using Microsoft.AspNetCore.Authorization;
using YLErp.BLL.Eod;
using YLErp.Cache;
using YLErp.Enums;
using YLErp.Model.HengTaiModel;
using YLErp.Modules.ApiModule;
using YLErp.Modules.CalculationModule;
using YLErp.Modules.ClientModule;
using YLErp.Modules.ExchangeOptionTradeModule;
using YLErp.Modules.MarketRiskMoudule;
using YLErp.Modules.RiskExposure;
using YLErp.Modules.RiskListModule;
using YLErp.Modules.RiskModule;
using YLErp.Modules.ToolsModule;
using YLErp.Modules.TradeDalModule;
using YLErp.Modules.TradeModule;

namespace YLErp.Web.Controllers
{
    public class riskController : BaseController
    {

        private IYLCache _yLCache;
        public riskController(IYLCache yLCache)
        {
            _yLCache = yLCache;
        }

        [MyAuthorize("风险控制-市场风险")]
        public ActionResult RiskExposureReport()
        {
            ViewBag.lastDate_eod = EodOperationBase.GetLastSettlementDate(valuedateBLL.ValueDate);
            ViewBag.lastDate_settle = EodOperationBase.GetLastSettlementDate_Settle();
            var tradeTypes = ConsTrade.AllTradeTypes.Except(ConsTrade.TradeTypesForHedge).Select(O => O == "现金流交易" ? "结构化交易" : O).ToList();
            //tradeTypes.AddRange(new TradeDalService(CurUser).GetTradeStructureType(DateTime.Today.AddYears(-1), tradeTypes));
            ViewBag.tradeTypes = tradeTypes.Select(O => O == "结构化交易" ? "自由组合" : O);
            return View();
        }

        [MyAuthorize("风险控制-市场风险")]
        public JsonResult RiskExposureReportQuery(RiskRequestModel req, bool usePositionVol = false)
        {
            if (req.TradeTypes != null && req.TradeTypes.Any())
            {
                req.TradeTypes = req.TradeTypes.Select(O => O == "自由组合" ? "结构化交易" : O);
            }
            req.BookIds = AssetUnitModel.IntersectAssetUnits(req.AssetIdGroupList, req.BookIds).ToList();
            req.UserAssets = CurUser.GetAssetUnitIds();
            req.UserClients = CurUser.GetClientIdsByCurUser(CurUser.交易管理_查看所有交易);

            req.CurUserTradeIds = CurUser.GetTradeIdsByCurUser();
            RiskExposureReportModel result;

            var useOldMaskRiskService = Environment.GetEnvironmentVariable("AppSettings:UseOldMaskRiskService");

            if (!string.IsNullOrEmpty(useOldMaskRiskService) && "true".Equals(useOldMaskRiskService))
            {
                if (usePositionVol || PS.Config.ErpElement.UseOldEodPnLExplainer)
                {
                    if (req.EodSettlePriceMode == "结算价")
                    {
                        if (req.DividendRateType == "采集")
                        {
                            result = new RiskExposureReportService<eod_trade_position_extend_s>(CurUser).SearchRiskExposureReportsV2<eod_trade_risk_extend_s, eod_pnl_extend_s>(req);
                        }
                        else
                        {
                            result = new RiskExposureReportService<eod_trade_position_s>(CurUser).SearchRiskExposureReportsV2<eod_trade_risk_s, eod_pnl_s>(req);
                        }

                    }
                    else
                    {
                        if (req.DividendRateType == "采集")
                        {
                            result = new RiskExposureReportService<eod_trade_position_extend>(CurUser).SearchRiskExposureReportsV2<eod_trade_risk_extend, eod_pnl_extend>(req);
                        }
                        else
                        {
                            result = new RiskExposureReportService<eod_trade_position>(CurUser).SearchRiskExposureReportsV2<eod_trade_risk, eod_pnl>(req);
                        }
                    }
                }
                else
                {
                    if (req.EodSettlePriceMode == "结算价")
                    {
                        result = new RiskExposureReportService<eod_trade_position_hedgevol_s>(CurUser).SearchRiskExposureReportsV2<eod_trade_risk_hedgevol_s, eod_pnl_hedgevol_s>(req);
                    }
                    else
                    {
                        result = new RiskExposureReportService<eod_trade_position_hedgevol>(CurUser).SearchRiskExposureReportsV2<eod_trade_risk_hedgevol, eod_pnl_hedgevol>(req);
                    }
                }
            }
            else
            {
                if (usePositionVol || PS.Config.ErpElement.UseOldEodPnLExplainer)
                {
                    if (req.EodSettlePriceMode == "结算价")
                    {
                        if (req.DividendRateType == "采集")
                        {
                            result = new MarketRiskService<eod_trade_position_extend_s>(CurUser).SearchMarketRiskData<eod_trade_risk_extend_s, eod_pnl_extend_s>(req);
                        }
                        else
                        {
                            result = new MarketRiskService<eod_trade_position_s>(CurUser).SearchMarketRiskData<eod_trade_risk_s, eod_pnl_s>(req);
                        }

                    }
                    else
                    {
                        if (req.DividendRateType == "采集")
                        {
                            result = new MarketRiskService<eod_trade_position_extend>(CurUser).SearchMarketRiskData<eod_trade_risk_extend, eod_pnl_extend>(req);
                        }
                        else
                        {
                            result = new MarketRiskService<eod_trade_position>(CurUser).SearchMarketRiskData<eod_trade_risk, eod_pnl>(req);
                        }
                    }
                }
                else
                {
                    if (req.EodSettlePriceMode == "结算价")
                    {
                        result = new MarketRiskService<eod_trade_position_hedgevol_s>(CurUser).SearchMarketRiskData<eod_trade_risk_hedgevol_s, eod_pnl_hedgevol_s>(req);
                    }
                    else
                    {
                        result = new MarketRiskService<eod_trade_position_hedgevol>(CurUser).SearchMarketRiskData<eod_trade_risk_hedgevol, eod_pnl_hedgevol>(req);
                    }
                }
            }





            return JsonSuccess("", result);
        }

        [MyAuthorize("风险控制-市场风险")]
        public ActionResult ExportRiskExposureReport(RiskRequestModel req)
        {
            if (req.TradeTypes != null && req.TradeTypes.Any())
            {
                req.TradeTypes = req.TradeTypes.Select(O => O == "自由组合" ? "结构化交易" : O);
            }
            req.BookIds = AssetUnitModel.IntersectAssetUnits(req.AssetIdGroupList, req.BookIds).ToList();
            req.UserAssets = CurUser.GetAssetUnitIds();
            req.UserClients = CurUser.GetClientIdsByCurUser(CurUser.交易管理_查看所有交易);
            byte[] result;

