using YLErp.BLL.Calculation;
using YLErp.Configuration;
using YLErp.DBModels.Enums;
using YLErp.DBModels.Helpers;
using YLErp.Enums;
using YLErp.Model;
using YLErp.Modules;
using YLErp.Modules.CalculationModule;
using YLErp.Modules.TradeModule;
using YLErp.QdpModule;

namespace YLErp.BLL.MarginCalculation
{
    /// <summary>
    /// 
    /// </summary>
    public static class MarginDefault
    {
        /// <summary>
        /// 计算日终预付金
        /// </summary>
        public static List<trade_span> RunMarginCalculation(RunMarginCalculationReq req)
        {
            var result = new List<trade_span>();
            var eodTradeids = new YLContext().eod_trade_risk_manual.Where(x => x.ValueDate == req.settleDate && x.Margin != null && string.IsNullOrEmpty(x.VolType)).Select(x => x.TradeId);
            var tempTradeList = req.tradeList.Where(O => eodTradeids.Contains(O.id)).ToList();
            if (tempTradeList.Any() && PS.Config.Company != CompanyEnum.广期资本)
            {
                result = EodtraderiskmanualCalculation(req.Clone(tempTradeList));
            }
            tempTradeList = req.tradeList.Where(O => O.TradeType == "现金流交易" && !eodTradeids.Contains(O.id)).ToList();
            if (tempTradeList.Any())
            {
                result.AddRange(cashflowMarginCalculation(req.Clone(tempTradeList)));
            }
            tempTradeList = req.tradeList.Where(O => O.TradeType != "现金流交易" && O.MarginType != MarginTypeEnum.DEFAULT && !eodTradeids.Contains(O.id)).ToList();
            if (tempTradeList.Any())
            {
                result.AddRange(SingleMarginCalculation(req.Clone(tempTradeList)));
            }
            //if(PS.Config.ErpElement.SecuritiesEnvironment ){ 
            //    tempTradeList = req.tradeList.Where(O => O.TradeType == "收益互换" && !eodTradeids.Contains(O.id)).ToList();
            //    if (tempTradeList.Any())
            //    {
            //        result.AddRange(SwapTradeMarginCalculation(req.Clone(tempTradeList)));
            //    }
            //}            
            tempTradeList = req.tradeList.Where(O => O.TradeType != "现金流交易" && O.MarginType == MarginTypeEnum.DEFAULT && !eodTradeids.Contains(O.id)).ToList();
            if (PS.Config.Company == CompanyEnum.广期资本)
            {
                tempTradeList = req.tradeList.Where(O => O.TradeType != "现金流交易" && O.MarginType == MarginTypeEnum.DEFAULT).ToList();
            }
            if (tempTradeList.Any())
            {
                switch (PS.Config.Company)
                {
                    case CompanyEnum.渤海:
                    case CompanyEnum.安粮:
                        result.AddRange(BHRSMarginCalculation.Instance.RunMarginCalculation(req.Clone(tempTradeList)));
                        break;
                    case CompanyEnum.申万:
                        result.AddRange(SYWGMarginCalculation.Instance.RunMarginCalculation(req.Clone(tempTradeList)));
                        break;
                    case CompanyEnum.方顿:
                        result.AddRange(FDMarginCalculation.Instance.RunMarginCalculation(req.Clone(tempTradeList)));
                        break;
                    case CompanyEnum.茂川资本:
                        result.AddRange(MaoChuanMarginCalculation.Instance.RunMarginCalculation(req.Clone(tempTradeList)));
                        break;
                    case CompanyEnum.宏源:
                        result.AddRange(HongYuanMarginCalculation.Instance.RunMarginCalculation(req.Clone(tempTradeList)));
                        break;
                    case CompanyEnum.中财资本:
                        result.AddRange(ZhongCaiMarginCalculation.Instance.RunMarginCalculation(req.Clone(tempTradeList)));
                        break;
                    case CompanyEnum.上期资本:
                        result.AddRange(SQMarginCalculation.Instance.RunMarginCalculation(req.Clone(tempTradeList)));
                        break;
                    case CompanyEnum.伴兴:
                        result.AddRange(BXMarginCalculation.Instance.RunMarginCalculation(req.Clone(tempTradeList)));
                        break;
                    case CompanyEnum.海通:
                        result.AddRange(HaiTongMarginCalculation.Instance.RunMarginCalculation(req.Clone(tempTradeList)));
                        break;
                    case CompanyEnum.瑞达:
                        result.AddRange(RDMarginCalculation.Instance.RunMarginCalculation(req.Clone(tempTradeList)));
