using BaseOUDAL;
using YLErp.DBModels.Consts;
using YLErp.DBModels.Enums;
using YLErp.Helpers;
using YLErp.Model;
using YLErp.Modules.CalculationModule;
using YLErp.Modules.SuperviseReportModule.CFMMC2022.Model;
using static iTextSharp.text.pdf.AcroFields;

namespace YLErp.Modules.SuperviseReportModule.CFMMC2022.Service
{
    /// <summary>
    /// 日监管报告服务
    /// </summary>
    public class SuperviseReportTodayService : SuperviseReportBaseService
    {
        public SuperviseReportTodayService(SuperviseReportReq req, OptUserInfo userInfo) : base(req, userInfo)
        {
        }

        #region 新成交报送报表
        private SearchListResult<NewSuperviseReportTodayModel> NewReportQuery(SuperviseReportReq req)
        {
            var commodityList = new List<string> { ConsGlobal.InstrumentType.CommodityFutures, ConsGlobal.InstrumentType.CommoditySpot };
            var umQuery = DbContext.underlying_manager.AsQueryable();

            if (!string.IsNullOrWhiteSpace(req.sidx))
            {
                req.sidx = req.sidx.Replace("StartDateString", "StartDate");
            }
            else
            {
                req.sidx = "StartDate";
                req.sord = "desc";
            }

            req.sidx += ",OptDate";

            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" && (ConsTrade.TradeTypesForOtcOptions.Contains(t.TradeType) || t.TradeType == "远期" || t.TradeType == "收益互换" || 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 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 NewSuperviseReportTodayModel
                        {
                            GroupPercentTradeId = trade.IsGroup == 1 ? trade.id : 0,
                            ParentTradeId = trade.ParentTradeId,
                            TradeJson = eodTrade.TradeJson,
                            OriginalTradeNumber = eodTrade == null ? trade.TradeNumber : eodTrade.TradeNumber,
                            TradeCashId = tradeCash.id,
                            ClientId = trade.ClientId,
                            TradeDate = tradeCash.ValueDate,
                            TradeType = (tradeCash.Action == "系统操作-行权费" || (trade.TradeType == "American" && tradeCash.IsLastAction)) ? "ED" : (tradeCash.Action == "系统操作-期权费" ? "NT" : (tradeCash.UnwindType != null && tradeCash.UnwindType.StartsWith("部分") && !tradeCash.IsLastAction ? "PU" : "FU")),
                            TradeStatus = eodTrade.TradeStatus,
                            ForeignCurrencyRate = null,
                            SettlementMethod = "C",
                            UnWindDate = tradeCash.ExerciseWay != "到期行权" && tradeCash.Action != "系统操作-期权费" ? (DateTime?)tradeCash.ValueDate : null,
                            LastUnWindDate = tradeCash.Action == "系统操作-期权费" ? null : trade.UnWindDate,
                            TradeId = trade.id,
                            ContractCode = tempParentTrade != null ? tempParentTrade.TradeNumber : trade.TradeNumber,
                            TradeNumber = tempParentTrade != null ? tempParentTrade.TradeNumber : trade.TradeNumber,
                            PositionCode = tempParentTrade != null ? tempParentTrade.TradeNumber : trade.TradeNumber,
                            OptionType = trade.OptionType,
                            _delta = er != null ? er.Delta : 0,
                            ProductType = tempParentTrade == null ? trade.TradeType : tempParentTrade.TradeType,
                            StructureType = tempParentTrade == null ? trade.StructureType : tempParentTrade.StructureType,
                            ClosedUnderlyingPrice = tradeCash.FinalPrice == null ? null : tradeCash.FinalPrice.Value.ToString(),//平仓或终止时的标的价格
                            OptionProductStructure = eodTrade.TradeType,
                            RoyaltyIncomeExpenditure = tradeCash.Amount,
                            FinalPrice = tradeCash.FinalPrice,
                            ExtendInfo = trade.ExtendInfo,
                            UnwindPercentRate = tradeCash.UnwindPercentRate,
                            TradeCashAmount = tradeCash.Amount,
                            ValueDate = req.ValueDate,
                            StartDate = trade.TradeDate,
                            OptDate = tradeCash.OptDate,
                            _price = cPrice != null ? cPrice.ClosePrice : sPrice.ClosePrice
                        };

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

            var groupTradeList = retListResult.rows.Where(O => O.GroupPercentTradeId > 0);
            var tradeIds = groupTradeList.Select(O => O.GroupPercentTradeId).Distinct();

            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" &&
                                  (ConsTrade.TradeTypesForOtcOptions.Contains(t.TradeType) || t.TradeType == "远期" || t.TradeType == "收益互换") &&
                                  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)) &&
                                  (tc.Action == "系统操作-期权费") &&
                                  tc.ValidState != ConsGlobal.InValid && !tc.IsDeleted
                              select new
                              {
                                  t.ParentTradeId,
                                  er.Delta
                              }).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._delta = info.Sum(O => O.Delta);
                }
            }
            return retListResult;
        }

        public SearchListResult<NewSuperviseReportTodayModel> NewSearchReportList()
        {
            var retListResult = NewReportQuery(_req);

            using (var basedb = new ErpBaseContext())
            {
                var tcIdArr = retListResult.rows.Select(O => O.TradeCashId);
                var clientIdArr = retListResult.rows.Select(O => O.ClientId).ToHashSet();

