using BaseOUDAL;
using YLErp.BLL;
using YLErp.Commons;
using YLErp.Configuration;
using YLErp.DBModels.Consts;
using YLErp.Helpers;
using YLErp.Model;
using YLErp.Modules.ClientModule;
using YLErp.Modules.SuperviseReportModule.CFMMC.Model;
using YLErp.Modules.TradeModule;
using YLErp.QdpModule;
using static YLErp.ConsGlobal;

namespace YLErp.Modules.SuperviseReportModule.CFMMC.Service
{
    public class SuperviseReportPositionService : SuperviseReportBaseService
    {
        private string _volType { get; set; }
        public SuperviseReportPositionService(SuperviseReportReq req, OptUserInfo userInfo) : base(req, userInfo)
        {
            var arr = req.DataSource?.Split(',') ?? new string[2];
            _volType = arr[0];
            req.DataSource = arr[1];
        }

        private SearchListResult<SuperviseReportPositionModel> ReportQuery(SuperviseReportReq req)
        {
            var commodityList = new List<string> { InstrumentType.CommodityFutures, InstrumentType.CommoditySpot };
            var umQuery = DbContext.underlying_manager.AsQueryable();
            switch (req.DataSource)
            {
                case "权益":
                    umQuery = umQuery.Where(O => !commodityList.Contains(O.UnderlyingInstrumentType));
                    break;
                case "商品":
                    umQuery = umQuery.Where(O => commodityList.Contains(O.UnderlyingInstrumentType));
                    break;
                case "全量":
                default:
                    break;
            }

            var insidedClientIds = DataCacheProvider.GetClientDataSource().AsQueryable().Where(O => O.IsInsided == 1).Select(O => O.id).ToList();
            var tId = DbContext.eod_trade_position.Where(O => !insidedClientIds.Contains(O.ClientId) && O.ValueDate == req.ValueDate && (O.TradeType.EndsWith("期权") || O.TradeType == "远期" || O.TradeType == "收益互换" || O.TradeType == "自定义交易" || O.TradeType == "气囊结构") && O.TradeType != "场内期权" && O.TradeId != 0).Select(O => O.TradeId);
            var query = from eodTrade in DbContext.eod_trade
                        join trade in DbContext.trade on eodTrade.TradeId equals trade.id
                        join um in umQuery on trade.UnderlyingCode equals um.UnderlyingCode
                        where eodTrade.ValueDate == req.ValueDate && (tId.Contains(eodTrade.TradeId) || trade.IsGroup == 1) && trade.IsGroup != 2 && trade.TradeType != "现金流交易" && eodTrade.ClientId != 0 && ConsTrade.LiveTradeStatusList.Contains(eodTrade.TradeStatus)
                        select new SuperviseReportPositionModel
                        {
                            PositionDate = eodTrade.ValueDate,
                            TradeId = eodTrade.TradeId,
                            ClientId = eodTrade.ClientId,
                            UnderlyingCode = eodTrade.UnderlyingCode,
                            ParentTradeId = eodTrade.ParentTradeId,
                            TradeStatus = eodTrade.TradeStatus,
                            OriginalTradeNumber = eodTrade.TradeNumber,
                            TradeJson = eodTrade.TradeJson,
                            ValuationMethod = "O",
                            UnwindPercentRate = 0,
                            QuoteCurrency = "CNY",
                            ForeignCurrencyRate = null,
                            IsAnnualTrade = "N",
                            PriceSymbol = 1,
                            ParticipateRate = 1,
                            IsGroup = trade.IsGroup
                        };

            var clientcontext = new ClientDBContext();
            var clientids = query.Select(x => x.ClientId).Distinct().ToArray();
            var clients = clientcontext.client.Where(x => clientids.Contains(x.id) && x.IsInsided != 1).Select(x => x.id).ToArray();

            query = query.Where(x => clients.Contains(x.ClientId)).OrderBy(O => O.OriginalTradeNumber);
            var retListResult = query.ToSearchList(req, false);
            return retListResult;
        }

        public SearchListResult<SuperviseReportPositionModel> SearchReportList()
        {
            SearchListResult<SuperviseReportPositionModel> retListResult = null;
            using (var basedb = new ErpBaseContext())
            {
                IQueryable<EodTradeRisk> etr = null;
                IQueryable<EodTradePosition> etp = null;
                switch (_volType)
                {
                    case "开仓":
                        etr = DbContext.eod_trade_risk_openvol.Where(O => O.ValueDate == _req.ValueDate);
                        etp = DbContext.eod_trade_position_openvol.Where(O => O.ValueDate == _req.ValueDate);
                        break;
                    case "持仓":
                    default:
                        etr = DbContext.eod_trade_risk.Where(O => O.ValueDate == _req.ValueDate);
                        etp = DbContext.eod_trade_position.Where(O => O.ValueDate == _req.ValueDate);
                        break;
                }
                if (!etp.Any())
                {
                    throw new ServiceException("数据不存在");
                }
                retListResult = ReportQuery(_req);
                var ignoreTradeTypes = new List<string>()
                {
                    "远期",
                    "收益互换",
                    "掉期",
                };

