//using System;
//using System.Collections.Generic;
//using System.Linq;
//using YLErp.BLL.Calculation.V2;
//using YLErp.DBModels;
//using YLErp.Model;
//using YLErp.Modules.MarginModule;
//using YLErp.Modules.VolatilityModule;
//using CalculatorHelper = YLErp.BLL.Calculation.CalculatorHelperOld;

//namespace YLErp.BLL.MarginCalculationBak
//{
//    public class MaoChuanMarginCalculation : MarginCalculationBase
//    {
//        // 定义一个静态变量来保存类的实例(单例模式)
//        public static readonly MaoChuanMarginCalculation Instance;

//        static MaoChuanMarginCalculation()
//        {
//            Instance = new MaoChuanMarginCalculation();
//        }

//        // 定义私有构造函数，使外界不能创建该类实例
//        private MaoChuanMarginCalculation()
//        {

//        }

//        /// <summary>
//        /// 计算香草期权和亚式期权保证金
//        /// </summary>
//        private List<trade_span> CalculationNormalOptionMargin(int userId, string userName, List<trade> tradeList, DateTime settleDate, Dictionary<int, double> priceDict, bool hasOptionInfo = false, bool isEodSettle = false, bool forSingleTrade = true, string volType = "交易")
//        {
//            var resultMap = new Dictionary<int, trade_span>();

//            var codes = tradeList.Select(O => O.UnderlyingCode).ToHashSet();
//            var mpProvider = new MarginParamProvider(new OptUserInfo(0, "系统"), settleDate)
//                .Initialize(codes, MarginParamTypeEnum.MarginRate);
//            //客户要求用AskVol计算保证金,所以先把所有交易方向改为卖出并把VolType赋值为 BidAskVol;
//            //Dictionary<int, string> buySellDict = tradeList.ToDictionary(K => K.id, V => V.BuySell);
//            //tradeList.ForEach(t => t.BuySell = "卖出");
//            var vols = new Dictionary<int, double>();
//            foreach (var t in tradeList)
//            {
//                string vType = t.VolType;
//                t.VolType = "报价Ask";
//                var um = _underlyingDataProvider.GetUnderlying(t.UnderlyingCode);
//                if (um == null)
//                {
//                    throw new MarginCalcException($"[保证金计算]找不到标的数据(交易编号:{t.TradeNumber},标的代码:{t.UnderlyingCode})");
//                }
//                double vol = SingleVolService.GetSingleVol(new SingleVolReq(t, um), userId);
//                vols[t.id] = vol;
//                t.VolType = vType;
//            }

//            var tradeRiskResult = CalculatorHelper.CalculateRisksForTrades(
//                userId.ToString(),
//                settleDate,
//                tradeList,
//                priceDict,
//                ValueCalculator.BASIC_PRICING,
//                null,
//                isEndOfDate: true,
//                volType: null,
//                overrideVolsForTrade: vols,
//                isUseTradeVol: PS.Config.IsTradeVol,
//                PreciseTimeMode: !isEodSettle);

//            //tradeList.ForEach(t => t.BuySell = buySellDict[t.id]);

