using BaseOUDAL;
using YLErp.BLL;
using YLErp.BLL.Eod;
using YLErp.BLL.EodSettlement;
using YLErp.Commons;
using YLErp.Configuration;
using YLErp.DBModels.Consts;
using YLErp.DBModels.Enums;
using YLErp.Model;
using YLErp.Model.Enum;
using YLErp.Model.FinancialVoucherCreator;
using YLErp.Models.Tag;
using YLErp.Modules.EodModule;
using YLErp.Modules.MarketRiskMoudule;
using YLErp.Modules.MarketRiskMoudule.Dto;
using YLErp.Modules.RiskExposure;
using YLErp.Modules.RiskListModule;
using YLErp.Modules.RiskModule;
using YLErp.Modules.SuperviseReportModule.CFMMC2022.Service;
using YLErp.Modules.TagModule;
using YLErp.Modules.TradeModule;
using YLErp.QdpModule;

namespace YLErp.Modules.FinancialModule
{
    /// <summary>
    /// 财务凭证服务
    /// </summary>
    public class FinancialVoucherService : YLBaseService
    {
        public FinancialVoucherService(OptUserInfo userInfo) : base(userInfo)
        {

        }

        /// <summary>
        /// 获取财务凭证
        /// </summary>
        public ReturnInfo<List<FinancialStatement>> GetFinancialStatements(FinancialStatementReq req)
        {
            var resultList = new List<FinancialStatement>();
            Task ExecuteAsync(Func<List<FinancialStatement>> func)
            {
                return Task.Run(func).ContinueWith(t =>
                {
                    if (t.Result?.Count > 0)
                    {
                        lock (resultList)
                        {
                            resultList.AddRange(t.Result);
                        }
                    }
                });
            }
            var tasks = new Task[] {
                ExecuteAsync(GetDepositWithdraw),
                ExecuteAsync(GetAROrAPOptionFee),
                ExecuteAsync(GetMaturityInvestmentIncome),
                ExecuteAsync(GetTerminationInvestmentIncome),
            };
            Task.WaitAll(tasks);

            if (req.IsSamePeer.HasValue)
            {
                var isSamePeer = req.IsSamePeer.Value == SamePeerEnum.IsSamePeer.GetHashCode();
                resultList = resultList.Where(d => d.IsSamePeer == isSamePeer).ToList();
            }

            if (req.AbstractList?.Count > 0)
            {
                resultList = resultList.Where(f => req.AbstractList.Contains(f.AbstractTye)).ToList();
            }

            return Return.Success(resultList);
        }

        private bool IsSamePeer(int clientId)
        {
            using (var db = DbContextFactory.GetClientDbContext(OptUser))
            {
                var client = db.client.Where(n => n.id == clientId)
                    .Select(n => new { n.CustomerNature }).FirstOrDefault();

                if (client == null)
                {
                    return false;
                    //throw new Exception($"id为{clientId}的客户不存在");
                }

                if (!client.CustomerNature.HasValue)
                {
                    return false;
                }

                switch ((CustomerNatureEnum)client.CustomerNature)
                {
                    case CustomerNatureEnum.证券公司:
                    case CustomerNatureEnum.期货风险管理子公司:
                        return true;
                    default:
                        return false;
                }
            }
        }

        /// <summary>
        /// 获取出入金凭证
        /// </summary>
        /// <returns></returns>
        public List<FinancialStatement> GetDepositWithdraw()
        {
            List<ClientCashInCashOut> cashInCashOutList;
            var resultList = new List<FinancialStatement>();
            using (var db = new YLContext())
            {
                cashInCashOutList = db.ClientCashInCashOut
                    .Where(c => c.HappenDate == valuedateBLL.ValueDate &&
                                (c.Direction == "出金" || c.Direction == "入金") && c.State == ClientCashInCashOut.已确认).ToList();
            }

            if (cashInCashOutList.Count == 0)
            {
                return resultList;
            }

            foreach (var clientCashInCashOut in cashInCashOutList)
            {
                var financialStatement =
                    DepositWithdrawGenerator.GetFinancialStatement(IsSamePeer(clientCashInCashOut.ClientId.Value),
                        clientCashInCashOut.ClientName, clientCashInCashOut.Money ?? 0,
                        clientCashInCashOut.Direction == "出金");
                resultList.Add(financialStatement);
            }

            return resultList;
        }

        /// <summary>
        /// 获取应收应付期权费凭证
        /// </summary>
        public List<FinancialStatement> GetAROrAPOptionFee()
        {
            List<TradeExtends> tradeList;
            using (var db = new YLContext())
            {
                var valueDate = valuedateBLL.ValueDate;
                var query = from trade in db.trade
                            join tradecash in db.trade_cash on trade.id equals tradecash.TradeId
                            join confirmDoc in db.trade_contract_r.Where(aa => aa.Type == ContractTypeEnum.Trade && aa.IsValid)
                                on new { id = trade.ParentTradeId > 0 ? trade.ParentTradeId : trade.id } equals new { id = confirmDoc.TradeId } into confirmDocT
                            from confirmDoc in confirmDocT.DefaultIfEmpty()
                            where
                                tradecash.ValueDate == valueDate && tradecash.Action == ClientCashInCashOut.系统操作_期权费 &&
                                tradecash.ValidState != ConsGlobal.InValid && !tradecash.IsDeleted && tradecash.Status == TradeCashStatusEnum.已执行
                            select new TradeExtends
                            {
                                Id = trade.id,
                                ClientId = trade.ClientId,
                                ClientName = trade.ClientName,
                                BuySell = trade.BuySell,
                                ContractCode = confirmDoc.ContractCode,
                                OptionFee = tradecash.Amount
                            };
                tradeList = query.ToList();
            }

