using BaseOUDAL;
using Org.BouncyCastle.Ocsp;
using YLErp.Commons;
using YLErp.Configuration;
using YLErp.DBModels.Consts;
using YLErp.Helpers;
using YLErp.Model;
using YLErp.Modules.SuperviseReportModule.CFMMC.Model;
using static ICSharpCode.SharpZipLib.Zip.ExtendedUnixData;

namespace YLErp.Modules.SuperviseReportModule.CFMMC.Service
{
    /// <summary>
    /// 日监管报告服务
    /// </summary>
    public class SuperviseReportTodayService : SuperviseReportBaseService
    {
        public SuperviseReportTodayService(SuperviseReportReq req, OptUserInfo userInfo) : base(req, userInfo)
        {
        }

        private SearchListResult<SuperviseReportTodayModel> ReportQuery(SuperviseReportReq req)
        {
            var config = DbContext.valuedate.FirstOrDefault(x => x.State == valuedate.当前使用);
            var commodityList = new List<string> { ConsGlobal.InstrumentType.CommodityFutures, ConsGlobal.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 action = new List<string>() {
                "系统操作-期权费",
                "系统操作-平仓费",
                "系统操作-行权费",
            };
            var insidedClientIds = DataCacheProvider.GetClientDataSource().AsQueryable().Where(O => O.IsInsided == 1).Select(O => O.id).ToList();

            var query = from tradeCash in (from tCash in DbContext.trade_cash where ((tCash.HappenedDate != null && tCash.HappenedDate == req.ValueDate) || (tCash.HappenedDate == null && tCash.ValueDate == req.ValueDate)) && (action.Contains(tCash.Action) || tCash.IsLastAction) && tCash.ValidState != ConsGlobal.InValid && !tCash.IsDeleted select tCash)
                        join eodTrade in (from et in DbContext.eod_trade where et.ValueDate == req.ValueDate select et) on tradeCash.TradeId equals eodTrade.TradeId
                        join trade in (from t in DbContext.trade where t.ValidState != "InValid" && (t.TradeType.Contains("期权") || t.TradeType == "远期" || t.TradeType == "收益互换" || t.TradeType == "自定义交易" || t.TradeType == "气囊结构" || t.IsGroup == 1) && t.IsGroup != 2 && t.TradeType != "场内期权" && t.TradeType != "现金流交易" select t) on tradeCash.TradeId equals trade.id
                        join um in umQuery on trade.UnderlyingCode equals um.UnderlyingCode
                        join er in (from tempEr in DbContext.eod_trade_risk where tempEr.ValueDate == req.ValueDate select tempEr) on tradeCash.TradeId equals er.TradeId into tempEr
                        from er in tempEr.DefaultIfEmpty()
                        join parentTrade in (from tr in DbContext.trade where tr.ValidState != "InValid" && tr.TradeType == "结构化交易" select tr) on trade.ParentTradeId equals parentTrade.id into parentTrades
                        from tempParentTrade in parentTrades.DefaultIfEmpty()
                        join eodPnl in (from ep in DbContext.eod_trade_position where ep.ValueDate == req.ValueDate select ep) on trade.id equals eodPnl.TradeId into eodP
                        from tempEodPnl in eodP.DefaultIfEmpty()
                        join tradeSpan in (from ts in DbContext.trade_span where ts.ValueDate == req.ValueDate select ts) on trade.id equals tradeSpan.TradeId into tradeS
                        from tempTradeSpan in tradeS.DefaultIfEmpty()
                        join credit in (from c in DbContext.credit where c.ProcessStatus == "已审批" && (!c.CreditDeadLine.HasValue || c.CreditDeadLine >= req.ValueDate) && (!c.CreditStartDate.HasValue || c.CreditStartDate <= req.ValueDate) select c) on trade.ClientId equals credit.ClientId into credits
                        from tempCredit in credits.DefaultIfEmpty()
                        join binaryOpt in DbContext.trade_binary_option on eodTrade.TradeId equals binaryOpt.TradeId into bo
                        from binaryOpt in bo.DefaultIfEmpty()
                        join cPrice in DbContext.eod_commodity_future_price.Where(O => O.ValueDate == req.ValueDate) on trade.UnderlyingCode equals cPrice.UnderlyingCode into tempCPrice
                        from cPrice in tempCPrice.DefaultIfEmpty()
                        join sPrice in DbContext.eod_stock_price.Where(O => O.ValueDate == req.ValueDate) on trade.UnderlyingCode equals sPrice.UnderlyingCode into tempSPrice
                        from sPrice in tempSPrice.DefaultIfEmpty()
                        where !insidedClientIds.Contains(trade.ClientId)
                        select new SuperviseReportTodayModel
                        {
                            GroupPercentTradeId = trade.IsGroup == 1 ? trade.id : 0,
                            TradeJson = eodTrade.TradeJson,
                            originalTrade = null,
                            ClosePrice = cPrice != null ? cPrice.ClosePrice : (sPrice != null ? sPrice.ClosePrice : 0),
                            TradeSpan_WorstCastClientPayable = tempTradeSpan == null ? null : (tempTradeSpan.WorstCastClientPayable == null ? 0 : tempTradeSpan.WorstCastClientPayable),
                            //OriginalVarietyCode = variety.VarietyCode,
                            UnwindPercentRate = tradeCash.UnwindPercentRate,
                            OriginalTradeNumber = eodTrade == null ? trade.TradeNumber : eodTrade.TradeNumber,
                            TradeCashId = tradeCash.id,

