using Qdp.Pricing.Library.Options.Products.Autocall.Phoenix;
using YLErp.Abstract.DataProviders;
using YLErp.BLL;
using YLErp.Commons;
using YLErp.DBModels.Consts;
using YLErp.DBModels.Enums;
using YLErp.DBModels.Helpers;
using YLErp.Modules.CalculationModule;
using YLErp.Modules.DataProviderModule;

namespace YLErp.Modules.TradeModule
{
    public class TradeAutocallBLL : ExoticOptionModule.TradeCashServiceEx
    {
        public TradeAutocallBLL(OptUserInfo userInfo) : base(userInfo)
        {

        }

        public TradeAutocallBLL(YLBaseService baseService) : base(baseService)
        {
        }

        public void CheckStatus(DateTime valueDate, IEodPriceProviderV2 priceProvider, DateTime? startDate = null
            , Action<OtcTrade, trade_autocall> afterKnowInOut = null, IEnumerable<int> clienIds = null)
        {
            if (priceProvider is null)
            {
                priceProvider = new EodPriceProvider(valueDate);
            }

            if (startDate == null)
            {
                startDate = valueDate.AddYears(-5);
            }

            //未敲出的，以及已敲出但敲出日期大于等于当前收盘日的（为了历史收盘）

            var query = from trade in DbContext.trade
                        join autocall in DbContext.trade_autocall on trade.id equals autocall.TradeId
                        join underlying in DbContext.underlying_manager on trade.UnderlyingId equals underlying.id
                        where trade.TradeDate > startDate.Value && trade.TradeDate <= valueDate && trade.ExerciseDate >= valueDate
                            && (trade.TradeType == "凤凰期权")
                            && (ConsTrade.确认成交 == trade.TradeStatus)
                            && trade.ValidState != ConsGlobal.InValid
                            && (autocall.KnockInOutStatus != ConsTrade.KnockState.KnockedOut || (autocall.KnockInOutStatus == ConsTrade.KnockState.KnockedOut && autocall.KnockInOutDate >= valueDate))
                            && trade.DividendDate < valueDate
                        select new
                        {
                            underlying = underlying,
                            trade = trade,
                            trade_autocall = autocall
                        };
            #region 增加客户筛选 tw
            if (clienIds != null)
            {
                query = query.Where(l => clienIds.Contains(l.trade.ClientId));
            }
            #endregion
            var trades = query.ToList();

            var tradeIds = trades.Select(x => x.trade.id).ToList();
            var manuallyTradeObservationPrices = DbContext.manually_trade_observation_price
                .Where(x => tradeIds.Contains(x.TradeId) && x.ValueDate == valueDate).ToDictionary(n => n.TradeId);

            foreach (var tr in trades)
            {
                if (tr.trade.ExerciseDate < valueDate)
                {
                    continue;//已到期交易不再观察;
                }
                var tradeStatus = tr.trade.TradeStatus;
                var knockInOutStatus = tr.trade_autocall.KnockInOutStatus;

                double closePrice;
                double? SettlementAmount = null;
                if (manuallyTradeObservationPrices.TryGetValue(tr.trade.id, out var manuallyTradeObservationPrice))
                {
                    closePrice = manuallyTradeObservationPrice.Price ?? 0;
                    SettlementAmount = manuallyTradeObservationPrice.SettlementAmount;
                }
                else if (!priceProvider.TryGetEodPrice(tr.trade.UnderlyingCode, out var eodPrice))
                {
                    throw new Exception($"[{tr.trade.TradeType}:{tr.trade.TradeNumber},标的:{tr.trade.UnderlyingCode}]未找到结算价");
                }
                else
                {
                    closePrice = eodPrice.ClosePrice;
                }

                CheckAutocallKnockInOutStatus(tr.trade, tr.trade_autocall, valueDate, closePrice, SettlementAmount);

                if (tradeStatus != tr.trade.TradeStatus || knockInOutStatus != tr.trade_autocall.KnockInOutStatus)
                {
                    //删除E/Bod_Trade记录
                    RemoveEodTradeAndFutureInfo(false, tr.trade.id, valueDate);
                }

                if (afterKnowInOut != null && DbContext.Entry(tr.trade_autocall).State == EntityState.Modified)
                {
                    afterKnowInOut(tr.trade, tr.trade_autocall);
                }
            }