//            foreach (var r in tradeRiskResult.Results)
//            {
//                if (!mpProvider.TryGetMarginRate(r.Trade.UnderlyingCode, out var marginRate))
//                {
//                    throw new MarginCalcException($"{r.Trade.UnderlyingCode} 保证金比率不存在");
//                }
//                var trade = tradeList.FirstOrDefault(t => t.id == r.Trade.id);
//                double price = priceDict == null ? r.Trade.SpotPrice ?? 0 : priceDict[r.Trade.UnderlyingId];
//                logger.Info($"茂川标准保证金计算:[{r.Trade.TradeType}_{r.Trade.BuySell}_{r.Trade.OptionType}_{r.Trade.Strike}] => Vol:{r.ValueResult.Vol};Delta:{r.ValueResult.Delta}");
//                //保证金= Delta*标的期货保证金比率*标的期货价格*持仓规模    (qdp计算出的Delta已经乘过数量了,所以这里不用再乘了);
//                double value = Math.Abs(r.ValueResult.Delta) * marginRate * price;// * r.Trade.Notional;
//                if (r.Trade.BuySell == "买入") { value = Math.Abs(value); } else { value = 0 - Math.Abs(value); }
//                var tempTradeSpan = new trade_span
//                {
//                    TradeId = r.Trade.id,
//                    ClientId = trade.ClientId,
//                    ValueDate = settleDate,
//                    UnderlyingId = trade.UnderlyingId,
//                    UnderlyingCode = trade.UnderlyingCode,
//                    OptId = userId,
//                    OptName = userName,
//                    OptDate = DateTime.Now,
//                    Spv1 = value,
//                    Spv2 = value,
//                    Spv3 = value,
//                    Spv4 = value,
//                    WorstCastClientPayable = value
//                };
//                resultMap[r.Trade.id] = tempTradeSpan;
//            }

//            return resultMap.Values.ToList();
//        }

//        /// <summary>
//        /// 计算其他期权保证金
//        /// </summary>
//        private List<trade_span> CalculationOtherOptionMargin(int userId, string userName, List<trade> tradeList, DateTime settleDate, Dictionary<int, double> priceDict, bool hasOptionInfo = false, bool isEodSettle = false, bool forSingleTrade = true, string volType = "交易")
//        {
//            var resultMap = new Dictionary<int, trade_span>();
//            var tempTradeList = new List<trade>();
//            var vols = new Dictionary<int, double>();
//            foreach (var t in tradeList)
//            {
//                string vType = t.VolType;
//                t.VolType = "报价Ask";
//                var um = _underlyingDataProvider.GetUnderlying(t.UnderlyingCode);
//                double vol = SingleVolService.GetSingleVol(new SingleVolReq(t, um), userId);
//                vols[t.id] = vol;
//                t.VolType = vType;
//                tempTradeList.Add(t.Clone());
//            }

//            var tradeRiskResult = CalculatorHelper.CalculateRisksForTrades(
//                userId.ToString(),  // userId + "_" + price.Key,
//                settleDate,
//                tempTradeList,
//                priceDict,
//                ValueCalculator.BASIC_PRICING,
//                null,
//                isEndOfDate: true,
//                volType: null,
//                overrideVolsForTrade: vols,
//                isUseTradeVol: PS.Config.IsTradeVol,
//                PreciseTimeMode: !isEodSettle);
//            Action<trade> changeUmIdFunction = (t) =>
//            {
//                if (t.OptionType == "看跌")
//                {
//                    t.UnderlyingId = t.UnderlyingId * -1;
//                    if (t.trade_spread_option != null)
//                    {
//                        t.trade_spread_option.UnderlyingId1 = t.trade_spread_option.UnderlyingId1 * -1;
//                        t.trade_spread_option.UnderlyingId2 = t.trade_spread_option.UnderlyingId2 * -1;
//                        t.trade_spread_option.UnderlyingId3 = t.trade_spread_option.UnderlyingId3 * -1;
//                        t.trade_spread_option.UnderlyingId4 = t.trade_spread_option.UnderlyingId4 * -1;
//                    }
//                    if (t.trade_rainbow_option != null)
//                    {
//                        t.trade_rainbow_option.UnderlyingId1 = t.trade_rainbow_option.UnderlyingId1 * -1;
//                        t.trade_rainbow_option.UnderlyingId2 = t.trade_rainbow_option.UnderlyingId2 * -1;
//                    }
//                }
//            };
//            if (priceDict == null)
//            {
//                priceDict = new Dictionary<int, double>();
//                Dictionary<int, string[]> rateDict = base.GetUpDownLimitRate(tradeList.Select(O => O.UnderlyingId).ToArray());
//                tempTradeList.ForEach(t =>
//                {
//                    double[] arr = base.GetUpDownLimitPrice(rateDict[t.id], (t.SpotPrice ?? 0), double.Parse(rateDict[t.id][2]));
//                    changeUmIdFunction(t);
//                    priceDict[t.UnderlyingId] = t.OptionType == "看涨" ? arr[1] : arr[0];
//                });
//            }
//            else
//            {
//                Dictionary<int, double[]> dict = base.GetUpDownLimitPrice(priceDict);
//                tempTradeList.ForEach(t =>
//                {
//                    changeUmIdFunction(t);
//                    priceDict[t.UnderlyingId] = t.OptionType == "看涨" ? dict[t.id][1] : dict[t.id][0];
//                });
//            }