                            MainName = config.SuperviseMainName,
                            MainCode = config.SuperviseMainCode,
                            ClientId = trade.ClientId,
                            //ClientName = client.Name,
                            //ClientLicenseCode = client.LicenseCode,
                            //ProtocalType = client.ProtocolSignVersion,
                            //ProtocolSignDate = client.ProtocolSignDate,
                            TradeDate = tradeCash.ValueDate,
                            IsCredit = tempCredit != null ? "Y" : "N",
                            Credit = tempCredit != null ? (tempCredit.Credit ?? 0) : 0,
                            OperationType = tradeCash.Action == "系统操作-行权费" ? "ED" : (tradeCash.Action == "系统操作-期权费" ? "NT" : (tradeCash.UnwindType != null && tradeCash.UnwindType.StartsWith("部分") && !tradeCash.IsLastAction ? "PU" : "FU")),
                            RealExerciseDate = tradeCash.ExerciseWay == "到期行权" ? (DateTime?)tradeCash.ValueDate : null,
                            UnWindDate = tradeCash.ExerciseWay != "到期行权" && tradeCash.Action != "系统操作-期权费" ? (DateTime?)tradeCash.ValueDate : null,
                            TradeType = tempParentTrade == null ? trade.TradeType : tempParentTrade.TradeType,
                            TradePrice = tradeCash.Amount,
                            StructureType = tempParentTrade == null ? trade.StructureType : tempParentTrade.StructureType,
                            PayoffType = binaryOpt != null ? binaryOpt.PayoffType : "",
                            TradeStatus = eodTrade.TradeStatus,
                            PriceSymbol = 1,
                            QuoteCurrency = "CNY",
                            ForeignCurrencyRate = null,
                            Pv = tradeCash.Action != "系统操作-期权费" ? (double)(tempEodPnl == null ? 0 : tempEodPnl.Pv) : (tradeCash != null ? tradeCash.Amount : 0),
                            ParticipateRate = 1,
                            ValuationMethod = "O",
                            SettlementMethod = tradeCash.Action == "系统操作-期权费" ? "" : "C",
                            LastUnWindDate = tradeCash.Action == "系统操作-期权费" ? null : trade.UnWindDate,
                            SettlementPriceType = tradeCash.Action == "系统操作-期权费" ? null : (int?)9,
                            FixedPrice = null,
                            ReferencePrice = tradeCash.Action != "系统操作-期权费" ? tradeCash.FinalPrice ?? 0 : (Nullable<double>)null,
                            TradeId = trade.id,
                            ContractCode = tempParentTrade != null ? tempParentTrade.TradeNumber : trade.TradeNumber,
                            IsAnnualTrade = "N",
                            _deltaCash = er != null ? (er.Delta * trade.SpotPrice) : 0,
                            //UnRealizedPnL = tempEodPnl.UnRealizedPnL
                        };