                var varietyTypeList = (from i in basedb.DictionaryItems join d in basedb.Dictionaries on i.DictId equals d.Id where d.Name == "品种类型" select i).ToList();
                var assetTypeList = (from i in basedb.DictionaryItems join d in basedb.Dictionaries on i.DictId equals d.Id where d.Name == "资产类型" select i).ToList();
                var varietySuffixList = (from i in basedb.DictionaryItems join d in basedb.Dictionaries on i.DictId equals d.Id where d.Name == "标的资产后缀" select i).ToList();
                var varietyCodeList = (from i in basedb.DictionaryItems join d in basedb.Dictionaries on i.DictId equals d.Id where d.Name == "标的对应资产品种" select i).ToList();
                try
                {
                    var config = DbContext.valuedate.FirstOrDefault(x => x.State == valuedate.当前使用);
                    var tIdArr = retListResult.rows.Select(O => O.TradeId);
                    Dictionary<int, EodTradePosition> ePnlInfos = null;
                    Dictionary<int, EodTradeRisk> eRiskInfos = null;
                    var func = new Func<EodTradeRisk, EodTradeRisk>(O => new EodTradeRisk
                    {
                        TradeId = O.TradeId,
                        Delta = O.Delta,
                        DeltaCash = O.DeltaCash,
                        GammaCash = O.GammaCash,
                        Theta = O.Theta,
                        Gamma = O.Gamma,
                        Rho = O.Rho,
                        Vega = O.Vega,
                        Vol = O.Vol,
                        OtherRisks = O.OtherRisks
                    });
                    ePnlInfos = etp.Where(O => tIdArr.Contains(O.TradeId)).Select(O => new EodTradePosition { TradeId = O.TradeId, Pv = O.Pv, Margin = O.Margin }).ToDictionary(K => K.TradeId, V => V);
                    eRiskInfos = etr.Where(O => tIdArr.Contains(O.TradeId)).Select(func).AsEnumerable().GroupBy(O => O.TradeId).ToDictionary(K => K.Key, V => V.First());

                    var clientIdArr = retListResult.rows.Select(O => O.ClientId);
                    //var clientInfos = DbContext.client.Where(O => clientIdArr.Contains(O.id)).Select(O => new { O.id, O.Name, O.LicenseCode }).ToDictionary(K => K.id, V => V);
                    var ptIdArr = retListResult.rows.Where(O => O.ParentTradeId != null).Select(O => O.ParentTradeId).ToHashSet();
                    var ptInfos = DbContext.trade.Where(O => ptIdArr.Contains(O.id)).Select(O => new { O.id, O.TradeType, O.StructureType, O.TradeNumber }).ToDictionary(K => K.id, V => V);
                    var tcRInfos = new Dictionary<int, string>();
                    var tmInfos = new Dictionary<int, string>();
                    switch (PS.Config.Company)
                    {
                        case Configuration.CompanyEnum.长江:
                            tcRInfos = DbContext.trade_contract_r.Where(O => (tIdArr.Contains(O.TradeId) || ptIdArr.Contains(O.TradeId)) && O.Type == ContractTypeEnum.Trade && O.IsValid).Select(O => new { O.TradeId, O.ContractCode }).AsEnumerable().GroupBy(O => O.TradeId).ToDictionary(K => K.Key, V => V.FirstOrDefault().ContractCode);
                            tmInfos = DbContext.TradeMeta.Where(O => (tIdArr.Contains(O.TradeId) || ptIdArr.Contains(O.TradeId)) && O.MetaKey == ConsTradeMetaKey.ContractCode).ToDictionary(K => K.TradeId, V => V.MetaValue);
                            break;
                        case Configuration.CompanyEnum.浙期:
                            tmInfos = DbContext.TradeMeta.Where(O => (tIdArr.Contains(O.TradeId) || ptIdArr.Contains(O.TradeId)) && O.MetaKey == ConsTradeMetaKey.ContractCode).ToDictionary(K => K.TradeId, V => V.MetaValue);
                            break;
                    }
                    var dbTradeMeta = DbContext.TradeMeta.Where(O => (tIdArr.Contains(O.TradeId) || ptIdArr.Contains(O.TradeId))).ToList();
                    var obsvitionInfos = dbTradeMeta.Where(O => (O.MetaKey == ConsTradeMetaKey.ObservationRemark1 || O.MetaKey == ConsTradeMetaKey.ObservationRemark2)).ToList();
                    var tbInfos = DbContext.trade_binary_option.Where(O => tIdArr.Contains(O.TradeId)).Select(O => new { O.TradeId, O.PayoffType }).ToDictionary(K => K.TradeId, V => V.PayoffType);
                    var clientMetaQuery = DbContextFactory.GetClientDbContext(UserInfo).ClientMeta.Where(O => clientIdArr.Contains(O.ClientId));
                    var clientReportInfo = clientMetaQuery.Where(O => O.MetaKey == "ReportName").ToDictionary(K => K.ClientId, V => V.MetaValue);
                    foreach (var item in retListResult.rows)
                    {

