using System.Collections;
using YLErp.BLL.Calculation;
using YLErp.DBModels;
using YLErp.Enums;
using YLErp.Helpers;
using YLErp.Model.Enum;
using YLErp.Modules.DataProviderModule;
using YLErp.QdpModule;

namespace YLErp.BLL.MarginCalculation
{
    /// <summary>
    /// 湘财证券
    /// </summary>
    public class XiangCaiMarginCalculation : MarginCalculationBase
    {
        public static readonly XiangCaiMarginCalculation Instance;

        static XiangCaiMarginCalculation()
        {
            Instance = new XiangCaiMarginCalculation();
        }

        private XiangCaiMarginCalculation()
        {

        }

        public override List<trade_span> RunMarginCalculation(RunMarginCalculationReq req)
        {
            if (req?.tradeList == null || !req.tradeList.Any())
            {
                return new List<trade_span>();
            }

            var calcTradeList = req.tradeList.ToList();

            var resultMap = new Dictionary<int, trade_span>();

            var helper = new RunMarginCalculationHelper(req, _underlyingDataProvider);
            helper.SetFieldsByTradeType();
            var mpProvider = helper.GetMarginParamProvider();

            var upLimitPrices = new ManualPriceProvider();
            var upLimitPricesTwoThirds = new ManualPriceProvider();
            var upLimitPricesOneThird = new ManualPriceProvider();
            var downLimitPrices = new ManualPriceProvider();
            var downLimitPricesTwoThirds = new ManualPriceProvider();
            var downLimitPricesOneThird = new ManualPriceProvider();
            var normalLimitPrices = new ManualPriceProvider();
            //根据涨跌幅限制以及当日结算价计算涨停价以及跌停价
            foreach (var t in req.tradeList)
            {
                if (upLimitPrices.Contains(t.UnderlyingCode))
                {
                    continue;
                }
                if (!mpProvider.TryGetUpdownLimit(t.UnderlyingCode, out var updownLimit, out var isFixed))
                {
                    updownLimit = 0.05;
                }
                var price = 0.0;
                switch (req.CalcMarginType)
                {
                    case CalcMarginTypeEnum.InitialMargin:
                        price = t.SpotPrice ?? 0;//期初价
                        break;
                    case CalcMarginTypeEnum.None:
                        var lastDate = QdpCalendarHelper.GetNonHolidayDefore(req.settleDate.AddDays(-1));
                        price = new EodPriceProvider(lastDate, true).GetPrice(t.UnderlyingCode, SettlementTypeEnum.SettlePrice);//昨日结算价
                        break;
                    case CalcMarginTypeEnum.EodMargin:
                        price = req.PriceProvider.GetPrice(t.UnderlyingCode);//结算价
                        break;
                }

                //var eodpriceProvider = new YLErp.Modules.DataProviderModule.EodPriceProvider(req.settleDate);
                //var spotPrice = eodpriceProvider.GetPrice(t.UnderlyingCode, SettlementTypeEnum.ClosePrice);//收盘价
                if (isFixed)
                {
                    upLimitPrices.SetPrice(t.UnderlyingCode, price + updownLimit);
                    upLimitPricesTwoThirds.SetPrice(t.UnderlyingCode, price + (updownLimit * 2.0 / 3.0));
                    upLimitPricesOneThird.SetPrice(t.UnderlyingCode, price + (updownLimit / 3.0));

                    downLimitPrices.SetPrice(t.UnderlyingCode, price - updownLimit);
                    downLimitPricesTwoThirds.SetPrice(t.UnderlyingCode, price - (updownLimit * 2.0 / 3.0));
                    downLimitPricesOneThird.SetPrice(t.UnderlyingCode, price - (updownLimit / 3.0));
                }
                else
                {
                    upLimitPrices.SetPrice(t.UnderlyingCode, price * (price > 0 ? (1 + updownLimit) : (1 - updownLimit)));
                    upLimitPricesTwoThirds.SetPrice(t.UnderlyingCode, price * (price > 0 ? (1 + (updownLimit * 2.0 / 3.0)) : (1 - (updownLimit * 2.0 / 3.0))));
                    upLimitPricesOneThird.SetPrice(t.UnderlyingCode, price * (price > 0 ? (1 + (updownLimit / 3.0)) : (1 - (updownLimit / 3.0))));

