using YLErp.BLL;
using YLErp.DBModels.Enums;
using YLErp.DBModels.Helpers;
using YLErp.Modules.EodModule;
using YLErp.QdpModule;

namespace YLErp.Modules.TradeModule.DealModule
{
    /// <summary>
    /// 交易回退服务
    /// </summary>
    public class TradeBackService : TradeServiceBase
    {
        public TradeBackService(OptUserInfo userInfo) : base(userInfo)
        {
        }

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

        public TradeBackService(OptUserInfo userInfo, YLContext dbContext) : base(userInfo, dbContext)
        {
        }

        public trade Execute(int tradeId, bool backToBegin, TradeBackActionEnum actionEnum)
        {
            var trade = DbContext.trade.Find(tradeId);

            if (trade == null)
            {
                throw new ServiceException("交易数据不存在");
            }

            new TradeExtendService(UserInfo, DbContext).SetTradeExtend(new[] { trade }, tracking: true);

            if (trade.TradeType == "累计期权")
            {
                backToBegin = true;

                if (trade.trade_accumulator_option.SettlementMode == "实物交割" || trade.trade_accumulator_option.SettlementMode == "现金实物合并结算")
                {
                    var query = from ob in DbContext.autocall_observation
                                join tf in DbContext.trade on ob.ConvTradeNumber equals tf.TradeNumber
                                where ob.TradeId == trade.id && (ob.SettlementMode == "转远期" || ob.SettlementMode == "转掉期" || ob.SettlementMode == "现金当日&转远期") && tf.ValidState != ConsGlobal.InValid
                                select ob;

                    if (query.Any())
                    {
                        throw new ServiceException($"操作失败,当前累计期权交易({trade.TradeNumber})已结算为远期交易,请将所有结算后的远期交易删除后重新执行回退操作!");
                    }
                }
            }

            var valueDate = trade.TradeDate.Value;
            var tradeCashIds = new List<int>();
            var actions = new List<string>()
            {
                "系统操作-行权费",
                "系统操作-平仓费",
                "系统操作-票息",
                "系统操作-互换"
            };
            var tcQuery = DbContext.trade_cash.Where(x => x.TradeId == tradeId && (actions.Contains(x.Action) || x.Action == "系统操作-期权费" && x.ValueDate != trade.TradeDate && x.ValueDate != trade.PremiumPayDate) && x.ValidState != ConsGlobal.InValid && !x.IsDeleted);
            var eodTrade = DbContext.eod_trade.Where(O => O.TradeId == tradeId && O.ValueDate == trade.TradeDate).FirstOrDefault();
            var originTrade = eodTrade?.trade;
            if (originTrade == null)
            {
                originTrade = trade;
                new TradeExtendService(UserInfo, DbContext).SetTradeExtend(new[] { originTrade });
            }
            var stockEqvNotionalUnwind = (originTrade.OriginalStockEqvNotional ?? 0) - originTrade.StockEqvNotional;
            var extensionTimeService = new ExtensionTimeService(UserInfo, DbContext);
            if (backToBegin)
            {
                var tcTemp = DbContext.trade_cash.Where(x => x.TradeId == tradeId && x.Action == "系统操作-期权费" && x.ValidState != ConsGlobal.InValid && !x.IsDeleted).FirstOrDefault();
                if (tcTemp == null)
                {
                    throw new ServiceException("未查询到该交易的开仓记录,请删除该笔交易重新操作");
                }
                originTrade.TradeStatus = ConsTrade.确认成交;
                originTrade.OriginalNotional = tcTemp.Notional;
                originTrade.Notional = tcTemp.Notional;
                originTrade.StockEqvNotional = originTrade.OriginalStockEqvNotional ?? 0;
                DividendService.SetDividendTradeData(trade, originTrade);
                valueDate = trade.TradeDate.Value;
                tradeCashIds.AddRange(tcQuery.Select(O => O.id).ToList());

                trade.UnWindDate = null;
                trade.FinalPrice = null;
                trade.UnWindNotional = null;
                trade.UnWindPrice = null;
                trade.HasPartialUnWind = null;
                extensionTimeService.DelExtensionTime(tradeId, DateTime.MinValue, actionEnum != TradeBackActionEnum.EditMaturityDate);
            }
            else
            {
                if (!tcQuery.Any())
                {
                    throw new ServiceException("未查询到该交易的了结记录,不可回退");
                }
                //有行权记录先回撤行权记录，没有行权记录，依次倒序撤回平仓记录
                var tradeCash = tcQuery.OrderByDescending(x => x.id).FirstOrDefault();
                var et = extensionTimeService.QueryExtensionTimeList(tradeId).Where(O => O.OptDate > tradeCash.ValueDate).OrderByDescending(O => O.OptDate).FirstOrDefault();
                if (et != null)
                {
                    extensionTimeService.DelExtensionTime(et.TradeId, et.id);
                    return trade;
                }
                trade.Notional = tradeCash.Notional;
                if (trade.TradeType == "现金流交易")
                {
                    if (tradeCash.UnwindType == "全部平仓")
                    {
                        trade.StockEqvNotional = tradeCash.Notional;
                    }
                    else
                    {
                        trade.StockEqvNotional = trade.StockEqvNotional + tradeCash.UnwindNotional.Value;
                    }
                }
                else
                {
                    if (trade.IsUsePremiumRate == true)
                    {
                        //后期将会将所有已了结的交易均处理为0
                        if (ConsTrade.TradeCompleteStatus.Contains(trade.TradeStatus))
                        {
                            trade.StockEqvNotional = 0;
                        }
                        trade.StockEqvNotional += trade.OriginalStockEqvNotional * tradeCash.UnwindPercentRate ?? 0;
                    }
                    else
                    {
                        if (trade.TradeType == "远期" && PS.Config.ErpElement.ForwardTradePriceModel == 0 && !string.IsNullOrWhiteSpace(trade.BasisUnderlyingCode))
                        {
                            trade.StockEqvNotional += TradeHelper.GetStockEqvNotional(tradeCash.UnwindNotional / trade.OriginalNotional * trade.OriginalStockEqvNotional, trade.ParticipationRate, trade.AnnualizeFactor);
                        }
                        else
                        {
                            trade.StockEqvNotional = TradeHelper.GetStockEqvNotional(trade.Notional * trade.SpotPrice, trade.ParticipationRate, trade.AnnualizeFactor);
                        }
                    }
                }
                valueDate = tradeCash.ValueDate;
                tradeCashIds.Add(tradeCash.id);

