using YLErp.BLL.Calculation;
using YLErp.Enums;
using YLErp.Helpers;
using YLErp.Modules;
using YLErp.Modules.DataProviderModule;
using YLErp.Modules.MarginModule;
using YLErp.QdpModule;

namespace YLErp.BLL.MarginCalculation
{
    /// <summary>
    /// 格林大华
    /// </summary>
    public class GLDHMarginCalculation : MarginCalculationBase
    {
        // 定义一个静态变量来保存类的实例
        public static readonly GLDHMarginCalculation Instance;

        static GLDHMarginCalculation()
        {
            Instance = new GLDHMarginCalculation();
        }

        // 定义私有构造函数，使外界不能创建该类实例
        private GLDHMarginCalculation()
        {
        }

        public override List<trade_span> RunMarginCalculation(RunMarginCalculationReq req)
        {
            var resultList = new List<trade_span>();

            if (req.CalcMarginType == Enums.CalcMarginTypeEnum.InitialMargin)
            {
                resultList = calcInitialMargin(req);
            }
            else
            {
                resultList = calcPositionMargin(req);
            }


            return resultList;
        }
        /// <summary>
        /// 初始预付金
        /// </summary>
        /// <param name="req"></param>
        /// <returns></returns>
        private List<trade_span> calcInitialMargin(RunMarginCalculationReq req)
        {
            Dictionary<int, trade_span> resultMap = new Dictionary<int, trade_span>();
            var _helper = new RunMarginCalculationHelper(req, _underlyingDataProvider);
            var marginProvider = _helper.GetMarginParamProvider(Modules.MarginModule.MarginParamTypeEnum.MarginRate);

            var tradeTypes = new List<string>() { "远期", "收益互换" };
            var forword = req.tradeList.Where(O => O.TradeType == "远期");
            foreach (var item in forword)
            {
                var margin =
                    item.Notional * (item.SpotPrice ?? 0)
                    * (marginProvider.TryGetMarginRate(item.UnderlyingCode, out var m) ? m : 0);
                var sp = _helper.CreateTradeSpan(item).SetAllSpvAndWorst(margin);
                LogFactory.GetLogger<MarginCalculationBase>().Debug($"{margin}={item.Notional}*{item.SpotPrice}* {(marginProvider.TryGetMarginRate(item.UnderlyingCode, out var ms) ? ms : 0)})");

                sp.SetWorstCastClientPayable();

                resultMap[sp.TradeId] = sp;
            }

            var swap = req.tradeList.Where(O => O.TradeType == "收益互换");
            tradeBLL.SetFieldsByTradeType(swap);
            foreach (var item in swap)
            {
                var rate = (item.trade_swap?.GetMarginRate ?? 0) - (item.trade_swap?.PayMarginRate ?? 0);
                var margin = 0d;
                if (rate > 0)
                {
                    margin =
                       item.StockEqvNotional
                       * rate;
                    var client = DataCacheProvider.GetClientDataSource().GetData(item.ClientId);
                    var clientLevel = DataCacheProvider.GetClientLevelDataSource().GetData(client.LevelId ?? 0);
                    var clientRatio = clientLevel?.Ratio ?? 1.0;
                    margin *= clientRatio;
                }
                var sp = _helper.CreateTradeSpan(item).SetAllSpvAndWorst(margin);
                sp.SetWorstCastClientPayable();

                resultMap[sp.TradeId] = sp;
            }


            //所有客户买入的交易都不收取预付金,包含买入单腿,跨式期权,风险反转期权以及其他多腿组合期权(买入牛市价差或熊市价差时,卖出的那条腿也不收取预付金)
            var sellList = req.tradeList.Where(O => !tradeTypes.Contains(O.TradeType) && O.BuySell == "卖出");
            foreach (var item in sellList)
            {
                var sp = _helper.CreateTradeSpan(item).SetAllSpvAndWorst(0);
                sp.SetWorstCastClientPayable();
                resultMap[sp.TradeId] = sp;
            }

            var buyList = req.tradeList.Where(O => !tradeTypes.Contains(O.TradeType) && !resultMap.Keys.Contains(O.id));
            var calcReq =
                _helper.GetCalculateRisksForTradesReq(
                    req.PriceProvider,
                    null,
                    null,
                    Qdp.Pricing.Base.Implementations.PricingRequest.Delta);
            calcReq.tradeList = buyList;
            var tradeRiskResult = CalculatorHelper.CalculateRisksForTrades(calcReq);

