using YLErp.BLL;
using YLErp.CustomizedBizLogic;
using YLErp.DBModels.Consts;
using YLErp.DBModels.Enums;
using YLErp.Enums;
using YLErp.Model;
using YLErp.Model.Enum;
using YLErp.Models;
using YLErp.Modules.CalculationModule;
using YLErp.Modules.DataProviderModule;
using YLErp.Modules.TradeModule;
using YLErp.Modules.TradeModule.DealModule;
using YLErp.Modules.TradeModule.DocGenerateModule;
using YLErp.Modules.TradeModule.OrderModule;
using YLErp.QdpModule;

namespace YLErp.Modules.EodModule
{
    /// <summary>
    /// 日终结算服务
    /// </summary>
    public class EodHandleSwapFlowService : TradeServiceBase
    {
        public EodHandleSwapFlowService(OptUserInfo userInfo) : base(userInfo)
        {
        }

        public void ComposeGroupTrade(string tradeNumber)
        {
            using (var trans = BeginTransaction())
            {
                var tradeNumbers = DbContext.trade_swap_flow.Where(x => x.TradeDate == valuedateBLL.ValueDate && x.TradeNumber != null && x.TradeNumber != "").Select(x => x.TradeNumber).Distinct().ToList();
                if (!string.IsNullOrWhiteSpace(tradeNumber))
                {
                    tradeNumbers = tradeNumbers.Where(x => x == tradeNumber).ToList();
                }
                if (tradeNumbers.Any())
                {
                    var flows = DbContext.trade_swap_flow.Where(x => x.TradeDate == valuedateBLL.ValueDate && tradeNumbers.Contains(x.TradeNumber)).ToList();
                    tradeNumbers.ForEach(x =>
                    {
                        var hasNoPosition = true;

                        var originalTrade = DbContext.trade.FirstOrDefault(y => y.TradeNumber == x);
                        if (originalTrade == null)
                        {
                            throw new ServiceException($"未找到该交易编号:{x}");
                        }
                        else
                        {
                            var client = DataCacheProvider.GetClientDataSource().GetData(originalTrade.ClientId);
                            if (!client.DerivativesInvestmentVarieties.Contains((int)DerivativesInvestmentVarietiesEnum.场外互换 + ""))
                            {
                                throw new ServiceException($"客户:{client.Name}未设置交易种类“场外互换”，无法生成互换交易！");
                            }

                            var tradeFlows = flows.Where(y => y.TradeNumber == x).ToList();

                            #region 还原之前收盘产生的历史数据

                            var originalTradeId = originalTrade.id;
                            //获取收盘日当天已经生成的交易，需要先做删除，再重新生成
                            var todayTradeIds = (from td in DbContext.trade.Where(y => y.TradeDate == valuedateBLL.ValueDate && y.ValidState != "InValid")
                                                 join swap in DbContext.trade_swap.Where(y => y.OriginalTradeId == originalTradeId && y.SwapType == "普通")
                                                 on td.id equals swap.TradeId
                                                 select td.id).ToList();
                            if (todayTradeIds.Any())
                            {
                                todayTradeIds.ForEach(y =>
                                {
                                    new TradeInvalidService(this).InvalidTrade(y, false);
                                });

                                var tradeSwapDetails = DbContext.trade_swap_detail.Where(y => todayTradeIds.Contains(y.ChildTradeId));
                                DbContext.trade_swap_detail.RemoveRange(tradeSwapDetails);
                                DbContext.SaveChanges();
                            }

                            //对当天主交易做初始化处理
                            var todayParentTradesIds = (from td in DbContext.trade.Where(y => y.TradeDate == valuedateBLL.ValueDate && y.ParentTradeId == 0 && y.ValidState != "InValid")
                                                        join swap in DbContext.trade_swap.Where(y => y.SwapType == "多空组合")
                                                        on td.id equals swap.TradeId
                                                        where td.id == originalTradeId || swap.OriginalTradeId == originalTradeId
                                                        select td.id).ToList();
                            if (todayParentTradesIds.Any())
                            {
                                var todayParentTrades = DbContext.trade.Where(y => todayParentTradesIds.Contains(y.id)).ToList();
                                todayParentTrades.ForEach(y =>
                                {
                                    y.TradeStatus = "确认成交";
                                    y.StockEqvNotional = 0;
                                    y.OriginalStockEqvNotional = 0;
                                    y.StockEqvNotionalReal = 0;
                                    y.TradePrice = 0;
                                });
                                DbContext.SaveChanges();
                            }

                            var preTradeDate = (from td in DbContext.trade.Where(y => y.TradeDate < valuedateBLL.ValueDate && y.ParentTradeId > 0 && y.ValidState != "InValid")
                                                join swap in DbContext.trade_swap.Where(y => y.OriginalTradeId == originalTradeId)
                                                on td.id equals swap.TradeId
                                                select td.TradeDate).ToList().Max();
                            var preTradeDateTradeIds = (from td in DbContext.trade.Where(y => y.TradeDate == preTradeDate && y.ParentTradeId > 0 && y.ValidState != "InValid")
                                                        join swap in DbContext.trade_swap.Where(y => y.OriginalTradeId == originalTradeId)
                                                        on td.id equals swap.TradeId
                                                        select td.id).ToList();
                            if (preTradeDateTradeIds.Any())
                            {
                                preTradeDateTradeIds.ForEach(y =>
                                {
                                    new TradeBackService(this).Execute(y, true, TradeBackActionEnum.backTrade);
                                });
                            }

                            #endregion

                            #region 生成新的开平仓记录

                            var preTradeDateTrades = (from td in DbContext.trade.Where(y => y.TradeDate == preTradeDate && y.ParentTradeId > 0 && y.ValidState != "InValid")
                                                      join swap in DbContext.trade_swap.Where(y => y.OriginalTradeId == originalTradeId)
                                                      on td.id equals swap.TradeId
                                                      select new { td, swap }).ToList();

                            //前一天存在持仓的场景
                            //先平仓再开仓的情景时，只有完全平仓的子交易：合成的流水手续费记为平仓手续费，存在持仓的子交易：合成的流水手续费记为开仓手续费。
                            if (preTradeDateTrades.Any())
                            {
                                var newParentTradeId = 0;
                                //对前一天的持仓标的做先平仓后开仓处理
                                preTradeDateTrades.ForEach(y =>
                                    {
                                        var notional = (y.swap.IsPayFloatingProfit ? y.swap.PayNotional : y.swap.GetNotional) ?? 0;
                                        var longShort = y.swap.IsPayFloatingProfit ? y.swap.PayLongShort : y.swap.GetLongShort;
                                        var spotPrice = (y.swap.IsPayFloatingProfit ? y.swap.PaySpotPrice : y.swap.GetSpotPrice) ?? 0;
                                        y.td.trade_swap = y.swap;
                                        var totalNotional = notional * (longShort == "多头" ? 1 : -1);
                                        var totalSpotPrice = totalNotional * spotPrice;