                //分步回退时将倒数第二条平仓记录赋值给trade
                var lastSecondTradeCash = tcQuery.Where(x => x.id != tradeCash.id).OrderByDescending(x => x.id).FirstOrDefault();
                if (lastSecondTradeCash != null && lastSecondTradeCash.Action == "系统操作-平仓费")
                {
                    trade.UnWindDate = lastSecondTradeCash.ValueDate;
                    trade.FinalPrice = lastSecondTradeCash.FinalPrice;
                    trade.UnWindNotional = lastSecondTradeCash.UnwindNotional;
                    trade.UnWindPrice = lastSecondTradeCash.UnwindPrice;
                    trade.HasPartialUnWind = 1;
                }
                else
                {
                    trade.UnWindDate = null;
                    trade.FinalPrice = null;
                    trade.UnWindNotional = null;
                    trade.UnWindPrice = null;
                    trade.HasPartialUnWind = null;
                }

            }
            trade.TradeAmount = trade.Notional;
            var varietyList = VarietyBLL.GetAllvarietyModel();
            if (!string.IsNullOrWhiteSpace(trade.UnderlyingAssetClass))
            {
                var variety = varietyList.FirstOrDefault(O => O.VarietyName == trade.UnderlyingAssetClass);
                if (variety != null)
                {
                    trade.TradeUnit = variety.TradeUnit;
                    trade.TradeAmount /= variety.CountRatio;
                }
            }

            trade.CheckStatus = null;
            trade.OptId = UserId;
            trade.OptName = UserName;
            trade.OptDate = DateTime.Now;
            trade.TradeStatus = ConsTrade.确认成交;
            trade.IsApproval = false;
            trade.ProcessOrderId = 0;
            trade.ProcessOptDate = null;
            trade.ProcessStatus = null;
            trade.DividendDate = new DateTime(2000, 1, 1);
            trade.SettlementFlag = 0;

            //if (trade.TradeType == "结构化交易")
            //{
            //    var tradeChildren = DbContext.trade.Where(x => x.ParentTradeId == trade.id).ToList();
            //    tradeChildren.ForEach(x =>
            //    {
            //        Execute(x.id, true, actionEnum);
            //    });
            //}
            //结构化交易回退时传入的是子交易的Id,此时只需要删掉主交易的Eod记录即可;
            if (trade.ParentTradeId > 0)
            {
                RemoveEodTradeAndFutureInfo(false, trade.ParentTradeId, valueDate, backToBegin: backToBegin);
            }

            if (backToBegin)
            {
                if (trade.TradeType == "障碍期权")
                {
                    trade.trade_barrier_option.KnockInOutStatus = null;
                    trade.trade_barrier_option.KnockInOutDate = null;
                }
                else if (trade.TradeType == "双鲨期权")
                {
                    trade.trade_double_sharkfin_option.KnockInOutStatus = null;
                    trade.trade_double_sharkfin_option.KnockInOutDate = null;
                }
                else if (trade.TradeType == "凤凰期权")
                {
                    trade.trade_autocall.KnockInOutStatus = null;
                    trade.trade_autocall.KnockInOutDate = null;

                    var autoCallObservations = DbContext.autocall_observation.Where(x => x.TradeId == trade.id);
                    DbContext.autocall_observation.RemoveRange(autoCallObservations);
                }
                else if (trade.TradeType == "雪球期权")
                {
                    if (trade.trade_snowball.IsInitialKnockedIn)
                    {
                        trade.trade_snowball.KnockInOutStatus = ConsTrade.KnockState.KnockedIn;
                        trade.trade_snowball.KnockInOutDate = trade.TradeDate;
                    }
                    else
                    {
                        trade.trade_snowball.KnockInOutStatus = null;
                        trade.trade_snowball.KnockInOutDate = null;
                    }

                    var autoCallObservations = DbContext.autocall_observation.Where(x => x.TradeId == trade.id);
                    DbContext.autocall_observation.RemoveRange(autoCallObservations);
                }
                else if (trade.TradeType == "区间累积期权")
                {
                    var autoCallObservations = DbContext.autocall_observation.Where(x => x.TradeId == trade.id);
                    DbContext.autocall_observation.RemoveRange(autoCallObservations);
                }
                else if (trade.TradeType == "累计期权")
                {
                    trade.trade_accumulator_option.KnockOutDate = null;