                        var um = DataCacheProvider.GetUnderlyingDataSource().GetData(item.UnderlyingCode);
                        var variety = DataCacheProvider.GetVarietyDataSource().GetData(um.UnderlyingTypeId);
                        //clientInfos.TryGetValue(item.ClientId, out var client);
                        var client = ClientDataQueryService.GetClient(item.ClientId);
                        ptInfos.TryGetValue(item.ParentTradeId ?? 0, out var parentTrade);
                        tbInfos.TryGetValue(item.TradeId, out var payoffType);
                        ePnlInfos.TryGetValue(item.TradeId, out var positionInfo);
                        _priceProvider.TryGetPrice(item.UnderlyingCode, out var price);
                        eRiskInfos.TryGetValue(item.TradeId, out var eRisk);

                        var metaModel = dbTradeMeta.Where(m => m.TradeId == item.TradeId && m.MetaKey == "ExchangeRate").OrderByDescending(m => m.CreateTime).FirstOrDefault();
                        if (!string.IsNullOrEmpty(variety.QuoteCurrency) && variety.QuoteCurrency != "CNY")
                        {
                            item.QuoteCurrency = variety.QuoteCurrency;
                            item.ForeignCurrencyRate = double.TryParse(metaModel?.MetaValue, out double meta) ? meta : item.ForeignCurrencyRate;
                        }

                        item.OriginalVarietyCode = variety.VarietyCode;
                        item.MainName = config.SuperviseMainName;
                        item.MainCode = config.SuperviseMainCode;
                        item.ClientName = clientReportInfo.TryGetValue(client.id, out var reportName) && !string.IsNullOrWhiteSpace(reportName) ? reportName : client.Name;
                        item.ClientLicenseCode = client?.LicenseCode;
                        item.PositionDate = _req.ValueDate;
                        item.TradeType = parentTrade?.TradeType ?? item.trade.TradeType;
                        item.StructureType = parentTrade?.StructureType ?? item.trade.StructureType;
                        item.PayoffType = payoffType ?? "";
                        if (item.TradeType == "远期" || item.TradeType == "收益互换")
                        {
                            item.ValuationMethod = "M";
                        }
                        switch (PS.Config.Company)
                        {
                            case Configuration.CompanyEnum.长江:
                                tcRInfos.TryGetValue(item.ParentTradeId ?? 0, out var pTcR);
                                tcRInfos.TryGetValue(item.TradeId, out var tcR);
                                tmInfos.TryGetValue(item.TradeId, out var tmValue);
                                tmInfos.TryGetValue(item.ParentTradeId ?? 0, out var ptmValue);
                                item.ContractCode = pTcR ?? tcR ?? ptmValue ?? tmValue ?? "";
                                break;
                            case Configuration.CompanyEnum.浙期:
                                tmInfos.TryGetValue(item.TradeId, out tmValue);
                                tmInfos.TryGetValue(item.ParentTradeId ?? 0, out ptmValue);
                                item.ContractCode = ptmValue ?? tmValue ?? parentTrade?.TradeNumber ?? item.OriginalTradeNumber;
                                item.OriginalTradeNumber = tmValue ?? item.OriginalTradeNumber;

                               
                                  

                                    
                                        var actualExerciseDate = DbContext.TradeMeta.Where(a => a.TradeId == item.TradeId && a.MetaKey == "ActualExerciseDate").FirstOrDefault()?.MetaValue;
                                        if (!string.IsNullOrEmpty(actualExerciseDate) && DateTime.TryParse(actualExerciseDate,out DateTime newActualExerciseDate))
                                        {
                                            item.ExerciseDate = newActualExerciseDate;
                                        }
                                    