            DbContext.SaveChanges();
        }

        public double GetDefaultAmount(OtcTradeBase otcTrade, trade_autocall tradeAutoCall, DateTime valueDate, double closePrice)
        {
            var defaultAmount = 0d;
            var tradeCashs = DbContext.trade_cash.Where(x => x.ValidState != ConsGlobal.InValid && !x.IsDeleted && x.TradeId == otcTrade.id && x.Action == "系统操作-平仓费" && (x.ValueDate > valueDate && (x.ConfirmDate > valueDate || x.ConfirmDate == DateTime.MinValue)) && x.UnwindNotional < x.Notional).ToList();
            var notional = (ConsTrade.TradeCompleteStatus.Contains(otcTrade.TradeStatus) && otcTrade.UnWindDate <= valueDate ? 0 : otcTrade.Notional) + tradeCashs.Sum(x => x.UnwindNotional).Value;
            var optionTrade = QdpTradeBuilder.GetAutocallOptionTrade(otcTrade, tradeAutoCall,
                   new OptionTradeParamRequest(valuedateBLL.SysRiskFreeRate()) { ParamOverride = x => { x.notional = notional; } });
            var autocall = (AutoCall)optionTrade.Instrument;
            var isCall = ConsGlobal.CallPut.IsCall(otcTrade.CallPut);

            //只在敲出观察日检查敲出和票息情况
            //如果交易已经是敲出状态了，不用再做票息和敲出检查
            if (autocall.KOObsDates.Select(x => x.DateTime).Contains(valueDate)
                && tradeAutoCall.KnockInOutStatus != ConsTrade.KnockState.KnockedOut)
            {
                double koBarrier;
                if (autocall.CustomizedKOBarriers != null && autocall.CustomizedKOBarriers.Length > 0)
                {
                    var index = autocall.KOObsDates.Select(x => x.DateTime).ToList().IndexOf(valueDate);
                    koBarrier = autocall.CustomizedKOBarriers[index];
                }
                else
                {
                    koBarrier = tradeAutoCall.KOBarrier;
                }

                if (otcTrade.IsMoneynessOptionData)
                {
                    koBarrier *= otcTrade.SpotPrice ?? 1.0;
                }

                #region 票息检查
                var couponBarrier =
                    otcTrade.IsMoneynessOptionData ?
                    tradeAutoCall.CouponBarrier * otcTrade.SpotPrice :
                    tradeAutoCall.CouponBarrier;

                //看涨 - 向上敲出,看跌 - 向下敲出
                var isKnockedOut = isCall ? closePrice >= koBarrier : closePrice <= koBarrier;

                //有票息
                if (isCall ? closePrice >= couponBarrier : closePrice <= couponBarrier)
                {
                    //利息计算时，当autocall的Notional包含了符号，则CouponPayment考虑了买卖方向了
                    defaultAmount = autocall.CouponPayment(valueDate, includeTradeStartDate: tradeAutoCall.CouponIncludeStartDate == true && tradeAutoCall.CouponDayCount != "Monthly");
                    if (isKnockedOut)
                    {
                        tradeAutoCall.KnockInOutStatus = ConsTrade.KnockState.KnockedOut;
                        defaultAmount = TradeHelper.GetAmountByPaymentAmount(defaultAmount, otcTrade.PrincipalSum(), otcTrade.BuySell);
                    }
                }
                #endregion
            }

            #region 敲入检查
            //在当前结算日之前未敲出且未敲入:
            if (!((tradeAutoCall.KnockInOutStatus == ConsTrade.KnockState.KnockedOut
                || tradeAutoCall.KnockInOutStatus == ConsTrade.KnockState.KnockedIn)
                && tradeAutoCall.KnockInOutDate < valueDate)
                && autocall.KIObsDates.Select(x => x.DateTime).Contains(valueDate))
            {
                var kiBarrier =
                    otcTrade.IsMoneynessOptionData ?
                    tradeAutoCall.KIBarrier * otcTrade.SpotPrice :
                    tradeAutoCall.KIBarrier;

                //看涨 - 向下敲入,看跌 - 向上敲入
                var knockedin = isCall ? closePrice <= kiBarrier : closePrice >= kiBarrier;

                // 发生敲入事件
                if (knockedin)
                {
                    // 更新观察状态
                    tradeAutoCall.KnockInOutStatus = ConsTrade.KnockState.KnockedIn;
                }
            }
            #endregion