                                        var underlyingTradeFlows = tradeFlows.Where(z => z.UnderlyingCode == y.td.UnderlyingCode);
                                        var underlying = DataCacheProvider.GetUnderlyingDataSource().GetData(y.td.UnderlyingCode);
                                        var sumBuyLots = underlyingTradeFlows.Sum(z => z.Lots * (z.BuySell == "买入" || z.BuySell == "B" ? 1 : 0));
                                        if (sumBuyLots > 0)
                                        {
                                            var sumBuyNotional = sumBuyLots * underlying.ContractSize;
                                            totalNotional += sumBuyNotional;
                                            var totalBuySpotPrice = underlyingTradeFlows.Sum(z => z.Lots * underlying.ContractSize * (z.SpotPrice ?? 0) * (z.BuySell == "买入" || z.BuySell == "B" ? 1 : 0));
                                            totalSpotPrice += totalBuySpotPrice;
                                        }

                                        var sumSellLots = underlyingTradeFlows.Sum(z => z.Lots * (z.BuySell == "卖出" || z.BuySell == "S" ? 1 : 0));
                                        if (sumSellLots > 0)
                                        {
                                            var sumSellNotional = sumSellLots * underlying.ContractSize;
                                            totalNotional -= sumSellNotional;
                                            var totalSellSpotPrice = underlyingTradeFlows.Sum(z => z.Lots * underlying.ContractSize * (z.SpotPrice ?? 0) * (z.BuySell == "卖出" || z.BuySell == "S" ? 1 : 0));
                                            totalSpotPrice -= totalSellSpotPrice;
                                        }

                                        var totalFee = underlyingTradeFlows.Sum(z => z.NeedCostFee ? (z.SingleFee != null ? (z.SingleFee.Value * z.Lots) : (z.UnAnnualRate * z.Lots * z.SpotPrice * underlying.ContractSize ?? 0)) : 0);

                                        //当天该标的完全平仓
                                        if (totalNotional == 0)
                                        {
                                            y.td.UnWindDate = valuedateBLL.ValueDate;
                                            y.td.FinalPrice = spotPrice + totalSpotPrice * (longShort == "多头" ? -1 : 1) / notional;
                                            UnwindSwapTradeCashHandle(y.td, "平仓", null, totalFee);
                                        }
                                        //当天还存在持仓，需要先平仓，再开仓
                                        else
                                        {
                                            #region 平仓

                                            y.td.UnWindDate = valuedateBLL.ValueDate;

                                            //假设先用收盘价将当前的剩余份额平仓掉，再用收盘价重新开仓剩余份额
                                            var fillNotional = -totalNotional;
                                            EodPrice eodPrice = null;
                                            new EodPriceProvider(valuedateBLL.ValueDate, false).TryGetEodPrice(y.td.UnderlyingCode, out eodPrice);
                                            var closePrice = eodPrice?.ClosePrice ?? underlying.Price ?? 0;
                                            totalSpotPrice += fillNotional * closePrice;

                                            y.td.FinalPrice = spotPrice + totalSpotPrice * (longShort == "多头" ? -1 : 1) / notional;
                                            UnwindSwapTradeCashHandle(y.td, "平仓", null, 0);

                                            #endregion

                                            #region 重新开仓

                                            var flow = new trade_swap_flow()
                                            {
                                                UnderlyingCode = y.td.UnderlyingCode,
                                                TradeDate = valuedateBLL.ValueDate,
                                                StartDate = valuedateBLL.ValueDate,
                                                ExerciseDate = y.td.ExerciseDate,
                                                QuoteCurrency = y.td.QuoteCurrency,
                                                SettlementDate = y.td.SettlementDate,
                                                SingleFee = y.swap.IsPayFloatingProfit ? y.swap.GetSingleFee : y.swap.PaySingleFee,
                                                UnAnnualRate = y.swap.IsPayFloatingProfit ? y.swap.GetUnAnnualRate : y.swap.PayUnAnnualRate,
                                                TradeNumber = x
                                            };
                                            flow.Lots = Math.Abs(totalNotional / underlying.ContractSize);
                                            flow.BuySell = totalNotional > 0 ? "买入" : "卖出";
                                            flow.SpotPrice = closePrice;
                                            var trade = MapSwapTradeHandle(flow, false);
                                            InnerSaveSwapTrade(trade, totalFee);

                                            if (newParentTradeId == 0 && trade.ParentTradeId > 0)
                                            {
                                                newParentTradeId = trade.ParentTradeId;
                                            }

                                            hasNoPosition = false;

                                            #endregion
                                        }
                                    });

                                //对当天新的标的流水处理
                                var underlyingCodes = preTradeDateTrades.Select(y => y.td.UnderlyingCode).Distinct().ToList();
                                var tradeFlowsUnderlyingGroupNew = GetTradeFlowsUnderlyingGroup(tradeFlows.Where(y => !underlyingCodes.Contains(y.UnderlyingCode)));
                                tradeFlowsUnderlyingGroupNew.ForEach(y =>
                                {
                                    var underlying = DataCacheProvider.GetUnderlyingDataSource().GetData(y.UnderlyingCode);
                                    var underlyingTradeFlows = tradeFlows.Where(z => z.UnderlyingCode == y.UnderlyingCode).ToList();
                                    double buyTotalFee = 0d;
                                    double sellTotalFee = 0d;
                                    double totalFee = 0d;

                                    underlyingTradeFlows.ForEach(z =>
                                    {
                                        if (z.NeedCostFee)
                                        {
                                            if (z.SingleFee == null && z.UnAnnualRate == null)
                                            {
                                                var varitey = DataCacheProvider.GetVariety(y.UnderlyingCode);
                                                var clientVarietyConfig = DbContext.client_variety_config.Where(o => o.ClientId == client.id && o.VarietyId == varitey.id && o.ValueDate <= y.flow.TradeDate).OrderByDescending(o => o.ValueDate).FirstOrDefault();
                                                if (clientVarietyConfig == null)
                                                {
                                                    throw new ServiceException($"该客户[{client.Name}]需要维护品种[{varitey.VarietyCode}]在[{y.flow.TradeDate}]相关的收费参数配置");
                                                }

                                                buyTotalFee += clientVarietyConfig.SingleFee > 0 ? (clientVarietyConfig.SingleFee * z.Lots * (z.BuySell == "买入" || z.BuySell == "B" ? 1 : 0)) : (clientVarietyConfig.UnAnnualRate * z.Lots * (z.BuySell == "买入" || z.BuySell == "B" ? 1 : 0) * z.SpotPrice * underlying.ContractSize ?? 0);
                                                sellTotalFee += clientVarietyConfig.SingleFee > 0 ? (clientVarietyConfig.SingleFee * z.Lots * (z.BuySell == "卖出" || z.BuySell == "S" ? 1 : 0)) : (clientVarietyConfig.UnAnnualRate * z.Lots * (z.BuySell == "卖出" || z.BuySell == "S" ? 1 : 0) * z.SpotPrice * underlying.ContractSize ?? 0);
                                                totalFee += clientVarietyConfig.SingleFee > 0 ? (z.SingleFee.Value * z.Lots) : (z.UnAnnualRate * z.Lots * z.SpotPrice * underlying.ContractSize ?? 0);
                                            }
                                            else
                                            {
                                                buyTotalFee += z.SingleFee != null ? (z.SingleFee.Value * z.Lots * (z.BuySell == "买入" || z.BuySell == "B" ? 1 : 0)) : (z.UnAnnualRate * z.Lots * (z.BuySell == "买入" || z.BuySell == "B" ? 1 : 0) * z.SpotPrice * underlying.ContractSize ?? 0);
                                                sellTotalFee += z.SingleFee != null ? (z.SingleFee.Value * z.Lots * (z.BuySell == "卖出" || z.BuySell == "S" ? 1 : 0)) : (z.UnAnnualRate * z.Lots * (z.BuySell == "卖出" || z.BuySell == "S" ? 1 : 0) * z.SpotPrice * underlying.ContractSize ?? 0);
                                                totalFee += z.SingleFee != null ? (z.SingleFee.Value * z.Lots) : (z.UnAnnualRate * z.Lots * z.SpotPrice * underlying.ContractSize ?? 0);
                                            }
                                        }
                                    });