            if (PS.Config.ErpElement.UseOldEodPnLExplainer)
            {
                if (req?.EodSettlePriceMode == "结算价")
                {
                    result = new RiskExposureReportService<eod_trade_position_s>(CurUser).ExportReport<eod_trade_risk_s, eod_pnl_s>(req);
                }
                else
                {
                    result = new RiskExposureReportService<eod_trade_position>(CurUser).ExportReport<eod_trade_risk, eod_pnl>(req);
                }
            }
            else
            {
                if (req?.EodSettlePriceMode == "结算价")
                {
                    result = new RiskExposureReportService<eod_trade_position_hedgevol_s>(CurUser).ExportReport<eod_trade_risk_hedgevol_s, eod_pnl_hedgevol_s>(req);
                }
                else
                {
                    result = new RiskExposureReportService<eod_trade_position_hedgevol>(CurUser).ExportReport<eod_trade_risk_hedgevol, eod_pnl_hedgevol>(req);
                }
            }

            string fileDownloadName;
            if (req.ValueDateStart == null || req.ValueDateStart == req.ValueDateEnd)
            {
                fileDownloadName = $"市场风险_{req.ValueDateEnd:yyyyMMdd}.xlsx";
            }
            else
            {
                fileDownloadName = $"市场风险_{req.ValueDateStart:yyyyMMdd}_{req.ValueDateEnd:yyyyMMdd}.xlsx";
            }

            return File(result, xlsxMimeType, fileDownloadName);
        }

        [MyAuthorize("风险控制-风控列表")]
        public ActionResult RiskControlList()
        {
            var dailySummary = new RiskLimitDailySummary();
            ViewBag.RiskLimitDailySummary = dailySummary;
            ViewBag.ValueDate = new DateTime();
            return View();
        }

        public ActionResult RiskDailyReport(DateTime? valueDate)
        {
            var dailySummary = new RiskLimitDailySummary();
            var exchangeService = new EodExchangeOptionPriceService(CurUser);
            var riskCalcService = new EodExchangeOptionRiskCalcService(CurUser);
            var optionDeltaCash_Base = new Dictionary<string, double>();
            var exchangeDeltaCash_Base = new Dictionary<string, double>();
            var optionDeltaCash_Auxiliary = new Dictionary<string, double>();
            var exchangeDeltaCash_Auxiliary = new Dictionary<string, double>();
            var futureDeltaCash = new Dictionary<string, double>();

            RiskDailyReportService service = null;
            ViewBag.ErrorMessage = string.Empty;
            try
            {
                if (!valueDate.HasValue)
                {
                    //当前估值日期
                    valueDate = valuedateBLL.ValueDate;
                }
                //var logHelper = LogFactory.GetLogger("RiskController");

                service = new RiskDailyReportService(CurUser, valueDate.Value);
                var reportLimit = new RiskLimitBLL().GetRiskDailyReportLimit();
                var currentExchangeList = service.GetExchangePositionList(service.CurrentEndDate);
                var yestDayExchangeList = service.GetExchangePositionList(service.CurrentLastDate);
                var lastExchangeList = service.GetExchangePositionList(service.LastYearEndDate);
                var currentExchangeBase = currentExchangeList.Sum(O => O.Key.TradeAmount * ((O.Value?.ClosePrice ?? 0) - O.Key.TradeSinglePrice));
                var currentExchangeAuxiliary = currentExchangeList.Sum(O => O.Key.TradeAmount * ((O.Value?.SettlePrice ?? 0) - O.Key.TradeSinglePrice));
                var yestDayExchangeBase = yestDayExchangeList.Sum(O => O.Key.TradeAmount * ((O.Value?.ClosePrice ?? 0) - O.Key.TradeSinglePrice));
                var yestDayExchangeAuxiliary = yestDayExchangeList.Sum(O => O.Key.TradeAmount * ((O.Value?.SettlePrice ?? 0) - O.Key.TradeSinglePrice));
                var lastExchangeBase = lastExchangeList.Sum(O => O.Key.TradeAmount * ((O.Value?.ClosePrice ?? 0) - O.Key.TradeSinglePrice));
                var lastExchangeAuxiliary = lastExchangeList.Sum(O => O.Key.TradeAmount * ((O.Value?.SettlePrice ?? 0) - O.Key.TradeSinglePrice));

                futureDeltaCash = service.GetFutureDeltaCash<eod_trade_position>(service.CurrentEndDate);

                var hedgePnl = riskCalcService.CalculateEodRisk<eod_trade_position_hedgevol>(service.CurrentEndDate, "对冲", TradeCalcHelper.UseClosePrice());

                var underlyingId =
                    (from pnl in hedgePnl
                     join underlying in yldb.underlying_manager
                     on pnl.UnderlyingId equals underlying.id
                     select new { underlying.CommodityCode, pnl })
                     .GroupBy(O => O.CommodityCode)
                     .ToDictionary(K => K.Key, V => V.Select(O => O.pnl).ToList());

                exchangeDeltaCash_Base = underlyingId.ToDictionary(K => K.Key, V => V.Value.Sum(O => O.DeltaCash));

                var deltaCash_Exchange_Base = underlyingId.Values.Select(O => O.Sum(B => B.DeltaCash)).Sum(O => Math.Abs(O));
                var gammaCash_Exchange_Base = underlyingId.Values.Select(O => O.Sum(B => B.GammaCash * 0.5 * 0.01)).Sum(O => O);

                var extendpnl = riskCalcService.CalculateEodRisk<eod_trade_position_extend>(service.CurrentEndDate, "光证", TradeCalcHelper.UseClosePrice());
                underlyingId =
                    (from pnl in extendpnl
                     join underlying in yldb.underlying_manager
                     on pnl.UnderlyingId equals underlying.id
                     select new { underlying.CommodityCode, pnl })
                     .GroupBy(O => O.CommodityCode)
                     .ToDictionary(K => K.Key, V => V.Select(O => O.pnl).ToList());

                exchangeDeltaCash_Auxiliary = underlyingId.ToDictionary(K => K.Key, V => V.Value.Sum(O => O.DeltaCash));
                var deltaCash_Exchange_VarietyVol = underlyingId.Values.Select(O => O.Sum(B => B.DeltaCash)).Sum(O => Math.Abs(O));
                var gammaCash_Exchange_VarietyVol = underlyingId.Values.Select(O => O.Sum(B => B.GammaCash * 0.5 * 0.01)).Sum(O => O);
                var currentAccruedTotalPnL = service.GetOptionPositionAccruedTotalPnL<eod_trade_position>(service.CurrentEndDate);
                var currentAccruedTotalPnL_Variety = service.GetOptionPositionAccruedTotalPnL<eod_trade_position_extend>(service.CurrentEndDate);