            query = query.OrderByDescending(O => O.TradeStatus).ThenBy(n => n.ContractCode).ThenBy(n => n.OriginalTradeNumber);
            var retListResult = query.ToSearchList(_req, false);

            var groupTradeList = retListResult.rows.Where(O => O.GroupPercentTradeId > 0);
            var tradeIds = groupTradeList.Select(O => O.GroupPercentTradeId);
            var exInfoDict = (from t in DbContext.trade
                              join tc in DbContext.trade_cash on t.id equals tc.TradeId
                              join ts in DbContext.trade_span on new { TradeId = t.id, req.ValueDate } equals new { ts.TradeId, ts.ValueDate } into tempTs
                              from ts in tempTs.DefaultIfEmpty()
                              join ep in DbContext.eod_trade_position on new { TradeId = t.id, req.ValueDate } equals new { ep.TradeId, ep.ValueDate } into tempEp
                              from ep in tempEp.DefaultIfEmpty()
                              join er in DbContext.eod_trade_risk on new { TradeId = t.id, req.ValueDate } equals new { er.TradeId, er.ValueDate } into tempEr
                              from er in tempEr.DefaultIfEmpty()
                              join binaryOption in DbContext.trade_binary_option on t.id equals binaryOption.TradeId into tempBo
                              from binaryOption in tempBo.DefaultIfEmpty()
                              where
                                  tradeIds.Contains(t.ParentTradeId) && t.ValidState != "InValid" &&
                                  (t.TradeType.Contains("期权") || t.TradeType == "远期" || t.TradeType == "气囊结构" || 
                                  t.TradeType == "收益互换" || t.TradeType == "自定义交易") &&
                                  t.TradeType != "场内期权" && t.TradeType != "现金流交易" &&
                                  ((tc.HappenedDate != null && tc.HappenedDate == req.ValueDate) ||
                                  (tc.HappenedDate == null && tc.ValueDate == req.ValueDate)) &&
                                  (action.Contains(tc.Action) || tc.IsLastAction) &&
                                  tc.ValidState != ConsGlobal.InValid && !tc.IsDeleted
                              select new
                              {
                                  t.ParentTradeId,
                                  WorstCastClientPayable = ts == null ? null : (ts.WorstCastClientPayable == null ? 0 : ts.WorstCastClientPayable),
                                  PayoffType = binaryOption != null ? binaryOption.PayoffType : "",
                                  Pv = tc.Action != "系统操作-期权费" ? (double)(ep == null ? 0 : ep.Pv) : (tc != null ? tc.Amount : 0),
                                  DeltaCash = er.Delta * t.SpotPrice
                              }).AsEnumerable()
                           .GroupBy(O => O.ParentTradeId).ToDictionary(K => K.Key, V => V.ToList());
            foreach (var item in retListResult.rows)
            {
                if (exInfoDict.TryGetValue(item.GroupPercentTradeId, out var info))
                {
                    item.TradeSpan_WorstCastClientPayable = info.Sum(O => O.WorstCastClientPayable);
                    item.PayoffType = info.FirstOrDefault()?.PayoffType;
                    item.Pv = info.Sum(O => O.Pv);
                    item._deltaCash = info.Sum(O => O.DeltaCash);
                }
                item.DeltaCash = item._deltaCash.OtcFormat(OtcFormatFlag.greek);
            }
            return retListResult;
        }