                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 == "标的资产分类" select i).ToList();
                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);

                var tIdArr = retListResult.rows.Select(O => O.TradeId);
                var tpIdArr = retListResult.rows.Select(O => O.ParentTradeId);
                var tradeContractRInfo = DbContext.trade_contract_r.Where(O => (tIdArr.Contains(O.TradeId) || tpIdArr.Contains(O.TradeId)) && O.IsValid).ToList();
                var tcRinfos = tradeContractRInfo.Where(O => O.Type == ContractTypeEnum.Trade).Select(O => new { TradeId = O.TradeId, O.ContractCode }).GroupBy(O => O.TradeId).ToDictionary(K => K.Key, V => V.First().ContractCode);
                var tradeNumberInfo = tradeContractRInfo.Select(O => new { TradeCashId = (O.TradeCashId ?? 0), O.ContractCode }).GroupBy(O => O.TradeCashId).ToDictionary(K => K.Key, V => V.First().ContractCode);

                var tradeMetaList = DbContext.TradeMeta.Where(O => tIdArr.Contains(O.TradeId)).ToList();
                var iccInfo = tradeMetaList.Where(O => O.MetaKey == "中央对手方清算").Select(O => new { TradeId = O.TradeId, O.MetaValue }).GroupBy(O => O.TradeId).ToDictionary(K => K.Key, V => V.First().MetaValue);
                var ccpInfo = tradeMetaList.Where(O => O.MetaKey == "中央清算平台").Select(O => new { TradeId = O.TradeId, O.MetaValue }).GroupBy(O => O.TradeId).ToDictionary(K => K.Key, V => V.First().MetaValue);
                var tpInfo = tradeMetaList.Where(O => O.MetaKey == "交易平台").Select(O => new { TradeId = O.TradeId, O.MetaValue }).GroupBy(O => O.TradeId).ToDictionary(K => K.Key, V => V.First().MetaValue);

                //敲入观察频率
                var kiObservatonRate = tradeMetaList.Where(O => O.MetaKey == "敲入观察周期").Select(O => new { TradeId = O.TradeId, O.MetaValue }).GroupBy(O => O.TradeId).ToDictionary(K => K.Key, V => V.First().MetaValue);
                //敲出观察频率
                var koObservationRate = tradeMetaList.Where(O => O.MetaKey == "敲出观察周期").Select(O => new { TradeId = O.TradeId, O.MetaValue }).GroupBy(O => O.TradeId).ToDictionary(K => K.Key, V => V.First().MetaValue);

                //远期 周期
                var getObservatonRate = tradeMetaList.Where(O => O.MetaKey == "收取周期").Select(O => new { TradeId = O.TradeId, O.MetaValue }).GroupBy(O => O.TradeId).ToDictionary(K => K.Key, V => V.First().MetaValue);
                var payObservatonRate = tradeMetaList.Where(O => O.MetaKey == "支付周期").Select(O => new { TradeId = O.TradeId, O.MetaValue }).GroupBy(O => O.TradeId).ToDictionary(K => K.Key, V => V.First().MetaValue);

                //外币汇率
                var exChangeRate = tradeMetaList.Where(O => O.MetaKey == "ExchangeRate").Select(O => new { TradeId = O.TradeId, O.MetaValue }).GroupBy(O => O.TradeId).ToDictionary(K => K.Key, V => V.First().MetaValue);

                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>();
                var dealNoInfos = new Dictionary<string, string>();

                var tCashInfosList = new List<trade_cash>();
                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;
                    case Configuration.CompanyEnum.中粮:
                        tCashInfosList = DbContext.trade_cash.Where(O => tIdArr.Contains(O.TradeId) && (O.Action == "系统操作-平仓费" || O.Action == "系统操作-行权费" || O.Action == "系统操作-票息") && O.ValidState != ConsGlobal.InValid && !O.IsDeleted).ToList();
                        break;
                    case Configuration.CompanyEnum.招证:
                        dealNoInfos = DbContext.TradeMeta.Where(O => (tIdArr.Contains(O.TradeId) || ptIdArr.Contains(O.TradeId)) && O.MetaKey.StartsWith("期货报送成交编号")).ToDictionary(K => K.TradeId + K.MetaKey, V => V.MetaValue);
                        break;
                    case Configuration.CompanyEnum.物产中大:
                        tmInfos = DbContext.TradeMeta.Where(O => (tIdArr.Contains(O.TradeId) || ptIdArr.Contains(O.TradeId)) && O.MetaKey == ConsTradeMetaKey.ContractCode).ToDictionary(K => K.TradeId, V => V.MetaValue);
                        dealNoInfos = DbContext.TradeMeta.Where(O => (tIdArr.Contains(O.TradeId) || ptIdArr.Contains(O.TradeId)) && O.MetaKey.StartsWith("期货报送成交编号")).ToDictionary(K => K.TradeId + K.MetaKey, V => V.MetaValue);
                        break;
                }

                try
                {
                    BLL.tradeBLL.SetFieldsByTradeType(retListResult.rows.Select(o => o.trade));

                    foreach (var item in retListResult.rows)
                    {
                        //累计期权并且 SettlementMode 是实物交割时赋值P
                        if (item.TradeType == "累计期权" && item.trade.trade_accumulator_option.SettlementMode == "实物交割")
                        {
                            if (PS.Config.Company != Configuration.CompanyEnum.浙期)
                                item.SettlementMethod = "P";
                        }

                        //交易确认书
                        tcRinfos.TryGetValue(item.ParentTradeId > 0 ? item.ParentTradeId.Value : item.TradeId, out var tcValue);
                        if (string.IsNullOrEmpty(tcValue))
                        {
                            tcRinfos.TryGetValue(item.TradeId, out var tcValue2);
                            tcValue = tcValue2;
                        }
               
                        //成交编号
                        tradeNumberInfo.TryGetValue(item.TradeCashId, out var tnValue);
                        item.ContractCode = tnValue ?? tcValue ?? null;  
                        ptInfos.TryGetValue(item.ParentTradeId ?? 0, out var parentTrade);
                        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.PositionCode = pTcR ?? tcR ?? ptmValue ?? tmValue ?? "";
                                break;
                            case Configuration.CompanyEnum.浙期:
                                tmInfos.TryGetValue(item.TradeId, out tmValue);
                                tmInfos.TryGetValue(item.ParentTradeId ?? 0, out ptmValue);
                                item.PositionCode = ptmValue ?? tmValue ?? parentTrade?.TradeNumber ?? item.OriginalTradeNumber;
                                item.OriginalTradeNumber = tmValue ?? item.OriginalTradeNumber;
                                break;
                            case Configuration.CompanyEnum.东吴:
                                if (item.TradeType == "NT")
                                {
                                    