                    downLimitPrices.SetPrice(t.UnderlyingCode, price * (price > 0 ? (1 - updownLimit) : (1 + updownLimit)));
                    downLimitPricesTwoThirds.SetPrice(t.UnderlyingCode, price * (price > 0 ? (1 - (updownLimit * 2.0 / 3.0)) : (1 + (updownLimit * 2.0 / 3.0))));
                    downLimitPricesOneThird.SetPrice(t.UnderlyingCode, price * (price > 0 ? (1 - (updownLimit / 3.0)) : (1 + (updownLimit / 3.0))));
                }
                //Normal
                normalLimitPrices.SetPrice(t.UnderlyingCode, price);
            }
            var prices = new[] {
                        ("up", upLimitPrices),("upTwoThirds", upLimitPricesTwoThirds),("upOneThird", upLimitPricesOneThird),
                        ("down", downLimitPrices),("downTwoThirds", downLimitPricesTwoThirds),("downOneThird", downLimitPricesOneThird),
                        ("normal", normalLimitPrices)
                    };

            foreach (var price in prices)
            {

                var key = $"{price.Item1}_0";

                var tradeRiskResult = CalculatorHelper.CalculateRisksForTrades(
                    valueDate: req.settleDate,
                    tradeList: calcTradeList,
                    calcScenario: req.GetCalcScenario(),
                    priceProvider: price.Item2,
                    pricingRequest: QdpPricingRequest.PV_ONLY,
                    volType: "开仓",
                    isUseTradeVol: PS.Config.IsTradeVol,
                    preciseTimeMode: req.CalcMarginType != CalcMarginTypeEnum.EodMargin);

                if (tradeRiskResult.Results == null || !tradeRiskResult.Results.Any())
                {
                    continue;
                }

                foreach (var item in tradeRiskResult.Results)
                {
                    var prepayment = item.Trade.StockEqvNotional * (item.Trade.trade_snowball?.PrepaymentRatio ?? 0) * (item.Trade.BuySell == "卖出" ? -1 : 1);
                    var pv = double.IsNaN(item.ValueResult.Pv) ? 0 : (item.ValueResult.Pv - prepayment);

                    var client = helper.GetClient(item.Trade);

                    if (item.Trade.TradeType == "收益互换" && key != "normal_0" && client.MarginOptionType == (int)MarginOptionEnum.双向追保)
                    {
                        continue;
                    }

                    var ratio = client == null ? 1 : (req.CalcMarginType == CalcMarginTypeEnum.InitialMargin ? client.Ratio1 : client.Ratio) ?? 1;
                    if (!helper.GetSpecialMargin(item.Trade, pv, out var value))
                    {
                        value = pv * ratio;
                    }
                    if (req.CalcMarginType != CalcMarginTypeEnum.InitialMargin && item.Trade.TradeType == "收益互换")
                    {
                        value = pv * ratio;
                    }
                    if (req.CalcMarginType != CalcMarginTypeEnum.InitialMargin && (item.Trade.TradeType == "雪球期权" && item.Trade.trade_snowball.PrepaymentUsed || item.Trade.TradeType == "收益互换"))
                    {
                        var initialMargin = item.Trade.TradeType == "雪球期权" ? -prepayment : ((item.Trade.trade_swap.GetMarginRate ?? 0) - (item.Trade.trade_swap.PayMarginRate ?? 0)) * item.Trade.StockEqvNotional;
                        value = GetComparisonInitialMargin(value, client, item.Trade.TradeType, initialMargin);
                    }

                    var contains = resultMap.TryGetValue(item.Trade.id, out var tempTradeSpan);

