using System.Data;
using System.Linq.Expressions;
using YLErp.BLL;
using YLErp.Commons;
using YLErp.DBModels.Consts;
using YLErp.DBModels.Helpers;
using YLErp.Models.Tag;
using YLErp.Modules.CalculationModule;
using YLErp.Modules.TagModule;
using YLErp.Office.ExcelModule;
using static YLErp.ConsGlobal;

namespace YLErp.Modules.TradeModule.QueryModule
{
    /// <summary>
    /// 场外期权多次了结查询服务
    /// </summary>
    public class OtcOptionMultiCloseService : YLBaseService
    {
        public OtcOptionMultiCloseService(OptUserInfo userInfo) : base(userInfo)
        {
        }

        /// <summary>
        /// 获取分页数据
        /// </summary>
        public IPagedList<OtcTradeDetail> GetPagedDatas(TradeMultiCloseQueryModel queryModel)
        {
            var query = CreateQuery(queryModel);

            if (string.IsNullOrEmpty(queryModel.SortExpression))
            {
                queryModel.SortExpression = "id desc, TcValueDate asc, TcId asc";
            }

            var pagedList = query.ToPagedList(queryModel);

            OtcTradeDetail preData = null;


            Dictionary<int, List<TagDto>> tradeTagList = null;
            if (pagedList != null)
            {
                using (var service = new TagService(OptUser))
                {
                    tradeTagList = service.GetTagByTradeIds(pagedList.Select(p => p.id).Distinct().ToList());
                }
            }
            if (tradeTagList == null)
            {
                tradeTagList = new Dictionary<int, List<TagDto>>();
            }

            List<trade_cash> childTradeCashList = null;

            var parentTradeCashIdList = pagedList.Where(p => p.IsGroup == 1).Select(p => p.TcId).Distinct().ToList();
            if (parentTradeCashIdList != null && parentTradeCashIdList.Count > 0)
            {
                childTradeCashList = DbContext.trade_cash.AsNoTracking().Where(p => parentTradeCashIdList.Contains(p.ParentTradeCashId)).ToList();
            }
            if (childTradeCashList == null)
            {
                childTradeCashList = new List<trade_cash>();
            }
            List<trade> childTradeList = null;
            if (childTradeCashList != null && childTradeCashList.Count > 0)
            {
                var childTradeIds = childTradeCashList.Select(x => x.TradeId).Distinct().ToList();
                childTradeList = DbContext.trade.Where(p => childTradeIds.Contains(p.id)).ToList();
            }

            if (childTradeList == null)
            {
                childTradeList = new List<trade>();
            }


            List<trade_barrier_option> tradeBarrierOptionList = null;
            if (pagedList.Any(p => "障碍期权".Equals(p.TradeType)))
            {
                var barrierTradeIds = pagedList.Where(p => "障碍期权".Equals(p.TradeType)).Select(p => p.id).Distinct().ToList();
                if (barrierTradeIds != null && barrierTradeIds.Any())
                {
                    tradeBarrierOptionList = DbContext.trade_barrier_option.AsNoTracking().Where(p => barrierTradeIds.Contains(p.TradeId)).ToList();
                }
            }
            if (tradeBarrierOptionList == null)
            {
                tradeBarrierOptionList = new List<trade_barrier_option>();
            }


            List<trade_double_sharkfin_option> tradeDoublesharkfinOptionList = null;

            if (pagedList.Any(p => "双鲨期权".Equals(p.TradeType)))
            {
                var doubleSharkfinTradeIds = pagedList.Where(p => "双鲨期权".Equals(p.TradeType)).Select(p => p.id).Distinct().ToList();
                if (doubleSharkfinTradeIds != null && doubleSharkfinTradeIds.Any())
                {
                    tradeDoublesharkfinOptionList = DbContext.trade_double_sharkfin_option.AsNoTracking().Where(p => doubleSharkfinTradeIds.Contains(p.TradeId)).ToList();
                }
            }
            if (tradeDoublesharkfinOptionList == null)
            {
                tradeDoublesharkfinOptionList = new List<trade_double_sharkfin_option>();
            }

            List<trade_autocall> tradeAutocallList = null;

            if (pagedList.Any(p => "凤凰期权".Equals(p.TradeType)))
            {
                var autocallTradeIds = pagedList.Where(p => "凤凰期权".Equals(p.TradeType)).Select(p => p.id).Distinct().ToList();
                if (autocallTradeIds != null && autocallTradeIds.Any())
                {
                    tradeAutocallList = DbContext.trade_autocall.AsNoTracking().Where(p => autocallTradeIds.Contains(p.TradeId)).ToList();
                }
            }
            if (tradeAutocallList == null)
            {
                tradeAutocallList = new List<trade_autocall>();
            }

            List<trade_snowball> tradeSnowballList = null;

            if (pagedList.Any(p => "雪球期权".Equals(p.TradeType)))
            {
                var snowballTradeIds = pagedList.Where(p => "雪球期权".Equals(p.TradeType)).Select(p => p.id).Distinct().ToList();
                if (snowballTradeIds != null && snowballTradeIds.Any())
                {
                    tradeSnowballList = DbContext.trade_snowball.AsNoTracking().Where(p => snowballTradeIds.Contains(p.TradeId)).ToList();
                }
            }
            if (tradeSnowballList == null)
            {
                tradeSnowballList = new List<trade_snowball>();
            }


            List<trade_airbag> tradeAirbagList = null;

            if (pagedList.Any(p => "气囊结构".Equals(p.TradeType) || "气囊结构".Equals(p.StructureType)))
            {
                var airbagTradeIds = pagedList.Where(p => "气囊结构".Equals(p.TradeType) || "气囊结构".Equals(p.StructureType)).Select(p => p.id).Distinct().ToList();
                if (airbagTradeIds != null && airbagTradeIds.Any())
                {
                    tradeAirbagList = DbContext.trade_airbag.AsNoTracking().Where(p => airbagTradeIds.Contains(p.TradeId)).ToList();
                }
            }
            if (tradeAirbagList == null)
            {
                tradeAirbagList = new List<trade_airbag>();
            }