                #region 光子波动率

                var dailyOptionEndPnl = service.GetOptionEndPnl(service.CurrentEndDate, service.CurrentEndDate);
                optionDeltaCash_Base = service.GetOptionDeltaCash<eod_trade_risk_hedgevol, eod_trade_position_hedgevol>(service.CurrentEndDate);
                var deltaCash = optionDeltaCash_Base.Values.Sum(O => Math.Abs(O));
                var gammaCash = service.GetOptionGammaCash<eod_trade_risk_hedgevol, eod_trade_position_hedgevol>(service.CurrentEndDate);
                var deltaCashPercentValue = reportLimit.DeltaCashPercent.LimitValueType == 1 ? (deltaCash * (double)reportLimit.DeltaCashPercent.LimitValue) : (double)reportLimit.DeltaCashPercent.LimitValue;
                var gammaCashPercentValue = reportLimit.GammaCashPercent.LimitValueType == 1 ? (gammaCash * (double)reportLimit.GammaCashPercent.LimitValue) : (double)reportLimit.DeltaCashPercent.LimitValue;
                var yearOptionEndPnl = service.GetOptionEndPnl(service.CurrentStartDate, service.CurrentEndDate);
                var currentOptionPositionList = service.GetOptionPositionList<eod_trade_position>(service.CurrentEndDate);

                #endregion

                #region 光证波动率

                var dailyFutureList_VarietyVol = service.GetFutureList<eod_trade_position_extend>(service.CurrentEndDate);
                Dictionary<string, double> futurePriceList_VarietyVol = null;
                if (dailyFutureList_VarietyVol.Count > 0)
                {
                    var codeList = dailyFutureList_VarietyVol.Where(O => O.UnderlyingCode != null).Select(O => O.UnderlyingCode).ToList();
                    futurePriceList_VarietyVol = new EodCommodityFuturePriceService(CurUser).GetPriceDiff(codeList, service.CurrentEndDate, service.CurrentLastDate);
                }
                optionDeltaCash_Auxiliary = service.GetOptionDeltaCash<eod_trade_risk_extend, eod_trade_position_extend>(service.CurrentEndDate);
                var deltaCash_VarietyVol = optionDeltaCash_Auxiliary.Values.Sum(O => Math.Abs(O));
                var gammaCash_VarietyVol = service.GetOptionGammaCash<eod_trade_risk_extend, eod_trade_position_extend>(service.CurrentEndDate);
                var yearFutureTotlePnl_VarietyVol = service.GetYearFutureTotlePnl<eod_trade_position_extend>(service.CurrentStartDate, service.CurrentEndDate, service.LastYearEndDate);
                var yearFuturePositionPnl_VarietyVol = service.GetYearFuturePositionPnl<eod_trade_position_extend>(service.CurrentEndDate);
                var currentOptionPositionList_VarietyVol = service.GetOptionPositionList<eod_trade_position_extend>(service.CurrentEndDate);

                #endregion

                dailySummary.YearPnl.LimitValue = (double)reportLimit.YearPnlLimit.LimitValue;
                dailySummary.DailyPnl.LimitValue = (double)reportLimit.DailyPnlLimit.LimitValue;
                dailySummary.DeltaCashLimit.LimitValue =
                    deltaCashPercentValue > (double)reportLimit.DeltaPnlLimit.LimitValue
                    ? deltaCashPercentValue : (double)reportLimit.DeltaPnlLimit.LimitValue;
                dailySummary.GammaCashLimit.LimitValue =
                    gammaCashPercentValue > (double)reportLimit.GammaPnlLimit.LimitValue
                    ? gammaCashPercentValue : (double)reportLimit.GammaPnlLimit.LimitValue;
                dailySummary.HoldingDeposit = service.CurrMargin;
                dailySummary.Amount = service.CurrFund;
                dailySummary.Risk = service.CurrMargin / service.CurrFund;
                dailySummary.OptionStockEqvNotional = service.GetTradePrice(service.CurrentEndDate);
                dailySummary.PositionValue.Option.BaseValue = (double)currentOptionPositionList.Sum(O => O.Pv);
                dailySummary.PositionValue.Option.AuxiliaryValue = (double)currentOptionPositionList_VarietyVol.Sum(O => O.Pv);
                dailySummary.PositionValue.Exchange.BaseValue = currentExchangeList.Sum(O => O.Key.TradeAmount * ((O.Value?.ClosePrice) ?? 0));
                dailySummary.PositionValue.Exchange.AuxiliaryValue = currentExchangeList.Sum(O => O.Key.TradeAmount * (O.Value?.SettlePrice) ?? 0);

                dailySummary.DailyPnl.Option.OptionEndPnl = dailyOptionEndPnl;
                dailySummary.DailyPnl.Option.ExchangeEndPnl = exchangeService.GetEndPnl(service.CurrentEndDate);
                dailySummary.DailyPnl.Option.Position.Option.BaseValue = currentAccruedTotalPnL - service.GetOptionPositionAccruedTotalPnL<eod_trade_position>(service.CurrentLastDate);
                dailySummary.DailyPnl.Option.Position.Option.AuxiliaryValue = currentAccruedTotalPnL_Variety - service.GetOptionPositionAccruedTotalPnL<eod_trade_position_extend>(service.CurrentLastDate);
                dailySummary.DailyPnl.Option.Position.Exchange.BaseValue = currentExchangeBase - yestDayExchangeBase;
                dailySummary.DailyPnl.Option.Position.Exchange.AuxiliaryValue = currentExchangeAuxiliary - yestDayExchangeAuxiliary;
                dailySummary.DailyPnl.Option.Total.Option.BaseValue = dailySummary.DailyPnl.Option.Position.Option.BaseValue + dailySummary.DailyPnl.Option.OptionEndPnl;
                dailySummary.DailyPnl.Option.Total.Option.AuxiliaryValue = dailySummary.DailyPnl.Option.Position.Option.AuxiliaryValue + dailySummary.DailyPnl.Option.OptionEndPnl;
                dailySummary.DailyPnl.Option.Total.Exchange.BaseValue = dailySummary.DailyPnl.Option.Position.Exchange.BaseValue + dailySummary.DailyPnl.Option.ExchangeEndPnl;
                dailySummary.DailyPnl.Option.Total.Exchange.AuxiliaryValue = dailySummary.DailyPnl.Option.Position.Exchange.AuxiliaryValue + dailySummary.DailyPnl.Option.ExchangeEndPnl;