                    if (!contains)
                    {
                        resultMap[item.Trade.id] = tempTradeSpan = helper.CreateTradeSpan(item.Trade);
                    }

                    switch (key)
                    {
                        case "up_0":
                            tempTradeSpan.Spv1 = value; break;
                        case "upTwoThirds_0":
                            tempTradeSpan.Spv2 = value; break;
                        case "upOneThird_0":
                            tempTradeSpan.Spv3 = value; break;
                        case "normal_0":
                            if (item.Trade.TradeType == "收益互换" && client.MarginOptionType == (int)MarginOptionEnum.双向追保)
                            {
                                tempTradeSpan.SetAllSpvAndWorst(value);
                            }
                            tempTradeSpan.Spv4 = value; break;
                        case "down_0":
                            tempTradeSpan.Spv5 = value; break;
                        case "downTwoThirds_0":
                            tempTradeSpan.Spv6 = value; break;
                        case "downOneThird_0":
                            tempTradeSpan.Spv7 = value; break;
                    }

                    if (contains)
                    {
                        tempTradeSpan.SetWorstCastClientPayable();
                    }

                    resultMap[item.Trade.id].UnderlyingPrice = req.PriceProvider.GetPrice(item.Trade.UnderlyingCode);
                }
            }

            return resultMap.Values.ToList();
        }

        public override List<trade_span> CalcClientMargin(CalcClientMarginReq req)
        {
            var clientSpanNews = new List<ClientSpan>();

            using var db = new YLContext();
            var tradeIds = req.tradeSpans.Select(t => t.TradeId).ToList();
            var tradeList = db.trade.AsNoTracking().Where(t => tradeIds.Contains(t.id)).ToList();
            var underlyingIdList = tradeList.Select(t => t.UnderlyingId).ToList();

            var underlyingList = db.underlying_manager.AsNoTracking().Where(t => underlyingIdList.Contains(t.id)).ToList();

            var tradeSpanInfo = (from tradeSpan in req.tradeSpans
                                 join trade in tradeList on tradeSpan.TradeId equals trade.id
                                 join um in underlyingList on trade.UnderlyingId equals um.id
                                 where tradeSpan.ValueDate == req.settleDate
                                 select new { trade, tradeSpan, um.UnderlyingTypeId, UnderlyingId = um.id }).ToList();
            var clientGroups = tradeSpanInfo.GroupBy(t => t.trade.ClientId);
            foreach (var clientGroup in clientGroups)
            {
                var varietyGroups = clientGroup.GroupBy(t => t.UnderlyingTypeId).Select(t => new ClientSpan
                {
                    VarietyId = t.Key,
                    ClientId = clientGroup.Key,
                    ValueDate = req.settleDate,
                    Spv1 = t.Sum(g => g.tradeSpan.Spv1) * (-1),
                    Spv2 = t.Sum(g => g.tradeSpan.Spv2) * (-1),
                    Spv3 = t.Sum(g => g.tradeSpan.Spv3) * (-1),
                    Spv4 = t.Sum(g => g.tradeSpan.Spv4) * (-1),
                    Spv5 = t.Sum(g => g.tradeSpan.Spv5) * (-1),
                    Spv6 = t.Sum(g => g.tradeSpan.Spv6) * (-1),
                    Spv7 = t.Sum(g => g.tradeSpan.Spv7) * (-1),
                    OptId = req.userId,
                    OptName = req.userName,
                    OptDate = DateTime.Now,
                    SpanType = req.SpanType
                }).ToList();
                foreach (var item in varietyGroups)
                {
                    item.WorstCastClientPayable = Math.Min(Math.Min(Math.Min(Math.Min(Math.Min(Math.Min(item.Spv1 ?? 0, item.Spv2 ?? 0), item.Spv3 ?? 0), item.Spv4 ?? 0), item.Spv5 ?? 0), item.Spv6 ?? 0), item.Spv7 ?? 0);