            var resultList = new List<FinancialStatement>();
            foreach (var trade in tradeList)
            {
                var financilaStatement = AROrAPOptionFeeGenerator.GetFinancialStatement(
                    IsSamePeer(trade.ClientId.Value),
                    trade.ClientName, trade.BuySell == "买入", trade.ContractCode, trade.OptionFee ?? 0);

                resultList.Add(financilaStatement);
            }

            return resultList;
        }

        /// <summary>
        /// 获取到期投资收益凭证
        /// </summary>
        public List<FinancialStatement> GetMaturityInvestmentIncome()
        {
            List<TradeExtends> tradeList;
            var expiredStatus = ConsTrade.已到期;
            var exerciseStatus = ConsTrade.已执行;
            using (var db = new YLContext())
            {
                var valueDate = valuedateBLL.ValueDate;

                var query = from trade in db.trade
                            join tradecash in db.trade_cash
                            on new { tradeId = trade.id, tradeDate = trade.PremiumPayDate ?? trade.TradeDate ?? DateTime.Now } equals new { tradeId = tradecash.TradeId, tradeDate = tradecash.ValueDate } into tradecashT
                            from tradecash in tradecashT.DefaultIfEmpty()
                            join tradecashStrike in db.trade_cash on trade.id equals tradecashStrike.TradeId into
                                tradecashStrikeT
                            from tradecashStrike in tradecashStrikeT.DefaultIfEmpty()
                            join confirmDoc in
                                db.trade_contract_r.Where(aa => aa.Type == ContractTypeEnum.Trade && aa.IsValid)
                                on new { id = trade.ParentTradeId > 0 ? trade.ParentTradeId : trade.id } equals new { id = confirmDoc.TradeId } into confirmDocT
                            from confirmDoc in confirmDocT.DefaultIfEmpty()
                            where tradecashStrike.ValueDate == valueDate &&
                                   tradecashStrike.Action == ClientCashInCashOut.系统操作_行权费 &&
                                   tradecashStrike.ValidState != ConsGlobal.InValid && !tradecashStrike.IsDeleted &&
                                   tradecashStrike.Status == TradeCashStatusEnum.已执行 && trade.TradeStatus == exerciseStatus
                                  && tradecash.Action == ClientCashInCashOut.系统操作_期权费 && tradecash.ValidState != ConsGlobal.InValid && !tradecash.IsDeleted &&
                                  tradecash.Status == TradeCashStatusEnum.已执行
                            select new TradeExtends
                            {
                                Id = trade.id,
                                ClientId = trade.ClientId,
                                ClientName = trade.ClientName,
                                BuySell = trade.BuySell,
                                ContractCode = confirmDoc.ContractCode,
                                OptionFee = tradecash.Amount,
                                StrikeFee = tradecashStrike.Amount
                            };
                query = query.Union(from trade in db.trade
                                    join tradecash in db.trade_cash
                                    on new { tradeId = trade.id, tradeDate = trade.PremiumPayDate ?? trade.TradeDate ?? DateTime.Now } equals new { tradeId = tradecash.TradeId, tradeDate = tradecash.ValueDate } into tradecashT
                                    from tradecash in tradecashT.DefaultIfEmpty()
                                    join confirmDoc in db.trade_contract_r.Where(aa => aa.Type == ContractTypeEnum.Trade && aa.IsValid)
                                         on new { id = trade.ParentTradeId > 0 ? trade.ParentTradeId : trade.id } equals new { id = confirmDoc.TradeId } into confirmDocT
                                    from confirmDoc in confirmDocT.DefaultIfEmpty()
                                    where trade.TradeStatus == expiredStatus && trade.UnWindDate == valueDate && !tradecash.IsDeleted
                                          && tradecash.Action == ClientCashInCashOut.系统操作_期权费 && tradecash.ValidState != ConsGlobal.InValid &&
                                          tradecash.Status == TradeCashStatusEnum.已执行
                                    select new TradeExtends
                                    {
                                        Id = trade.id,
                                        ClientId = trade.ClientId,
                                        ClientName = trade.ClientName,
                                        BuySell = trade.BuySell,
                                        ContractCode = confirmDoc.ContractCode,
                                        OptionFee = tradecash.Amount,
                                        StrikeFee = 0
                                    });

                tradeList = query.ToList();

            }

            var resultList = new List<FinancialStatement>();
            foreach (var trade in tradeList)
            {
                var financilaStatement = MaturityInvestmentIncomeGenerator.GetFinancialStatement(
                    IsSamePeer(trade.ClientId.Value),
                    trade.ClientName, trade.BuySell == "买入", trade.ContractCode, trade.StrikeFee.HasValue,
                    trade.OptionFee ?? 0, trade.StrikeFee ?? 0);

                resultList.Add(financilaStatement);
            }

            return resultList;
        }

        /// <summary>
        /// 获取提前终止投资收益凭证
        /// </summary>
        /// <returns></returns>
        public List<FinancialStatement> GetTerminationInvestmentIncome()
        {
            List<TradeExtends> tradeList;
            var unwindStatus = ConsTrade.已平仓;
            using (var db = new YLContext())
            {
                var valueDate = valuedateBLL.ValueDate;
                var query = from trade in db.trade
                            join tradecash in db.trade_cash
                            on new { tradeId = trade.id, tradeDate = trade.PremiumPayDate ?? trade.TradeDate ?? DateTime.Now } equals new { tradeId = tradecash.TradeId, tradeDate = tradecash.ValueDate } into tradecashT
                            from tradecash in tradecashT.DefaultIfEmpty()
                            join tradecashUnwind in db.trade_cash on trade.id equals tradecashUnwind.TradeId into
                                tradecashUnwindT
                            from tradecashUnwind in tradecashUnwindT.DefaultIfEmpty()
                            join confirmDoc in db.trade_contract_r.Where(aa => aa.Type == ContractTypeEnum.Trade && aa.IsValid)
                                on new { id = trade.ParentTradeId > 0 ? trade.ParentTradeId : trade.id } equals new { id = confirmDoc.TradeId } into confirmDocT
                            from confirmDoc in confirmDocT.DefaultIfEmpty()
                            where tradecashUnwind.ValueDate == valueDate &&
                                  tradecashUnwind.Action == ClientCashInCashOut.系统操作_平仓费 &&
                                  tradecashUnwind.ValidState != ConsGlobal.InValid && !tradecashUnwind.IsDeleted && tradecashUnwind.Status == TradeCashStatusEnum.已执行
                                  && tradecash.Action == ClientCashInCashOut.系统操作_期权费 && tradecash.ValidState != ConsGlobal.InValid && !tradecash.IsDeleted &&
                                  tradecash.Status == TradeCashStatusEnum.已执行 && trade.TradeStatus == unwindStatus
                            select new TradeExtends
                            {
                                Id = trade.id,
                                ClientId = trade.ClientId,
                                ClientName = trade.ClientName,
                                BuySell = trade.BuySell,
                                ContractCode = confirmDoc.ContractCode,
                                OptionFee = tradecash.Amount,
                                UnwindFee = tradecashUnwind.Amount
                            };
                tradeList = query.ToList();
            }