                dailySummary.DailyPnl.Future.EndPnl = dailySummary.DailyPnl.Future.TotalPnl - dailySummary.DailyPnl.Future.Pnl;
                dailySummary.DailyPnl.SetSummary();

                dailySummary.YearPnl.Option.OptionEndPnl = yearOptionEndPnl;
                dailySummary.YearPnl.Option.ExchangeEndPnl = exchangeService.GetEndPnl(service.CurrentEndDate, service.CurrentStartDate);
                dailySummary.YearPnl.Option.Position.Option.BaseValue = currentAccruedTotalPnL - service.GetOptionPositionAccruedTotalPnL<eod_trade_position>(service.LastYearEndDate);
                dailySummary.YearPnl.Option.Position.Option.AuxiliaryValue = currentAccruedTotalPnL_Variety - service.GetOptionPositionAccruedTotalPnL<eod_trade_position_extend>(service.LastYearEndDate);
                dailySummary.YearPnl.Option.Position.Exchange.BaseValue = currentExchangeBase - lastExchangeBase;
                dailySummary.YearPnl.Option.Position.Exchange.AuxiliaryValue = currentExchangeAuxiliary - lastExchangeAuxiliary;
                dailySummary.YearPnl.Option.Total.Option.BaseValue = dailySummary.YearPnl.Option.Position.Option.BaseValue + dailySummary.YearPnl.Option.OptionEndPnl;
                dailySummary.YearPnl.Option.Total.Option.AuxiliaryValue = dailySummary.YearPnl.Option.Position.Option.AuxiliaryValue + dailySummary.YearPnl.Option.OptionEndPnl;
                dailySummary.YearPnl.Option.Total.Exchange.BaseValue = dailySummary.YearPnl.Option.Position.Exchange.BaseValue + dailySummary.YearPnl.Option.ExchangeEndPnl;
                dailySummary.YearPnl.Option.Total.Exchange.AuxiliaryValue = dailySummary.YearPnl.Option.Position.Exchange.AuxiliaryValue + dailySummary.YearPnl.Option.ExchangeEndPnl;

                dailySummary.YearPnl.Future.EndPnl = dailySummary.YearPnl.Future.TotalPnl - dailySummary.YearPnl.Future.Pnl;
                dailySummary.YearPnl.SetSummary();

                dailySummary.DeltaCashLimit.Option.Option.BaseValue = deltaCash;
                dailySummary.DeltaCashLimit.Option.Exchange.BaseValue = deltaCash_Exchange_Base;
                dailySummary.DeltaCashLimit.Option.Option.AuxiliaryValue = deltaCash_VarietyVol;
                dailySummary.DeltaCashLimit.Option.Exchange.AuxiliaryValue = deltaCash_Exchange_VarietyVol;
                dailySummary.DeltaCashLimit.FutureValue = futureDeltaCash.Sum(O => Math.Abs(O.Value));

                dailySummary.GammaCashLimit.Option.Option.BaseValue = gammaCash;
                dailySummary.GammaCashLimit.Option.Exchange.BaseValue = gammaCash_Exchange_Base;
                dailySummary.GammaCashLimit.Option.Option.AuxiliaryValue = gammaCash_VarietyVol;
                dailySummary.GammaCashLimit.Option.Exchange.AuxiliaryValue = gammaCash_Exchange_VarietyVol;
            }
            catch (Exception ex)
            {
                LogFactory.GetLogger("RiskDailyReport").Error(ex, ex.Message);
                ViewBag.ErrorMessage = ex.Message;
            }
            ViewBag.RiskLimitDailySummary = dailySummary;
            ViewBag.optionDeltaCash_Base = optionDeltaCash_Base;
            ViewBag.exchangeDeltaCash_Base = exchangeDeltaCash_Base;
            ViewBag.optionDeltaCash_Auxiliary = optionDeltaCash_Auxiliary;
            ViewBag.exchangeDeltaCash_Auxiliary = exchangeDeltaCash_Auxiliary;
            ViewBag.FutureDeltaCash = futureDeltaCash;
            ViewBag.ValueDate = (service?.CurrentEndDate) ?? DateTime.MinValue;
            ViewBag.MaxDate = EodOperationBase.GetLastSettlementDate(valuedateBLL.ValueDate);
            return PartialView();
        }

        [MyAuthorize("风险控制-风险预警/禁止查询")]
        public ActionResult SubstandardTrade()
        {
            return View();
        }

        [MyAuthorize("风险控制-风险预警/禁止查询")]
        public ActionResult SubstandardTradeRule()
        {
            var obj = new SubstandardTradeRuleService(CurUser).QueryCurrentRule();
            return View(obj);
        }

        public JsonResult CurrentSubstandardTradeRule()
        {
            var obj = new SubstandardTradeRuleService(CurUser).QueryCurrentRule();
            return JsonSuccess("", obj);
        }

        [MyAuthorize("风险控制-风险预警/禁止查询")]
        public ActionResult SubstandardTradeRuleList()
        {
            return View();
        }

        public JsonResult SubstandardTradeRuleQuery(BaseSearchReq req)
        {
            req.sidx = "OptDate";
            req.sord = "desc";
            var result = new SubstandardTradeRuleService(CurUser).QueryRuleList(req);
            return Json(result);
        }

        public JsonResult SaveSubstandardTradeRule(SubstandardTradeRule rule)
        {
            if (rule == null)
            {
                throw new ServiceException("参数不应为null");
            }
            new SubstandardTradeRuleService(CurUser).SaveRule(rule);

            return JsonSuccess();
        }

        public ActionResult SetRiskDailyReportLimit(List<RiskLimit> riskLimits)
        {
            if (riskLimits == null)
            {
                ViewBag.Data = new RiskLimitBLL().GetRiskDailyReportLimit();
                return View();
            }