                                
                                break;
                            default:
                                item.ContractCode = parentTrade?.TradeNumber ?? item.OriginalTradeNumber;
                                break;
                        }
                        item.InitialSpotPrice = price.ToString();
                        item.Pv = (double)(positionInfo?.Pv ?? 0);
                        item.Vol = eRisk?.Vol ?? 0;
                        if (item.TradeType == "凤凰期权")
                        {
                            var autocall = item.trade.trade_autocall;
                            if (autocall.ObservationDates != null)
                            {
                                var ko = TradeObservationHelper.GetAutocallKOObservationAndCoupon(autocall.KOObservationDates, autocall.CouponBarrier);
                                var koarr = ko.Item2.Split(new char[] { ';' }, StringSplitOptions.RemoveEmptyEntries);
                                item.KOObservationDates = koarr[0];
                                item.KOBarrier = koarr[1];
                            }
                        }
                        if (item.TradeType == "雪球期权")
                        {
                            item.SpotPrice = item.trade.SpotPrice ?? 0;
                            var snowball = item.trade.trade_snowball;
                            var koObservationList = QdpHelper.ParseAutocallCustomizedInfo(snowball.KOObservationDates);
                            var index = koObservationList.Item1?.Where(O => O.DateTime <= _req.ValueDate).Count() ?? 0;
                            if (koObservationList.Item1 != null)
                            { index = koObservationList.Item1 == null || index < koObservationList.Item1.Length ? index : koObservationList.Item1.Length - 1; }

                            double[] koBarrier;
                            //国投 敲入观察价格，执行价格，敲出价格 处理两位小数
                            if (!item.trade.IsMoneynessOptionData && (PS.Config.Company == Configuration.CompanyEnum.国投 || PS.Config.Company == Configuration.CompanyEnum.浙期))
                            {
                                koBarrier = koObservationList.Item2?.Select(O => OtcFormatHelper.FormatValue(O, 2)).ToArray() ?? new double[0];
                            }
                            else
                            {
                                koBarrier = koObservationList.Item2?.Select(O => OtcFormatHelper.FormatValue(O, 6)).ToArray() ?? new double[0];
                            }
                            var kiBarrier = snowball.KIBarrier;
                            if (item.trade.IsMoneynessOptionData)
                            {
                                if (PS.Config.Company == Configuration.CompanyEnum.国投 || PS.Config.Company == Configuration.CompanyEnum.浙期)
                                {
                                    koBarrier = koBarrier.Select(O => OtcFormatHelper.FormatValue(O * (item.trade.SpotPrice ?? 0), 2)).ToArray();
                                }
                                else
                                {
                                    koBarrier = koBarrier.Select(O => OtcFormatHelper.FormatValue(O * (item.trade.SpotPrice ?? 0), 6)).ToArray();
                                }
                                kiBarrier *= item.trade.SpotPrice ?? 0;
                            }

                            item.SnowStatus = formatSnowStatus(snowball.KnockInOutStatus, koBarrier.Length > 0 ? koBarrier[index] : double.NaN, price);
                            item.SnowStructureInfo = formatSnowStructureType(item.SnowType, snowball.KIPayoffType, koObservationList.Item2 ?? new double[0]);
                            item.ClientType = formatClientType(client.id);
                            if (koObservationList.Item1?.Length > 0)
                            {
                                var remark = obsvitionInfos.Where(O => O.TradeId == item.trade.id && O.MetaKey == ConsTradeMetaKey.ObservationRemark2).FirstOrDefault();
                                if (remark == null || remark.MetaValue.IsNullOrWhiteSpace())
                                {
                                    item.KOObservationDates = string.Join(";", koObservationList.Item1.Select(O => O.DateTime.ToString("yyyy-MM-dd")));
                                }
                                else
                                {
                                    item.KOObservationDates = remark.MetaValue;
                                }
                            }
                            else
                            {
                                item.KOObservationDates = "逐日";
                            }
                            item.KOBarrier = string.Join(";", koBarrier);
                            if (PS.Config.Company == CompanyEnum.国投)
                            {
                                item.KOBarrier = string.Join(";", koBarrier.Select(l => l.ToString("#.00")).ToArray());
                            }
                            if (snowball.KIPayoffType != KIPayoffTypeEnum.None && !snowball.IsInitialKnockedIn)
                            {
                                if (snowball.ObservationDates.IsNullOrWhiteSpace())
                                {
                                    item.KIObservationDates = "逐日";
                                }
                                else
                                {
                                    var remark = obsvitionInfos.Where(O => O.TradeId == item.trade.id && O.MetaKey == ConsTradeMetaKey.ObservationRemark1).FirstOrDefault();
                                    if (remark == null || remark.MetaValue.IsNullOrWhiteSpace())
                                    {
                                        item.KIObservationDates = snowball.ObservationDates.Replace(",", ";");
                                    }
                                    else
                                    {
                                        item.KIObservationDates = remark.MetaValue;
                                    }
                                }
                                if (PS.Config.Company == Configuration.CompanyEnum.浙期)
                                {
                                    item.KIBarrier = OtcFormatHelper.FormatValue(kiBarrier, 2);
                                }
                                else
                                {
                                    item.KIBarrier = kiBarrier;
                                }
                            }