            //客户卖出跨式期权
            //初始预付金 = max(D1,D2)×S×交易所期货预付金率×数量;
            //其中 D1，D2 分别为跨式期权两腿的 Delta 绝对值。
            var tradeIds = buyList.Where(O => (O.StructureType ?? O.TradeType).Contains("跨式") && O.BuySell == "买入").Select(O => O.id);
            var resultDict = tradeRiskResult.Results.Where(O => tradeIds.Contains(O.Trade.id)).GroupBy(O => O.Trade.ParentTradeId).ToDictionary(K => K.Key, V => V.ToList());
            foreach (var item in resultDict)
            {
                var margin =
                    item.Value
                    .Max(O => Math.Abs(O.ValueResult.DeltaCash)
                    * (marginProvider.TryGetMarginRate(O.Trade.UnderlyingCode, out var m) ? m : 0));
                var sp = _helper.CreateTradeSpan(item.Value[0].Trade).SetAllSpvAndWorst(margin);
                sp.SetWorstCastClientPayable();
                resultMap[item.Value[0].Trade.id] = sp;
                for (int i = 1; i < item.Value.Count; i++)
                {
                    sp = _helper.CreateTradeSpan(item.Value[i].Trade).SetAllSpvAndWorst(0);
                    sp.SetWorstCastClientPayable();
                    resultMap[item.Value[i].Trade.id] = sp;
                }
            }

            //客户卖出单腿期权
            //初始预付金 = D×S×交易所期货预付金率×数量;
            tradeIds = buyList.Where(O => !((O.StructureType ?? O.TradeType).Contains("跨式")) && O.BuySell == "买入").Select(O => O.id);
            var resultList = tradeRiskResult.Results.Where(O => tradeIds.Contains(O.Trade.id));
            resultList.ToList().ForEach(O =>
            {
                var margin = Math.Abs(O.ValueResult.DeltaCash * (marginProvider.TryGetMarginRate(O.Trade.UnderlyingCode, out var m) ? m : 0));
                LogFactory.GetLogger<MarginCalculationBase>().Info("初始预付金 = D×S×交易所期货预付金率×数量;");
                LogFactory.GetLogger<MarginCalculationBase>().Info($"{margin}=Math.Abs({O.ValueResult.DeltaCash} * {(marginProvider.TryGetMarginRate(O.Trade.UnderlyingCode, out var ms) ? ms : 0)})");
                var sp = _helper.CreateTradeSpan(O.Trade).SetAllSpvAndWorst(margin);
                sp.SetWorstCastClientPayable();
                resultMap[sp.TradeId] = sp;
            });

            return resultMap.Values.ToList();
        }
        /// <summary>
        /// 计算每笔预付金
        /// </summary>
        /// <param name="req"></param>
        /// <returns></returns>
        private List<trade_span> calcPositionMargin(RunMarginCalculationReq req)
        {
            var resultMap = new Dictionary<int, trade_span>();
            var tradeTypes = new List<string>() { "远期", "收益互换" };
            //结算s
            req.PriceProvider = new EodPriceProvider(req.settleDate).GetPriceProvider(SettlementTypeEnum.SettlePrice);
            //收盘
            var closePriceProvider = new EodPriceProvider(req.settleDate).GetPriceProvider(SettlementTypeEnum.ClosePrice);
            var _helper = new RunMarginCalculationHelper(req, _underlyingDataProvider);
            var marginProvider = _helper.GetMarginParamProvider(Modules.MarginModule.MarginParamTypeEnum.MarginRate);
            //获取涨跌停价格字典
            _helper.GetUpDownLimitPrices(out var upPrices, out var downPrices);
            //获取持仓波动率字典
            _helper.GetUpDownVolRateDic(out var upVolRateDic, out _);