                                    item.TradeNumber = item.PositionCode + "-O";
                                }
                                else
                                {
                                    item.TradeNumber = item.PositionCode + "-C-"+item.ValueDate.ToString("yyyMMdd");
                                }
                                break;
                            case Configuration.CompanyEnum.招证:
                                if (item.TradeType == "NT")
                                {
                                    item.TradeNumber = item.PositionCode;
                                }
                                else
                                {
                                    var metaKeySuffix = "期货报送成交编号" + item.TradeCashId;
                                    dealNoInfos.TryGetValue(item.TradeId + metaKeySuffix, out tmValue);
                                    dealNoInfos.TryGetValue((item.ParentTradeId ?? 0) + metaKeySuffix, out ptmValue);
                                    item.TradeNumber = ptmValue ?? tmValue;
                                }
                                break;
                            case Configuration.CompanyEnum.上期资本:
                                trade_contract_r tCR = null;
                                trade_contract_r tCR2 = null;
                                //交易确认书编号
                                tCR = tradeContractRInfo.FirstOrDefault(n => n.TradeId == item.TradeId && n.Type == "交易确认书");
                                if (item.TradeType != "NT")
                                {
                                    //结算确认书编号
                                    tCR2 = tradeContractRInfo.FirstOrDefault(n => n.TradeCashId == item.TradeCashId && (n.Type == "结算确认书" || n.Type == "提前终止确认书"));

                                }

                                if (tCR != null)
                                {
                                    item.ContractCode = tCR.ContractCode;
                                    item.TradeNumber = tCR.ContractCode;
                                    item.PositionCode = tCR.ContractCode;

                                    if (tCR2 != null)
                                    {
                                        item.ContractCode = tCR2.ContractCode;
                                        item.TradeNumber = tCR2.ContractCode;
                                    }
                                }
                                else
                                {
                                    item.ContractCode = null;
                                    item.TradeNumber = null;
                                    item.PositionCode = null;
                                }
                                break;
                            case Configuration.CompanyEnum.中粮:
                                //开仓交易的成交编号=持仓编号
                                if (item.TradeType == "NT")
                                {
                                    item.TradeNumber = item.PositionCode;
                                }
                                //了结交易的成交编号=持仓编号+了结状态
                                else
                                {
                                    var tcList = tCashInfosList.Where(n => n.TradeId == item.TradeId).OrderBy(n => n.id).ToList();
                                    var curTC = tCashInfosList.FirstOrDefault(n => n.id == item.TradeCashId);
                                    if (curTC != null)
                                    {

                                        if (curTC.Action.Contains("票息") && curTC.IsLastAction)
                                        {
                                            item.TradeNumber = item.PositionCode + "-E";
                                        }
                                        else if (curTC.Notional == curTC.UnwindNotional)
                                        {
                                            if (curTC.ExerciseWay == TradeCashExerciseWayEnum.到期行权)
                                            {
                                                item.TradeNumber = item.PositionCode + "-E";
                                            }
                                            else
                                            {
                                                item.TradeNumber = item.PositionCode + "-C";
                                            }
                                        }
                                        else
                                        {
                                            int tcIndex = 1;
                                            foreach (var tc in tcList)
                                            {
                                                if (tc.id == curTC.id)
                                                {
                                                    break;
                                                }
                                                tcIndex++;
                                            }
                                            item.TradeNumber = item.PositionCode + "-P" + tcIndex;
                                        }
                                    }
                                }
                                break;
                            case Configuration.CompanyEnum.兴证:
                                item.PositionCode = item.trade.TradeNumber;
                                break;
                            case Configuration.CompanyEnum.物产中大:
                                tmInfos.TryGetValue(item.TradeId, out tmValue);
                                tmInfos.TryGetValue(item.ParentTradeId ?? 0, out ptmValue);
                                item.PositionCode = ptmValue ?? tmValue;
                                if (item.TradeType == "NT")
                                {
                                    var metaKeySuffix = "期货报送成交编号";
                                    dealNoInfos.TryGetValue(item.TradeId + metaKeySuffix, out tmValue);
                                    dealNoInfos.TryGetValue((item.ParentTradeId ?? 0) + metaKeySuffix, out ptmValue);
                                    item.TradeNumber = ptmValue ?? tmValue;
                                }
                                else
                                {
                                    var metaKeySu = "期货报送成交编号" + item.TradeCashId;
                                    dealNoInfos.TryGetValue(item.TradeId + metaKeySu, out tmValue);
                                    dealNoInfos.TryGetValue((item.ParentTradeId ?? 0) + metaKeySu, out ptmValue);
                                    item.TradeNumber = ptmValue ?? tmValue;
                                }
                                var  trade_Contract_R_Number =DbContext.trade_contract_r_number.Where(l => l.TradeId == item.TradeId && l.TradeConfirmNumberType == "C").FirstOrDefault();
                                item.ContractCode = (trade_Contract_R_Number?.TradeConfirmNumber??"");
                                break;
                            case Configuration.CompanyEnum.弘业:
                                trade_contract_r tC = null;
                                if (item.TradeType != "NT")
                                {
                                    //结算确认书编号
                                    tC = tradeContractRInfo.FirstOrDefault(n => n.TradeCashId == item.TradeCashId && (n.Type == "结算确认书" || n.Type == "提前终止确认书"));
                                    if (tC!=null)
                                    {
                                        item.ContractCode = tC.ContractCode;
                                        item.TradeNumber = tC.ContractCode;
                                    }
                                    else
                                    {
                                        item.ContractCode = null;
                                    }
                                }
                                else
                                {
                                    if (!string.IsNullOrEmpty(tcValue))
                                    {
                                        item.ContractCode = tcValue;
                                        item.TradeNumber = tcValue;
                                    }
                                    else
                                    {
                                        item.ContractCode = null;
                                    }
                                }
                                break;
                            default:
                                var defautPositionCode = parentTrade?.TradeNumber ?? item.OriginalTradeNumber;
                                if (defautPositionCode != null)
                                {
                                    item.PositionCode = defautPositionCode;
                                }
                                break;
                        }

                        var um1 = UnderlyingDataProvider.GetUnderlying(item.trade.UnderlyingCode);
                        var variety = DataCacheProvider.GetVarietyDataSource().GetData(um1.UnderlyingTypeId);
                        exChangeRate.TryGetValue(item.TradeId, out var ecRate);