            #region 到期检查
            if (valueDate == autocall.ExerciseDates.Last().DateTime)
            {
                if (tradeAutoCall.KnockInOutStatus == ConsTrade.KnockState.KnockedIn)
                {
                    //已敲入，到期时计算期权收益
                    var optionPayoffPayment = autocall.GetPayoff(new double[] { closePrice });
                    //敲入是否支付票息
                    if (tradeAutoCall.IncludeCouponAfterKI)
                    {
                        //optionPayoffPayment[0].PaymentAmount包含了买卖方向的处理了
                        defaultAmount += TradeHelper.GetAmountByPaymentAmount(optionPayoffPayment[0].PaymentAmount, otcTrade.PrincipalSum(), otcTrade.BuySell);
                    }
                    else
                    {
                        //optionPayoffPayment[0].PaymentAmount包含了买卖方向的处理了
                        defaultAmount = TradeHelper.GetAmountByPaymentAmount(optionPayoffPayment[0].PaymentAmount, otcTrade.PrincipalSum(), otcTrade.BuySell);
                    }
                }
                else if(tradeAutoCall.KnockInOutStatus != ConsTrade.KnockState.KnockedOut)
                {
                    defaultAmount = TradeHelper.GetAmountByPaymentAmount(defaultAmount, otcTrade.PrincipalSum(), otcTrade.BuySell);
                }
            }
            #endregion

            return defaultAmount;
        }

        public void CheckAutocallKnockInOutStatus(OtcTradeBase otcTrade, trade_autocall tradeAutoCall, DateTime valueDate, double closePrice, double? SettlementAmount)
        {
            try
            {
                var oldKnockInOutStatus = tradeAutoCall.KnockInOutStatus;
                InnerCheckAutocallKnockInOutStatus(otcTrade, tradeAutoCall, valueDate, closePrice, SettlementAmount);

                if (oldKnockInOutStatus != tradeAutoCall.KnockInOutStatus)
                {
                    var KnockInOutStatus = tradeAutoCall.KnockInOutStatus == ConsTrade.KnockState.KnockedIn ? "敲入" : "敲出";
                    AddTradeOperationHistoryAndSetParentTradeInfo(false, otcTrade, KnockInOutStatus, KnockInOutStatus);
                    if (KnockInOutStatus == "敲出" && tradeAutoCall.CouponPayType == CouponPayTypeEnum.AtKnockout)
                    {
                        var observations = DbContext.autocall_observation.Where(n => n.TradeId == otcTrade.id).ToArray();
                        foreach (var item in observations)
                        {
                            item.PaymentDate = valueDate;
                        }
                        DbContext.SaveChanges();
                    }
                }
            }
            catch (Exception ex)
            {
                throw new ServiceException($"[检查敲入敲出]交易编号:{otcTrade.TradeNumber},{ex.Message}", ex);
            }
        }

        private void InnerCheckAutocallKnockInOutStatus(OtcTradeBase otcTrade, trade_autocall tradeAutoCall, DateTime valueDate, double closePrice, double? SettlementAmount)
        {
            var hasUseSettlementAmount = false;
            double notional = 0;
            var eodTrade = DbContext.eod_trade.FirstOrDefault(x => x.TradeId == otcTrade.id && x.ValueDate == valueDate);
            if (eodTrade != null)
            {
                notional = eodTrade.trade.Notional;
            }
            else
            {
                var bodTrade = DbContext.bod_Trade.FirstOrDefault(x => x.TradeId == otcTrade.id && x.ValueDate == valueDate);
                notional = bodTrade != null ? bodTrade.trade.Notional : otcTrade.Notional;
                var tradeCashs = DbContext.trade_cash.Where(x => x.ValidState != ConsGlobal.InValid && !x.IsDeleted && x.TradeId == otcTrade.id && x.Action != "系统操作-行权费" && x.Action != "系统操作-票息" && x.ValueDate == valueDate).ToList();
                notional -= tradeCashs.Sum(x => x.UnwindNotional ?? 0);
            }

            //敲出到期支付，或者敲入到期支付票息时，交易可能已经敲出了或者到起执行了，这个时候到期日收盘，需要补上到期票息，这里处理该票息对应的持仓份额
            if (tradeAutoCall.CouponPayType == CouponPayTypeEnum.AtMaturity && valueDate == otcTrade.ExerciseDate && ConsTrade.TradeCompleteStatus.Contains(otcTrade.TradeStatus))
            {
                var tradeCash = DbContext.trade_cash.Where(x => x.ValidState != ConsGlobal.InValid && !x.IsDeleted && x.TradeId == otcTrade.id && x.IsLastAction).FirstOrDefault();
                if (tradeCash != null)
                {
                    notional = tradeCash.Notional;
                }
            }

            //敲入转期权和到期支付票息同时存在时，若设置观察价格页面设置了结算金额，作为票息处理，敲入了结金额维持系统计算逻辑不变
            var optionTrade = QdpTradeBuilder.GetAutocallOptionTrade(otcTrade, tradeAutoCall,
                   new OptionTradeParamRequest(valuedateBLL.SysRiskFreeRate()) { ParamOverride = x => { x.notional = notional; } });
            var autocall = (AutoCall)optionTrade.Instrument;
            var kiBarrier = otcTrade.IsMoneynessOptionData ? tradeAutoCall.KIBarrier * otcTrade.SpotPrice : tradeAutoCall.KIBarrier;
            var isCall = ConsGlobal.CallPut.IsCall(otcTrade.CallPut);