            //List<trade_accumulator_option> tradeAccumulatorOptionList = null;
            List<autocall_observation> autocallObservationList = null;

            if (pagedList.Any(p => "累计期权".Equals(p.TradeType)))
            {
                var accumulatorOptionTradeIds = pagedList.Where(p => "累计期权".Equals(p.TradeType)).Select(p => p.id).Distinct().ToList();
                if (accumulatorOptionTradeIds != null && accumulatorOptionTradeIds.Any())
                {
                    //tradeAccumulatorOptionList = DbContext.trade_accumulator_option.AsNoTracking().Where(p => accumulatorOptionTradeIds.Contains(p.TradeId)).ToList();
                    autocallObservationList = DbContext.autocall_observation.AsNoTracking().Where(p => accumulatorOptionTradeIds.Contains(p.TradeId)).ToList();
                }
            }
            //if (tradeAccumulatorOptionList == null)
            //{
            //    tradeAccumulatorOptionList = new List<trade_accumulator_option>();
            //}
            if (autocallObservationList == null)
            {
                autocallObservationList = new List<autocall_observation>();
            }



            foreach (var data in pagedList)
            {
                preData = ProcessData(data, preData);
                if (data.IsGroup == 1)
                {
                    //var childTradeCashs = DbContext.trade_cash.Where(x => x.ParentTradeCashId == data.TcId).ToList();
                    var childTradeCashs = childTradeCashList.Where(x => x.ParentTradeCashId == data.TcId).ToList();
                    var childTradeIds = childTradeCashs.Select(x => x.TradeId).Distinct().ToList();
                    //var childTrades = DbContext.trade.Where(x => childTradeIds.Contains(x.id)).ToList();
                    var childTrades = childTradeList.Where(x => childTradeIds.Contains(x.id)).ToList();
                    data.TcTradePrice = 0;
                    childTradeCashs.ForEach(x =>
                    {
                        var trade = childTrades.FirstOrDefault(y => y.id == x.TradeId);
                        data.TcTradePrice += (x.UnwindPercentRate * trade?.TradePrice * (trade?.BuySell == "买入" ? -1 : 1)) ?? 0;
                    });
                }

                if (data.TradeType == "障碍期权")
                {
                    //var option = DbContext.trade_barrier_option.FirstOrDefault(x => x.TradeId == data.id);
                    var option = tradeBarrierOptionList.FirstOrDefault(x => x.TradeId == data.id);
                    data.KnockInOutStatusObservation = option?.KnockInOutStatusCn;
                }
                else if (data.TradeType == "双鲨期权")
                {
                    //var option = DbContext.trade_double_sharkfin_option.FirstOrDefault(x => x.TradeId == data.id);
                    var option = tradeDoublesharkfinOptionList.FirstOrDefault(x => x.TradeId == data.id);
                    data.KnockInOutStatusObservation = option?.KnockInOutStatusCn;
                }
                else if (data.TradeType == "凤凰期权")
                {
                    //var option = DbContext.trade_autocall.FirstOrDefault(x => x.TradeId == data.id);
                    var option = tradeAutocallList.FirstOrDefault(x => x.TradeId == data.id);
                    data.KnockInOutStatusObservation = option?.KnockInOutStatusCn;
                }
                else if (data.TradeType == "雪球期权")
                {
                    //var option = DbContext.trade_snowball.FirstOrDefault(x => x.TradeId == data.id);
                    var option = tradeSnowballList.FirstOrDefault(x => x.TradeId == data.id);
                    data.KnockInOutStatusObservation = option?.KnockInOutStatusCn;
                }
                else if (data.TradeType == "气囊结构" || data.StructureType == "气囊结构")
                {
                    //var option = DbContext.trade_airbag.FirstOrDefault(x => x.TradeId == data.id);
                    var option = tradeAirbagList.FirstOrDefault(x => x.TradeId == data.id);
                    data.KnockInOutStatusObservation = option?.KnockInOutStatusCn;
                }
                else if (data.TradeType == "累计期权")
                {
                    new OptionTradeActionRestoreService(this).RestoreTradeDataToSpecialDay2(data, Convert.ToDateTime(data.TcValueDate));
                    //var option = DbContext.trade_accumulator_option.FirstOrDefault(x => x.TradeId == data.id);
                    //var option = tradeAccumulatorOptionList.FirstOrDefault(x => x.TradeId == data.id);
                    //data.KnockInOutStatusObservation = option?.KnockInOutStatusCn;

                    var obser = autocallObservationList.FirstOrDefault(x => x.TradeId == data.id && x.EndDate == data.TcValueDate);
                    if (obser != null)
                    {
                        data.KnockInOutStatusObservation = "敲出".Equals(obser.SettlementMode) ? "敲出" : "观察中";
                    }

                }

                if (data.CountRatio == null)
                {
                    data.CountRatio = DataCacheProvider.GetUnderlyingDataSource().GetData(data.UnderlyingCode)?.CountRatio ?? 1;
                }

                //拼装标签值
                if (tradeTagList.ContainsKey(data.id))
                {
                    data.Tags = tradeTagList[data.id];
                    data.OutputTags = TagService.GetOutputTagsStr(data.Tags);
                }
            }

            return pagedList;
        }

        /// <summary>
        /// 获取了结记录
        /// <para>主要用于批量生成了结简讯用</para>
        /// </summary>
        /// <param name="queryModel"></param>
        /// <returns></returns>
        public List<KeyValuePair<trade, trade_cash>> GetSettlementList(TradeMultiCloseQueryModel queryModel)
        {
            if (queryModel is null)
            {
                throw new ArgumentNullException(nameof(queryModel));
            }