                    #region 更新tradeSpan，使得每笔交易的持仓预付金和客户预付金计算用的Spv组保持一致
                    var tradeIdList = clientGroup.Where(x => x.UnderlyingTypeId == item.VarietyId).Select(x => x.tradeSpan.TradeId);
                    var tradeSpansUpdate = db.trade_span.Where(x => tradeIdList.Contains(x.TradeId) && x.ClientId == item.ClientId && x.ValueDate == req.settleDate).ToList();
                    var tradeSpansReq = req.tradeSpans.Where(x => tradeIdList.Contains(x.TradeId) && x.ClientId == item.ClientId && x.ValueDate == req.settleDate).ToList();

                    //单向追保，客户收取预付金为0
                    if (!HasTwoSideMargin(item.ClientId) && item.WorstCastClientPayable > 0)
                    {
                        item.WorstCastClientPayable = 0;
                        tradeSpansUpdate.ForEach(x => x.WorstCastClientPayable = 0);
                        tradeSpansReq.ForEach(x => x.WorstCastClientPayable = 0);
                    }
                    else
                    {
                        if (item.WorstCastClientPayable == item.Spv1)
                        {
                            tradeSpansUpdate.ForEach(x => x.WorstCastClientPayable = x.Spv1);
                            tradeSpansReq.ForEach(x => x.WorstCastClientPayable = x.Spv1);
                        }
                        else if (item.WorstCastClientPayable == item.Spv2)
                        {
                            tradeSpansUpdate.ForEach(x => x.WorstCastClientPayable = x.Spv2);
                            tradeSpansReq.ForEach(x => x.WorstCastClientPayable = x.Spv2);
                        }
                        else if (item.WorstCastClientPayable == item.Spv3)
                        {
                            tradeSpansUpdate.ForEach(x => x.WorstCastClientPayable = x.Spv3);
                            tradeSpansReq.ForEach(x => x.WorstCastClientPayable = x.Spv3);
                        }
                        else if (item.WorstCastClientPayable == item.Spv4)
                        {
                            tradeSpansUpdate.ForEach(x => x.WorstCastClientPayable = x.Spv4);
                            tradeSpansReq.ForEach(x => x.WorstCastClientPayable = x.Spv4);
                        }
                        else if (item.WorstCastClientPayable == item.Spv5)
                        {
                            tradeSpansUpdate.ForEach(x => x.WorstCastClientPayable = x.Spv5);
                            tradeSpansReq.ForEach(x => x.WorstCastClientPayable = x.Spv5);
                        }
                        else if (item.WorstCastClientPayable == item.Spv6)
                        {
                            tradeSpansUpdate.ForEach(x => x.WorstCastClientPayable = x.Spv6);
                            tradeSpansReq.ForEach(x => x.WorstCastClientPayable = x.Spv6);
                        }
                        else
                        {
                            tradeSpansUpdate.ForEach(x => x.WorstCastClientPayable = x.Spv7);
                            tradeSpansReq.ForEach(x => x.WorstCastClientPayable = x.Spv7);
                        }
                    }

                    #endregion
                }
                var clientSpan = new ClientSpan
                {
                    ClientId = clientGroup.Key,
                    ValueDate = req.settleDate,
                    Spv1 = varietyGroups.Sum(g => g.Spv1),
                    Spv2 = varietyGroups.Sum(g => g.Spv2),
                    Spv3 = varietyGroups.Sum(g => g.Spv3),
                    Spv4 = varietyGroups.Sum(g => g.Spv4),
                    Spv5 = varietyGroups.Sum(g => g.Spv5),
                    Spv6 = varietyGroups.Sum(g => g.Spv6),
                    Spv7 = varietyGroups.Sum(g => g.Spv7),
                    //负数代表客户应缴预付金，正数代表客户应收预付金
                    WorstCastClientPayable = varietyGroups.Sum(g => g.WorstCastClientPayable),
                    OptId = req.userId,
                    OptName = req.userName,
                    OptDate = DateTime.Now,
                    SpanType = req.SpanType,
                    AdditionalWorstCastClientPayable = req.clientAdditionalMarginDic != null && req.clientAdditionalMarginDic.TryGetValue(clientGroup.Key, out var dd) ? dd : 0
                };