                        break;
                    case CompanyEnum.兴证:
                        result.AddRange(XingZhengMarginCalculation.Instance.RunMarginCalculation(req.Clone(tempTradeList)));
                        break;
                    case CompanyEnum.弘业:
                        result.AddRange(HongYeMarginCalculation.Instance.RunMarginCalculation(req.Clone(tempTradeList)));
                        break;
                    case CompanyEnum.广期资本:
                        result.AddRange(GQMarginCalculation.Instance.RunMarginCalculation(req.Clone(tempTradeList)));
                        break;
                    case CompanyEnum.中金:
                        result.AddRange(ZhongJinMarginCalculation.Instance.RunMarginCalculation(req.Clone(tempTradeList)));
                        break;
                    case CompanyEnum.厦门象屿:
                        result.AddRange(XMXYMarginCalculation.Instance.RunMarginCalculation(req.Clone(tempTradeList)));
                        break;
                    case CompanyEnum.国海:
                        result.AddRange(GuoHaiMarginCalculation.Instance.RunMarginCalculation(req.Clone(tempTradeList)));
                        break;
                    case CompanyEnum.润和:
                    case CompanyEnum.中基石化:
                        result.AddRange(DongZhengRunHeMarginCalculation.Instance.RunMarginCalculation(req.Clone(tempTradeList)));
                        break;
                    case CompanyEnum.华安:
                        result.AddRange(HuaAnMarginCalculation.Instance.RunMarginCalculation(req.Clone(tempTradeList)));
                        break;
                    case CompanyEnum.浙期:
                        result.AddRange(ZheQiMarginCalculation.Instance.RunMarginCalculation(req.Clone(tempTradeList)));
                        break;
                    case CompanyEnum.国投:
                        result.AddRange(GuoTouMarginCalculation.Instance.RunMarginCalculation(req.Clone(tempTradeList)));
                        break;
                    case CompanyEnum.湘财:
                        result.AddRange(XiangCaiMarginCalculation.Instance.RunMarginCalculation(req.Clone(tempTradeList)));
                        break;
                    case CompanyEnum.中粮:
                        result.AddRange(ZhongLiangMarginCalculation.Instance.RunMarginCalculation(req.Clone(tempTradeList)));
                        break;
                    case CompanyEnum.长江:
                        result.AddRange(ChangJiangMarginCalculation.Instance.RunMarginCalculation(req.Clone(tempTradeList)));
                        break;
                    case CompanyEnum.国信金阳:
                        result.AddRange(GuoXinJinYangMarginCalculation.Instance.RunMarginCalculation(req.Clone(tempTradeList)));
                        break;
                    case CompanyEnum.东吴:
                        result.AddRange(DongWuMarginCalculation.Instance.RunMarginCalculation(req.Clone(tempTradeList)));
                        break;
                    case CompanyEnum.格林大华:
#if DEBUG
                        result.AddRange(GLDHMarginCalculation.Instance.RunMarginCalculation(req.Clone(tempTradeList)));
                        break;
#endif
                    case CompanyEnum.国泰君安:
                    case CompanyEnum.光大光子:
                    case CompanyEnum.兴业商贸:
                        result.AddRange(GTJAMarginCalculation.Instance.RunMarginCalculation(req.Clone(tempTradeList)));
                        break;
                    case CompanyEnum.广发商贸:
                        result.AddRange(GFSMMarginCalculation.Instance.RunMarginCalculation(req.Clone(tempTradeList)));
                        break;
                    case CompanyEnum.招证:
                        result.AddRange(ZhaoZhengMarginCalculation.Instance.RunMarginCalculation(req.Clone(tempTradeList)));
                        break;
                    default:
                        result.AddRange(DefaultMarginCalculation.Instance.RunMarginCalculation(req.Clone(tempTradeList)));
                        break;
                }
            }
            foreach (var ret in result)
            {
                var trade = tempTradeList.FirstOrDefault(o => o.id == ret.TradeId);
                if (trade != null && trade.TradeType == "现金流交易")
                {
                    ret.WorstCastClientPayable = 0;
                }
            }
            return result;
        }