            var clientGroup = req.tradeList.GroupBy(O => new { O.ClientId, O.UnderlyingCode }).ToDictionary(K => K.Key, V => V.ToList());
            foreach (var item in clientGroup)
            {
                var forword = req.tradeList.Where(O => O.TradeType == "远期");
                foreach (var t in forword)
                {
                    var margin =
                        t.Notional * (t.SpotPrice ?? 0)
                        * (marginProvider.TryGetMarginRate(t.UnderlyingCode, out var m) ? m : 0);
                    LogFactory.GetLogger<MarginCalculationBase>().Info($"该交易{t.TradeNumber}id{t.id};远期" +
                        $"{margin} ={t.Notional * (t.SpotPrice ?? 0) * (marginProvider.TryGetMarginRate(t.UnderlyingCode, out var s) ? s : 0)}");

                    var sp = _helper.CreateTradeSpan(t).SetAllSpvAndWorst(margin);
                    sp.SetWorstCastClientPayable();
                    resultMap[sp.TradeId] = sp;
                }
                var swap = req.tradeList.Where(O => O.TradeType == "收益互换");
                tradeBLL.SetFieldsByTradeType(swap);
                foreach (var t in swap)
                {
                    var rate = (t.trade_swap?.GetMarginRate ?? 0) - (t.trade_swap?.PayMarginRate ?? 0);
                    var margin = 0d;
                    if (rate > 0)
                    {
                        margin =
                           t.StockEqvNotional
                           * (marginProvider.TryGetMarginRate(t.UnderlyingCode, out var m) ? m : 0);
                        LogFactory.GetLogger<MarginCalculationBase>().Info($"该交易{t.TradeNumber}id{t.id}收益互换{margin}");


                        var client = DataCacheProvider.GetClientDataSource().GetData(t.ClientId);
                        var clientLevel = DataCacheProvider.GetClientLevelDataSource().GetData(client.LevelId ?? 0);
                        var clientRatio = clientLevel?.Ratio ?? 1.0;
                        margin *= clientRatio;
                        LogFactory.GetLogger<MarginCalculationBase>().Info($"该交易 margin *= clientRatio  {t.TradeNumber}  id{t.id}收益互换{margin}");
                    }
                    var sp = _helper.CreateTradeSpan(t).SetAllSpvAndWorst(margin);
                    sp.SetWorstCastClientPayable();
                    resultMap[sp.TradeId] = sp;
                }
                /*计算总维持预付金时，先分标的计算，再进行汇总计算。
                 * 如果客户在标的 i 上只有买权合约，则该标的不计入预付金计算范围；
                 * 如果客户在在标的 i 上有卖权合约，则该标的的所有合约都纳入预付金计算范围。
                 */
                var option = item.Value.Where(O => !tradeTypes.Contains(O.TradeType));
                if (option.All(O => O.BuySell == "卖出"))
                {
                    foreach (var t in option)
                    {
                        var sp = _helper.CreateTradeSpan(t).SetAllSpvAndWorst(0);
                        sp.SetWorstCastClientPayable();
                        resultMap[sp.TradeId] = sp;
                    }
                }
                else
                {
                    var prices = new Dictionary<int, Dictionary<string, double>>();
                    var umCodeList = option.Select(O => O.UnderlyingCode).ToHashSet();
                    foreach (var code in umCodeList)
                    {
                        prices[1] = new Dictionary<string, double>();
                        prices[2] = new Dictionary<string, double>();
                        prices[3] = new Dictionary<string, double>();
                        prices[4] = new Dictionary<string, double>();
                        prices[5] = new Dictionary<string, double>();
                        prices[6] = new Dictionary<string, double>();
                        prices[7] = new Dictionary<string, double>();
                        prices[8] = new Dictionary<string, double>();
                        var upPrice = upPrices.GetPrice(code);
                        var downPrice = downPrices.GetPrice(code);
                        LogFactory.GetLogger<MarginCalculationBase>().Info($"涨跌价格:{upPrice} {downPrice}");
                        var interval = (upPrice - downPrice) / 6;