                            item.PremiumRate = snowball.AnnualizedPremiumRate.HasValue ? snowball.AnnualizedPremiumRate?.ToString("0.######%") : item.trade.PremiumRate.HasValue ? item.trade.PremiumRate?.ToString("0.######%") : (item.trade.TradePrice / item.trade.OriginalStockEqvNotional)?.ToString("0.######%");
                            item.SnowType = formatSnowType2(item.trade, koObservationList.Item2);

                            if (snowball.KIPayoffType == KIPayoffTypeEnum.ToCallSpreadOption || snowball.KIPayoffType == KIPayoffTypeEnum.ToPutSpreadOption)
                            {
                                var strikeLow = Math.Abs((snowball.SpreadStrikeAtMaturity1 ?? 0) - (snowball.SpreadStrikeAtMaturity ?? 0));
                                if (PS.Config.Is浙期)
                                {
                                    strikeLow = snowball.SpreadStrikeAtMaturity ?? 0;
                                    item.PrincipalRate = ((item.trade.IsMoneynessOptionData ? strikeLow : strikeLow / item.trade.SpotPrice) ?? 0).ToString("0.######%");
                                }
                                else
                                {
                                    item.PrincipalRate = ((1 - (item.trade.IsMoneynessOptionData ? strikeLow : strikeLow / item.trade.SpotPrice)) ?? 0).ToString("0.######%");
                                }

                            }

                            if (item.PrincipalRate == "0%")
                            {
                                item.PrincipalRate = null;
                            }
                            item.InitialMargin = formatInitCastClientPayable(item.trade);
                            item.PositionMargin = positionInfo?.Margin ?? 0;
                            item.RiskYield = (item.trade.NoRiskRate - item.trade.DividendRate).ToString();
                            item.Coupon = item.trade.trade_snowball.Coupon;
                            item.KOCoupon = item.trade.trade_snowball.KORebate;
                            item.KIPayoffType = formatKIPayoffType(item.trade.trade_snowball.KIPayoffType);
                        }

                        if (item.IsGroup == 1)
                        {
                            var childIds = DbContext.trade.Where(x => x.ParentTradeId == item.TradeId).Select(x => x.id);
                            var riskChilds = DbContext.eod_trade_risk.Where(x => childIds.Contains(x.TradeId) && x.ValueDate == _req.ValueDate).ToList();
                            item.Pv = riskChilds.Sum(x => x.Pv);
                            if (_req.DataSource == "权益")
                            {
                                item.Delta = riskChilds.Sum(x => x.Delta / um.ContractSize).OtcFormat(OtcFormatFlag.greek);
                            }
                            else
                            {
                                item.Delta = riskChilds.Sum(x => x.Delta).OtcFormat(OtcFormatFlag.greek);
                            }
                            item.Vega = riskChilds.Sum(x => x.Vega);
                            item.Theta = riskChilds.Sum(x => x.Theta);
                            item.Rho = riskChilds.Sum(x => x.Rho) * 100;
                            item.DeltaCash = riskChilds.Sum(x => x.DeltaCash).OtcFormat(OtcFormatFlag.greek);
                            item.GammaCash = riskChilds.Sum(x => x.GammaCash);
                            if (_req.DataSource == "权益")
                            {
                                item.InnerGamma = riskChilds.Sum(x => x.Gamma / um.ContractSize);
                            }
                            else
                            {
                                item.InnerGamma = riskChilds.Sum(x => x.Gamma);
                            }
                        }
                        else if (!ignoreTradeTypes.Contains(item.TradeType))
                        {
                            if (_req.DataSource == "权益")
                            {
                                item.Delta = ((double)(eRisk?.Delta ?? 0) / um.ContractSize).OtcFormat(OtcFormatFlag.greek);
                            }
                            else
                            {
                                item.Delta = ((double)(eRisk?.Delta ?? 0)).OtcFormat(OtcFormatFlag.greek);
                            }
                            item.Vega = eRisk?.Vega ?? 0;
                            item.Theta = eRisk?.Theta ?? 0;
                            item.Rho = (eRisk?.Rho ?? 0) * 100;
                            item.DeltaCash = (eRisk?.DeltaCash ?? 0).OtcFormat(OtcFormatFlag.greek);
                            item.GammaCash = eRisk?.GammaCash ?? 0;
                            var otherRisks = JsonHelper.Parse<OtherRisks>(eRisk?.OtherRisks);
                            if (otherRisks == null || string.IsNullOrWhiteSpace(otherRisks.CrossGamma))
                            {
                                if (_req.DataSource == "权益")
                                {
                                    item.InnerGamma = (double)(eRisk?.Gamma / um.ContractSize ?? 0); ;
                                }
                                else
                                {
                                    item.InnerGamma = (double)(eRisk?.Gamma ?? 0);
                                }
                            }
                            else
                            {
                                if (_req.DataSource == "权益")
                                {
                                    item.CrossGamma = double.TryParse(otherRisks.CrossGamma, out var temp) ? (temp / um.ContractSize).OtcFormat(OtcFormatFlag.greek) : "";
                                }
                                else
                                {
                                    item.CrossGamma = otherRisks.CrossGamma;
                                }