                        if (!string.IsNullOrEmpty(variety.QuoteCurrency) && variety.QuoteCurrency != "CNY")
                        {
                            if (!string.IsNullOrEmpty(ecRate))
                                item.ForeignCurrencyRate = double.Parse(ecRate);

                            item.QuoteCurrency = variety.QuoteCurrency;

                            if (item.QuoteCurrency != null && (item.QuoteCurrency.ToLower() == "usc" || item.QuoteCurrency.ToLower() == "usd(cent)"))
                            {
                                if (item.ForeignCurrencyRate != null)
                                    item.ForeignCurrencyRate = item.ForeignCurrencyRate;
                            }
                        }
                        else
                        {
                            item.QuoteCurrency = "CNY";
                        }

                        FormatModel(item, assetTypeList, varietySuffixList, varietyCodeList, out var syntheticPrice);

                        if (item.TradeType != "NT")
                        {
                            //item.GuaranteedIncome = (item.trade.OriginalPrincipalSum ?? 0) * item.UnwindPercentRate;
                            item.DeltaCash = "";
                        }

                        var protocalTyp = "协议签署版本";
                        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 client = DataCacheProvider.GetClientDataSource().GetData(item.ClientId);
                        if (client != null)
                        {
                            while (client.IsDocShowParentName == 1 && client.ParentId > 0)
                            {
                                client = DataCacheProvider.GetClientDataSource().GetData(client.ParentId) ?? throw new ServiceException($"{client.Name} 的所属机构不存在,请维护后生成!");
                            }
                            item.ClientName = clientReportInfo.TryGetValue(client.id, out var reportName) && !string.IsNullOrWhiteSpace(reportName) ? reportName : client.Name;
                            item.ClientLicenseCode = client.LicenseCode;
                            item.ProtocalType = (!string.IsNullOrWhiteSpace(client.ProtocolSignVersion) && protocalTypeList.TryGetValue(client.ProtocolSignVersion, out var value) ? value : "9");
                            item.ProtocolSignDate = item.VarietyType == "EQ" ? client.RightProtocolSignDate : client.ProtocolSignDate;


                            //获取交易对手方LEI
                            item.ClientLEI = client.LEICode;
                        }

                        //中央对手方清算
                        iccInfo.TryGetValue(item.TradeId, out var icc);
                        item.IsCentralClearingPlatform = icc ?? "N";

                        //是否中央对方清算“字段不是”Y“时,中央清算平台才赋值
                        if (item.IsCentralClearingPlatform == "Y")
                        {
                            ccpInfo.TryGetValue(item.TradeId, out var ccp);
                            item.CentralClearingPlatform = ccp ?? null;
                        }

                        if (item.TradeType == "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.EndDate = newActualExerciseDate;
                            }



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


                        //交易平台
                        tpInfo.TryGetValue(item.TradeId, out var tp);
                        item.TradePlatform = tp ?? null;

                        if (item.ToolType == "FW" || item.ToolType == "SW")
                        {
                            item.OptionProductStructure = null;
                        }
                        var IsUSC = false;
                        //非黑箱交易时处理
                        if (string.IsNullOrEmpty(item.trade.ExtendInfo) || item.trade.TradeType == "自定义交易")
                        {
                            if (item.trade.TradeType != "远期" && item.trade.TradeType != "掉期")
                            {
                                //雪球、凤凰
                                if (item.OptionProductStructure == "SA" || item.OptionProductStructure == "GSA" || item.OptionProductStructure == "PA")
                                {
                                    if (item.ObserveType == "DISCRETE")
                                    {
                                        //雪球、凤凰 观察频率
                                        koObservationRate.TryGetValue(item.TradeId, out var observationRate);
                                        formatObservationRate(item, observationRate);
                                    }

                                    #region 雪球凤凰 敲入观察判断是否到期观察
                                    var isTerminal = false;
                                    var observeStartDates = "";
                                    if (item.OptionProductStructure == "PA")
                                    {
                                        observeStartDates = item.trade.trade_autocall?.ObservationDates;
                                    }
                                    else
                                    {
                                        observeStartDates = item.trade.trade_snowball?.ObservationDates;
                                    }
                                    if (!string.IsNullOrEmpty(observeStartDates))
                                    {
                                        var odArrs = observeStartDates.Split(';');
                                        if (odArrs.Length > 0)
                                        {
                                            DateTime.TryParse(odArrs[0], out DateTime koOD);
                                            if (koOD == item.EndDate.Value)
                                            {
                                                isTerminal = true;
                                            }
                                        }
                                    }
                                    #endregion

                                    if (!isTerminal)
                                    {
                                        //雪球、凤凰敲入观察频率
                                        kiObservatonRate.TryGetValue(item.TradeId, out var kiOR);
                                        formatKiObservationRate(item, kiOR);
                                    }
                                }
                                //累计期权
                                else if (item.OptionProductStructure == "AC")
                                {
                                    if (item.ObserveType == "DISCRETE")
                                    {
                                        koObservationRate.TryGetValue(item.TradeId, out var observationRate);
                                        formatObservationRate(item, observationRate);
                                    }

                                }
                                else
                                {

                                    //其他产品观察频率观察频率
                                    if (item.ObserveType == "DISCRETE")
                                    {
                                        kiObservatonRate.TryGetValue(item.TradeId, out var observationRate);
                                        formatObservationRate(item, observationRate);
                                    }

                                }
                            }

                            //互换产品、掉期产品
                            if (item.ToolType == "SW")
                            {
                                getObservatonRate.TryGetValue(item.TradeId, out var getOR);
                                payObservatonRate.TryGetValue(item.TradeId, out var payOR);
                                formatSWObservationRate(item, getOR, payOR);
                                item.OptionProductStructure = null;

