using BaseOUDAL;
using NPOI.SS.Formula.Functions;
using System.Data;
using YLErp.BLL.Eod;
using YLErp.BLL.EodSettlement;
using YLErp.Commons;
using YLErp.DBModels.Consts;
using YLErp.Model;
using YLErp.Modules.DataProviderModule;
using YLErp.Modules.SwapModule;
using YLErp.Modules.TradeModule;
using YLErp.QdpModule;

namespace YLErp.Modules.ClientModule
{
    /// <summary>
    /// 客户持仓查询服务
    /// </summary>
    public class ClientPositionQueryService : YLBaseService
    {
        public ClientPositionQueryService(YLBaseService baseService) : base(baseService)
        {
        }

        public ClientPositionQueryService(OptUserInfo userInfo) : base(userInfo)
        {

        }

        /// <summary>
        /// 是否需要确认书合约号，默认true
        /// </summary>
        public bool NeedTradeContractCode { get; set; } = true;

        /// <summary>
        /// API：获取客户持仓
        /// </summary>
        public SearchListResult<eod_position> GetClientPositionAPI(DateTime valueDate, int clientId, int page, int pageRowCount)
        {
            var list = SearchPositionList(new TradeSpanReq
            {
                ValueDate = valueDate,
                ClientId = clientId,
                page = page,
                rows = pageRowCount
            }, null);

            foreach (var item in list.rows)
            {
                item.Variety = new Variety2
                {
                    TradeUnitValue = UnderlyingDataProvider.GetUnderlying(item.UnderlyingCode)?.ContractSize ?? 1
                };
            }

            return list;
        }

        /// <summary>
        /// 查询所有客户持仓数据
        /// </summary>
        public List<eod_position> SearchPositionListAll(TradeSpanReq req, IEnumerable<int> userAssetUnits)
        {
            if (!req.ValueDate.HasValue)
            {
                throw new ServiceException("缺少参数:请求日期");
            }

            IQueryable<eod_position> query = null;

            var ireq = CreateReq(req, userAssetUnits);

            var isTodayQuery = ireq.isTodayQuery;

            if (isTodayQuery)
            {
                query = CreateTodayQuery(ireq);
            }
            else
            {
                query = CreateEodQuery(ireq);
            }

            //国投要求默认按成交日正序
            if (string.IsNullOrEmpty(req.sidx) && PS.Config.Is国投)
            {
                query = query.OrderBy(n => n.TradeDate).ThenByDescending(n => n.TradeNumber);
            }
            //国君要求先查期货后查权益类
            else if (string.IsNullOrEmpty(req.sidx))
            {
                query = query.OrderBy(n => n.InstrumentType).ThenByDescending(n => n.TradeNumber);
            }
            else
            {
                req.sidx = req.sidx.Split(' ')[0];
                if (string.IsNullOrEmpty(req.sord))
                {
                    req.sord = "desc";
                }
                query.SortBy($"{nameof(eod_position.InstrumentType)},{req.sidx} {req.sord}");
            }

            var queryList = query.ToList();
            SwapEodPositionService swapEodPositionService = new SwapEodPositionService(this);
            queryList.AddRange(swapEodPositionService.GetSwapPositions(req.ClientId??0,req.ValueDate.Value));
            var underlyingDataSource = DataCacheProvider.GetUnderlyingDataSource();

            new TradeExtendService(this).SetTradeExtendWithCnKey(queryList.Select(x => x.trade).ToArray(), true, req.ValueDate);

            var eodPriceProvider = new Lazy<EodPriceProvider>(() => new EodPriceProvider(req.ValueDate.Value).Initialize());
            var xmxyUseSettlePrice = PS.Config.Is厦门象屿 && req.ValueDate.Value > new DateTime(2021, 12, 30);

            Dictionary<int, string> contractCodeDic = null;
            if (NeedTradeContractCode)
            {
                var tids = queryList.Select(n => n.TradeId).ToArray();
                var q2 = from aa in DbContext.trade_contract_r
                         where tids.Contains(aa.TradeId) && aa.Type == ContractTypeEnum.Trade && aa.IsValid
                         orderby aa.id descending
                         select new { aa.TradeId, aa.ContractCode };
                contractCodeDic = CollectionHelper.ToDictionary2(q2.ToArray(), n => n.TradeId, n => n.ContractCode);
            }

            foreach (var x in queryList)
            {
                var um = underlyingDataSource.GetData(x.UnderlyingCode);

                if (um != null)
                {
                    x.CountRatio = um.CountRatio;
                    x.ContractSize = um.ContractSize;
                    x.QuoteUnitSingle = um.QuoteUnitString;
                    x.MarketCode = um.MarketCode;
                    x.BBGTicker = um.BBGTicker;

                    //if (isTodayQuery)
                    //{
                    //    x.UnderlyingPrice = um.Price;
                    //}

                    if (um.IsSynthetic())
                    {
                        var sy = underlyingDataSource.GetSyntheticUnderlying(x.UnderlyingCode);
                        if (sy != null)
                        {
                            x.SyntheticUnderlyingTipsInfo = sy.UnderlyingTipsInfo;
                        }
                    }
                    else if (isTodayQuery && um.IsBasket())
                    {
                        underlyingDataSource.TryGetPrice(x.UnderlyingCode, out var price);
                        x.UnderlyingPrice = price;
                    }
                }
                else
                {
                    x.CountRatio = 1;
                    x.ContractSize = 1;
                    x.QuoteUnitSingle = "";
                }

                if (isTodayQuery)
                {
                    if (x.IsGroup == 1)
                    {
                        var childTradeIds = DbContext.trade.Where(y => y.ParentTradeId == x.TradeId && y.ValidState != "InValid").Select(y => y.id).ToList();
                        var childRisks = DbContext.realtime_trade_risk.Where(tr => tr.ValueDate == ireq.valueDate && tr.VolType == "持仓" && childTradeIds.Contains(tr.TradeId ?? 0)).ToList();
                        var childPositions = DbContext.intraday_trade_position.Where(tr => tr.ValueDate == ireq.valueDate && childTradeIds.Contains(tr.TradeId)).ToList();
                        x.PvDouble = childRisks.Sum(y => -y.Pv);
                        x.RoundedPvDouble = childRisks.Sum(y => -y.RoundedPv);
                        x.PnlDouble = childRisks.Sum(y => -y.PositionPnl);
                        x.RoundedPnlDouble = childRisks.Sum(y => -y.RoundedPositionPnl);
                        x.Margin = childPositions.Sum(y => y.Margin);
                        x.Delta = childRisks.Sum(y => y.Delta);
                        x.Gamma = childRisks.Sum(y => y.Gamma);
                        x.Vega = childRisks.Sum(y => y.Vega);
                        x.Theta = childRisks.Sum(y => y.Theta);
                        x.Rho = childRisks.Sum(y => y.Rho);
                        x.GammaCash = childRisks.Sum(y => y.GammaCash);
                    }

                    x.Pv = x.PvDouble;
                    x.RoundedPv = x.RoundedPvDouble;
                    x.Pnl = x.PnlDouble;
                    x.RoundedPnl = x.RoundedPnlDouble;
                }
                else
                {
                    if (x.IsGroup == 1)
                    {
                        var childTradeIds = DbContext.trade.Where(y => y.ParentTradeId == x.TradeId && y.ValidState != "InValid").Select(y => y.id).ToList();