            BuildPredicate(queryModel, out var tdPredicate, out var tcPredicate);
            var query = from t in DbContext.trade.Where(tdPredicate)
                        join tc in DbContext.trade_cash.Where(tcPredicate) on t.id equals tc.TradeId
                        select new { t, tc };
            if (queryModel.UnWindTimes != null && queryModel.UnWindTimes >= 0)
            {
                var qgp = from f in query
                          group f by f.t.id into fgp
                          where fgp.Count() == queryModel.UnWindTimes
                          select fgp.Key;
                query = query.Where(q => qgp.Contains(q.t.id));
            }
            if (queryModel.TradeCashIdList != null && queryModel.TradeCashIdList.Count > 0)
            {
                var tcIds = query.Select(O => O.tc.id).ToList();
                tcIds = queryModel.TradeCashIdList.Where(O => !tcIds.Contains(O)).ToList();
                if (tcIds.Any())
                {
                    query =
                        query.Union(
                            from tc in DbContext.trade_cash
                            join t in DbContext.trade
                            on tc.TradeId equals t.id
                            where tcIds.Contains(tc.id)
                            select new { t, tc }
                        );
                }
            }
            query = query.OrderByDescending(x => x.t.id).ThenBy(x => x.tc.ValueDate).ThenBy(x => x.tc.id);
            return query.ToList().Select(O => new KeyValuePair<trade, trade_cash>(O.t, O.tc)).ToList();
        }

        public List<OtcTradeDetail> GetGroupChildrenDatas(int TcId)
        {
            var query = from t in DbContext.trade.AsNoTracking().Where(x => x.ValidState != "InValid" && x.IsGroup == 2)
                        join tc in DbContext.trade_cash.AsNoTracking().Where(x => x.ValidState != "InValid" && x.ParentTradeCashId == TcId && (x.Amount != 0 || x.UnwindPercentRate > 0)) on t.id equals tc.TradeId
                        select new OtcTradeDetail
                        {
                            id = t.id,
                            TcId = tc.id,
                            UnderlyingId = t.UnderlyingId,
                            TradeNumber = t.TradeNumber,
                            ClientId = t.ClientId,
                            ClientName = t.ClientName,
                            TradeDate = t.TradeDate,
                            ExerciseDate = t.ExerciseDate,
                            BuySell = t.BuySell,
                            TradeType = t.TradeType,
                            OptionType = t.OptionType,
                            UnderlyingAssetName = t.UnderlyingAssetName,
                            UnderlyingCode = t.UnderlyingCode,
                            SpotPrice = t.SpotPrice,
                            Strike = t.Strike,
                            IsMoneynessOption = t.IsMoneynessOption,
                            TradeSinglePrice = t.TradeSinglePrice ?? 0,
                            TradePrice = t.TradePrice ?? 0,
                            IsUsePremiumRate = t.IsUsePremiumRate,
                            PremiumRate = t.PremiumRate,
                            TradeAmount = t.TradeAmount,
                            ExerciseMode = t.ExerciseMode,
                            OriginalNotional = t.OriginalNotional ?? 0,
                            OriginalStockEqvNotional = t.OriginalStockEqvNotional,
                            ParticipationRate = t.ParticipationRate,
                            AnnualizeFactor = t.AnnualizeFactor,
                            PrincipalRate = t.PrincipalRate ?? 0,
                            AssetBookName = t.AssetBookName,
                            TraderName = t.TraderName,

                            TcValueDate = tc.HappenedDate != null ? tc.HappenedDate : tc.ValueDate,
                            TcFinalPrice = tc.FinalPrice,
                            TcUnwindPrice = tc.UnwindPrice,
                            TcUnwindPricePercent = tc.UnwindPricePercentRate,
                            TcAmount = tc.Amount,
                            UnWindNotional = tc.UnwindNotional ?? tc.Notional,
                            TcUnwindTradeAmount = tc.UnwindTradeAmount,
                            TcUnwindPercent = tc.UnwindPercentRate,
                            TcAction = tc.Action,
                            TcExerciseWay = tc.ExerciseWay,
                            StructureType = t.StructureType,
                            IsGroup = t.IsGroup,
                            UnderlyingInstrumentType = t.UnderlyingInstrumentType
                        };

            var result = query.ToList();

            OtcTradeDetail preData = null;
            Dictionary<int, List<TagDto>> tradeTagList = null;
            if (result != null && result.Any())
            {
                using (var service = new TagService(OptUser))
                {
                    tradeTagList = service.GetTagByTradeIds(result.Select(p=>p.id).Distinct().ToList());
                }
            }
            if (tradeTagList == null)
            {
                tradeTagList = new Dictionary<int, List<TagDto>>();
            }

            foreach (var data in result)
            {
                preData = ProcessData(data, preData);

                if (data.TradeType == "亚式期权")
                {
                    var baseReq = FixingService.GetRequestBase(valuedateBLL.ValueDate, data);
                    var strikeReq = new AsianOptionStrikeRequest(baseReq)
                    {
                        IsMoneynessOption = data.IsMoneynessOption == "是",
                        SpotPrice = data.SpotPrice,
                        Strike = data.Strike,
                    };
                    data.ActualStrike = trade_asian_optionBLL.GetAsianStrikePrice(strikeReq, null);
                }
                else
                {
                    data.ActualStrike = data.IsMoneynessOption == "是" ? (data.SpotPrice * data.Strike) : data.Strike;
                }