                        var settlePrice = req.PriceProvider.GetPrice(code);
                        LogFactory.GetLogger<MarginCalculationBase>().Info($"settlePrice:{settlePrice}      interval:=(upPrice - downPrice) / 6={interval}={(upPrice - downPrice)} / {6}");
                        prices[1][code] = settlePrice - 3 * interval;
                        LogFactory.GetLogger<MarginCalculationBase>().Info($"格林持仓预付金1:prices[1][{code}] = settlePrice - 3 * interval;{prices[1][code]}={settlePrice}- 3 * {interval}");
                        prices[2][code] = settlePrice - 2 * interval;
                        LogFactory.GetLogger<MarginCalculationBase>().Info($"格林持仓预付金2:prices[2][{code}] = settlePrice - 2 * interval:{prices[2][code]}={settlePrice}- 2 * {interval}");
                        prices[3][code] = settlePrice - 1 * interval;
                        LogFactory.GetLogger<MarginCalculationBase>().Info($"格林持仓预付金3:prices[3][{code}] = settlePrice - 1 * interval:{prices[3][code]}={settlePrice}- 1 * {interval}");
                        prices[4][code] = settlePrice;
                        LogFactory.GetLogger<MarginCalculationBase>().Info($"格林持仓预付金4:prices[4][{code}] = settlePrice:{prices[4][code] = settlePrice}");
                        prices[5][code] = settlePrice + 1 * interval;
                        LogFactory.GetLogger<MarginCalculationBase>().Info($"格林持仓预付金5:prices[5][{code}] = settlePrice - 1 * interval:{prices[5][code]}={settlePrice}+ 1 * {interval}");
                        prices[6][code] = settlePrice + 2 * interval;
                        LogFactory.GetLogger<MarginCalculationBase>().Info($"格林持仓预付金6:prices[6][{code}] = settlePrice - 2 * interval:{prices[6][code]}={settlePrice}+ 2 * {interval}");
                        prices[7][code] = settlePrice + 3 * interval;
                        LogFactory.GetLogger<MarginCalculationBase>().Info($"格林持仓预付金7:prices[7][{code}] = settlePrice - 3 * interval:{prices[7][code]} ={settlePrice}+3 * {interval}");
                        prices[8][code] = closePriceProvider.GetPrice(code);
                        LogFactory.GetLogger<MarginCalculationBase>().Info($"格林持仓预付金8收盘价算Detal:{prices[8][code] = closePriceProvider.GetPrice(code)}");
                    }
                    foreach (var p in prices)
                    {
                        var tradeRiskResult = CalculatorHelper.CalculateRisksForTrades(
                            valueDate: req.settleDate,
                            calcScenario: req.GetCalcScenario(),
                            tradeList: item.Value,
                            priceProvider: new ManualPriceProvider(p.Value),
                            pricingRequest: QdpPricingRequest.BASIC_PRICING,
                            addVolRateDic: p.Key < 8 ? upVolRateDic : null, //1~7为PM,波动率应当上浮,第8个为DM,波动率不用变化
                            volType: req.volType,
                            isUseTradeVol: PS.Config.IsTradeVol,
                            preciseTimeMode: req.CalcMarginType != CalcMarginTypeEnum.EodMargin,
                            isAddVolPercent: true);
                        foreach (var risk in tradeRiskResult.Results)
                        {
                            var code = risk.Trade.UnderlyingCode;
                            var pric = p.Value[risk.Trade.UnderlyingCode];
                            LogFactory.GetLogger<MarginCalculationBase>().Info($"格林持仓预付金该交易编号：{risk.Trade.TradeNumber}  id：{risk.Trade.id}标的：{code} 交易价格为：{pric}");
                            if (!resultMap.TryGetValue(risk.Trade.id, out var tradeSpan))
                            {
                                resultMap[risk.Trade.id] = tradeSpan = _helper.CreateTradeSpan(risk.Trade);
                            }