                                    //当天新增的标的，买卖手数合成为0，即持仓数为0，新增一笔普通互换，然后当天平仓平掉
                                    if (y.Lots == 0)
                                    {
                                        buyTotalFee = underlyingTradeFlows.Sum(z => z.NeedCostFee ? (z.SingleFee != null ? (z.SingleFee.Value * z.Lots * (z.BuySell == "买入" || z.BuySell == "B" ? 1 : 0)) : (z.UnAnnualRate * z.Lots * (z.BuySell == "买入" || z.BuySell == "B" ? 1 : 0) * z.SpotPrice * underlying.ContractSize ?? 0)) : 0);
                                        sellTotalFee = underlyingTradeFlows.Sum(z => z.NeedCostFee ? (z.SingleFee != null ? (z.SingleFee.Value * z.Lots * (z.BuySell == "卖出" || z.BuySell == "S" ? 1 : 0)) : (z.UnAnnualRate * z.Lots * (z.BuySell == "卖出" || z.BuySell == "S" ? 1 : 0) * z.SpotPrice * underlying.ContractSize ?? 0)) : 0);
                                        SetOpenUnwindSingleSwapTrade(y, buyTotalFee, sellTotalFee);
                                    }
                                    //当天新增的标的，存在持仓的，用均价作为开仓价
                                    else
                                    {
                                        y.flow.Lots = Math.Abs(y.Lots);
                                        y.flow.BuySell = y.Lots > 0 ? "买入" : "卖出";
                                        y.flow.SpotPrice = Math.Abs(y.SumSpotPrice / y.Lots);
                                        var trade = MapSwapTradeHandle(y.flow, false);
                                        totalFee = underlyingTradeFlows.Sum(z => z.NeedCostFee ? (z.SingleFee != null ? (z.SingleFee.Value * z.Lots) : (z.UnAnnualRate * z.Lots * z.SpotPrice * underlying.ContractSize ?? 0)) : 0);
                                        InnerSaveSwapTrade(trade, totalFee);

                                        if (newParentTradeId == 0 && trade.ParentTradeId > 0)
                                        {
                                            newParentTradeId = trade.ParentTradeId;
                                        }

                                        hasNoPosition = false;
                                    }
                                });

                                var oldParentTradeId = preTradeDateTrades.FirstOrDefault().td.ParentTradeId;
                                var oldParentTrade = DbContext.trade.Find(oldParentTradeId);
                                AddTradeOperationHistoryAndSetParentTradeInfo(true, oldParentTrade, "合成多空组合流水平仓操作");

                                var newParentTrade = DbContext.trade.Find(newParentTradeId);
                                if (newParentTrade != null)
                                {
                                    AddTradeOperationHistoryAndSetParentTradeInfo(true, newParentTrade, "合成多空组合流水开仓操作");
                                }
                            }
                            //当天开仓的场景
                            //第一天开仓的交易，将流水费用合成变为对应子交易的交易费用；
                            else
                            {
                                var tradeFlowsUnderlyingGroup = GetTradeFlowsUnderlyingGroup(tradeFlows);

                                tradeFlowsUnderlyingGroup.ForEach(y =>
                                {
                                    var underlying = DataCacheProvider.GetUnderlyingDataSource().GetData(y.UnderlyingCode);
                                    var underlyingTradeFlows = tradeFlows.Where(z => z.UnderlyingCode == y.UnderlyingCode).ToList();


                                    double buyTotalFee = 0d;
                                    double sellTotalFee = 0d;
                                    double totalFee = 0d;

                                    underlyingTradeFlows.ForEach(z =>
                                    {
                                        if (z.NeedCostFee)
                                        {
                                            if (z.SingleFee == null && z.UnAnnualRate == null)
                                            {
                                                var varitey = DataCacheProvider.GetVariety(y.UnderlyingCode);
                                                var clientVarietyConfig = DbContext.client_variety_config.Where(o => o.ClientId == client.id && o.VarietyId == varitey.id && o.ValueDate <= y.flow.TradeDate).OrderByDescending(o => o.ValueDate).FirstOrDefault();
                                                if (clientVarietyConfig == null)
                                                {
                                                    throw new ServiceException($"该客户[{client.Name}]需要维护品种[{varitey.VarietyCode}]在[{y.flow.TradeDate}]相关的收费参数配置");
                                                }

                                                buyTotalFee += clientVarietyConfig.SingleFee > 0 ? (clientVarietyConfig.SingleFee * z.Lots * (z.BuySell == "买入" || z.BuySell == "B" ? 1 : 0)) : (clientVarietyConfig.UnAnnualRate * z.Lots * (z.BuySell == "买入" || z.BuySell == "B" ? 1 : 0) * z.SpotPrice * underlying.ContractSize ?? 0);
                                                sellTotalFee += clientVarietyConfig.SingleFee > 0 ? (clientVarietyConfig.SingleFee * z.Lots * (z.BuySell == "卖出" || z.BuySell == "S" ? 1 : 0)) : (clientVarietyConfig.UnAnnualRate * z.Lots * (z.BuySell == "卖出" || z.BuySell == "S" ? 1 : 0) * z.SpotPrice * underlying.ContractSize ?? 0);
                                                totalFee += clientVarietyConfig.SingleFee > 0 ? (clientVarietyConfig.SingleFee * z.Lots) : (clientVarietyConfig.UnAnnualRate * z.Lots * z.SpotPrice * underlying.ContractSize ?? 0);
                                            }
                                            else
                                            {
                                                buyTotalFee += z.SingleFee != null ? (z.SingleFee.Value * z.Lots * (z.BuySell == "买入" || z.BuySell == "B" ? 1 : 0)) : (z.UnAnnualRate * z.Lots * (z.BuySell == "买入" || z.BuySell == "B" ? 1 : 0) * z.SpotPrice * underlying.ContractSize ?? 0);
                                                sellTotalFee += z.SingleFee != null ? (z.SingleFee.Value * z.Lots * (z.BuySell == "卖出" || z.BuySell == "S" ? 1 : 0)) : (z.UnAnnualRate * z.Lots * (z.BuySell == "卖出" || z.BuySell == "S" ? 1 : 0) * z.SpotPrice * underlying.ContractSize ?? 0);
                                                totalFee += z.SingleFee != null ? (z.SingleFee.Value * z.Lots) : (z.UnAnnualRate * z.Lots * z.SpotPrice * underlying.ContractSize ?? 0);
                                            }
                                        }
                                    });