            //只在敲出观察日检查敲出和票息情况
            //如果交易已经是敲出状态了，不用再做票息和敲出检查
            if (autocall.KOObsDates.Select(x => x.DateTime).Contains(valueDate)
                && tradeAutoCall.KnockInOutStatus != ConsTrade.KnockState.KnockedOut)
            {
                double koBarrier;
                if (autocall.CustomizedKOBarriers != null && autocall.CustomizedKOBarriers.Length > 0)
                {
                    var index = autocall.KOObsDates.Select(x => x.DateTime).ToList().IndexOf(valueDate);
                    koBarrier = autocall.CustomizedKOBarriers[index];
                }
                else
                {
                    koBarrier = tradeAutoCall.KOBarrier;
                }

                if (otcTrade.IsMoneynessOptionData)
                {
                    koBarrier *= otcTrade.SpotPrice ?? 1.0;
                }

                #region 票息检查
                var couponBarrier =
                    otcTrade.IsMoneynessOptionData ?
                    tradeAutoCall.CouponBarrier * otcTrade.SpotPrice :
                    tradeAutoCall.CouponBarrier;

                //看涨 - 向上敲出,看跌 - 向下敲出
                var isKnockedOut = isCall ? closePrice >= koBarrier : closePrice <= koBarrier;

                //有票息
                if (isCall ? closePrice >= couponBarrier : closePrice <= couponBarrier)
                {
                    //利息计算时，当autocall的Notional包含了符号，则GetEffectiveObservation考虑了买卖方向了
                    var observation = autocall.GetEffectiveObservation(valueDate, includeTradeStartDate: tradeAutoCall.CouponIncludeStartDate == true && tradeAutoCall.CouponDayCount != "Monthly");

                    if (observation != null)
                    {
                        //otcTrade.trade_autocall = tradeAutocall;
                        var _settlementAmount = SettlementAmount;
                        //观察日页面设置的结算金额
                        if (SettlementAmount != null)
                        {
                            hasUseSettlementAmount = true;
                            //到期敲入且未敲出情况
                            if (valueDate == autocall.ExerciseDates.Last().DateTime && !isKnockedOut)
                            {
                                //当前满足敲入或者已经敲入了
                                if (autocall.KIObsDates.Select(x => x.DateTime).Contains(valueDate) && closePrice <= kiBarrier || tradeAutoCall.KnockInOutStatus == ConsTrade.KnockState.KnockedIn)
                                {
                                    tradeAutoCall.KnockInOutStatus = ConsTrade.KnockState.KnockedIn;
                                    var optionPayoffPayment = autocall.GetPayoff(new double[] { closePrice });
                                    var paymentAmount = TradeHelper.GetAmountByPaymentAmount(optionPayoffPayment[0].PaymentAmount, otcTrade.PrincipalSum(), otcTrade.BuySell);
                                    //在记录票息时将敲入部分的payoff先减掉，在后面到期处理时会再添加一笔敲入的资金记录
                                    _settlementAmount -= paymentAmount;
                                }
                            }
                        }

                        SaveCouponObservation(otcTrade, tradeAutoCall, observation, valueDate, closePrice, isKnockedOut, _settlementAmount);
                    }
                }
                #endregion

                #region 敲出检查

                // 发生敲出事件
                if (isKnockedOut)
                {
                    // 更新观察状态
                    tradeAutoCall.KnockInOutStatus = ConsTrade.KnockState.KnockedOut;
                    tradeAutoCall.KnockInOutDate = valueDate;

                    // 更新交易状态
                    otcTrade.TradeStatus = ConsTrade.已平仓;
                    otcTrade.UnWindDate = valueDate;

                    var parentTradeId = 0;
                    var parentTradeCashId = 0;
                    //敲出时支付的票息在敲出日写入资金记录
                    if (tradeAutoCall.CouponPayType != CouponPayTypeEnum.AtCreated)
                    {
                        var hasUnfinishedGroupAction = false;
                        var continueTradeCashHandle = false;
                        var tradeCash = new trade_cash();
                        if (otcTrade.IsGroup == 2 && otcTrade.ParentTradeId > 0)
                        {
                            var groupAction = DbContext.trade_cash_group_action.FirstOrDefault(x => x.TradeId == otcTrade.id && x.Status != "已完成");
                            if (groupAction != null)
                            {
                                hasUnfinishedGroupAction = true;
                                groupAction.Status = "已完成";
                                parentTradeCashId = groupAction.ParentTradeCashId;
                                parentTradeId = groupAction.ParentTradeId;
                            }
                            else
                            {
                                parentTradeId = otcTrade.ParentTradeId;
                                tradeCash = SaveGroupUnwindCash(otcTrade, valueDate, 0, closePrice, out continueTradeCashHandle);
                                parentTradeCashId = tradeCash.id;
                            }
                        }