                                //当是互换、掉期时，计价单位是外币时，期初货币单位、执行价格货币单位需显示外币
                                if (item.QuoteCurrency != "CNY")
                                {
                                    if (item.UnderlyingInitialPriceSymbol == "3")
                                    {
                                        if (item.QuoteCurrency != null && (item.QuoteCurrency.ToLower() == "usc" || item.QuoteCurrency.ToLower() == "usd(cent)"))
                                        {
                                            IsUSC = true;
                                        }
                                    }
                                    if (item.UnderlyingInitialPriceSymbol == "1")
                                    {
                                        if (item.QuoteCurrency != null && (item.QuoteCurrency.ToLower() == "usc" || item.QuoteCurrency.ToLower() == "usd(cent)"))
                                        {
                                            IsUSC = true;
                                            item.QuoteCurrency = "USD";
                                        }
                                        item.UnderlyingInitialPriceCurrency = item.UnderlyingInitialPriceCurrency.Replace("CNY", item.QuoteCurrency);

                                    }
                                }
                                // 如遇货币单位为美分，如USD(cent)或USc，且价格符号为1或3时，以下涉及报送的字段需除以100
                                if (IsUSC)
                                {
                                    item.UnderlyingInitialPrice = (Convert.ToDecimal(item.UnderlyingInitialPrice) / 100).ToString();
                                    item.ClosedUnderlyingPrice = string.IsNullOrWhiteSpace(item.ClosedUnderlyingPrice) ? item.ClosedUnderlyingPrice : (Convert.ToDecimal(item.ClosedUnderlyingPrice) / 100).ToString();
                                }

                                item.StrikeSymbol = null;
                                item.StrikeCurrency = null;
                                item.Strike = null;

                                item.GuaranteedIncome = null;
                                item.GuaranteedIncomeCurrency = null;
                                item.GuaranteedIncomeSymbol = null;

                            }
                            else if (item.QuoteCurrency != "CNY")
                            {
                                if (item.QuoteCurrency != null && (item.QuoteCurrency.ToLower() == "usc" || item.QuoteCurrency.ToLower() == "usd(cent)"))
                                {
                                    IsUSC = true;
                                    item.QuoteCurrency = "USD";
                                }

                                item.UnderlyingInitialPriceCurrency = string.IsNullOrEmpty(item.UnderlyingInitialPriceCurrency) ? null : item.UnderlyingInitialPriceCurrency.Replace("CNY", item.QuoteCurrency);
                                item.StrikeCurrency = string.IsNullOrEmpty(item.StrikeCurrency) ? null : item.StrikeCurrency.Replace("CNY", item.QuoteCurrency);
                                item.GuaranteedIncomeCurrency = string.IsNullOrEmpty(item.GuaranteedIncomeCurrency) ? null : item.GuaranteedIncomeCurrency.Replace("CNY", item.QuoteCurrency);
                                item.ExerciseBenefitsCurrency = string.IsNullOrEmpty(item.ExerciseBenefitsCurrency) ? null : item.ExerciseBenefitsCurrency.Replace("CNY", item.QuoteCurrency);
                                item.CompensationIncomeCurrency = string.IsNullOrEmpty(item.CompensationIncomeCurrency) ? null : item.CompensationIncomeCurrency.Replace("CNY", item.QuoteCurrency);
                                item.ForwardPriceCurrency = string.IsNullOrEmpty(item.ForwardPriceCurrency) ? null : item.ForwardPriceCurrency.Replace("CNY", item.QuoteCurrency);
                            }

                            if (item.TradeType == "ED")
                            {
                                item.UnWindDate = null;
                            }

                            if (item.UnderlyingInitialPriceSymbol == "3")
                            {
                                item.UnderlyingInitialPriceCurrency = null;
                                if (item.StrikeSymbol == "1")
                                {
                                    item.StrikeSymbol = "3";
                                    item.StrikeCurrency = null;
                                }
                                if (item.ForwardPriceSymbol == "1")
                                {
                                    item.ForwardPriceSymbol = "3";
                                    item.ForwardPriceCurrency = null;
                                }
                            }
                            // 如遇货币单位为美分，如USD(cent)或USc，且价格符号为1或3时，以下涉及报送的字段需除以100 标的期初价格、平仓或终止时的标的价格、执行价格1、执行价格2、执行价格3、障碍价1、障碍价2、远期价格
                            if (IsUSC && (item.UnderlyingInitialPriceSymbol == "1" || item.UnderlyingInitialPriceSymbol == "3"))
                            {
                                item.UnderlyingInitialPrice = (Convert.ToDecimal(item.UnderlyingInitialPrice) / 100).ToString();
                                item.ClosedUnderlyingPrice = string.IsNullOrWhiteSpace(item.ClosedUnderlyingPrice) ? item.ClosedUnderlyingPrice : (Convert.ToDecimal(item.ClosedUnderlyingPrice) / 100).ToString();
                            }
                            if (IsUSC && (item.StrikeSymbol == "1" || item.StrikeSymbol == "3"))
                            {
                                item.Strike /= 100;
                                item.Strike2 /= 100;
                                item.Strike3 /= 100;
                                item.BarriersPrice /= 100;
                                item.BarriersPrice2 /= 100;
                            }
                            if (IsUSC && (item.ForwardPriceSymbol == "1" || item.ForwardPriceSymbol == "3"))
                            {
                                item.ForwardPrice /= 100;
                            }

                            //雪球初始敲入时，”敲入障碍价“、”敲入观察期“字段为空
                            if (item.OptionProductStructure == "SA" || item.OptionProductStructure == "GSA")
                            {

                                if (item.trade.trade_snowball != null && item.trade.trade_snowball.IsInitialKnockedIn)
                                {
                                    item.KnockInBarrierPrice = null;
                                    item.KnockInObservationPeriod = null;
                                }
                            }
                        }
                        else
                        {
                            //当是黑箱时，计价单位是外币时，期初货币单位、执行价格货币单位需显示外币
                            if (item.QuoteCurrency != "CNY")
                            {
                                if (item.UnderlyingInitialPriceSymbol == "3")
                                {
                                    if (item.QuoteCurrency != null && (item.QuoteCurrency.ToLower() == "usc" || item.QuoteCurrency.ToLower() == "usd(cent)"))
                                    {
                                        IsUSC = true;
                                    }
                                }
                                if (item.UnderlyingInitialPriceSymbol == "1")
                                {
                                    if (item.QuoteCurrency != null && (item.QuoteCurrency.ToLower() == "usc" || item.QuoteCurrency.ToLower() == "usd(cent)"))
                                    {
                                        IsUSC = true;
                                        item.QuoteCurrency = "USD";
                                    }
                                    item.UnderlyingInitialPriceCurrency = item.UnderlyingInitialPriceCurrency.Replace("CNY", item.QuoteCurrency);
                                }
                            }

