓无风险利率
        /// </summary>
        public double? GetinitialQ(int tdId, DateTime dateTime)
        {
            return DbContext.TradeHisData.Where(l => l.TradeId == tdId && l.ValueDate == dateTime && l.ValueType == "NoRiskRate").FirstOrDefault()?.Value;
        }
        /// <summary>
        /// 获取开仓分红率
        /// </summary>
        public double? GetinitialR(int tdId, DateTime dateTime)
        {
            return DbContext.TradeHisData.Where(l => l.TradeId == tdId && l.ValueDate == dateTime && l.ValueType == "DividendRate").FirstOrDefault()?.Value;
        }
        /// <summary>
        /// 获取 合约乘数
        /// </summary>
        /// <param name="UnderlyingCode"></param>
        /// <returns></returns>
        public double? GetunderlyerMultiplier(string UnderlyingCode)
        {
            var underlyerMultiplier = DataCacheProvider.GetUnderlyingDataSource().GetData(UnderlyingCode).ContractSize;
            return underlyerMultiplier;
        }
        /// <summary>
        /// 获取sac主协议编号
        /// </summary>
        /// <param name="ClientNumber"></param>
        /// <returns></returns>
        public string GetmasterAgreement(string ClientNumber)
        {
            var clientdb = new ClientDBContext();
            if (string.IsNullOrEmpty(ClientNumber))
            {
                return "";
            }
            return clientdb.client.First(l => l.Number == ClientNumber).MainProtocolCode;
        }
        // {{item.positionId}}  {{item.underlyerInstrumentId}} {{item.underlyerInstrumentIds}} {{item.underlyerMultiplier}} {{item.underlyerMultipliers}}
        // {{item.productType}} {{item.initialNumber}} {{item.initialNumbers}} {{item.unwindNumber}} {{item.unwindNumbers}} {{item.number}} {{item.numbers}}
        // {{item.premium}} {{item.unwindAmount}} {{item.marketValue}} {{item.pnl}} {{item.delta}} {{item.deltas}} {{item.deltaCash}} {{item.deltaCashes}}
        // {{item.deltaDecay}} {{item.deltaDecays}} {{item.deltaWithDecay}} {{item.deltaWithDecays}} {{item.gamma}} {{item.gammas}} {{item.gammaCash}}
        // {{item.gammaCashes}} {{item.vega}} {{item.vegas}} {{item.theta}} {{item.rho}} {{item.tradeDate}} {{item.effectiveDate}} {{item.expirationDate}}
        // {{item.message}} {{item.createdAt}} {{item.pricingEnvironment}} {{item.r}} {{item.q}} {{item.qs}} {{item.vol}} {{item.vols}} {{item.listedOption}}
        // {{item.price}} {{item.correlation}} {{item.notional}} {{item.initialNotional}} {{item.initialMargin}} {{item.initialQ}} {{item.initialR}} {{item.initialVol}}
        // {{item.maintenanceMargin}} {{item.masterAgreementId}} {{item.direction}} {{item.term}} {{item.settlementDate}} {{item.tradeStatus}} {{item.lcmEventType}}
        // {{item.initialSpot}} {{item.initialSpots}} {{item.highStrike}} {{item.lowStrike}} {{item.highBarrier}} {{item.lowBarrier}} {{item.participationRates}}
        // {{item.rebate}} {{item.annualized}} {{item.specifiedPrice}} {{item.frontPremium}} {{item.minimumPremium}} {{item.daysInYear}} {{item.initialPricingValue}}
        // {{item.initialUnderlyerPrice}} {{item.initialPnl}} {{item.initialStdDelta}} {{item.initialDelta}} {{item.initialDeltaCash}} {{item.initialGamma}} {{item.initialGammaCash}} {{item.initialVega}} {{item.initialTheta}} {{item.initialRhoR}} {{item.initialStdGamma}} {{item.tradeCategory}} {{item.portfolioNames}} {{item.trader}} {{item.tradeConfirmId}} {{item.regulationAssetClass}} {{item.regulationAssetSubClass}} {{item.underlyerPrice}}
        class ResponEodPosition
        {
            public string bookName { get; set; }
            public string tradeId { get; set; }
            public int? positionId { get; set; }
            public string underlyerInstrumentId { get; set; }
            public string underlyerInstrumentIds { get; set; }
            public double? underlyerMultiplier { get; set; }
            public string underlyerMultipliers { get; set; }
            public string productType { get; set; }
            public double? initialNumber { get; set; }
            public double? initialNumbers { get; set; }
            public double? unwindNumber { get; set; }
            public double? unwindNumbers { get; set; }
            public double? number { get; set; }
            public double? numbers { get; set; }
            public double? premium { get; set; }
            public double? unwindAmount { get; set; }
            public double? marketValue { get; set; }
            public double? pnl { get; set; }
            public double? delta { get; set; }
            public double? deltas { get; set; }
            public double? deltaCash { get; set; }
            public double? deltaCashes { get; set; }
            public double? deltaDecay { get; set; }
            public double? deltaDecays { get; set; }
            public double? deltaWithDecay { get; set; }
            public double? deltaWithDecays { get; set; }
            public double? gamma { get; set; }
            public double? gammas { get; set; }
            public double? gammaCash { get; set; }
            public double? gammaCashes { get; set; }
            public double? vega { get; set; }
            public double? vegas { get; set; }
            public double? theta { get; set; }
            public double? rho { get; set; }
            public string tradeDate { get; set; }
            public DateTime? effectiveDate { get; set; }
            public DateTime? expirationDate { get; set; }
            public string message { get; set; }
            public string createdAt { get; set; }
            public string pricingEnvironment { get; set; }
            public double? r { get; set; }
            public double? q { get; set; }
            public double? qs { get; set; }
            public double? vol { get; set; }
            public double? vols { get; set; }
            public double? listedOption { get; set; }
            public double? price { get; set; }
            public double? correlation { get; set; }
            public double? notional { get; set; }
            public double? initialNotional { get; set; }
            public double? initialMargin { get; set; }
            public double? initialQ { get; set; }
            public double? initialR { get; set; }
            public double? initialVol { get; set; }
            public double? maintenanceMargin { get; set; }
            public string masterAgreementId { get; set; }
            public string direction { get; set; }
            public int term { get; set; }
            public DateTime? settlementDate { get; set; }
            public string tradeStatus { get; set; }
            public string lcmEventType { get; set; }
            public double? initialSpot { get; set; }
            public double? initialSpots { get; set; }
            public double? highStrike { get; set; }
            public double? lowStrike { get; set; }
            public double? highBarrier { get; set; }
            public double? lowBarrier { get; set; }
            public double? participationRates { get; set; }
            public double? rebate { get; set; }
            public bool? annualized { get; set; }
            public string specifiedPrice { get; set; }
            public double? frontPremium { get; set; }
            public double? minimumPremium { get; set; }
            public double? daysInYear { get; set; }
            public double? initialPricingValue { get; set; }
            public double? initialUnderlyerPrice { get; set; }
            public double? initialPnl { get; set; }
            public double? initialStdDelta { get; set; }
            public double? initialDelta { get; set; }
            public double? initialDeltaCash { get; set; }
            public double? initialGamma { get; set; }
            public double? initialGammaCash { get; set; }
            public double? initialVega { get; set; }
            public double? initialTheta { get; set; }
            public double? initialRhoR { get; set; }
            public double? initialStdGamma { get; set; }
            public double? tradeCategory { get; set; }
            public string portfolioNames { get; set; }
            public string trader { get; set; }
            public string tradeConfirmId { get; set; }
            public string regulationAssetClass { get; set; }
            public string regulationAssetSubClass { get; set; }
            public double? underlyerPrice { get; set; }
            public string callput { get; set; }