                    var autoCallObservations = DbContext.autocall_observation.Where(x => x.TradeId == trade.id);
                    DbContext.autocall_observation.RemoveRange(autoCallObservations);

                    new OptionTradeActionRestoreService(this).RestoreTradeDataToSpecialDay(trade, trade.TradeDate.Value);

                    var accumulator = trade.trade_accumulator_option;
                    if (accumulator != null)
                    {
                        var customObservDates = QdpHelper.ParseObservationDate(accumulator.KOObservationDates);
                        if (customObservDates == null)
                        {
                            customObservDates = Qdp.Pricing.Base.Implementations.CalendarImpl.Get("chn")
                                .BizDaysBetweenDatesExcluStartDay(trade.TradeDate.Value, trade.ExerciseDate.Value).ToArray();
                        }
                        var underlying = DataCacheProvider.GetUnderlyingDataSource().GetData(trade.UnderlyingCode);
                        accumulator.OriginalAccumuTradeAmount = (originTrade.OriginalNotional ?? 0) / underlying.CountRatio / customObservDates.Length;
                        accumulator.AccumuTradeAmount = accumulator.OriginalAccumuTradeAmount;
                    }
                }
                else if (trade.TradeType == "收益互换")
                {
                    trade.trade_swap.GetFinalPrice = null;
                    trade.trade_swap.PayFinalPrice = null;

                    if (trade.IsGroup == 2)
                    {
                        var parentTrade = DbContext.trade.Find(trade.ParentTradeId);
                        parentTrade.StockEqvNotional += stockEqvNotionalUnwind;
                        parentTrade.TradeStatus = "确认成交";

                        var swapDetail = DbContext.trade_swap_detail.FirstOrDefault(x => x.TradeId == trade.ParentTradeId && x.ChildTradeId == trade.id);
                        swapDetail.Notional = trade.Notional;
                    }
                }
                else if (trade.TradeType == "气囊结构")
                {
                    trade.trade_airbag.KnockInOutStatus = null;
                    trade.trade_airbag.KnockInOutDate = null;
                    trade.trade_airbag.KnockInOutNotional = null;
                }

                new ManuallyTradeObservationPriceService(OptUser).RemoveManuallyTradeObservationPrice(trade.id);
            }

            var actionService = new TradeActionDataService(this);

            RemoveEodTradeAndFutureInfo(false, trade.id, valueDate, tradeCashIds, backToBegin: backToBegin);

            AddTradeOperationHistoryAndSetParentTradeInfo(false, trade,"交易回退");

            var backAction = actionService.CreateTradeAction(tradeId, BLL.valuedateBLL.ValueDate, TradeActionType.BackTrade);
            DbContext.TradeAction.Add(backAction);

            DbContext.SaveChanges();

            actionService.SetInvalid(x => x.IsValid && x.TradeId == trade.id, backAction.id);

            return trade;
        }

        public trade Execute(int tradeId, DateTime valueDate, bool ignoreBodTrade = false)
        {
            var trade = DbContext.trade.Find(tradeId);

            if (trade == null)
            {
                throw new ServiceException("交易数据不存在");
            }

            new TradeExtendService(UserInfo, DbContext).SetTradeExtend(new[] { trade }, tracking: true);

            if (valueDate == trade.TradeDate)
            {
                Execute(tradeId, true, TradeBackActionEnum.backTrade);
            }
            else
            {
                var bodTrade = DbContext.bod_Trade.FirstOrDefault(x => x.TradeId == trade.id && x.ValueDate == valueDate);
                if (bodTrade != null)
                {
                    if (trade.TradeType == "累计期权")
                    {
                        if (trade.trade_accumulator_option.SettlementMode == "实物交割" || trade.trade_accumulator_option.SettlementMode == "现金实物合并结算")
                        {
                            var query = from ob in DbContext.autocall_observation
                                        join tf in DbContext.trade on ob.ConvTradeNumber equals tf.TradeNumber
                                        where ob.TradeId == trade.id && (ob.SettlementMode == "转远期" || ob.SettlementMode == "转掉期" || ob.SettlementMode == "现金当日&转远期") && ob.PaymentDate >= valueDate && tf.ValidState != ConsGlobal.InValid
                                        select ob;

                            if (query.Any())
                            {
                                throw new ServiceException($"操作失败,当前累计期权交易({trade.TradeNumber})已结算为远期交易,请将所有结算后的远期交易删除后重新执行回退操作!");
                            }
                        }
                    }