            var resultList = new List<FinancialStatement>();
            foreach (var trade in tradeList)
            {
                var financilaStatement = TerminationInvestmentIncomeGenerator.GetFinancialStatement(
                    IsSamePeer(trade.ClientId.Value),
                    trade.ClientName, trade.BuySell == "买入", trade.ContractCode, trade.OptionFee ?? 0,
                    trade.UnwindFee ?? 0);

                resultList.Add(financilaStatement);
            }

            return resultList;
        }


        /// <summary>
        /// 广发定制的财务汇总数据查询
        /// </summary>
        /// <param name="req"></param>
        /// <returns></returns>
        public List<FinancialSummaryOptionModel> FinancialSummary_Option_GF(FinancialSummaryModelReq req)
        {

            //默认值查询场外期权的交易
            if (req.TradeTypeList == null || req.TradeTypeList.Count == 0)
            {
                switch (req.SummaryType)
                {
                    case "远期/掉期":
                        req.TradeTypeList = new List<string> { "远期" };
                        break;
                    case "互换":
                        req.TradeTypeList = new List<string> { "收益互换" };
                        break;
                    case "场外期权":
                    default:
                        req.SummaryType = "场外期权";
                        req.TradeTypeList = ConsTrade.OptionTradeTypes;
                        break;
                }
            }

            var contractBLL = new TradeDocumentService(UserInfo);
            var modelList = new List<FinancialSummaryModelBase>();
            var searchTradeList = tradeBLL.SearchOptionTrade_GF(req);
            var tradeIds = searchTradeList.Select(O => O.TradeId).ToList();
            var parentTradeIds = searchTradeList.Select(x => x.ParentTradeId).ToHashSet();
            var parentTrades = DbContext.trade.Where(x => parentTradeIds.Contains(x.id)).ToDictionary(n => n.id);
            var lastDate = QdpCalendarHelper.GetNonHolidayDefore(req.CurrentPeriodDateStart.AddDays(-1));
            var currentDate = QdpCalendarHelper.GetNonHolidayDefore(req.CurrentPeriodDateEnd);
            var positionReq = new EodTradePositionReq
            {
                ValueDateStart = lastDate,
                ValueDateEnd = currentDate,
                TraderIds = string.Join(",", tradeIds)
            };
            List<EodTradePosition> positions = null;
            positions = new EodTradePositionBLL().SearchList<eod_trade_position_s>(positionReq)?.rows.Select(O => (EodTradePosition)O).ToList();
            Dictionary<int, List<TagDto>> clientTagList = null;
            if (searchTradeList != null && searchTradeList.Any())
            {
                using (var tagService = new TagService(OptUser))
                {
                    clientTagList = tagService.GetTagByClientIds(searchTradeList.Select(p => p.ClientId).Distinct().ToList());
                }
            }
            if (clientTagList == null)
            {
                clientTagList = new Dictionary<int, List<TagDto>>();
            }
            List<EodTradePosition> position = new List<EodTradePosition>();
            Dictionary<int, EodTradeRisk> riskDict = new Dictionary<int, EodTradeRisk>();



            var futureDict = position.GroupBy(O => O.UnderlyingCode).ToDictionary(K => K.Key, V => (double)V.ToList().Sum(O => O.PositionPnL));
            var feeDict = position.GroupBy(O => O.UnderlyingCode).ToDictionary(K => K.Key, V => (double)V.ToList().Sum(O => O.Commission));
            foreach (var item in searchTradeList)
            {
                if (parentTrades.TryGetValue(item.ParentTradeId, out var parentTrade))
                {
                    item.TradeNumber = parentTrade.TradeNumber;
                }
                double percent = 1;
                double? lastPv = positions.FindAll(O => O.TradeId == item.TradeId && O.ValueDate == lastDate).Sum(O => O.Amount == 0 ? 0 : Convert.ToDouble(O.Pv) / O.Amount);
                double? lastPnl = positions.FindAll(O => O.TradeId == item.TradeId && O.ValueDate == lastDate).Sum(O => O.Amount == 0 ? 0 : Convert.ToDouble(O.PositionPnL) / O.Amount);
                double? pv = positions.FindAll(O => O.TradeId == item.TradeId && O.ValueDate == currentDate).Sum(O => O.Amount == 0 ? 0 : Convert.ToDouble(O.Pv) / O.Amount);
                double? Pnl = positions.FindAll(O => O.TradeId == item.TradeId && O.ValueDate == currentDate).Sum(O => O.Amount == 0 ? 0 : Convert.ToDouble(O.PositionPnL) / O.Amount);

