using System.Data;
using System.Globalization;
using System.Text.RegularExpressions;
using YLErp.BLL;
using YLErp.Commons;
using YLErp.Configuration;
using YLErp.CustomizedBizLogic;
using YLErp.DBModels.Consts;
using YLErp.DBModels.Enums;
using YLErp.Enums;
using YLErp.Model.Enum;
using YLErp.Modules.CalculationModule;
using YLErp.Modules.EodModule;
using YLErp.Modules.TradeModule.DocGenerateModule;
using YLErp.Modules.TradeModule.OrderModule;
using YLErp.QdpModule;

namespace YLErp.Modules.TradeModule.SwapModule
{
    public class SwapTradeImportService : TradeServiceBase
    {
        public SwapTradeImportService(YLBaseService baseService) : base(baseService)
        {
        }

        public SwapTradeImportService(OptUserInfo userInfo) : base(userInfo)
        {
        }

        /// <summary>
        /// 从excel文件中导入场外期权交易
        /// </summary>
        public void ImportSwapTradesFromExcel(Stream streamIn, out int totalNum, out int successNum)
        {
            if (PS.Config.Company == CompanyEnum.山西)
            {
                ImportFromExcelSX(streamIn, out totalNum, out successNum);
            }
            else
            {
                ImportFromExcel(streamIn, out totalNum, out successNum);
            }
        }

        #region 普通互换交易导入

        /// <summary>
        /// 导入交易
        /// </summary>
        /// <param name="streamIn"></param>
        /// <param name="totalNum">当前文件中的目标期权总条数</param>
        /// <param name="successNum">成功入库的数量</param>
        public void ImportFromExcel(Stream streamIn, out int totalNum, out int successNum)
        {
            totalNum = 0;
            successNum = 0;

            var rowIndex = 0;
            var groupTradeList = new List<OtcOptionTradeFullEx>();
            var structureTradeList = new List<OtcOptionTradeFullEx>();

            try
            {
                var ds = Office.ExcelHelper.ReadExcelAsDataSet(streamIn, new[] { 0 }, 0);

                if (ds.Tables.Count < 1 || ds.Tables[0].Rows.Count < 3)
                {
                    throw new ServiceException("读取导入数据失败:数据为空") { Tag = "111" };
                }

                var table = ds.Tables[0];
                var reader = new DataRowTopTypeReader(table);

                rowIndex = 2;
                totalNum = table.Rows.Count - rowIndex;

                foreach (var row in table.Rows.Cast<DataRow>().Skip(2))
                {
                    using (var trans = BeginTransaction())
                    {
                        rowIndex++;

                        if (row.ItemArray.All(n => string.IsNullOrWhiteSpace(n?.ToString())))
                        {
                            totalNum--;
                            continue;
                        }

                        reader.SetDataRow(row);

                        //映射导入数据到交易对象
                        HandleTrade(reader);

                        successNum++;

                        trans.Commit();
                    }
                }
            }
            catch (ServiceException se)
            {
                if (se.Tag != null)
                {
                    throw;
                }

                throw new ServiceException($"已成功导入{successNum}条;\n第{rowIndex}行,{se.Message}");
            }
            catch (Exception ex)
            {
                LogFactory.GetLogger("导入期权交易").Error(ex);
                throw new ServiceException($"已成功导入{successNum}条,\n第{rowIndex}行,发生错误:{ex.Message}", ex);
            }
        }

        /// <summary>
        /// 导入交易
        /// </summary>
        /// <param name="streamIn"></param>
        /// <param name="totalNum">当前文件中的目标期权总条数</param>
        /// <param name="successNum">成功入库的数量</param>
        public void ImportToEndSwapTradesFromExcel(Stream streamIn, out int totalNum, out int successNum)
        {
            totalNum = 0;
            successNum = 0;

            var rowIndex = 0;
            try
            {
                var ds = Office.ExcelHelper.ReadExcelAsDataSet(streamIn, new[] { 0 }, 0);

                if (ds.Tables.Count < 1 || ds.Tables[0].Rows.Count < 2)
                {
                    throw new ServiceException("读取导入数据失败:数据为空") { Tag = "111" };
                }

                var table = ds.Tables[0];
                var reader = new DataRowReader(table, 0);

                rowIndex = 1;
                totalNum = table.Rows.Count - rowIndex;

                foreach (var row in table.Rows.Cast<DataRow>().Skip(1))
                {
                    using (var trans = BeginTransaction())
                    {
                        rowIndex++;
                        if (row.ItemArray.All(n => string.IsNullOrWhiteSpace(n?.ToString())))
                        {
                            totalNum--;
                            continue;
                        }
                        reader.SetDataRow(row);

                        HandleToEndSwapTrade(reader);

                        successNum++;

                        trans.Commit();
                    }
                }
            }
            catch (ServiceException se)
            {
                if (se.Tag != null)
                {
                    throw;
                }

                throw new ServiceException($"已成功导入{successNum}条;\n第{rowIndex}行,{se.Message}");
            }
            catch (Exception ex)
            {
                LogFactory.GetLogger("导入收益互换了结").Error(ex);
                throw new ServiceException($"已成功导入{successNum}条,\n第{rowIndex}行,发生错误:{ex.Message}", ex);
            }
        }


        private trade HandleTrade(DataRowTopTypeReader reader)
        {
            var td = new trade();
            td.trade_swap = new trade_swap();
            //基本要素
            td.TradeNumber = reader.GetString("交易编号", false);

            td.AssetBookName = reader.GetString("簿记账户名称", true);
            td.TraderName = reader.GetString("交易员名称", true);
            new OtcOptionSaveChecker(this).CheckAssetBook(td).CheckTrader(td);

            td.TradeType = "收益互换";
            td.ClientName = reader.GetString("交易对手方名称", true);

            if (string.IsNullOrWhiteSpace(td.ClientName))
            {
                throw new ServiceException("交易对手方名称 必须填写");
            }

            //交易日期
            td.TradeDate = reader.GetDate("成交日期", true);
            td.StartDate = reader.GetDate("开始日期", true);
            td.ExerciseDate = reader.GetDate("到期日期", true);
            td.SettlementDate = td.ExerciseDate;

            td.StockEqvNotional = reader.GetDouble("名义本金", true) ?? 0;
            td.trade_swap.AnnualDays = reader.GetInt("年化天数", true);
            td.trade_swap.AnnualVarIncome = reader.GetString("浮动收益年化", true) == "是";
            td.trade_swap.RateCalcMode = GetRateCalcMode(reader.GetString("计息方式", true));
            td.trade_swap.IsTradePriceWhenOpen = reader.GetString("是否开仓时收取开仓费", true) == "是";
            td.trade_swap.IsShare = reader.GetString("收费基本单位", true) == "手数";
            var ExchangeRate = reader.GetDouble("汇率", false);
            td.Comments = reader.GetString("备注", false);
            var clientQuery = DbContextFactory.GetClientDbContext(OptUser).client.AsQueryable();
            if (!string.IsNullOrWhiteSpace(td.ClientName))
            {
                clientQuery = clientQuery.Where(c => c.Name == td.ClientName);
            }
            var client = clientQuery.Select(n => new { n.id, n.SettlementCurrency, n.DerivativesInvestmentVarieties,n.IsCentralClearing,n.CentralClearingPaltform,n.TradingPaltform }).FirstOrDefault();

            if (client == null)
            {
                throw new ServiceException($"交易对手方不存在,客户名称:{td.ClientName}");
            }
            else
            {
                if (!string.IsNullOrEmpty(client.IsCentralClearing))
                {
                    td.MetaDic.Add("中央对手方清算", client.IsCentralClearing);
                }
                if (!string.IsNullOrEmpty(client.IsCentralClearing))
                {
                    td.MetaDic.Add("中央清算平台", client.CentralClearingPaltform);
                }
                if (!string.IsNullOrEmpty(client.IsCentralClearing))
                {
                    td.MetaDic.Add("交易平台", client.TradingPaltform);
                }

                if (!client.DerivativesInvestmentVarieties.Contains((int)DerivativesInvestmentVarietiesEnum.场外互换 + ""))
                {
                    throw new ServiceException($"客户:{td.ClientName}未设置交易种类“场外互换”，无法生成互换交易！");
                }
            }

            td.ClientId = client.id;
            td.SettlementCurrency = client.SettlementCurrency;

            td.OpponentRole = "甲方";

            var um = new underlying_manager();
            var singleFee = 0.0;

            #region 交易员收取信息读取

            reader.SetTopType("交易员收取");
            td.trade_swap.GetLongShort = reader.GetString("多头空头", false);
            if (!string.IsNullOrWhiteSpace(td.trade_swap.GetLongShort))
            {
                td.trade_swap.IsGetFloatingProfit = true;
                td.trade_swap.GetUnderlyingCode = reader.GetString("标的代码", true);

                um = DataCacheProvider.GetUnderlyingDataSource().GetData(td.trade_swap.GetUnderlyingCode);
                if (um == null)
                {
                    throw new ServiceException($"{td.trade_swap.GetUnderlyingCode} 不存在，请先新建标的再导入");
                }

                td.trade_swap.GetUnderlyingId = um.id;
                td.UnderlyingId = um.id;
                td.UnderlyingCode = um.UnderlyingCode;
                td.UnderlyingName = um.UnderlyingName;
                td.UnderlyingInstrumentType = um.UnderlyingInstrumentType;

                if (!td.trade_swap.IsShare)
                {
                    td.trade_swap.GetNotional = reader.GetDouble("份额/手数", true);
                    td.trade_swap.GetTradeAmount = td.trade_swap.GetNotional / um.CountRatio;
                    td.trade_swap.GetLot = td.trade_swap.GetNotional / um.ContractSize;
                }
                else
                {
                    td.trade_swap.GetLot = reader.GetDouble("份额/手数", true);
                    td.trade_swap.GetNotional = td.trade_swap.GetLot * um.ContractSize;
                    td.trade_swap.GetTradeAmount = td.trade_swap.GetNotional / um.CountRatio;
                }

                td.Notional = td.trade_swap.GetNotional ?? 0;
                td.TradeAmount = td.trade_swap.GetTradeAmount ?? 0;
                td.Lots = td.trade_swap.GetLot;

                //判断是否组合标的
                var synthetic = DataCacheProvider.GetUnderlyingDataSource().GetSyntheticUnderlying(um.UnderlyingCode);
                //读取组合标的
                if (synthetic != null)
                {
                    reader.SetTopType("组合标的");
                    var sulist = new List<UnderlyingPriceModel>(4);
                    var model = synthetic.GetSyntheticPriceModel();
                    var codeSet = model.SuList.Select(n => n.UnderlyingCode).ToHashSet(StringComparer.OrdinalIgnoreCase);
                    for (var i = 1; i <= 4; i++)
                    {
                        var code = reader.GetString("标的" + i + "_代码");
                        if (string.IsNullOrWhiteSpace(code))
                        {
                            continue;
                        }
                        if (!codeSet.Remove(code))
                        {
                            throw new ServiceException($"[组合标的]标的{i}_代码 填写错误,组合标的中不存在此标的:{code}");
                        }
                        model.SuList.First(n => n.UnderlyingCode.Equals(code, StringComparison.OrdinalIgnoreCase)).Price = reader.GetDouble("标的" + i + "_价格", true).Value;
                    }
                    if (codeSet.Any())
                    {
                        throw new ServiceException("[组合标的]未填写完整");
                    }
                    td.trade_swap.GetSpotPrice = model.Price = model.SuList.Sum(n => n.Coefficient * n.Price) + model.Constant;
                    td.MetaDic["组合标的"] = JsonHelper.ToJson(model);
                }
                else
                {
                    td.trade_swap.GetSpotPrice = reader.GetDouble("期初标的价格", true);
                }
                td.SpotPrice = td.trade_swap.GetSpotPrice;
            }
            else
            {
                var str = reader.GetString("单位交易费用", true);

                if (!string.IsNullOrWhiteSpace(str))
                {
                    var percent = str.EndsWith("%");

                    if (percent)
                    {
                        var strTrim = str.TrimEnd('%');
                        if (double.TryParse(strTrim, out var num))
                        {
                            td.trade_swap.GetUnAnnualRate = num / 100;
                        }
                        else
                        {
                            throw new ServiceException($"[交易员收取]单位交易费用 填写错误:{str}");
                        }
                    }
                    else
                    {
                        if (double.TryParse(str, out var num))
                        {
                            singleFee = num;
                        }
                        else
                        {
                            throw new ServiceException($"[交易员收取]单位交易费用 填写错误:{str}");
                        }
                    }
                }
            }
            td.trade_swap.GetSwapRate = reader.GetPercent("互换利率（年化）", false) ?? 0;
            if (td.trade_swap.GetSwapRate != 0)
            {
                td.trade_swap.GetSwapTimeAndRate = td.ExerciseDate.Value.ToString("yyyy-MM-dd") + ";" + td.trade_swap.GetSwapRate;
            }
            td.trade_swap.GetMarginRate = reader.GetPercent("初始预付金率", false) ?? 0;

            #endregion
          
            #region 交易员支付信息读取

            reader.SetTopType("交易员支付");
            td.trade_swap.PayLongShort = reader.GetString("多头空头", false);
            if (!string.IsNullOrWhiteSpace(td.trade_swap.PayLongShort))
            {
                td.trade_swap.IsPayFloatingProfit = true;
                td.trade_swap.PayUnderlyingCode = reader.GetString("标的代码", true);

                um = DataCacheProvider.GetUnderlyingDataSource().GetData(td.trade_swap.PayUnderlyingCode);
                if (um == null)
                {
                    throw new ServiceException($"{td.trade_swap.PayUnderlyingCode} 不存在，请先新建标的再导入");
                }

                td.trade_swap.PayUnderlyingId = um.id;
                td.UnderlyingId = um.id;
                td.UnderlyingCode = um.UnderlyingCode;
                td.UnderlyingName = um.UnderlyingName;
                td.UnderlyingInstrumentType = um.UnderlyingInstrumentType;

                if (!td.trade_swap.IsShare)
                {
                    td.trade_swap.PayNotional = reader.GetDouble("份额/手数", true);
                    td.trade_swap.PayTradeAmount = td.trade_swap.PayNotional / um.CountRatio;
                    td.trade_swap.PayLot = td.trade_swap.PayNotional / um.ContractSize;
                }
                else
                {
                    td.trade_swap.PayLot = reader.GetDouble("份额/手数", true);
                    td.trade_swap.PayNotional = td.trade_swap.PayLot * um.ContractSize;
                    td.trade_swap.PayTradeAmount = td.trade_swap.PayNotional / um.CountRatio;
                }

                td.Notional = td.trade_swap.PayNotional ?? 0;
                td.TradeAmount = td.trade_swap.PayTradeAmount ?? 0;
                td.Lots = td.trade_swap.PayLot;


                //判断是否组合标的
                var synthetic = DataCacheProvider.GetUnderlyingDataSource().GetSyntheticUnderlying(um.UnderlyingCode);
                //读取组合标的
                if (synthetic != null)
                {
                    reader.SetTopType("组合标的");
                    var sulist = new List<UnderlyingPriceModel>(4);
                    var model = synthetic.GetSyntheticPriceModel();
                    var codeSet = model.SuList.Select(n => n.UnderlyingCode).ToHashSet(StringComparer.OrdinalIgnoreCase);
                    for (var i = 1; i <= 4; i++)
                    {
                        var code = reader.GetString("标的" + i + "_代码");
                        if (string.IsNullOrWhiteSpace(code))
                        {
                            continue;
                        }
                        if (!codeSet.Remove(code))
                        {
                            throw new ServiceException($"[组合标的]标的{i}_代码 填写错误,组合标的中不存在此标的:{code}");
                        }
                        model.SuList.First(n => n.UnderlyingCode.Equals(code, StringComparison.OrdinalIgnoreCase)).Price = reader.GetDouble("标的" + i + "_价格", true).Value;
                    }
                    if (codeSet.Any())
                    {
                        throw new ServiceException("[组合标的]未填写完整");
                    }
                    td.trade_swap.PaySpotPrice = model.Price = model.SuList.Sum(n => n.Coefficient * n.Price) + model.Constant;
                    td.MetaDic["组合标的2"] = JsonHelper.ToJson(model);
                }
                else
                {
                    td.trade_swap.PaySpotPrice = reader.GetDouble("期初标的价格", true);
                }
                td.SpotPrice = td.trade_swap.PaySpotPrice;
            }
            else
            {
                var str = reader.GetString("单位交易费用", true);

                if (!string.IsNullOrWhiteSpace(str))
                {
                    var percent = str.EndsWith("%");

                    if (percent)
                    {
                        var strTrim = str.TrimEnd('%');
                        if (double.TryParse(strTrim, out var num))
                        {
                            td.trade_swap.PayUnAnnualRate = num / 100;
                        }
                        else
                        {
                            throw new ServiceException($"[交易员支付]单位交易费用 填写错误:{str}");
                        }
                    }
                    else
                    {
                        if (double.TryParse(str, out var num))
                        {
                            singleFee = num;
                        }
                        else
                        {
                            throw new ServiceException($"[交易员支付]单位交易费用 填写错误:{str}");
                        }
                    }
                }
            }
            td.trade_swap.PaySwapRate = reader.GetPercent("互换利率（年化）", false) ?? 0;
            if (td.trade_swap.PaySwapRate != 0)
            {
                td.trade_swap.PaySwapTimeAndRate = td.ExerciseDate.Value.ToString("yyyy-MM-dd") + ";" + td.trade_swap.PaySwapRate;
            }
            td.trade_swap.PayMarginRate = reader.GetPercent("初始预付金率", false) ?? 0;