                                    //持仓数为0，新增一笔普通互换，然后当天平仓平掉
                                    if (y.Lots == 0)
                                    {
                                        SetOpenUnwindSingleSwapTrade(y, buyTotalFee, sellTotalFee);
                                    }
                                    //存在持仓的，用均价作为开仓价
                                    else
                                    {
                                        y.flow.Lots = Math.Abs(y.Lots);
                                        y.flow.BuySell = y.Lots > 0 ? "买入" : "卖出";
                                        y.flow.SpotPrice = Math.Abs(y.SumSpotPrice / y.Lots);
                                        var trade = MapSwapTradeHandle(y.flow, false);
                                        InnerSaveSwapTrade(trade, totalFee);
                                    }
                                });

                                AddTradeOperationHistoryAndSetParentTradeInfo(true, originalTrade, "合成多空组合流水开仓");
                            }

                            tradeFlows.ForEach(y => y.Status = "已完成");
                            DbContext.SaveChanges();

                            if (hasNoPosition)
                            {
                                var tradeDateTradeIds = (from td in DbContext.trade.Where(z => z.TradeDate == valuedateBLL.ValueDate && z.ValidState != "InValid")
                                                         join swap in DbContext.trade_swap.Where(z => z.OriginalTradeId == originalTradeId && z.SwapType == "多空组合")
                                                         on td.id equals swap.TradeId
                                                         select td.id).ToList();
                                if (tradeDateTradeIds.Any())
                                {
                                    tradeDateTradeIds.ForEach(z =>
                                    {
                                        new TradeInvalidService(this).InvalidTrade(z, false);
                                    });
                                }
                            }

                            #endregion
                        }
                    });
                }

                trans.Commit();
            }
        }

        private List<trade_swap_flow_group> GetTradeFlowsUnderlyingGroup(IEnumerable<trade_swap_flow> tradeFlows)
        {
            var tradeFlowsUnderlyingGroup = tradeFlows.GroupBy(y => y.UnderlyingCode)
                                .Select(y =>
                                new trade_swap_flow_group()
                                {
                                    UnderlyingCode = y.Key,
                                    BuyLots = y.Sum(z => z.Lots * (z.BuySell == "买入" || z.BuySell == "B" ? 1 : 0)),
                                    SellLots = y.Sum(z => z.Lots * (z.BuySell == "卖出" || z.BuySell == "S" ? 1 : 0)),
                                    Lots = y.Sum(z => z.Lots * (z.BuySell == "买入" || z.BuySell == "B" ? 1 : -1)),
                                    SumBuySpotPrice = y.Sum(z => z.Lots * (z.SpotPrice ?? 0) * (z.BuySell == "买入" || z.BuySell == "B" ? 1 : 0)),
                                    SumSellSpotPrice = y.Sum(z => z.Lots * (z.SpotPrice ?? 0) * (z.BuySell == "卖出" || z.BuySell == "S" ? 1 : 0)),
                                    SumSpotPrice = y.Sum(z => z.Lots * (z.SpotPrice ?? 0) * (z.BuySell == "买入" || z.BuySell == "B" ? 1 : -1)),
                                    flow = new trade_swap_flow()
                                    {
                                        UnderlyingCode = y.Key,
                                        BuySell = y.Sum(z => z.Lots * (z.BuySell == "买入" || z.BuySell == "B" ? 1 : -1)) >= 0 ? "买入" : "卖出",
                                        ClearingAgency = y.First().ClearingAgency,
                                        TradeNumber = y.First().TradeNumber,
                                        TradeDate = y.First().TradeDate,
                                        StartDate = y.First().StartDate,
                                        ExerciseDate = y.First().ExerciseDate,
                                        QuoteCurrency = y.First().QuoteCurrency,
                                        SettlementDate = y.First().SettlementDate,
                                        NeedCostFee = y.First().NeedCostFee,
                                        SingleFee = y.First().SingleFee,
                                        UnAnnualRate = y.First().UnAnnualRate
                                    }
                                }
                                ).ToList();

            return tradeFlowsUnderlyingGroup;
        }

        private void SetOpenUnwindSingleSwapTrade(trade_swap_flow_group flowGroup, double openCostFee, double closeCostFee)
        {
            flowGroup.flow.Lots = flowGroup.BuyLots;
            flowGroup.flow.SpotPrice = flowGroup.SumBuySpotPrice / flowGroup.BuyLots;
            var trade = MapSwapTradeHandle(flowGroup.flow, true);
            InnerSaveSwapTrade(trade, openCostFee);
            trade.UnWindDate = valuedateBLL.ValueDate;
            trade.FinalPrice = flowGroup.SumSellSpotPrice / flowGroup.SellLots;
            UnwindSwapTradeCashHandle(trade, "平仓", null, closeCostFee);

            AddTradeOperationHistoryAndSetParentTradeInfo(true, trade, "合成多空组合流水时生成的单笔交易开平仓记录");
        }

        private trade MapSwapTradeHandle(trade_swap_flow swapFlow, bool isSingleTrade)
        {
            var originalTrades = DbContext.trade.Where(x => x.TradeNumber == swapFlow.TradeNumber);
            new TradeExtendService(UserInfo).SetTradeExtend(originalTrades, true);
            var originalTrade = originalTrades.FirstOrDefault();
            var lastParentTrade = originalTrade;
            if (originalTrade == null)
            {
                throw new ServiceException($"该交易编号[{swapFlow.TradeNumber}]在系统中不存在");
            }
            else if (originalTrade.TradeType != "收益互换" || originalTrade.trade_swap.SwapType != "多空组合")
            {
                throw new ServiceException($"该交易编号[{swapFlow.TradeNumber}]的交易类型非多空组合的收益互换");
            }

            var defaultExerciseDate = originalTrade.ExerciseDate;

            var td = new trade
            {
                TradeDate = swapFlow.TradeDate,
                StartDate = swapFlow.StartDate,
                ExerciseDate = swapFlow.ExerciseDate,
                TradeType = "收益互换",
                StructureType = "收益互换",
                ClientId = originalTrade.ClientId,
                ClientName = originalTrade.ClientName,
                QuoteCurrency = swapFlow.QuoteCurrency,
                SettlementCurrency = originalTrade.SettlementCurrency,
                UnderlyingCode = swapFlow.UnderlyingCode,
                SpotPrice = swapFlow.SpotPrice,
                Lots = swapFlow.Lots,
                IsNight = swapFlow.IsNight,
                OpponentRole = "甲方",
                MarginTemplateName = null,
                MarginType = MarginTypeEnum.DEFAULT,
                IsGroup = isSingleTrade ? 0 : 2
            };

            if (!isSingleTrade)
            {
                if (originalTrade.TradeDate == swapFlow.TradeDate)
                {
                    td.ParentTradeId = originalTrade.id;
                }
                else if (originalTrade.TradeDate < swapFlow.TradeDate)
                {
                    var todayParentTrade = (from trade in DbContext.trade.Where(x => x.ValidState != "InValid" && x.TradeDate == swapFlow.TradeDate && x.ClientId == originalTrade.ClientId)
                                            join swap in DbContext.trade_swap.Where(x => x.OriginalTradeId == originalTrade.id)
                                            on trade.id equals swap.TradeId
                                            select trade).FirstOrDefault();
                    if (todayParentTrade == null)
                    {
                        var lastParentTrades = (from trade in DbContext.trade.Where(x => x.ValidState != "InValid" && x.TradeDate < swapFlow.TradeDate && x.ClientId == originalTrade.ClientId && x.IsGroup == 1)
                                                join swap in DbContext.trade_swap.Where(x => x.OriginalTradeId == originalTrade.id)
                                                on trade.id equals swap.TradeId
                                                select trade).OrderByDescending(x => x.TradeDate);