                item.LastPv = lastPv * item.Notional;//上期期末市值;
                item.LastTotalPnl = lastPnl * item.Notional;//上期末累计浮动盈亏;
                item.Pv = pv * item.Notional;//本期期末市值;
                item.TotalPnl = Pnl * item.Notional;//本期末累计浮动盈亏;
                if (item.TradeDate >= req.CurrentPeriodDateStart)
                { item.LastTotalPnl = 0; }
                if (item.UnderlyingCode != null)
                {
                    item.FuturePnl = futureDict.ContainsKey(item.UnderlyingCode) ? futureDict[item.UnderlyingCode] * percent : 0;//期货盈亏(结算价);
                    item.ServiceFee = feeDict.ContainsKey(item.UnderlyingCode) ? feeDict[item.UnderlyingCode] * percent : 0;//期货手续费;
                    item.CountRatio = DataCacheProvider.GetUnderlyingDataSource().GetData(item.UnderlyingCode).CountRatio;
                }
                else
                {
                    item.FuturePnl = 0;//期货盈亏(结算价);
                    item.ServiceFee = 0;//期货手续费;
                    item.CountRatio = 1;
                }
                item.DailyPnL = positions.FindAll(O => O.TradeId == item.TradeId && O.ValueDate == currentDate).Sum(O => O.DailyPnL);
                item.FinancialEntry = null;//财务入账;
                var SpotPrice = DbContext.trade.Where(l => l.id == item.TradeId).FirstOrDefault()?.SpotPrice;
                item.SurvivingNominalPrincipal = item.PositionAmount * SpotPrice;

                //拼装标签值
                if (clientTagList.ContainsKey(item.ClientId))
                {
                    item.Tags = clientTagList[item.ClientId];
                    item.OutputTags = TagService.GetOutputTagsStr(item.Tags);
                }
            }
            return searchTradeList;
        }
        /// <summary>
        /// 汇总客户数据
        /// </summary>
        public List<FinancialSummaryOptionModel> GatherClientData(FinancialSummaryModelReq req)
        {

            //反回表格数据（明细 小计 合计 ）
            List<FinancialSummaryOptionModel> rowSummaryOptionModels = new List<FinancialSummaryOptionModel>();
            //明细数据
            var financialSummaryOptionDetails = FinancialSummary_Option_GF(req);
            //小计数据
            var reqSubTotle = new FinancialSummaryModelReq() { SummaryType = req.SummaryType, TradeTypeList = req.TradeTypeList, CurrentPeriodDateStart = req.CurrentPeriodDateStart, CurrentPeriodDateEnd = req.CurrentPeriodDateEnd, ClientIds = req.ClientIds };
            var financialSummaryOptionSubtotal = FinancialSummary_Option_GF(reqSubTotle);
            if (financialSummaryOptionDetails != null && financialSummaryOptionDetails.Any())
            {
                //小计【可用资金（财务）】=  【期末结存（财务）】-预付金占用 + 冻结资金 、【期末结存（财务）】 = 出入金净额 + 成交了结收支
                var financialSummaryOptionModels = financialSummaryOptionDetails.GroupBy(l => new { l.ClientId, l.ClientFullName }).Select(l => l.Key).ToList();
                var  clientCashs = ClientBalanceUtility.GetClientBanlances(financialSummaryOptionModels.Select(l => l.ClientId).ToList(), req.CurrentPeriodDateEnd, req.CurrentPeriodDateEnd, false, true, false);
               
                List<FinancialSummaryOptionModel> optionModelsSubtotal = new List<FinancialSummaryOptionModel>();
                var tcQuery = new YLContext().trade_cash.Where(O => !O.IsDeleted && O.ValidState != ConsGlobal.InValid);
                financialSummaryOptionModels.ForEach(l =>
                {
                    //查询明细是否有该客户数据，如果没有就不需要小计
                    var financialSummaryOptionDetailsByClient = financialSummaryOptionDetails.Where(x => x.ClientId == l.ClientId);

                    if (financialSummaryOptionDetailsByClient != null && financialSummaryOptionDetailsByClient.Any())
                    {
                        var financialSummaryOptionModelsByClient = financialSummaryOptionSubtotal.Where(r => r.ClientId == l.ClientId);

                        FinancialSummaryOptionModel summaryOptionModel = CreateFinancialSummaryOptionClientModel(req, l.ClientId, "  小计：" + l.ClientFullName, "无状态", financialSummaryOptionModelsByClient.ToList(), tcQuery);
                        var clientCashsByClientId = clientCashs.Where(c => c.ClientId == l.ClientId).FirstOrDefault();
                        if (clientCashsByClientId != null)
                        {
                            //可用资金（财务） clientCashsByClientId.AvailableCash
                            summaryOptionModel.AvailableCash = clientCashsByClientId.AvailableAmount;
                            //期末结存（财务） clientCashsByClientId.EndBalance;
                            summaryOptionModel.EndBalance = clientCashsByClientId.AmountFund;
                        }
                        financialSummaryOptionDetailsByClient.ToList().ForEach(l =>
                        {
                            l.StatusStr = l.Status ? "完结" : "未完结";
                            l.ConfirmTotlePnl = l.ConfirmPnl;
                            l.GF_Pnl = l.Pnl;
                        });
                        rowSummaryOptionModels.AddRange(financialSummaryOptionDetailsByClient);
                        rowSummaryOptionModels.Add(summaryOptionModel);
                        optionModelsSubtotal.Add(summaryOptionModel);
                    }
                });
                FinancialSummaryOptionModel summaryOptionModel = CreateFinancialSummaryOptionClientModel(req, 0, "  合计：", "无状态", financialSummaryOptionDetails, tcQuery);
                summaryOptionModel.AvailableCash = optionModelsSubtotal.Sum(f => f.AvailableCash);
                summaryOptionModel.EndBalance = optionModelsSubtotal.Sum(f => f.EndBalance);
                rowSummaryOptionModels.Add(summaryOptionModel);
            }
            return rowSummaryOptionModels;
        }