            #endregion

            if ((string.IsNullOrWhiteSpace(td.trade_swap.GetLongShort) && string.IsNullOrWhiteSpace(td.trade_swap.PayLongShort)) || (!string.IsNullOrWhiteSpace(td.trade_swap.GetLongShort) && !string.IsNullOrWhiteSpace(td.trade_swap.PayLongShort)))
            {
                throw new ServiceException($"注意“交易员收取”和“交易员支付”不可同时为浮动收益或利息收益！");
            }

            //币种
            var underlyingModel = DataCacheProvider.GetUnderlyingDataSource().GetData(td.UnderlyingCode);
            td.QuoteCurrency = DataCacheProvider.GetVarietyDataSource().GetData(underlyingModel.UnderlyingTypeId).QuoteCurrency;

           
            if (ExchangeRate != null)
            {
                if (td.QuoteCurrency != "CNY" && (!string.IsNullOrEmpty(td.QuoteCurrency)))
                {
                    td.MetaDic.Add("ExchangeRate", ExchangeRate.ToString());
                }
            }
            if (td.trade_swap.IsGetFloatingProfit)
            {
                if (!td.trade_swap.IsShare)
                {
                    td.trade_swap.PaySingleFee = singleFee * um.ContractSize;
                }
                else
                {
                    td.trade_swap.PaySingleFee = singleFee;
                }
            }
            else
            {
                if (!td.trade_swap.IsShare)
                {
                    td.trade_swap.GetSingleFee = singleFee * um.ContractSize;
                }
                else
                {
                    td.trade_swap.GetSingleFee = singleFee;
                }
            }

            var variety = DataCacheProvider.GetVariety(td.UnderlyingCode);
            if (variety == null)
            {
                throw new ServiceException($"该标的[{td.UnderlyingCode}]对应的品种在系统中不存在");
            }
            else
            {
                if (string.IsNullOrWhiteSpace(variety.QuoteCurrency) && DbContext.currency.Any())
                {
                    throw new ServiceException($"标的代码[{td.UnderlyingCode}]对应的品种币种不能为空");
                }
                else
                {
                    td.QuoteCurrency = variety.QuoteCurrency;
                }

                var market = DataCacheProvider.GetMarketDataSource().AsQueryable().FirstOrDefault(x => x.MarketName == variety.TradingMarket);

                if (QdpCalendarHelper.IsHoliday((DateTime)td.TradeDate, string.IsNullOrWhiteSpace(market?.CalendarName) ? "chn" : market?.CalendarName))
                {
                    throw new ServiceException("成交日期：" + td.TradeDate + ",不能为节假日");
                }
                if (QdpCalendarHelper.IsHoliday((DateTime)td.ExerciseDate, string.IsNullOrWhiteSpace(market?.CalendarName) ? "chn" : market?.CalendarName))
                {
                    throw new ServiceException("到期日期：" + td.ExerciseDate + ",不能为节假日");
                }
                if (td.TradeDate > td.ExerciseDate)
                {
                    throw new ServiceException("到期日期不能早于成交日期");
                }
            }

            reader.SetTopType("了结信息");
            var action = reader.GetString("了结方式", false);
            var hasSettleMode = !string.IsNullOrWhiteSpace(action);
            InnerSaveSwapTrade(td, hasSettleMode, false);

            #region 了结信息


            if (hasSettleMode)
            {
                td.UnWindDate = reader.GetDate("了结日期", true);

                if (action == "互换" && td.UnWindDate != td.ExerciseDate)
                {
                    throw new ServiceException($"只支持到期日互换，了结日期[{td.UnWindDate}]和到日期[{td.ExerciseDate}]不一致");
                }

                td.FinalPrice = reader.GetDouble("了结标的价格", false);

                var eodpriceProvider = new YLErp.Modules.DataProviderModule.EodPriceProvider((DateTime)td.UnWindDate);

                if (td.FinalPrice == null)
                {
                    td.FinalPrice = eodpriceProvider.GetPrice(td.UnderlyingCode, SettlementTypeEnum.ClosePrice);//平仓当天标的价格;
                }

                var annualFee = reader.GetDouble("利息金额", false);
                var costFee = reader.GetDouble("平仓手续费", false);
                UnwindSwapTradeCashHandle(td, action, annualFee, costFee);
            }

            #endregion

            //记录审核日志
            DbContext.TradeAuditLog.Add(new TradeAuditLog
            {
                TradeId = td.id,
                Changes = null,
                DataType = "00",
                OptId = UserId,
                OptName = UserName,
                OptDate = OptDate,
                OptType = "导入交易",
                AuditFlag = TradeAuditFlag.operation
            });
            DbContext.SaveChanges();
            return td;
        }

        private trade HandleToEndSwapTrade(DataRowReader reader)
        {
            var tradeNumnr = reader.GetString("交易编号", false);
            var td = new trade();
            var tdTable = DbContext.trade.FirstOrDefault(a => a.TradeNumber == tradeNumnr);
            if (tdTable == null)
            {
                throw new ServiceException($"此交易编号[{td.TradeNumber}]不存在");
            }
            if (tdTable.TradeStatus != ConsTrade.确认成交)
            {
                throw new ServiceException("只有交易状态为‘确认成交’，才能进行批量了结导入");
            }

            td = tdTable;
            td.trade_cash = new trade_cash();
            td.trade_cash.UnwindStockEqvNotional = reader.GetDouble("了结名义本金", false) ?? 0;
            td.trade_cash.UnwindPercentRate = reader.GetPercent("了结比例", false) ?? 0;

            if (td.trade_cash.UnwindStockEqvNotional == 0 && td.trade_cash.UnwindPercentRate == 0)
            {
                throw new ServiceException($"交易编号[{td.TradeNumber}]中，了结名义本金与了结比例，必须填写一个值");
            }

            td.UnWindDate = reader.GetDate("了结日期", true);

            var variety = DataCacheProvider.GetVariety(td.UnderlyingCode);
            if (variety == null)
            {
                throw new ServiceException($"该标的[{td.UnderlyingCode}]对应的品种在系统中不存在");
            }
            else
            {
                var market = DataCacheProvider.GetMarketDataSource().AsQueryable().FirstOrDefault(x => x.MarketName == variety.TradingMarket);
                if (QdpCalendarHelper.IsHoliday((DateTime)td.UnWindDate, string.IsNullOrWhiteSpace(market?.CalendarName) ? "chn" : market?.CalendarName))
                {
                    throw new ServiceException("了结日期：" + td.UnWindDate + ",不能为节假日");
                }
            }

            if (td.TradeDate > td.UnWindDate)
            {
                throw new ServiceException("了结日期必须要大于或等于成交日期");
            }
            if (td.UnWindDate > td.ExerciseDate)
            {
                throw new ServiceException("了结日期必须要小于或等于到期日期");
            }
            if (td.UnWindDate > valuedateBLL.ValueDate)
            {
                throw new ServiceException("了结日期必须要小于或等于系统日期");
            }

            td.FinalPrice = reader.GetDouble("了结标的价格", false);
            var annualFeePay = reader.GetDouble("[支付]利息金额", false);
            var annualFeeGet = reader.GetDouble("[收取]利息金额", false);
            var costFee = reader.GetDouble("平仓手续费", false);

            UnwindSwapTradeCashHandle(td, annualFeeGet, annualFeePay, costFee);
            return td;
        }

        /// <summary>
        /// 写入交易记录
        /// </summary>
        /// <param name="td">交易记录</param>
        /// <param name="hasSettleMode">是否存在了结方式</param>
        /// <param name="isHistoryImport">是否历史导入</param>
        /// <exception cref="ServiceException"></exception>
        private void InnerSaveSwapTrade(trade td, bool hasSettleMode = true, bool isHistoryImport = true)
        {
            td.TradeStatus = ConsTrade.确认成交;
            if (!isHistoryImport && !hasSettleMode)
            {
                td.TradeStatus = ConsTrade.新增待确认;
            }
            if (string.IsNullOrWhiteSpace(td.TradeNumber))
            {
                if (!GuolianContractNoGenerator.IsGuolianSwapTrade(td))
                {
                    td.TradeNumber = BizLogicSingleton.Instance.GenerateTradeNumberBeforeConfirm(td, DbContext);
                }
            }
            else
            {
                if (DbContext.trade.Any(x => x.TradeNumber == td.TradeNumber))
                {
                    throw new ServiceException($"存在重复的交易编号[{td.TradeNumber}]");
                }
            }

            var currencyRate = new EodCurrencyRateService(UserInfo).GetCurrencyRate(td.QuoteCurrency, td.SettlementCurrency, td.TradeDate.Value, seekPreday: true);
            var tradePriceQuote = 0.0;

            if (td.trade_swap.IsPayFloatingProfit)
            {
                tradePriceQuote = ((td.trade_swap.GetSingleFee ?? 0) * (td.Lots ?? 0) + td.StockEqvNotional * (td.trade_swap.GetUnAnnualRate ?? 0)).FormatValue(2);
                td.trade_swap.GetTradePrice = tradePriceQuote;
                if (td.trade_swap.IsTradePriceWhenOpen)
                {
                    td.TradePrice = (tradePriceQuote * currencyRate).FormatValue(2);
                }
                else
                {
                    tradePriceQuote = 0;
                }
                td.BuySell = "卖出";
            }
            else
            {
                tradePriceQuote = ((td.trade_swap.PaySingleFee ?? 0) * (td.Lots ?? 0) + td.StockEqvNotional * (td.trade_swap.PayUnAnnualRate ?? 0)).FormatValue(2);
                td.trade_swap.PayTradePrice = tradePriceQuote;
                if (td.trade_swap.IsTradePriceWhenOpen)
                {
                    td.TradePrice = (tradePriceQuote * currencyRate).FormatValue(2);
                }
                else
                {
                    tradePriceQuote = 0;
                }
                td.BuySell = "买入";
            }


            td.OriginalNotional = td.Notional;
            td.OriginalStockEqvNotional = td.StockEqvNotional;
            td.StockEqvNotionalReal = td.StockEqvNotionalReal;
            td.IsUsePremiumRate = true;
            td.MarginTemplateName = null;
            td.MarginType = MarginTypeEnum.DEFAULT;
            td.IsTradePricePayType = true;
            td.TradeSource = TradeSourceEnum.导入交易.ToString();
            td.OptId = UserId;
            td.OptName = UserName;
            td.OptDate = DateTime.Now;
            SetDBModelCreator(td);
            DbContext.trade.Add(td);
            DbContext.SaveChanges();
            if (GuolianContractNoGenerator.TryGenerateTradeNumberAfterSave(DbContext, td))
            {
                DbContext.SaveChanges();
            }
            td.trade_swap.TradeId = td.id;
            td.trade_swap.SwapType = "普通";
            td.trade_swap.OptId = UserId;
            td.trade_swap.OptName = UserName;
            td.trade_swap.OptDate = DateTime.Now;
            DbContext.trade_swap.Add(td.trade_swap);

            SaveTradeMeta(td);

            if (isHistoryImport || hasSettleMode)
            {
                var tc = new trade_cash
                {
                    ValidState = "Valid"
                };
                DbContext.trade_cash.Add(tc);
                tc.OptId = UserId;
                tc.OptName = UserName;
                tc.OptDate = DateTime.Now;
                tc.Action = ClientCashInCashOut.系统操作_期权费;
                tc.Amount = (td.TradePrice ?? 0) * (td.BuySell == "买入" ? -1 : 1);
                tc.QuoteAmount = tradePriceQuote * (td.BuySell == "买入" ? -1 : 1);
                tc.CurrencyRate = currencyRate;
                tc.ExceciseType = "现金";
                tc.TradeId = td.id;
                tc.ValueDate = td.TradeDate.Value;
                tc.Notional = td.Notional;
                tc.TradeAmount = td.TradeAmount;
                tc.Status = TradeCashStatusEnum.已执行;
                tc.TradeType = td.BuySell;
                DbContext.SaveChanges();

                new ClientCashinCashoutBLL(this).CloseTrade_ClientCashInCashOutSave(td, tc, tc.ValueDate);

                var tcdGet = new trade_cash_detail
                {
                    TradeId = tc.TradeId,
                    TradeCashId = tc.id,
                    Action = tc.Action,
                    Amount = tc.Amount,
                    QuoteAmount = tc.QuoteAmount,
                    TradeCashType = TradeCashTypeEnum.开仓手续费.ToString(),
                    ValueDate = tc.ValueDate,
                    IsForGet = true,
                    OptId = tc.OptId,
                    OptName = tc.OptName,
                    OptDate = DateTime.Now
                };
                DbContext.trade_cash_detail.Add(tcdGet);
            }
            DbContext.SaveChanges();
        }

        private void SaveTradeMeta(trade t)
        {
            if (t != null && t.MetaDic != null && t.MetaDic.Count() > 0)
            {
                foreach (var kv in t.MetaDic)
                {
                    if (!string.IsNullOrEmpty(kv.Value))
                    {
                        AddTradeMeta(false, t.id, kv.Key, kv.Value);
                    }
                }
            }
        }

        /// <summary>
        /// 了结导入数据处理
        /// </summary>
        /// <param name="td"></param>
        /// <param name="annualFee"></param>
        /// <param name="costFee"></param>
        private void UnwindSwapTradeCashHandle(trade td, double? annualFeeGet, double? annualFeePay, double? costFee)
        {
            var client = DataCacheProvider.GetClientDataSource().GetData(td.ClientId);
            var um = DataCacheProvider.GetUnderlyingDataSource().GetData(td.UnderlyingCode);

            if (td.FinalPrice == null)
            {
                var eodpriceProvider = new YLErp.Modules.DataProviderModule.EodPriceProvider((DateTime)td.UnWindDate);
                if (eodpriceProvider.TryGetPrice(td.UnderlyingCode, SettlementTypeEnum.ClosePrice, out var price))
                {
                    td.FinalPrice = price;
                }
                else
                {
                    throw new ServiceException($"未找到{td.UnderlyingCode}在{td.UnWindDate?.ToString("yyyy.M.d")}对应的收盘价");
                }
            }

            td.trade_swap = DbContext.trade_swap.FirstOrDefault(x => x.TradeId == td.id);

            var unwindType = "部分平仓";
            //获取平仓比例
            if (td.trade_cash.UnwindPercentRate == 0 || (td.trade_cash.UnwindStockEqvNotional != 0 && td.trade_cash.UnwindPercentRate != 0))
            {
                if (td.StockEqvNotional <= td.trade_cash.UnwindStockEqvNotional + 1e-10)
                {
                    td.trade_cash.UnwindStockEqvNotional = td.StockEqvNotional;
                    unwindType = "全部平仓";
                }
                td.trade_cash.UnwindPercentRate = td.trade_cash.UnwindStockEqvNotional / td.OriginalStockEqvNotional;
            }
            else if ((td.StockEqvNotional / td.OriginalStockEqvNotional) <= td.trade_cash.UnwindPercentRate + 1e-10)
            {
                td.trade_cash.UnwindPercentRate = td.StockEqvNotional / td.OriginalStockEqvNotional;
                td.trade_cash.UnwindStockEqvNotional = td.StockEqvNotional;
                unwindType = "全部平仓";
            }

            if (td.trade_cash.UnwindStockEqvNotional == 0)
            {
                if ((td.StockEqvNotional / td.OriginalStockEqvNotional) <= td.trade_cash.UnwindPercentRate + 1e-10)
                {
                    td.trade_cash.UnwindPercentRate = td.StockEqvNotional / td.OriginalStockEqvNotional;
                    unwindType = "全部平仓";
                }
                td.trade_cash.UnwindStockEqvNotional = (double)(td.OriginalStockEqvNotional * td.trade_cash.UnwindPercentRate);
            }
            else if (td.StockEqvNotional <= td.trade_cash.UnwindStockEqvNotional + 1e-10)
            {
                td.trade_cash.UnwindPercentRate = td.StockEqvNotional / td.OriginalStockEqvNotional;
                td.trade_cash.UnwindStockEqvNotional = td.StockEqvNotional;
                unwindType = "全部平仓";
            }