            var riskLimitNames = riskLimits.Select(O => O.LimitName).ToList();
            using (var Db = new YLContext())
            {
                var dbRiskLimitDict = (from limitDb in Db.Risk_Limit where riskLimitNames.Contains(limitDb.LimitName) select limitDb).ToDictionary(K => K.LimitName, V => V);
                for (var i = 0; i < riskLimits.Count; i++)
                {
                    //if (riskLimits[i].LimitValue <= 0)
                    //{
                    //    throw new Exception("限额不应小于零");
                    //}
                    switch (riskLimits[i].LimitName)
                    {
                        case "风控日报_年盈亏限额":
                        case "风控日报_日盈亏限额":
                        case "场外期权_Delta限额":
                        case "场外期权_Gamma限额":
                            riskLimits[i].LimitValueType = 0;
                            riskLimits[i].LimitBenchmark = "";
                            break;
                        case "场外期权_DeltaCash":
                            riskLimits[i].LimitValueType = 1;
                            riskLimits[i].LimitBenchmark = "DeltaCash";
                            break;
                        case "场外期权_GammaCash":
                            riskLimits[i].LimitValueType = 1;
                            riskLimits[i].LimitBenchmark = "GammaCash";
                            break;
                    }
                    riskLimits[i].OptTime = DateTime.Now;
                    riskLimits[i].OptName = UserName;
                    if (!dbRiskLimitDict.ContainsKey(riskLimits[i].LimitName))
                    {
                        Db.Risk_Limit.Add(riskLimits[i]);
                    }
                    else
                    {
                        dbRiskLimitDict[riskLimits[i].LimitName].LimitValueType = riskLimits[i].LimitValueType;
                        dbRiskLimitDict[riskLimits[i].LimitName].LimitValue = riskLimits[i].LimitValue;
                        dbRiskLimitDict[riskLimits[i].LimitName].LimitBenchmark = riskLimits[i].LimitBenchmark;
                        dbRiskLimitDict[riskLimits[i].LimitName].OptTime = riskLimits[i].OptTime;
                        dbRiskLimitDict[riskLimits[i].LimitName].OptName = riskLimits[i].OptName;
                    }
                }
                Db.SaveChanges();
            }

            return JsonSuccess();
        }

        [MyAuthorize("风险控制-对冲行为监控")]
        public ActionResult HedgingMonitor()
        {
            ViewBag.ValueDate = valuedateBLL.ValueDate;
            return View();
        }

        public JsonResult HedgingMonitorQuery(HedgingMonitorReq req)
        {
            req.page = 1;
            req.rows = 10000;
            req.sidx = "UnderlyingCode";
            var result = new HedgingMonitorService(CurUser).Query(req);
            return Json(result);
        }

        [MyAuthorize("风险控制-限额监控")]
        public ActionResult QuotaMonitor()
        {
            ViewBag.SummaryType = "整体业务汇总";
            var baseDb = DbContextFactory.GetErpBaseContext();
            ViewBag.ActualSubject = (from type in baseDb.Dictionaries
                                     join item in baseDb.DictionaryItems
                                     on type.Id equals item.DictId
                                     where type.Name == "同一主体"
                                     orderby item.IndexNum
                                     select item.Name).ToArray();
            ViewBag.QuotaIndexList = QuotaMonitorService.QuotaIndexList;
            return View();
        }

        [HttpPost]
        public JsonResult QuotaMonitorMsgQuery()
        {
            var dic = WarningService.GetInstance();
            return Json(dic);
        }
        [HttpPost]
        public JsonResult QuotaMonitorMsgStates()
        {
            var Total = WarningService.GetModelSum();
            return Json(Total);
        }

        public JsonResult QuotaMonitorMsgUpdateTime()
        {
            var updateTime = WarningService.GetUpdateTime();
            var updateTimeStr = "";
            if (updateTime.HasValue)
            {
                updateTimeStr = updateTime.Value.ToString("yyyy-MM-dd HH:mm");
            }
            return Json(updateTimeStr);
        }
        public JsonResult QuotaMonitorQuery(QuotaMonitorReq req)
        {
            var service = new QuotaMonitorService(CurUser);
            object result;
            switch (req.SummaryType)
            {
                case "整体业务汇总":
                    if (req.ValueDate > DateTime.MinValue && req.ValueDate != valuedateBLL.ValueDate)
                    { result = service.QueryGlobalFromDb(req); }
                    else
                    { result = service.QueryGlobalFromCalc(req); }
                    break;
                case "标的汇总":
                    if (req.ValueDate > DateTime.MinValue && req.ValueDate != valuedateBLL.ValueDate)
                    { result = service.QueryUnderlyingFromDb(req); }
                    else
                    { result = service.QueryUnderlyingFromCalc(req); }
                    break;
                case "逐笔汇总":
                    if (req.ValueDate > DateTime.MinValue && req.ValueDate != valuedateBLL.ValueDate)
                    { result = service.QueryTradeFromDb(req); }
                    else
                    { result = service.QueryTradeFromCalc(req); }
                    break;
                case "客户汇总":
                    if (req.ValueDate > DateTime.MinValue && req.ValueDate != valuedateBLL.ValueDate)
                    { result = service.QueryClientFromDb(req); }
                    else
                    { result = service.QueryClientFromCalc(req); }
                    break;
                case "限额指标记录":
                    result = service.QuerySetting(req);
                    break;
                case "簿记汇总":
                    if (req.ValueDate > DateTime.MinValue && req.ValueDate != valuedateBLL.ValueDate)
                    { result = service.QueryAssetUnitFromDb(req); }
                    else
                    { result = service.QueryAssetUnitFromCalc(req); }
                    break;
                default:
                    throw new ServiceException("参数错误");
            }
            return Json(result);
        }

        /// <summary>
        /// 限额审批
        /// </summary>
        /// <param name="id"></param>
        /// <param name="optType"></param>
        /// <param name="optDate"></param>
        /// <param name="remark"></param>
        /// <returns></returns>
        public JsonResult ApprovalQuotaSetting(List<ApprovalReqq> req)
        {
            try
            {
                new QuotaMonitorService(CurUser).ApprovalQuotaSetting(req,_yLCache);
                return JsonSuccess("操作成功");
            }
            catch (ServiceException ex)
            {
                return JsonError(ex.Message);
            }
        }