                        if (lastParentTrades.Any())
                        {
                            new TradeExtendService(UserInfo).SetTradeExtend(lastParentTrades, true);

                            lastParentTrade = lastParentTrades.First();
                            defaultExerciseDate = lastParentTrade.ExerciseDate;
                        }

                        var newParentTrade = new trade
                        {
                            TradeDate = swapFlow.TradeDate,
                            StartDate = swapFlow.StartDate,
                            ExerciseDate = defaultExerciseDate,
                            TradeType = "收益互换",
                            StructureType = "收益互换",
                            ClientId = lastParentTrade.ClientId,
                            ClientName = lastParentTrade.ClientName,
                            QuoteCurrency = lastParentTrade.QuoteCurrency,
                            SettlementCurrency = lastParentTrade.SettlementCurrency,
                            UnderlyingCode = lastParentTrade.UnderlyingCode,
                            UnderlyingId = lastParentTrade.UnderlyingId,
                            UnderlyingAssetClass = lastParentTrade.UnderlyingAssetClass,
                            MaturityDate = lastParentTrade.MaturityDate,
                            UnderlyingInstrumentType = lastParentTrade.UnderlyingInstrumentType,
                            UnderlyingAssetName = lastParentTrade.UnderlyingName,
                            SpotPrice = lastParentTrade.SpotPrice,
                            IsNight = lastParentTrade.IsNight,
                            OpponentRole = lastParentTrade.OpponentRole,
                            MarginTemplateName = lastParentTrade.MarginTemplateName,
                            MarginType = lastParentTrade.MarginType,
                            IsUsePremiumRate = lastParentTrade.IsUsePremiumRate,
                            PrincipalRate = lastParentTrade.PrincipalRate,
                            ParticipationRate = lastParentTrade.ParticipationRate,
                            TraderId = lastParentTrade.TraderId,
                            TraderName = lastParentTrade.TraderName,
                            AssetId = lastParentTrade.AssetId,
                            AssetBookName = lastParentTrade.AssetBookName,
                            IsGroup = lastParentTrade.IsGroup
                        };

                        newParentTrade.MetaDic = lastParentTrade.MetaDic;

                        newParentTrade.trade_swap = new trade_swap()
                        {
                            SwapType = lastParentTrade.trade_swap.SwapType,
                            OriginalTradeId = originalTrade.id,
                            IsGetFloatingProfit = lastParentTrade.trade_swap.IsGetFloatingProfit,
                            GetSingleFee = lastParentTrade.trade_swap.GetSingleFee,
                            GetUnAnnualRate = lastParentTrade.trade_swap.GetUnAnnualRate,
                            GetSwapTimeAndRate = lastParentTrade.trade_swap.GetSwapTimeAndRate,
                            GetMarginRate = lastParentTrade.trade_swap.GetMarginRate,
                            GetUnderlyingId = lastParentTrade.trade_swap.GetUnderlyingId,
                            GetUnderlyingCode = lastParentTrade.trade_swap.GetUnderlyingCode,
                            GetSpotPrice = lastParentTrade.trade_swap.GetSpotPrice,
                            IsPayFloatingProfit = lastParentTrade.trade_swap.IsPayFloatingProfit,
                            PaySingleFee = lastParentTrade.trade_swap.PaySingleFee,
                            PayUnAnnualRate = lastParentTrade.trade_swap.PayUnAnnualRate,
                            PayMarginRate = lastParentTrade.trade_swap.PayMarginRate,
                            PayUnderlyingId = lastParentTrade.trade_swap.PayUnderlyingId,
                            PayUnderlyingCode = lastParentTrade.trade_swap.PayUnderlyingCode,
                            PaySpotPrice = lastParentTrade.trade_swap.PaySpotPrice,
                            PaySwapTimeAndRate = lastParentTrade.trade_swap.PaySwapTimeAndRate,
                            AnnualDays = lastParentTrade.trade_swap.AnnualDays,
                            AnnualVarIncome = lastParentTrade.trade_swap.AnnualVarIncome,
                            RateCalcMode = lastParentTrade.trade_swap.RateCalcMode,
                            IsTradePriceWhenOpen = lastParentTrade.trade_swap.IsTradePriceWhenOpen,
                        };

                        InnerSaveSwapTrade(newParentTrade, 0);
                        td.ParentTradeId = newParentTrade.id;
                    }
                    else
                    {
                        td.ParentTradeId = todayParentTrade.id;
                        defaultExerciseDate = todayParentTrade.ExerciseDate;
                    }
                }
                else
                {
                    throw new ServiceException($"交易编号[{swapFlow.TradeNumber}]对应的交易流水的交易日期[{swapFlow.TradeDate?.ToString("yyyy-MM-dd")}]不该在多空组合交易的交易日[{originalTrade.TradeDate?.ToString("yyyy-MM-dd")}]之前");
                }
            }

            td.MetaDic = lastParentTrade.MetaDic;

            //标的代码(必需)
            var underlying = DataCacheProvider.GetUnderlyingDataSource().GetData(td.UnderlyingCode);
            if (underlying == null)
            {
                throw new ServiceException($"该标的代码[{td.UnderlyingCode}]在系统中不存在");
            }
            else
            {
                td.UnderlyingId = underlying.id;
                td.UnderlyingAssetClass = underlying.UnderlyingType;
                td.MaturityDate = underlying.MaturityDate;

                if (td.ExerciseDate == null)
                {
                    td.ExerciseDate = underlying.MaturityDate;
                    swapFlow.ExerciseDate = underlying.MaturityDate;
                }
                td.UnderlyingInstrumentType = underlying.UnderlyingInstrumentType;
                td.UnderlyingAssetName = underlying.UnderlyingName;
            }

            if (td.ExerciseDate == null)
            {
                td.ExerciseDate = defaultExerciseDate;
            }

            var variety = DataCacheProvider.GetVarietyDataSource().GetData(underlying.UnderlyingTypeId);
            //交易份额
            td.Notional = (td.Lots ?? 0) * underlying.ContractSize;
            td.TradeAmount = td.Notional / variety.CountRatio;
            td.OriginalNotional = td.Notional;
            td.StockEqvNotional = (td.SpotPrice ?? 0) * td.Notional;
            td.StockEqvNotionalReal = td.StockEqvNotional;
            td.OriginalStockEqvNotional = td.StockEqvNotional;
            td.PrincipalRate = 0;
            td.ParticipationRate = 1;
            td.AssetId = originalTrade.AssetId;
            td.AssetBookName = originalTrade.AssetBookName;
            td.TraderId = originalTrade.TraderId;
            td.TraderName = originalTrade.TraderName;
            //td.InitialMargin = td.StockEqvNotional * (lastParentTrade.trade_swap.GetMarginRate - lastParentTrade.trade_swap.PayMarginRate);