        public SearchListResult<SuperviseReportTodayModel> SearchReportList()
        {
            var retListResult = ReportQuery(_req);

            using (var basedb = new ErpBaseContext())
            {
                var marketCode = _isEquity ? "权益监管市场代码" : "监管市场代码";
                var protocalTyp = _isEquity ? "权益类签署版本" : "协议签署版本";
                var tcIdArr = retListResult.rows.Select(O => O.TradeCashId);
                var clientIdArr = retListResult.rows.Select(O => O.ClientId).ToHashSet();
                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 marketNoList = (from i in basedb.DictionaryItems join d in basedb.Dictionaries on i.DictId equals d.Id where d.Name == marketCode 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 protocalTypeList = (from i in basedb.DictionaryItems join d in basedb.Dictionaries on i.DictId equals d.Id where d.Name == protocalTyp select i).ToDictionary(K => K.Name, V => V.ShortName);
                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();
                var clientMetaQuery = DbContextFactory.GetClientDbContext(UserInfo).ClientMeta.Where(O => clientIdArr.Contains(O.ClientId));
                var clientEquityInfo = clientMetaQuery.Where(O => O.MetaKey == "RightProtocolSignVersion").ToDictionary(K => K.ClientId, V => V.MetaValue);
                var clientReportInfo = clientMetaQuery.Where(O => O.MetaKey == "ReportName").ToDictionary(K => K.ClientId, V => V.MetaValue);
                Dictionary<int, string> tcRinfos = new Dictionary<int, string>();
                var tmInfos = new Dictionary<int, string>();
                switch (PS.Config.Company)
                {
                    case Configuration.CompanyEnum.上期资本:
                    case Configuration.CompanyEnum.长江:
                        tcRinfos = DbContext.trade_contract_r.Where(O => tcIdArr.Contains(O.TradeCashId ?? 0) && O.IsValid).Select(O => new { TradeCashId = (O.TradeCashId ?? 0), O.ContractCode }).AsEnumerable().GroupBy(O => O.TradeCashId).ToDictionary(K => K.Key, V => V.First().ContractCode);
                        break;
                    case Configuration.CompanyEnum.浙期:
                        var tIdArr = retListResult.rows.Select(O => O.TradeId);
                        var ptIdArr = retListResult.rows.Where(O => O.trade.ParentTradeId > 0).Select(O => O.trade.ParentTradeId).ToHashSet();
                        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;
                    default:
                        break;
                }
                try
                {
                    foreach (var item in retListResult.rows)
                    {
                        var um1 = UnderlyingDataProvider.GetUnderlying(item.trade.UnderlyingCode);
                        var variety = DataCacheProvider.GetVarietyDataSource().GetData(um1.UnderlyingTypeId);
                        var dbTradeMeta = DbContext.TradeMeta.Where(O => O.TradeId == item.TradeId && O.MetaKey == "ExchangeRate").OrderByDescending(m => m.CreateTime).FirstOrDefault();
                        if (!string.IsNullOrEmpty(variety.QuoteCurrency) && variety.QuoteCurrency != "CNY")
                        {
                            item.QuoteCurrency = variety.QuoteCurrency;
                            item.ForeignCurrencyRate = double.TryParse(dbTradeMeta?.MetaValue, out var meta) ? meta : item.ForeignCurrencyRate;// double.TryParse(dbTradeMeta?.MetaValue, out double meta) ? meta : 1;
                        }

                        FormatModel(item, varietyTypeList, assetTypeList, varietySuffixList, varietyCodeList, out var syntheticPrice);
                        if (item.trade.TradeType == "远期" && item.OperationType == "FU" && item.TradeDate.GetValueOrDefault().Date == item.trade.ExerciseDate.GetValueOrDefault().Date && item.EndStockEqvNotional == item.StockEqvNotional)
                        {
                            item.RealExerciseDate = item.UnWindDate;
                            item.UnWindDate = null;
                            item.OperationType = "ED";
                        }