                clientSpanNews.Add(clientSpan);
            }
            //span类型为实时删除所有实时计算的交易的预付金信息
            if (req.SpanType == ClientSpan.SpanType_RealTime)
            {
                if (req.RefreshClientIds != null)
                {
                    db.BulkDelete<ClientSpan>($"{nameof(ClientSpan.ClientId)} in @ids", new { ids = req.RefreshClientIds });
                }
                else
                {
                    db.BulkDelete<ClientSpan>($"{nameof(ClientSpan.SpanType)}=@SpanType", new { req.SpanType });
                }
            }
            else
            {
                if (req.ClientIds != null)
                {
                    var sql = $"{nameof(ClientSpan.ClientId)} in @ids and {nameof(ClientSpan.ValueDate)}='{req.settleDate.ToSqlDate()}' and {nameof(ClientSpan.SpanType)}={req.SpanType} and {nameof(ClientSpan.ModifiedFlag)}=0";
                    db.BulkDelete<ClientSpan>(sql, new { ids = req.ClientIds });
                }
                else
                {
                    var sql = $"{nameof(ClientSpan.ValueDate)}='{req.settleDate.ToSqlDate()}' and {nameof(ClientSpan.SpanType)}={req.SpanType} and {nameof(ClientSpan.ModifiedFlag)}=0";
                    db.BulkDelete<ClientSpan>(sql);
                }

                var clientSpanOldsWithFlag = db.client_span.Where(t => t.ValueDate == req.settleDate && t.SpanType == req.SpanType && t.ModifiedFlag)
                     .Select(n => new { n.ValueDate, n.ClientId }).ToList();
                //筛选出可以修改的clientSpan
                clientSpanNews = clientSpanNews.Where(c => !clientSpanOldsWithFlag.Any(t => t.ValueDate == c.ValueDate && t.ClientId == c.ClientId)).ToList();
            }
            if (clientSpanNews.Count > 0)
            {
                MySqlBulkExtensions.BulkInsert(db, clientSpanNews);
            }

            db.SaveChanges();
            return req.tradeSpans;
        }

        /// <summary>
        /// 根据追保方向判断和初始预付金比较逻辑
        /// </summary>
        /// <returns></returns>
        private double GetComparisonInitialMargin(double value, InnerClient client, string tradeType, double initialMargin)
        {
            if (client.MarginOptionType == (int)MarginOptionEnum.双向追保 || tradeType == "雪球期权")
            {
                if (initialMargin >= 0)
                {
                    value = Math.Max(initialMargin, value);
                }
                else
                {
                    value = Math.Min(initialMargin, value);
                }
            }
            else if (client.MarginOptionType == (int)MarginOptionEnum.单向追保)
            {
                if (initialMargin >= 0)
                {
                    value = Math.Max(initialMargin, Math.Max(value, 0));
                }
                else
                {
                    value = Math.Min(initialMargin, Math.Min(value, 0));
                }
            }
            return value;
        }

        public static double TradeMargin(RunMarginCalculationReq req, trade t)
        {
            var _underlyingDataProvider = new UnderlyingDataProvider();
            var helper = new RunMarginCalculationHelper(req, _underlyingDataProvider);
            helper.SetFieldsByTradeType();
            var mpProvider = helper.GetMarginParamProvider();