                if (data.TradeType == "障碍期权")
                {
                    var option = DbContext.trade_barrier_option.FirstOrDefault(x => x.TradeId == data.id);
                    data.KnockInOutStatusObservation = option?.KnockInOutStatusCn;
                }
                else if (data.TradeType == "双鲨期权")
                {
                    var option = DbContext.trade_double_sharkfin_option.FirstOrDefault(x => x.TradeId == data.id);
                    data.KnockInOutStatusObservation = option?.KnockInOutStatusCn;
                }
                else if (data.TradeType == "凤凰期权")
                {
                    var option = DbContext.trade_autocall.FirstOrDefault(x => x.TradeId == data.id);
                    data.KnockInOutStatusObservation = option?.KnockInOutStatusCn;
                }
                else if (data.TradeType == "雪球期权")
                {
                    var option = DbContext.trade_snowball.FirstOrDefault(x => x.TradeId == data.id);
                    data.KnockInOutStatusObservation = option?.KnockInOutStatusCn;
                }
                else if (data.TradeType == "气囊结构")
                {
                    var option = DbContext.trade_airbag.FirstOrDefault(x => x.TradeId == data.id);
                    data.KnockInOutStatusObservation = option?.KnockInOutStatusCn;
                }
                //拼装标签值
                if (tradeTagList.ContainsKey(data.id))
                {
                    data.Tags = tradeTagList[data.id];
                    data.OutputTags = TagService.GetOutputTagsStr(data.Tags);
                }
            }

            return result;
        }

        /// <summary>
        /// 根据交易编号获取交易了结信息(需要重构，否则不要用于其它查询场景)
        /// 用于api/v1/tradeCloseInfos
        /// </summary>
        public IEnumerable<TradeCloseInfo> GetTradeCloseInfos(string tradeNumber, string unWindType, DateTime? valueDate = null)
        {
            var queryModel = new TradeMultiCloseQueryModel
            {
                TradeNumber = tradeNumber,
                UseForwardASwap = true
            };

            if (!string.IsNullOrEmpty(unWindType))
            {
                queryModel.UnWindType = unWindType;
            }

            if (valueDate != null && valueDate != DateTime.MinValue)
            {
                queryModel.UnwindDateStart = valueDate;
                queryModel.UnwindDateEnd = valueDate;
            }

            var query = CreateQuery(queryModel);

            var datas = query.ToArray();

            var list = new List<TradeCloseInfo>();

            OtcTradeDetail preData = null;

            foreach (var data in datas)
            {
                preData = ProcessData(data, preData);

                var info = new TradeCloseInfo
                {
                    TradeNumber = data.TradeNumber,
                    TcValueDate = data.TcValueDate,
                    TcAction = data.TcAction,
                    TcAmount = data.TcAmount,
                    TcFinalPrice = data.TcFinalPrice,
                    TcNotional = data.TcNotional,
                    TcTradeAmount = data.TcTradeAmount,
                    TcUnwindNotional = data.TcUnwindNotional,
                    TcUnwindPercent = data.TcUnwindPercent,
                    TcUnwindPrice = data.TcUnwindPrice,
                    TcUnwindPricePercent = data.TcUnwindPricePercent,
                    TcUnwindTradeAmount = data.TcUnwindTradeAmount,
                    TcTradePrice = (data.TradePrice ?? 0) * (data.TcUnwindPercent ?? 0) * ((data.BuySell == "卖出" || data.TradeType == "远期") ? 1 : -1),
                };

                if (data.IsGroup == 1)
                {
                    var childTradeCashs = DbContext.trade_cash.Where(x => x.ParentTradeCashId == data.TcId).ToList();
                    var childTradeIds = childTradeCashs.Select(x => x.TradeId).Distinct().ToList();
                    var childTrades = DbContext.trade.Where(x => childTradeIds.Contains(x.id)).ToList();
                    info.TcTradePrice = 0;
                    childTradeCashs.ForEach(x =>
                    {
                        var trade = childTrades.FirstOrDefault(y => y.id == x.TradeId);
                        info.TcTradePrice += (x.UnwindPercentRate * trade?.TradePrice * (trade?.BuySell == "买入" ? -1 : 1)) ?? 0;
                    });
                }
                info.WinLoss = (info.TcAmount ?? 0) + info.TcTradePrice;
                list.Add(info);
            }

            return list;
        }

        /// <summary>
        /// 导出所有字段
        /// </summary>
        public byte[] ExportAllFieldsToExcel(TradeMultiCloseQueryModel queryModel)
        {
            var list = HandleExportDataToList(queryModel);

            var list2 = list.Select(n => new ExpandoDictionary<string, string>(n.MetaDic)).ToArray();

            var templateFile = OtcAppContext.MapPath("~/App_Docs/导出模板/场外期权交易多次了结导出模板.xlsx");

            return ExcelGenerator.UseTemplateGenerator(templateFile).AddVariable(new { list = list2 }).GenerateBytes();
        }
        public List<OtcTradeDetail> HandleExportDataToList(TradeMultiCloseQueryModel queryModel)
        {

            if (queryModel is null)
            {
                throw new ArgumentNullException(nameof(queryModel));
            }

            var query = CreateQuery(queryModel);

            var list = query.ToList();

            OtcTradeDetail preData = null;

            foreach (var data in list)
            {
                data.CountRatio = DataCacheModule.DataCacheManager.GetUnderlyingDataSource().GetData(data.UnderlyingCode)?.CountRatio;
                preData = ProcessData(data, preData);

                HandleExportData(data);
            }

            new TradeExtendService(this).SetTradeExtendWithCnKey(list);

            var groupTradeCashIds = list.Where(x => x.IsGroup == 1).Select(x => x.TcId).ToArray();
            var childList = CreateGroupChildrenQuery(groupTradeCashIds);
            groupTradeCashIds.ToList().ForEach(x =>
            {
                var children = childList.Where(y => y.ParentTcId == x).ToList();
                var item = list.FirstOrDefault(y => y.TcId == x);

                list.InsertRange(list.IndexOf(item) + 1, children.OrderBy(y => y.id));
            });
            return list;
        }