        private static List<trade_span> cashflowMarginCalculation(RunMarginCalculationReq runMarginCalculationReq)
        {
            List<trade_span> result = new List<trade_span>();
            runMarginCalculationReq.tradeList.ForEach(O =>
            {
                result.Add(new trade_span()
                {
                    TradeId = O.id,
                    OptDate = DateTime.Now,
                    OptId = runMarginCalculationReq.userId,
                    OptName = runMarginCalculationReq.userName,
                    ClientId = O.ClientId,
                    UnderlyingId = O.UnderlyingId,
                    UnderlyingCode = O.UnderlyingCode,
                    ValueDate = runMarginCalculationReq.settleDate,
                    Spv1 = 0,
                    Spv2 = 0,
                    Spv3 = 0,
                    Spv4 = 0,
                    Spv5 = 0,
                    Spv6 = 0,
                    Spv7 = 0,
                    Spv8 = 0,
                    Spv = 0,
                    WorstCastClientPayable = 0,
                    TwoSideMargin = 0
                });
            });
            return result;
        }

        /// <summary>
        /// 收益互换预付金计算
        /// </summary>
        /// <param name="req"></param>
        /// <returns></returns>
        private static List<trade_span> SwapTradeMarginCalculation(RunMarginCalculationReq req)
        {
            var result = new List<trade_span>();
            var clientIds = req.tradeList.Where(t => t.ParentTradeId == 0).Select(t => t.ClientId).Distinct().ToList();
            //增加clientId=0，默认为全部
            clientIds.Add(0);
            //获取客户互换预付金预警设置
            var marginRateList = new YLContext().client_marginrate.Where(t => clientIds.Contains(t.ClientId) && t.ValueDate <= req.settleDate).ToList();

            //期权详情
            tradeBLL.SetFieldsByTradeType(req.tradeList);

            foreach (var trade in req.tradeList)
            {
                //剔除多空组合子交易
                if (trade.ParentTradeId > 0) continue;
                client_marginrate clientMarginRateSet = null;
                var extendService = new TradeExtendService(req.UserInfo);
                extendService.SetTradeExtend(new[] { trade });
                //盈亏
                var profitAndLoss = 0.0;
                //计息开始日
                var swapStartDate = (trade.StartDate ?? trade.TradeDate).Value.AddDays(trade.trade_swap.IncludeFirstDay ? 1 : 0);
                //初始预付金比例
                var initMarginRate = (trade.trade_swap.GetMarginRate ?? 0) - (trade.trade_swap.PayMarginRate ?? 0);
                var initMargin = Math.Max(initMarginRate, 0) * trade.StockEqvNotional;
                //利息收入 收取 - 支付
                var interestIncome = PayoffSwapCalcService.GetExtraAmountBySwapRate(trade.ClientId, trade.TradeDate, trade.trade_swap.GetSwapTimeAndRate, swapStartDate, req.settleDate, trade.trade_swap.AnnualDays ?? 0, trade.StockEqvNotional)
                    - PayoffSwapCalcService.GetExtraAmountBySwapRate(trade.ClientId, trade.TradeDate, trade.trade_swap.PaySwapTimeAndRate, swapStartDate, req.settleDate, trade.trade_swap.AnnualDays ?? 0, trade.StockEqvNotional);
                profitAndLoss += interestIncome;


                var underlying = DataCacheProvider.GetUnderlyingDataSource().GetData(trade.UnderlyingCode);
                var costTradePrice = 0.0;
                //是否开仓是收取手续费
                if (!trade.trade_swap.IsTradePriceWhenOpen)
                {
                    costTradePrice += (trade.trade_swap.GetSingleFee ?? 0) * (trade.trade_swap.GetNotional ?? 0) / underlying.ContractSize;
                    costTradePrice += (trade.trade_swap.GetUnAnnualRate ?? 0) * trade.StockEqvNotional;

                    costTradePrice -= (trade.trade_swap.PaySingleFee ?? 0) * (trade.trade_swap.PayNotional ?? 0) / underlying.ContractSize;
                    costTradePrice -= (trade.trade_swap.PayUnAnnualRate ?? 0) * trade.StockEqvNotional;
                }
                profitAndLoss += costTradePrice;

                //多空组合
                if (SwapTypeEnum.多空组合.ToString().Equals(trade.trade_swap.SwapType))
                {
                    //标的盈亏
                    if (trade.get_trade_swap_details != null && trade.get_trade_swap_details.Count > 0)
                    {
                        trade.get_trade_swap_details.ForEach(a =>
                        {
                            profitAndLoss += (req.PriceProvider.GetPrice(a.UnderlyingCode) - (a.SpotPrice ?? 0.0)) * (a.Notional ?? 0.0) * ("空头".Equals(a.LongShort) ? -1.0 : 1.0) * (a.IsForGet ? 1 : -1);
                        });
                    }
                    //预警线
                    if (marginRateList.Any(a => a.Type.Equals("多空组合") && (a.ClientId == trade.ClientId || a.ClientId == 0)))
                    {
                        clientMarginRateSet = marginRateList.Where(a => a.Type.Equals("多空组合") && (a.ClientId == trade.ClientId || a.ClientId == 0)).OrderByDescending(a => a.ClientId).ThenByDescending(a => a.ValueDate).FirstOrDefault();
                    }
                }
                else
                {//普通 +收取盈亏 -支付盈亏
                    profitAndLoss +=
                        PayoffSwapCalcService.GetInitialAmountSwapGet(trade, trade.trade_swap, trade.trade_swap.GetSpotPrice ?? 0, req.PriceProvider.GetPrice(trade.trade_swap.GetUnderlyingCode), trade.StockEqvNotional, req.settleDate, null)
                        - PayoffSwapCalcService.GetInitialAmountSwapPay(trade, trade.trade_swap, trade.trade_swap.PaySpotPrice ?? 0, req.PriceProvider.GetPrice(trade.trade_swap.PayUnderlyingCode), trade.StockEqvNotional, req.settleDate, null);

                    if (underlying != null && underlying.Variety != null)
                    {
                        if (marginRateList.Any(a => a.Type.Equals("品种") && (a.ClientId == trade.ClientId || a.ClientId == 0) && a.VarietyId == underlying.Variety.id))
                        {
                            clientMarginRateSet = marginRateList.Where(a => a.Type.Equals("品种") && (a.ClientId == trade.ClientId || a.ClientId == 0) && a.VarietyId == underlying.Variety.id).OrderByDescending(a => a.ClientId).ThenByDescending(a => a.ValueDate).FirstOrDefault();
                        }
                    }
                }