                    var ets = DbContext.ExtensionTime.Where(x => x.OptDate >= valueDate && x.IsValid).ToList();
                    if (ets.Any())
                    {
                        var extensionTimeService = new ExtensionTimeService(UserInfo, DbContext);
                        extensionTimeService.DelExtensionTime(trade.id, valueDate, false, true);
                    }
                    trade.ExerciseDate = bodTrade.trade.ExerciseDate;
                    trade.SettlementDate = bodTrade.trade.SettlementDate;
                    trade.SettlementFlag = bodTrade.trade.SettlementFlag;
                    //延期结算 >= 到期日才会有，为了回退取镜像数据
                    if (trade.ExerciseDate > valueDate && trade.SettlementFlag == 1)
                    {
                        trade.SettlementFlag = 0;
                    }
                    trade.SpotPrice = bodTrade.trade.SpotPrice;
                    trade.Strike = bodTrade.trade.Strike;
                    trade.OriginalNotional = bodTrade.trade.OriginalNotional;
                    trade.Notional = bodTrade.trade.Notional;
                    trade.TradeAmount = bodTrade.trade.TradeAmount;
                    trade.StockEqvNotional = bodTrade.trade.StockEqvNotional;
                    trade.UnWindDate = bodTrade.trade.UnWindDate;
                    trade.FinalPrice = bodTrade.trade.FinalPrice;
                    trade.UnWindNotional = bodTrade.trade.UnWindNotional;
                    trade.UnWindPrice = bodTrade.trade.UnWindPrice;
                    trade.HasPartialUnWind = bodTrade.trade.HasPartialUnWind;
                    trade.CheckStatus = bodTrade.trade.CheckStatus;
                    trade.TradeStatus = bodTrade.trade.TradeStatus;
                    trade.ProcessOrderId = bodTrade.trade.ProcessOrderId;
                    trade.ProcessOptDate = bodTrade.trade.ProcessOptDate;
                    trade.ProcessStatus = bodTrade.trade.ProcessStatus;
                    trade.DividendDate = bodTrade.trade.DividendDate;
                    trade.IsApproval = bodTrade.trade.IsApproval;
                    trade.OptId = UserId;
                    trade.OptName = UserName;
                    trade.OptDate = DateTime.Now;

                    if (trade.ParentTradeId > 0)
                    {
                        RemoveEodTradeAndFutureInfo(false, trade.ParentTradeId, valueDate, isDelTradeCashIncludeStartDay: true);
                    }

                    if (trade.TradeType == "障碍期权")
                    {
                        trade.trade_barrier_option.KnockInOutStatus = bodTrade.trade.trade_barrier_option.KnockInOutStatus;
                        trade.trade_barrier_option.KnockInOutDate = bodTrade.trade.trade_barrier_option.KnockInOutDate;
                    }
                    else if (trade.TradeType == "二元期权")
                    {
                        trade.trade_binary_option.UpperBarrier = bodTrade.trade.trade_binary_option.UpperBarrier;
                    }
                    else if (trade.TradeType == "双鲨期权")
                    {
                        trade.trade_double_sharkfin_option.BarrierHigh = bodTrade.trade.trade_double_sharkfin_option.BarrierHigh;
                        trade.trade_double_sharkfin_option.BarrierLow = bodTrade.trade.trade_double_sharkfin_option.BarrierLow;
                        trade.trade_double_sharkfin_option.StrikeHigh = bodTrade.trade.trade_double_sharkfin_option.StrikeHigh;
                        trade.trade_double_sharkfin_option.StrikeLow = bodTrade.trade.trade_double_sharkfin_option.StrikeLow;
                        trade.trade_double_sharkfin_option.KnockInOutStatus = bodTrade.trade.trade_double_sharkfin_option.KnockInOutStatus;
                        trade.trade_double_sharkfin_option.KnockInOutDate = bodTrade.trade.trade_double_sharkfin_option.KnockInOutDate;
                    }
                    else if (trade.TradeType == "凤凰期权")
                    {
                        trade.trade_autocall.CouponBarrier = bodTrade.trade.trade_autocall.CouponBarrier;
                        trade.trade_autocall.KIBarrier = bodTrade.trade.trade_autocall.KIBarrier;
                        trade.trade_autocall.KOBarrier = bodTrade.trade.trade_autocall.KOBarrier;
                        trade.trade_autocall.SpreadStrike = bodTrade.trade.trade_autocall.SpreadStrike;
                        trade.trade_autocall.SpreadStrike1 = bodTrade.trade.trade_autocall.SpreadStrike1;
                        trade.trade_autocall.KnockInOutStatus = bodTrade.trade.trade_autocall.KnockInOutStatus;
                        trade.trade_autocall.KnockInOutDate = bodTrade.trade.trade_autocall.KnockInOutDate;
                    }
                    else if (trade.TradeType == "雪球期权")
                    {
                        trade.trade_snowball.KIBarrier = bodTrade.trade.trade_snowball.KIBarrier;
                        trade.trade_snowball.KOBarrier = bodTrade.trade.trade_snowball.KOBarrier;
                        trade.trade_snowball.SpreadStrikeAtKO = bodTrade.trade.trade_snowball.SpreadStrikeAtKO;
                        trade.trade_snowball.SpreadStrikeAtKO1 = bodTrade.trade.trade_snowball.SpreadStrikeAtKO1;
                        trade.trade_snowball.SpreadStrikeAtMaturity = bodTrade.trade.trade_snowball.SpreadStrikeAtMaturity;
                        trade.trade_snowball.SpreadStrikeAtMaturity1 = bodTrade.trade.trade_snowball.SpreadStrikeAtMaturity1;
                        trade.trade_snowball.KnockInOutStatus = bodTrade.trade.trade_snowball.KnockInOutStatus;
                        trade.trade_snowball.KnockInOutDate = bodTrade.trade.trade_snowball.KnockInOutDate;
                    }
                    else if (trade.TradeType == "气囊结构")
                    {
                        trade.trade_airbag.HighStrike = bodTrade.trade.trade_airbag.HighStrike;
                        trade.trade_airbag.Barrier = bodTrade.trade.trade_airbag.Barrier;
                    }
                    else if (trade.TradeType == "区间累积期权")
                    {
                        trade.trade_rangeaccrual.UpperRange = bodTrade.trade.trade_rangeaccrual.UpperRange;
                        trade.trade_rangeaccrual.LowerRange = bodTrade.trade.trade_rangeaccrual.LowerRange;
                    }
                    else if (trade.TradeType == "累计期权")
                    {
                        trade.trade_accumulator_option.KOBarrier = bodTrade.trade.trade_accumulator_option.KOBarrier;
                        trade.trade_accumulator_option.KnockOutDate = bodTrade.trade.trade_accumulator_option.KnockOutDate;
                        trade.trade_accumulator_option.OriginalAccumuTradeAmount = bodTrade.trade.trade_accumulator_option.OriginalAccumuTradeAmount;
                        trade.trade_accumulator_option.AccumuTradeAmount = bodTrade.trade.trade_accumulator_option.AccumuTradeAmount;
                    }
                    else if (trade.TradeType == "收益互换")
                    {
                        trade.trade_swap.GetSpotPrice = bodTrade.trade.trade_swap.GetSpotPrice;
                        trade.trade_swap.PaySpotPrice = bodTrade.trade.trade_swap.PaySpotPrice;
                        trade.trade_swap.GetFinalPrice = bodTrade.trade.trade_swap.GetFinalPrice;
                        trade.trade_swap.PayFinalPrice = bodTrade.trade.trade_swap.PayFinalPrice;
                    }