            var upLimitPrices = new ManualPriceProvider();
            var upLimitPricesTwoThirds = new ManualPriceProvider();
            var upLimitPricesOneThird = new ManualPriceProvider();
            var downLimitPrices = new ManualPriceProvider();
            var downLimitPricesTwoThirds = new ManualPriceProvider();
            var downLimitPricesOneThird = new ManualPriceProvider();
            var normalLimitPrices = new ManualPriceProvider();
            //根据涨跌幅限制以及当日结算价计算涨停价以及跌停价
            //if (upLimitPrices.Contains(t.UnderlyingCode))
            //{
            //    continue;
            //}
            if (!mpProvider.TryGetUpdownLimit(t.UnderlyingCode, out var updownLimit, out var isFixed))
            {
                updownLimit = 0.05;
            }
            var price = 0.0;
            switch (req.CalcMarginType)
            {
                case CalcMarginTypeEnum.InitialMargin:
                    price = t.SpotPrice ?? 0;//期初价
                    break;
                case CalcMarginTypeEnum.None:
                    var lastDate = QdpCalendarHelper.GetNonHolidayDefore(req.settleDate.AddDays(-1));
                    price = new EodPriceProvider(lastDate, true).GetPrice(t.UnderlyingCode, SettlementTypeEnum.SettlePrice);//昨日结算价
                    break;
                case CalcMarginTypeEnum.EodMargin:
                    price = req.PriceProvider.GetPrice(t.UnderlyingCode);//结算价
                    break;
            }
            if (isFixed)
            {
                upLimitPrices.SetPrice(t.UnderlyingCode, price + updownLimit);
                upLimitPricesTwoThirds.SetPrice(t.UnderlyingCode, price + (updownLimit * 2.0 / 3.0));
                upLimitPricesOneThird.SetPrice(t.UnderlyingCode, price + (updownLimit / 3.0));

                downLimitPrices.SetPrice(t.UnderlyingCode, price - updownLimit);
                downLimitPricesTwoThirds.SetPrice(t.UnderlyingCode, price - (updownLimit * 2.0 / 3.0));
                downLimitPricesOneThird.SetPrice(t.UnderlyingCode, price - (updownLimit / 3.0));
            }
            else
            {
                upLimitPrices.SetPrice(t.UnderlyingCode, price * (price > 0 ? (1 + updownLimit) : (1 - updownLimit)));
                upLimitPricesTwoThirds.SetPrice(t.UnderlyingCode, price * (price > 0 ? (1 + (updownLimit * 2.0 / 3.0)) : (1 - (updownLimit * 2.0 / 3.0))));
                upLimitPricesOneThird.SetPrice(t.UnderlyingCode, price * (price > 0 ? (1 + (updownLimit / 3.0)) : (1 - (updownLimit / 3.0))));

                downLimitPrices.SetPrice(t.UnderlyingCode, price * (price > 0 ? (1 - updownLimit) : (1 + updownLimit)));
                downLimitPricesTwoThirds.SetPrice(t.UnderlyingCode, price * (price > 0 ? (1 - (updownLimit * 2.0 / 3.0)) : (1 + (updownLimit * 2.0 / 3.0))));
                downLimitPricesOneThird.SetPrice(t.UnderlyingCode, price * (price > 0 ? (1 - (updownLimit / 3.0)) : (1 + (updownLimit / 3.0))));
            }
            //Normal
            normalLimitPrices.SetPrice(t.UnderlyingCode, price);
            var prices = new[] {
                        ("up", upLimitPrices),("upTwoThirds", upLimitPricesTwoThirds),("upOneThird", upLimitPricesOneThird),
                        ("down", downLimitPrices),("downTwoThirds", downLimitPricesTwoThirds),("downOneThird", downLimitPricesOneThird),
                        ("normal", normalLimitPrices)
                    };
            var values = new ArrayList();
            foreach (var p in prices)
            {
                var key = $"{p.Item1}_0";
                var tradeRiskResult = CalculatorHelper.CalculateRisksForTrades(
                    valueDate: req.settleDate,
                    tradeList: new[] { t },
                    calcScenario: req.GetCalcScenario(),
                    priceProvider: p.Item2,
                    pricingRequest: QdpPricingRequest.PV_ONLY,
                    volType: "开仓",
                    isUseTradeVol: PS.Config.IsTradeVol,
                    preciseTimeMode: req.CalcMarginType != CalcMarginTypeEnum.EodMargin);