                        if (PS.Config.Is格林大华 || PS.Config.Is伴兴)
                        {
                            var childEodPositions = DbContext.eod_trade_position_extend.Where(tr => tr.ValueDate == ireq.lastValueDate && childTradeIds.Contains(tr.TradeId)).ToList();
                            var eodTradeRisks = DbContext.eod_trade_risk_extend.Where(tr => tr.ValueDate == ireq.lastValueDate && childTradeIds.Contains(tr.TradeId)).ToList();
                            x.Pv = childEodPositions.Sum(y => -y.Pv);
                            x.RoundedPv = childEodPositions.Sum(y => -y.RoundedPv);
                            x.Pnl = childEodPositions.Sum(y => -y.PositionPnL);
                            x.RoundedPnl = childEodPositions.Sum(y => -y.RoundedPositionPnL);
                            x.Margin = childEodPositions.Sum(y => y.Margin);
                            x.Delta = eodTradeRisks.Sum(y => y.Delta);
                            x.Gamma = eodTradeRisks.Sum(y => y.Gamma);
                            x.Vega = eodTradeRisks.Sum(y => y.Vega);
                            x.Theta = eodTradeRisks.Sum(y => y.Theta);
                            x.Rho = eodTradeRisks.Sum(y => y.Rho);
                            x.GammaCash = eodTradeRisks.Sum(y => y.GammaCash);
                        }
                        else if (PS.Config.Is广发商贸)
                        {
                            var childEodPositions = DbContext.eod_trade_position_hedgevol.Where(tr => tr.ValueDate == ireq.lastValueDate && childTradeIds.Contains(tr.TradeId)).ToList();
                            var eodTradeRisks = DbContext.eod_trade_risk_hedgevol.Where(tr => tr.ValueDate == ireq.lastValueDate && childTradeIds.Contains(tr.TradeId)).ToList();
                            x.Pv = childEodPositions.Sum(y => -y.Pv);
                            x.RoundedPv = childEodPositions.Sum(y => -y.RoundedPv);
                            x.Pnl = childEodPositions.Sum(y => -y.PositionPnL);
                            x.RoundedPnl = childEodPositions.Sum(y => -y.RoundedPositionPnL);
                            x.Margin = childEodPositions.Sum(y => y.Margin);
                            x.Delta = eodTradeRisks.Sum(y => y.Delta);
                            x.Gamma = eodTradeRisks.Sum(y => y.Gamma);
                            x.Vega = eodTradeRisks.Sum(y => y.Vega);
                            x.Theta = eodTradeRisks.Sum(y => y.Theta);
                            x.Rho = eodTradeRisks.Sum(y => y.Rho);
                            x.GammaCash = eodTradeRisks.Sum(y => y.GammaCash);
                        }
                        else
                        {
                            var childEodPositions = DbContext.eod_trade_position.Where(tr => tr.ValueDate == ireq.lastValueDate && childTradeIds.Contains(tr.TradeId)).ToList();
                            var eodTradeRisks = DbContext.eod_trade_risk.Where(tr => tr.ValueDate == ireq.lastValueDate && childTradeIds.Contains(tr.TradeId)).ToList();
                            x.Pv = childEodPositions.Sum(y => -y.Pv);
                            x.RoundedPv = childEodPositions.Sum(y => -y.RoundedPv);
                            x.Pnl = childEodPositions.Sum(y => -y.PositionPnL);
                            x.RoundedPnl = childEodPositions.Sum(y => -y.RoundedPositionPnL);
                            x.Margin = childEodPositions.Sum(y => y.Margin);
                            x.Delta = eodTradeRisks.Sum(y => y.Delta);
                            x.Gamma = eodTradeRisks.Sum(y => y.Gamma);
                            x.Vega = eodTradeRisks.Sum(y => y.Vega);
                            x.Theta = eodTradeRisks.Sum(y => y.Theta);
                            x.Rho = eodTradeRisks.Sum(y => y.Rho);
                            x.GammaCash = eodTradeRisks.Sum(y => y.GammaCash);
                        }

                        x.PvDouble = x.Pv;
                        x.RoundedPvDouble = x.RoundedPv;
                        x.PnlDouble = x.Pnl;
                        x.RoundedPnlDouble = x.RoundedPnl;
                    }
                }

                if (PS.Config.IsGuoJun)
                {
                    var dt = QdpCalendarHelper.BizDayShift(ireq.lastValueDate, -1);
                    if (isTodayQuery)
                    {
                        dt = QdpCalendarHelper.BizDayShift(ireq.lastValueDate);
                    }
                    if (x.IsGroup == 1)
                    {
                        var childTradeIds = DbContext.trade.Where(y => y.ParentTradeId == x.TradeId && y.ValidState != "InValid").Select(y => y.id).ToList();
                        var childEodPositions = DbContext.eod_trade_position.Where(tr => tr.ValueDate == dt && childTradeIds.Contains(tr.TradeId)).ToList();
                        x.ChangeMargin = x.Margin - childEodPositions.Sum(y => y.Margin);
                    }
                    else
                    {
                        var EodPositions = DbContext.eod_trade_position.Where(tr => tr.ValueDate == dt && tr.TradeId == x.TradeId).ToList();
                        x.ChangeMargin = x.Margin - EodPositions.Sum(y => y.Margin);
                    }
                }

                if (PS.Config.Is厦门象屿)
                {
                    if (x.IsGroup == 1)
                    {
                        var childTradeIds = DbContext.trade.Where(y => y.ParentTradeId == x.TradeId && y.ValidState != "InValid").Select(y => y.id).ToList();
                        var tradespan = DbContext.trade_span.Where(o => o.ValueDate == ireq.valueDate && childTradeIds.Contains(o.TradeId)).ToList();
                        x.MaxlossMargin = tradespan.Sum(y => y.MaxlossMargin);
                    }
                    else
                    {
                        var tradespan = DbContext.trade_span.Where(o => o.TradeId == x.TradeId && o.ValueDate == ireq.valueDate)?.FirstOrDefault();
                        x.MaxlossMargin = tradespan?.MaxlossMargin;
                    }

                    if (!isTodayQuery && eodPriceProvider.Value.TryGetPrice(x.UnderlyingCode
                        , xmxyUseSettlePrice ? SettlementTypeEnum.SettlePrice : x.SettlementType, out var price))
                    {
                        x.UnderlyingPrice = price;
                    }
                }
                else if (!isTodayQuery && eodPriceProvider.Value.TryGetPrice(x.UnderlyingCode, x.SettlementType, out var price))
                {
                    x.UnderlyingPrice = price;
                }

                if (x.IsGroup == 1)
                {
                    var parentTradeCashIds = DbContext.trade_cash.Where(t => (t.Action == "系统操作-票息" || t.Action == "系统操作-互换") && t.ValidState != "InValid" && t.ValueDate <= req.ValueDate && t.TradeId == x.TradeId && !t.IsLastAction).Select(y => y.id).ToArray();
                    var childTradeCashs = DbContext.trade_cash.Where(t => parentTradeCashIds.Contains(t.ParentTradeCashId)).ToList();
                    var childTradeIds = childTradeCashs.Select(y => y.TradeId).Distinct().ToList();
                    var childTrades = DbContext.trade.Where(y => childTradeIds.Contains(y.id)).ToList();
                    var tcTradePrice = 0.0;
                    childTradeCashs.ForEach(y =>
                    {
                        var trade = childTrades.FirstOrDefault(z => z.id == y.TradeId);
                        tcTradePrice += (y.UnwindPercentRate * trade?.TradePrice * (trade?.BuySell == "买入" ? -1 : 1)) ?? 0;
                    });