                            }
                            if (PS.Config.Company == Configuration.CompanyEnum.浙期 && item.SnowType != "2")
                            {
                                item.PrincipalRate = null;
                            }
                        }
                        else
                        {
                            if (_req.DataSource == "权益")
                            {
                                item.Delta = ((double)(eRisk?.Delta ?? 0) / um.ContractSize).OtcFormat(OtcFormatFlag.greek);
                            }
                            else
                            {
                                item.Delta = ((double)(eRisk?.Delta ?? 0)).OtcFormat(OtcFormatFlag.greek);
                            }
                            item.DeltaCash = (eRisk?.DeltaCash ?? 0).OtcFormat(OtcFormatFlag.greek);
                            item.GammaCash = eRisk?.GammaCash ?? 0;
                            if (PS.Config.Company == Configuration.CompanyEnum.浙期 && !string.IsNullOrWhiteSpace(item.trade.BasisUnderlyingCode))
                            {
                                if (item.SnowType != "2")
                                {
                                    item.PrincipalRate = "";
                                }
                                item.Delta += "," + item.Delta;
                                item.DeltaCash += "," + item.DeltaCash;
                                item.GammaCash = 0;
                            }
                            if (_req.DataSource == "权益")
                            {
                                item.InnerGamma = (double)(eRisk?.Gamma / um.ContractSize ?? 0); ;
                            }
                            else
                            {
                                item.InnerGamma = (double)(eRisk?.Gamma ?? 0);
                            }
                        }
                        if (PS.Config.Is国投)
                        {
                            item.SpotPrice = item.trade.SpotPrice ?? 0;
                        }
                        FormatModel(item, varietyTypeList, assetTypeList, varietySuffixList, varietyCodeList, out _);
                    }
                }
                catch (ServiceException ex)
                {
                    LogFactory.GetLogger("SuperviseReportPositionService").Error(ex, "已知错误");
                    throw ex;
                }
                catch (Exception ex)
                {
                    LogFactory.GetLogger("SuperviseReportPositionService").Error(ex, "未知错误");
                    throw;
                }
            }
            return retListResult;
        }

        /// <summary>
        /// 
        /// </summary>
        /// <param name="model"></param>
        /// <param name="varietyTypes">标的资产类型</param>
        /// <param name="assetTypes">资产类型</param>
        /// <param name="varietySuffixs">标的资产品种后缀和标的资产对应合约后缀</param>
        /// <param name="syntheticPrice">组合标的价格</param>
        /// <exception cref="ServiceException">EodTrade不存在时抛出</exception>
        protected override void FormatModel(SuperviseReportBaseModel model, List<DictionaryItem> varietyTypes, List<DictionaryItem> assetTypes, List<DictionaryItem> varietySuffixs, List<DictionaryItem> varietyCodeList, out SyntheticPriceModel syntheticPrice)
        {
            var obj = (SuperviseReportPositionModel)model;
            base.FormatModel(obj, varietyTypes, assetTypes, varietySuffixs, varietyCodeList, out syntheticPrice);

            obj.TradeDate = obj.trade.TradeDate;
            obj.ExerciseDate = obj.ExerciseDate == null ? obj.trade.ExerciseDate : obj.ExerciseDate;
            //var annualizeFactor = obj.trade.IsAnnualized ? obj.trade.AnnualizeFactor : 1;
            double endEqv, eqv;
            if (syntheticPrice != null && syntheticPrice.SuList.Count() > 0)
            {
                var underlyingPrices = syntheticPrice.SuList.ToArray();
                var arrSEN = new string[underlyingPrices.Length];
                var arrEndSEN = new string[underlyingPrices.Length];
                var arrAmount = new string[underlyingPrices.Length];
                var arrEndAmount = new string[underlyingPrices.Length];
                var arrSpotPrice = new string[underlyingPrices.Length];
                for (var i = 0; i < underlyingPrices.Length; i++)
                {
                    var originalStockEqvNotional = (underlyingPrices[i].Price * obj.trade.OriginalNotional / obj.trade.AnnualizeFactor / obj.trade.ParticipationRate * underlyingPrices[i].Coefficient) ?? 0;
                    ////var stockEqvNotional = underlyingPrices[i].Price * obj.trade.Notional * underlyingPrices[i].Coefficient;
                    //if (obj.trade.TradeType == "凤凰期权" && (obj.trade.trade_autocall?.IsAnnualized2).GetValueOrDefault())
                    //{
                    //    originalStockEqvNotional = originalStockEqvNotional * (obj.trade.trade_autocall.AnnualizeFactor2 ?? 1);
                    //    //stockEqvNotional = stockEqvNotional * (obj.trade.trade_autocall.AnnualizeFactor2 ?? 1);
                    //}
                    //else if (obj.trade.TradeType == "雪球期权" && (obj.trade.trade_snowball?.IsAnnualized2).GetValueOrDefault())
                    //{
                    //    originalStockEqvNotional = originalStockEqvNotional * (obj.trade.trade_snowball.AnnualizeFactor2 ?? 1);
                    //    //stockEqvNotional = stockEqvNotional * (obj.trade.trade_snowball.AnnualizeFactor2 ?? 1);
                    //}
                    eqv = formatEndStockEqvNotionalReal(originalStockEqvNotional, 1);
                    endEqv = formatEndStockEqvNotionalReal(eqv, (1 - (obj.trade.Notional / obj.trade.OriginalNotional ?? 1)));
                    if (obj.ForeignCurrencyRate != null)
                    {
                        arrSEN[i] = (eqv * obj.ForeignCurrencyRate).ToString();
                        arrEndSEN[i] = (endEqv * obj.ForeignCurrencyRate).ToString();
                    }
                    else
                    {
                        arrSEN[i] = eqv.ToString();
                        arrEndSEN[i] = endEqv.ToString();
                    }