                        var amount = SaveCouponCashOnEnd(otcTrade, tradeAutoCall.CouponPayType == CouponPayTypeEnum.AtMaturity ? otcTrade.ExerciseDate.Value : valueDate, parentTradeId, parentTradeCashId, closePrice);

                        if (otcTrade.IsGroup == 2 && otcTrade.ParentTradeId > 0 && !hasUnfinishedGroupAction && continueTradeCashHandle)
                        {
                            tradeCash.Amount += amount;
                            DbContext.SaveChanges();
                        }
                    }

                    SaveCash(otcTrade, ClientCashInCashOut.系统操作_票息, null, 0, tradeAutoCall.CouponPayType == CouponPayTypeEnum.AtMaturity ? otcTrade.ExerciseDate.Value : valueDate, closePrice, valueDate, true, isLastAction: true, parentTradeId: parentTradeId, parentTradeCashId: parentTradeCashId);
                }
                #endregion
            }

            #region 敲入检查
            //在当前结算日之前未敲出且未敲入:
            if (!((tradeAutoCall.KnockInOutStatus == ConsTrade.KnockState.KnockedOut
                || tradeAutoCall.KnockInOutStatus == ConsTrade.KnockState.KnockedIn)
                && tradeAutoCall.KnockInOutDate < valueDate)
                && autocall.KIObsDates.Select(x => x.DateTime).Contains(valueDate))
            {
                //看涨 - 向下敲入,看跌 - 向上敲入
                var knockedin = isCall ? closePrice <= kiBarrier : closePrice >= kiBarrier;

                // 发生敲入事件
                if (knockedin)
                {
                    // 更新观察状态
                    tradeAutoCall.KnockInOutStatus = ConsTrade.KnockState.KnockedIn;
                    tradeAutoCall.KnockInOutDate = valueDate;
                }
            }
            #endregion

            #region 到期检查
            if (valueDate == autocall.ExerciseDates.Last().DateTime)
            {
                if (tradeAutoCall.KnockInOutStatus == ConsTrade.KnockState.KnockedIn)
                {
                    otcTrade.TradeStatus = ConsTrade.已执行;
                    otcTrade.UnWindDate = valueDate;
                    if (!autocall.IncludeCouponAfterKI)
                    {
                        // 敲入不支付票息，则要将之前累积的票息删除掉
                        RemoveAccumulatedCoupon(otcTrade.id);
                        hasUseSettlementAmount = false;
                    }
                    double paymentAmount = 0;

                    if (SettlementAmount != null && !hasUseSettlementAmount)
                    {
                        paymentAmount = SettlementAmount ?? 0;
                    }
                    else
                    {
                        //已敲入，到期时计算期权收益
                        var optionPayoffPayment = autocall.GetPayoff(new double[] { closePrice });
                        //optionPayoffPayment[0].PaymentAmount包含了买卖方向的处理了
                        paymentAmount = TradeHelper.GetAmountByPaymentAmount(optionPayoffPayment[0].PaymentAmount, otcTrade.PrincipalSum(), otcTrade.BuySell);

                    }

                    var parentTradeId = 0;
                    var parentTradeCashId = 0;
                    var hasUnfinishedGroupAction = false;
                    var continueTradeCashHandle = false;
                    var tradeCash = new trade_cash();
                    if (otcTrade.IsGroup == 2 && otcTrade.ParentTradeId > 0)
                    {
                        var groupAction = DbContext.trade_cash_group_action.FirstOrDefault(x => x.TradeId == otcTrade.id && x.Status != "已完成");
                        if (groupAction != null)
                        {
                            hasUnfinishedGroupAction = true;
                            groupAction.Status = "已完成";
                            parentTradeCashId = groupAction.ParentTradeCashId;
                            parentTradeId = groupAction.ParentTradeId;
                        }
                        else
                        {
                            parentTradeId = otcTrade.ParentTradeId;
                            tradeCash = SaveGroupUnwindCash(otcTrade, valueDate, paymentAmount, closePrice, out continueTradeCashHandle);
                            parentTradeCashId = tradeCash.id;
                        }
                    }

                    SaveOptionPayoffCash(otcTrade, paymentAmount, valueDate, closePrice, valueDate, parentTradeId, parentTradeCashId);