                    x.PositionRelizedAmount = -((childTradeCashs.Sum(y => (double?)y.Amount) ?? 0) + tcTradePrice);
                }

                var client = DataCacheProvider.GetClientDataSource().GetData(x.ClientId ?? 0);
                if (client != null)
                {
                    x.ClientName = client.Name;
                    x.MarginOptionType = client.MarginOptionType;
                }

                x.dic = x.trade.MetaDic;

                if (x.TradeMultipleType == "现金流交易")
                {
                    x.trade.OriginalNotional = null;
                }
                x.trade.SettlementDate = x.trade.SettlementDate ?? x.trade.ExerciseDate;

                if (contractCodeDic != null && contractCodeDic.TryGetValue(x.TradeId, out var contractCode))
                {
                    x.TradeContractCode = contractCode;
                }

                if (PS.Config.Is广发商贸)
                {
                    var eps = DbContext.eod_trade_position.FirstOrDefault(n => n.TradeId == x.TradeId && n.ValueDate == req.ValueDate);
                    x.Margin = eps == null ? 0 : eps.Margin;
                    var erisk = DbContext.eod_trade_risk.FirstOrDefault(n => n.TradeId == x.TradeId && n.ValueDate == req.ValueDate);
                    x.Vol = erisk == null ? 0 : erisk.Vol;
                }
            }

            return queryList;
        }

        /// <summary>
        /// 查询所有客户持仓数据
        /// </summary>
        public List<eod_position> SearchPositionChildrenListAll(TradeSpanReq req, IEnumerable<int> userAssetUnits)
        {
            if (!req.ValueDate.HasValue)
            {
                throw new ServiceException("缺少参数:请求日期");
            }

            IQueryable<eod_position> query = null;

            var ireq = CreateReq(req, userAssetUnits);

            var isTodayQuery = ireq.isTodayQuery;

            if (isTodayQuery)
            {
                query = CreateTodayChildrenQuery(ireq);
            }
            else
            {
                query = CreateEodChildrenQuery(ireq);
            }

            //国投要求默认按成交日正序
            if (string.IsNullOrEmpty(req.sidx) && PS.Config.Is国投)
            {
                query = query.OrderBy(n => n.TradeDate).ThenByDescending(n => n.TradeNumber);
            }
            //国君要求先查期货后查权益类
            else if (string.IsNullOrEmpty(req.sidx))
            {
                query = query.OrderBy(n => n.InstrumentType).ThenByDescending(n => n.TradeNumber);
            }
            else
            {
                req.sidx = req.sidx.Split(' ')[0];
                if (string.IsNullOrEmpty(req.sord))
                {
                    req.sord = "desc";
                }
                query.SortBy($"{nameof(eod_position.InstrumentType)},{req.sidx} {req.sord}");
            }

            var queryList = query.ToList();
            var underlyingDataSource = DataCacheProvider.GetUnderlyingDataSource();

            new TradeExtendService(this).SetTradeExtendWithCnKey(queryList.Select(x => x.trade).ToArray(), true, req.ValueDate);

            var eodPriceProvider = new Lazy<EodPriceProvider>(() => new EodPriceProvider(req.ValueDate.Value).Initialize());
            var xmxyUseSettlePrice = PS.Config.Is厦门象屿 && req.ValueDate.Value > new DateTime(2021, 12, 30);

            Dictionary<int, string> contractCodeDic = null;
            if (NeedTradeContractCode)
            {
                var tids = queryList.Select(n => n.TradeId).ToArray();
                var q2 = from aa in DbContext.trade_contract_r
                         where tids.Contains(aa.TradeId) && aa.Type == ContractTypeEnum.Trade && aa.IsValid
                         orderby aa.id descending
                         select new { aa.TradeId, aa.ContractCode };
                contractCodeDic = CollectionHelper.ToDictionary2(q2.ToArray(), n => n.TradeId, n => n.ContractCode);
            }

            foreach (var x in queryList)
            {
                var um = underlyingDataSource.GetData(x.UnderlyingCode);

                if (um != null)
                {
                    x.CountRatio = um.CountRatio;
                    x.ContractSize = um.ContractSize;
                    x.QuoteUnitSingle = um.QuoteUnitString;
                    x.MarketCode = um.MarketCode;
                    x.BBGTicker = um.BBGTicker;

                    if (um.IsSynthetic())
                    {
                        var sy = underlyingDataSource.GetSyntheticUnderlying(x.UnderlyingCode);
                        if (sy != null)
                        {
                            x.SyntheticUnderlyingTipsInfo = sy.UnderlyingTipsInfo;
                        }
                    }
                    else if (isTodayQuery && um.IsBasket())
                    {
                        underlyingDataSource.TryGetPrice(x.UnderlyingCode, out var price);
                        x.UnderlyingPrice = price;
                    }
                }
                else
                {
                    x.CountRatio = 1;
                    x.ContractSize = 1;
                    x.QuoteUnitSingle = "";
                }

                if (isTodayQuery)
                {
                    x.Pv = x.PvDouble;
                    x.RoundedPv = x.RoundedPvDouble;
                    x.Pnl = x.PnlDouble;
                    x.RoundedPnl = x.RoundedPnlDouble;
                }

                if (PS.Config.IsGuoJun)
                {
                    var dt = QdpCalendarHelper.BizDayShift(ireq.lastValueDate, -1);
                    if (isTodayQuery)
                    {
                        dt = QdpCalendarHelper.BizDayShift(ireq.lastValueDate);
                    }

                    var EodPositions = DbContext.eod_trade_position.Where(tr => tr.ValueDate == dt && tr.TradeId == x.TradeId).ToList();
                    x.ChangeMargin = x.Margin - EodPositions.Sum(y => y.Margin);
                }

                if (PS.Config.Is厦门象屿)
                {
                    var tradespan = DbContext.trade_span.Where(o => o.TradeId == x.TradeId && o.ValueDate == ireq.valueDate)?.FirstOrDefault();
                    x.MaxlossMargin = tradespan?.MaxlossMargin;

                    if (!isTodayQuery && eodPriceProvider.Value.TryGetPrice(x.UnderlyingCode
                        , xmxyUseSettlePrice ? SettlementTypeEnum.SettlePrice : x.SettlementType, out var price))
                    {
                        x.UnderlyingPrice = price;
                    }
                }
                else if (!isTodayQuery && eodPriceProvider.Value.TryGetPrice(x.UnderlyingCode, x.SettlementType, out var price))
                {
                    x.UnderlyingPrice = price;
                }

                var client = DataCacheProvider.GetClientDataSource().GetData(x.ClientId ?? 0);
                if (client != null)
                {
                    x.ClientName = client.Name;
                    x.MarginOptionType = client.MarginOptionType;
                }