                    arrAmount[i] = formatTradeAmount(eqv / underlyingPrices[i].Price, (underlyingPrices[i].Coefficient > 0 ? 1 : -1));
                    arrEndAmount[i] = formatTradeAmount(endEqv / underlyingPrices[i].Price, (underlyingPrices[i].Coefficient > 0 ? 1 : -1));
                    arrSpotPrice[i] = _priceProvider.GetPrice(underlyingPrices[i].UnderlyingCode).ToString();
                }
                obj.StockEqvNotional = string.Join(base._separator, arrSEN);
                obj.EndStockEqvNotional = string.Join(base._separator, arrEndSEN);
                obj.TradeAmount = string.Join(base._separator, arrAmount);
                obj.EndTradeAmount = string.Join(base._separator, arrEndAmount);
                obj.InitialSpotPrice = string.Join(base._separator, arrSpotPrice);//只有多标的时才采用期初价格,单标的时会采用最新价格;
            }
            else
            {
                var originalStockEqvNotional = (obj.trade.OriginalStockEqvNotional == 0 ? (obj.trade.SpotPrice * obj.trade.OriginalNotional / obj.trade.AnnualizeFactor / obj.trade.ParticipationRate) : obj.trade.OriginalStockEqvNotional) ?? 0;
                //if (obj.trade.TradeType == "凤凰期权" && (obj.trade.trade_autocall?.IsAnnualized2).GetValueOrDefault())
                //{
                //    originalStockEqvNotional = originalStockEqvNotional * (obj.trade.trade_autocall.AnnualizeFactor2 ?? 1);
                //}
                //else if (obj.trade.TradeType == "雪球期权" && (obj.trade.trade_snowball?.IsAnnualized2).GetValueOrDefault())
                //{
                //    originalStockEqvNotional = originalStockEqvNotional * (obj.trade.trade_snowball.AnnualizeFactor2 ?? 1);
                //}
                eqv = formatEndStockEqvNotionalReal(originalStockEqvNotional, 1);
                endEqv = formatEndStockEqvNotionalReal(eqv, (1 - (obj.trade.Notional / (obj.trade.OriginalNotional ?? 1))));
                if (obj.ForeignCurrencyRate != null)
                {
                    obj.StockEqvNotional = (eqv * obj.ForeignCurrencyRate).ToString();
                    obj.EndStockEqvNotional = (endEqv * obj.ForeignCurrencyRate).ToString();
                }
                else
                {
                    obj.StockEqvNotional = eqv.ToString();
                    obj.EndStockEqvNotional = endEqv.ToString();
                }
                obj.TradeAmount = formatTradeAmount(eqv / obj.trade.SpotPrice);
                obj.EndTradeAmount = formatTradeAmount(endEqv / obj.trade.SpotPrice);
                //obj.SpotPrice = OtcFormatHelper.FormatValue(obj.trade.SpotPrice ?? 0, 6).ToString();
            }

            obj.NoRiskRate = obj.trade.NoRiskRate ?? (valuedateBLL.RiskFreeRate * 0.01);
            obj.DiscountRate = obj.trade.NoRiskRate ?? (valuedateBLL.RiskFreeRate * 0.01);

            //obj.Delta /= um.ContractSize;
            //obj.InnerGamma /= um.ContractSize;
        }