//            var newTradeRiskResult = CalculatorHelper.CalculateRisksForTrades(
//                userId.ToString(),  // userId + "_" + price.Key,
//                settleDate,
//                tempTradeList,
//                priceDict,
//                ValueCalculator.BASIC_PRICING,
//                null,
//                isEndOfDate: true,
//                volType: null,
//                overrideVolsForTrade: vols,
//                isUseTradeVol: PS.Config.IsTradeVol,
//                PreciseTimeMode: !isEodSettle);
//            tempTradeList.ForEach(t =>
//            {
//                double cPv = tradeRiskResult.Results.FirstOrDefault(O => O.ValueResult.TradeId == t.id).ValueResult.Pv;
//                double nPv = newTradeRiskResult.Results.FirstOrDefault(O => O.ValueResult.TradeId == t.id).ValueResult.Pv;
//                //保证金= 次日最大亏损;
//                double value = t.OptionType == "看涨" ? cPv - nPv : cPv + nPv;
//                logger.Info($"茂川奇异保证金计算:[{t.TradeType}_{t.BuySell}_{t.OptionType}_{t.Strike}] => 当日Pv:{cPv};次日Pv:{nPv}");
//                var tempTradeSpan = new trade_span
//                {
//                    TradeId = t.id,
//                    ClientId = t.ClientId,
//                    ValueDate = settleDate,
//                    UnderlyingId = Math.Abs(t.UnderlyingId),
//                    UnderlyingCode = t.UnderlyingCode,
//                    OptId = userId,
//                    OptName = userName,
//                    OptDate = DateTime.Now,
//                    Spv1 = value,
//                    Spv2 = value,
//                    Spv3 = value,
//                    Spv4 = value,
//                    WorstCastClientPayable = value
//                };
//                resultMap[t.id] = tempTradeSpan;
//            });
//            return resultMap.Values.ToList();
//        }


//        private List<trade_span> CalculationStructureOptionMargin(int userId, string userName, List<trade> tradeList, DateTime settleDate, Dictionary<int, double> priceDict, bool hasOptionInfo = false, bool isEodSettle = false, bool forSingleTrade = true, string volType = "交易")
//        {
//            List<trade_span> resultMap = new List<trade_span>();
//            for (int i = 0; i < tradeList.Count; i++)
//            {
//                int tempId = int.MaxValue;
//                tradeList[i].SubTrades.ToList().ForEach(t => t.id = tempId--);
//                List<trade_span> childrenSpans = RunMarginCalculation(userId, userName, tradeList[i].SubTrades.ToList(), settleDate, null, hasOptionInfo, isEodSettle, forSingleTrade, volType);