                            // 如遇货币单位为美分，如USD(cent)或USc，且价格符号为1或3时，以下涉及报送的字段需除以100 标的期初价格、平仓或终止时的标的价格、执行价格1、执行价格2、执行价格3、障碍价1、障碍价2、远期价格
                            if (IsUSC)
                            {
                                item.UnderlyingInitialPrice = (Convert.ToDecimal(item.UnderlyingInitialPrice) / 100).ToString();
                                item.ClosedUnderlyingPrice = string.IsNullOrWhiteSpace(item.ClosedUnderlyingPrice) ? item.ClosedUnderlyingPrice : (Convert.ToDecimal(item.ClosedUnderlyingPrice) / 100).ToString();
                            }
                        }


                        //成交数量
                        var tradeNum = item.trade.OriginalNotional;
                        if (item.GuaranteedIncomeSymbol == "1")
                        {
                            if (item.GuaranteedIncome != null)
                            {
                                item.GuaranteedIncome /= tradeNum;
                            }
                        }
                        //行权收益
                        if (item.ExerciseBenefitsSymbol == "1")
                        {
                            if (item.ExerciseBenefits != null)
                            {
                                item.ExerciseBenefits /= tradeNum;
                            }

                            if (item.ExerciseBenefits2 != null)
                            {
                                item.ExerciseBenefits2 /= tradeNum;
                            }

                            if (item.ExerciseBenefits3 != null)
                            {
                                item.ExerciseBenefits3 /= tradeNum;
                            }
                        }
                        //补偿收益
                        if (item.CompensationIncomeSymbol == "1")
                        {
                            if (item.CompensationIncome != null)
                            {
                                item.CompensationIncome /= tradeNum;
                            }

                            if (item.CompensationIncome2 != null)
                            {
                                item.CompensationIncome2 /= tradeNum;
                            }
                        }
                        //固定收益
                        if (item.FixedIncomeSymbol == "1")
                        {
                            if (item.FixedIncome != null)
                            {
                                item.FixedIncome /= tradeNum;
                            }
                        }

                        if (PS.Config.Is招证)
                        {
                            if (item.GuaranteedIncome == 0)
                            {
                                item.GuaranteedIncome = null;
                                item.GuaranteedIncomeCurrency = null;
                                item.GuaranteedIncomeSymbol = null;
                            }
                        }

                    }
                }
                catch (ServiceException ex)
                {
                    LogFactory.GetLogger("NewSuperviseReportTodayService").Error(ex, "已知错误");
                    throw;
                }
                catch (Exception ex)
                {
                    LogFactory.GetLogger("NewSuperviseReportTodayService").Error(ex, "未知错误");
                    throw;
                }
            }
            return retListResult;
        }
        #endregion

        /// <summary>
        /// 凤凰雪球 敲入
        /// </summary>
        /// <param name="item"></param>
        /// <param name="koOR"></param>
        private void formatKiObservationRate(NewSuperviseReportTodayModel item, string kiOR = "")
        {
            string[] kiORArray;
            string unitStr;
            string unit;
            string num;
            //敲入观察频率
            if (!string.IsNullOrEmpty(kiOR))
            {
                kiORArray = kiOR.Split('|');
                if (kiORArray.Length == 2)
                {
                    num = kiORArray[1].Replace("DAIL", "").Replace("WEEK", "").Replace("MNTH", "").Replace("YEAR", "");
                    unitStr = kiORArray[1].Replace(num, "");

                    item.KnockInObservationPeriod = unitStr;
                }
                else
                {
                    num = kiOR.Substring(0, kiOR.Length - 1);
                    unit = kiOR.Substring(kiOR.Length - 1);
                    unitStr = getUnitStr(unit);

                    item.KnockInObservationPeriod = unitStr;
                }
            }
            else
            {
                num = "1";
                unit = "D";
                unitStr = getUnitStr(unit);
                if (item.OptionProductStructure == "GSA")
                {
                    unitStr = "";
                }
                item.KnockInObservationPeriod = unitStr;
            }
        }

        /// <summary>
        /// 观察频率
        /// </summary>
        /// <param name="item"></param>
        /// <param name="observationRate"></param>
        private void formatObservationRate(NewSuperviseReportTodayModel item, string observationRate = "")
        {
            string[] orArray;
            string unitStr;
            string unit;
            string num;
            if (!string.IsNullOrEmpty(observationRate))
            {
                orArray = observationRate.Split('|');
                if (orArray.Length == 2)
                {

                    if (orArray[1] == "OTHER")
                    {
                        item.ObservationPeriod = orArray[1];
                    }
                    else
                    {
                        num = orArray[1].Replace("DAIL", "").Replace("WEEK", "").Replace("MNTH", "").Replace("YEAR", "");
                        unitStr = orArray[1].Replace(num, "");

                        item.ObservationPeriod = unitStr;
                        item.ObservePeriodMultiplier = double.TryParse(num, out var temp) ? temp : double.NaN;
                    }
                }
                else
                {
                    num = observationRate.Substring(0, observationRate.Length - 1);
                    unit = observationRate.Substring(observationRate.Length - 1);
                    unitStr = getUnitStr(unit);

                    item.ObservationPeriod = unitStr;
                    item.ObservePeriodMultiplier = double.TryParse(num, out var temp) ? temp : double.NaN;
                }
            }
            else
            {
                if ((item.OptionProductStructure != "SA" && item.OptionProductStructure != "GSA" && item.OptionProductStructure != "PA"))
                {
                    if (item.ObserveType == "DISCRETE")
                    {
                        num = "1";
                        unit = "D";
                        unitStr = getUnitStr(unit);