                    var removeAutoCallObservations = DbContext.autocall_observation.Where(x => x.TradeId == trade.id && x.EndDate >= valueDate);
                    DbContext.autocall_observation.RemoveRange(removeAutoCallObservations);
                    var autoCallObservations = DbContext.autocall_observation.Where(x => x.TradeId == trade.id && x.EndDate < valueDate && x.PaymentDate >= valueDate).ToList();
                    autoCallObservations.ForEach(x => x.PaymentDate = trade.ExerciseDate.Value);

                    if (trade.TradeType == "累计期权")
                    {
                        //由于回退操作是回退到valueDate的开盘状态,而换月操作是valueDate的日中操作,所以这里应该取前一天的;
                        var preValueDate = QdpCalendarHelper.GetNonHolidayDefore(valueDate.AddDays(-1));
                        new OptionTradeActionRestoreService(this).RestoreTradeDataToSpecialDay(trade, preValueDate);
                    }

                    new ManuallyTradeObservationPriceService(OptUser).RemoveManuallyTradeObservationPrice(trade.id, valueDate);
                }
                else
                {
                    //黑箱交易子交易有可能在回退日期之前就已经完全了结了，而其他子交易以及主交易，在回退日期之后还是存续状态，需要回退
                    if (ignoreBodTrade)
                    {
                        return trade;
                    }

                    var lastBodTrade = DbContext.bod_Trade.Where(x => x.TradeId == trade.id && x.ValueDate < valueDate).OrderByDescending(x => x.ValueDate).FirstOrDefault();
                    if (lastBodTrade == null)
                    {
                        throw new ServiceException($"未查询到该交易在{valueDate.ToString("yyyy-MM-dd")}之前的收盘数据，只能回退到开仓日");
                    }
                    else
                    {
                        throw new ServiceException($"未查询到该交易在{valueDate.ToString("yyyy-MM-dd")}前一天的收盘数据，最近一次可以回退的日期为{lastBodTrade.ValueDate.ToString("yyyy-MM-dd")}");
                    }
                }
            }

            var actionService = new TradeActionDataService(this);

            using (var trans = DbContext.Database.BeginTransaction())
            {
                RemoveEodTradeAndFutureInfo(false, trade.id, valueDate, isDelTradeCashIncludeStartDay: true);

                AddTradeOperationHistoryAndSetParentTradeInfo(false, trade, "交易回退");

                var backAction = actionService.CreateTradeAction(tradeId, BLL.valuedateBLL.ValueDate, TradeActionType.BackTrade);
                DbContext.TradeAction.Add(backAction);

                DbContext.SaveChanges();

                actionService.SetInvalid(x => x.IsValid && x.TradeId == trade.id, backAction.id);

                trans.Commit();
            }

            return trade;
        }

        #region 分组回退

        /// <summary>
        /// 回退分组交易用
        /// </summary>
        /// <param name="tradeId"></param>
        /// <param name="backToBegin"></param>
        /// <returns></returns>
        public trade BackGroup(int tradeId, bool backToBegin, TradeBackActionEnum actionEnum)
        {
            var tradeIds = new List<int>();
            var tradeCashIds = new List<int>();
            var extensionTimeService = new ExtensionTimeService(UserInfo, DbContext);

            //主交易处理
            var trade = DbContext.trade.Find(tradeId);
            var valueDate = trade.TradeDate.Value;
            tradeIds.Add(tradeId);
            tradeCashIds.AddRange(BackGroupItem(tradeId, backToBegin, valueDate));
            var tradeCashGrouActions = DbContext.trade_cash_group_action.Where(x => tradeCashIds.Contains(x.ParentTradeCashId));
            DbContext.trade_cash_group_action.RemoveRange(tradeCashGrouActions);
            //DbContext.SaveChanges();