//                double margin = 0;
//                switch (tradeList[i].StructureType)
//                {
//                    case "牛市价差":
//                    case "熊市价差":
//                    case "亚式熊市价差":
//                    case "三领口组合":
//                        for (int j = 0; j < childrenSpans.Count; j++)
//                        {
//                            margin += childrenSpans[j].WorstCastClientPayable ?? 0;
//                        }
//                        break;
//                    case "跨式组合":
//                    case "宽跨式组合":
//                        for (int j = 0; j < childrenSpans.Count; j++)
//                        {
//                            double absMargin = Math.Abs(childrenSpans[j].WorstCastClientPayable ?? 0);
//                            if (margin < absMargin)
//                            {
//                                margin = absMargin;
//                            }
//                        }
//                        break;
//                    case "复制标的资产":
//                    case "蝶式组合":
//                    case "飞鹰式组合":
//                    case "比例价差":
//                    case "日历价差":
//                    case "箱式价差":
//                    case "风险逆转":
//                    default:
//                        break;
//                }
//                var tempTradeSpan = new trade_span
//                {
//                    TradeId = tradeList[i].id,
//                    ClientId = tradeList[i].ClientId,
//                    ValueDate = settleDate,
//                    UnderlyingId = tradeList[i].UnderlyingId,
//                    UnderlyingCode = tradeList[i].UnderlyingCode,
//                    OptId = userId,
//                    OptName = userName,
//                    OptDate = DateTime.Now,
//                    Spv1 = margin,
//                    Spv2 = margin,
//                    Spv3 = margin,
//                    Spv4 = margin,
//                    WorstCastClientPayable = margin
//                };
//                resultMap.Add(tempTradeSpan);
//            }
//            return resultMap;
//        }

//        public override List<trade_span> RunMarginCalculation(int userId, string userName, List<trade> tradeList, DateTime settleDate, Dictionary<int, double> priceDict, bool hasOptionInfo = false, bool isEodSettle = false, bool forSingleTrade = true, string volType = "交易", bool forOtherSide = false)
//        {
//            //结果集
//            List<trade_span> resultMap = new List<trade_span>();
//            if (!(priceDict?.Count > 0))
//            {
//                var codes = tradeList.Select(O => O.UnderlyingCode).ToArray();
//                priceDict = base.GetSettlePrice(codes, settleDate);
//            }
//            if (priceDict.Count == 0)
//            {
//                //如果价格没有传入也没从数据库获取到，就直接返回，没必要往下运行了。但不应该报错;
//                return resultMap;
//            }
//            if (forOtherSide)
//            {
//                return RunMarginCalculationOtherSide(userId, userName, tradeList, settleDate, priceDict, hasOptionInfo, isEodSettle, forSingleTrade, volType);
//            }


//            List<trade> tList = tradeList.Where(O => O.TradeType == "结构化交易").ToList();
//            if (tList.Count > 0)
//            {
//                resultMap.AddRange(CalculationStructureOptionMargin(userId, userName, tList, settleDate, priceDict, hasOptionInfo, isEodSettle, forSingleTrade, volType));
//            }

//            tList = tradeList.Where(O => O.TradeType == "香草期权" || O.TradeType == "亚式期权").ToList();
//            if (tList.Count > 0)
//            {
//                resultMap.AddRange(CalculationNormalOptionMargin(userId, userName, tList, settleDate, priceDict, hasOptionInfo, isEodSettle, forSingleTrade, volType));
//            }
//            tList = tradeList.Where(O => O.TradeType != "结构化交易" && O.TradeType != "香草期权" && O.TradeType != "亚式期权").ToList();
//            if (tList.Count > 0)
//            {
//                resultMap.AddRange(CalculationOtherOptionMargin(userId, userName, tList, settleDate, priceDict, hasOptionInfo, isEodSettle, forSingleTrade, volType));
//            }
//            return resultMap;
//        }

//        public override double GetTradeMargin(trade trade, double price, bool isInitialMargin = false, bool hasOptionInfo = false)
//        {
//            if (trade.TradeType == "结构化交易" && (trade.SubTrades == null || trade.SubTrades.Count() == 0))
//            {
//                using (YLContext db = new YLContext())
//                {
//                    trade.SubTrades = db.trade.Where(x => x.ParentTradeId == trade.id).ToList();
//                }
//            }

//            var tradeMargin = RunMarginCalculation(0, "系统", new List<trade> { trade }, isInitialMargin ? (trade.TradeDate ?? valuedateBLL.ValueDate) : valuedateBLL.ValueDate, new Dictionary<int, double> { { trade.UnderlyingId, price } }, hasOptionInfo: hasOptionInfo);
//            if (null != tradeMargin)
//            {
//                return tradeMargin.FirstOrDefault()?.WorstCastClientPayable ?? 0.0;
//            }
//            return 0.0;
//        }
//    }
//}