        /// <summary>
        /// 汇总簿记数据
        /// </summary>
        public List<FinancialSummaryOptionModel> GatherUnitData(FinancialSummaryModelReq req)
        {
            var startDate = QdpCalendarHelper.GetNonHolidayDefore(req.CurrentPeriodDateStart.AddDays(-1));
            var TotalPnls = CaclTotalPnl(req.CurrentPeriodDateStart, req.CurrentPeriodDateEnd, out List<T2PositionDataDto> t2);
            //场内
            List<FinancialSummaryOptionModel> financialSummaryExchanges = new List<FinancialSummaryOptionModel>();
            using (YLContext ylContext = new YLContext())
            {

                var exchangList = (from eodtrade in ylContext.eod_trade_position_s
                                   join exchangeOption in ylContext.exchange_list_option on eodtrade.ExchangeOptionCode equals exchangeOption.ContractCode
                                   into exchangeOptionT
                                   from exchangeOption in exchangeOptionT.DefaultIfEmpty()
                                   where eodtrade.TradeId == 0 && !string.IsNullOrEmpty(eodtrade.HedgeUniqueCode)
                   && (startDate <= eodtrade.ValueDate && req.CurrentPeriodDateEnd >= eodtrade.ValueDate)
                                   select new
                                   {
                                       eodtrade.HedgeUniqueCode,
                                       eodtrade.ExchangeOptionCode,
                                       eodtrade.ValueDate,
                                       eodtrade.BookId,
                                       eodtrade.UnderlyingCode,
                                       eodtrade.DailyPnL,
                                       eodtrade.Commission,
                                       eodtrade.PositionPnL,
                                       eodtrade.RealizedPnL,
                                       eodtrade.Pv,
                                       eodtrade.Amount,
                                       eodtrade.TotalPnL,
                                       //ContractSize = DataCacheProvider.GetUnderlyingDataSource().GetData(eodtrade.UnderlyingCode).ContractSize,
                                       Strike = eodtrade.TradeType == "场内期权" ? exchangeOption.Strike : 0,
                                   }).ToList();
                if (req.UserAssets != null && req.UserClients != null)
                {
                    exchangList = exchangList.Where(a => req.UserAssets.Contains(a.BookId)).ToList();
                }
                if (req.BookIds != null && req.BookIds.Any())
                {
                    exchangList = exchangList.Where(a => req.BookIds.Contains(a.BookId)).ToList();
                }
                if (!string.IsNullOrEmpty(req.VarietyCode))
                {
                    var reqUnderlyingCodes = ylContext.underlying_manager.AsNoTracking().Where(l => l.CommodityCode == req.VarietyCode).Select(l => l.UnderlyingCode).ToList();
                    exchangList = exchangList.Where(a => reqUnderlyingCodes.Contains(a.UnderlyingCode)).ToList();
                }
                if (!string.IsNullOrEmpty(req.VarietyName))
                {
                    var reqUnderlyingCodes = ylContext.underlying_manager.AsNoTracking().Where(l => l.CommodityCode == req.VarietyName).Select(l => l.UnderlyingCode).ToList();
                    exchangList = exchangList.Where(a => reqUnderlyingCodes.Contains(a.UnderlyingCode)).ToList();
                }
                var exchangListByHedgeUniqueCode = exchangList.GroupBy(l => new { l.ExchangeOptionCode, l.HedgeUniqueCode }).ToList();

                foreach (var item in exchangListByHedgeUniqueCode)
                {
                   
                    var code = item.Key.ExchangeOptionCode;
                    if (string.IsNullOrWhiteSpace(code))
                    {
                        
                        code = item.Key.HedgeUniqueCode;
                    }
                    else
                    {
                        if (financialSummaryExchanges.Where(l => l.ExchangeCode == code).Any())
                        {
                            continue;
                        }
                    }
                    var exchangListFirst = exchangList.Where(l => (l.ExchangeOptionCode == code || l.HedgeUniqueCode == code)).FirstOrDefault();

                    var exchangListEndDate = exchangList.Where(l => (l.ExchangeOptionCode == code || l.HedgeUniqueCode == code) && l.ValueDate == req.CurrentPeriodDateEnd);
                    var exchangListStartDate = exchangList.Where(l => (l.ExchangeOptionCode == code || l.HedgeUniqueCode == code) && l.ValueDate == startDate);
                    FinancialSummaryOptionModel financialSummaryOption = new FinancialSummaryOptionModel()
                    {
                        AssetId = exchangListFirst.BookId,
                        ExchangeCode = string.IsNullOrWhiteSpace(exchangListFirst.ExchangeOptionCode) ? exchangListFirst.HedgeUniqueCode : exchangListFirst.ExchangeOptionCode,
                        AssetBookName = DataCacheProvider.GetAssetUnitDataSource().GetData(exchangListFirst.BookId).Name,
                        VarietyCode = DataCacheProvider.GetVariety(exchangListFirst.UnderlyingCode).VarietyCode,
                        PositionAmount = exchangListEndDate.Any() ? Math.Abs(exchangListEndDate.Sum(l => l.Amount)) : 0,
                        PositionLots = exchangListEndDate.Any() ? (Math.Abs(exchangListEndDate.Sum(l => l.Amount)) / DataCacheProvider.GetUnderlyingDataSource().GetData(exchangListEndDate.FirstOrDefault().UnderlyingCode).ContractSize) : 0,
                        StockEqvNotional3 = exchangListEndDate.Any() ? (exchangListEndDate.Sum(l => Math.Abs(l.Strike * l.Amount))) : 0,
                        ClearPrice = 0,
                        ConfirmTotlePnl = exchangListEndDate.Any() ? exchangListEndDate.Sum(l => l.RealizedPnL) : 0,
                        Pv = exchangListEndDate.Any() ? exchangListEndDate.Sum(l => l.Pv) : 0,
                        LastPv = exchangListStartDate.Any() ? exchangListStartDate.Sum(l => l.Pv) : 0,
                        TotalPnl = exchangListEndDate.Any() ? exchangListEndDate.Sum(l => l.PositionPnL) : 0,
                        LastTotalPnl = exchangListStartDate.Any() ? exchangListStartDate.Sum(l => l.PositionPnL) : 0,
                        GF_Pnl = (exchangListEndDate.Any() ? exchangListEndDate.Sum(l => l.PositionPnL) : 0) - (exchangListStartDate.Any() ? exchangListStartDate.Sum(l => l.PositionPnL) : 0),
                        ServiceFee = exchangListEndDate.Any() ? exchangListEndDate.Sum(l => l.Commission) : 0,
                        DailyPnL = exchangListEndDate.Any() ? exchangListEndDate.Sum(l => l.DailyPnL) : 0,
                        NewTotalPnl = TotalPnls.Where(l => exchangList.Where(l => (l.ExchangeOptionCode == code || l.HedgeUniqueCode == code)).Select(l => l.HedgeUniqueCode).Contains(l.HedgeUniqueCode)).Sum(l => l.AccruedTotalPnL),
                    };
                    financialSummaryExchanges.Add(financialSummaryOption);
                }
            }
            //  financialSummaryOptions.GroupBy()