                //维持预付金 
                var WorstCastClientPayable = initMargin - profitAndLoss;
                //持仓预付金 
                var positionMargin = initMargin;

                var margin = 0.0;
                //追保计算  未设置预警线 则取初始预付金比例
                if (WorstCastClientPayable <= (clientMarginRateSet == null ? initMarginRate : clientMarginRateSet.WarningLine) * trade.StockEqvNotional)
                {
                    margin = initMargin - WorstCastClientPayable;
                    //追保暂时只算单方向
                    positionMargin = initMargin + Math.Max(margin, 0);
                }

                result.Add(new trade_span()
                {
                    TradeId = trade.id,
                    OptDate = DateTime.Now,
                    OptId = req.userId,
                    OptName = req.userName,
                    ClientId = trade.ClientId,
                    UnderlyingId = trade.UnderlyingId,
                    UnderlyingCode = trade.UnderlyingCode,
                    ValueDate = req.settleDate,
                    Spv1 = positionMargin,
                    Spv2 = positionMargin,
                    Spv3 = positionMargin,
                    Spv4 = positionMargin,
                    Spv5 = positionMargin,
                    Spv6 = positionMargin,
                    Spv7 = positionMargin,
                    Spv8 = positionMargin,
                    Spv = positionMargin,
                    WorstCastClientPayable = positionMargin,
                    Margin = margin
                });
            }
            return result;
        }

        private static List<trade_span> SingleMarginCalculation(RunMarginCalculationReq req)
        {
            var result = new List<trade_span>();
            double value = 0;
            foreach (var trade in req.tradeList)
            {
                bool isSingleMargin = false;
                switch (trade.MarginType)
                {
                    case MarginTypeEnum.FIXED:
                        if (req.CalcMarginType == CalcMarginTypeEnum.InitialMargin)
                        {
                            value = (trade.StockEqvNotional == 0 ? TradeHelper.GetStockEqvNotional(trade.Notional * trade.SpotPrice, trade.ParticipationRate, trade.AnnualizeFactor) : trade.StockEqvNotional) * trade.MarginRate;
                        }
                        else
                        {
                            if (PS.Config.ErpElement.EodFixedMarginUseSpotPrice)
                            {
                                value = (trade.StockEqvNotional == 0 ? TradeHelper.GetStockEqvNotional(trade.Notional * trade.SpotPrice, trade.ParticipationRate, trade.AnnualizeFactor) : trade.StockEqvNotional) * trade.PositionMarginRate;
                            }
                            else
                            {
                                value = (trade.StockEqvNotional == 0 || (trade.SpotPrice ?? 0) == 0 ? TradeHelper.GetStockEqvNotional(trade.Notional * req.PriceProvider.GetPrice(trade.UnderlyingCode), trade.ParticipationRate, trade.AnnualizeFactor) : trade.StockEqvNotional * req.PriceProvider.GetPrice(trade.UnderlyingCode) / (trade.SpotPrice ?? 0)) * trade.PositionMarginRate;
                            }
                        }
                        break;
                    case MarginTypeEnum.FLOAT:
                        value = (trade.StockEqvNotional == 0 ? TradeHelper.GetStockEqvNotional(trade.Notional * trade.SpotPrice, trade.ParticipationRate, trade.AnnualizeFactor) : trade.StockEqvNotional) * trade.MarginRate;
                        if (req.CalcMarginType != CalcMarginTypeEnum.InitialMargin)
                        {
                            if (trade.TradeType == "远期")
                            {
                                var eodpriceProvider = new YLErp.Modules.DataProviderModule.EodPriceProvider(req.settleDate);
                                var spotPrice = eodpriceProvider.GetPrice(trade.UnderlyingCode, SettlementTypeEnum.ClosePrice);//收盘价
                                TradeValueResult curValue = ForwardradeCalcService.CalcValue(trade, spotPrice);
                                var tradePrice = (trade.TradePrice * trade.Notional / trade.OriginalNotional) ?? 0;
                                double pnl = 0;
                                pnl = curValue.Pv + tradePrice * (trade.BuySell == "买入" ? -1 : 1);
                                value += pnl;
                                if (value < 0)
                                { value = 0; }