            //增加现金交割交易记录
            var tc = new trade_cash();

            tc.OptId = UserId;
            tc.OptName = UserName;
            tc.OptDate = OptDate;
            tc.ExceciseType = "现金";
            tc.TradeType = td.BuySell;
            tc.CallPut = td.CallPut;
            tc.IsLastAction = true;
            tc.TradeId = td.id;
            tc.FinalPrice = td.FinalPrice;
            tc.Notional = td.Notional;
            tc.TradeAmount = td.TradeAmount;
            tc.UnwindType = unwindType;
            tc.UnwindNotional = td.trade_cash.UnwindPercentRate * td.OriginalNotional;
            tc.UnwindTradeAmount = tc.UnwindNotional / um.CountRatio;
            tc.UnwindPercentRate = td.trade_cash.UnwindPercentRate;
            tc.NotionalPercentRate = tc.UnwindPercentRate;

            if (td.trade_swap.IsPayFloatingProfit)
            {
                var tradeCashs = DbContext.trade_cash.Where(y => y.TradeId == td.id && y.Action == "系统操作-互换" && y.ValidState != "InValid" && !y.IsDeleted && y.ValueDate <= td.UnWindDate);
                var tradeCashIds = tradeCashs.Select(x => x.id);
                var tradeCash = tradeCashs.OrderByDescending(y => y.id).FirstOrDefault();
                var cashSwaps = DbContext.trade_cash_swap.Where(x => x.TradeId == td.id && tradeCashIds.Contains(x.TradeCashId)).ToArray();
                var tradeCashSwap = tradeCash != null ? cashSwaps.FirstOrDefault(x => x.TradeCashId == tradeCash.id) : null;
                //取最后一次手动收益；
                var lastManualCashSwap = cashSwaps.OrderByDescending(o => o.StartDate).FirstOrDefault(x => !x.IsAuto);
                var lastManualCash = lastManualCashSwap != null ? tradeCashs.FirstOrDefault(x => x.id == lastManualCashSwap.TradeCashId) : null;
                var initialAmountPayQuote = PayoffSwapCalcService.GetInitialAmountSwapPay(td, td.trade_swap, tradeCashSwap?.PayFinalPrice ?? td.SpotPrice ?? 0
                    , td.FinalPrice ?? 0, td.trade_cash.UnwindStockEqvNotional ?? 0, td.UnWindDate.Value, tradeCash?.ValueDate);
                DateTime endDate;
                var preSwapDate = PayoffSwapCalcService.GetSwapRateStartDate(td, td.trade_swap, td.UnWindDate.Value, tradeCash, lastManualCash, td.trade_swap.IsGetFloatingProfit, out endDate);

                var extraAmountGetQuote = annualFeeGet ?? PayoffSwapCalcService.GetExtraAmountBySwapRate(td.ClientId, td.TradeDate, td.trade_swap.GetSwapTimeAndRate, preSwapDate, endDate, td.trade_swap.AnnualDays ?? 0, td.trade_cash.UnwindStockEqvNotional ?? 0);

                var costFeeGetQuote = costFee ?? 0;

                var costTradePriceGetQuote = 0.0;
                if (!td.trade_swap.IsTradePriceWhenOpen)
                {
                    costTradePriceGetQuote = PayoffSwapCalcService.GetCostFee(td, td, tc, true, true);
                }

                var quoteAmount = extraAmountGetQuote + costFeeGetQuote + costTradePriceGetQuote - initialAmountPayQuote;
                var currencyRate = new EodCurrencyRateService(UserInfo).GetCurrencyRate(td.QuoteCurrency, td.SettlementCurrency, td.UnWindDate.Value, seekPreday: true, currencyRateType: quoteAmount < 0 ? CurrencyRateType.Buy : CurrencyRateType.Sell);

                var initialAmountPay = (initialAmountPayQuote * currencyRate).FormatValue(2);
                var extraAmountGet = (extraAmountGetQuote * currencyRate).FormatValue(2);
                var costFeeGet = (costFeeGetQuote * currencyRate).FormatValue(2);
                var costTradePriceGet = (costTradePriceGetQuote * currencyRate).FormatValue(2);

                tc.CurrencyRate = currencyRate;
                tc.Action = ClientCashInCashOut.系统操作_平仓费;
                tc.IsLastAction = td.Notional <= 0 ? true : false;
                tc.Status = TradeCashStatusEnum.已执行;
                tc.ValueDate = td.UnWindDate.Value;
                tc.ValidState = "Valid";
                tc.ExerciseWay = TradeCashExerciseWayEnum.提前终止行权;

                td.StockEqvNotional -= (double)(td.OriginalStockEqvNotional * tc.UnwindPercentRate);
                td.Notional -= (double)(td.OriginalNotional * tc.UnwindPercentRate);
                td.TradeAmount = td.Notional / um.CountRatio;
                td.UnWindNotional = tc.UnwindNotional;
                td.TradeStatus = tc.ValueDate == td.ExerciseDate ? "已到期" : (tc.UnwindType == "全部平仓" ? "已平仓" : td.TradeStatus);
                td.HasPartialUnWind = tc.UnwindType == "部分平仓" ? 1 : 0;

                var trade_cash_swap = new trade_cash_swap();
                trade_cash_swap.StartDate = td.StartDate.Value;
                trade_cash_swap.PayStartPrice = td.trade_swap.PayFinalPrice ?? td.trade_swap.PaySpotPrice;
                trade_cash_swap.PayFinalPrice = tc.FinalPrice;
                trade_cash_swap.PayInitialAmount = initialAmountPay;
                trade_cash_swap.PaySwapRate = PayoffSwapCalcService.GetSwapRateByDate(td.trade_swap.PaySwapTimeAndRate, td.UnWindDate.Value);

                preSwapDate = PayoffSwapCalcService.GetSwapRateStartDate(td, td.trade_swap, td.UnWindDate.Value, tradeCash, lastManualCash, td.trade_swap.IsPayFloatingProfit, out endDate);
                var extraAmountPayQuote = annualFeePay ?? PayoffSwapCalcService.GetExtraAmountBySwapRate(td.ClientId, td.TradeDate, td.trade_swap.PaySwapTimeAndRate, preSwapDate, endDate, td.trade_swap.AnnualDays ?? 0, td.trade_cash.UnwindStockEqvNotional ?? 0);
                var extraAmountPay = (extraAmountPayQuote * currencyRate).FormatValue(2);

                trade_cash_swap.PayExtraAmount = extraAmountPay;
                trade_cash_swap.PayAmount = trade_cash_swap.PayInitialAmount + extraAmountPay;

                trade_cash_swap.GetExtraAmount = extraAmountGet;
                trade_cash_swap.GetCostFee = costFeeGet + costTradePriceGet;
                trade_cash_swap.GetAmount = (trade_cash_swap.GetExtraAmount ?? 0) + (trade_cash_swap.GetCostFee ?? 0);
                trade_cash_swap.GetSwapRate = PayoffSwapCalcService.GetSwapRateByDate(td.trade_swap.GetSwapTimeAndRate, td.UnWindDate.Value);

                tc.Amount = (trade_cash_swap.GetAmount ?? 0) - (trade_cash_swap.PayAmount ?? 0);
                tc.QuoteAmount = tc.Amount;
                DbContext.trade_cash.Add(tc);
                DbContext.SaveChanges();

                trade_cash_swap.TradeId = tc.TradeId;
                trade_cash_swap.TradeCashId = tc.id;
                trade_cash_swap.OptId = tc.OptId;
                trade_cash_swap.OptName = tc.OptName;
                trade_cash_swap.OptDate = DateTime.Now;
                DbContext.trade_cash_swap.Add(trade_cash_swap);
                DbContext.SaveChanges();

                var tcdGet = new trade_cash_detail
                {
                    TradeId = tc.TradeId,
                    TradeCashId = tc.id,
                    Action = tc.Action,
                    Amount = extraAmountGet - extraAmountPay,
                    QuoteAmount = extraAmountGetQuote - extraAmountPayQuote,
                    ValueDate = tc.ValueDate,
                    IsForGet = true,
                    OptId = tc.OptId,
                    OptName = tc.OptName,
                    OptDate = DateTime.Now,
                    TradeCashType = TradeCashTypeEnum.利息.ToString()
                };
                DbContext.trade_cash_detail.Add(tcdGet);

                var tcdCostFeeGet = new trade_cash_detail
                {
                    TradeId = tc.TradeId,
                    TradeCashId = tc.id,
                    Action = tc.Action,
                    Amount = costFeeGet,
                    QuoteAmount = costFeeGetQuote,
                    ValueDate = tc.ValueDate,
                    IsForGet = true,
                    OptId = tc.OptId,
                    OptName = tc.OptName,
                    OptDate = DateTime.Now,
                    TradeCashType = TradeCashTypeEnum.了结手续费.ToString()
                };
                DbContext.trade_cash_detail.Add(tcdCostFeeGet);

                var tcdCostTradePriceGet = new trade_cash_detail
                {
                    TradeId = tc.TradeId,
                    TradeCashId = tc.id,
                    Action = tc.Action,
                    Amount = costTradePriceGet,
                    QuoteAmount = costTradePriceGetQuote,
                    ValueDate = tc.ValueDate,
                    IsForGet = true,
                    OptId = tc.OptId,
                    OptName = tc.OptName,
                    OptDate = DateTime.Now,
                    TradeCashType = TradeCashTypeEnum.开仓手续费.ToString()
                };
                DbContext.trade_cash_detail.Add(tcdCostTradePriceGet);

                var tcdPay = new trade_cash_detail
                {
                    TradeId = tc.TradeId,
                    TradeCashId = tc.id,
                    Action = tc.Action,
                    Amount = -initialAmountPay,
                    QuoteAmount = -initialAmountPayQuote,
                    ValueDate = tc.ValueDate,
                    IsForGet = false,
                    OptId = tc.OptId,
                    OptName = tc.OptName,
                    OptDate = DateTime.Now,
                    TradeCashType = TradeCashTypeEnum.浮动收益.ToString()
                };
                DbContext.trade_cash_detail.Add(tcdPay);
            }
            else
            {
                var tradeCashs = DbContext.trade_cash.Where(y => y.TradeId == td.id && y.Action == "系统操作-互换" && y.ValidState != "InValid" && !y.IsDeleted && y.ValueDate <= td.UnWindDate);
                var tradeCashIds = tradeCashs.Select(x => x.id);
                var tradeCash = tradeCashs.OrderByDescending(y => y.id).FirstOrDefault();
                var cashSwaps = DbContext.trade_cash_swap.Where(x => x.TradeId == td.id && tradeCashIds.Contains(x.TradeCashId)).ToArray();
                var tradeCashSwap = tradeCash != null ? cashSwaps.FirstOrDefault(x => x.TradeCashId == tradeCash.id) : null;
                //取最后一次手动收益；
                var lastManualCashSwap = cashSwaps.OrderByDescending(o => o.StartDate).FirstOrDefault(x => !x.IsAuto);
                var lastManualCash = lastManualCashSwap != null ? tradeCashs.FirstOrDefault(x => x.id == lastManualCashSwap.TradeCashId) : null;
                var initialAmountGetQuote = PayoffSwapCalcService.GetInitialAmountSwapGet(td, td.trade_swap, tradeCashSwap?.GetFinalPrice ?? td.SpotPrice ?? 0
                    , td.FinalPrice ?? 0, td.trade_cash.UnwindStockEqvNotional ?? 0, td.UnWindDate.Value, tradeCash?.ValueDate);
                DateTime endDate;
                var preSwapDate = PayoffSwapCalcService.GetSwapRateStartDate(td, td.trade_swap, td.UnWindDate.Value, tradeCash, lastManualCash, td.trade_swap.IsPayFloatingProfit, out endDate);
                var extraAmountPayQuote = annualFeePay ?? PayoffSwapCalcService.GetExtraAmountBySwapRate(td.ClientId, td.TradeDate, td.trade_swap.PaySwapTimeAndRate, preSwapDate, endDate, td.trade_swap.AnnualDays ?? 0, td.trade_cash.UnwindStockEqvNotional ?? 0);

                var costFeePayQuote = costFee ?? 0;

                var costTradePricePayQuote = 0.0;
                if (!td.trade_swap.IsTradePriceWhenOpen)
                {
                    costTradePricePayQuote = PayoffSwapCalcService.GetCostFee(td, td, tc, false, true);

                }

                var quoteAmount = initialAmountGetQuote - extraAmountPayQuote - costFeePayQuote - costTradePricePayQuote;
                var currencyRate = new EodCurrencyRateService(UserInfo).GetCurrencyRate(td.QuoteCurrency, td.SettlementCurrency, td.UnWindDate.Value, seekPreday: true, currencyRateType: quoteAmount < 0 ? CurrencyRateType.Buy : CurrencyRateType.Sell);
                var initialAmountGet = (initialAmountGetQuote * currencyRate).FormatValue(2);

                var extraAmountPay = (extraAmountPayQuote * currencyRate).FormatValue(2);
                var costFeePay = (costFeePayQuote * currencyRate).FormatValue(2);
                var costTradePricePay = (costTradePricePayQuote * currencyRate).FormatValue(2);

                tc.CurrencyRate = currencyRate;
                tc.Action = ClientCashInCashOut.系统操作_平仓费;
                tc.IsLastAction = td.Notional <= 0 ? true : false;
                tc.Status = TradeCashStatusEnum.已执行;
                tc.ValueDate = td.UnWindDate.Value;
                tc.ValidState = "Valid";
                tc.ExerciseWay = TradeCashExerciseWayEnum.提前终止行权;

                td.StockEqvNotional -= (double)(td.OriginalStockEqvNotional * tc.UnwindPercentRate);
                td.Notional -= (double)(td.OriginalNotional * tc.UnwindPercentRate);
                td.TradeAmount = td.Notional / um.CountRatio;
                td.UnWindNotional = tc.UnwindNotional;
                td.TradeStatus = tc.ValueDate == td.ExerciseDate ? "已到期" : (tc.UnwindType == "全部平仓" ? "已平仓" : td.TradeStatus);
                td.HasPartialUnWind = tc.UnwindType == "部分平仓" ? 1 : 0;

                var trade_cash_swap = new trade_cash_swap();
                trade_cash_swap.StartDate = td.StartDate.Value;
                trade_cash_swap.GetStartPrice = td.trade_swap.GetFinalPrice ?? td.trade_swap.GetSpotPrice;
                trade_cash_swap.GetFinalPrice = tc.FinalPrice;
                trade_cash_swap.GetInitialAmount = initialAmountGet;

                trade_cash_swap.GetSwapRate = PayoffSwapCalcService.GetSwapRateByDate(td.trade_swap.GetSwapTimeAndRate, td.UnWindDate.Value);

                preSwapDate = PayoffSwapCalcService.GetSwapRateStartDate(td, td.trade_swap, td.UnWindDate.Value, tradeCash, lastManualCash, td.trade_swap.IsGetFloatingProfit, out endDate);
                var extraAmountGetQuote = annualFeeGet ?? PayoffSwapCalcService.GetExtraAmountBySwapRate(td.ClientId, td.TradeDate, td.trade_swap.GetSwapTimeAndRate, preSwapDate, endDate, td.trade_swap.AnnualDays ?? 0, td.trade_cash.UnwindStockEqvNotional ?? 0);
                var extraAmountGet = (extraAmountGetQuote * currencyRate).FormatValue(2);

                trade_cash_swap.GetExtraAmount = extraAmountGet;
                trade_cash_swap.GetAmount = initialAmountGet + extraAmountGet;

                trade_cash_swap.PayExtraAmount = extraAmountPay;
                trade_cash_swap.PayCostFee = costFeePay + costTradePricePay;
                trade_cash_swap.PayAmount = (trade_cash_swap.PayExtraAmount ?? 0) + (trade_cash_swap.PayCostFee ?? 0);
                trade_cash_swap.PaySwapRate = PayoffSwapCalcService.GetSwapRateByDate(td.trade_swap.PaySwapTimeAndRate, td.UnWindDate.Value);

                tc.Amount = (trade_cash_swap.GetAmount ?? 0) - (trade_cash_swap.PayAmount ?? 0);
                tc.QuoteAmount = tc.Amount;
                DbContext.trade_cash.Add(tc);
                DbContext.SaveChanges();

                trade_cash_swap.TradeId = tc.TradeId;
                trade_cash_swap.TradeCashId = tc.id;
                trade_cash_swap.OptId = tc.OptId;
                trade_cash_swap.OptName = tc.OptName;
                trade_cash_swap.OptDate = DateTime.Now;
                DbContext.trade_cash_swap.Add(trade_cash_swap);
                DbContext.SaveChanges();

                var tcdExtraAmount = new trade_cash_detail
                {
                    TradeId = tc.TradeId,
                    TradeCashId = tc.id,
                    Action = tc.Action,
                    Amount = extraAmountGet - extraAmountPay,
                    QuoteAmount = extraAmountGetQuote - extraAmountPayQuote,
                    ValueDate = tc.ValueDate,
                    IsForGet = true,
                    OptId = tc.OptId,
                    OptName = tc.OptName,
                    OptDate = DateTime.Now,
                    TradeCashType = TradeCashTypeEnum.利息.ToString()
                };
                DbContext.trade_cash_detail.Add(tcdExtraAmount);

                var tcdCostFeeGet = new trade_cash_detail
                {
                    TradeId = tc.TradeId,
                    TradeCashId = tc.id,
                    Action = tc.Action,
                    Amount = -costFeePay,
                    QuoteAmount = -costFeePayQuote,
                    ValueDate = tc.ValueDate,
                    IsForGet = true,
                    OptId = tc.OptId,
                    OptName = tc.OptName,
                    OptDate = DateTime.Now,
                    TradeCashType = TradeCashTypeEnum.了结手续费.ToString()
                };
                DbContext.trade_cash_detail.Add(tcdCostFeeGet);

                var tcdCostTradePriceGet = new trade_cash_detail
                {
                    TradeId = tc.TradeId,
                    TradeCashId = tc.id,
                    Action = tc.Action,
                    Amount = -costTradePricePay,
                    QuoteAmount = -costTradePricePayQuote,
                    ValueDate = tc.ValueDate,
                    IsForGet = true,
                    OptId = tc.OptId,
                    OptName = tc.OptName,
                    OptDate = DateTime.Now,
                    TradeCashType = TradeCashTypeEnum.开仓手续费.ToString()
                };
                DbContext.trade_cash_detail.Add(tcdCostTradePriceGet);

                var tcdPay = new trade_cash_detail
                {
                    TradeId = tc.TradeId,
                    TradeCashId = tc.id,
                    Action = tc.Action,
                    Amount = initialAmountGet,
                    QuoteAmount = initialAmountGetQuote,
                    ValueDate = tc.ValueDate,
                    IsForGet = false,
                    OptId = tc.OptId,
                    OptName = tc.OptName,
                    OptDate = DateTime.Now,
                    TradeCashType = TradeCashTypeEnum.浮动收益.ToString()
                };
                DbContext.trade_cash_detail.Add(tcdPay);
            }