                        item.ObservationPeriod = unitStr;
                        item.ObservePeriodMultiplier = double.Parse(num);
                    }
                    else if (item.trade.TradeType == "自定义交易")
                    {
                        item.ObservationPeriod = "OTHER";
                    }
                }
                else if (item.OptionProductStructure == "SA" || item.OptionProductStructure == "GSA" || item.OptionProductStructure == "PA")
                {
                    num = "1";
                    unit = "M";
                    unitStr = getUnitStr(unit);

                    item.ObservationPeriod = unitStr;
                    item.ObservePeriodMultiplier = double.Parse(num);
                }
            }
        }

        /// <summary>
        /// 互换产品收取观察频率
        /// </summary>
        /// <param name="item"></param>
        /// <param name="kiOR"></param>
        /// <param name="koOR"></param>
        private void formatSWObservationRate(NewSuperviseReportTodayModel item, string getOR = "", string payOR = "")
        {
            string num = "", unit = "", unitStr = "";
            string[] getORArray;
            string[] payORArray;
            if (!string.IsNullOrEmpty(getOR) && getOR != "TERM")
            {
                getORArray = getOR.Split('|');
                if (getORArray.Length == 2)
                {
                    if (getORArray[1] == "OTHER" || getORArray[1] == "TERM")
                    {
                        unitStr = getORArray[1];
                    }
                    else
                    {
                        num = getORArray[1].Replace("DAIL", "").Replace("WEEK", "").Replace("MNTH", "").Replace("YEAR", "");
                        unitStr = getORArray[1].Replace(num, "");
                    }
                }
                else
                {
                    num = getOR.Substring(0, getOR.Length - 1);
                    unit = getOR.Substring(getOR.Length - 1);
                    unitStr = getUnitStr(unit);
                }
                item.PaymentCycle = unitStr;
                item.PaymentCycleMultiplier = double.TryParse(num, out var temp) ? temp : double.NaN;
            }
            else if (!string.IsNullOrEmpty(payOR) && payOR != "TERM")
            {

                payORArray = payOR.Split('|');
                if (payORArray.Length == 2)
                {
                    if (payORArray[1] == "OTHER" || payORArray[1] == "TERM")
                    {
                        unitStr = payORArray[1];
                    }
                    else
                    {
                        num = payORArray[1].Replace("DAIL", "").Replace("WEEK", "").Replace("MNTH", "").Replace("YEAR", "");
                        unitStr = payORArray[1].Replace(num, "");
                    }
                }
                else
                {
                    num = payOR.Substring(0, payOR.Length - 1);
                    unit = payOR.Substring(payOR.Length - 1);
                    unitStr = getUnitStr(unit);
                }
                item.PaymentCycle = unitStr;
                item.PaymentCycleMultiplier = double.TryParse(num, out var temp) ? temp : double.NaN;
            }
            else
            {
                //互换产品未选支付周期，默认TERM
                item.PaymentCycle = "TERM";
            }
        }

        private string getUnitStr(string inputVal)
        {
            switch (inputVal)
            {
                case "D": return "DAIL";
                case "W": return "WEEK";
                case "M": return "MNTH";
                case "Y": return "YEAR";
                default: return "Other";
            }
        }

        /// <summary>
        /// 
        /// </summary>
        /// <param name="model"></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> assetTypes, List<DictionaryItem> varietySuffixs, List<DictionaryItem> varietyCodeList, out SyntheticPriceModel syntheticPrice)
        {
            NewSuperviseReportTodayModel obj = (NewSuperviseReportTodayModel)model;
            obj.StartDate = obj.trade.TradeDate;
            obj.EndDate = obj.trade.ExerciseDate;
            obj.ExerciseDate = obj.trade.ExerciseDate;

            base.FormatModel(obj, assetTypes, varietySuffixs, varietyCodeList, out syntheticPrice);
            double eqv = 0, endEqv = 0;
            var annualizeFactor = obj.trade.IsAnnualized ? obj.trade.AnnualizeFactor : 1;

            //组合标的
            if (syntheticPrice != null && syntheticPrice.SuList.Count() > 0)
            {
                var underlyingPrices = syntheticPrice.SuList.ToArray();
                var arrSEN = new string[underlyingPrices.Length];
                var arrAmount = new string[underlyingPrices.Length];
                var arrEndAmount = new string[underlyingPrices.Length];
                var arrEndSEN = new string[underlyingPrices.Length];
                var arrUnderlyingInitialPrice = new string[underlyingPrices.Length];
                var arrUnderlyingInitialPriceCurrency = new string[underlyingPrices.Length];
                //组合标的 平仓或终止时的标的价格
                var arrClosedUnderlyingPrice = new string[underlyingPrices.Length];
                double sumArrClosedUnderlyingPrice = 0;
                var notional = obj.trade.OriginalNotional;
                if (PS.Config.Is广期资本 && "自定义交易".Equals(obj.trade.TradeType) && obj.trade.Propertys != null && obj.trade.Propertys.Any(d => "总数量".Equals(d.name)))
                {
                    double totalCount = 0;
                    if (double.TryParse(obj.trade.Propertys.First(d => "总数量".Equals(d.name)).value, out totalCount))
                    {
                        notional = totalCount * obj.trade.CountRatio ?? 1;
                    }
                }
                for (var i = 0; i < underlyingPrices.Length; i++)
                {
                    var originalStockEqvNotional = (underlyingPrices[i].Price * notional / annualizeFactor / obj.trade.ParticipationRate * underlyingPrices[i].Coefficient) ?? 0;
                    eqv = formatEndStockEqvNotionalReal(originalStockEqvNotional, 1);
                    endEqv = formatEndStockEqvNotionalReal(eqv, ((obj.TradeType == "NT" || obj.TradeType == "MD") ? 1 : (obj.UnwindPercentRate ?? 0)));


                    arrSEN[i] = (obj.ForeignCurrencyRate != null ? eqv * obj.ForeignCurrencyRate : eqv).ToString();
                    arrEndSEN[i] = (obj.ForeignCurrencyRate != null ? endEqv * obj.ForeignCurrencyRate : endEqv).ToString();