                            switch (p.Key)
                            {
                                case 1:
                                    tradeSpan.Spv1 = risk.ValueResult.Pv;
                                    LogFactory.GetLogger<MarginCalculationBase>().Info($"格林持仓预付金该交易的PV1为：{tradeSpan.Spv1}");
                                    break;
                                case 2:
                                    tradeSpan.Spv2 = risk.ValueResult.Pv;
                                    LogFactory.GetLogger<MarginCalculationBase>().Info($"格林持仓预付金该交易的PV2为：{tradeSpan.Spv2}");
                                    break;
                                case 3:
                                    tradeSpan.Spv3 = risk.ValueResult.Pv;
                                    LogFactory.GetLogger<MarginCalculationBase>().Info($"格林持仓预付金该交易的PV3为：{tradeSpan.Spv3}");
                                    break;
                                case 4:
                                    tradeSpan.Spv4 = risk.ValueResult.Pv;
                                    LogFactory.GetLogger<MarginCalculationBase>().Info($"格林持仓预付金该交易的PV4为：{tradeSpan.Spv4}");
                                    break;
                                case 5:
                                    tradeSpan.Spv5 = risk.ValueResult.Pv;
                                    LogFactory.GetLogger<MarginCalculationBase>().Info($"格林持仓预付金该交易的PV5为：{tradeSpan.Spv5}");
                                    break;
                                case 6:
                                    tradeSpan.Spv6 = risk.ValueResult.Pv;
                                    LogFactory.GetLogger<MarginCalculationBase>().Info($"格林持仓预付金该交易的PV6为：{tradeSpan.Spv6}");
                                    break;
                                case 7:
                                    tradeSpan.Spv7 = risk.ValueResult.Pv;
                                    LogFactory.GetLogger<MarginCalculationBase>().Info($"格林持仓预付金该交易的PV7为：{tradeSpan.Spv7}");
                                    break;
                                case 8:
                                    tradeSpan.Spv8 = risk.ValueResult.Pv;
                                    LogFactory.GetLogger<MarginCalculationBase>().Info($"格林持仓预付金该交易的PV8为：{tradeSpan.Spv8}");
                                    tradeSpan.DeltaMargin = risk.ValueResult.DeltaCash;
                                    break;
                                default:
                                    break;
                            }
                            //第八个pv不参与pm计算
                            if (p.Key < 8)
                            {
                                tradeSpan.SetWorstCastClientPayable();
                            }
                        }
                    }
                }
            }
            return resultMap.Values.ToList();
        }

        /// <summary>
        /// 计算每个客户预付金
        /// </summary>
        /// <param name="req"></param>
        /// <returns></returns>
        public override List<trade_span> CalcClientMargin(CalcClientMarginReq req)
        {
            var clientSpanNews = new List<ClientSpan>();
            var _mpProvider = new MarginParamProvider(req.UserInfo, req.settleDate);

            using (var db = new YLContext())
            {
                if (req.tradeSpans != null && req.tradeSpans.Count > 0)
                {
                    var tradeIds = req.tradeSpans.Select(t => t.TradeId).ToList();
                    var tradeList = db.trade.AsNoTracking().Where(t => tradeIds.Contains(t.id)).ToList();
                    var tradeSpanInfo = (from tradeSpan in req.tradeSpans
                                         join trade in tradeList on tradeSpan.TradeId equals trade.id
                                         where tradeSpan.ValueDate == req.settleDate
                                         select new { trade, tradeSpan }).ToList();

                    var umCode = tradeList.Select(O => O.UnderlyingCode).ToHashSet();
                    var marginProvider = _mpProvider.Initialize(umCode, MarginParamTypeEnum.MarginRate);

                    var clientGroups = tradeSpanInfo.GroupBy(t => t.trade.ClientId);
                    foreach (var item in clientGroups)
                    {
                        var tradeTypes = new List<string>() { "远期", "收益互换" };
                        var forword = item.Where(O => O.trade.TradeType == "远期");
                        var swap = item.Where(O => O.trade.TradeType == "收益互换");

                        var worstCastClientPayable_forward = -forword.Sum(O => O.tradeSpan.WorstCastClientPayable ?? 0);
                        LogFactory.GetLogger<MarginCalculationBase>().Info($"格林维持预付金远期为：{worstCastClientPayable_forward}");
                        var worstCastClientPayable_swap = -swap.Sum(O => O.tradeSpan.WorstCastClientPayable ?? 0);
                        LogFactory.GetLogger<MarginCalculationBase>().Info($"格林维持预付金收益互换为：{worstCastClientPayable_swap}");
                        var worstCastClientPayable_option = 0d;

                        var option = item.Where(O => !tradeTypes.Contains(O.trade.TradeType));
                        if (option.Any(O => O.trade.BuySell == "买入"))
                        {
                            var dm = option.Sum(O =>
                            {
                                var margin = (marginProvider.TryGetMarginRate(O.trade.UnderlyingCode, out var m) ? m : 0);
                                var a = Math.Abs((O.tradeSpan.DeltaMargin ?? 0) * margin) - O.tradeSpan.Spv8 ?? 0;
                                LogFactory.GetLogger<MarginCalculationBase>().Info($"格林维持保证的dm为：{a}");
                                return Math.Abs((O.tradeSpan.DeltaMargin ?? 0) * margin) - O.tradeSpan.Spv8 ?? 0;
                            });