            //增加出入金记录 
            new ClientCashinCashoutBLL(this).CloseTrade_ClientCashInCashOutSave(td, tc, tc.ValueDate);

            var auditLog = new TradeAuditLog
            {
                TradeId = tc.TradeId,
                Changes = null,
                DataType = "00",
                OptType = "批量了结-平仓",
                OptId = UserId,
                OptName = UserName,
                OptDate = OptDate,
                AuditFlag = TradeAuditFlag.operation
            };
            //记录审核日志
            DbContext.TradeAuditLog.Add(auditLog);
            DbContext.SaveChanges();
        }
        private void UnwindSwapTradeCashHandle(trade td, string action, double? annualFee, double? costFee)
        {
            var client = DataCacheProvider.GetClientDataSource().GetData(td.ClientId);
            var um = DataCacheProvider.GetUnderlyingDataSource().GetData(td.UnderlyingCode);

            //增加现金交割交易记录
            var tc = new trade_cash();
            DbContext.trade_cash.Add(tc);

            tc.OptId = UserId;
            tc.OptName = UserName;
            tc.OptDate = OptDate;
            tc.ExceciseType = "现金";
            tc.TradeType = td.BuySell;
            tc.CallPut = td.CallPut;
            tc.Notional = td.Notional;
            tc.TradeAmount = td.TradeAmount;
            tc.IsLastAction = true;
            tc.TradeId = td.id;
            tc.FinalPrice = td.FinalPrice;
            tc.UnwindType = "全部平仓";
            tc.UnwindNotional = td.Notional;
            tc.UnwindTradeAmount = td.TradeAmount;
            tc.UnwindPercentRate = 1;
            tc.NotionalPercentRate = tc.UnwindPercentRate;

            if (td.trade_swap.IsPayFloatingProfit)
            {
                var tradeCashs = DbContext.trade_cash.Where(y => y.TradeId == td.id && y.Action == "系统操作-互换" && y.ValidState != "InValid" && !y.IsDeleted && y.ValueDate <= td.UnWindDate);
                var tradeCashIds = tradeCashs.Select(x => x.id);
                var tradeCash = tradeCashs.OrderByDescending(y => y.id).FirstOrDefault();
                var cashSwaps = DbContext.trade_cash_swap.Where(x => x.TradeId == td.id && tradeCashIds.Contains(x.TradeCashId)).ToArray();
                var tradeCashSwap = tradeCash != null ? cashSwaps.FirstOrDefault(x => x.TradeCashId == tradeCash.id) : null;
                //取最后一次手动收益；
                var lastManualCashSwap = cashSwaps.OrderByDescending(o => o.StartDate).FirstOrDefault(x => !x.IsAuto);
                var lastManualCash = lastManualCashSwap != null ? tradeCashs.FirstOrDefault(x => x.id == lastManualCashSwap.TradeCashId) : null;
                var initialAmountPayQuote = PayoffSwapCalcService.GetInitialAmountSwapPay(td, td.trade_swap, tradeCashSwap?.PayFinalPrice ?? td.SpotPrice ?? 0
                    , td.FinalPrice ?? 0, (td.OriginalStockEqvNotional ?? 0) * (tc.UnwindPercentRate ?? 0), td.UnWindDate.Value, tradeCash?.ValueDate);
                DateTime endDate;
                var preSwapDate = PayoffSwapCalcService.GetSwapRateStartDate(td, td.trade_swap, td.UnWindDate.Value, tradeCash, lastManualCash, td.trade_swap.IsGetFloatingProfit, out endDate);
                var extraAmountGetQuote = annualFee ?? PayoffSwapCalcService.GetExtraAmountBySwapRate(td.ClientId, td.TradeDate, td.trade_swap.GetSwapTimeAndRate, preSwapDate, endDate, td.trade_swap.AnnualDays ?? 0, (td.OriginalStockEqvNotional ?? 0) * (tc.UnwindPercentRate ?? 0));

                preSwapDate = PayoffSwapCalcService.GetSwapRateStartDate(td, td.trade_swap, td.UnWindDate.Value, tradeCash, lastManualCash, td.trade_swap.IsPayFloatingProfit, out endDate);
                var extraAmountPayQuote = annualFee ?? PayoffSwapCalcService.GetExtraAmountBySwapRate(td.ClientId, td.TradeDate, td.trade_swap.PaySwapTimeAndRate, preSwapDate, endDate, td.trade_swap.AnnualDays ?? 0, (td.OriginalStockEqvNotional ?? 0) * (tc.UnwindPercentRate ?? 0));

                var costFeeGetQuote = costFee ?? 0;

                var costTradePriceGetQuote = 0.0;
                if (!td.trade_swap.IsTradePriceWhenOpen)
                {
                    costTradePriceGetQuote = PayoffSwapCalcService.GetCostFee(td, td, tc, true, true);
                }

                var quoteAmount = extraAmountGetQuote + costFeeGetQuote + costTradePriceGetQuote - initialAmountPayQuote - extraAmountPayQuote;
                var currencyRate = new EodCurrencyRateService(UserInfo).GetCurrencyRate(td.QuoteCurrency, td.SettlementCurrency, td.UnWindDate.Value, seekPreday: true, currencyRateType: quoteAmount < 0 ? CurrencyRateType.Buy : CurrencyRateType.Sell);

                var extraAmountPay = (extraAmountPayQuote * currencyRate).FormatValue(2);
                var initialAmountPay = (initialAmountPayQuote * currencyRate).FormatValue(2);
                var extraAmountGet = (extraAmountGetQuote * currencyRate).FormatValue(2);
                var costFeeGet = (costFeeGetQuote * currencyRate).FormatValue(2);
                var costTradePriceGet = (costTradePriceGetQuote * currencyRate).FormatValue(2);

                td.TradeStatus = td.UnWindDate.Value == td.ExerciseDate ? "已到期" : "已平仓";
                td.StockEqvNotional = 0;
                td.Notional = 0;
                td.TradeAmount = 0;
                td.UnWindNotional = tc.UnwindNotional;

                tc.Amount = extraAmountGet + costFeeGet + costTradePriceGet - initialAmountPay - extraAmountPay;
                tc.QuoteAmount = quoteAmount;
                tc.CurrencyRate = currencyRate;
                tc.Action = action == "平仓" ? ClientCashInCashOut.系统操作_平仓费 : ClientCashInCashOut.系统操作_互换;
                tc.IsLastAction = true;
                tc.Status = TradeCashStatusEnum.已执行;
                tc.ValueDate = td.UnWindDate.Value;
                tc.ValidState = "Valid";
                tc.ExerciseWay = td.UnWindDate == td.ExerciseDate ? TradeCashExerciseWayEnum.到期行权 : TradeCashExerciseWayEnum.提前终止行权;
                DbContext.SaveChanges();


                //增加出入金记录 
                new ClientCashinCashoutBLL(this).CloseTrade_ClientCashInCashOutSave(td, tc, tc.ValueDate);

                var trade_swap = DbContext.trade_swap.FirstOrDefault(x => x.TradeId == tc.TradeId);
                var trade_cash_swap = new trade_cash_swap();
                trade_cash_swap.StartDate = td.StartDate.Value;
                trade_cash_swap.PayStartPrice = trade_swap.PayFinalPrice ?? trade_swap.PaySpotPrice;
                trade_cash_swap.PayFinalPrice = tc.FinalPrice;
                trade_cash_swap.PayExtraAmount = extraAmountPay;
                trade_cash_swap.PayInitialAmount = initialAmountPay;
                trade_cash_swap.PayAmount = extraAmountPay + initialAmountPay;
                trade_cash_swap.PaySwapRate = PayoffSwapCalcService.GetSwapRateByDate(td.trade_swap.PaySwapTimeAndRate, td.UnWindDate.Value);
                trade_cash_swap.GetExtraAmount = extraAmountGet;
                trade_cash_swap.GetCostFee = costFeeGet + costTradePriceGet;
                trade_cash_swap.GetAmount = extraAmountGet + costFeeGet + costTradePriceGet;
                trade_cash_swap.GetSwapRate = PayoffSwapCalcService.GetSwapRateByDate(td.trade_swap.GetSwapTimeAndRate, td.UnWindDate.Value);
                trade_cash_swap.TradeId = tc.TradeId;
                trade_cash_swap.TradeCashId = tc.id;
                trade_cash_swap.OptId = tc.OptId;
                trade_cash_swap.OptName = tc.OptName;
                trade_cash_swap.OptDate = DateTime.Now;
                DbContext.trade_cash_swap.Add(trade_cash_swap);

                var tcdExtraAmount = new trade_cash_detail
                {
                    TradeId = tc.TradeId,
                    TradeCashId = tc.id,
                    Action = tc.Action,
                    Amount = extraAmountGet - extraAmountPay,
                    QuoteAmount = extraAmountGetQuote - extraAmountPayQuote,
                    ValueDate = tc.ValueDate,
                    IsForGet = true,
                    OptId = tc.OptId,
                    OptName = tc.OptName,
                    OptDate = DateTime.Now,
                    TradeCashType = TradeCashTypeEnum.利息.ToString()
                };
                DbContext.trade_cash_detail.Add(tcdExtraAmount);

                var tcdCostFeeGet = new trade_cash_detail
                {
                    TradeId = tc.TradeId,
                    TradeCashId = tc.id,
                    Action = tc.Action,
                    Amount = costFeeGet,
                    QuoteAmount = costFeeGetQuote,
                    ValueDate = tc.ValueDate,
                    IsForGet = true,
                    OptId = tc.OptId,
                    OptName = tc.OptName,
                    OptDate = DateTime.Now,
                    TradeCashType = TradeCashTypeEnum.了结手续费.ToString()
                };
                DbContext.trade_cash_detail.Add(tcdCostFeeGet);

                var tcdCostTradePriceGet = new trade_cash_detail
                {
                    TradeId = tc.TradeId,
                    TradeCashId = tc.id,
                    Action = tc.Action,
                    Amount = costTradePriceGet,
                    QuoteAmount = costTradePriceGetQuote,
                    ValueDate = tc.ValueDate,
                    IsForGet = true,
                    OptId = tc.OptId,
                    OptName = tc.OptName,
                    OptDate = DateTime.Now,
                    TradeCashType = TradeCashTypeEnum.开仓手续费.ToString()
                };
                DbContext.trade_cash_detail.Add(tcdCostTradePriceGet);

                var tcdInitialAmountPay = new trade_cash_detail
                {
                    TradeId = tc.TradeId,
                    TradeCashId = tc.id,
                    Action = tc.Action,
                    Amount = -initialAmountPay,
                    QuoteAmount = -initialAmountPayQuote,
                    ValueDate = tc.ValueDate,
                    IsForGet = false,
                    OptId = tc.OptId,
                    OptName = tc.OptName,
                    OptDate = DateTime.Now,
                    TradeCashType = TradeCashTypeEnum.浮动收益.ToString()
                };
                DbContext.trade_cash_detail.Add(tcdInitialAmountPay);
            }
            else
            {
                var tradeCashs = DbContext.trade_cash.Where(y => y.TradeId == td.id && y.Action == "系统操作-互换" && y.ValidState != "InValid" && !y.IsDeleted && y.ValueDate <= td.UnWindDate);
                var tradeCashIds = tradeCashs.Select(x => x.id);
                var tradeCash = tradeCashs.OrderByDescending(y => y.id).FirstOrDefault();
                var cashSwaps = DbContext.trade_cash_swap.Where(x => x.TradeId == td.id && tradeCashIds.Contains(x.TradeCashId)).ToArray();
                var tradeCashSwap = tradeCash != null ? cashSwaps.FirstOrDefault(x => x.TradeCashId == tradeCash.id) : null;
                //取最后一次手动收益；
                var lastManualCashSwap = cashSwaps.OrderByDescending(o => o.StartDate).FirstOrDefault(x => !x.IsAuto);
                var lastManualCash = lastManualCashSwap != null ? tradeCashs.FirstOrDefault(x => x.id == lastManualCashSwap.TradeCashId) : null;
                var initialAmountGetQuote = PayoffSwapCalcService.GetInitialAmountSwapGet(td, td.trade_swap, tradeCashSwap?.GetFinalPrice ?? td.SpotPrice ?? 0
                    , td.FinalPrice ?? 0, td.OriginalStockEqvNotional ?? 0, td.UnWindDate.Value, tradeCash?.ValueDate);
                DateTime endDate;
                var preSwapDate = PayoffSwapCalcService.GetSwapRateStartDate(td, td.trade_swap, td.UnWindDate.Value, tradeCash, lastManualCash, td.trade_swap.IsPayFloatingProfit, out endDate);
                var extraAmountPayQuote = annualFee ?? PayoffSwapCalcService.GetExtraAmountBySwapRate(td.ClientId, td.TradeDate, td.trade_swap.PaySwapTimeAndRate, preSwapDate, endDate, td.trade_swap.AnnualDays ?? 0, (td.OriginalStockEqvNotional ?? 0) * (tc.UnwindPercentRate ?? 0));

                preSwapDate = PayoffSwapCalcService.GetSwapRateStartDate(td, td.trade_swap, td.UnWindDate.Value, tradeCash, lastManualCash, td.trade_swap.IsGetFloatingProfit, out endDate);
                var extraAmountGetQuote = annualFee ?? PayoffSwapCalcService.GetExtraAmountBySwapRate(td.ClientId, td.TradeDate, td.trade_swap.GetSwapTimeAndRate, preSwapDate, endDate, td.trade_swap.AnnualDays ?? 0, (td.OriginalStockEqvNotional ?? 0) * (tc.UnwindPercentRate ?? 0));

                var costFeePayQuote = costFee ?? 0;

                var costTradePricePayQuote = 0.0;
                if (!td.trade_swap.IsTradePriceWhenOpen)
                {
                    costTradePricePayQuote = PayoffSwapCalcService.GetCostFee(td, td, tc, false, true);

                }

                var quoteAmount = initialAmountGetQuote + extraAmountGetQuote - extraAmountPayQuote - costFeePayQuote - costTradePricePayQuote;
                var currencyRate = new EodCurrencyRateService(UserInfo).GetCurrencyRate(td.QuoteCurrency, td.SettlementCurrency, td.UnWindDate.Value, seekPreday: true, currencyRateType: quoteAmount < 0 ? CurrencyRateType.Buy : CurrencyRateType.Sell);

                var extraAmountGet = (extraAmountGetQuote * currencyRate).FormatValue(2);
                var initialAmountGet = (initialAmountGetQuote * currencyRate).FormatValue(2);
                var extraAmountPay = (extraAmountPayQuote * currencyRate).FormatValue(2);
                var costFeePay = (costFeePayQuote * currencyRate).FormatValue(2);
                var costTradePricePay = (costTradePricePayQuote * currencyRate).FormatValue(2);

                tc.Amount = initialAmountGet + extraAmountGet - extraAmountPay - costFeePay - costTradePricePay;
                tc.QuoteAmount = quoteAmount;
                tc.CurrencyRate = currencyRate;
                tc.Action = action == "平仓" ? ClientCashInCashOut.系统操作_平仓费 : ClientCashInCashOut.系统操作_互换;
                tc.IsLastAction = true;
                tc.Status = TradeCashStatusEnum.已执行;
                tc.ValueDate = td.UnWindDate.Value;
                tc.ValidState = "Valid";
                tc.ExerciseWay = td.UnWindDate == td.ExerciseDate ? TradeCashExerciseWayEnum.到期行权 : TradeCashExerciseWayEnum.提前终止行权;
                DbContext.SaveChanges();

                td.TradeStatus = tc.ValueDate == td.ExerciseDate ? "已到期" : "已平仓";
                td.StockEqvNotional = 0;
                td.Notional = 0;
                td.TradeAmount = 0;
                td.UnWindNotional = tc.UnwindNotional;
                //增加出入金记录 
                new ClientCashinCashoutBLL(this).CloseTrade_ClientCashInCashOutSave(td, tc, tc.ValueDate);

                var trade_swap = DbContext.trade_swap.FirstOrDefault(x => x.TradeId == tc.TradeId);
                var trade_cash_swap = new trade_cash_swap();
                trade_cash_swap.StartDate = td.StartDate.Value;
                trade_cash_swap.GetStartPrice = trade_swap.GetFinalPrice ?? trade_swap.GetSpotPrice;
                trade_cash_swap.GetFinalPrice = tc.FinalPrice;
                trade_cash_swap.GetInitialAmount = initialAmountGet;
                trade_cash_swap.GetExtraAmount = extraAmountGet;
                trade_cash_swap.GetAmount = initialAmountGet + extraAmountGet;
                trade_cash_swap.GetSwapRate = PayoffSwapCalcService.GetSwapRateByDate(td.trade_swap.GetSwapTimeAndRate, td.UnWindDate.Value);
                trade_cash_swap.PayExtraAmount = extraAmountPay;
                trade_cash_swap.PayCostFee = costFeePay + costTradePricePay;
                trade_cash_swap.PayAmount = extraAmountPay + costFeePay + costTradePricePay;
                trade_cash_swap.PaySwapRate = PayoffSwapCalcService.GetSwapRateByDate(td.trade_swap.PaySwapTimeAndRate, td.UnWindDate.Value);
                trade_cash_swap.TradeId = tc.TradeId;
                trade_cash_swap.TradeCashId = tc.id;
                trade_cash_swap.OptId = tc.OptId;
                trade_cash_swap.OptName = tc.OptName;
                trade_cash_swap.OptDate = DateTime.Now;
                DbContext.trade_cash_swap.Add(trade_cash_swap);

                var tcdExtraAmount = new trade_cash_detail
                {
                    TradeId = tc.TradeId,
                    TradeCashId = tc.id,
                    Action = tc.Action,
                    Amount = extraAmountGet - extraAmountPay,
                    QuoteAmount = extraAmountGetQuote - extraAmountPayQuote,
                    ValueDate = tc.ValueDate,
                    IsForGet = true,
                    OptId = tc.OptId,
                    OptName = tc.OptName,
                    OptDate = DateTime.Now,
                    TradeCashType = TradeCashTypeEnum.利息.ToString()
                };
                DbContext.trade_cash_detail.Add(tcdExtraAmount);

                var tcdCostFeePay = new trade_cash_detail
                {
                    TradeId = tc.TradeId,
                    TradeCashId = tc.id,
                    Action = tc.Action,
                    Amount = -costFeePay,
                    QuoteAmount = -costFeePayQuote,
                    ValueDate = tc.ValueDate,
                    IsForGet = true,
                    OptId = tc.OptId,
                    OptName = tc.OptName,
                    OptDate = DateTime.Now,
                    TradeCashType = TradeCashTypeEnum.了结手续费.ToString()
                };
                DbContext.trade_cash_detail.Add(tcdCostFeePay);

                var tcdCostTradePricePay = new trade_cash_detail
                {
                    TradeId = tc.TradeId,
                    TradeCashId = tc.id,
                    Action = tc.Action,
                    Amount = -costTradePricePay,
                    QuoteAmount = -costTradePricePayQuote,
                    ValueDate = tc.ValueDate,
                    IsForGet = true,
                    OptId = tc.OptId,
                    OptName = tc.OptName,
                    OptDate = DateTime.Now,
                    TradeCashType = TradeCashTypeEnum.开仓手续费.ToString()
                };
                DbContext.trade_cash_detail.Add(tcdCostTradePricePay);

                var tcdInitialAmountGet = new trade_cash_detail
                {
                    TradeId = tc.TradeId,
                    TradeCashId = tc.id,
                    Action = tc.Action,
                    Amount = initialAmountGet,
                    QuoteAmount = initialAmountGetQuote,
                    ValueDate = tc.ValueDate,
                    IsForGet = false,
                    OptId = tc.OptId,
                    OptName = tc.OptName,
                    OptDate = DateTime.Now,
                    TradeCashType = TradeCashTypeEnum.浮动收益.ToString()
                };
                DbContext.trade_cash_detail.Add(tcdInitialAmountGet);
            }