                    //期末支付的票息在到期日写入资金记录
                    if (tradeAutoCall.CouponPayType == CouponPayTypeEnum.AtMaturity && tradeAutoCall.IncludeCouponAfterKI)
                    {
                        var amount = SaveCouponCashOnEnd(otcTrade, valueDate, parentTradeId, parentTradeCashId, closePrice);
                        if (otcTrade.IsGroup == 2 && otcTrade.ParentTradeId > 0 && !hasUnfinishedGroupAction && continueTradeCashHandle)
                        {
                            tradeCash.Amount += amount;
                            DbContext.SaveChanges();
                        }
                    }
                }
                else
                {
                    if (tradeAutoCall.KnockInOutStatus != ConsTrade.KnockState.KnockedOut)
                    {
                        // 更新交易状态
                        otcTrade.TradeStatus = ConsTrade.已到期;
                        otcTrade.UnWindDate = valueDate;
                    }

                    var parentTradeId = 0;
                    var parentTradeCashId = 0;
                    var hasUnfinishedGroupAction = false;
                    var continueTradeCashHandle = false;
                    var tradeCash = new trade_cash();
                    if (otcTrade.IsGroup == 2 && otcTrade.ParentTradeId > 0)
                    {
                        var groupAction = DbContext.trade_cash_group_action.FirstOrDefault(x => x.TradeId == otcTrade.id && x.Status != "已完成");
                        if (groupAction != null)
                        {
                            hasUnfinishedGroupAction = true;
                            groupAction.Status = "已完成";
                            parentTradeCashId = groupAction.ParentTradeCashId;
                            parentTradeId = groupAction.ParentTradeId;
                        }
                        else
                        {
                            parentTradeId = otcTrade.ParentTradeId;
                            tradeCash = SaveGroupUnwindCash(otcTrade, valueDate, 0, closePrice, out continueTradeCashHandle);
                            parentTradeCashId = tradeCash.id;
                        }
                    }

                    //期末支付的票息在到期日写入资金记录
                    if (tradeAutoCall.CouponPayType != CouponPayTypeEnum.AtCreated && tradeAutoCall.KnockInOutStatus != ConsTrade.KnockState.KnockedOut)
                    {
                        var amount = SaveCouponCashOnEnd(otcTrade, valueDate, parentTradeId, parentTradeCashId, closePrice);
                        if (otcTrade.IsGroup == 2 && otcTrade.ParentTradeId > 0 && !hasUnfinishedGroupAction && continueTradeCashHandle)
                        {
                            tradeCash.Amount += amount;
                            DbContext.SaveChanges();
                        }
                    }

                    if (tradeAutoCall.KnockInOutStatus != ConsTrade.KnockState.KnockedOut)
                    {
                        SaveCash(otcTrade, ClientCashInCashOut.系统操作_票息, "到期行权", 0, valueDate, closePrice, valueDate, false, isLastAction: true, parentTradeId: parentTradeId, parentTradeCashId: parentTradeCashId);
                    }
                }
            }
            #endregion
        }

        /// <summary>
        /// 当票息在到期支付时，从autocall_observation表记录的票息累积数据生成对应的资金记录
        /// </summary>
        private double SaveCouponCashOnEnd(OtcTradeBase trade, DateTime valueDate, int parentTradeId, int parentTradeCashId, double closePrice)
        {
            double amount = 0;
            var tradeCashes = DbContext.trade_cash.Where(t => t.TradeId == trade.id && !t.IsDeleted
                && t.Action == ClientCashInCashOut.系统操作_票息).ToList();
            if (tradeCashes != null)
            {
                DbContext.trade_cash.RemoveRange(tradeCashes);
                var tradeCashIds = tradeCashes.Select(x => x.id);
                var tradeCashDetials = DbContext.trade_cash_detail.Where(x => tradeCashIds.Contains(x.TradeCashId));
                DbContext.trade_cash_detail.RemoveRange(tradeCashDetials);
            }

            var clientCashes = DbContext.ClientCashInCashOut.Where(c => c.TradeId == trade.id
                && c.Action == ClientCashInCashOut.系统操作_票息).ToList();
            if (clientCashes != null)
            {
                DbContext.ClientCashInCashOut.RemoveRange(clientCashes);
            }