        }
        class ClientInfo
        {
            /// <summary>
            /// 客户类型
            /// </summary>
            public string ClientType { get; set; }
            /// <summary>
            /// 客户名称
            /// </summary>
            public string ClientName { get; set; }
            /// <summary>
            /// 客户类型备注 机构全称，产品全称，居民身份证
            /// </summary>
            public string ClientTypeMemo { get; set; }
            /// <summary>
            /// 证件类型
            /// </summary>
            public string LicenseType { get; set; }
            /// <summary>
            /// 证件号
            /// </summary>
            public string IdentificationNumber { get; set; }
            /// <summary>
            /// 产品管理人
            /// </summary>
            public string AdminFullName { get; set; }
            /// <summary>
            /// 主协议编号
            /// </summary>
            public string MainProtocolCode { get; set; }
            /// <summary>
            /// 证件类型备注  产品管理人全称
            /// </summary>
            public string AdminFullNameMome { get; set; }
            /// <summary>
            /// 产品管理人证件类型
            /// </summary>
            public string AdminFullNameLicenseType { get; set; }
            /// <summary>
            /// 产品管理人证件号
            /// </summary>
            public string AdminRegisteredNum { get; set; }
        }
        class InnerClientInfo
        {
            internal int id { get; set; }

            public string ClientNumber { get; set; }

            public string ClientName { get; set; }

            public string LicenseCode { get; set; }

            public string ClientType { get; set; }

            public string StockEqvNotional { get; set; }
        }
    }
}