            DbContext.SaveChanges();
        }

        #endregion

        #region 互换交易历史导入
        /// <summary>
        /// 导入交易
        /// </summary>
        /// <param name="streamIn"></param>
        /// <param name="totalNum">当前文件中的目标期权总条数</param>
        /// <param name="successNum">成功入库的数量</param>
        public void ImportSwapTradeHistroyDataFromExcel(Stream streamIn, out int totalNum, out int successNum)
        {
            totalNum = 0;
            successNum = 0;

            var rowIndex = 0;
            var groupTradeList = new List<OtcOptionTradeFullEx>();
            var structureTradeList = new List<OtcOptionTradeFullEx>();

            try
            {
                var ds = Office.ExcelHelper.ReadExcelAsDataSet(streamIn, new[] { 0 }, 0);

                if (ds.Tables.Count < 1 || ds.Tables[0].Rows.Count < 3)
                {
                    throw new ServiceException("读取导入数据失败:数据为空") { Tag = "111" };
                }

                var table = ds.Tables[0];
                var reader = new DataRowTopTypeReader(table);

                rowIndex = 2;
                totalNum = table.Rows.Count - rowIndex;

                foreach (var row in table.Rows.Cast<DataRow>().Skip(2))
                {
                    using (var trans = BeginTransaction())
                    {
                        rowIndex++;

                        if (row.ItemArray.All(n => string.IsNullOrWhiteSpace(n?.ToString())))
                        {
                            totalNum--;
                            continue;
                        }

                        reader.SetDataRow(row);

                        //映射导入数据到交易对象
                        HandleSwapTradeHistroyData(reader);

                        successNum++;

                        trans.Commit();
                    }
                }
            }
            catch (ServiceException se)
            {
                if (se.Tag != null)
                {
                    throw;
                }

                throw new ServiceException($"已成功导入{successNum}条;\n第{rowIndex}行,{se.Message}");
            }
            catch (Exception ex)
            {
                LogFactory.GetLogger("导入期权交易").Error(ex);
                throw new ServiceException($"已成功导入{successNum}条,\n第{rowIndex}行,发生错误:{ex.Message}", ex);
            }
        }

        private trade HandleSwapTradeHistroyData(DataRowTopTypeReader reader)
        {
            var td = new trade();
            td.trade_swap = new trade_swap();
            //基本要素
            td.TradeNumber = reader.GetString("交易编号", false);

            td.AssetBookName = reader.GetString("簿记账户名称", true);
            td.TraderName = reader.GetString("交易员名称", true);
            new OtcOptionSaveChecker(this).CheckAssetBook(td).CheckTrader(td);

            td.TradeType = "收益互换";
            td.ClientName = reader.GetString("交易对手方名称", true);

            if (string.IsNullOrWhiteSpace(td.ClientName))
            {
                throw new ServiceException("交易对手方名称 必须填写");
            }

            //交易日期
            td.TradeDate = reader.GetDate("成交日期", true);
            td.StartDate = reader.GetDate("开始日期", true);
            td.ExerciseDate = reader.GetDate("到期日期", true);
            td.SettlementDate = td.ExerciseDate;

            td.StockEqvNotional = reader.GetDouble("名义本金", true) ?? 0;
            td.trade_swap.AnnualDays = reader.GetInt("年化天数", true);
            td.trade_swap.AnnualVarIncome = reader.GetString("浮动收益年化", true) == "是";
            td.trade_swap.RateCalcMode = GetRateCalcMode(reader.GetString("计息方式", true));
            td.trade_swap.IsTradePriceWhenOpen = reader.GetString("是否开仓时收取开仓费", true) == "是";
            td.trade_swap.IsShare = reader.GetString("收费基本单位", true) == "手数";
            var ExchangeRate = reader.GetDouble("汇率", false);
            td.Comments = reader.GetString("备注", false);

            var clientQuery = DbContextFactory.GetClientDbContext(OptUser).client.AsQueryable();
            if (!string.IsNullOrWhiteSpace(td.ClientName))
            {
                clientQuery = clientQuery.Where(c => c.Name == td.ClientName);
            }
            var client = clientQuery.Select(n => new { n.id, n.SettlementCurrency }).FirstOrDefault();

            if (client == null)
            {
                throw new ServiceException($"交易对手方不存在,客户名称:{td.ClientName}");
            }

            td.ClientId = client.id;
            td.SettlementCurrency = client.SettlementCurrency;

            td.OpponentRole = "乙方";

            var um = new underlying_manager();
            var singleFee = 0.0;

            #region 交易员收取信息读取

            reader.SetTopType("交易员收取");
            td.trade_swap.GetLongShort = reader.GetString("多头空头", false);
            if (!string.IsNullOrWhiteSpace(td.trade_swap.GetLongShort))
            {
                td.trade_swap.IsGetFloatingProfit = true;
                td.trade_swap.GetUnderlyingCode = reader.GetString("标的代码", true);

                um = DataCacheProvider.GetUnderlyingDataSource().GetData(td.trade_swap.GetUnderlyingCode);
                if (um == null)
                {
                    throw new ServiceException($"{td.trade_swap.GetUnderlyingCode} 不存在，请先新建标的再导入");
                }

                td.trade_swap.GetUnderlyingId = um.id;
                td.UnderlyingId = um.id;
                td.UnderlyingCode = um.UnderlyingCode;
                td.UnderlyingName = um.UnderlyingName;
                td.UnderlyingInstrumentType = um.UnderlyingInstrumentType;

                if (!td.trade_swap.IsShare)
                {
                    td.trade_swap.GetNotional = reader.GetDouble("份额/手数", true);
                    td.trade_swap.GetTradeAmount = td.trade_swap.GetNotional / um.CountRatio;
                    td.trade_swap.GetLot = td.trade_swap.GetNotional / um.ContractSize;
                }
                else
                {
                    td.trade_swap.GetLot = reader.GetDouble("份额/手数", true);
                    td.trade_swap.GetNotional = td.trade_swap.GetLot * um.ContractSize;
                    td.trade_swap.GetTradeAmount = td.trade_swap.GetNotional / um.CountRatio;
                }

                td.Notional = td.trade_swap.GetNotional ?? 0;
                td.TradeAmount = td.trade_swap.GetTradeAmount ?? 0;
                td.Lots = td.trade_swap.GetLot;

                //判断是否组合标的
                var synthetic = DataCacheProvider.GetUnderlyingDataSource().GetSyntheticUnderlying(um.UnderlyingCode);
                //读取组合标的
                if (synthetic != null)
                {
                    reader.SetTopType("组合标的");
                    var sulist = new List<UnderlyingPriceModel>(4);
                    var model = synthetic.GetSyntheticPriceModel();
                    var codeSet = model.SuList.Select(n => n.UnderlyingCode).ToHashSet(StringComparer.OrdinalIgnoreCase);
                    for (var i = 1; i <= 4; i++)
                    {
                        var code = reader.GetString("标的" + i + "_代码");
                        if (string.IsNullOrWhiteSpace(code))
                        {
                            continue;
                        }
                        if (!codeSet.Remove(code))
                        {
                            throw new ServiceException($"[组合标的]标的{i}_代码 填写错误,组合标的中不存在此标的:{code}");
                        }
                        model.SuList.First(n => n.UnderlyingCode.Equals(code, StringComparison.OrdinalIgnoreCase)).Price = reader.GetDouble("标的" + i + "_价格", true).Value;
                    }
                    if (codeSet.Any())
                    {
                        throw new ServiceException("[组合标的]未填写完整");
                    }
                    td.trade_swap.GetSpotPrice = model.Price = model.SuList.Sum(n => n.Coefficient * n.Price) + model.Constant;
                    td.MetaDic["组合标的"] = JsonHelper.ToJson(model);
                }
                else
                {
                    td.trade_swap.GetSpotPrice = reader.GetDouble("期初标的价格", true);
                }
                td.SpotPrice = td.trade_swap.GetSpotPrice;
            }
            else
            {
                var str = reader.GetString("单位交易费用", true);

                if (!string.IsNullOrWhiteSpace(str))
                {
                    var percent = str.EndsWith("%");

                    if (percent)
                    {
                        var strTrim = str.TrimEnd('%');
                        if (double.TryParse(strTrim, out var num))
                        {
                            td.trade_swap.GetUnAnnualRate = num / 100;
                        }
                        else
                        {
                            throw new ServiceException($"[交易员收取]单位交易费用 填写错误:{str}");
                        }
                    }
                    else
                    {
                        if (double.TryParse(str, out var num))
                        {
                            singleFee = num;
                        }
                        else
                        {
                            throw new ServiceException($"[交易员收取]单位交易费用 填写错误:{str}");
                        }
                    }
                }
            }
            td.trade_swap.GetSwapRate = reader.GetPercent("互换利率（年化）", false) ?? 0;
            if (td.trade_swap.GetSwapRate >= 0)
            {
                td.trade_swap.GetSwapTimeAndRate = td.ExerciseDate + ";" + td.trade_swap.GetSwapRate;
            }
            td.trade_swap.GetMarginRate = reader.GetPercent("初始预付金率", false) ?? 0;

            #endregion

            #region 交易员支付信息读取

            reader.SetTopType("交易员支付");
            td.trade_swap.PayLongShort = reader.GetString("多头空头", false);
            if (!string.IsNullOrWhiteSpace(td.trade_swap.PayLongShort))
            {
                td.trade_swap.IsPayFloatingProfit = true;
                td.trade_swap.PayUnderlyingCode = reader.GetString("标的代码", true);

                um = DataCacheProvider.GetUnderlyingDataSource().GetData(td.trade_swap.PayUnderlyingCode);
                if (um == null)
                {
                    throw new ServiceException($"{td.trade_swap.PayUnderlyingCode} 不存在，请先新建标的再导入");
                }

                td.trade_swap.PayUnderlyingId = um.id;
                td.UnderlyingId = um.id;
                td.UnderlyingCode = um.UnderlyingCode;
                td.UnderlyingName = um.UnderlyingName;
                td.UnderlyingInstrumentType = um.UnderlyingInstrumentType;

                if (!td.trade_swap.IsShare)
                {
                    td.trade_swap.PayNotional = reader.GetDouble("份额/手数", true);
                    td.trade_swap.PayTradeAmount = td.trade_swap.PayNotional / um.CountRatio;
                    td.trade_swap.PayLot = td.trade_swap.PayNotional / um.ContractSize;
                }
                else
                {
                    td.trade_swap.PayLot = reader.GetDouble("份额/手数", true);
                    td.trade_swap.PayNotional = td.trade_swap.PayLot * um.ContractSize;
                    td.trade_swap.PayTradeAmount = td.trade_swap.PayNotional / um.CountRatio;
                }

                td.Notional = td.trade_swap.PayNotional ?? 0;
                td.TradeAmount = td.trade_swap.PayTradeAmount ?? 0;
                td.Lots = td.trade_swap.PayLot;


                //判断是否组合标的
                var synthetic = DataCacheProvider.GetUnderlyingDataSource().GetSyntheticUnderlying(um.UnderlyingCode);
                //读取组合标的
                if (synthetic != null)
                {
                    reader.SetTopType("组合标的");
                    var sulist = new List<UnderlyingPriceModel>(4);
                    var model = synthetic.GetSyntheticPriceModel();
                    var codeSet = model.SuList.Select(n => n.UnderlyingCode).ToHashSet(StringComparer.OrdinalIgnoreCase);
                    for (var i = 1; i <= 4; i++)
                    {
                        var code = reader.GetString("标的" + i + "_代码");
                        if (string.IsNullOrWhiteSpace(code))
                        {
                            continue;
                        }
                        if (!codeSet.Remove(code))
                        {
                            throw new ServiceException($"[组合标的]标的{i}_代码 填写错误,组合标的中不存在此标的:{code}");
                        }
                        model.SuList.First(n => n.UnderlyingCode.Equals(code, StringComparison.OrdinalIgnoreCase)).Price = reader.GetDouble("标的" + i + "_价格", true).Value;
                    }
                    if (codeSet.Any())
                    {
                        throw new ServiceException("[组合标的]未填写完整");
                    }
                    td.trade_swap.PaySpotPrice = model.Price = model.SuList.Sum(n => n.Coefficient * n.Price) + model.Constant;
                    td.MetaDic["组合标的2"] = JsonHelper.ToJson(model);
                }
                else
                {
                    td.trade_swap.PaySpotPrice = reader.GetDouble("期初标的价格", true);
                }
                td.SpotPrice = td.trade_swap.PaySpotPrice;
            }
            else
            {
                var str = reader.GetString("单位交易费用", true);

                if (!string.IsNullOrWhiteSpace(str))
                {
                    var percent = str.EndsWith("%");

                    if (percent)
                    {
                        var strTrim = str.TrimEnd('%');
                        if (double.TryParse(strTrim, out var num))
                        {
                            td.trade_swap.PayUnAnnualRate = num / 100;
                        }
                        else
                        {
                            throw new ServiceException($"[交易员支付]单位交易费用 填写错误:{str}");
                        }
                    }
                    else
                    {
                        if (double.TryParse(str, out var num))
                        {
                            singleFee = num;
                        }
                        else
                        {
                            throw new ServiceException($"[交易员支付]单位交易费用 填写错误:{str}");
                        }
                    }
                }
            }
            td.trade_swap.PaySwapRate = reader.GetPercent("互换利率（年化）", false) ?? 0;
            if (td.trade_swap.PaySwapRate >= 0)
            {
                td.trade_swap.PaySwapTimeAndRate = td.ExerciseDate + ";" + td.trade_swap.PaySwapRate;
            }
            td.trade_swap.PayMarginRate = reader.GetPercent("初始预付金率", false) ?? 0;

            #endregion
            if ((string.IsNullOrWhiteSpace(td.trade_swap.GetLongShort) && string.IsNullOrWhiteSpace(td.trade_swap.PayLongShort))||(!string.IsNullOrWhiteSpace(td.trade_swap.GetLongShort) && !string.IsNullOrWhiteSpace(td.trade_swap.PayLongShort)))
            {
                throw new ServiceException($"注意“交易员收取”和“交易员支付”不可同时为浮动收益或利息收益！");
            }

            var underlyingModel = DataCacheProvider.GetUnderlyingDataSource().GetData(td.UnderlyingCode);
            td.QuoteCurrency = DataCacheProvider.GetVarietyDataSource().GetData(underlyingModel.UnderlyingTypeId).QuoteCurrency;
           
            if (ExchangeRate != null)
            {
                if (td.QuoteCurrency != "CNY" && (!string.IsNullOrEmpty(td.QuoteCurrency)))
                {
                    td.MetaDic.Add("ExchangeRate", ExchangeRate.ToString());
                }
            }
            if (td.trade_swap.IsGetFloatingProfit)
            {
                if (!td.trade_swap.IsShare)
                {
                    td.trade_swap.PaySingleFee = singleFee * um.ContractSize;
                }
                else
                {
                    td.trade_swap.PaySingleFee = singleFee;
                }
            }
            else
            {
                if (!td.trade_swap.IsShare)
                {
                    td.trade_swap.GetSingleFee = singleFee * um.ContractSize;
                }
                else
                {
                    td.trade_swap.GetSingleFee = singleFee;
                }
            }

            var variety = DataCacheProvider.GetVariety(td.UnderlyingCode);
            if (variety == null)
            {
                throw new ServiceException($"该标的[{td.UnderlyingCode}]对应的品种在系统中不存在");
            }
            else
            {
                if (string.IsNullOrWhiteSpace(variety.QuoteCurrency) && DbContext.currency.Any())
                {
                    throw new ServiceException($"标的代码[{td.UnderlyingCode}]对应的品种币种不能为空");
                }
                else
                {
                    td.QuoteCurrency = variety.QuoteCurrency;
                }

                var market = DataCacheProvider.GetMarketDataSource().AsQueryable().FirstOrDefault(x => x.MarketName == variety.TradingMarket);

                if (QdpCalendarHelper.IsHoliday((DateTime)td.TradeDate, string.IsNullOrWhiteSpace(market?.CalendarName) ? "chn" : market?.CalendarName))
                {
                    throw new ServiceException("成交日期：" + td.TradeDate + ",不能为节假日");
                }
                if (QdpCalendarHelper.IsHoliday((DateTime)td.ExerciseDate, string.IsNullOrWhiteSpace(market?.CalendarName) ? "chn" : market?.CalendarName))
                {
                    throw new ServiceException("到期日期：" + td.ExerciseDate + ",不能为节假日");
                }
                if (td.TradeDate > td.ExerciseDate)
                {
                    throw new ServiceException("到期日期不能早于成交日期");
                }
            }