        //数据加工处理
        private OtcTradeDetail ProcessData(OtcTradeDetail data, OtcTradeDetail preData)
        {
            if (preData?.id == data.id)
            {
                data.TcSequence = preData.TcSequence + 1;
                data.TradeOriginalAmount = preData.OriginalNotional;
                data.SyntheticUnderlyingTipsInfo = preData.SyntheticUnderlyingTipsInfo;
                data.ExerciseMode = preData.ExerciseMode;
            }
            else
            {
                data.ExerciseMode = TradeHelper.GetExerciseModeCn(data.ExerciseMode);
                var CountRatio = UnderlyingDataProvider.GetCountRatio(data.UnderlyingCode);
                data.TradeOriginalAmount = data.OriginalNotional / CountRatio;
                if (data.TradeType == "合成价差期权")
                {
                    data.SyntheticUnderlyingTipsInfo = synthetic_underlyingBLL.GetUnderlyingTipsInfo(data.UnderlyingCode);
                }
            }

            data.TcUnwindNotional = data.OriginalNotional * data.TcUnwindPercent;

            if (data.TcAction == "系统操作-行权费" && !data.TcUnwindTradeAmount.HasValue)
            {
                var CountRatio = UnderlyingDataProvider.GetCountRatio(data.UnderlyingCode);
                data.TcUnwindTradeAmount = data.OriginalNotional * data.TcUnwindPercent / CountRatio;
            }

            if (data.TcAction == "系统操作-票息")
            {
                data.TcAction = "票息";
            }
            else if (data.TcAction == "系统操作-互换")
            {
                data.TcAction = "互换";
            }
            else if (data.TcExerciseWay == TradeCashExerciseWayEnum.到期行权)
            {
                data.TcAction = "到期";
            }
            else
            {
                data.TcAction = "终止";
            }

            if (data.TradeType == "结构化交易" && data.IsGroup == 1)
            {
                data.TradeType = data.StructureType;
            }

            if (PS.Config.IsGuoJun)
            {
                data.UnderlyingVariety = YLErp.Modules.UnderlyingModule.UnderlyingHelper.GetUnderlyingVarietyCode(data.UnderlyingCode);
            }

            return data;
        }

        private void HandleExportData(OtcTradeDetail data)
        {
            var dic = data.MetaDic;
            var isMoneyness = data.IsMoneynessOption == "是";
            var isPremiumRate = data.IsUsePremiumRate == true;
            var multiply = TradeHelper.GetStockEqvNotionalMultiply(data.OriginalStockEqvNotional, data.ParticipationRate, data.AnnualizeFactor);

            if (data.IsGroup == 1)
            {
                var childTradeCashs = DbContext.trade_cash.Where(x => x.ParentTradeCashId == data.TcId).ToList();
                var childTradeIds = childTradeCashs.Select(x => x.TradeId).Distinct().ToList();
                var childTrades = DbContext.trade.Where(x => childTradeIds.Contains(x.id)).ToList();
                data.TcTradePrice = 0;
                childTradeCashs.ForEach(x =>
                {
                    var trade = childTrades.FirstOrDefault(y => y.id == x.TradeId);
                    data.TcTradePrice += (x.UnwindPercentRate * trade?.TradePrice * (trade?.BuySell == "买入" ? -1 : 1)) ?? 0;
                });
            }

            if (data.TradeType == "障碍期权")
            {
                var option = DbContext.trade_barrier_option.FirstOrDefault(x => x.TradeId == data.id);
                data.KnockInOutStatusObservation = option?.KnockInOutStatusCn;
            }
            else if (data.TradeType == "双鲨期权")
            {
                var option = DbContext.trade_double_sharkfin_option.FirstOrDefault(x => x.TradeId == data.id);
                data.KnockInOutStatusObservation = option?.KnockInOutStatusCn;
            }
            else if (data.TradeType == "凤凰期权")
            {
                var option = DbContext.trade_autocall.FirstOrDefault(x => x.TradeId == data.id);
                data.KnockInOutStatusObservation = option?.KnockInOutStatusCn;
            }
            else if (data.TradeType == "雪球期权")
            {
                var option = DbContext.trade_snowball.FirstOrDefault(x => x.TradeId == data.id);
                data.KnockInOutStatusObservation = option?.KnockInOutStatusCn;
            }
            else if (data.TradeType == "气囊结构" || data.StructureType == "气囊结构")
            {
                var option = DbContext.trade_airbag.FirstOrDefault(x => x.TradeId == data.id);
                data.KnockInOutStatusObservation = option?.KnockInOutStatusCn;
            }
            else if (data.TradeType == "累计期权")
            {
                new OptionTradeActionRestoreService(this).RestoreTradeDataToSpecialDay2(data, Convert.ToDateTime(data.TcValueDate));
                var option = DbContext.trade_accumulator_option.FirstOrDefault(x => x.TradeId == data.id);
                data.KnockInOutStatusObservation = option?.KnockInOutStatusCn;
            }