                        List<CompanyEnum> SpecialCompanys = new List<CompanyEnum> { CompanyEnum.润和, CompanyEnum.宏源, CompanyEnum.弘业, CompanyEnum.国投, CompanyEnum.华安, CompanyEnum.国信金阳, CompanyEnum.光大光子, CompanyEnum.伴兴, CompanyEnum.兴证, CompanyEnum.中粮 };
                        if (SpecialCompanys.Contains(PS.Config.Company) && item.TradeType == "收益互换")
                        {
                            item.Strike2 = new List<double>();
                            var spotprice = item.SpotPrice.Split(',').ToList();
                            foreach (var x in spotprice)
                            {
                                item.Strike2.Add(Convert.ToDouble(x));
                            }
                        }


                        switch (PS.Config.Company)
                        {
                            case Configuration.CompanyEnum.上期资本:
                            case Configuration.CompanyEnum.长江:
                                tcRinfos.TryGetValue(item.TradeCashId, out var tcValue);
                                item.ContractCode = tcValue ?? "";
                                break;
                            case Configuration.CompanyEnum.浙期:

                                tmInfos.TryGetValue(item.TradeId, out var tmValue);
                                tmInfos.TryGetValue(item.trade.ParentTradeId, out var ptmValue);
                                var ContractCode = item.ContractCode;
                                item.ContractCode = ptmValue ?? tmValue ?? ContractCode;
                                if (string.IsNullOrWhiteSpace(item.SettlementMethod))
                                { item.SettlementMethod = "C"; }
                                if (item.OperationType == "NT")
                                {
                                    item.LastUnWindDate = item.trade.SettlementDate ?? item.trade.ExerciseDate;

                                    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;
                                    }
                                }
                                else if (item.trade.TradeType == "累计期权")
                                { item.LastUnWindDate = item.TradeDate; }

                                if (item.SettlementPriceType == null)
                                {
                                    if (item.trade.TradeType == "亚式期权" ||
                                        (item.trade.TradeType == "远期" &&
                                        item.trade.StructureType == "掉期" &&
                                        ConsGlobal.InstrumentType.GetSpotTypes().Contains(um1.UnderlyingInstrumentType)))
                                    {
                                        item.SettlementPriceType = 3;
                                    }
                                    else
                                    {
                                        item.SettlementPriceType = 9;
                                    }
                                }
                                if (item.ReferencePrice == null)
                                {
                                    item.ReferencePrice = item.ClosePrice;
                                    if (!string.IsNullOrWhiteSpace(item.trade.BasisUnderlyingCode))
                                    {
                                        item.ReferencePrice -= _priceProvider.GetPrice(item.trade.BasisUnderlyingCode);
                                    }
                                }


                                break;
                            default:
                                break;
                        }

                        item.OriginalVarietyCode = um1.CommodityCode;

                        if (um1.IsSynthetic())
                        {
                            var underlyingPrices = syntheticPrice.SuList.ToArray();
                            var arrMarket = new string[underlyingPrices.Length];
                            var arrMarketEn = new string[underlyingPrices.Length];
                            for (var i = 0; i < underlyingPrices.Length; i++)
                            {
                                var um = UnderlyingDataProvider.GetUnderlying(underlyingPrices[i].UnderlyingCode);
                                arrMarket[i] = string.IsNullOrWhiteSpace(um?.MarketName) ? "O" : um?.MarketName;
                                arrMarketEn[i] = formatDictItem(marketNoList, um?.MarketCode, um?.MarketCode);
                            }
                            item.TradingMarket = JoinArr(arrMarket);
                            item.TradingMarketEn = JoinArr(arrMarketEn);
                        }
                        else
                        {
                            item.TradingMarket = string.IsNullOrWhiteSpace(um1?.MarketName) ? "O" : um1?.MarketName;
                            item.TradingMarketEn = formatDictItem(marketNoList, um1?.MarketCode, um1?.MarketCode);
                        }