                x.dic = x.trade.MetaDic;

                if (x.TradeMultipleType == "现金流交易")
                {
                    x.trade.OriginalNotional = null;
                }
                x.trade.SettlementDate = x.trade.SettlementDate ?? x.trade.ExerciseDate;

                if (contractCodeDic != null && contractCodeDic.TryGetValue(x.TradeId, out var contractCode))
                {
                    x.TradeContractCode = contractCode;
                }

                if (PS.Config.Is广发商贸)
                {
                    var eps = DbContext.eod_trade_position.FirstOrDefault(n => n.TradeId == x.TradeId && n.ValueDate == req.ValueDate);
                    x.Margin = eps == null ? 0 : eps.Margin;
                    var erisk = DbContext.eod_trade_risk.FirstOrDefault(n => n.TradeId == x.TradeId && n.ValueDate == req.ValueDate);
                    x.Vol = erisk == null ? 0 : erisk.Vol;
                }
            }

            return queryList;
        }

        /// <summary>
        /// 根据ValueDate获取客户持仓
        /// </summary>
        public SearchListResult<eod_position> SearchPositionList(TradeSpanReq req, IEnumerable<int> userAssetUnits)
        {
            var queryList = SearchPositionListAll(req, userAssetUnits);

            var gsum = new EodPnlGridSum();

            if (queryList.Any())
            {
                gsum.PvSum = queryList.Sum(q => q.Pv);
                gsum.RoundedPvSum = queryList.Sum(q => q.RoundedPv);
                gsum.DailyPnLSum = queryList.Sum(q => q.Pnl);
                gsum.RoundedDailyPnLSum = queryList.Sum(q => q.RoundedPnl);
                gsum.OriginalStockEqvNotionalSum = queryList.Sum(q => q.OriginalStockEqvNotional);
                gsum.StockEqvNotionalSum = queryList.Sum(q => q.StockEqvNotional);
                gsum.TradePriceSum = queryList.Sum(q => OtcFormatHelper.GetTradePriceDouble(q.TradePrice ?? 0));
                gsum.MarginSum = queryList.Sum(q => q.Margin);
            }

            var searchList = queryList.AsQueryable().ToSearchList(req);
            var tradeIds = searchList.rows.Select(x => x.TradeId).ToList();
            foreach (var item in searchList.rows)
            {
                item.trade.TradeSinglePrice = item.trade.TradeSinglePrice.IsNormalize() ? Math.Abs(item.trade.TradeSinglePrice.Value) : item.trade.TradeSinglePrice;
                //处理累计换月交易数据 
                new OptionTradeActionRestoreService(UserInfo).RestoreTradeDataToSpecialDay(item.trade, Convert.ToDateTime(req.ValueDate));
                item.CountRatio = DataCacheModule.DataCacheManager.GetUnderlyingDataSource().GetData(item.UnderlyingCode)?.CountRatio ?? 1;
            }

            searchList.Sum = gsum;
            return searchList;
        }

        /// <summary>
        /// 根据ValueDate获取客户持仓
        /// </summary>
        public SearchListResult<eod_position> SearchPositionChildrenList(TradeSpanReq req, IEnumerable<int> userAssetUnits)
        {
            var queryList = SearchPositionChildrenListAll(req, userAssetUnits);

            var gsum = new EodPnlGridSum();

            if (queryList.Any())
            {
                gsum.PvSum = queryList.Sum(q => q.Pv);
                gsum.RoundedPvSum = queryList.Sum(q => q.RoundedPv);
                gsum.DailyPnLSum = queryList.Sum(q => q.Pnl);
                gsum.RoundedDailyPnLSum = queryList.Sum(q => q.RoundedPnl);
                gsum.OriginalStockEqvNotionalSum = queryList.Sum(q => q.OriginalStockEqvNotional);
                gsum.StockEqvNotionalSum = queryList.Sum(q => q.StockEqvNotional);
                gsum.TradePriceSum = queryList.Sum(q => OtcFormatHelper.GetTradePriceDouble(q.TradePrice ?? 0));
                gsum.MarginSum = queryList.Sum(q => q.Margin);
            }

            var searchList = queryList.AsQueryable().ToSearchList(req);
            var tradeIds = searchList.rows.Select(x => x.TradeId).ToList();
            var tradeSwaps = DbContext.trade_swap.Where(x => tradeIds.Contains(x.TradeId)).ToList();
            foreach (var item in searchList.rows)
            {
                item.trade.trade_swap = tradeSwaps.FirstOrDefault(x => x.TradeId == item.TradeId);
                if (item.trade.TradeType == "收益互换")
                {
                    if (item.trade.trade_swap.IsGetFloatingProfit)
                    {
                        var underlying = DataCacheProvider.GetUnderlyingDataSource().GetData(item.trade.trade_swap.GetUnderlyingId ?? 0);
                        if (underlying != null && underlying.ContractSize > 0)
                        {
                            item.trade.trade_swap.GetContractSize = underlying.ContractSize;
                            item.trade.trade_swap.GetCountRatio = underlying.CountRatio;
                        }
                    }
                    else if (item.trade.trade_swap.IsPayFloatingProfit)
                    {
                        var underlying = DataCacheProvider.GetUnderlyingDataSource().GetData(item.trade.trade_swap.PayUnderlyingId ?? 0);
                        if (underlying != null && underlying.ContractSize > 0)
                        {
                            item.trade.trade_swap.PayContractSize = underlying.ContractSize;
                            item.trade.trade_swap.PayCountRatio = underlying.CountRatio;
                        }
                    }
                }
                item.trade.TradeSinglePrice = item.trade.TradeSinglePrice.IsNormalize() ? Math.Abs(item.trade.TradeSinglePrice.Value) : item.trade.TradeSinglePrice;
                //处理累计换月交易数据 
                new OptionTradeActionRestoreService(UserInfo).RestoreTradeDataToSpecialDay(item.trade, Convert.ToDateTime(req.ValueDate));
                item.CountRatio = DataCacheModule.DataCacheManager.GetUnderlyingDataSource().GetData(item.UnderlyingCode)?.CountRatio ?? 1;
            }

            searchList.Sum = gsum;
            return searchList;
        }

        #region---内部处理----

        private InnerRequest CreateReq(TradeSpanReq req, IEnumerable<int> userAssetUnits)
        {
            var isBaseClient = false;
            var clientId = req.ClientId ?? 0;
            //if (clientId > 0)
            //{
            //    isBaseClient = ClientDataProvider.IsBaseClient(clientId);
            //    if (isBaseClient)
            //    {
            //        clientId = 0;
            //    }
            //}

            if (userAssetUnits != null && !userAssetUnits.Any())
            {
                userAssetUnits = null;
            }

            var valueDate = req.ValueDate ?? DateTime.MinValue;
            var lastValueDate = EodOperationBase.GetLastSettlementDate(valueDate);
            return new InnerRequest
            {
                clientId = clientId,
                tradeNumber = req.TradeNumber,
                userAssetUnits = userAssetUnits,
                bookIds = req.BookIds,
                tradeTypes = req.TradeTypes,
                notInTradeTypes = req.NotInTradeTypes,
                underlyingIds = req.UnderlyingIds,
                tradeDateStart = req.TradeDateStart,
                tradeDateEnd = req.TradeDateEnd,
                exerciseDateStart = req.ExerciseDateStart,
                exerciseDateEnd = req.ExerciseDateEnd,
                valueDate = valueDate,
                lastValueDate = lastValueDate,
                isBaseClient = isBaseClient,
                ParentFlag = req.ParentFlag
            };
        }