        [MyAuthorize("风险控制-限额监控")]
        public ActionResult QuotaSetting()
        {
            return View();
        }
        public ActionResult UploadQuotaSetting(IFormFile file, bool checkStatus)
        {
            try
            {
                file = Request.Form.Files[0];
                if (file == null || string.IsNullOrWhiteSpace(file.FileName))
                {
                    return JsonError("未获取上传文件");
                }
                if (!file.FileName.Contains("导入限额指标"))
                {
                    throw new ServiceException("导入限额指标模板不正确");
                }
                var fileExtension = Path.GetExtension(file.FileName);
                using var openStream = file.OpenReadStream();

                var result = new QuotaMonitorService(CurUser).ImportFromCsv(openStream);
                return JsonSuccess("导入成功");
            }
            catch (ApiException ex)
            {
                LogFactory.GetLogger("导入限额指标").Error("导入限额指标出错", ex);
                return JsonError(ex.Message);
            }
        }

        public JsonResult QuotaSettingQuery()
        {
            var result = new QuotaMonitorService(CurUser).QueryCurrentQuotaSetting();
            var rule = new QuotaRule
            {
                BusinessTotalScale = valuedateBLL.SystemDate.BusinessTotalScale,
                BusinessAvailableFunds = valuedateBLL.SystemDate.BusinessAvailableFunds,
                SingleUnderlyingRate = valuedateBLL.SystemDate.SingleUnderlyingRate,
                QuotaSettings = result
            };
            return Json(rule);
        }

        public JsonResult SaveQuotaSetting(QuotaRule rule)
        {
            var logArr = new List<Processlog>();
            try
            {
                var logTextArr = new List<string>();
                if (rule.BusinessTotalScale != valuedateBLL.SystemDate.BusinessTotalScale)
                {
                    logTextArr.Add($"业务合约总规模:{valuedateBLL.SystemDate.BusinessTotalScale?.ToString("N")}->{rule.BusinessTotalScale?.ToString("N")}");
                    var config = valuedateController.SetValueDate(m =>
                    {
                        m.BusinessTotalScale = rule.BusinessTotalScale;
                    });
                }
                if (rule.BusinessAvailableFunds != valuedateBLL.SystemDate.BusinessAvailableFunds)
                {
                    logTextArr.Add($"业务投入资金:{valuedateBLL.SystemDate.BusinessAvailableFunds?.ToString("N")}->{rule.BusinessAvailableFunds?.ToString("N")}");
                    var config = valuedateController.SetValueDate(m =>
                    {
                        m.BusinessAvailableFunds = rule.BusinessAvailableFunds;
                    });
                }
                if (rule.SingleUnderlyingRate != valuedateBLL.SystemDate.SingleUnderlyingRate)
                {
                    logTextArr.Add($"单标的品种合约总规模占业务合约总规模比例上限:{valuedateBLL.SystemDate.SingleUnderlyingRate?.ToString("N")}->{rule.SingleUnderlyingRate?.ToString("N")}");
                    var config = valuedateController.SetValueDate(m =>
                    {
                        m.SingleUnderlyingRate = rule.SingleUnderlyingRate;
                    });
                }
                if (logTextArr.Count > 0)
                {
                    logArr.Add(new Processlog()
                    {
                        TypeId = 0,
                        ProcessType = "QuotaSetting",
                        ProcessStatus = "修改",
                        Log = string.Join("\r\n", logTextArr),
                        Remark = rule.Remark,
                        OptId = CurUser.UserId,
                        CreateTime = DateTime.Now
                    });
                }
                var service = new QuotaMonitorService(CurUser);
                logArr.AddRange(service.SaveQuotaSettings(rule.QuotaSettings));
                var log = new ClientProcessLogService(CurUser);
                logArr.ForEach(O =>
                {
                    O.Remark = rule.Remark;
                    log.SetLog(O);
                });
            }
            catch (Exception ex)
            {
                LogFactory.GetLogger("SaveQuotaSetting").Error(ex);
                return JsonSuccess("保存失败");
            }

            return JsonSuccess("保存成功");
        }

        public JsonResult DeleteQuotaSetting(QuotaTypeEnum quotaType, int quotaRange)
        {
            if (quotaRange <= 0)
            {
                return JsonError("不允许删除全局配置");
            }
            try
            {
                new QuotaMonitorService(CurUser).DeleteQuotaSettings(quotaType, quotaRange);
            }
            catch (Exception ex)
            {
                LogFactory.GetLogger("DeleteQuotaSetting").Error(ex);
                return JsonSuccess("删除失败");
            }
            return JsonSuccess("删除成功");
        }

        public JsonResult QuotaSettingHistory(ProcesslogReq req)
        {
            var result = new QuotaMonitorService(CurUser).QueryQuotaSettingHistory(req);
            return Json(result);
        }

        [MyAuthorize("风险控制-观察事件")]
        public ActionResult KonckOutList(string settleDate = null)
        {
            ViewBag.AlertLineKonckInLimit = valuedateBLL.SystemDate.AlertLineKonckInLimit;
            ViewBag.AlertLineKonckOutLimit = valuedateBLL.SystemDate.AlertLineKonckOutLimit;
            ViewBag.settleDate = settleDate;
            if (settleDate == null)
            {
                ViewBag.settleDate = valuedateBLL.ValueDate.ToString("yyyy-MM-dd");
            }
            return View();
        }

        [MyAuthorize("风险控制-观察事件")]
        public ActionResult KonckInList(string settleDate = null)
        {
            ViewBag.AlertLineKonckInLimit = valuedateBLL.SystemDate.AlertLineKonckInLimit;
            ViewBag.AlertLineKonckOutLimit = valuedateBLL.SystemDate.AlertLineKonckOutLimit;
            ViewBag.settleDate = settleDate;
            if (settleDate == null)
            {
                ViewBag.settleDate = valuedateBLL.ValueDate.ToString("yyyy-MM-dd");
            }
            return View();
        }

        [MyAuthorize("风险控制-观察事件")]
        public ActionResult CouponList(string settleDate = null)
        {
            ViewBag.AlertLineKonckInLimit = valuedateBLL.SystemDate.AlertLineKonckInLimit;
            ViewBag.AlertLineKonckOutLimit = valuedateBLL.SystemDate.AlertLineKonckOutLimit;
            ViewBag.settleDate = settleDate;
            if (settleDate == null)
            {
                ViewBag.settleDate = valuedateBLL.ValueDate.ToString("yyyy-MM-dd");
            }
            return View();
        }