            //反回表格数据（明细 小计 合计 ）
            List<FinancialSummaryOptionModel> rowSummaryOptionModels = new List<FinancialSummaryOptionModel>();
            //场外所有明细数据
            req.TradeTypeList = new List<string>() { "收益互换", "远期" }.Concat(ConsTrade.OptionTradeTypes).ToList();
            var financialSummaryOptionDetails = FinancialSummary_Option_GF(req);
            //场外+场内
            var financialSummaryOptionAll = financialSummaryOptionDetails.Concat(financialSummaryExchanges).ToList();
            var tcQuery = new YLContext().trade_cash.Where(O => !O.IsDeleted && O.ValidState != ConsGlobal.InValid);
            //转换簿记维度
            var financialSummaryOptionUnitDetails = CreateUnitDate(req, financialSummaryOptionAll, tcQuery, TotalPnls);
            //小计数据
            //var reqSubTotle = new FinancialSummaryModelReq() { SummaryType = req.SummaryType, TradeTypeList = req.TradeTypeList, CurrentPeriodDateStart = req.CurrentPeriodDateStart, CurrentPeriodDateEnd = req.CurrentPeriodDateEnd, ClientIds = req.ClientIds };
            //var financialSummaryOptionSubtotal = FinancialSummary_Option_GF(reqSubTotle);
            //转换簿记维度
            //var financialSummaryOptionUnitSubtotal = CreateUnitDate(req, financialSummaryOptionSubtotal, tcQuery);
            if (financialSummaryOptionUnitDetails != null && financialSummaryOptionUnitDetails.Any())
            {
                //小计【当日期货盈亏】、【累计总盈亏】
                var financialSummaryOptionModels = financialSummaryOptionUnitDetails.GroupBy(l => new { l.AssetId }).Select(l => new { l.Key, AssetBookName = l.FirstOrDefault().AssetBookName, VarietyCode = l.FirstOrDefault().VarietyCode }).ToList();

                List<FinancialSummaryOptionModel> optionModelsSubtotal = new List<FinancialSummaryOptionModel>();
                financialSummaryOptionModels.ForEach(l =>
                {
                    //查询明细是否有该簿记数据，如果没有就不需要小计
                    var financialSummaryOptionDetailsByAsset = financialSummaryOptionUnitDetails.Where(x => x.AssetId == l.Key.AssetId);

                    if (financialSummaryOptionDetailsByAsset != null && financialSummaryOptionDetailsByAsset.Any())
                    {
                        FinancialSummaryOptionModel summaryOptionModel = CreateFinancialSummaryOptionUnitModel(l.Key.AssetId, "  小计：" + l.AssetBookName, l.VarietyCode, financialSummaryOptionDetailsByAsset.ToList(), tcQuery);

                        rowSummaryOptionModels.AddRange(financialSummaryOptionDetailsByAsset);
                        rowSummaryOptionModels.Add(summaryOptionModel);
                        optionModelsSubtotal.Add(summaryOptionModel);
                    }
                });
                FinancialSummaryOptionModel summaryOptionModel = CreateFinancialSummaryOptionUnitModel(0, "  合计：", "", financialSummaryOptionUnitDetails, tcQuery);
                rowSummaryOptionModels.Add(summaryOptionModel);
            }
            return rowSummaryOptionModels;
        }