        /// <summary>
        /// 格式化敲入期权类型
        /// </summary>
        /// <param name="kiPayoffType">敲入期权类型</param>
        /// <returns></returns>
        private string formatKIPayoffType(KIPayoffTypeEnum kiPayoffType)
        {
            var result = "";
            switch (kiPayoffType)
            {
                case KIPayoffTypeEnum.ToPutOption:
                    result = "1";
                    break;
                case KIPayoffTypeEnum.ToPutSpreadOption:
                    result = "3";
                    break;
                case KIPayoffTypeEnum.ToCallOption:
                    result = "2";
                    break;
                case KIPayoffTypeEnum.ToCallSpreadOption:
                    result = "4";
                    break;
                case KIPayoffTypeEnum.None:
                default:
                    result = "9";
                    break;
            }
            return result;
        }

        /// <summary>
        /// 格式化雪球期权状态
        /// </summary>
        /// <param name="knockInOutStatus">期权观察状态</param>
        /// <param name="koBarrier">敲出障碍价格</param>
        /// <param name="price">现价</param>
        /// <returns></returns>
        private string formatSnowStatus(string knockInOutStatus, double koBarrier, double price)
        {
            if (knockInOutStatus == "KnockedIn")
            {
                return koBarrier > price ? "3" : "2";//2:敲入过且现价大于等于敲出价;3:敲入过且现价小于敲出价;
            }
            else if (knockInOutStatus != "KnockedOut")
            {
                return "1";// "未敲入过";
            }
            else
            {
                return "";
            }
        }

        /// <summary>
        /// 格式化客户类型
        /// </summary>
        /// <param name="clientId">客户Id</param>
        /// <returns></returns>
        private string formatClientType(int clientId)
        {
            var result = "";
            var clientInfo = DataCacheProvider.GetClientDataSource().GetData(clientId);
            if (clientInfo.ClientType == "产品")
            {
                result = "1";//产品
            }
            else
            {
                if (clientInfo.BusinessType == null)
                {
                    result = "9";//其他
                }
                else if (clientInfo.BusinessType.Contains("券商"))
                {
                    result = "2";//券商
                }
                else if (clientInfo.BusinessType.Contains("银行"))
                {
                    result = "3";//银行
                }
                else if (clientInfo.BusinessType.Contains("期货"))
                {
                    result = "4";//期货公司风险管理子公司
                }
                else
                {
                    result = "9";//其他
                }
            }
            return result;
        }

        private string formatSnowType2(trade t, double[] koObservationPrice)
        {
            var result = "9";//其他
            var snowball = t.trade_snowball;
            if (snowball.KORebate != 0)
            {
                if ((snowball.KIPayoffType == KIPayoffTypeEnum.ToPutOption || snowball.KIPayoffType == KIPayoffTypeEnum.ToCallOption) && koObservationPrice != null && koObservationPrice.ToHashSet().Count() > 1)
                {
                    if (t.PrincipalRate.GetValueOrDefault() == 0)
                    {
                        result = "3";//阶梯价雪球
                    }
                    else
                    {
                        result = "9";//其他
                    }
                }
                else if (snowball.KIPayoffType == KIPayoffTypeEnum.ToPutSpreadOption || snowball.KIPayoffType == KIPayoffTypeEnum.ToCallSpreadOption)
                {
                    result = "2";//保底雪球
                }
                else if (snowball.KIPayoffType == KIPayoffTypeEnum.ToPutOption || snowball.KIPayoffType == KIPayoffTypeEnum.ToCallOption)
                {
                    result = "1";//传统雪球和带敲出观察空窗的传统雪球
                }
                else if (snowball.KIPayoffType == KIPayoffTypeEnum.None)
                {
                    result = "4";//小雪球
                }
            }
            return result;
        }

        /// <summary>
        /// 格式化雪球结构要素
        /// </summary>
        /// <param name="snowType">雪球类型</param>
        /// <param name="kiPayoffType">敲入支付方式</param>
        /// <param name="koObservationPrice">敲出价格列表</param>
        /// <returns></returns>
        private string formatSnowStructureType(string snowType, KIPayoffTypeEnum kiPayoffType, double[] koObservationPrice)
        {
            var result = new List<string>();
            if (kiPayoffType == KIPayoffTypeEnum.ToPutOption)
            {
                result.Add("1");//普通
            }
            if (koObservationPrice.ToHashSet().Count() > 1)
            {
                //由于现阶段敲入观察价格不支持多个,所以只要是阶梯价雪球,一定是敲出要素变化
                result.Add("3");//敲出要素变化
            }
            if (kiPayoffType == KIPayoffTypeEnum.ToCallSpreadOption)
            {
                result.Add("4");//敲入转牛市价差
            }
            if (kiPayoffType == KIPayoffTypeEnum.ToPutSpreadOption)
            {
                result.Add("5");//敲入转熊市价差
            }
            if (snowType == "4" || result.Count == 0)
            {
                result.Add("9");//其他
            }
            return string.Join(";", result);
        }
    }
}