            //子交易处理
            if (backToBegin)
            {
                var tradeChildren = DbContext.trade.Where(x => x.ParentTradeId == tradeId).ToList();
                tradeIds.AddRange(tradeChildren.Select(x => x.id).ToList());
                foreach (var tradeChild in tradeChildren)
                {
                    tradeCashIds.AddRange(BackGroupItem(tradeChild.id, backToBegin, valueDate));
                }
            }
            else
            {
                var tradeCashId = tradeCashIds.FirstOrDefault();
                var tradeCashChildren = DbContext.trade_cash.Where(x => x.ParentTradeCashId == tradeCashId).ToList();
                var tradeCash = tradeCashChildren.FirstOrDefault();
                if (tradeCash != null)
                {
                    var et = extensionTimeService.QueryExtensionTimeList(tradeId).Where(O => O.OptDate > tradeCash.ValueDate).OrderByDescending(O => O.OptDate).FirstOrDefault();
                    if (et != null)
                    {
                        extensionTimeService.DelExtensionTime(et.TradeId, et.id);
                        return trade;
                    }
                }
                foreach (var tradeCashChild in tradeCashChildren)
                {
                    tradeCashIds.AddRange(BackGroupChildItemByStep(tradeCashChild.TradeId, tradeCashChild.id, valueDate));
                    tradeIds.AddRange(tradeCashChildren.Select(x => x.TradeId));
                }
            }
            extensionTimeService.DelExtensionTime(tradeId, DateTime.MinValue, actionEnum != TradeBackActionEnum.EditMaturityDate);
            RemoveGroupEodTradeAndFutureInfo(tradeIds, valueDate, tradeCashIds);

            DbContext.SaveChanges();
            return trade;
        }

        private List<int> BackGroupItem(int tradeId, bool backToBegin, DateTime valueDate)
        {
            var trade = DbContext.trade.Find(tradeId);
            var tradeCashIds = new List<int>();

            var actions = new List<string>()
            {
                "系统操作-行权费",
                "系统操作-平仓费",
                "系统操作-票息",
                "系统操作-互换"
            };
            var tcQuery = DbContext.trade_cash.Where(x => x.TradeId == tradeId && actions.Contains(x.Action) && x.ValidState != "InValid" && !x.IsDeleted);
            var eodTrade = DbContext.eod_trade.Where(O => O.TradeId == tradeId && O.ValueDate == trade.TradeDate).FirstOrDefault();
            var originTrade = eodTrade?.trade;
            if (originTrade == null)
            {
                originTrade = trade;
            }

            if (backToBegin)
            {
                var tcTemp = DbContext.trade_cash.Where(x => x.TradeId == tradeId && x.Action == "系统操作-期权费" && x.ValidState != ConsGlobal.InValid && !x.IsDeleted).FirstOrDefault();
                if (tcTemp == null)
                {
                    throw new ServiceException("未查询到该交易的开仓记录,请删除该笔交易重新操作");
                }
                originTrade.TradeStatus = ConsTrade.确认成交;
                originTrade.OriginalNotional = tcTemp.Notional;
                originTrade.Notional = tcTemp.Notional;
                originTrade.StockEqvNotional = originTrade.OriginalStockEqvNotional ?? 0;
                DividendService.SetDividendTradeData(trade, originTrade);
                valueDate = trade.TradeDate.Value;
                tradeCashIds.AddRange(tcQuery.Select(O => O.id).ToList());

                trade.UnWindDate = null;
                trade.FinalPrice = null;
                trade.UnWindNotional = null;
                trade.UnWindPrice = null;
                trade.HasPartialUnWind = null;
            }
            else
            {
                if (!tcQuery.Any())
                {
                    throw new ServiceException("未查询到该交易的了结记录,不可回退");
                }
                //有行权记录先回撤行权记录，没有行权记录，依次倒序撤回平仓记录
                var tradeCash = tcQuery.OrderByDescending(x => x.id).FirstOrDefault();
                trade.Notional = tradeCash.Notional;
                if (trade.TradeType == "现金流交易")
                {
                    if (tradeCash.UnwindType == "全部平仓")
                    {
                        trade.StockEqvNotional = tradeCash.Notional;
                    }
                    else
                    {
                        trade.StockEqvNotional = trade.StockEqvNotional + tradeCash.UnwindNotional.Value;
                    }
                }
                else
                {
                    if (trade.IsUsePremiumRate == true)
                    {
                        //后期将会将所有已了结的交易均处理为0
                        if (ConsTrade.TradeCompleteStatus.Contains(trade.TradeStatus))
                        {
                            trade.StockEqvNotional = 0;
                        }
                        trade.StockEqvNotional += trade.OriginalStockEqvNotional * tradeCash.UnwindPercentRate ?? 0;
                    }
                    else
                    {
                        if (trade.TradeType == "远期" && PS.Config.ErpElement.ForwardTradePriceModel == 0 && !string.IsNullOrWhiteSpace(trade.BasisUnderlyingCode))
                        {
                            trade.StockEqvNotional += TradeHelper.GetStockEqvNotional(tradeCash.UnwindNotional / trade.OriginalNotional * trade.OriginalStockEqvNotional, trade.ParticipationRate, trade.AnnualizeFactor);
                        }
                        else
                        {
                            trade.StockEqvNotional = TradeHelper.GetStockEqvNotional(trade.Notional * trade.SpotPrice, trade.ParticipationRate, trade.AnnualizeFactor);
                        }
                    }
                }
                valueDate = tradeCash.ValueDate;
                tradeCashIds.Add(tradeCash.id);