                            }
                            else
                            {
                                var tradeRiskResult = CalculatorHelper.CalculateRisksForTrades(
                            valueDate: req.settleDate,
                            tradeList: new[] { trade },
                            calcScenario: req.GetCalcScenario(),
                            priceProvider: req.PriceProvider,
                            pricingRequest: QdpPricingRequest.PV_ONLY,
                            addVolRateDic: null,
                            volType: req.volType, isUseTradeVol: PS.Config.IsTradeVol,
                            preciseTimeMode: req.CalcMarginType != CalcMarginTypeEnum.EodMargin);
                                if (!string.IsNullOrWhiteSpace(tradeRiskResult.ErrorMessage))
                                {
                                    LogFactory.GetLogger<MarginCalculationBase>().Error("Pv计算失败:" + tradeRiskResult.ErrorMessage);
                                }
                                var tradePrice = (trade.TradePrice * trade.Notional / trade.OriginalNotional) ?? 0;
                                double pnl = 0;
                                if (trade.BuySell == "买入")
                                {
                                    pnl = tradePrice - Math.Abs(tradeRiskResult.Results.First().ValueResult.Pv);
                                }
                                else
                                {
                                    pnl = Math.Abs(tradeRiskResult.Results.First().ValueResult.Pv) - tradePrice;
                                }
                                value += pnl;
                                if (value < 0)
                                { value = 0; }
                            }
                        }

                        break;
                    case MarginTypeEnum.FLOATP:
                        if (req.CalcMarginType == CalcMarginTypeEnum.InitialMargin)
                        {
                            value = (trade.StockEqvNotional == 0 ? TradeHelper.GetStockEqvNotional(trade.Notional * trade.SpotPrice, trade.ParticipationRate, trade.AnnualizeFactor) : trade.StockEqvNotional) * trade.MarginRate;
                        }
                        else if (req.CalcMarginType != CalcMarginTypeEnum.InitialMargin)
                        {
                            value = (trade.StockEqvNotional == 0 ? TradeHelper.GetStockEqvNotional(trade.Notional * req.PriceProvider.GetPrice(trade.UnderlyingCode), trade.ParticipationRate, trade.AnnualizeFactor) : trade.StockEqvNotional) * trade.PositionMarginRate;
                            var tradeRiskResult = CalculatorHelper.CalculateRisksForTrades(
                                valueDate: req.settleDate,
                                tradeList: new[] { trade },
                                calcScenario: req.GetCalcScenario(),
                                priceProvider: req.PriceProvider,
                                pricingRequest: QdpPricingRequest.PV_ONLY,
                                addVolRateDic: null,
                                volType: req.volType, isUseTradeVol: PS.Config.IsTradeVol,
                                preciseTimeMode: req.CalcMarginType != CalcMarginTypeEnum.EodMargin);
                            if (!string.IsNullOrWhiteSpace(tradeRiskResult.ErrorMessage))
                            {
                                LogFactory.GetLogger<MarginCalculationBase>().Error("Pv计算失败:" + tradeRiskResult.ErrorMessage);
                            }
                            var tradePrice = (trade.TradePrice * trade.Notional / trade.OriginalNotional) ?? 0;
                            double pnl = 0;
                            if (trade.BuySell == "买入")
                            {
                                pnl = tradePrice - Math.Abs(tradeRiskResult.Results.First().ValueResult.Pv);
                            }
                            else
                            {
                                pnl = Math.Abs(tradeRiskResult.Results.First().ValueResult.Pv) - tradePrice;
                            }
                            value += pnl;
                            if (value < 0)
                            { value = 0; }
                        }
                        break;
                    case MarginTypeEnum.XingYe:
                        value = XingYeMarginCalculation.TradeMargin(req, trade);
                        break;
                    case MarginTypeEnum.GuoTouLock:
                        if (trade.TradeType == "雪球期权" || trade.TradeType == "收益互换")
                        {
                            var initialMargin = (trade.InitialMargin ?? 0) * trade.StockEqvNotional / trade.OriginalStockEqvNotional.Value;
                            double[] lockvals = { initialMargin,
                               PS.Config.Company == CompanyEnum.湘财
                                ? XiangCaiMarginCalculation.TradeMargin(req, trade)
                                : GuoTouMarginCalculation.TradeMargin(req, trade)
                            };
                            if (PS.Config.Company == CompanyEnum.湘财 && initialMargin < 0)
                            {// #OTC-5636 见备注
                                value = lockvals.Min();
                            }
                            else
                            {
                                value = lockvals.Max();
                            }
                            isSingleMargin = true;
                        }
                        break;
                    case MarginTypeEnum.GuoTouNoLock:
                        if (trade.TradeType == "雪球期权" || trade.TradeType == "收益互换")
                        {
                            double[] noLockvals = { 0,
                                PS.Config.Company == CompanyEnum.湘财
                                ? XiangCaiMarginCalculation.TradeMargin(req, trade)
                                : GuoTouMarginCalculation.TradeMargin(req, trade)
                            };
                            value = noLockvals.Max();
                            isSingleMargin = true;
                        }
                        break;
                    default:
                    case MarginTypeEnum.NONE:
                        value = 0;
                        break;
                }