        private IQueryable<eod_position> CreateTodayQuery(InnerRequest req)
        {
            var suspensionUnderlyingIdList = DataCacheProvider.GetUnderlyingDataSource().AsQueryable()
                    .Where(t => t.UnderlyingStatus == underlying_manager.Status_Suspension).Select(t => t.id).ToList();

            var predicate = PredicateBuilder.Create<trade>(t => t.ClientId > 0
                && ConsTrade.NeedMarginTradeStatusList.Contains(t.TradeStatus)
                && (t.ValidState != "InValid" || t.ValidState == null)
                && (t.TradeType != "结构化交易" && t.IsGroup != 1 || t.IsGroup == 1 && t.TradeType == "结构化交易")
                && (t.IsGroup != 2 ||  t.TradeType != "收益互换")
                && (t.ExerciseDate >= req.valueDate || suspensionUnderlyingIdList.Contains(t.UnderlyingId)));

            if (req.clientId > 0 && req.ParentFlag)
            {
                var lists = ClientBalanceUtility.GetSubclientId(req.clientId);
                predicate = predicate.And(t => lists.Contains(t.ClientId));

            }
            else if (req.clientId > 0 && !req.ParentFlag)
            {
                predicate = predicate.And(t => t.ClientId == req.clientId);
            }

            if(!string.IsNullOrEmpty(req.tradeNumber))
            {
                predicate = predicate.And(t => t.TradeNumber.Contains(req.tradeNumber));
            }

            if (req.userAssetUnits != null)
            {
                predicate = predicate.And(t => req.userAssetUnits.Contains(t.AssetId));
            }

            if (req.bookIds != null && req.bookIds.Any())
            {
                predicate = predicate.And(t => req.bookIds.Contains(t.AssetId));
            }

            if (req.tradeTypes != null && req.tradeTypes.Any())
            {
                predicate = predicate.And(t => req.tradeTypes.Contains(t.TradeType));
            }

            if (req.notInTradeTypes != null && req.notInTradeTypes.Any())
            {
                predicate = predicate.And(t => !req.notInTradeTypes.Contains(t.TradeType));
            }

            if (req.underlyingIds != null && req.underlyingIds.Any())
            {
                predicate = predicate.And(t => req.underlyingIds.Contains(t.UnderlyingId));
            }

            if (req.tradeDateStart != null || req.tradeDateEnd != null)
            {
                if (req.tradeDateEnd == null)
                {
                    req.tradeDateEnd = DateTime.MaxValue;
                }
                if (req.tradeDateStart == null)
                {
                    req.tradeDateStart = DateTime.MinValue;
                }
                predicate = predicate.And(d => d.TradeDate >= req.tradeDateStart && d.TradeDate <= req.tradeDateEnd);
            }

            if (req.exerciseDateStart != null || req.exerciseDateEnd != null)
            {
                if (req.exerciseDateEnd == null)
                {
                    req.exerciseDateEnd = DateTime.MaxValue;
                }
                if (req.exerciseDateStart == null)
                {
                    req.exerciseDateStart = DateTime.MinValue;
                }
                predicate = predicate.And(d => d.ExerciseDate >= req.exerciseDateStart && d.ExerciseDate <= req.exerciseDateEnd);
            }

            var volType = PS.Config.Is国投 ? "开仓" : "持仓";
            var query = from t in DbContext.trade.Where(predicate)
                        join parentTrade in DbContext.trade.Where(x => x.IsGroup == 1 && x.TradeType == "收益互换") on t.ParentTradeId equals parentTrade.id into parentTrades
                        from parentTrade in parentTrades.DefaultIfEmpty()
                        join risk in DbContext.realtime_trade_risk.Where(tr => tr.ValueDate == req.valueDate && tr.VolType == volType) on t.id equals risk.TradeId into risks
                        from risk in risks.DefaultIfEmpty()
                        join position in DbContext.intraday_trade_position.Where(tp => tp.ValueDate == req.valueDate) on t.id equals position.TradeId into positions
                        from position in positions.DefaultIfEmpty()
                        join asset in DbContext.assetunit on t.AssetId equals asset.id into assets
                        from asset in assets.DefaultIfEmpty()
                        select new eod_position
                        {
                            TradeId = t.id,
                            TradeType = t.IsGroup == 1 ? t.StructureType : t.TradeType,
                            ClientId = t.ClientId,
                            TradeNumber = parentTrade == null ? t.TradeNumber : parentTrade.TradeNumber,
                            TradeDate = t.TradeDate,
                            ExerciseDate = t.ExerciseDate,
                            UnderlyingCode = t.UnderlyingCode,
                            tradeOrigin = t,
                            BasisUnderlyingCode = t.BasisUnderlyingCode,
                            BasisGap = t.BasisGap ?? 0,
                            Lots = t.Lots ?? 0,
                            ValueDate = req.valueDate,
                            TradeJson = "",
                            Pv = 0,
                            AnnualizeFactor = t.AnnualizeFactor ?? 0,
                            PrincipalRate = t.PrincipalRate ?? 0,
                            NoRiskRate = t.NoRiskRate ?? 0,
                            ParticipationRate = t.ParticipationRate ?? 0,
                            RoundedPv = 0,
                            Pnl = 0,
                            RoundedPnl = 0,
                            UnderlyingPrice = risk.UnderlyingPrice,
                            PvDouble = risk.Pv * -1,
                            RoundedPvDouble = risk.RoundedPv * -1,
                            PnlDouble = risk.PositionPnl * -1,
                            RoundedPnlDouble = risk.RoundedPositionPnl * -1,
                            Vol = risk == null ? 0 : risk.Vol,
                            Delta = risk == null ? 0 : risk.Delta,
                            Gamma = risk == null ? 0 : risk.Gamma,
                            Theta = risk == null ? 0 : risk.Theta,
                            Vega = risk == null ? 0 : risk.Vega,
                            Rho = risk == null ? 0 : risk.Rho,
                            GammaCash = risk == null ? 0 : risk.GammaCash,
                            Margin = position == null ? 0 : position.Margin,
                            PositionRelizedAmount = position == null ? 0 : position.PositionRelizedAmount * -1,
                            InstrumentType = t.UnderlyingInstrumentType,
                            IsGroup = t.IsGroup,
                            SettlementFlag = t.SettlementFlag,
                            UserGroup = asset.UserGroup
                        };
            return query;
        }

        private IQueryable<eod_position> CreateTodayChildrenQuery(InnerRequest req)
        {
            var suspensionUnderlyingIdList = DataCacheProvider.GetUnderlyingDataSource().AsQueryable()
                    .Where(t => t.UnderlyingStatus == underlying_manager.Status_Suspension).Select(t => t.id).ToList();

            var predicate = PredicateBuilder.Create<trade>(t => t.ClientId > 0
                && ConsTrade.NeedMarginTradeStatusList.Contains(t.TradeStatus)
                && (t.ValidState != "InValid" || t.ValidState == null)
                && (t.TradeType != "结构化交易" && t.IsGroup != 1 || t.IsGroup == 2)
                && (t.ExerciseDate >= req.valueDate || suspensionUnderlyingIdList.Contains(t.UnderlyingId)));

            if (req.clientId > 0 && req.ParentFlag)
            {
                var lists = ClientBalanceUtility.GetSubclientId(req.clientId);
                predicate = predicate.And(t => lists.Contains(t.ClientId));