                //分步回退时将倒数第二条平仓记录赋值给trade
                var lastSecondTradeCash = tcQuery.Where(x => x.id != tradeCash.id).OrderByDescending(x => x.id).FirstOrDefault();
                if (lastSecondTradeCash != null && lastSecondTradeCash.Action == "系统操作-平仓费")
                {
                    trade.UnWindDate = lastSecondTradeCash.ValueDate;
                    trade.FinalPrice = lastSecondTradeCash.FinalPrice;
                    trade.UnWindNotional = lastSecondTradeCash.UnwindNotional;
                    trade.UnWindPrice = lastSecondTradeCash.UnwindPrice;
                    trade.HasPartialUnWind = 1;
                }
                else
                {
                    trade.UnWindDate = null;
                    trade.FinalPrice = null;
                    trade.UnWindNotional = null;
                    trade.UnWindPrice = null;
                    trade.HasPartialUnWind = null;
                }
            }
            trade.TradeAmount = trade.Notional;
            var varietyList = VarietyBLL.GetAllvarietyModel();
            if (!string.IsNullOrWhiteSpace(trade.UnderlyingAssetClass))
            {
                var variety = varietyList.FirstOrDefault(O => O.VarietyName == trade.UnderlyingAssetClass);
                if (variety != null)
                {
                    trade.TradeUnit = variety.TradeUnit;
                    trade.TradeAmount /= variety.CountRatio;
                }
            }

            trade.CheckStatus = null;
            trade.OptId = UserId;
            trade.OptName = UserName;
            trade.OptDate = DateTime.Now;
            trade.TradeStatus = ConsTrade.确认成交;
            trade.ProcessOrderId = 0;
            trade.ProcessOptDate = null;
            trade.ProcessStatus = null;
            trade.DividendDate = new DateTime(2000, 1, 1);

            if (backToBegin && (trade.TradeType == "障碍期权" || trade.StructureType == "障碍期权"))
            {
                var trade_barrier_option = DbContext.trade_barrier_option.Where(x => x.TradeId == trade.id).FirstOrDefault();
                trade_barrier_option.KnockInOutStatus = null;
                trade_barrier_option.KnockInOutDate = null;
            }
            if (backToBegin && (trade.TradeType == "双鲨期权" || trade.StructureType == "双鲨期权"))
            {
                var trade_double_sharkfin_option = DbContext.trade_double_sharkfin_option.Where(x => x.TradeId == trade.id).FirstOrDefault();
                trade_double_sharkfin_option.KnockInOutStatus = null;
                trade_double_sharkfin_option.KnockInOutDate = null;
            }
            if (backToBegin && (trade.TradeType == "凤凰期权" || trade.StructureType == "凤凰期权"))
            {
                var trade_autocall = DbContext.trade_autocall.Where(x => x.TradeId == trade.id).FirstOrDefault();
                trade_autocall.KnockInOutStatus = null;
                trade_autocall.KnockInOutDate = null;

                var autoCallObservations = DbContext.autocall_observation.Where(x => x.TradeId == trade.id);
                DbContext.autocall_observation.RemoveRange(autoCallObservations);
            }
            if (backToBegin && (trade.TradeType == "雪球期权" || trade.StructureType == "雪球期权"))
            {
                var trade_snowball = DbContext.trade_snowball.Where(x => x.TradeId == trade.id).FirstOrDefault();
                trade_snowball.KnockInOutStatus = null;
                trade_snowball.KnockInOutDate = null;
            }
            if (backToBegin && (trade.TradeType == "区间累积期权" || trade.StructureType == "区间累积期权"))
            {
                var autoCallObservations = DbContext.autocall_observation.Where(x => x.TradeId == trade.id);
                DbContext.autocall_observation.RemoveRange(autoCallObservations);
            }
            if (backToBegin && (trade.TradeType == "收益互换" || trade.StructureType == "收益互换"))
            {
                var trade_swap = DbContext.trade_swap.FirstOrDefault(x => x.TradeId == trade.id);
                trade_swap.GetFinalPrice = null;
                trade_swap.PayFinalPrice = null;

                var trade_swap_details = DbContext.trade_swap_detail.Where(x => x.TradeId == trade.id).ToList();
                trade_swap_details.ForEach(x =>
                {
                    x.Notional = x.OriginalNotional;
                    x.SwapDate = null;
                    x.FinalPrice = null;
                });
            }
            if (backToBegin)
            {
                new ManuallyTradeObservationPriceService(OptUser).RemoveManuallyTradeObservationPrice(trade.id);
            }

            DateTime mindate = trade.TradeDate ?? DateTime.MinValue;
            var delTCArr = DbContext.trade_cash.Where(O => tradeCashIds.Contains(O.id));
            if (delTCArr.Any())
            {
                delTCArr.ToList().ForEach(O => { O.ValidState = "InValid"; O.Status = TradeCashStatusEnum.已执行; O.OptDate = DateTime.Now; O.IsDeleted = true; });
                mindate = delTCArr.Min(O => (DateTime?)O.ValueDate).GetValueOrDefault();
            }
            var trList = DbContext.trade_contract_r.Where(O => O.TradeId == tradeId && O.Type == "交易确认书").ToList();
            foreach (var item in trList)
            {
                string infoTag = "_" + item.ContractCode.Replace("_", "-") + "_" + "了结_";
                var notes = DbContext.sac_report_notes.Where(x => x.IsValid && x.InfoTag.Contains(infoTag) && x.ReportDate >= mindate).ToList();
                foreach (var note in notes)
                {
                    note.changeStatus = true;
                }
            }