                if (tradeRiskResult.Results == null || !tradeRiskResult.Results.Any())
                {
                    continue;
                }
                foreach (var item in tradeRiskResult.Results)
                {
                    var pv = double.IsNaN(item.ValueResult.Pv) ? 0 : (item.ValueResult.Pv - item.Trade.StockEqvNotional * (item.Trade.trade_snowball?.PrepaymentRatio ?? 0) * (item.Trade.BuySell == "卖出" ? -1 : 1));
                    double value = 0;
                    if (item.Trade.TradeType == "收益互换")
                    {
                        var client = helper.GetClient(item.Trade);
                        var ratio = client == null ? 1 : (req.CalcMarginType == CalcMarginTypeEnum.InitialMargin ? client.Ratio1 : client.Ratio) ?? 1;
                        value = pv * ratio;
                    }
                    else
                    {
                        if (!helper.GetSpecialMargin(item.Trade, pv, out value))
                        {
                            var client = helper.GetClient(item.Trade);
                            var ratio = client == null ? 1 : (req.CalcMarginType == CalcMarginTypeEnum.InitialMargin ? client.Ratio1 : client.Ratio) ?? 1;
                            value = pv * ratio;
                        }
                    }

                    values.Add(value);
                }
            }
            return (double)values.ToArray().Max();
        }

        private List<trade_span> RunTradeSpanMarginCalculation(RunMarginCalculationReq req)
        {
            //结果集
            var resultMap = new List<trade_span>();

            var subTradeList = req.tradeList.Where(x => x.ParentTradeId != 0 && x.IsGroup == 0).GroupBy(x => x.ParentTradeId);
            if (subTradeList.Count() > 0)
            {
                foreach (var item in subTradeList)
                {
                    var spans = RunMarginCalculation(req.Clone(item.ToList()));
                    var spv1 = spans.Sum(O => O.Spv1 ?? 0);
                    var spv2 = spans.Sum(O => O.Spv2 ?? 0);
                    var spv3 = spans.Sum(O => O.Spv3 ?? 0);
                    var spv4 = spans.Sum(O => O.Spv4 ?? 0);
                    var spv5 = spans.Sum(O => O.Spv5 ?? 0);
                    var spv6 = spans.Sum(O => O.Spv6 ?? 0);
                    var spv7 = spans.Sum(O => O.Spv7 ?? 0);

                    var spvArr = new[] { spv1, spv2, spv3, spv4, spv5, spv6, spv7 };
                    var maxSpv = spvArr.Max();
                    var index = Array.IndexOf(spvArr, maxSpv);
                    spans.ForEach(x => x.WorstCastClientPayable = new[] { x.Spv1, x.Spv2, x.Spv3, x.Spv4, x.Spv5, x.Spv6, x.Spv7 }[index]);
                    resultMap.AddRange(spans);
                }
            }
            var singleTradeList = req.tradeList.Where(O => O.ParentTradeId == 0).ToList();
            if (singleTradeList.Count > 0)
            {
                resultMap.AddRange(RunMarginCalculation(req.Clone(singleTradeList)));
            }
            return resultMap;
        }

        public override double GetTradeMargin(GetTradeMarginReq req)
        {
            using var db = new YLContext();
            if (req.trade.TradeType == "结构化交易")
            {
                req.trade.SubTrades = db.trade.Where(x => x.ParentTradeId == req.realTradeId).ToList();
            }

            var marginReq = req.GetRunMarginCalculationReq();
            if (req.trade.IsGroup == 1)
            {
                marginReq.tradeList = db.trade.Where(x => x.ParentTradeId == req.realTradeId).ToList();
            }
            var tradeMargin = RunMarginCalculation(marginReq);
            if (null != tradeMargin)
            {
                var margin = req.trade.IsGroup == 1 ? tradeMargin.Sum(x => x.WorstCastClientPayable ?? 0) : (tradeMargin.FirstOrDefault()?.WorstCastClientPayable ?? 0);
                return margin;
            }
            return 0.0;
        }
    }
}