                result.Add(new trade_span()
                {
                    TradeId = trade.id,
                    OptDate = DateTime.Now,
                    OptId = req.userId,
                    OptName = req.userName,
                    ClientId = trade.ClientId,
                    UnderlyingId = trade.UnderlyingId,
                    UnderlyingCode = trade.UnderlyingCode,
                    ValueDate = req.settleDate,
                    Spv1 = value,
                    Spv2 = value,
                    Spv3 = value,
                    Spv4 = value,
                    Spv5 = value,
                    Spv6 = value,
                    Spv7 = value,
                    Spv8 = value,
                    Spv = value,
                    WorstCastClientPayable = value,
                    TwoSideMargin = value,
                    IsSingleMargin = isSingleMargin
                });
            }
            return result;
        }

        private static List<trade_span> EodtraderiskmanualCalculation(RunMarginCalculationReq req)
        {
            var result = new List<trade_span>();
            List<int> reqids = req.tradeList.Select(x => x.id).ToList();
            var eodTradeRiskManual = new YLContext().eod_trade_risk_manual.Where(x => reqids.Contains(x.TradeId) && x.ValueDate == req.settleDate && x.Margin != null && string.IsNullOrEmpty(x.VolType));
            if (eodTradeRiskManual.Any())
            {
                var tradeRiskManuals = (from trade in req.tradeList
                                join riskManuals in eodTradeRiskManual on trade.id equals riskManuals.TradeId
                                select new { trade, riskManuals }).ToList();
                foreach (var item in tradeRiskManuals)
                {
                    double value = item.riskManuals.Margin ?? 0;
                    result.Add(new trade_span()
                    {
                        TradeId = item.trade.id,
                        OptDate = DateTime.Now,
                        OptId = req.userId,
                        OptName = req.userName,
                        ClientId = item.trade.ClientId,
                        UnderlyingId = item.trade.UnderlyingId,
                        UnderlyingCode = item.trade.UnderlyingCode,
                        ValueDate = req.settleDate,
                        Spv1 = value,
                        Spv2 = value,
                        Spv3 = value,
                        Spv4 = value,
                        Spv5 = value,
                        Spv6 = value,
                        Spv7 = value,
                        Spv8 = value,
                        Spv = value,
                        WorstCastClientPayable = value,
                        TwoSideMargin = value,
                        IsSingleMargin = true
                    });
                }
            }
            return result;
        }

        public static List<trade_span> CalcClientMargin(CalcClientMarginReq req)
        {
            switch (PS.Config.Company)
            {
                case CompanyEnum.渤海:
                    return BHRSMarginCalculation.Instance.CalcClientMargin(req);
                case CompanyEnum.安粮:
                    return BHRSMarginCalculation.Instance.CalcClientMargin(req);
                case CompanyEnum.申万:
                    return SYWGMarginCalculation.Instance.CalcClientMargin(req);
                case CompanyEnum.伴兴:
                    return BXMarginCalculation.Instance.CalcClientMargin(req);
                case CompanyEnum.海通:
                    return HaiTongMarginCalculation.Instance.CalcClientMargin(req);
                case CompanyEnum.瑞达:
                    return RDMarginCalculation.Instance.CalcClientMargin(req);
                case CompanyEnum.兴证:
                    return XingZhengMarginCalculation.Instance.CalcClientMargin(req);
                case CompanyEnum.宏源:
                    return HongYuanMarginCalculation.Instance.CalcClientMargin(req);
                case CompanyEnum.中财资本:
                    return ZhongCaiMarginCalculation.Instance.CalcClientMargin(req);
                case CompanyEnum.上期资本:
                    return SQMarginCalculation.Instance.CalcClientMargin(req);
                case CompanyEnum.弘业:
                    return HongYeMarginCalculation.Instance.CalcClientMargin(req);
                case CompanyEnum.广期资本:
                    return GQMarginCalculation.Instance.CalcClientMargin(req);
                case CompanyEnum.方顿:
                    return FDMarginCalculation.Instance.CalcClientMargin(req);
                case CompanyEnum.中金:
                    return ZhongJinMarginCalculation.Instance.CalcClientMargin(req);
                case CompanyEnum.国海:
                    return GuoHaiMarginCalculation.Instance.CalcClientMargin(req);
                case CompanyEnum.厦门象屿:
                    return XMXYMarginCalculation.Instance.CalcClientMargin(req);
                case CompanyEnum.华安:
                    return HuaAnMarginCalculation.Instance.CalcClientMargin(req);
                case CompanyEnum.浙期:
                    return ZheQiMarginCalculation.Instance.CalcClientMargin(req);
                case CompanyEnum.润和:
                case CompanyEnum.中基石化:
                    return DongZhengRunHeMarginCalculation.Instance.CalcClientMargin(req);
                case CompanyEnum.国投:
                    return GuoTouMarginCalculation.Instance.CalcClientMargin(req);
                case CompanyEnum.湘财:
                    return XiangCaiMarginCalculation.Instance.CalcClientMargin(req);
                case CompanyEnum.中粮:
                    return ZhongLiangMarginCalculation.Instance.CalcClientMargin(req);
                case CompanyEnum.长江:
                    return ChangJiangMarginCalculation.Instance.CalcClientMargin(req);
                case CompanyEnum.国信金阳:
                    return GuoXinJinYangMarginCalculation.Instance.CalcClientMargin(req);
                case CompanyEnum.东吴:
                    return DongWuMarginCalculation.Instance.CalcClientMargin(req);
                case CompanyEnum.格林大华:
#if DEBUG
                    return GLDHMarginCalculation.Instance.CalcClientMargin(req);
#endif
                case CompanyEnum.国泰君安:
                case CompanyEnum.光大光子:
                    return GTJAMarginCalculation.Instance.CalcClientMargin(req);
                case CompanyEnum.广发商贸:
                    return GFSMMarginCalculation.Instance.CalcClientMargin(req);
                case CompanyEnum.招证:
                    return ZhaoZhengMarginCalculation.Instance.CalcClientMargin(req);
                default:
                    return DefaultMarginCalculation.Instance.CalcClientMargin(req);
            }
        }