                    var um1 = UnderlyingDataProvider.GetUnderlying(underlyingPrices[i].UnderlyingCode);
                    var variety = DataCacheProvider.GetVarietyDataSource().GetData(um1.UnderlyingTypeId);
                    if (variety.QuoteCurrency != null && (variety.QuoteCurrency.ToLower() == "usc" || variety.QuoteCurrency.ToLower() == "usd(cent)"))
                    {
                        arrSEN[i] = (obj.ForeignCurrencyRate != null ? eqv * obj.ForeignCurrencyRate / 100 : eqv).ToString();
                        arrEndSEN[i] = (obj.ForeignCurrencyRate != null ? endEqv * obj.ForeignCurrencyRate / 100 : endEqv).ToString();
                    }

                    arrAmount[i] = formatTradeAmount(eqv / underlyingPrices[i].Price);
                    arrEndAmount[i] = formatTradeAmount(endEqv / underlyingPrices[i].Price);
                    arrUnderlyingInitialPrice[i] = underlyingPrices[i].Price.ToString();
                    arrUnderlyingInitialPriceCurrency[i] = string.IsNullOrEmpty(variety.QuoteCurrency) ? "CNY" : variety.QuoteCurrency;

                    //多标的，平仓或终止时的标的价格需和标的物数量一致
                    if (obj.TradeType == "PU" || obj.TradeType == "FU" || obj.TradeType == "ED")
                    {
                        if (i + 1 == underlyingPrices.Length)
                        {
                            //最后一个标的物需减去前n个的价格后除以当前标的物的系数
                            arrClosedUnderlyingPrice[i] = (((obj.FinalPrice ?? 0) - sumArrClosedUnderlyingPrice) / underlyingPrices[i].Coefficient).ToString();
                        }
                        else
                        {
                            //前n-1个标的物取当日收盘价
                            sumArrClosedUnderlyingPrice += _priceProvider.GetPrice(underlyingPrices[i].UnderlyingCode) * underlyingPrices[i].Coefficient;
                            arrClosedUnderlyingPrice[i] = _priceProvider.GetPrice(underlyingPrices[i].UnderlyingCode).ToString();
                        }
                    }
                }


                //初始名义金额
                obj.InitialNominalAmount = string.Join(base._separator, arrSEN);

                //初始名义数量
                obj.InitialNominalNumber = string.Join(base._separator, arrAmount);

                //交易名义金额
                obj.NominalTransactionAmount = string.Join(base._separator, arrEndSEN);
                //交易名义数量
                obj.NominalTransactionNumber = string.Join(base._separator, arrEndAmount);

                //组合标的价格
                obj.UnderlyingInitialPrice = string.Join(base._separator, arrUnderlyingInitialPrice);
                obj.UnderlyingInitialPriceCurrency = string.Join(base._separator, arrUnderlyingInitialPriceCurrency);

                //平仓或终止时的标的价格
                if (obj.TradeType == "PU" || obj.TradeType == "FU" || obj.TradeType == "ED")
                {
                    obj.ClosedUnderlyingPrice = string.Join(base._separator, arrClosedUnderlyingPrice);
                }
                else
                {
                    obj.ClosedUnderlyingPrice = null;
                }
            }
            else
            {
                var notional = obj.trade.OriginalNotional;
                if (PS.Config.Is广期资本 && "自定义交易".Equals(obj.trade.TradeType) && obj.trade.Propertys != null && obj.trade.Propertys.Any(d => "总数量".Equals(d.name)))
                {
                    double totalCount = 0;
                    if (double.TryParse(obj.trade.Propertys.First(d => "总数量".Equals(d.name)).value, out totalCount))
                    {
                        notional = totalCount * obj.trade.CountRatio ?? 1;
                        obj.trade.OriginalStockEqvNotional = (obj.trade.SpotPrice * notional / annualizeFactor / obj.trade.ParticipationRate);
                    }
                }
                var originalStockEqvNotional = (obj.trade.OriginalStockEqvNotional == 0 ? (obj.trade.SpotPrice * notional / annualizeFactor / obj.trade.ParticipationRate) : obj.trade.OriginalStockEqvNotional) ?? 0;
                eqv = formatEndStockEqvNotionalReal(originalStockEqvNotional, 1);
                endEqv = formatEndStockEqvNotionalReal(eqv, ((obj.TradeType == "NT" || obj.TradeType == "MD") ? 1 : (obj.UnwindPercentRate ?? 0)));

                //初始名义金额
                obj.InitialNominalAmount = (obj.ForeignCurrencyRate != null ? eqv * obj.ForeignCurrencyRate : eqv).ToString();

                //交易名义金额
                obj.NominalTransactionAmount = (obj.ForeignCurrencyRate != null ? endEqv * obj.ForeignCurrencyRate : endEqv).ToString();

                if (obj.QuoteCurrency != null && (obj.QuoteCurrency.ToLower() == "usc" || obj.QuoteCurrency.ToLower() == "usd(cent)"))
                {
                    obj.InitialNominalAmount = (obj.ForeignCurrencyRate != null ? eqv * obj.ForeignCurrencyRate / 100 : eqv).ToString();
                    obj.NominalTransactionAmount = (obj.ForeignCurrencyRate != null ? endEqv * obj.ForeignCurrencyRate / 100 : endEqv).ToString();
                }

                //初始名义数量
                obj.InitialNominalNumber = formatTradeAmount(eqv / obj.trade.SpotPrice).ToString();



                //交易名义数量
                obj.NominalTransactionNumber = formatTradeAmount(endEqv / obj.trade.SpotPrice).ToString();

                //平仓或终止时的标的价格
                if (obj.TradeType == "NT")
                {
                    obj.ClosedUnderlyingPrice = null;
                }
            }



            if (obj.OptionProductStructure == "DI" || obj.OptionProductStructure == "RA")
            {
                if (obj.TradeType != "NT")
                {
                    if (string.IsNullOrEmpty(obj.trade.ExtendInfo))
                    {
                        obj.ExerciseBenefits = obj.TradeCashAmount;
                        obj.ExerciseBenefitsSymbol = "1";
                        obj.ExerciseBenefitsCurrency = "CNY";
                        if (obj.Strike2 > 0)
                        {
                            obj.ExerciseBenefits2 = obj.TradeCashAmount;
                        }
                    }
                }
            }

        }
    }
}