            }
            else if (req.clientId > 0 && !req.ParentFlag)
            {
                predicate = predicate.And(t => t.ClientId == req.clientId);
            }

            if (!string.IsNullOrEmpty(req.tradeNumber))
            {
                predicate = predicate.And(t => t.TradeNumber.Contains(req.tradeNumber));
            }

            if (req.userAssetUnits != null)
            {
                predicate = predicate.And(t => req.userAssetUnits.Contains(t.AssetId));
            }

            if (req.bookIds != null && req.bookIds.Any())
            {
                predicate = predicate.And(t => req.bookIds.Contains(t.AssetId));
            }

            if (req.tradeTypes != null && req.tradeTypes.Any())
            {
                predicate = predicate.And(t => req.tradeTypes.Contains(t.StructureType) || req.tradeTypes.Contains(t.TradeType));
            }

            if (req.notInTradeTypes != null && req.notInTradeTypes.Any())
            {
                predicate = predicate.And(t => !req.notInTradeTypes.Contains(t.TradeType));
            }

            if (req.underlyingIds != null && req.underlyingIds.Any())
            {
                predicate = predicate.And(t => req.underlyingIds.Contains(t.UnderlyingId));
            }

            if (req.tradeDateStart != null || req.tradeDateEnd != null)
            {
                if (req.tradeDateEnd == null)
                {
                    req.tradeDateEnd = DateTime.MaxValue;
                }
                if (req.tradeDateStart == null)
                {
                    req.tradeDateStart = DateTime.MinValue;
                }
                predicate = predicate.And(d => d.TradeDate >= req.tradeDateStart && d.TradeDate <= req.tradeDateEnd);
            }

            if (req.exerciseDateStart != null || req.exerciseDateEnd != null)
            {
                if (req.exerciseDateEnd == null)
                {
                    req.exerciseDateEnd = DateTime.MaxValue;
                }
                if (req.exerciseDateStart == null)
                {
                    req.exerciseDateStart = DateTime.MinValue;
                }
                predicate = predicate.And(d => d.ExerciseDate >= req.exerciseDateStart && d.ExerciseDate <= req.exerciseDateEnd);
            }

            var volType = PS.Config.Is国投 ? "开仓" : "持仓";
            var query = from t in DbContext.trade.Where(predicate)
                        join parentTrade in DbContext.trade.Where(x => x.IsGroup == 1 && x.TradeType == "收益互换") on t.ParentTradeId equals parentTrade.id into parentTrades
                        from parentTrade in parentTrades.DefaultIfEmpty()
                        join risk in DbContext.realtime_trade_risk.Where(tr => tr.ValueDate == req.valueDate && tr.VolType == volType) on t.id equals risk.TradeId into risks
                        from risk in risks.DefaultIfEmpty()
                        join position in DbContext.intraday_trade_position.Where(tp => tp.ValueDate == req.valueDate) on t.id equals position.TradeId into positions
                        from position in positions.DefaultIfEmpty()
                        select new eod_position
                        {
                            TradeId = t.id,
                            TradeType = t.TradeType,
                            ClientId = t.ClientId,
                            TradeNumber = parentTrade == null ? t.TradeNumber : parentTrade.TradeNumber,
                            TradeDate = t.TradeDate,
                            ExerciseDate = t.ExerciseDate,
                            UnderlyingCode = t.UnderlyingCode,
                            tradeOrigin = t,
                            BasisUnderlyingCode = t.BasisUnderlyingCode,
                            BasisGap = t.BasisGap ?? 0,
                            Lots = t.Lots ?? 0,
                            ValueDate = req.valueDate,
                            TradeJson = "",
                            Pv = 0,
                            AnnualizeFactor = t.AnnualizeFactor ?? 0,
                            PrincipalRate = t.PrincipalRate ?? 0,
                            NoRiskRate = t.NoRiskRate ?? 0,
                            ParticipationRate = t.ParticipationRate ?? 0,
                            RoundedPv = 0,
                            Pnl = 0,
                            RoundedPnl = 0,
                            UnderlyingPrice = risk.UnderlyingPrice,
                            PvDouble = risk.Pv * -1,
                            RoundedPvDouble = risk.RoundedPv * -1,
                            PnlDouble = risk.PositionPnl * -1,
                            RoundedPnlDouble = risk.RoundedPositionPnl * -1,
                            Vol = risk == null ? 0 : risk.Vol,
                            Delta = risk == null ? 0 : risk.Delta,
                            Gamma = risk == null ? 0 : risk.Gamma,
                            Theta = risk == null ? 0 : risk.Theta,
                            Vega = risk == null ? 0 : risk.Vega,
                            Rho = risk == null ? 0 : risk.Rho,
                            GammaCash = risk == null ? 0 : risk.GammaCash,
                            Margin = position == null ? 0 : position.Margin,
                            PositionRelizedAmount = position == null ? 0 : position.PositionRelizedAmount * -1,
                            InstrumentType = t.UnderlyingInstrumentType,
                            IsGroup = t.IsGroup,
                            SettlementFlag = t.SettlementFlag,
                        };
            return query;
        }

        private IQueryable<eod_position> CreateEodQuery(InnerRequest req)
        {
            var eodTradeQuery = DbContext.eod_trade.Where(et =>
                ConsTrade.NeedMarginTradeStatusList.Contains(et.TradeStatus) && et.ValueDate == req.lastValueDate&&et.TradeType!="收益互换");

            if (req.clientId > 0 && req.ParentFlag)
            {
                var lists = ClientBalanceUtility.GetSubclientId(req.clientId);
                eodTradeQuery = eodTradeQuery.Where(t => lists.Contains(t.ClientId));
            }
            else if (req.clientId > 0 && !req.ParentFlag)
            {
                eodTradeQuery = eodTradeQuery.Where(n => n.ClientId == req.clientId);
            }

            if(!string.IsNullOrEmpty(req.tradeNumber))
            {
                eodTradeQuery = eodTradeQuery.Where(n => n.TradeNumber.Contains(req.tradeNumber));
            }

            if (req.userAssetUnits != null)
            {
                eodTradeQuery = eodTradeQuery.Where(t => req.userAssetUnits.Contains(t.AssetId));
            }

            if (req.bookIds != null && req.bookIds.Any())
            {
                eodTradeQuery = eodTradeQuery.Where(t => req.bookIds.Contains(t.AssetId));
            }

            if (req.tradeTypes != null && req.tradeTypes.Any())
            {
                eodTradeQuery = eodTradeQuery.Where(t => req.tradeTypes.Contains(t.TradeType));
            }

            if (req.notInTradeTypes != null && req.notInTradeTypes.Any())
            {
                eodTradeQuery = eodTradeQuery.Where(t => !req.notInTradeTypes.Contains(t.TradeType));
            }