            td.trade_swap = new trade_swap()
            {
                TradeId = td.id,
                OriginalTradeId = originalTrade.id
            };

            td.trade_swap.SwapType = "普通";
            td.trade_swap.AnnualDays = lastParentTrade.trade_swap.AnnualDays;
            td.trade_swap.AnnualVarIncome = lastParentTrade.trade_swap.AnnualVarIncome;
            td.trade_swap.RateCalcMode = lastParentTrade.trade_swap.RateCalcMode;
            td.trade_swap.IsTradePriceWhenOpen = true;
            td.trade_swap.IsPayFloatingProfit = lastParentTrade.trade_swap.IsPayFloatingProfit;
            td.trade_swap.IsGetFloatingProfit = lastParentTrade.trade_swap.IsGetFloatingProfit;
            td.trade_swap.GetSwapTimeAndRate = lastParentTrade.trade_swap.GetSwapTimeAndRate;
            td.trade_swap.PaySwapTimeAndRate = lastParentTrade.trade_swap.PaySwapTimeAndRate;

            var isAnnualSet = swapFlow.SingleFee != null || swapFlow.UnAnnualRate != null;
            if (isAnnualSet)
            {
                if (td.trade_swap.IsPayFloatingProfit)
                {
                    td.trade_swap.GetSingleFee = swapFlow.SingleFee ?? 0;
                    td.trade_swap.GetUnAnnualRate = swapFlow.UnAnnualRate ?? 0;
                }
                else
                {
                    td.trade_swap.PaySingleFee = swapFlow.SingleFee ?? 0;
                    td.trade_swap.PayUnAnnualRate = swapFlow.UnAnnualRate ?? 0;
                }
            }
            else
            {
                var varitey = DataCacheProvider.GetVariety(td.UnderlyingCode);
                var clientVarietyConfig = DbContext.client_variety_config.Where(x => x.ClientId == td.ClientId && x.VarietyId == varitey.id && x.ValueDate <= td.TradeDate).OrderByDescending(x => x.ValueDate).FirstOrDefault();
                if (clientVarietyConfig == null)
                {
                    throw new ServiceException($"该客户[{td.ClientName}]需要维护品种[{varitey.VarietyCode}]在[{td.TradeDate}]相关的收费参数配置");
                }

                if (td.trade_swap.IsPayFloatingProfit)
                {
                    td.trade_swap.GetSingleFee = clientVarietyConfig.SingleFee;
                    td.trade_swap.GetUnAnnualRate = clientVarietyConfig.UnAnnualRate;
                }
                else
                {
                    td.trade_swap.PaySingleFee = clientVarietyConfig.SingleFee;
                    td.trade_swap.PayUnAnnualRate = clientVarietyConfig.UnAnnualRate;
                }
            }

            if (td.trade_swap.IsPayFloatingProfit)
            {
                td.trade_swap.GetTradePrice = (td.trade_swap.GetSingleFee ?? 0) * (td.Lots ?? 0) + (td.trade_swap.GetUnAnnualRate ?? 0) * td.StockEqvNotional;
                td.trade_swap.GetMarginRate = lastParentTrade.trade_swap.GetMarginRate;
                td.trade_swap.PaySpotPrice = td.SpotPrice;
                td.trade_swap.PayUnderlyingId = td.UnderlyingId;
                td.trade_swap.PayUnderlyingCode = td.UnderlyingCode;
                td.trade_swap.PayNotional = td.Notional;
                td.trade_swap.PayTradeAmount = td.TradeAmount;
            }
            else
            {
                td.trade_swap.PayTradePrice = (td.trade_swap.PaySingleFee ?? 0) * (td.Lots ?? 0) + (td.trade_swap.PayUnAnnualRate ?? 0) * td.StockEqvNotional;
                td.trade_swap.PayMarginRate = lastParentTrade.trade_swap.PayMarginRate;
                td.trade_swap.GetSpotPrice = td.SpotPrice;
                td.trade_swap.GetUnderlyingId = td.UnderlyingId;
                td.trade_swap.GetUnderlyingCode = td.UnderlyingCode;
                td.trade_swap.GetNotional = td.Notional;
                td.trade_swap.GetTradeAmount = td.TradeAmount;
            }

            //交易方向
            var longshort = swapFlow.BuySell;
            switch (longshort)
            {
                case "买入":
                case "B":
                    if (td.trade_swap.IsPayFloatingProfit)
                    {
                        td.trade_swap.PayLongShort = "多头";
                    }
                    else
                    {
                        td.trade_swap.GetLongShort = "多头";
                    }
                    break;
                case "卖出":
                case "S":
                    if (td.trade_swap.IsPayFloatingProfit)
                    {
                        td.trade_swap.PayLongShort = "空头";
                    }
                    else
                    {
                        td.trade_swap.GetLongShort = "空头";
                    }
                    break;
                default:
                    throw new ServiceException("买卖方向 填写错误:" + longshort);
            }

            return td;
        }

        private void InnerSaveSwapTrade(trade td, double tradePriceQuote)
        {
            if (!string.IsNullOrWhiteSpace(td.TradeNumber))
            {
                if (DbContext.trade.Any(x => x.TradeNumber == td.TradeNumber))
                {
                    throw new ServiceException($"存在重复的交易编号[{td.TradeNumber}]");
                }
            }

            td.TradeStatus = ConsTrade.确认成交;

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

            if (td.trade_swap.IsPayFloatingProfit)
            {
                td.trade_swap.GetTradePrice = tradePriceQuote;
                td.TradePrice = tradePriceQuote * currencyRate;

                td.BuySell = "卖出";
            }
            else
            {
                td.trade_swap.PayTradePrice = tradePriceQuote;
                td.TradePrice = tradePriceQuote * currencyRate;

                td.BuySell = "买入";
            }

            td.OriginalNotional = td.Notional;
            td.OriginalStockEqvNotional = td.StockEqvNotional;
            td.StockEqvNotionalReal = td.StockEqvNotionalReal;
            td.MarginTemplateName = null;
            td.MarginType = MarginTypeEnum.DEFAULT;
            td.IsTradePricePayType = true;
            td.TradeSource = TradeSourceEnum.导入交易.ToString();
            td.OptId = UserId;
            td.OptName = UserName;
            td.OptDate = DateTime.Now;
            td.CreatorId = UserId;
            td.CreatorName = UserName;
            td.CreateDate = DateTime.Now;
            DbContext.trade.Add(td);
            DbContext.SaveChanges();

            td.trade_swap.TradeId = td.id;
            td.trade_swap.OptId = UserId;
            td.trade_swap.OptName = UserName;
            td.trade_swap.OptDate = DateTime.Now;
            DbContext.trade_swap.Add(td.trade_swap);

            SaveTradeMeta(td);