                            dm = Math.Max(dm, 0);
                            LogFactory.GetLogger<MarginCalculationBase>().Info($"格林维持保证最大的dm：{dm}");
                            //计算标的 i 在上 7 种情形下客户持仓的持仓价值 MVi,k(k=1,2,3…7)（客户卖出期权，期权价值取负值），
                            //则客户在标的 i 上隔日最大亏损 Li = －min(Vi,k)，对第 i 个标的取维持预付金 PMi = Max(Li,0);
                            //var pm = option.GroupBy(O => O.trade.UnderlyingCode).Sum(O => Math.Max(O.Sum(B => B.tradeSpan.WorstCastClientPayable ?? 0), 0));
                            var underlyingGroup = option.GroupBy(O => O.trade.UnderlyingCode);
                            var pmList = new List<double>();
                            foreach (var unItem in underlyingGroup)
                            {
                                var list = new List<double>()
                                {
                                    unItem.Sum(O => O.tradeSpan.Spv1??0),
                                    unItem.Sum(O => O.tradeSpan.Spv2??0),
                                    unItem.Sum(O => O.tradeSpan.Spv3??0),
                                    unItem.Sum(O => O.tradeSpan.Spv4??0),
                                    unItem.Sum(O => O.tradeSpan.Spv5??0),
                                    unItem.Sum(O => O.tradeSpan.Spv6??0),
                                    unItem.Sum(O => O.tradeSpan.Spv7??0),
                                }; LogFactory.GetLogger<MarginCalculationBase>().Info($"格林维持预付金 7 种情形下客户持仓值为1：" +
                                   $"{unItem.Sum(O => O.tradeSpan.Spv1 ?? 0)}" +
                                   "  2:" + $"{unItem.Sum(O => O.tradeSpan.Spv2 ?? 0)}" +
                                   "  3:" + $"{unItem.Sum(O => O.tradeSpan.Spv3 ?? 0)}" +
                                   "  4:" + $"{unItem.Sum(O => O.tradeSpan.Spv4 ?? 0)}" +
                                   "  5:" + $"{unItem.Sum(O => O.tradeSpan.Spv5 ?? 0)}" +
                                   "  6:" + $"{unItem.Sum(O => O.tradeSpan.Spv6 ?? 0)}" +
                                   "  7:" + $"{unItem.Sum(O => O.tradeSpan.Spv7 ?? 0)} 代码角度若为卖出期权则为负数(-min)所以最小的加-则为正数");
                                var pmi = list.Max(O => O);
                                LogFactory.GetLogger<MarginCalculationBase>().Info($"格林维持预付金PM为Max(Li,0){pmi}");
                                pmList.Add(pmi);
                            }

                            var pm = pmList.Sum();

                            worstCastClientPayable_option = Math.Max(dm, pm);

                            LogFactory.GetLogger<MarginCalculationBase>().Info($"格林维持保证标的i维持预付金M=Max(dm，pm){worstCastClientPayable_option}={Math.Max(dm, pm)}");
                            LogFactory.GetLogger<MarginCalculationBase>().Info($"格林维持保证标的i维持预付金M=Max(dm，pm){worstCastClientPayable_option}");
                            #region 更新tradeSpan，使得每笔交易的持仓预付金和客户预付金计算用的Spv组保持一致

                            var sumDelta = option.Sum(O => Math.Abs(O.tradeSpan.DeltaMargin ?? 0));
                            tradeIds = option.Select(x => x.trade.id).ToList();
                            var tradeSpansUpdate = db.trade_span.Where(x => tradeIds.Contains(x.TradeId) && x.ClientId == item.Key && x.ValueDate == req.settleDate).ToList();
                            var tradeSpansReq = req.tradeSpans.Where(x => tradeIds.Contains(x.TradeId) && x.ClientId == item.Key && x.ValueDate == req.settleDate).ToList();