            dic["交易编号"] = data.TradeNumber;
            dic["分组交易类型"] = data.GroupTradeType;
            dic["交易状态"] = data.TradeStatus;
            dic["簿记账户"] = data.AssetBookName;
            dic["交易员"] = data.TraderName;
            dic["交易对手方"] = data.ClientName;
            dic["交易对手编号"] = DataCacheProvider.GetClientDataSource().GetData(data.ClientId)?.Number;
            dic["结构类型"] = data.TradeMultipleType;
            dic["成交日期"] = data.TradeDate.OtcFormatDate();
            dic["到期日期"] = data.ExerciseDate.OtcFormatDate();
            dic["结算日期"] = data.SettlementDate.OtcFormatDate();
            dic["交易方向"] = data.BuySell;
            dic["标的代码"] = data.UnderlyingCode;
            dic["期初标的价格"] = data.SpotPrice.OtcFormatUmPrice();
            dic["执行价格"] = data.Strike.OtcFormatUmPrice(isMoneyness);
            dic["权利金成交"] = OtcFormatHelper.FormatPremium(data.IsUsePremiumRate, data.PremiumRate, data.TradeSinglePrice);
            dic["有效成交数量"] = PS.Config.IsUseDisplayNotional ? (data.TradeOriginalAmount * data.CountRatio).OtcFormatNotional() : data.TradeOriginalAmount.OtcFormatNotional();
            dic["成交数量"] = PS.Config.IsUseDisplayNotional ? (TradeCalcHelper.GetTradeAmountV(data) * data.CountRatio).OtcFormatNotional() : TradeCalcHelper.GetTradeAmountV(data).OtcFormatNotional();
            dic["成交金额"] = data.TradePrice.OtcFormatMoney();
            dic["名义本金"] = data.OriginalStockEqvNotional.OtcFormat(OtcFormatFlag.StockEqvNotional);
            dic["实际名义本金"] = dic["有效名义本金"] = data.StockEqvNotionalReal.OtcFormat(OtcFormatFlag.StockEqvNotional);
            dic["期权年化"] = data.IsAnnualized ? "是" : "否";
            dic["年化系数"] = data.AnnualizeFactor.OtcFormatFlex(2, 6);
            dic["保底收益率"] = data.PrincipalRate.OtcFormatPercent(2);
            dic["参与率"] = data.ParticipationRate.OtcFormatPercent(2);
            dic["无风险利率"] = data.NoRiskRate.OtcFormatPercent(2);
            dic["分红率"] = data.DividendRate.OtcFormatPercent(2);
            dic["成交波动率"] = data.TradeOpenVolatility.OtcFormat(OtcFormatFlag.volatilityP);
            dic["目标波动率"] = data.TradeCloseVolatility.OtcFormat(OtcFormatFlag.volatilityP);
            dic["平滑过渡天数"] = data.NumOfSmoothingDays?.ToString();
            dic["备注"] = data.Comments;
            dic["敲入敲出状态"] = data.KnockInOutStatusObservation;

            dic["了结序号"] = data.TcSequence.ToString();
            dic["了结方式"] = data.TcAction;
            dic["了结日期"] = data.TcValueDate.OtcFormatDate();
            dic["了结标的价格"] = data.TcFinalPrice?.OtcFormatUmPrice();
            dic["权利金了结"] = OtcFormatHelper.FormatPremium(data.IsUsePremiumRate, data.TcUnwindPricePercent, data.TcUnwindPrice)?.TrimStart('-');
            dic["了结数量"] = PS.Config.IsUseDisplayNotional ? (data.TcUnwindTradeAmount * data.CountRatio).OtcFormatNotional() : data.TcUnwindTradeAmount.OtcFormatNotional();
            dic["终止名义数量"] = PS.Config.IsUseDisplayNotional ? (data.TcUnwindTradeAmount * multiply * data.CountRatio).OtcFormatNotional() : (data.TcUnwindTradeAmount * multiply).OtcFormatNotional();
            if (true)
            {

            }
            var stopEqvNotional = isPremiumRate || data.TradeType == "累计期权" ? TradeHelper.GetStockEqvNotionalReal(data.OriginalStockEqvNotional, data.ParticipationRate, data.AnnualizeFactor) * data.TcUnwindPercent : data.TcUnwindNotional * data.SpotPrice;
            if (data.TradeType == "雪球期权" || data.TradeType == "凤凰期权")
            {
                var part = data.OriginalStockEqvNotional * (data.ParticipationRate ?? 1);
                var annual = part != 0 ? data.StockEqvNotionalReal / part : 0;
                stopEqvNotional *= annual;
            }
            dic["终止实际名义金额"] = stopEqvNotional.HasValue ? Math.Abs(stopEqvNotional.Value).OtcFormat(OtcFormatFlag.StockEqvNotional) : "";
            dic["了结金额"] = data.TcAmount.OtcFormatMoney();
            dic["成交金额"] = data.TcTradePrice.OtcFormatMoney();
            dic["实现盈亏"] = data.WinLoss.OtcFormatMoney();

            dic["相对行权价"] = data.IsMoneynessOption == "是" ? "是" : "";
            dic["期权费率方式"] = data.IsUsePremiumRate == true ? "是" : "";
            dic["保底收益总额"] = data.OriginalPrincipalSum.OtcFormatUmPrice();



        }


        //创建查询
        private IQueryable<OtcTradeDetail> CreateQuery(TradeMultiCloseQueryModel queryModel)
        {
            if (queryModel is null)
            {
                throw new ArgumentNullException(nameof(queryModel));
            }

            BuildPredicate(queryModel, out var tdPredicate, out var tcPredicate);

            var query = from t in DbContext.trade.Where(tdPredicate)
                        join tc in DbContext.trade_cash.Where(tcPredicate) on t.id equals tc.TradeId
                        select new OtcTradeDetail
                        {
                            id = t.id,
                            TcId = tc.id,
                            UnderlyingId = t.UnderlyingId,
                            TradeNumber = t.TradeNumber,
                            ClientId = t.ClientId,
                            ClientName = t.ClientName,
                            TradeDate = t.TradeDate,
                            ExerciseDate = t.ExerciseDate,
                            BuySell = t.BuySell,
                            TradeType = t.TradeType,
                            OptionType = t.OptionType,
                            UnderlyingAssetName = t.UnderlyingAssetName,
                            UnderlyingCode = t.UnderlyingCode,
                            SpotPrice = t.SpotPrice,
                            Strike = t.Strike,
                            IsMoneynessOption = t.IsMoneynessOption,
                            TradeSinglePrice = t.TradeSinglePrice ?? 0,
                            TradePrice = t.TradePrice ?? 0,
                            IsUsePremiumRate = t.IsUsePremiumRate,
                            PremiumRate = t.PremiumRate,
                            TradeAmount = t.TradeAmount,
                            ExerciseMode = t.ExerciseMode,
                            OriginalNotional = t.OriginalNotional ?? 0,
                            StockEqvNotionalReal = t.StockEqvNotionalReal,
                            OriginalStockEqvNotional = t.OriginalStockEqvNotional,
                            ParticipationRate = t.ParticipationRate,
                            AnnualizeFactor = t.AnnualizeFactor,
                            PrincipalRate = t.PrincipalRate ?? 0,
                            OriginalPrincipalSum = t.OriginalPrincipalSum,