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

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

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

            if (td.ParentTradeId > 0)
            {
                var parentTrade = DbContext.trade.Find(td.ParentTradeId);
                if (parentTrade != null)
                {
                    parentTrade.OriginalStockEqvNotional += td.StockEqvNotional;
                    parentTrade.StockEqvNotional += td.StockEqvNotional;
                    parentTrade.StockEqvNotionalReal += td.StockEqvNotional;
                    var tradePrice = (parentTrade.TradePrice ?? 0) * (parentTrade.BuySell == "买入" ? -1 : 1) + (td.TradePrice ?? 0) * (td.BuySell == "买入" ? -1 : 1);
                    parentTrade.TradePrice = Math.Abs(tradePrice);
                    parentTrade.BuySell = tradePrice >= 0 ? "卖出" : "买入";

                    var swapTrade = DbContext.trade_swap.FirstOrDefault(x => x.TradeId == parentTrade.id);
                    if (swapTrade != null)
                    {
                        if (swapTrade.IsPayFloatingProfit)
                        {
                            swapTrade.GetTradePrice = tradePrice;
                        }
                        else
                        {
                            swapTrade.PayTradePrice = -tradePrice;
                        }
                    }

                    td.trade_swap.AnnualDays = swapTrade.AnnualDays;

                    trade_swap_detail detail = new trade_swap_detail()
                    {
                        IsForGet = td.trade_swap.IsGetFloatingProfit,
                        TradeId = td.ParentTradeId,
                        ChildTradeId = td.id,
                        LongShort = td.trade_swap.IsGetFloatingProfit ? td.trade_swap.GetLongShort : td.trade_swap.PayLongShort,
                        UnderlyingCode = td.UnderlyingCode,
                        SpotPrice = td.SpotPrice,
                        OriginalNotional = td.OriginalNotional,
                        Notional = td.Notional,
                        TradePrice = td.trade_swap.IsGetFloatingProfit ? (td.trade_swap.PayTradePrice ?? 0) : (td.trade_swap.GetTradePrice ?? 0)
                    };
                    DbContext.trade_swap_detail.Add(detail);

                    if (string.IsNullOrWhiteSpace(td.TradeNumber))
                    {
                        var childCount = DbContext.trade.Where(x => x.ParentTradeId == parentTrade.id && x.ValidState != "InValid").Count();
                        td.TradeNumber = BizLogicSingleton.Instance.GenerateSubTradeNumberBeforeConfirm(td, parentTrade, childCount, DbContext);
                    }
                }
            }
            else
            {
                if (string.IsNullOrWhiteSpace(td.TradeNumber))
                {
                    if (GuolianContractNoGenerator.IsGuolianSwapTrade(td))
                    {
                        GuolianContractNoGenerator.TryGenerateTradeNumberAfterSave(DbContext, td);
                    }
                    else
                    {
                        td.TradeNumber = BizLogicSingleton.Instance.GenerateTradeNumberBeforeConfirm(td, DbContext);
                    }
                }
            }

            DbContext.SaveChanges();
        }

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

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

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

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

            var trade_cash_swap = new trade_cash_swap();
            if (td.trade_swap.IsPayFloatingProfit)
            {
                var initialAmountPayQuote = PayoffSwapCalcService.GetInitialAmountSwapPay(td, td.trade_swap, td.SpotPrice ?? 0
                    , td.FinalPrice ?? 0, (td.OriginalStockEqvNotional ?? 0) * (tc.UnwindPercentRate ?? 0), td.UnWindDate.Value, null);

                var preSwapDate = td.trade_swap.IncludeFirstDay ? td.StartDate.Value.AddDays(-1) : td.StartDate.Value;
                var extraAmountGetQuote = annualFee ?? PayoffSwapCalcService.GetExtraAmountBySwapRate(td.ClientId, td.TradeDate, td.trade_swap.GetSwapTimeAndRate, preSwapDate, td.UnWindDate.Value, td.trade_swap.AnnualDays ?? 0, (td.OriginalStockEqvNotional ?? 0) * (tc.UnwindPercentRate ?? 0));
                var extraAmountPayQuote = annualFee ?? PayoffSwapCalcService.GetExtraAmountBySwapRate(td.ClientId, td.TradeDate, td.trade_swap.PaySwapTimeAndRate, preSwapDate, td.UnWindDate.Value, td.trade_swap.AnnualDays ?? 0, (td.OriginalStockEqvNotional ?? 0) * (tc.UnwindPercentRate ?? 0));

                var costFeeGetQuote = costFee ?? 0;

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

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

                var initialAmountPay = initialAmountPayQuote * currencyRate;
                var extraAmountGet = extraAmountGetQuote * currencyRate;
                var extraAmountPay = extraAmountPayQuote * currencyRate;
                var costFeeGet = costFeeGetQuote * currencyRate;
                var costTradePriceGet = costTradePriceGetQuote * currencyRate;

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

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


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

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

                trade_cash_swap.StartDate = td.StartDate.Value;
                trade_cash_swap.PayStartPrice = trade_swap.PayFinalPrice ?? trade_swap.PaySpotPrice;
                trade_cash_swap.PayFinalPrice = tc.FinalPrice;
                trade_cash_swap.PayInitialAmount = initialAmountPay;
                trade_cash_swap.PayExtraAmount = extraAmountPay;
                trade_cash_swap.PayAmount = initialAmountPay + extraAmountPay;
                var customizedResultsPay = QdpHelper.ParseAutocallCustomizedInfo(td.trade_swap.PaySwapTimeAndRate);
                var paySwapRates = customizedResultsPay.Item2;
                trade_cash_swap.PaySwapRate = paySwapRates.FirstOrDefault();
                trade_cash_swap.GetExtraAmount = extraAmountGet;
                trade_cash_swap.GetCostFee = costFeeGet + costTradePriceGet;
                trade_cash_swap.GetAmount = extraAmountGet + costFeeGet + costTradePriceGet;
                var customizedResultsGet = QdpHelper.ParseAutocallCustomizedInfo(td.trade_swap.GetSwapTimeAndRate);
                var getSwapRates = customizedResultsGet.Item2;
                trade_cash_swap.GetSwapRate = getSwapRates.FirstOrDefault();
                trade_cash_swap.TradeId = tc.TradeId;
                trade_cash_swap.TradeCashId = tc.id;
                trade_cash_swap.OptId = tc.OptId;
                trade_cash_swap.OptName = tc.OptName;
                trade_cash_swap.OptDate = DateTime.Now;
                DbContext.trade_cash_swap.Add(trade_cash_swap);