            var observations = DbContext.autocall_observation.Where(o => o.TradeId == trade.id).OrderBy(x => x.EndDate).ToList();
            var maxEndDate = observations.Max(x => (DateTime?)x.EndDate) ?? DateTime.MinValue;
            observations.ForEach(o =>
            {
                amount += o.PaymentAmount;
                // 保存trade_cash
                var tc = new trade_cash
                {
                    OptId = UserId,
                    OptName = UserName,
                    OptDate = DateTime.Now,
                    ExceciseType = "现金",
                    TradeType = trade.BuySell,
                    CallPut = trade.CallPut,
                    Notional = trade.Notional,
                    TradeAmount = trade.TradeAmount,
                    UnwindNotional = maxEndDate == o.EndDate ? trade.Notional : 0,
                    UnwindTradeAmount = maxEndDate == o.EndDate ? trade.TradeAmount : 0,
                    UnwindPercentRate = maxEndDate == o.EndDate ? (trade.OriginalNotional != 0 ? trade.Notional / trade.OriginalNotional : 0) : 0,
                    Amount = o.PaymentAmount,
                    UnwindPrice = Math.Abs(trade.Notional != 0 ? o.PaymentAmount / trade.Notional : 0),
                    UnwindPricePercentRate = Math.Abs(trade.Notional != 0 && trade.SpotPrice != null && trade.SpotPrice != 0 ? o.PaymentAmount / trade.Notional / trade.SpotPrice.Value : 0),
                    FinalPrice = closePrice,
                    TradeId = trade.id,
                    HappenedDate = o.EndDate,
                    Action = ClientCashInCashOut.系统操作_票息,
                    ExerciseWay = "到期行权",
                    Status = TradeCashStatusEnum.已执行,
                    ValueDate = valueDate,
                    ParentTradeId = parentTradeId,
                    ParentTradeCashId = parentTradeCashId
                };
                DbContext.trade_cash.Add(tc);
                DbContext.SaveChanges();

                SaveTradeCashDetail(tc);

                // 保存ClientCashInCashOut
                var client = DataCacheProvider.GetClientDataSource().GetData(trade.ClientId);
                if (client != null)
                {
                    var cashInOutRecord = new ClientCashInCashOut
                    {
                        Direction = "应收",
                        Number = UniqueTimeId.GetStr(),
                        ClientId = client.id,
                        ClientName = client.Name,
                        ClientNumber = client.Number,
                        Money = -tc.Amount,
                        HappenDate = valueDate,
                        State = ClientCashInCashOut.已确认,
                        OptDate = tc.OptDate,
                        OptId = tc.OptId,
                        CreatorName = tc.OptName,
                        CreateDate = tc.OptDate,
                        CreatorId = tc.OptId,
                        OptName = tc.OptName,
                        TradeId = trade.id,
                        TradeCashId = tc.id,
                        Action = ClientCashInCashOut.系统操作_票息,
                        TradeNumber = trade.TradeNumber,
                        IsGroup = trade.IsGroup
                    };

                    DbContext.ClientCashInCashOut.Add(cashInOutRecord);
                }
            });

            return amount;
        }

        /// <summary>
        /// 适用于票息到期支付，但敲入后不支付票息的情况下，将已经累计的票息信息删除        
        /// </summary>
        private void RemoveAccumulatedCoupon(int tradeId)
        {
            var observations = DbContext.autocall_observation.Where(o => o.TradeId == tradeId).ToList();
            if (observations.Count > 0)
            {
                DbContext.autocall_observation.RemoveRange(observations);
            }
        }

        private trade_cash SaveOptionPayoffCash(OtcTradeBase trade, double amount, DateTime valueDate, double underlyingPrice, DateTime happenDate, int parentTradeId, int parentTradeCashId)
        {
            return SaveCash(trade, ClientCashInCashOut.系统操作_行权费, TradeCashExerciseWayEnum.到期行权, amount, valueDate, underlyingPrice, happenDate, false, isLastAction: true, parentTradeId: parentTradeId, parentTradeCashId: parentTradeCashId);
        }