        [MyAuthorize("风险控制-观察事件")]
        public ActionResult CustomList(string settleDate = null)
        {
            ViewBag.settleDate = settleDate;
            if (settleDate == null)
            {
                ViewBag.settleDate = valuedateBLL.ValueDate.ToString("yyyy-MM-dd");
            }
            return View();
        }

        public JsonResult ObservationEventTradeQuery(TdTradeQueryModel req)
        {
            req.UserAssets = CurUser.GetAssetUnitIds();
            req.UserClients = CurUser.GetClientIdsByCurUser(CurUser.交易管理_查看所有交易);
            var sList = new TodayTradeQueryService(CurUser).GetObservationEventTradeList(req);

            return Json(sList);
        }

        public ActionResult EventCalendar()
        {
            return View();
        }

        public JsonResult getDailyEvents(DateTime? date)
        {
            var userAssets = CurUser.GetAssetUnitIds();
            var userClients = CurUser.GetClientIdsByCurUser(CurUser.交易管理_查看所有交易);
            try
            {
                var ret = new TodayTradeQueryService(CurUser).getDailyEvents(date, userAssets, userClients);
                return Json(ret);
            }
            catch (Exception e)
            {
                return JsonError(date.OtcFormatDate() + e.Message, date);
            }

        }

        public ActionResult TrendChart()
        {
            return View();
        }

        public JsonResult GetDateSection(string DateSection)
        {
            var valueDatetime = EodOperationBase.GetLastSettlementDate(valuedateBLL.ValueDate);
            List<DateTime> datetimes = new List<DateTime>();
            switch (DateSection)
            {
                case "最近7日":
                    datetimes.Add(valuedateBLL.GetNonHoliday(valueDatetime.AddDays(-7)));
                    break;
                case "最近30日":
                    datetimes.Add(valuedateBLL.GetNonHoliday(valueDatetime.AddDays(-30)));
                    break;
                case "最近60日":
                    datetimes.Add(valuedateBLL.GetNonHoliday(valueDatetime.AddDays(-60)));
                    break;
                case "最近100日":
                    datetimes.Add(valuedateBLL.GetNonHoliday(valueDatetime.AddDays(-100)));
                    break;
            }
            datetimes.Add(valueDatetime);
            return Json(datetimes);

        }
        public JsonResult CreateTrendChart(RiskRequestModel req)
        {

            if (req.TradeTypes != null && req.TradeTypes.Any())
            {
                req.TradeTypes = req.TradeTypes.Select(O => O == "自由组合" ? "结构化交易" : O);
            }
            req.UserAssets = CurUser.GetAssetUnitIds();
            req.UserClients = CurUser.GetClientIdsByCurUser(CurUser.交易管理_查看所有交易);

            RiskExposureReportModel result;
            TrendChartModel trendChartModel = new TrendChartModel();
            var portfolioData = new List<string>();
            var otcData = new List<string>();
            var exOptionData = new List<string>();
            var futuresData = new List<string>();
            var forwardData = new List<string>();
            var swapData = new List<string>();
            var startDate = req.ValueDateStart.Value;
            var endDate = req.ValueDateEnd;

            var days = new List<DateTime>();
            var taskList = new List<Task>();
            for (var date = startDate; date <= endDate; date = date.AddDays(1))
            {
                if (!valuedateBLL.IsHoliday(date))
                {
                    days.Add(date);
                }
            }
            var useOldMaskRiskService = Environment.GetEnvironmentVariable("AppSettings:UseOldMaskRiskService");

            if (!string.IsNullOrEmpty(useOldMaskRiskService) && "true".Equals(useOldMaskRiskService))
            {
                days.ForEach(a =>
                {
                    trendChartModel.XAxisData.Add(a.ToString("yyyy-MM-dd"));
                    req.ValueDateStart = a;
                    req.ValueDateEnd = a;
                    //var temp = RiskExposureReportQuery(req);
                    if (PS.Config.ErpElement.UseOldEodPnLExplainer)
                    {
                        if (req.EodSettlePriceMode == "结算价")
                        {
                            result = new RiskExposureReportService<eod_trade_position_s>(CurUser).SearchRiskExposureReportsEchart<eod_trade_risk_s, eod_pnl_s>(req);
                        }
                        else
                        {
                            result = new RiskExposureReportService<eod_trade_position>(CurUser).SearchRiskExposureReportsEchart<eod_trade_risk, eod_pnl>(req);
                        }
                    }
                    else
                    {
                        if (req.EodSettlePriceMode == "结算价")
                        {
                            result = new RiskExposureReportService<eod_trade_position_hedgevol_s>(CurUser).SearchRiskExposureReportsEchart<eod_trade_risk_hedgevol_s, eod_pnl_hedgevol_s>(req);
                        }
                        else
                        {
                            result = new RiskExposureReportService<eod_trade_position_hedgevol>(CurUser).SearchRiskExposureReportsEchart<eod_trade_risk_hedgevol, eod_pnl_hedgevol>(req);
                        }
                    }
                    portfolioData.Add(result.Sum.PortfolioSum.Pnl.OtcFormatMoney());
                    otcData.Add(result.Sum.OtcSum.Pnl.OtcFormatMoney());
                    exOptionData.Add(result.Sum.ExOptionSum.Pnl.OtcFormatMoney());
                    futuresData.Add(result.Sum.FuturesSum.Pnl.OtcFormatMoney());
                    forwardData.Add(result.Sum.ForwardSum.Pnl.OtcFormatMoney());
                    swapData.Add(result.Sum.SwapSum.Pnl.OtcFormatMoney());
                    //result = (temp.Data as Result).obj as RiskExposureReportModel;
                    //portfolioData.Add(result.Sum.PortfolioSum.Pnl.OtcFormatMoney());
                    //otcData.Add(result.Sum.OtcSum.Pnl.OtcFormatMoney());
                    //exOptionData.Add(result.Sum.ExOptionSum.Pnl.OtcFormatMoney());
                    //futuresData.Add(result.Sum.FuturesSum.Pnl.OtcFormatMoney());
                    //forwardData.Add(result.Sum.ForwardSum.Pnl.OtcFormatMoney());
                    //swapData.Add(result.Sum.SwapSum.Pnl.OtcFormatMoney());
                });
            }
            else
            {
                Dictionary<DateTime, RiskExposureReportModel> dicResult = null;
                if (PS.Config.ErpElement.UseOldEodPnLExplainer)
                {
                    if (req.EodSettlePriceMode == "结算价")
                    {
                        dicResult = new MarketRiskService<eod_trade_position_s>(CurUser).SearchRiskExposureReportsEchart<eod_trade_risk_s, eod_pnl_s>(req, days);
                    }
                    else
                    {
                        dicResult = new MarketRiskService<eod_trade_position>(CurUser).SearchRiskExposureReportsEchart<eod_trade_risk, eod_pnl>(req, days);
                    }
                }
                else
                {
                    if (req.EodSettlePriceMode == "结算价")
                    {
                        dicResult = new MarketRiskService<eod_trade_position_hedgevol_s>(CurUser).SearchRiskExposureReportsEchart<eod_trade_risk_hedgevol_s, eod_pnl_hedgevol_s>(req, days);
                    }
                    else
                    {
                        dicResult = new MarketRiskService<eod_trade_position_hedgevol>(CurUser).SearchRiskExposureReportsEchart<eod_trade_risk_hedgevol, eod_pnl_hedgevol>(req, days);
                    }
                }