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

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

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

                var tcdPay = new trade_cash_detail
                {
                    TradeId = tc.TradeId,
                    TradeCashId = tc.id,
                    Action = tc.Action,
                    Amount = -initialAmountPay,
                    QuoteAmount = -initialAmountPayQuote,
                    ValueDate = tc.ValueDate,
                    IsForGet = false,
                    OptId = tc.OptId,
                    OptName = tc.OptName,
                    OptDate = DateTime.Now,
                    TradeCashType = TradeCashTypeEnum.浮动收益.ToString()
                };
                DbContext.trade_cash_detail.Add(tcdPay);
            }
            else
            {
                var initialAmountGetQuote = PayoffSwapCalcService.GetInitialAmountSwapGet(td, td.trade_swap, td.SpotPrice ?? 0
                    , td.FinalPrice ?? 0, td.OriginalStockEqvNotional ?? 0, td.UnWindDate.Value, null);

                var preSwapDate = td.trade_swap.IncludeFirstDay ? td.StartDate.Value.AddDays(-1) : td.StartDate.Value;
                var extraAmountPayQuote = annualFee ?? PayoffSwapCalcService.GetExtraAmountBySwapRate(td.ClientId, td.TradeDate, td.trade_swap.PaySwapTimeAndRate, preSwapDate, td.UnWindDate.Value, td.trade_swap.AnnualDays ?? 0, (td.OriginalStockEqvNotional ?? 0) * (tc.UnwindPercentRate ?? 0));
                var extraAmountGetQuote = annualFee ?? PayoffSwapCalcService.GetExtraAmountBySwapRate(td.ClientId, td.TradeDate, td.trade_swap.GetSwapTimeAndRate, preSwapDate, td.UnWindDate.Value, td.trade_swap.AnnualDays ?? 0, (td.OriginalStockEqvNotional ?? 0) * (tc.UnwindPercentRate ?? 0));

                var costFeePayQuote = costFee ?? 0;

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

                }

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

                var initialAmountGet = initialAmountGetQuote * currencyRate;
                var extraAmountPay = extraAmountPayQuote * currencyRate;
                var extraAmountGet = extraAmountGetQuote * currencyRate;
                var costFeePay = costFeePayQuote * currencyRate;
                var costTradePricePay = costTradePricePayQuote * currencyRate;

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

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

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

                trade_cash_swap.StartDate = td.StartDate.Value;
                trade_cash_swap.GetStartPrice = trade_swap.GetFinalPrice ?? trade_swap.GetSpotPrice;
                trade_cash_swap.GetFinalPrice = tc.FinalPrice;
                trade_cash_swap.GetInitialAmount = initialAmountGet;
                trade_cash_swap.GetExtraAmount = extraAmountGet;
                trade_cash_swap.GetAmount = initialAmountGet + extraAmountGet;
                var customizedResultsGet = QdpHelper.ParseAutocallCustomizedInfo(td.trade_swap.GetSwapTimeAndRate);
                var getSwapRates = customizedResultsGet.Item2;
                trade_cash_swap.GetSwapRate = getSwapRates.FirstOrDefault();
                trade_cash_swap.PayExtraAmount = extraAmountPay;
                trade_cash_swap.PayCostFee = costFeePay + costTradePricePay;
                trade_cash_swap.PayAmount = extraAmountPay + costFeePay + costTradePricePay;
                var customizedResults = QdpHelper.ParseAutocallCustomizedInfo(td.trade_swap.PaySwapTimeAndRate);
                var paySwapRates = customizedResults.Item2;
                trade_cash_swap.PaySwapRate = paySwapRates.FirstOrDefault();
                trade_cash_swap.TradeId = tc.TradeId;
                trade_cash_swap.TradeCashId = tc.id;
                trade_cash_swap.OptId = tc.OptId;
                trade_cash_swap.OptName = tc.OptName;
                trade_cash_swap.OptDate = DateTime.Now;
                DbContext.trade_cash_swap.Add(trade_cash_swap);

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

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

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

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

            if (td.ParentTradeId > 0)
            {
                var parentTrade = DbContext.trade.Find(td.ParentTradeId);
                if (parentTrade != null)
                {
                    parentTrade.UnWindDate = tc.ValueDate;
                    parentTrade.StockEqvNotional = 0;
                    parentTrade.TradeStatus = "已平仓";

                    var tradeSwapDetail = DbContext.trade_swap_detail.FirstOrDefault(x => x.TradeId == parentTrade.id && x.ChildTradeId == td.id);
                    if (tradeSwapDetail != null)
                    {
                        tradeSwapDetail.Notional = td.Notional;
                    }

                    var tradeCash = DbContext.trade_cash.FirstOrDefault(x => x.TradeId == td.ParentTradeId && x.Action == ClientCashInCashOut.系统操作_平仓费 && x.ValidState != "InValid");
                    if (tradeCash == null)
                    {
                        tradeCash = new trade_cash()
                        {
                            TradeId = td.ParentTradeId,
                            Notional = parentTrade.OriginalNotional ?? 0,
                            ValueDate = tc.ValueDate,
                            Action = tc.Action,
                            Amount = 0,
                            ExerciseWay = tc.ExerciseWay,
                            IsLastAction = true,
                            UnwindNotional = parentTrade.OriginalNotional ?? 0,
                            UnwindPercentRate = 1,
                            OptId = UserId,
                            OptName = UserName,
                            OptDate = DateTime.Now
                        };
                        DbContext.trade_cash.Add(tradeCash);
                    }
                    DbContext.SaveChanges();

                    var tradeCashSwap = DbContext.trade_cash_swap.FirstOrDefault(x => x.TradeCashId == tradeCash.id && x.TradeId == parentTrade.id);
                    if (tradeCashSwap == null)
                    {
                        tradeCashSwap = new trade_cash_swap()
                        {
                            TradeId = parentTrade.id,
                            TradeCashId = tradeCash.id,
                            StartDate = parentTrade.StartDate,
                            OptId = UserId,
                            OptName = UserName,
                            OptDate = DateTime.Now
                        };
                        DbContext.trade_cash_swap.Add(tradeCashSwap);
                    }
                    tradeCashSwap.GetAmount = (tradeCashSwap.GetAmount ?? 0) + (trade_cash_swap.GetAmount ?? 0);
                    tradeCashSwap.GetInitialAmount = (tradeCashSwap.GetInitialAmount ?? 0) + (trade_cash_swap.GetInitialAmount ?? 0);
                    tradeCashSwap.GetExtraAmount = (tradeCashSwap.GetExtraAmount ?? 0) + (trade_cash_swap.GetExtraAmount ?? 0);
                    tradeCashSwap.GetCostFee = (tradeCashSwap.GetCostFee ?? 0) + (trade_cash_swap.GetCostFee ?? 0);
                    tradeCashSwap.PayAmount = (tradeCashSwap.PayAmount ?? 0) + (trade_cash_swap.PayAmount ?? 0);
                    tradeCashSwap.PayInitialAmount = (tradeCashSwap.PayInitialAmount ?? 0) + (trade_cash_swap.PayInitialAmount ?? 0);
                    tradeCashSwap.PayExtraAmount = (tradeCashSwap.PayExtraAmount ?? 0) + (trade_cash_swap.PayExtraAmount ?? 0);
                    tradeCashSwap.PayCostFee = (tradeCashSwap.PayCostFee ?? 0) + (trade_cash_swap.PayCostFee ?? 0);

                    new TradeCashService(this).SaveTradeCashDetail(tradeCash);

                    new ClientCashinCashoutBLL(this).CloseTrade_ClientCashInCashOutSave(parentTrade, tradeCash, tradeCash.ValueDate, true);

                    tradeCash.Amount += tc.Amount;
                    tc.ParentTradeId = td.ParentTradeId;
                    tc.ParentTradeCashId = tradeCash.id;
                    DbContext.SaveChanges();
                }
            }

            DbContext.SaveChanges();
        }
    }
}