            InnerSaveSwapTrade(td);

            #region 了结信息

            reader.SetTopType("了结信息");
            var action = reader.GetString("了结方式", false);
            if (!string.IsNullOrWhiteSpace(action))
            {
                td.UnWindDate = reader.GetDate("了结日期", true);

                if (action == "互换" && td.UnWindDate != td.ExerciseDate)
                {
                    throw new ServiceException($"只支持到期日互换，了结日期[{td.UnWindDate}]和到日期[{td.ExerciseDate}]不一致");
                }

                td.FinalPrice = reader.GetDouble("了结标的价格", false);

                var eodpriceProvider = new YLErp.Modules.DataProviderModule.EodPriceProvider((DateTime)td.UnWindDate);

                if (td.FinalPrice == null)
                {
                    td.FinalPrice = eodpriceProvider.GetPrice(td.UnderlyingCode, SettlementTypeEnum.ClosePrice);//平仓当天标的价格;
                }

                var toEndAmount = reader.GetDouble("了结总额", false);
                UnwindSwapTradeCashHandle(td, action, toEndAmount);
            }

            #endregion

            //记录审核日志
            DbContext.TradeAuditLog.Add(new TradeAuditLog
            {
                TradeId = td.id,
                Changes = null,
                DataType = "00",
                OptId = UserId,
                OptName = UserName,
                OptDate = OptDate,
                OptType = "导入交易",
                AuditFlag = TradeAuditFlag.operation
            });
            DbContext.SaveChanges();
            return td;
        }

        private void UnwindSwapTradeCashHandle(trade td, string action, double? toEndAmount)
        {
            var client = DataCacheProvider.GetClientDataSource().GetData(td.ClientId);
            var um = DataCacheProvider.GetUnderlyingDataSource().GetData(td.UnderlyingCode);

            //增加现金交割交易记录
            var tc = new trade_cash();
            DbContext.trade_cash.Add(tc);

            tc.OptId = UserId;
            tc.OptName = UserName;
            tc.OptDate = OptDate;
            tc.ExceciseType = "现金";
            tc.TradeType = td.BuySell;
            tc.CallPut = td.CallPut;
            tc.Notional = td.Notional;
            tc.TradeAmount = td.TradeAmount;
            tc.IsLastAction = true;
            tc.TradeId = td.id;
            tc.FinalPrice = td.FinalPrice;
            tc.UnwindType = "全部平仓";
            tc.UnwindNotional = td.Notional;
            tc.UnwindTradeAmount = td.TradeAmount;
            tc.UnwindPercentRate = 1;
            tc.NotionalPercentRate = tc.UnwindPercentRate;

            var Amount = toEndAmount ?? 0;

            if (td.trade_swap.IsPayFloatingProfit)
            {
                var currencyRate = new EodCurrencyRateService(UserInfo).GetCurrencyRate(td.QuoteCurrency, td.SettlementCurrency, td.UnWindDate.Value, seekPreday: true, currencyRateType: Amount < 0 ? CurrencyRateType.Buy : CurrencyRateType.Sell);

                td.TradeStatus = td.UnWindDate.Value == td.ExerciseDate ? "已到期" : "已平仓";
                td.StockEqvNotional = 0;
                td.Notional = 0;
                td.TradeAmount = 0;
                td.UnWindNotional = tc.UnwindNotional;

                tc.Amount = Amount;
                tc.QuoteAmount = Amount / currencyRate;
                tc.CurrencyRate = currencyRate;
                tc.Action = action == "平仓" ? ClientCashInCashOut.系统操作_平仓费 : ClientCashInCashOut.系统操作_互换;
                tc.IsLastAction = true;
                tc.Status = TradeCashStatusEnum.已执行;
                tc.ValueDate = td.UnWindDate.Value;
                tc.ValidState = "Valid";
                tc.ExerciseWay = td.UnWindDate == td.ExerciseDate ? TradeCashExerciseWayEnum.到期行权 : TradeCashExerciseWayEnum.提前终止行权;
                DbContext.SaveChanges();


                //增加出入金记录 
                new ClientCashinCashoutBLL(this).CloseTrade_ClientCashInCashOutSave(td, tc, tc.ValueDate);

                var trade_swap = DbContext.trade_swap.FirstOrDefault(x => x.TradeId == tc.TradeId);

                var trade_cash_swap = new trade_cash_swap();
                trade_cash_swap.StartDate = td.StartDate.Value;
                trade_cash_swap.PayStartPrice = trade_swap.PayFinalPrice ?? trade_swap.PaySpotPrice;
                trade_cash_swap.PayFinalPrice = tc.FinalPrice;
                trade_cash_swap.PayInitialAmount = -Amount;
                trade_cash_swap.PayAmount = -Amount;
                trade_cash_swap.PaySwapRate = PayoffSwapCalcService.GetSwapRateByDate(td.trade_swap.PaySwapTimeAndRate, td.UnWindDate.Value);
                trade_cash_swap.GetExtraAmount = 0;
                trade_cash_swap.GetCostFee = 0;
                trade_cash_swap.GetAmount = 0;
                trade_cash_swap.GetSwapRate = PayoffSwapCalcService.GetSwapRateByDate(td.trade_swap.GetSwapTimeAndRate, td.UnWindDate.Value);
                trade_cash_swap.TradeId = tc.TradeId;
                trade_cash_swap.TradeCashId = tc.id;
                trade_cash_swap.OptId = tc.OptId;
                trade_cash_swap.OptName = tc.OptName;
                trade_cash_swap.OptDate = DateTime.Now;
                DbContext.trade_cash_swap.Add(trade_cash_swap);

                var tcdGet = new trade_cash_detail
                {
                    TradeId = tc.TradeId,
                    TradeCashId = tc.id,
                    Action = tc.Action,
                    Amount = 0,
                    QuoteAmount = 0,
                    ValueDate = tc.ValueDate,
                    IsForGet = true,
                    OptId = tc.OptId,
                    OptName = tc.OptName,
                    OptDate = DateTime.Now,
                    TradeCashType = TradeCashTypeEnum.利息.ToString()
                };
                DbContext.trade_cash_detail.Add(tcdGet);

                var tcdCostFeeGet = new trade_cash_detail
                {
                    TradeId = tc.TradeId,
                    TradeCashId = tc.id,
                    Action = tc.Action,
                    Amount = 0,
                    QuoteAmount = 0,
                    ValueDate = tc.ValueDate,
                    IsForGet = true,
                    OptId = tc.OptId,
                    OptName = tc.OptName,
                    OptDate = DateTime.Now,
                    TradeCashType = TradeCashTypeEnum.了结手续费.ToString()
                };
                DbContext.trade_cash_detail.Add(tcdCostFeeGet);

                var tcdCostTradePriceGet = new trade_cash_detail
                {
                    TradeId = tc.TradeId,
                    TradeCashId = tc.id,
                    Action = tc.Action,
                    Amount = 0,
                    QuoteAmount = 0,
                    ValueDate = tc.ValueDate,
                    IsForGet = true,
                    OptId = tc.OptId,
                    OptName = tc.OptName,
                    OptDate = DateTime.Now,
                    TradeCashType = TradeCashTypeEnum.开仓手续费.ToString()
                };
                DbContext.trade_cash_detail.Add(tcdCostTradePriceGet);

                var tcdPay = new trade_cash_detail
                {
                    TradeId = tc.TradeId,
                    TradeCashId = tc.id,
                    Action = tc.Action,
                    Amount = Amount,
                    QuoteAmount = Amount,
                    ValueDate = tc.ValueDate,
                    IsForGet = false,
                    OptId = tc.OptId,
                    OptName = tc.OptName,
                    OptDate = DateTime.Now,
                    TradeCashType = TradeCashTypeEnum.浮动收益.ToString()
                };
                DbContext.trade_cash_detail.Add(tcdPay);
            }
            else
            {
                var currencyRate = new EodCurrencyRateService(UserInfo).GetCurrencyRate(td.QuoteCurrency, td.SettlementCurrency, td.UnWindDate.Value, seekPreday: true, currencyRateType: Amount < 0 ? CurrencyRateType.Buy : CurrencyRateType.Sell);

                tc.Amount = Amount;
                tc.QuoteAmount = Amount / currencyRate;
                tc.CurrencyRate = currencyRate;
                tc.Action = action == "平仓" ? ClientCashInCashOut.系统操作_平仓费 : ClientCashInCashOut.系统操作_互换;
                tc.IsLastAction = true;
                tc.Status = TradeCashStatusEnum.已执行;
                tc.ValueDate = td.UnWindDate.Value;
                tc.ValidState = "Valid";
                tc.ExerciseWay = td.UnWindDate == td.ExerciseDate ? TradeCashExerciseWayEnum.到期行权 : TradeCashExerciseWayEnum.提前终止行权;
                DbContext.SaveChanges();

                td.TradeStatus = tc.ValueDate == td.ExerciseDate ? "已到期" : "已平仓";
                td.StockEqvNotional = 0;
                td.Notional = 0;
                td.TradeAmount = 0;
                td.UnWindNotional = tc.UnwindNotional;
                //增加出入金记录 
                new ClientCashinCashoutBLL(this).CloseTrade_ClientCashInCashOutSave(td, tc, tc.ValueDate);

                var trade_swap = DbContext.trade_swap.FirstOrDefault(x => x.TradeId == tc.TradeId);
                var trade_cash_swap = new trade_cash_swap();
                trade_cash_swap.StartDate = td.StartDate.Value;
                trade_cash_swap.GetStartPrice = trade_swap.GetFinalPrice ?? trade_swap.GetSpotPrice;
                trade_cash_swap.GetFinalPrice = tc.FinalPrice;
                trade_cash_swap.GetInitialAmount = Amount;
                trade_cash_swap.GetAmount = Amount;
                trade_cash_swap.GetSwapRate = PayoffSwapCalcService.GetSwapRateByDate(td.trade_swap.GetSwapTimeAndRate, td.UnWindDate.Value);
                trade_cash_swap.PayExtraAmount = 0;
                trade_cash_swap.PayCostFee = 0;
                trade_cash_swap.PayAmount = 0;
                trade_cash_swap.PaySwapRate = PayoffSwapCalcService.GetSwapRateByDate(td.trade_swap.PaySwapTimeAndRate, td.UnWindDate.Value);
                trade_cash_swap.TradeId = tc.TradeId;
                trade_cash_swap.TradeCashId = tc.id;
                trade_cash_swap.OptId = tc.OptId;
                trade_cash_swap.OptName = tc.OptName;
                trade_cash_swap.OptDate = DateTime.Now;
                DbContext.trade_cash_swap.Add(trade_cash_swap);

                var tcdGet = new trade_cash_detail
                {
                    TradeId = tc.TradeId,
                    TradeCashId = tc.id,
                    Action = tc.Action,
                    Amount = 0,
                    QuoteAmount = 0,
                    ValueDate = tc.ValueDate,
                    IsForGet = true,
                    OptId = tc.OptId,
                    OptName = tc.OptName,
                    OptDate = DateTime.Now,
                    TradeCashType = TradeCashTypeEnum.利息.ToString()
                };
                DbContext.trade_cash_detail.Add(tcdGet);

                var tcdCostFeeGet = new trade_cash_detail
                {
                    TradeId = tc.TradeId,
                    TradeCashId = tc.id,
                    Action = tc.Action,
                    Amount = 0,
                    QuoteAmount = 0,
                    ValueDate = tc.ValueDate,
                    IsForGet = true,
                    OptId = tc.OptId,
                    OptName = tc.OptName,
                    OptDate = DateTime.Now,
                    TradeCashType = TradeCashTypeEnum.了结手续费.ToString()
                };
                DbContext.trade_cash_detail.Add(tcdCostFeeGet);

                var tcdCostTradePriceGet = new trade_cash_detail
                {
                    TradeId = tc.TradeId,
                    TradeCashId = tc.id,
                    Action = tc.Action,
                    Amount = 0,
                    QuoteAmount = 0,
                    ValueDate = tc.ValueDate,
                    IsForGet = true,
                    OptId = tc.OptId,
                    OptName = tc.OptName,
                    OptDate = DateTime.Now,
                    TradeCashType = TradeCashTypeEnum.开仓手续费.ToString()
                };
                DbContext.trade_cash_detail.Add(tcdCostTradePriceGet);

                var tcdPay = new trade_cash_detail
                {
                    TradeId = tc.TradeId,
                    TradeCashId = tc.id,
                    Action = tc.Action,
                    Amount = Amount,
                    QuoteAmount = Amount,
                    ValueDate = tc.ValueDate,
                    IsForGet = false,
                    OptId = tc.OptId,
                    OptName = tc.OptName,
                    OptDate = DateTime.Now,
                    TradeCashType = TradeCashTypeEnum.浮动收益.ToString()
                };
                DbContext.trade_cash_detail.Add(tcdPay);
            }

            DbContext.SaveChanges();
        }


        /// <summary>
        /// 导入了结历史数据交易
        /// </summary>
        /// <param name="streamIn"></param>
        /// <param name="totalNum">当前文件中的目标期权总条数</param>
        /// <param name="successNum">成功入库的数量</param>
        public void ImportToEndSwapTradeHistroyDataFromExcel(Stream streamIn, out int totalNum, out int successNum)
        {
            totalNum = 0;
            successNum = 0;

            var rowIndex = 0;
            try
            {
                var ds = Office.ExcelHelper.ReadExcelAsDataSet(streamIn, new[] { 0 }, 0);

                if (ds.Tables.Count < 1 || ds.Tables[0].Rows.Count < 2)
                {
                    throw new ServiceException("读取导入数据失败:数据为空") { Tag = "111" };
                }

                var table = ds.Tables[0];
                var reader = new DataRowReader(table, 0);

                rowIndex = 1;
                totalNum = table.Rows.Count - rowIndex;

                foreach (var row in table.Rows.Cast<DataRow>().Skip(1))
                {
                    using (var trans = BeginTransaction())
                    {
                        rowIndex++;
                        if (row.ItemArray.All(n => string.IsNullOrWhiteSpace(n?.ToString())))
                        {
                            totalNum--;
                            continue;
                        }
                        reader.SetDataRow(row);

                        HandleToEndSwapTradeHistroyData(reader);

                        successNum++;