            if (req.underlyingIds != null && req.underlyingIds.Any())
            {
                eodTradeQuery = eodTradeQuery.Where(t => req.underlyingIds.Contains(t.UnderlyingId));
            }

            if (req.tradeDateStart != null || req.tradeDateEnd != null)
            {
                if (req.tradeDateEnd == null)
                {
                    req.tradeDateEnd = DateTime.MaxValue;
                }
                if (req.tradeDateStart == null)
                {
                    req.tradeDateStart = DateTime.MinValue;
                }

                var tradeIds = eodTradeQuery.ToList().Where(d => d.trade.TradeDate >= req.tradeDateStart && d.trade.TradeDate <= req.tradeDateEnd).Select(x => x.TradeId).ToArray();

                eodTradeQuery = eodTradeQuery.Where(d => tradeIds.Contains(d.TradeId));
            }

            if (req.exerciseDateStart != null || req.exerciseDateEnd != null)
            {
                if (req.exerciseDateEnd == null)
                {
                    req.exerciseDateEnd = DateTime.MaxValue;
                }
                if (req.exerciseDateStart == null)
                {
                    req.exerciseDateStart = DateTime.MinValue;
                }

                var tradeIds = eodTradeQuery.ToList().Where(d => d.trade.ExerciseDate >= req.exerciseDateStart && d.trade.ExerciseDate <= req.exerciseDateEnd).Select(x => x.TradeId).ToArray();

                eodTradeQuery = eodTradeQuery.Where(d => tradeIds.Contains(d.TradeId));
            }

            IQueryable<eod_position> GetQuery<TPosition, TRisk>()
                where TPosition : EodTradePosition where TRisk : EodTradeRisk
            {
                var posQuery = DbContext.Set<TPosition>().Where(t => t.ValueDate == req.lastValueDate && t.TradeId > 0);

                var tradeOriginQuery = from x in DbContext.trade
                                       where (x.TradeType != "结构化交易" && x.IsGroup != 1 || x.IsGroup == 1 && x.TradeType == "结构化交易")
                                       && (x.IsGroup != 2)
                                       && x.ValidState != ConsGlobal.InValid
                                       select x;

                return from trade in eodTradeQuery
                       join tradeOrigin in tradeOriginQuery on trade.TradeId equals tradeOrigin.id
                       join parentTrade in DbContext.trade.Where(x => x.IsGroup == 1 && x.TradeType == "收益互换") on trade.ParentTradeId equals parentTrade.id into parentTrades
                       from parentTrade in parentTrades.DefaultIfEmpty()
                       join epos in posQuery on new { valueDate = trade.ValueDate, id = trade.TradeId } equals new { valueDate = epos.ValueDate, id = epos.TradeId } into positions
                       from epos in positions.DefaultIfEmpty()
                       join erisk in DbContext.Set<TRisk>() on new { valueDate = trade.ValueDate, id = trade.TradeId } equals new { valueDate = erisk.ValueDate, id = erisk.TradeId } into t_erisk
                       from erisk in t_erisk.DefaultIfEmpty()
                       join asset in DbContext.assetunit on trade.AssetId equals asset.id into assets
                       from asset in assets.DefaultIfEmpty()
                       select new eod_position
                       {
                           TradeId = tradeOrigin.id,
                           TradeType = tradeOrigin.IsGroup == 1 ? tradeOrigin.StructureType : tradeOrigin.TradeType,
                           ClientId = tradeOrigin.ClientId,
                           TradeNumber = parentTrade == null ? tradeOrigin.TradeNumber : parentTrade.TradeNumber,
                           TradeDate = tradeOrigin.TradeDate,
                           ExerciseDate = tradeOrigin.ExerciseDate,
                           PrincipalRate = tradeOrigin.PrincipalRate ?? 0,
                           BasisUnderlyingCode = tradeOrigin.BasisUnderlyingCode,
                           BasisGap = tradeOrigin.BasisGap ?? 0,
                           Lots = tradeOrigin.Lots ?? 0,
                           ParticipationRate = tradeOrigin.ParticipationRate ?? 0,
                           NoRiskRate = tradeOrigin.NoRiskRate ?? 0,
                           UnderlyingCode = trade.UnderlyingCode,
                           UnderlyingPrice = null,
                           Pv = epos == null ? 0 : epos.Pv * -1,
                           RoundedPv = epos == null ? 0 : epos.RoundedPv * -1,
                           Pnl = epos == null ? 0 : epos.PositionPnL * -1,
                           RoundedPnl = epos == null ? 0 : epos.RoundedPositionPnL * -1,
                           ValueDate = req.lastValueDate,
                           TradeJson = trade.TradeJson,
                           PvDouble = 0,
                           PnlDouble = 0,
                           Vol = erisk == null ? 0 : erisk.Vol,
                           Delta = erisk == null ? 0 : (double)erisk.Delta,
                           Gamma = erisk == null ? 0 : (double)erisk.Gamma,
                           Theta = erisk == null ? 0 : (double)erisk.Theta,
                           Vega = erisk == null ? 0 : (double)erisk.Vega,
                           Rho = erisk == null ? 0 : (double)erisk.Rho,
                           GammaCash = erisk == null ? 0 : (double)erisk.GammaCash,
                           Margin = epos == null ? 0 : epos.Margin,
                           PositionRelizedAmount = epos == null ? 0 : epos.PositionRelizedAmount * -1,
                           InstrumentType = tradeOrigin.UnderlyingInstrumentType,
                           IsGroup = tradeOrigin.IsGroup,
                           SettlementType = tradeOrigin.SettlementType,
                           SettlementFlag = tradeOrigin.SettlementFlag,
                           UserGroup = asset.UserGroup
                       };
            }


            if (PS.Config.Is伴兴)
            {
                return GetQuery<eod_trade_position_extend, eod_trade_risk_extend>();
            }
            else if (PS.Config.Is国投)
            {
                return GetQuery<eod_trade_position_openvol, eod_trade_risk_openvol>();
            }
            else if (PS.Config.Is广发商贸)
            {
                return GetQuery<eod_trade_position_hedgevol, eod_trade_risk_hedgevol>();
            }

            return GetQuery<eod_trade_position, eod_trade_risk>();
        }

        private IQueryable<eod_position> CreateEodChildrenQuery(InnerRequest req)
        {
            var eodTradeQuery = DbContext.eod_trade.Where(et =>
                ConsTrade.NeedMarginTradeStatusList.Contains(et.TradeStatus) && et.ValueDate == req.lastValueDate);

            if (req.clientId > 0 && req.ParentFlag)
            {
                var lists = ClientBalanceUtility.GetSubclientId(req.clientId);
                eodTradeQuery = eodTradeQuery.Where(t => lists.Contains(t.ClientId));
            }
            else if (req.clientId > 0 && !req.ParentFlag)
            {
                eodTradeQuery = eodTradeQuery.Where(n => n.ClientId == req.clientId);
            }

            if (!string.IsNullOrEmpty(req.tradeNumber))
            {
                eodTradeQuery = eodTradeQuery.Where(n => n.TradeNumber.Contains(req.tradeNumber));
            }

            if (req.userAssetUnits != null)
            {
                eodTradeQuery = eodTradeQuery.Where(t => req.userAssetUnits.Contains(t.AssetId));
            }