                            tradeSpansUpdate.ForEach(x => x.WorstCastClientPayable = worstCastClientPayable_option * Math.Abs(x.DeltaMargin ?? 0) / sumDelta);
                            tradeSpansReq.ForEach(x => x.WorstCastClientPayable = worstCastClientPayable_option * Math.Abs(x.DeltaMargin ?? 0) / sumDelta);

                            #endregion
                        }
                        var worstCastClientPayable = -worstCastClientPayable_option + worstCastClientPayable_forward + worstCastClientPayable_swap;
                        LogFactory.GetLogger<MarginCalculationBase>().Info($"{worstCastClientPayable = -worstCastClientPayable_option + worstCastClientPayable_forward + worstCastClientPayable_swap}");
                        var clientSpan = new ClientSpan
                        {
                            ClientId = item.Key,
                            ValueDate = req.settleDate,
                            Spv1 = worstCastClientPayable,
                            Spv2 = worstCastClientPayable,
                            Spv3 = worstCastClientPayable,
                            Spv4 = worstCastClientPayable,
                            //负数代表客户应缴预付金，正数代表客户应收预付金
                            WorstCastClientPayable = worstCastClientPayable,
                            SwapWorstCastClientPayable = worstCastClientPayable_swap,
                            MySideMargin = worstCastClientPayable,
                            OptId = req.userId,
                            OptName = req.userName,
                            OptDate = DateTime.Now,
                            SpanType = req.SpanType,
                            AdditionalWorstCastClientPayable = req.clientAdditionalMarginDic != null
                                && req.clientAdditionalMarginDic.TryGetValue(item.Key, out var dd) ? dd : 0
                        };
                        clientSpanNews.Add(clientSpan);
                    }
                }
                //span类型为实时删除所有实时计算的交易的预付金信息
                if (req.SpanType == ClientSpan.SpanType_RealTime)
                {
                    if (req.RefreshClientIds != null)
                    {
                        db.BulkDelete<ClientSpan>($"{nameof(ClientSpan.ClientId)} in @ids", new { ids = req.RefreshClientIds });
                    }
                    else
                    {
                        db.BulkDelete<ClientSpan>($"{nameof(ClientSpan.SpanType)}={req.SpanType}");
                    }
                }
                else
                {
                    if (req.ClientIds != null)
                    {
                        var sql = $"{nameof(ClientSpan.ClientId)} in @ids and {nameof(ClientSpan.ValueDate)}='{req.settleDate.ToSqlDate()}' and {nameof(ClientSpan.SpanType)}={req.SpanType} and {nameof(ClientSpan.ModifiedFlag)}=0";
                        db.BulkDelete<ClientSpan>(sql, new { ids = req.ClientIds });
                    }
                    else
                    {
                        var sql = $"{nameof(ClientSpan.ValueDate)}='{req.settleDate.ToSqlDate()}' and {nameof(ClientSpan.SpanType)}={req.SpanType} and {nameof(ClientSpan.ModifiedFlag)}=0";
                        db.BulkDelete<ClientSpan>(sql);
                    }
                    var clientSpanOldsWithFlag = db.client_span.Where(t => t.ValueDate == req.settleDate && t.SpanType == req.SpanType && t.ModifiedFlag)
                        .Select(n => new { n.ValueDate, n.ClientId }).ToList();
                    //筛选出可以修改的clientSpan
                    clientSpanNews = clientSpanNews.Where(c => !clientSpanOldsWithFlag.Any(t => t.ValueDate == c.ValueDate && t.ClientId == c.ClientId)).ToList();
                }
                if (clientSpanNews.Count > 0)
                {
                    //MySqlBulkExtensions.BulkInsert(db, clientSpanNews);
                    db.client_span.AddRange(clientSpanNews);
                }
                db.SaveChanges();
            }
            return req.tradeSpans;
        }
        public override double GetTradeMargin(GetTradeMarginReq req)
        {
            var trade = req.trade;
            using (YLContext db = new YLContext())
            {
                if (trade.TradeType == "结构化交易")
                {
                    trade.SubTrades = db.trade.Where(x => x.ParentTradeId == trade.id).ToList();
                }
            }
            var tradeMargin = RunMarginCalculation(req.GetRunMarginCalculationReq());
            if (null != tradeMargin)
            {
                return tradeMargin.FirstOrDefault()?.WorstCastClientPayable ?? 0.0;
            }
            return 0.0;
        }
    }
}