        private List<FinancialSummaryOptionModel> CreateUnitDate(FinancialSummaryModelReq req, List<FinancialSummaryOptionModel> financialSummaryOptionDetails, IQueryable<trade_cash> tcQuery, List<TradePositionTotalPnLModel> totalPnls)
        {
            var tradeTypes = new List<string> { "雪球期权", "凤凰期权", "区间累积期权" };
            //(trade.OriginalNotional ?? 0) / contractSize
            var parentIds = financialSummaryOptionDetails.Where(l => l.ParentTradeId > 0).GroupBy(l => l.ParentTradeId).Select(l => l.Key).ToList();
            var FSOModelsGourpByClientByTradeId = financialSummaryOptionDetails.Where(l => !parentIds.Contains(l.TradeId)&& l.TradeId != 0).GroupBy(f => f.TradeId).Select(f => new
                FinancialSummaryOptionModel
            {
                TradeId = f.Key,
                AssetId = f.FirstOrDefault().AssetId,
                AssetBookName = f.FirstOrDefault().AssetBookName,
                VarietyCode = f.FirstOrDefault().VarietyCode,
                PositionAmount = f.Any(c => c.Status == false) ? f.Sum(c => c.PositionAmount) : 0,
                PositionLots = f.Any(c => c.Status == false) ? f.Sum(c => c.PositionAmount / c.ContractSize) : 0,
                StockEqvNotional3 = f.FirstOrDefault().StockEqvNotional3,
                TradePrice = f.Sum(v => v.TradePrice),
                ClearPrice = f.Any(c => c.Status == false) ? f.Sum(v => v.ClearPrice) : f.Sum(v => v.ClearPrice) + (f.Sum(v => tradeTypes.Contains(v.TradeType) ? tcQuery.Where(O => O.TradeId == f.Key && O.ValueDate >= req.CurrentPeriodDateStart && O.ValueDate <= req.CurrentPeriodDateEnd && O.Action == "系统操作-票息").Sum(O => (double?)O.Amount) : 0)),
                ConfirmTotlePnl = f.Sum(v => v.ConfirmPnl ?? 0),
                LastPv = f.Any(c => c.Status == false) ? f.Sum(f => f.LastPv) : 0,
                LastTotalPnl = f.Any(c => c.Status == false) ? f.Sum(f => (f.LastTotalPnl ?? 0)) : 0,
                Pv = f.Any(c => c.Status == false) ? f.Sum(f => f.Pv) : 0,
                TotalPnl = f.Any(c => c.Status == false) ? f.Sum(f => f.TotalPnl) : 0,
                GF_Pnl = f.Any(c => c.Status == false) ? f.Sum(f => f.Pnl) : 0,
                DailyPnL = f.FirstOrDefault().DailyPnL,
                ServiceFee = f.Sum(l => l.ServiceFee),
                NewTotalPnl = totalPnls.Where(c => c.TradeId == f.Key).FirstOrDefault()?.AccruedTotalPnL,
            }).Concat(financialSummaryOptionDetails.Where(l => l.TradeId == 0));
            var FSOModelsGourpByClientByAsset = (FSOModelsGourpByClientByTradeId.GroupBy(l => new { l.AssetId, l.AssetBookName, l.VarietyCode }).Select(
                l => new FinancialSummaryOptionModel
                {
                    AssetId = l.Key.AssetId,
                    AssetBookName = l.Key.AssetBookName,
                    VarietyCode = l.Key.VarietyCode,
                    PositionAmount = l.Sum(v => v.PositionAmount),
                    PositionLots = l.Sum(v => v.PositionLots),
                    StockEqvNotional3 = l.FirstOrDefault().StockEqvNotional3,
                    TradePrice = l.Sum(v => v.TradePrice),
                    ClearPrice = l.Sum(v => v.ClearPrice),
                    ConfirmTotlePnl = l.Sum(v => v.ConfirmTotlePnl??0),
                    LastPv = l.Sum(f => f.LastPv),
                    LastTotalPnl = l.Sum(f => f.LastTotalPnl),
                    Pv = l.Sum(f => f.Pv),
                    TotalPnl = l.Sum(f => f.TotalPnl),
                    GF_Pnl = l.Sum(f => f.GF_Pnl),
                    ServiceFee = l.Sum(f => f.ServiceFee),
                    DailyPnL = l.Sum(f => f.DailyPnL),
                    NewTotalPnl = l.Sum(f => f.NewTotalPnl),
                })).ToList();
            return FSOModelsGourpByClientByAsset;
        }

        public FinancialSummaryOptionModel CreateFinancialSummaryOptionClientModel(FinancialSummaryModelReq req, int clientId, string ClientFullName, string StatusStr, List<FinancialSummaryOptionModel> financialSummaryOptionModelsByClient, IQueryable<trade_cash> trade_Cashes)
        {
            var tradeTypes = new List<string> { "雪球期权", "凤凰期权", "区间累积期权" };
            var parentIds = financialSummaryOptionModelsByClient.Where(l=>l.ParentTradeId>0).GroupBy(l => l.ParentTradeId).Select(l=>l.Key).ToList();
            //场外期权每个客户，同交易id
            var FSOModelsGourpByClientByTradeId = financialSummaryOptionModelsByClient.Where(l=> !parentIds.Contains(l.TradeId)).GroupBy(f => f.TradeId).Select(f => new
            {
                f.Key,
                StockEqvNotional3 = f.FirstOrDefault().StockEqvNotional3,
                TradePrice = f.Sum(v => v.TradePrice),
                ClearPrice = f.Any(c => c.Status == false) ? f.Sum(v => v.ClearPrice) : f.Sum(v => v.ClearPrice) + (f.Sum(v => tradeTypes.Contains(v.TradeType) ? trade_Cashes.Where(O => O.TradeId == f.Key && O.ValueDate >= req.CurrentPeriodDateStart && O.ValueDate <= req.CurrentPeriodDateEnd && O.Action == "系统操作-票息").Sum(O => (double?)O.Amount) : 0)),
                ConfirmTotlePnl = f.Sum(v => v.ConfirmPnl ?? 0),
                LastPv = f.Any(c => c.Status == false) ? f.Sum(f => f.LastPv) : 0,
                LastTotalPnl = f.Any(c => c.Status == false) ? f.Sum(f => (f.LastTotalPnl ?? 0)) : 0,
                Pv = f.Any(c => c.Status == false) ? f.Sum(f => f.Pv) : 0,
                TotalPnl = f.Any(c => c.Status == false) ? f.Sum(f => f.TotalPnl) : 0,
                GF_Pnl = f.Sum(f => f.Pnl ?? 0),
            });
            FinancialSummaryOptionModel summaryOptionModel = new FinancialSummaryOptionModel();
            summaryOptionModel.ClientId = clientId;
            summaryOptionModel.ClientFullName = ClientFullName;
            summaryOptionModel.StatusStr = StatusStr;
            summaryOptionModel.OptionType = StatusStr;
            //名义本金
            summaryOptionModel.StockEqvNotional3 = FSOModelsGourpByClientByTradeId.Sum(l => l.StockEqvNotional3).FormatValue(2);
            //期初权利金收支
            summaryOptionModel.TradePrice = FSOModelsGourpByClientByTradeId.Sum(f => f.TradePrice).FormatValue(2);
            //清算金额
            summaryOptionModel.ClearPrice = FSOModelsGourpByClientByTradeId.Sum(f => f.ClearPrice).FormatValue(2);
            //我方期权清算盈亏
            summaryOptionModel.ConfirmTotlePnl = FSOModelsGourpByClientByTradeId.Sum(f => f.ConfirmTotlePnl).FormatValue(2);
            //上期期末市值
            summaryOptionModel.LastPv = FSOModelsGourpByClientByTradeId.Sum(f => f.LastPv).FormatValue(2);
            //上期期末累计浮动盈亏
            summaryOptionModel.LastTotalPnl = FSOModelsGourpByClientByTradeId.Sum(f => f.LastTotalPnl).FormatValue(2);
            //本期期末市值
            summaryOptionModel.Pv = FSOModelsGourpByClientByTradeId.Sum(f => f.Pv).FormatValue(2);
            //本期期末累计浮动盈亏
            summaryOptionModel.TotalPnl = FSOModelsGourpByClientByTradeId.Sum(f => f.TotalPnl).FormatValue(2);
            //本期浮动盈亏
            summaryOptionModel.GF_Pnl = FSOModelsGourpByClientByTradeId.Sum(f => f.GF_Pnl).FormatValue(2);
            ////【累计总盈亏】
            //summaryOptionModel.NewTotalPnl = financialSummaryOptionModelsByClient.GroupBy(x => x.TradeId).Sum(f => f.FirstOrDefault().NewTotalPnl);
            ////【当日期货盈亏】
            //summaryOptionModel.TotalPnlAfterExpense = financialSummaryOptionModelsByClient.Sum(f => f.TotalPnlAfterExpense);
            return summaryOptionModel;
        }