            AddTradeOperationHistoryAndSetParentTradeInfo(false, trade, "交易回退");

            DbContext.SaveChanges();

            return tradeCashIds;
        }

        private List<int> BackGroupChildItemByStep(int tradeId, int tradeCashId, DateTime valueDate)
        {
            var trade = DbContext.trade.Find(tradeId);
            var tradeCashIds = new List<int>();

            var actions = new List<string>()
            {
                "系统操作-行权费",
                "系统操作-平仓费",
                "系统操作-票息",
                "系统操作-互换"
            };
            var tradeCash = DbContext.trade_cash.Find(tradeCashId);
            var eodTrade = DbContext.eod_trade.Where(O => O.TradeId == tradeId && O.ValueDate == trade.TradeDate).FirstOrDefault();
            var originTrade = eodTrade?.trade;
            if (originTrade == null)
            {
                originTrade = trade;
            }

            if (tradeCash == null)
            {
                throw new ServiceException("未查询到该交易的了结记录,不可回退");
            }

            trade.Notional = tradeCash.Notional;
            if (trade.TradeType == "现金流交易")
            {
                if (tradeCash.UnwindType == "全部平仓")
                {
                    trade.StockEqvNotional = tradeCash.Notional;
                }
                else
                {
                    trade.StockEqvNotional = trade.StockEqvNotional + tradeCash.UnwindNotional.Value;
                }
            }
            else
            {
                if (trade.TradeType == "远期" && PS.Config.ErpElement.ForwardTradePriceModel == 0 && !string.IsNullOrWhiteSpace(trade.BasisUnderlyingCode))
                {
                    trade.StockEqvNotional += TradeHelper.GetStockEqvNotional(tradeCash.UnwindNotional / trade.OriginalNotional * trade.OriginalStockEqvNotional, trade.ParticipationRate, trade.AnnualizeFactor);
                }
                else
                {
                    trade.StockEqvNotional = TradeHelper.GetStockEqvNotional(trade.Notional * trade.SpotPrice, trade.ParticipationRate, trade.AnnualizeFactor);
                }
            }
            valueDate = tradeCash.ValueDate;
            tradeCashIds.Add(tradeCash.id);

            //分步回退时将倒数第二条平仓记录赋值给trade
            var lastSecondTradeCash = DbContext.trade_cash.Where(x => x.TradeId == tradeId && x.id != tradeCash.id && x.ValidState != "InValid" && !x.IsDeleted).OrderByDescending(x => x.id).FirstOrDefault();
            if (lastSecondTradeCash != null && lastSecondTradeCash.Action == "系统操作-平仓费")
            {
                trade.UnWindDate = lastSecondTradeCash.ValueDate;
                trade.FinalPrice = lastSecondTradeCash.FinalPrice;
                trade.UnWindNotional = lastSecondTradeCash.UnwindNotional;
                trade.UnWindPrice = lastSecondTradeCash.UnwindPrice;
                trade.HasPartialUnWind = 1;
            }
            else
            {
                trade.UnWindDate = null;
                trade.FinalPrice = null;
                trade.UnWindNotional = null;
                trade.UnWindPrice = null;
                trade.HasPartialUnWind = null;
            }

            trade.TradeAmount = trade.Notional;
            var varietyList = VarietyBLL.GetAllvarietyModel();
            if (!string.IsNullOrWhiteSpace(trade.UnderlyingAssetClass))
            {
                var variety = varietyList.FirstOrDefault(O => O.VarietyName == trade.UnderlyingAssetClass);
                if (variety != null)
                {
                    trade.TradeUnit = variety.TradeUnit;
                    trade.TradeAmount /= variety.CountRatio;
                }
            }

            trade.CheckStatus = null;
            trade.OptId = UserId;
            trade.OptName = UserName;
            trade.OptDate = DateTime.Now;
            trade.TradeStatus = ConsTrade.确认成交;
            trade.ProcessOrderId = 0;
            trade.ProcessOptDate = null;
            trade.ProcessStatus = null;
            trade.DividendDate = new DateTime(2000, 1, 1);

            DateTime mindate = trade.TradeDate ?? DateTime.MinValue;
            var delTCArr = DbContext.trade_cash.Where(O => tradeCashIds.Contains(O.id));
            if (delTCArr.Any())
            {
                delTCArr.ToList().ForEach(O => { O.ValidState = "InValid"; O.Status = TradeCashStatusEnum.已执行; O.OptDate = DateTime.Now; O.IsDeleted = true; });
                mindate = delTCArr.Min(O => (DateTime?)O.ValueDate).GetValueOrDefault();
            }
            var trList = DbContext.trade_contract_r.Where(O => O.TradeId == tradeId && O.Type == "交易确认书").ToArray();
            foreach (var item in trList)
            {
                string infoTag = "_" + item.ContractCode.Replace("_", "-") + "_" + "了结_";
                var notes = (from note in DbContext.sac_report_notes
                             where
                                note.IsValid &&
                                note.InfoTag.Contains(infoTag) &&
                                note.ReportDate >= mindate
                             select note);
                foreach (var note in notes)
                {
                    note.changeStatus = true;
                }
            }

            AddTradeOperationHistoryAndSetParentTradeInfo(false, trade, "交易回退");

            DbContext.SaveChanges();

            return tradeCashIds;
        }

        #endregion
    }

    public enum TradeBackActionEnum
    {
        backTrade,
        backTradeStepped,
        EditMaturityDate
    }
}