                            TcValueDate = tc.HappenedDate != null ? tc.HappenedDate : tc.ValueDate,
                            TcFinalPrice = tc.FinalPrice,
                            TcUnwindPrice = tc.UnwindPrice,
                            TcUnwindPricePercent = tc.UnwindPricePercentRate,
                            TcAmount = tc.Amount,
                            UnWindNotional = tc.UnwindNotional ?? (tc.IsLastAction ? tc.Notional : 0),
                            TcUnwindTradeAmount = tc.UnwindTradeAmount ?? (tc.IsLastAction ? tc.TradeAmount : 0),
                            TcUnwindPercent = tc.UnwindPercentRate,
                            TcAction = tc.Action,
                            TcExerciseWay = tc.ExerciseWay,
                            StructureType = t.StructureType,
                            IsGroup = t.IsGroup,
                            IsLastAction = tc.IsLastAction,
                            GroupTradeType = t.IsGroup == 0 ? "正常交易" : (t.IsGroup == 1 ? "分组主交易" : "分组子交易"),
                            ExtendInfo = t.ExtendInfo,
                            TraderName = t.TraderName,
                            AssetBookName = t.AssetBookName
                        };

            if (queryModel.UnWindTimes != null && queryModel.UnWindTimes >= 0)
            {
                var qgp = from f in query
                          group f by f.id into fgp
                          where fgp.Count() == queryModel.UnWindTimes
                          select fgp.Key;
                query = query.Where(q => qgp.Contains(q.id));
            }

            return query = query.OrderByDescending(x => x.id).ThenBy(x => x.TcValueDate).ThenBy(x => x.TcId);
        }

        private List<OtcTradeDetail> CreateGroupChildrenQuery(int[] parentTradeCashIds)
        {
            var query = from t in DbContext.trade
                        join tc in DbContext.trade_cash.Where(x => parentTradeCashIds.Contains(x.ParentTradeCashId)) on t.id equals tc.TradeId
                        select new OtcTradeDetail
                        {
                            id = t.id,
                            TcId = tc.id,
                            ParentTcId = tc.ParentTradeCashId,
                            UnderlyingId = t.UnderlyingId,
                            TradeNumber = t.TradeNumber,
                            ClientId = t.ClientId,
                            ClientName = t.ClientName,
                            TradeDate = t.TradeDate,
                            ExerciseDate = t.ExerciseDate,
                            BuySell = t.BuySell,
                            TradeType = t.TradeType,
                            OptionType = t.OptionType,
                            UnderlyingAssetName = t.UnderlyingAssetName,
                            UnderlyingCode = t.UnderlyingCode,
                            SpotPrice = t.SpotPrice,
                            Strike = t.Strike,
                            IsMoneynessOption = t.IsMoneynessOption,
                            TradeSinglePrice = t.TradeSinglePrice ?? 0,
                            TradePrice = t.TradePrice ?? 0,
                            IsUsePremiumRate = t.IsUsePremiumRate,
                            PremiumRate = t.PremiumRate,
                            TradeAmount = t.TradeAmount,
                            ExerciseMode = t.ExerciseMode,
                            OriginalNotional = t.OriginalNotional ?? 0,
                            StockEqvNotionalReal = t.StockEqvNotionalReal,
                            OriginalStockEqvNotional = t.OriginalStockEqvNotional,
                            ParticipationRate = t.ParticipationRate,
                            AnnualizeFactor = t.AnnualizeFactor,
                            PrincipalRate = t.PrincipalRate ?? 0,

                            TcValueDate = tc.HappenedDate != null ? tc.HappenedDate : tc.ValueDate,
                            TcFinalPrice = tc.FinalPrice,
                            TcUnwindPrice = tc.UnwindPrice,
                            TcUnwindPricePercent = tc.UnwindPricePercentRate,
                            TcAmount = tc.Amount,
                            UnWindNotional = tc.UnwindNotional ?? tc.Notional,
                            TcUnwindTradeAmount = tc.UnwindTradeAmount,
                            TcUnwindPercent = tc.UnwindPercentRate,
                            TcAction = tc.Action,
                            TcExerciseWay = tc.ExerciseWay,
                            StructureType = t.StructureType,
                            IsGroup = t.IsGroup,
                            GroupTradeType = t.IsGroup == 0 ? "正常交易" : (t.IsGroup == 1 ? "分组主交易" : "分组子交易")
                        };

            var list = query.OrderByDescending(x => x.id).ThenBy(x => x.TcValueDate).ThenBy(x => x.id).ToList();
            OtcTradeDetail preData = null;
            foreach (var data in list)
            {
                data.CountRatio = DataCacheModule.DataCacheManager.GetUnderlyingDataSource().GetData(data.UnderlyingCode)?.CountRatio;
                preData = ProcessData(data, preData);

                HandleExportData(data);
            }

            new TradeExtendService(this).SetTradeExtendWithCnKey(list);
            return list;
        }