        public autocall_observation SaveCouponObservation(OtcTradeBase trade, trade_autocall tradeAutoCall
            , ObservationPayment observation, DateTime happenDate, double underlyingPrice, bool isKnockedOut, double? SettlementAmount, bool saveChanges = true)
        {
            //保存autocall_observation
            var observationRecord = DbContext.autocall_observation.FirstOrDefault(o => o.TradeId == trade.id && o.EndDate == happenDate);
            if (observationRecord == null)
            {
                observationRecord = new autocall_observation()
                {
                    TradeId = trade.id,
                    StartDate = observation.StartDate.DateTime.Date,
                    EndDate = observation.EndDate.DateTime.Date,
                    CouponRate = observation.CouponRate,
                    StockEqvNotional = observation.Notional,
                    PaymentAmount = SettlementAmount == null ? observation.PaymentAmount : SettlementAmount.Value,
                    PaymentDate = observation.PaymentDate.DateTime.Date
                };
                DbContext.autocall_observation.Add(observationRecord);
            }
            else
            {
                observationRecord.StartDate = observation.StartDate.DateTime.Date;
                observationRecord.EndDate = observation.EndDate.DateTime.Date;
                observationRecord.CouponRate = observation.CouponRate;
                observationRecord.StockEqvNotional = observation.Notional;
                if (SettlementAmount != null)
                {
                    observationRecord.PaymentAmount = SettlementAmount.Value;
                }
                else
                {
                    // 系统操作_票息 修改 功能暂时禁掉
                    //bool isupdate = true;
                    //var trade_cash = DbContext.trade_cash.Where(x => x.id == observationRecord.CashId && x.ValidState != "InValid" && x.Action == ClientCashInCashOut.系统操作_票息).FirstOrDefault();
                    //if (trade_cash != null)
                    //{
                    //    var cashInOutRecord = DbContext.ClientCashInCashOut.FirstOrDefault(c => c.TradeCashId == trade_cash.id);
                    //    if (cashInOutRecord != null)
                    //    {
                    //        if (DbContext.clientcashincashout_update.Where(x => x.ClientcashincashoutId == cashInOutRecord.id && x.ValidState != "InValid" && x.State == "已确认").Any())
                    //        {
                    //            isupdate = false;
                    //        }
                    //    }
                    //}
                    //if (isupdate)
                    //{
                    //    observationRecord.PaymentAmount = observation.PaymentAmount;
                    //}
                    observationRecord.PaymentAmount = observation.PaymentAmount;
                }
                observationRecord.PaymentDate = observation.PaymentDate.DateTime.Date;
            }
            if (saveChanges)
            {
                // 票息当期付，立即产生资金记录
                if (tradeAutoCall.CouponPayType == CouponPayTypeEnum.AtCreated)
                {
                    var parentTradeId = 0;
                    var parentTradeCashId = 0;
                    if (trade.IsGroup == 2 && trade.ParentTradeId > 0)
                    {
                        //已经存在票息记录的说明该票息已经和组合主交易有关联了，不需要再做处理
                        if (DbContext.trade_cash.Any(t => t.TradeId == trade.id && t.Action == ClientCashInCashOut.系统操作_票息 && !t.IsDeleted && t.HappenedDate == happenDate))
                        {
                            return observationRecord;
                        }

                        var groupAction = DbContext.trade_cash_group_action.FirstOrDefault(x => x.TradeId == trade.id && x.Status != "已完成");
                        if (groupAction != null)
                        {
                            groupAction.Status = "已完成";
                            parentTradeCashId = groupAction.ParentTradeCashId;
                            parentTradeId = groupAction.ParentTradeId;
                        }
                        else
                        {
                            parentTradeId = trade.ParentTradeId;
                            var paymentAmount = SettlementAmount != null ? SettlementAmount.Value : observation.PaymentAmount;
                            parentTradeCashId = SaveGroupCouponCash(trade, happenDate, paymentAmount, underlyingPrice);
                        }
                    }
                    bool isLastAction = isKnockedOut || (happenDate == trade.ExerciseDate && tradeAutoCall.KnockInOutStatus != ConsTrade.KnockState.KnockedIn);
                    var tradeCash = new trade_cash();
                    if (SettlementAmount != null)
                    {
                        tradeCash = SaveCash(trade, ClientCashInCashOut.系统操作_票息, null, SettlementAmount ?? 0, happenDate, underlyingPrice, happenDate, isKnockedOut, isLastAction: isLastAction, parentTradeId: parentTradeId, parentTradeCashId: parentTradeCashId);
                    }
                    else
                    {
                        var paymentAmount = observation.PaymentAmount;
                        if (isKnockedOut)
                        {
                            paymentAmount = TradeHelper.GetAmountByPaymentAmount(paymentAmount, trade.PrincipalSum(), trade.BuySell);
                        }
                        tradeCash = SaveCash(trade, ClientCashInCashOut.系统操作_票息, happenDate == trade.ExerciseDate ? "到期行权" : null, paymentAmount, happenDate, underlyingPrice, happenDate, isKnockedOut, isLastAction: isLastAction, parentTradeId: parentTradeId, parentTradeCashId: parentTradeCashId);
                    }
                    observationRecord.CashId = tradeCash.id;
                }
                DbContext.SaveChanges();
            }
            return observationRecord;
        }

        public List<autocall_observation> QueryHappenedObservations(int tradeId, DateTime valueDate)
        {
            using (var db = new YLContext())
            {
                return db.autocall_observation.AsNoTracking().Where(o => o.TradeId == tradeId && o.EndDate <= valueDate).ToList();
            }
        }
    }
}