        /// <summary>
        /// 这个方法不明白什么意思
        /// 按照历史代码，国君应该一直返回的是false，但事实是根据收盘数据看2021年9月24日及以前返回的是true
        /// </summary>
        public static bool IsMarginCalcNeedSpecial(DateTime valueDate)
        {
            //国君商品类预付金需要算反向预付金，权益类不需要
            if (PS.Config.IsGuoJun && (!PS.Config.ErpElement.IsStockMargin || PS.Config.ClientElement.TwoSideMargin) && valuedateBLL.TwoSideMarginValueDate.HasValue && valueDate >= valuedateBLL.TwoSideMarginValueDate)
            {
                return true;
            }

            switch (PS.Config.Company)
            {
                case CompanyEnum.渤海:
                case CompanyEnum.安粮:
                case CompanyEnum.润和:
                case CompanyEnum.中基石化:
                    return true;
                default: return false;
            }
        }

        public static double? GetInitialMarginRatio(trade trade)
        {
            switch (PS.Config.Company)
            {
                case CompanyEnum.方顿:
                    return FDMarginCalculation.Instance.GetInitialMarginRatio(trade);
                default:
                    return 0;
            }
        }

        public static double? GetPositionMarginRatio(trade trade)
        {
            switch (PS.Config.Company)
            {
                case CompanyEnum.方顿:
                    return FDMarginCalculation.Instance.GetPositionMarginRatio(trade);
                default:
                    return 0;
            }
        }

        public static double GetInitialMarginWithPreHandle(trade trade)
        {
            var tradeClone = trade.Clone();
            tradeBLL.SetFieldsByTradeType(tradeClone);
            var realTradeId = tradeClone.id;
            tradeClone.id = 0;
            tradeClone.VolType = "报价Bid";
            tradeClone.TradeCloseVolatility = null;//不设置为null会影响计算结果
            var underlying = DataCacheProvider.GetUnderlyingDataSource().GetData(tradeClone.UnderlyingCode);
            tradeClone.StockEqvNotional = tradeClone.OriginalStockEqvNotional ?? 0;
            tradeClone.Notional = tradeClone.OriginalNotional ?? 0;
            tradeClone.TradeAmount = underlying != null && underlying.CountRatio != 0 ? tradeClone.Notional / underlying.CountRatio : tradeClone.Notional;
            if (!tradeClone.TTMDays.HasValue)
            {
                tradeClone.TTMDays = TradeCalcHelper.CalculateTTMDays(tradeClone.TradeDate.Value, tradeClone.ExerciseDate.Value,
                    underlying?.UnderlyingTypeId ?? 0, PS.Config.ErpElement.PrecisionOfMinuteInQuote);
            }
            return GetInitialMargin(tradeClone, realTradeId, true);
        }

        public static double GetInitialMargin(trade trade, int realTradeId, bool hasOptionInfo = false)
        {
            if (trade is null)
            {
                return 0;
            }

            var um = DataCacheProvider.GetUnderlyingDataSource().GetData(trade.UnderlyingCode);
            trade.MaturityDate = um?.MaturityDate;

            ///关于交易id的多义性: 1.组合交易需要真实的交易id；2.考虑到波动率不能获取持仓波动率，将id赋值为0；3.定价页面结构化交易子交易id会赋值-1和-2
            var req = new GetTradeMarginReq
            {
                realTradeId = realTradeId,
                trade = trade,
                price = trade.SpotPrice ?? 0,
                hasOptionInfo = hasOptionInfo,
                calcMarginType = CalcMarginTypeEnum.InitialMargin
            };
            return GetTradeMargin(req);
        }