        //构建查询条件
        private void BuildPredicate(TradeMultiCloseQueryModel queryModel, out Expression<Func<trade, bool>> tdPredicate
            , out Expression<Func<trade_cash, bool>> tcPredicate)
        {
            tdPredicate = PredicateBuilder.Create<trade>(t => t.ClientId > 0);

            if (string.IsNullOrEmpty(queryModel.TradeNumber) || (queryModel.UnWindType != "全部" && queryModel.UnWindType != "了结")) //todo:需要重构
            {
                tdPredicate = tdPredicate.And(t => t.IsGroup != 2);
            }

            if (queryModel.UserAssets != null || queryModel.UserClients != null)
            {
                tdPredicate = tdPredicate.And(n => queryModel.UserAssets.Contains(n.AssetId) || queryModel.UserClients.Contains(n.ClientId));
            }
            if (!queryModel.UseForwardASwap)
            {
                tdPredicate = tdPredicate.And(n => n.TradeType != "收益互换" && n.TradeType != "远期");
            }

            if (!string.IsNullOrWhiteSpace(queryModel.TradeStatus))
            {
                tdPredicate = tdPredicate.And(n => queryModel.TradeStatus.Contains(n.TradeStatus));
            }

            if (queryModel.TradeDateStart != null)
            {
                tdPredicate = tdPredicate.And(n => n.TradeDate >= queryModel.TradeDateStart.Value);
            }

            if (queryModel.TradeDateEnd != null)
            {
                tdPredicate = tdPredicate.And(n => n.TradeDate <= queryModel.TradeDateEnd.Value);
            }

            if (queryModel.ExerciseDateStart != null)
            {
                tdPredicate = tdPredicate.And(n => n.ExerciseDate >= queryModel.ExerciseDateStart.Value);
            }

            if (queryModel.ExerciseDateEnd != null)
            {
                tdPredicate = tdPredicate.And(n => n.ExerciseDate <= queryModel.ExerciseDateEnd.Value);
            }
            if (queryModel.TagIds != null && queryModel.TagIds.Count > 0)
            {
                var tradeTagIdQuery = from tt in DbContext.trade_tag
                                      where queryModel.TagIds.Contains(tt.TagId)
                                      select tt.TradeId;
                tdPredicate = tdPredicate.And(p => tradeTagIdQuery.Contains(p.id));
            }
            if (!string.IsNullOrWhiteSpace(queryModel.TradeNumber))
            {
                var TradeNumber = queryModel.TradeNumber.Trim();
                if (queryModel.UnWindType == "全部" || queryModel.UnWindType == "了结")
                {
                    tdPredicate = tdPredicate.And(n => n.TradeNumber.Equals(TradeNumber));
                }
                else
                {
                    tdPredicate = tdPredicate.And(n => n.TradeNumber.Contains(TradeNumber));
                }
            }

            if (!string.IsNullOrWhiteSpace(queryModel.BuySell))
            {
                var BuySell = queryModel.BuySell.Trim();
                tdPredicate = tdPredicate.And(n => n.BuySell == BuySell);
            }

            if (queryModel.ClientIdList.Any())
            {
                tdPredicate = tdPredicate.And(n => queryModel.ClientIdList.Contains(n.ClientId));
            }

            if (!string.IsNullOrWhiteSpace(queryModel.StructureType))
            {
                tdPredicate = tdPredicate.And(n => n.StructureType.Contains(queryModel.StructureType));
            }

            if (!string.IsNullOrWhiteSpace(queryModel.TradeTypes))
            {
                var typeList = queryModel.TradeTypes.Split(',').ToList();
                tdPredicate = tdPredicate.And(n => typeList.Contains(n.TradeType) || typeList.Contains(n.StructureType) || (typeList.Contains("黑箱结构") && n.IsGroup == 1));
            }

            if (queryModel.UnderlyingIdList != null && queryModel.UnderlyingIdList.Any(n => n > 0))
            {
                tdPredicate = tdPredicate.And(n => queryModel.UnderlyingIdList.Contains(n.UnderlyingId));
            }

            if (!string.IsNullOrWhiteSpace(queryModel.ExerciseMode))
            {
                tdPredicate = tdPredicate.And(n => n.ExerciseMode == queryModel.ExerciseMode);
            }

            //--------------------------------------------------------

            tcPredicate = PredicateBuilder.Create<trade_cash>(tc => tc.ValidState != ConsGlobal.InValid && !tc.IsDeleted
                       && (tc.Action == "系统操作-行权费" || tc.Action == "系统操作-平仓费" || tc.Action == "系统操作-票息" || tc.Action == "系统操作-互换"));

            //了结方式过滤
            if (!string.IsNullOrWhiteSpace(queryModel.UnWindType) && queryModel.UnWindType != "全部")
            {
                if (queryModel.UnWindType == "票息")
                {
                    tcPredicate = tcPredicate.And(x => x.Action == "系统操作-票息");
                }
                else if (queryModel.UnWindType == "到期")
                {
                    tcPredicate = tcPredicate.And(x => x.ExerciseWay == TradeCashExerciseWayEnum.到期行权 && x.Action != "系统操作-票息");
                }
                else if (queryModel.UnWindType == "了结")
                {
                    tcPredicate = tcPredicate.And(x => x.Action != "系统操作-票息");
                }
                else
                {
                    tcPredicate = tcPredicate.And(x => x.ExerciseWay == TradeCashExerciseWayEnum.提前终止行权 && x.Action != "系统操作-票息");
                }
            }

            if (queryModel.TradeCashIdList != null && queryModel.TradeCashIdList.Any(x => x > 0))
            {
                tcPredicate = tcPredicate.And(tc => queryModel.TradeCashIdList.Contains(tc.id));
            }

            if (queryModel.UnwindDateStart != null)
            {
                var UnwindDateStart = queryModel.UnwindDateStart.Value;
                tcPredicate = tcPredicate.And(tc => tc.HappenedDate.Value >= UnwindDateStart || tc.ValueDate >= UnwindDateStart);
            }

            if (queryModel.UnwindDateEnd != null)
            {
                var UnwindDateEnd = queryModel.UnwindDateEnd.Value;
                tcPredicate = tcPredicate.And(tc => tc.ValueDate <= UnwindDateEnd);
            }
        }
    }
}