                days.ForEach(a =>
                {
                    trendChartModel.XAxisData.Add(a.ToString("yyyy-MM-dd"));
                    if (dicResult.ContainsKey(a))
                    {
                        result = dicResult[a];
                        portfolioData.Add(result.Sum.PortfolioSum.Pnl.OtcFormatMoney());
                        otcData.Add(result.Sum.OtcSum.Pnl.OtcFormatMoney());
                        exOptionData.Add(result.Sum.ExOptionSum.Pnl.OtcFormatMoney());
                        futuresData.Add(result.Sum.FuturesSum.Pnl.OtcFormatMoney());
                        forwardData.Add(result.Sum.ForwardSum.Pnl.OtcFormatMoney());
                        swapData.Add(result.Sum.SwapSum.Pnl.OtcFormatMoney());
                    }
                    else
                    {
                        portfolioData.Add("0.00");
                        otcData.Add("0.00");
                        exOptionData.Add("0.00");
                        futuresData.Add("0.00");
                        forwardData.Add("0.00");
                        swapData.Add("0.00");
                    }
                });
            }
            trendChartModel.YAxisData.Add(portfolioData);
            trendChartModel.YAxisData.Add(otcData);
            trendChartModel.YAxisData.Add(exOptionData);
            trendChartModel.YAxisData.Add(futuresData);
            trendChartModel.YAxisData.Add(forwardData);
            trendChartModel.YAxisData.Add(swapData);
            return Json(trendChartModel);
        }

        /// <summary>
        /// 风险控制-观察事件-互换观察日tab
        /// </summary>
        /// <param name="settleDate"></param>
        /// <returns></returns>
        [MyAuthorize("风险控制-观察事件")]
        public ActionResult ObservationList(string observationDate = null)
        {
            ViewBag.observationDate = observationDate;
            if (observationDate == null)
            {
                ViewBag.observationDate = valuedateBLL.ValueDate.ToString("yyyy-MM-dd");
            }
            return View();
        }

        /// <summary>
        /// 风险控制-观察事件-延期结算tab
        /// </summary>
        /// <param name="settleDate"></param>
        /// <returns></returns>
        [MyAuthorize("风险控制-观察事件")]
        public ActionResult DelaySettlement(string settleDate = null)
        {
            ViewBag.settleDate = settleDate;
            if (settleDate == null)
            {
                ViewBag.settleDate = valuedateBLL.ValueDate.ToString("yyyy-MM-dd");
            }
            return View();
        }

        public JsonResult DelaySettlementQuery(TdTradeQueryModel req)
        {
            var sList = new TodayTradeQueryService(CurUser).GetDelaySettlementTradeQuery(req);
            return Json(sList);
        }

        /// <summary>
        /// 风险控制-客户盈亏试算
        /// </summary>
        /// <param name="settleDate"></param>
        /// <returns></returns>
        [MyAuthorize("风险控制-客户盈亏试算")]
        public ActionResult ClientWinLossCalc(int? clientId, string valueDate, bool? ParentFlag = false)
        {
            ViewBag.ClientId = clientId;
            ViewBag.ValueDate = valueDate;
            ViewBag.ParentFlag = ParentFlag;
            return View();
        }

        /// <summary>
        /// 风险控制-客户盈亏试算
        /// </summary>
        /// <param name="settleDate"></param>
        /// <returns></returns>
        [MyAuthorize("风险控制-客户盈亏试算")]
        public ActionResult ClientWinLossCalcSwap(int? clientId, string valueDate, bool? ParentFlag = false)
        {
            ViewBag.ClientId = clientId;
            ViewBag.ValueDate = valueDate;
            ViewBag.ParentFlag = ParentFlag;
            return View();
        }
        /// <summary>
        /// TRS客户端交易端风控检查
        /// </summary>
        /// <param name="checkReq"></param>
        /// <returns></returns>
        [HttpPost]
        [AllowAnonymous]
        public JsonResult ClientRiskCheck([FromBody]ClientRiskCheckReq checkReq)
        {
            ClientRiskCheckResp clientRiskCheckResp = new ClientRiskCheckResp();
            clientRiskCheckResp.requestId = checkReq.requestId;
            try
            {
                foreach (ClientRiskCheckItemParam req in checkReq.clientRiskCheckItemList)
                {
                    ClientRiskCheckData clientRiskCheckData = new ClientRiskCheckData();
                    clientRiskCheckData.orderNo = req.orderNo;
                    clientRiskCheckData.clientRiskCheckItemList = new QuotaMonitorService(new OptUserInfo(0, "客户风控校验", OptUserFrom.Service)).QuotaClientCheck(req);
                    clientRiskCheckData.checkResult = clientRiskCheckData.clientRiskCheckItemList.Count == 0;
                    clientRiskCheckResp.clientRiskCheckDataList.Add(clientRiskCheckData);
                }
            }
            catch (Exception ex)
            {
                clientRiskCheckResp.clientRiskCheckDataList.Clear();
                foreach (ClientRiskCheckItemParam req in checkReq.clientRiskCheckItemList)
                {
                    ClientRiskCheckData clientRiskCheckData = new ClientRiskCheckData();
                    clientRiskCheckData.orderNo = req.orderNo;
                    clientRiskCheckResp.clientRiskCheckDataList.Add(clientRiskCheckData);
                }
                clientRiskCheckResp.code = 500;
                clientRiskCheckResp.msg = ex.Message;
            }
            return Json(clientRiskCheckResp);
        }
    }
}