            if (req.bookIds != null && req.bookIds.Any())
            {
                eodTradeQuery = eodTradeQuery.Where(t => req.bookIds.Contains(t.AssetId));
            }

            if (req.tradeTypes != null && req.tradeTypes.Any())
            {
                var tradeIds = eodTradeQuery.ToList().Where(t => req.tradeTypes.Contains(t.trade.StructureType) || req.tradeTypes.Contains(t.TradeType)).Select(x => x.TradeId).ToArray();
                eodTradeQuery = eodTradeQuery.Where(d => tradeIds.Contains(d.TradeId));
            }

            if (req.notInTradeTypes != null && req.notInTradeTypes.Any())
            {
                eodTradeQuery = eodTradeQuery.Where(t => !req.notInTradeTypes.Contains(t.TradeType));
            }

            if (req.underlyingIds != null && req.underlyingIds.Any())
            {
                eodTradeQuery = eodTradeQuery.Where(t => req.underlyingIds.Contains(t.UnderlyingId));
            }

            if (req.tradeDateStart != null || req.tradeDateEnd != null)
            {
                if (req.tradeDateEnd == null)
                {
                    req.tradeDateEnd = DateTime.MaxValue;
                }
                if (req.tradeDateStart == null)
                {
                    req.tradeDateStart = DateTime.MinValue;
                }

                var tradeIds = eodTradeQuery.ToList().Where(d => d.trade.TradeDate >= req.tradeDateStart && d.trade.TradeDate <= req.tradeDateEnd).Select(x => x.TradeId).ToArray();

                eodTradeQuery = eodTradeQuery.Where(d => tradeIds.Contains(d.TradeId));
            }

            if (req.exerciseDateStart != null || req.exerciseDateEnd != null)
            {
                if (req.exerciseDateEnd == null)
                {
                    req.exerciseDateEnd = DateTime.MaxValue;
                }
                if (req.exerciseDateStart == null)
                {
                    req.exerciseDateStart = DateTime.MinValue;
                }

                var tradeIds = eodTradeQuery.ToList().Where(d => d.trade.ExerciseDate >= req.exerciseDateStart && d.trade.ExerciseDate <= req.exerciseDateEnd).Select(x => x.TradeId).ToArray();

                eodTradeQuery = eodTradeQuery.Where(d => tradeIds.Contains(d.TradeId));
            }

            IQueryable<eod_position> GetQuery<TPosition, TRisk>()
                where TPosition : EodTradePosition where TRisk : EodTradeRisk
            {
                var posQuery = DbContext.Set<TPosition>().Where(t => t.ValueDate == req.lastValueDate && t.TradeId > 0);

                var tradeOriginQuery = from x in DbContext.trade
                                       where (x.TradeType != "结构化交易" && x.IsGroup != 1 || x.IsGroup == 2)
                                       && x.ValidState != ConsGlobal.InValid
                                       select x;

                return from trade in eodTradeQuery
                       join tradeOrigin in tradeOriginQuery on trade.TradeId equals tradeOrigin.id
                       join epos in posQuery on new { valueDate = trade.ValueDate, id = trade.TradeId } equals new { valueDate = epos.ValueDate, id = epos.TradeId } into positions
                       from epos in positions.DefaultIfEmpty()
                       join erisk in DbContext.Set<TRisk>() on new { valueDate = trade.ValueDate, id = trade.TradeId } equals new { valueDate = erisk.ValueDate, id = erisk.TradeId } into t_erisk
                       from erisk in t_erisk.DefaultIfEmpty()
                       select new eod_position
                       {
                           TradeId = tradeOrigin.id,
                           TradeType = tradeOrigin.TradeType,
                           ClientId = tradeOrigin.ClientId,
                           TradeNumber = tradeOrigin.TradeNumber,
                           TradeDate = tradeOrigin.TradeDate,
                           ExerciseDate = tradeOrigin.ExerciseDate,
                           PrincipalRate = tradeOrigin.PrincipalRate ?? 0,
                           BasisUnderlyingCode = tradeOrigin.BasisUnderlyingCode,
                           BasisGap = tradeOrigin.BasisGap ?? 0,
                           Lots = tradeOrigin.Lots ?? 0,
                           ParticipationRate = tradeOrigin.ParticipationRate ?? 0,
                           NoRiskRate = tradeOrigin.NoRiskRate ?? 0,
                           UnderlyingCode = trade.UnderlyingCode,
                           UnderlyingPrice = null,
                           Pv = epos == null ? 0 : epos.Pv * -1,
                           RoundedPv = epos == null ? 0 : epos.RoundedPv * -1,
                           Pnl = epos == null ? 0 : epos.PositionPnL * -1,
                           RoundedPnl = epos == null ? 0 : epos.RoundedPositionPnL * -1,
                           ValueDate = req.lastValueDate,
                           TradeJson = trade.TradeJson,
                           PvDouble = 0,
                           PnlDouble = 0,
                           Vol = erisk == null ? 0 : erisk.Vol,
                           Delta = erisk == null ? 0 : (double)erisk.Delta,
                           Gamma = erisk == null ? 0 : (double)erisk.Gamma,
                           Theta = erisk == null ? 0 : (double)erisk.Theta,
                           Vega = erisk == null ? 0 : (double)erisk.Vega,
                           Rho = erisk == null ? 0 : (double)erisk.Rho,
                           GammaCash = erisk == null ? 0 : (double)erisk.GammaCash,
                           Margin = epos == null ? 0 : epos.Margin,
                           PositionRelizedAmount = epos == null ? 0 : epos.PositionRelizedAmount * -1,
                           InstrumentType = tradeOrigin.UnderlyingInstrumentType,
                           IsGroup = tradeOrigin.IsGroup,
                           SettlementType = tradeOrigin.SettlementType,
                           SettlementFlag = tradeOrigin.SettlementFlag
                       };
            }


            if (PS.Config.Is伴兴)
            {
                return GetQuery<eod_trade_position_extend, eod_trade_risk_extend>();
            }
            else if (PS.Config.Is国投)
            {
                return GetQuery<eod_trade_position_openvol, eod_trade_risk_openvol>();
            }
            else if (PS.Config.Is广发商贸)
            {
                return GetQuery<eod_trade_position_hedgevol, eod_trade_risk_hedgevol>();
            }

            return GetQuery<eod_trade_position, eod_trade_risk>();
        }

        class InnerRequest
        {
            public int clientId { get; set; }

            public string tradeNumber { get; set; }

            public IEnumerable<string> tradeTypes { get; set; }

            public IEnumerable<string> notInTradeTypes { get; set; }

            public IEnumerable<int> userAssetUnits { get; set; }

            public IEnumerable<int> bookIds { get; set; }

            public IEnumerable<int> underlyingIds { get; set; }

            public DateTime? tradeDateStart { get; set; }

            public DateTime? tradeDateEnd { get; set; }

            public DateTime? exerciseDateStart { get; set; }

            public DateTime? exerciseDateEnd { get; set; }

            public DateTime valueDate { get; set; }

            public DateTime lastValueDate { get; set; }

            public bool isBaseClient { get; set; }

            public bool isTodayQuery => valueDate > lastValueDate;

            public bool ParentFlag { get; set; }
        }

        #endregion
    }
}