                        trans.Commit();
                    }
                }
            }
            catch (ServiceException se)
            {
                if (se.Tag != null)
                {
                    throw;
                }

                throw new ServiceException($"已成功导入{successNum}条;\n第{rowIndex}行,{se.Message}");
            }
            catch (Exception ex)
            {
                LogFactory.GetLogger("导入收益互换了结").Error(ex);
                throw new ServiceException($"已成功导入{successNum}条,\n第{rowIndex}行,发生错误:{ex.Message}", ex);
            }
        }

        private trade HandleToEndSwapTradeHistroyData(DataRowReader reader)
        {
            var tradeNumnr = reader.GetString("交易编号", false);
            var td = new trade();
            var tdTable = DbContext.trade.FirstOrDefault(a => a.TradeNumber == tradeNumnr);
            if (tdTable == null)
            {
                throw new ServiceException($"此交易编号[{td.TradeNumber}]不存在");
            }
            if (tdTable.TradeStatus != ConsTrade.确认成交)
            {
                throw new ServiceException("只有交易状态为‘确认成交’，才能进行批量了结导入");
            }

            td = tdTable;
            td.trade_cash = new trade_cash();
            td.trade_cash.UnwindPercentRate = reader.GetPercent("了结比例", false) ?? 0;
            td.trade_cash.UnwindStockEqvNotional = reader.GetDouble("了结名义本金", false) ?? 0;

            if (td.trade_cash.UnwindStockEqvNotional == 0 && td.trade_cash.UnwindPercentRate == 0)
            {
                throw new ServiceException($"交易编号[{td.TradeNumber}]中，了结名义本金与了结比例，必须填写一个值");
            }

            td.UnWindDate = reader.GetDate("了结日期", true);

            var variety = DataCacheProvider.GetVariety(td.UnderlyingCode);
            if (variety == null)
            {
                throw new ServiceException($"该标的[{td.UnderlyingCode}]对应的品种在系统中不存在");
            }
            else
            {
                var market = DataCacheProvider.GetMarketDataSource().AsQueryable().FirstOrDefault(x => x.MarketName == variety.TradingMarket);
                if (QdpCalendarHelper.IsHoliday((DateTime)td.UnWindDate, string.IsNullOrWhiteSpace(market?.CalendarName) ? "chn" : market?.CalendarName))
                {
                    throw new ServiceException("了结日期：" + td.UnWindDate + ",不能为节假日");
                }
            }
            if (td.TradeDate > td.UnWindDate)
            {
                throw new ServiceException("了结日期必须要大于或等于成交日期");
            }
            if (td.UnWindDate > td.ExerciseDate)
            {
                throw new ServiceException("了结日期必须要小于或等于到期日期");
            }
            if (td.UnWindDate > valuedateBLL.ValueDate)
            {
                throw new ServiceException("了结日期必须要小于或等于系统日期");
            }

            td.FinalPrice = reader.GetDouble("了结标的价格", false);

            var toEndAmount = reader.GetDouble("了结总额", false);
            UnwindSwapTradeCashHandle(td, toEndAmount ?? 0);

            return td;
        }

        /// <summary>
        /// 了结导入数据处理
        /// </summary>
        /// <param name="td"></param>
        /// <param name="annualFee"></param>
        /// <param name="costFee"></param>
        private void UnwindSwapTradeCashHandle(trade td, double Amount)
        {
            var client = DataCacheProvider.GetClientDataSource().GetData(td.ClientId);
            var um = DataCacheProvider.GetUnderlyingDataSource().GetData(td.UnderlyingCode);

            if (td.FinalPrice == null)
            {
                var eodpriceProvider = new YLErp.Modules.DataProviderModule.EodPriceProvider((DateTime)td.UnWindDate);
                td.FinalPrice = eodpriceProvider.GetPrice(td.UnderlyingCode, SettlementTypeEnum.ClosePrice);//平仓当天标的价格;
            }

            td.trade_swap = DbContext.trade_swap.FirstOrDefault(x => x.TradeId == td.id);

            var unwindType = "部分平仓";
            //获取平仓比例
            if (td.trade_cash.UnwindPercentRate == 0 || (td.trade_cash.UnwindStockEqvNotional != 0 && td.trade_cash.UnwindPercentRate != 0))
            {
                if (td.StockEqvNotional <= td.trade_cash.UnwindStockEqvNotional + 1e-10)
                {
                    td.trade_cash.UnwindStockEqvNotional = td.StockEqvNotional;
                    unwindType = "全部平仓";
                }
                td.trade_cash.UnwindPercentRate = td.trade_cash.UnwindStockEqvNotional / td.OriginalStockEqvNotional;
            }
            else if ((td.StockEqvNotional / td.OriginalStockEqvNotional) <= td.trade_cash.UnwindPercentRate + 1e-10)
            {
                td.trade_cash.UnwindPercentRate = td.StockEqvNotional / td.OriginalStockEqvNotional;
                td.trade_cash.UnwindStockEqvNotional = td.StockEqvNotional;
                unwindType = "全部平仓";
            }

            if (td.trade_cash.UnwindStockEqvNotional == 0)
            {
                if ((td.StockEqvNotional / td.OriginalStockEqvNotional) <= td.trade_cash.UnwindPercentRate + 1e-10)
                {
                    td.trade_cash.UnwindPercentRate = td.StockEqvNotional / td.OriginalStockEqvNotional;
                    unwindType = "全部平仓";
                }
                td.trade_cash.UnwindStockEqvNotional = (double)(td.OriginalStockEqvNotional * td.trade_cash.UnwindPercentRate);
            }
            else if (td.StockEqvNotional <= td.trade_cash.UnwindStockEqvNotional + 1e-10)
            {
                td.trade_cash.UnwindStockEqvNotional = td.StockEqvNotional;
                td.trade_cash.UnwindPercentRate = td.StockEqvNotional / td.OriginalStockEqvNotional;
                unwindType = "全部平仓";
            }

            //增加现金交割交易记录
            var tc = new trade_cash();

            tc.OptId = UserId;
            tc.OptName = UserName;
            tc.OptDate = OptDate;
            tc.ExceciseType = "现金";
            tc.TradeType = td.BuySell;
            tc.CallPut = td.CallPut;
            tc.IsLastAction = true;
            tc.TradeId = td.id;
            tc.FinalPrice = td.FinalPrice;
            tc.Notional = td.Notional;
            tc.TradeAmount = td.TradeAmount;
            tc.UnwindType = unwindType;
            tc.UnwindNotional = td.trade_cash.UnwindPercentRate * td.OriginalNotional;
            tc.UnwindTradeAmount = tc.UnwindNotional / um.CountRatio;
            tc.UnwindPercentRate = td.trade_cash.UnwindPercentRate;
            tc.NotionalPercentRate = tc.UnwindPercentRate;

            if (td.trade_swap.IsPayFloatingProfit)
            {
                var currencyRate = new EodCurrencyRateService(UserInfo).GetCurrencyRate(td.QuoteCurrency, td.SettlementCurrency, td.UnWindDate.Value, seekPreday: true, currencyRateType: Amount < 0 ? CurrencyRateType.Buy : CurrencyRateType.Sell);

                tc.CurrencyRate = currencyRate;
                tc.Action = ClientCashInCashOut.系统操作_平仓费;
                tc.IsLastAction = td.Notional <= 0 ? true : false;
                tc.Status = TradeCashStatusEnum.已执行;
                tc.ValueDate = td.UnWindDate.Value;
                tc.ValidState = "Valid";
                tc.ExerciseWay = TradeCashExerciseWayEnum.提前终止行权;

                td.StockEqvNotional -= (double)(td.OriginalStockEqvNotional * tc.UnwindPercentRate);
                td.Notional -= (double)(td.OriginalNotional * tc.UnwindPercentRate);
                td.TradeAmount = td.Notional / um.CountRatio;
                td.UnWindNotional = tc.UnwindNotional;
                td.TradeStatus = tc.ValueDate == td.ExerciseDate ? "已到期" : (tc.UnwindType == "全部平仓" ? "已平仓" : td.TradeStatus);
                td.HasPartialUnWind = tc.UnwindType == "部分平仓" ? 1 : 0;

                DbContext.trade_cash.Add(tc);
                DbContext.SaveChanges();

                var trade_swap = DbContext.trade_swap.FirstOrDefault(x => x.TradeId == tc.TradeId);

                var trade_cash_swap = new trade_cash_swap();
                trade_cash_swap.StartDate = td.StartDate.Value;
                trade_cash_swap.PayStartPrice = trade_swap.PayFinalPrice ?? trade_swap.PaySpotPrice;
                trade_cash_swap.PayFinalPrice = tc.FinalPrice;
                trade_cash_swap.PayInitialAmount = -Amount;
                trade_cash_swap.PayAmount = -Amount;
                trade_cash_swap.PaySwapRate = PayoffSwapCalcService.GetSwapRateByDate(td.trade_swap.PaySwapTimeAndRate, td.UnWindDate.Value);
                trade_cash_swap.GetExtraAmount = 0;
                trade_cash_swap.GetCostFee = 0;
                trade_cash_swap.GetAmount = 0;
                trade_cash_swap.GetSwapRate = PayoffSwapCalcService.GetSwapRateByDate(td.trade_swap.GetSwapTimeAndRate, td.UnWindDate.Value);
                trade_cash_swap.TradeId = tc.TradeId;
                trade_cash_swap.TradeCashId = tc.id;
                trade_cash_swap.OptId = tc.OptId;
                trade_cash_swap.OptName = tc.OptName;
                trade_cash_swap.OptDate = DateTime.Now;

                tc.Amount = (trade_cash_swap.GetAmount ?? 0) - (trade_cash_swap.PayAmount ?? 0);
                tc.QuoteAmount = tc.Amount;

                DbContext.trade_cash_swap.Add(trade_cash_swap);
                DbContext.SaveChanges();

                var tcdGet = new trade_cash_detail
                {
                    TradeId = tc.TradeId,
                    TradeCashId = tc.id,
                    Action = tc.Action,
                    Amount = 0,
                    QuoteAmount = 0,
                    ValueDate = tc.ValueDate,
                    IsForGet = true,
                    OptId = tc.OptId,
                    OptName = tc.OptName,
                    OptDate = DateTime.Now,
                    TradeCashType = TradeCashTypeEnum.利息.ToString()
                };
                DbContext.trade_cash_detail.Add(tcdGet);

                var tcdCostFeeGet = new trade_cash_detail
                {
                    TradeId = tc.TradeId,
                    TradeCashId = tc.id,
                    Action = tc.Action,
                    Amount = 0,
                    QuoteAmount = 0,
                    ValueDate = tc.ValueDate,
                    IsForGet = true,
                    OptId = tc.OptId,
                    OptName = tc.OptName,
                    OptDate = DateTime.Now,
                    TradeCashType = TradeCashTypeEnum.了结手续费.ToString()
                };
                DbContext.trade_cash_detail.Add(tcdCostFeeGet);

                var tcdCostTradePriceGet = new trade_cash_detail
                {
                    TradeId = tc.TradeId,
                    TradeCashId = tc.id,
                    Action = tc.Action,
                    Amount = 0,
                    QuoteAmount = 0,
                    ValueDate = tc.ValueDate,
                    IsForGet = true,
                    OptId = tc.OptId,
                    OptName = tc.OptName,
                    OptDate = DateTime.Now,
                    TradeCashType = TradeCashTypeEnum.开仓手续费.ToString()
                };
                DbContext.trade_cash_detail.Add(tcdCostTradePriceGet);

                var tcdPay = new trade_cash_detail
                {
                    TradeId = tc.TradeId,
                    TradeCashId = tc.id,
                    Action = tc.Action,
                    Amount = Amount,
                    QuoteAmount = Amount,
                    ValueDate = tc.ValueDate,
                    IsForGet = false,
                    OptId = tc.OptId,
                    OptName = tc.OptName,
                    OptDate = DateTime.Now,
                    TradeCashType = TradeCashTypeEnum.浮动收益.ToString()
                };
                DbContext.trade_cash_detail.Add(tcdPay);
            }
            else
            {
                var currencyRate = new EodCurrencyRateService(UserInfo).GetCurrencyRate(td.QuoteCurrency, td.SettlementCurrency, td.UnWindDate.Value, seekPreday: true, currencyRateType: Amount < 0 ? CurrencyRateType.Buy : CurrencyRateType.Sell);

                tc.CurrencyRate = currencyRate;
                tc.Action = ClientCashInCashOut.系统操作_平仓费;
                tc.IsLastAction = td.Notional <= 0 ? true : false;
                tc.Status = TradeCashStatusEnum.已执行;
                tc.ValueDate = td.UnWindDate.Value;
                tc.ValidState = "Valid";
                tc.ExerciseWay = TradeCashExerciseWayEnum.提前终止行权;

                td.StockEqvNotional -= (double)(td.OriginalStockEqvNotional * tc.UnwindPercentRate);
                td.Notional -= (double)(td.OriginalNotional * tc.UnwindPercentRate);
                td.TradeAmount = td.Notional / um.CountRatio;
                td.UnWindNotional = tc.UnwindNotional;
                td.TradeStatus = tc.ValueDate == td.ExerciseDate ? "已到期" : (tc.UnwindType == "全部平仓" ? "已平仓" : td.TradeStatus);
                td.HasPartialUnWind = tc.UnwindType == "部分平仓" ? 1 : 0;

                DbContext.trade_cash.Add(tc);
                DbContext.SaveChanges();

                var trade_swap = DbContext.trade_swap.FirstOrDefault(x => x.TradeId == tc.TradeId);
                var trade_cash_swap = new trade_cash_swap();
                trade_cash_swap.StartDate = td.StartDate.Value;
                trade_cash_swap.GetStartPrice = trade_swap.GetFinalPrice ?? trade_swap.GetSpotPrice;
                trade_cash_swap.GetFinalPrice = tc.FinalPrice;
                trade_cash_swap.GetInitialAmount = Amount;
                trade_cash_swap.GetAmount = Amount;
                trade_cash_swap.GetSwapRate = PayoffSwapCalcService.GetSwapRateByDate(td.trade_swap.GetSwapTimeAndRate, td.UnWindDate.Value);
                trade_cash_swap.PayExtraAmount = 0;
                trade_cash_swap.PayCostFee = 0;
                trade_cash_swap.PayAmount = 0;
                trade_cash_swap.PaySwapRate = PayoffSwapCalcService.GetSwapRateByDate(td.trade_swap.PaySwapTimeAndRate, td.UnWindDate.Value);
                trade_cash_swap.TradeId = tc.TradeId;
                trade_cash_swap.TradeCashId = tc.id;
                trade_cash_swap.OptId = tc.OptId;
                trade_cash_swap.OptName = tc.OptName;
                trade_cash_swap.OptDate = DateTime.Now;

                tc.Amount = (trade_cash_swap.GetAmount ?? 0) - (trade_cash_swap.PayAmount ?? 0);
                tc.QuoteAmount = tc.Amount;
                DbContext.trade_cash_swap.Add(trade_cash_swap);
                DbContext.SaveChanges();

                var tcdGet = new trade_cash_detail
                {
                    TradeId = tc.TradeId,
                    TradeCashId = tc.id,
                    Action = tc.Action,
                    Amount = 0,
                    QuoteAmount = 0,
                    ValueDate = tc.ValueDate,
                    IsForGet = true,
                    OptId = tc.OptId,
                    OptName = tc.OptName,
                    OptDate = DateTime.Now,
                    TradeCashType = TradeCashTypeEnum.利息.ToString()
                };
                DbContext.trade_cash_detail.Add(tcdGet);

                var tcdCostFeeGet = new trade_cash_detail
                {
                    TradeId = tc.TradeId,
                    TradeCashId = tc.id,
                    Action = tc.Action,
                    Amount = 0,
                    QuoteAmount = 0,
                    ValueDate = tc.ValueDate,
                    IsForGet = true,
                    OptId = tc.OptId,
                    OptName = tc.OptName,
                    OptDate = DateTime.Now,
                    TradeCashType = TradeCashTypeEnum.了结手续费.ToString()
                };
                DbContext.trade_cash_detail.Add(tcdCostFeeGet);

                var tcdCostTradePriceGet = new trade_cash_detail
                {
                    TradeId = tc.TradeId,
                    TradeCashId = tc.id,
                    Action = tc.Action,
                    Amount = 0,
                    QuoteAmount = 0,
                    ValueDate = tc.ValueDate,
                    IsForGet = true,
                    OptId = tc.OptId,
                    OptName = tc.OptName,
                    OptDate = DateTime.Now,
                    TradeCashType = TradeCashTypeEnum.开仓手续费.ToString()
                };
                DbContext.trade_cash_detail.Add(tcdCostTradePriceGet);

                var tcdPay = new trade_cash_detail
                {
                    TradeId = tc.TradeId,
                    TradeCashId = tc.id,
                    Action = tc.Action,
                    Amount = Amount,
                    QuoteAmount = Amount,
                    ValueDate = tc.ValueDate,
                    IsForGet = false,
                    OptId = tc.OptId,
                    OptName = tc.OptName,
                    OptDate = DateTime.Now,
                    TradeCashType = TradeCashTypeEnum.浮动收益.ToString()
                };
                DbContext.trade_cash_detail.Add(tcdPay);
            }

            //增加出入金记录 
            new ClientCashinCashoutBLL(this).CloseTrade_ClientCashInCashOutSave(td, tc, tc.ValueDate);

            var auditLog = new TradeAuditLog
            {
                TradeId = tc.TradeId,
                Changes = null,
                DataType = "00",
                OptType = "批量了结-平仓",
                OptId = UserId,
                OptName = UserName,
                OptDate = OptDate,
                AuditFlag = TradeAuditFlag.operation
            };
            //记录审核日志
            DbContext.TradeAuditLog.Add(auditLog);
            DbContext.SaveChanges();
        }
        #endregion

        #region 山西互换交易导入
        private void ImportFromExcelSX(Stream streamIn, out int totalNum, out int successNum)
        {
            totalNum = 0;
            successNum = 0;

            var rowIndex = 0;

            var ds = Office.ExcelHelper.ReadExcelAsDataSet(streamIn, new[] { 0 }, 0);

            if (ds.Tables.Count < 1 || ds.Tables[0].Rows.Count < 2)
            {
                throw new ServiceException("读取导入数据失败:数据为空") { Tag = "111" };
            }

            var table = ds.Tables[0];
            var reader = new DataRowReader(table, 0);



            rowIndex = 1;
            totalNum = table.Rows.Count - rowIndex;

            foreach (var row in table.Rows.Cast<DataRow>().Skip(1))
            {
                rowIndex++;

                reader.SetDataRow(row);

                if (row.ItemArray.All(n => string.IsNullOrWhiteSpace(n?.ToString())))
                {
                    totalNum--;
                    continue;
                }

                var importSwap = MapSwap(reader, out var amount, out var getAmount, out var payAmount);
                var saveChecker = new OtcOptionSaveChecker(this).CheckBasic(importSwap);

                //簿记、交易员、交易对手
                saveChecker.CheckAssetBook(importSwap).CheckTrader(importSwap);
                if (importSwap != null)
                {
                    var saveTrade = new TradeSaveService(OptUser).SaveTrade(importSwap, TradeSourceEnum.导入交易);
                    var trade = DbContext.trade.Find(importSwap.id);
                    trade.trade_swap = saveTrade.trade_swap;
                    trade.TradeOldStatus = trade.TradeStatus;
                    trade.TradeStatus = ConsTrade.确认成交;
                    new ClientCashInCashOutService(this).SaveClientCashInCashOut(trade);

                    if (trade.UnWindDate == trade.SettlementDate)
                    {
                        trade.TradeStatus = ConsTrade.已到期;
                    }
                    else
                    {
                        trade.TradeStatus = ConsTrade.已平仓;
                    }

                    var tc = new trade_cash();
                    DbContext.trade_cash.Add(tc);

                    tc.StartDate = trade.StartDate.Value;
                    tc.ValidState = "Valid";
                    tc.OptId = UserId;
                    tc.OptName = UserName;
                    tc.OptDate = OptDate;
                    tc.ExceciseType = "现金";
                    tc.TradeType = trade.BuySell;
                    tc.CallPut = trade.CallPut;
                    tc.Strike = trade.IsMoneynessOptionData ? (trade.Strike * trade.SpotPrice) : trade.Strike;
                    tc.Notional = trade.Notional;
                    tc.TradeAmount = trade.Amount;
                    tc.IsLastAction = true;
                    tc.Amount = amount;