        public FinancialSummaryOptionModel CreateFinancialSummaryOptionUnitModel(int AssetId, string AssetBookName, string VarietyCode, List<FinancialSummaryOptionModel> financialSummaryOptionModelsByClient, IQueryable<trade_cash> trade_Cashes)
        {
            FinancialSummaryOptionModel summaryOptionModel = new FinancialSummaryOptionModel();
            summaryOptionModel.AssetId = AssetId;
            summaryOptionModel.AssetBookName = AssetBookName;
            summaryOptionModel.StatusStr = "无状态";
            //StatusStr
            //summaryOptionModel.VarietyCode = VarietyCode;
            //名义本金
            summaryOptionModel.StockEqvNotional3 = financialSummaryOptionModelsByClient.Sum(l => l.StockEqvNotional3).FormatValue(2);
            //期初权利金收支
            summaryOptionModel.TradePrice = financialSummaryOptionModelsByClient.Sum(f => f.TradePrice).FormatValue(2);
            //清算金额
            summaryOptionModel.ClearPrice = financialSummaryOptionModelsByClient.Sum(f => f.ClearPrice).FormatValue(2);
            //我方期权清算盈亏
            summaryOptionModel.ConfirmTotlePnl = financialSummaryOptionModelsByClient.Sum(f => f.ConfirmTotlePnl).FormatValue(2);
            //上期期末市值
            summaryOptionModel.LastPv = financialSummaryOptionModelsByClient.Sum(f => f.LastPv).FormatValue(2);
            //上期期末累计浮动盈亏
            summaryOptionModel.LastTotalPnl = financialSummaryOptionModelsByClient.Sum(f => (f.LastTotalPnl??0)).FormatValue(2);
            //本期期末市值
            summaryOptionModel.Pv = financialSummaryOptionModelsByClient.Sum(f => f.Pv).FormatValue(2);
            //本期期末累计浮动盈亏
            summaryOptionModel.TotalPnl = financialSummaryOptionModelsByClient.Sum(f => f.TotalPnl).FormatValue(2);
            //本期浮动盈亏
            summaryOptionModel.GF_Pnl = financialSummaryOptionModelsByClient.Sum(f => f.GF_Pnl).FormatValue(2);
            //【累计总盈亏】
            summaryOptionModel.NewTotalPnl = financialSummaryOptionModelsByClient.Sum(f => f.NewTotalPnl).FormatValue(2);
            //【当日期货盈亏】
            summaryOptionModel.DailyPnL = financialSummaryOptionModelsByClient.Sum(f => f.DailyPnL).FormatValue(2);
            summaryOptionModel.ServiceFee = financialSummaryOptionModelsByClient.Sum(f => f.ServiceFee).FormatValue(2);
            return summaryOptionModel;
        }
        public List<TradePositionTotalPnLModel> CaclTotalPnl(DateTime? StartDate, DateTime EndDate, out List<T2PositionDataDto> t2PositionDataDtos)
        {
            // 1、确定三点 T1  T1~T2   T2
            var start = EodOperationBase.GetLastSettlementDate(StartDate?.AddDays(-1) ?? valuedateBLL.SystemDate.AccruedTotalPnlStartDate ?? DateTime.Today);
            var end = EndDate;
            //T1 
            var dateT1 = EodOperationBase.GetLastSettlementDate(start);
            // T2 
            var dateT2 = end;
            RiskRequestModel reqModel = new RiskRequestModel() { ValueDateStart = dateT1, ValueDateEnd = dateT2, EodSettlePriceMode = "收盘价" };
            return new AccruedTotalPnlService<eod_trade_position_s>(OptUserInfo.SystemUser).CalcuTotalPnl(out t2PositionDataDtos, dateT1, dateT2, reqModel);
        }
    }



    public class TradeExtends
    {
        public int Id { get; set; }

        public int? ClientId { get; set; }

        public string ClientName { get; set; }

        public string BuySell { get; set; }

        public string ContractCode { get; set; }

        public double? OptionFee { get; set; }

        public double? StrikeFee { get; set; }

        public double? UnwindFee { get; set; }
    }
}