                        var client = DataCacheProvider.GetClientDataSource().GetData(item.ClientId);
                        if (client != null)
                        {
                            item.ClientName = clientReportInfo.TryGetValue(client.id, out var reportName) && !string.IsNullOrWhiteSpace(reportName) ? reportName : client.Name;
                            item.ClientLicenseCode = client.LicenseCode;
                            item.ProtocalType = _isEquity ? (clientEquityInfo.TryGetValue(client.id, out var value) ? value : "") : client.ProtocolSignVersion;
                            item.ProtocolSignDate = _isEquity ? client.RightProtocolSignDate : client.ProtocolSignDate;
                        }

                        item.ProtocalType = !string.IsNullOrWhiteSpace(item.ProtocalType)
                            && protocalTypeList.TryGetValue(item.ProtocalType, out var protocalType) ? protocalType : "9";
                    }
                }
                catch (ServiceException ex)
                {
                    LogFactory.GetLogger("SuperviseReportTodayService").Error(ex, "已知错误");
                    throw ex;
                }
                catch (Exception ex)
                {
                    LogFactory.GetLogger("SuperviseReportTodayService").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)
        {
            SuperviseReportTodayModel obj = (SuperviseReportTodayModel)model;
            base.FormatModel(obj, varietyTypes, assetTypes, varietySuffixs, varietyCodeList, out syntheticPrice);
            double eqv = 0, endEqv = 0;
            obj.StartDate = obj.trade.TradeDate;
            obj.ExerciseDate = obj.trade.ExerciseDate;
            //obj.TradePrice = formatTradePrice(obj);
            obj.InitCastClientPayable = formatInitCastClientPayable(obj.trade);
            obj.WorstCastClientPayable = formatWorstCastClientPayable(obj.trade, obj.TradeSpan_WorstCastClientPayable);
            var annualizeFactor = obj.trade.IsAnnualized ? obj.trade.AnnualizeFactor : 1;
            if (syntheticPrice != null && syntheticPrice.SuList.Count() > 0)
            {
                var underlyingPrices = syntheticPrice.SuList.ToArray();
                var arrAmount = new string[underlyingPrices.Length];
                var arrEndAmount = new string[underlyingPrices.Length];
                var arrSEN = new string[underlyingPrices.Length];
                var arrEndSEN = 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 / annualizeFactor / obj.trade.ParticipationRate * underlyingPrices[i].Coefficient) ?? 0;
                    eqv = formatEndStockEqvNotionalReal(originalStockEqvNotional, 1);
                    endEqv = formatEndStockEqvNotionalReal(eqv, (obj.OperationType == "NT" ? 1 : (obj.UnwindPercentRate ?? 0)));
                    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] = underlyingPrices[i].Price.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.SpotPrice = string.Join(base._separator, arrSpotPrice);
            }
            else
            {
                var originalStockEqvNotional = (obj.trade.OriginalStockEqvNotional == 0 ? (obj.trade.SpotPrice * obj.trade.OriginalNotional / annualizeFactor / obj.trade.ParticipationRate) : obj.trade.OriginalStockEqvNotional) ?? 0;
                eqv = formatEndStockEqvNotionalReal(originalStockEqvNotional, 1);
                endEqv = formatEndStockEqvNotionalReal(eqv, (obj.OperationType == "NT" ? 1 : (obj.UnwindPercentRate ?? 0)));
                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();
            }
            if (PS.Config.Company == Configuration.CompanyEnum.国投)
            {
                obj.SpotPrice = OtcFormatHelper.FormatValue(obj.trade.SpotPrice ?? 0, 2).ToString();
            }
        }

        private double formatWorstCastClientPayable(trade t, double? TradeSpan_WorstCastClientPayable)
        {
            double result = 0;
            if (t != null && TradeSpan_WorstCastClientPayable != null)
            {
                result = TradeSpan_WorstCastClientPayable.Value;
            }
            return Math.Max(0, result);
        }
    }
}