                    //1.远期存入平仓时算出的预付金占用成本
                    //2.部分行权时候的额外金额
                    tc.ExtraAmount = 0;
                    tc.UnwindPrice = trade.FinalPrice;
                    tc.TradeId = trade.id;
                    tc.FinalPrice = trade.FinalPrice;
                    tc.SpotPrice = trade.TradePrice;
                    tc.HappenedDate = trade.UnWindDate;
                    tc.UnwindType = "全部平仓";
                    tc.UnwindPercentRate = 1;

                    tc.UnwindNotional = trade.Notional;
                    tc.UnwindTradeAmount = trade.TradeAmount;

                    tc.Action = ClientCashInCashOut.系统操作_平仓费;
                    tc.Status = DBModels.Enums.TradeCashStatusEnum.已执行;
                    tc.ValueDate = trade.UnWindDate.Value;

                    DbContext.SaveChanges();

                    var ee = new ClientCashinCashoutBLL(this).CloseTrade_ClientCashInCashOutSave(trade, tc, tc.ValueDate);

                    var swapTrade = trade.trade_swap;
                    var trade_cash_swap = new trade_cash_swap()
                    {
                        GetAmount = getAmount,
                        PayAmount = payAmount
                    };
                    trade_cash_swap.StartDate = tc.StartDate;
                    if (swapTrade.IsGetFloatingProfit)
                    {
                        trade_cash_swap.GetStartPrice = swapTrade.GetSpotPrice ?? 0;
                        trade_cash_swap.GetFinalPrice = swapTrade.GetFinalPrice ?? 0;
                    }
                    if (swapTrade.IsPayFloatingProfit)
                    {
                        trade_cash_swap.PayStartPrice = swapTrade.PaySpotPrice ?? 0;
                        trade_cash_swap.PayFinalPrice = swapTrade.PayFinalPrice ?? 0;
                    }

                    trade_cash_swap.TradeId = tc.TradeId;
                    trade_cash_swap.TradeCashId = tc.id;
                    trade_cash_swap.OptId = tc.OptId;
                    trade_cash_swap.OptName = tc.OptName;
                    trade_cash_swap.OptDate = DateTime.Now;
                    DbContext.trade_cash_swap.Add(trade_cash_swap);
                    //终止 trade_cash

                    DbContext.SaveChanges();
                    successNum++;

                }
                //结算 trade cash
            }
        }

        private trade MapSwap(DataRowReader reader, out double winLoss, out double getAmount, out double payAmount)
        {
            var td = new trade();

            //基本要素
            td.TradeNumber = reader.GetString("交易确认书编号（双方约定）", false);
            td.AssetBookName = reader.GetString("簿记账户", true);
            td.TraderName = reader.GetString("交易员", true);
            td.TradeType = "收益互换";
            td.ClientName = reader.GetString("交易对手方", true);

            if (string.IsNullOrWhiteSpace(td.ClientName))
            {
                throw new ServiceException("交易对手方名称 必须填写");
            }

            //交易日期
            td.TradeDate = reader.GetDate("起始日", true);
            td.ExerciseDate = reader.GetDate("到期日", true);

            td.StartDate = td.TradeDate;
            //结算日期
            td.SettlementDate = td.ExerciseDate;

            td.StockEqvNotional = reader.GetDouble("名义本金（人民币）", true) ?? 0;
            td.MarginTemplateName = null;
            td.UnWindDate = reader.GetDate("提前终止日/终止日", true);
            td.Comments = reader.GetString("备注", false);
            //td.UnderlyingName = reader.GetString("标的名称", true);
            td.UnderlyingCode = reader.GetString("标的代码", true);

           
            var clientQuery = DbContextFactory.GetClientDbContext(OptUser).client.AsQueryable();
            if (!string.IsNullOrWhiteSpace(td.ClientName))
            {
                clientQuery = clientQuery.Where(c => c.Name == td.ClientName);
            }
            var client = clientQuery.Select(n => new { n.id, n.DerivativesInvestmentVarieties }).FirstOrDefault();

            if (client == null)
            {
                throw new ServiceException($"交易对手方不存在,ClientName:{td.ClientName}");
            }
            else
            {
                if (!client.DerivativesInvestmentVarieties.Contains((int)DerivativesInvestmentVarietiesEnum.场外互换 + ""))
                {
                    throw new ServiceException($"客户:{td.ClientName}未设置交易种类“场外互换”，无法生成互换交易！");
                }
            }

            td.ClientId = client.id;

            var um = DataCacheProvider.GetUnderlyingDataSource().AsQueryable().FirstOrDefault(o => o.UnderlyingCode == td.UnderlyingCode);
            if (um == null)
            {
                throw new ServiceException($"{td.UnderlyingCode} 不存在，请先新建标的再导入");
            }
            else
            {
                td.UnderlyingId = um.id;
                td.UnderlyingCode = um.UnderlyingCode;
                td.UnderlyingName = um.UnderlyingName;
            }

            //币种
            var underlyingModel = DataCacheProvider.GetUnderlyingDataSource().GetData(td.UnderlyingCode);
            td.QuoteCurrency = DataCacheProvider.GetVarietyDataSource().GetData(underlyingModel.UnderlyingTypeId).QuoteCurrency;

            var ExchangeRate = reader.GetDouble("汇率", false);
            if (ExchangeRate != null)
            {
                if (td.QuoteCurrency != "CNY" && (!string.IsNullOrEmpty(td.QuoteCurrency)))
                {
                    td.MetaDic.Add("ExchangeRate", ExchangeRate.ToString());
                }
            }
            //td.MetaDic = new Dictionary<string, string>() {
            //    { "组合标的", "" },
            //    { "组合标的2", "" },
            //    { "交易场所", "" },
            //    { "清算机构", "" },
            //    { "主协议编号", "" },
            //    { "补充协议编号", "" }};

            td.OpponentRole = "甲方";



            double.TryParse(Regex.Match(reader.GetString("标的数量", false), @"^\d+((\,\d{3})+)?(\.\d+)?").Value, out var notional);
            double.TryParse(Regex.Match(reader.GetString("标的初始价格", false), @"^\d+((\,\d{3})+)?(\.\d+)?").Value, out var spotPrice);
            double.TryParse(Regex.Match(reader.GetString("标的提前终止日/终止日价格", false), @"^\d+((\,\d{3})+)?(\.\d+)?").Value, out var finalPrice);

            td.Notional = notional;
            td.TradeAmount = notional;
            td.OriginalNotional = notional;
            td.SpotPrice = spotPrice;
            td.FinalPrice = finalPrice;
            var swapTrade = new trade_swap();
            swapTrade.RateCalcMode = GetRateCalcMode(reader.GetString("计息方式", true));
            swapTrade.AnnualDays = reader.GetInt("年化天数", true);
            swapTrade.AnnualVarIncome = reader.GetString("浮动收益年化", true) == "是";
            swapTrade.GetSwapRate = reader.GetPercent("我方收取互换利率（年化）", false) ?? 0;
            swapTrade.PaySwapRate = reader.GetPercent("我方支付互换利率（年化）", false) ?? 0;
            if (swapTrade.GetSwapRate >= 0)
            {
                swapTrade.GetSwapTimeAndRate = td.ExerciseDate + ";" + swapTrade.GetSwapRate;
            }
            if (swapTrade.PaySwapRate >= 0)
            {
                swapTrade.PaySwapTimeAndRate = td.ExerciseDate + ";" + swapTrade.PaySwapRate;
            }

            swapTrade.GetLongShort = reader.GetString("我方收取浮动收益", false);
            swapTrade.PayLongShort = reader.GetString("我方支付浮动收益", false);
            if (!string.IsNullOrWhiteSpace(swapTrade.GetLongShort))
            {
                swapTrade.GetUnderlyingCode = td.UnderlyingCode;
                swapTrade.GetUnderlyingId = td.UnderlyingId;
                swapTrade.IsGetFloatingProfit = true;
                swapTrade.GetNotional = notional;
                swapTrade.GetTradeAmount = notional;
                swapTrade.GetSpotPrice = spotPrice;
                swapTrade.GetFinalPrice = finalPrice;
            }
            else
            {
                swapTrade.IsGetFloatingProfit = false;
            }

            if (!string.IsNullOrWhiteSpace(swapTrade.PayLongShort))
            {
                swapTrade.PayUnderlyingCode = td.UnderlyingCode;
                swapTrade.PayUnderlyingId = td.UnderlyingId;
                swapTrade.IsPayFloatingProfit = true;
                swapTrade.PayNotional = notional;
                swapTrade.PayTradeAmount = notional;
                swapTrade.PaySpotPrice = spotPrice;
                swapTrade.PayFinalPrice = finalPrice;
            }
            else
            {
                swapTrade.IsPayFloatingProfit = false;
            }


            winLoss = reader.GetDouble("我方损益", true) ?? 0;
            getAmount = reader.GetDouble("我方收取现金流", false) ?? 0;
            payAmount = reader.GetDouble("我方支付现金流", false) ?? 0;

            //swapTrade. = winLoss >= 0 :
            /*
             data["UnderlyingId"] = data["trade_swap.PayUnderlyingId"];
        data["UnderlyingCode"] = data["trade_swap.PayUnderlyingCode"];
             */
            td.trade_swap = swapTrade;
            return td;
        }

        #endregion

        public void UploadClientVarietyConfig(Stream streamIn, out int totalNum, out int successNum)
        {
            totalNum = 0;
            successNum = 0;

            var rowIndex = 0;

            var ds = Office.ExcelHelper.ReadExcelAsDataSet(streamIn, new[] { 0 }, 0);

            if (ds.Tables.Count < 1 || ds.Tables[0].Rows.Count < 2)
            {
                throw new ServiceException("读取导入数据失败:数据为空") { Tag = "111" };
            }

            var table = ds.Tables[0];
            var reader = new DataRowReader(table, 0);

            rowIndex = 1;
            totalNum = table.Rows.Count - rowIndex;

            foreach (var row in table.Rows.Cast<DataRow>().Skip(1))
            {
                rowIndex++;

                reader.SetDataRow(row);

                if (row.ItemArray.All(n => string.IsNullOrWhiteSpace(n?.ToString())))
                {
                    totalNum--;
                    continue;
                }

                var config = MapClientVarietyConfig(reader);
                if (config != null)
                {
                    successNum++;

                }
            }
        }

        private client_variety_config MapClientVarietyConfig(DataRowReader reader)
        {
            var clientNumber = reader.GetString("客户编号", true);
            var varietyCode = reader.GetString("品种代码", true);
            var client = ClientModule.ClientDataQueryService.GetClientByNumber(clientNumber);
            if (client == null)
            {
                throw new ServiceException($"该客户[{clientNumber}]在系统中不存在");
            }
            var variety = DbContext.variety.Where(o => o.VarietyCode == varietyCode || o.VarietyName == varietyCode).FirstOrDefault();
            if (variety == null)
            {
                throw new ServiceException($"该品种[{varietyCode}]在系统中不存在");
            }

            var config = new client_variety_config()
            {
                ValueDate = reader.GetDate("生效日期", true).Value,
                ClientId = client.id,
                VarietyId = variety.id,
                SingleFee = reader.GetDouble("按手数收费", false) ?? 0,
                UnAnnualRate = reader.GetPercent("按名义本金收费", false) ?? 0,
                AnnualRate = reader.GetPercent("年化利率", false) ?? 0,
                AnnualDays = reader.GetInt("年化天数", false) ?? 365,
                Multiple = reader.GetDouble("倍数", false) ?? 0,
                OptId = UserId,
                OptName = UserName,
                OptDate = DateTime.Now
            };

            if (DbContext.client_variety_config.Any(x => x.ClientId == config.ClientId && x.VarietyId == config.VarietyId && x.ValueDate == config.ValueDate))
            {
                throw new Exception($"同一客户[{clientNumber}]同一品种[{varietyCode}]不支持在同一天[{config.ValueDate.ToString("yyyy-MM-dd")}]有多条配置记录");
            }
            if (config.SingleFee > 0 && config.UnAnnualRate > 0)
            {
                throw new Exception($"按手数收费和按名义本金收费不能同时设置");
            }
            var types = new List<int>();
            if (config.SingleFee != 0)
            {
                types.Add(1);
            }
            if (config.AnnualRate != 0)
            {
                types.Add(2);
            }
            if (config.UnAnnualRate != 0)
            {
                types.Add(3);
            }
            config.FeeType = string.Join(",", types);
            DbContext.client_variety_config.Add(config);
            DbContext.SaveChanges();

            return config;
        }

        #region---内部业务类----

        class DataRowTopTypeReader
        {
            DataRow _row;

            readonly Dictionary<string, int> _colMap;

            public DataRowTopTypeReader(DataTable table)
            {
                var colCount = table.Columns.Count;

                _colMap = new Dictionary<string, int>(colCount, StringComparer.OrdinalIgnoreCase);

                var row1 = table.Rows[0];
                var row2 = table.Rows[1];
                var preCol1 = string.Empty;

                for (var index = 0; index < colCount; index++)
                {
                    var col1 = row1[index]?.ToString()?.Trim();
                    var col2 = row2[index]?.ToString();
                    if (string.IsNullOrWhiteSpace(col2))
                    {
                        continue;
                    }
                    if (!string.IsNullOrWhiteSpace(col1))
                    {
                        preCol1 = col1;
                    }
                    col2 = col2.Replace("%", "").Trim();
                    _colMap[preCol1 + col2] = index;
                }
            }

            public string TopType { get; private set; }

            /// <summary>
            /// 设置datarow
            /// </summary>
            public void SetDataRow(DataRow row)
            {
                _row = row;
                TopType = "基本要素";
            }

            /// <summary>
            /// 设置顶部类型
            /// </summary>
            public void SetTopType(string type)
            {
                TopType = type;
            }

            public string GetString(string fieldName, bool required = false)
            {
                var str = _colMap.TryGetValue(TopType + fieldName, out var colIndex) ? _row[colIndex]?.ToString()?.Trim() : null;

                if (required && string.IsNullOrWhiteSpace(str))
                {
                    throw new ServiceException($"[{TopType}]{fieldName} 必须填写");
                }

                return str;
            }

            public int? GetInt(string fieldName, bool required)
            {
                var str = GetString(fieldName, required);

                if (!required && string.IsNullOrEmpty(str))
                {
                    return null;
                }

                return int.TryParse(str, out var num) ? num : throw new ServiceException($"[{TopType}]{fieldName} 填写错误:{str}");
            }

            public double? GetDoubleOrPercent(string fieldName, bool required, bool percent)
            {
                var str = GetString(fieldName, required);

                if (!required && string.IsNullOrWhiteSpace(str))
                {
                    return null;
                }

                if (percent && (percent = str.EndsWith("%")))
                {
                    str = str.TrimEnd('%');
                }

                return double.TryParse(str, out var num) ? (percent ? num / 100 : num) : throw new ServiceException($"[{TopType}]{fieldName} 填写错误:{str}");
            }

            public double? GetDouble(string fieldName, bool required = false)
            {
                var str = GetString(fieldName, required);

                if (!required && string.IsNullOrWhiteSpace(str))
                {
                    return null;
                }

                return double.TryParse(str, out var num) ? num : throw new ServiceException($"[{TopType}]{fieldName} 填写错误:{str}");
            }

            //为了兼容模板修改导致的字段名称改变问题
            public double? GetDouble(string fieldName, string fieldName2, bool required = false)
            {
                var str = GetString(fieldName, false) ?? GetString(fieldName2, false);

                if (string.IsNullOrWhiteSpace(str))
                {
                    return required ? throw new ServiceException($"[{TopType}]{fieldName} 必须填写") : (double?)null;
                }

                return double.TryParse(str, out var num) ? num : throw new ServiceException($"[{TopType}]{fieldName} 填写错误:{str}");
            }

            public double? GetPercent(string fieldName, bool required = false)
            {
                var str = GetString(fieldName, required);

                if (!required && string.IsNullOrWhiteSpace(str))
                {
                    return null;
                }

                var percent = str.EndsWith("%");

                if (percent)
                {
                    str = str.TrimEnd('%');
                }

                return double.TryParse(str, out var num) ? (percent ? num / 100 : num) : throw new ServiceException($"[{TopType}]{fieldName} 填写错误:{str}");
            }

            /// <summary>
            /// 获取日期(不包括时间)
            /// </summary>
            public DateTime? GetDate(string fieldName, bool required = false)
            {
                var str = GetString(fieldName, required);

                if (!required && string.IsNullOrWhiteSpace(str))
                {
                    return null;
                }

                if (str.Length == 8 && Regex.IsMatch(str, @"^\d+$"))
                {
                    return DateTime.TryParseExact(str, "yyyyMMdd", CultureInfo.InvariantCulture, DateTimeStyles.None, out var dt2) ? dt2 : throw new ServiceException($"{fieldName} 填写错误:{str}");
                }

                return DateTime.TryParse(str, out var dt) ? dt.Date : throw new ServiceException($"[{TopType}]{fieldName} 填写错误:{str}");
            }

            /// <summary>
            /// 
            /// </summary>
            public int? GetInt32(string fieldName, bool required = false)
            {
                var str = GetString(fieldName, required);

                if (!required && string.IsNullOrWhiteSpace(str))
                {
                    return null;
                }

                return int.TryParse(str, out var num) ? num : throw new ServiceException($"[{TopType}]{fieldName} 填写错误:{str}");
            }
        }

        #endregion
    }
}