        /// <summary>
        /// isInitialMargin为true: 为初始预付金
        /// isInitialMargin为false: 为实时预付金
        /// </summary>
        public static double GetTradeMargin(GetTradeMarginReq req)
        {
            if (req.trade.TradeType == "结构化交易")
            {
                var option = StructureOption_Code.StructureOptions.FirstOrDefault(o => o.Name == req.trade.StructureType || o.CnName == req.trade.StructureType);
                //自由组合时不在变更StructureType字段值，保持原有结构化交易的内容;
                if (option != null)
                {
                    req.trade.StructureType = option.CnName;
                }
            }
            double? tempInitialMargin = null;
            if (req.calcMarginType != CalcMarginTypeEnum.InitialMargin && req.trade.CalcFlag == 1)
            {
                tempInitialMargin = req.trade.InitialMargin;
                req.trade.InitialMargin = null;
            }
            try
            {
                if (req.trade.TradeType == "现金流交易")
                {
                    return 0;
                }
                else if (req.trade.MarginType != MarginTypeEnum.DEFAULT)
                {
                    var result = SingleMarginCalculation(req.GetRunMarginCalculationReq());
                    return (result.FirstOrDefault()?.WorstCastClientPayable) ?? 0;
                }
                else
                {
                    switch (PS.Config.Company)
                    {
                        case CompanyEnum.渤海:
                            return BHRSMarginCalculation.Instance.GetTradeMargin(req);
                        case CompanyEnum.安粮:
                            return BHRSMarginCalculation.Instance.GetTradeMargin(req);
                        case CompanyEnum.申万:
                            return SYWGMarginCalculation.Instance.GetTradeMargin(req);
                        case CompanyEnum.茂川资本:
                            return MaoChuanMarginCalculation.Instance.GetTradeMargin(req);
                        case CompanyEnum.宏源:
                            return HongYuanMarginCalculation.Instance.GetTradeMargin(req);
                        case CompanyEnum.伴兴:
                            return BXMarginCalculation.Instance.GetTradeMargin(req);
                        case CompanyEnum.海通:
                            return HaiTongMarginCalculation.Instance.GetTradeMargin(req);
                        case CompanyEnum.瑞达:
                            return RDMarginCalculation.Instance.GetTradeMargin(req);
                        case CompanyEnum.兴证:
                            return XingZhengMarginCalculation.Instance.GetTradeMargin(req);
                        case CompanyEnum.弘业:
                            return HongYeMarginCalculation.Instance.GetTradeMargin(req);
                        case CompanyEnum.广期资本:
                            return GQMarginCalculation.Instance.GetTradeMargin(req);
                        case CompanyEnum.方顿:
                            return FDMarginCalculation.Instance.GetTradeMargin(req);
                        case CompanyEnum.国海:
                            return GuoHaiMarginCalculation.Instance.GetTradeMargin(req);
                        case CompanyEnum.华安:
                            return HuaAnMarginCalculation.Instance.GetTradeMargin(req);
                        case CompanyEnum.浙期:
                            return ZheQiMarginCalculation.Instance.GetTradeMargin(req);
                        case CompanyEnum.润和:
                            return DongZhengRunHeMarginCalculation.Instance.GetTradeMargin(req);
                        case CompanyEnum.国投:
                            return GuoTouMarginCalculation.Instance.GetTradeMargin(req);
                        case CompanyEnum.湘财:
                            return XiangCaiMarginCalculation.Instance.GetTradeMargin(req);
                        case CompanyEnum.中粮:
                            return ZhongLiangMarginCalculation.Instance.GetTradeMargin(req);
                        case CompanyEnum.长江:
                            return ChangJiangMarginCalculation.Instance.GetTradeMargin(req);
                        case CompanyEnum.国信金阳:
                            return GuoXinJinYangMarginCalculation.Instance.GetTradeMargin(req);
                        case CompanyEnum.东吴:
                            return DongWuMarginCalculation.Instance.GetTradeMargin(req);
                        case CompanyEnum.格林大华:
#if DEBUG
                            return GLDHMarginCalculation.Instance.GetTradeMargin(req);
#endif
                        case CompanyEnum.广发商贸:
                            return GFSMMarginCalculation.Instance.GetTradeMargin(req);
                        case CompanyEnum.国泰君安:
                        case CompanyEnum.上期资本:
                        case CompanyEnum.光大光子:
                            return GTJAMarginCalculation.Instance.GetTradeMargin(req);
                        case CompanyEnum.招证:
                            return ZhaoZhengMarginCalculation.Instance.GetTradeMargin(req);
                        default:
                            return DefaultMarginCalculation.Instance.GetTradeMargin(req);
                    }
                }
            }
            finally
            {
                if (req.calcMarginType == CalcMarginTypeEnum.InitialMargin && req.trade.CalcFlag == 1 && req.trade.InitialMargin == null)
                {
                    req.trade.InitialMargin = tempInitialMargin;
                }
            }
        }
    }
}