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

//namespace YLErp.BLL.MarginCalculationBak
//{
//    /// <summary>
//    /// 申银万国
//    /// </summary>
//    public class SYWGMarginCalculation : MarginCalculationBase
//    {
//        // 定义一个静态变量来保存类的实例
//        public static readonly SYWGMarginCalculation Instance;

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

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

//        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)
//        {
//            List<trade_span> tradeSpans = new List<trade_span>();
//            if (tradeList != null && tradeList.Count > 0)
//            {
//                var tempStockTradeList = tradeList.Where(t => t.UnderlyingInstrumentType == ConsGlobal.InstrumentType.Stock).ToList();
//                if (tempStockTradeList.Any())
//                {
//                    var stockTradeSpanlist = StockMarginCalculation(userId, userName, tempStockTradeList, settleDate, isEodSettle);
//                    if (stockTradeSpanlist.Count > 0)
//                    {
//                        tradeSpans.AddRange(stockTradeSpanlist);
//                    }
//                }
//                var tempFutureTradeList = tradeList.Where(t => t.UnderlyingInstrumentType == ConsGlobal.InstrumentType.CommodityFutures).ToList();
//                if (tempFutureTradeList.Any())
//                {
//                    if (!(priceDict?.Count > 0))
//                    {
//                        var codes = tempFutureTradeList.Select(O => O.UnderlyingCode).ToArray();
//                        priceDict = base.GetSettlePrice(codes, settleDate);
//                    }
//                    if (priceDict.Count > 0)
//                    {
//                        var futureTradeSpanlist = FutureMarginCalculation(userId, userName, tempFutureTradeList, settleDate, priceDict, hasOptionInfo, isEodSettle, volType);
//                        if (futureTradeSpanlist.Count > 0)
//                        {
//                            tradeSpans.AddRange(futureTradeSpanlist);
//                        }
//                    }
//                }
//            }
//            return tradeSpans;
//        }

//        /// <summary>
//        /// 股票类期权计算保证金
//        /// </summary>
//        public List<trade_span> StockMarginCalculation(int userId, string userName, List<trade> tradeList, DateTime settleDate, bool isEodSettle)
//        {
//            List<trade_span> tradeSpans = new List<trade_span>();
//            if (tradeList != null && tradeList.Count > 0)
//            {
//                using (YLContext db = new YLContext())
//                {
//                    var marginRation = valuedateBLL.SystemDate.MarginRatio ?? 0.15;
//                    var clientIds = tradeList.Select(t => t.ClientId).ToList();
//                    var clientList = (from client in db.client
//                                      join clientlevel in db.clientlevel
//                                        on client.LevelId equals clientlevel.id into tempClientlevel
//                                      from clientlevelTT in tempClientlevel.DefaultIfEmpty()
//                                      where clientIds.Contains(client.id)
//                                      select new
//                                      {
//                                          client,
//                                          clientlevel = clientlevelTT
//                                      }).ToList();

//                    if (clientList != null)
//                    {
//                        tradeList.ForEach(t =>
//                        {
//                            var client = clientList.FirstOrDefault(c => c.client.id == t.ClientId);
//                            if (client != null)
//                            {
//                                var clientRatio = client.clientlevel == null ? 1.0 : (client.clientlevel.Ratio ?? 1.0);
//                                //如果是股票去名义本金，如果是期货取：份额 * 即期价格
//                                var value = (t.StockEqvNotional ?? (t.Notional * t.SpotPrice ?? 0.0)) * marginRation * (t.BuySell == "买入" ? 1 : 0) * clientRatio;

//                                if (t.TradeType == "自定义交易")
//                                {
//                                    var eodTradeRiskManual = db.eod_trade_risk_manual.Where(x => x.ValueDate <= settleDate && x.TradeId == t.id).OrderByDescending(x => x.ValueDate).FirstOrDefault();
//                                    //收盘时如果自定义交易还活着且没有维护当日风险，并且收的时系统日期当日的盘，抛出exception
//                                    if (isEodSettle && !ConsTrade.TradeCompleteStatus.Contains(t.TradeStatus) && settleDate == valuedateBLL.SystemDate.ValueDate)
//                                    {
//                                        if (eodTradeRiskManual == null || eodTradeRiskManual.ValueDate != settleDate)
//                                        {
//                                            var error = $"TradeNumber:{t.TradeNumber}在{settleDate.ToString("yyyy-MM-dd")}需先进行交易风险维护";
//                                            throw new Exception(error);
//                                        }
//                                    }

//                                    value = eodTradeRiskManual?.Margin ?? 0;
//                                }
//                                tradeSpans.Add(new trade_span
//                                {
//                                    TradeId = t.id,
//                                    OptDate = DateTime.Now,
//                                    OptId = userId,
//                                    OptName = userName,
//                                    ClientId = client.client.id,
//                                    UnderlyingId = t.UnderlyingId,
//                                    UnderlyingCode = t.UnderlyingCode,
//                                    ValueDate = settleDate,
//                                    Spv1 = value,
//                                    Spv2 = value,
//                                    Spv3 = value,
//                                    Spv4 = value,
//                                    WorstCastClientPayable = value
//                                });
//                            }
//                        });
//                    }
//                }
//            }
//            return tradeSpans;
//        }

//        /// <summary>
//        /// 商品期权计算保证金
//        /// </summary>
//        public List<trade_span> FutureMarginCalculation(int userId, string userName, List<trade> futureTradeList, DateTime settleDate, Dictionary<int, double> priceDict, bool hasOptionInfo = false, bool isEodSettle = false, string volType = "交易")
//        {
//            if (futureTradeList == null || !futureTradeList.Any())
//            {
//                return new List<trade_span>(0);
//            }

//            var tradeSpans = new List<trade_span>();
//            using (var db = new YLContext())
//            {
//                if (!hasOptionInfo)
//                {
//                    tradeBLL.SetFieldsByTradeType(futureTradeList);
//                }

//                var underlyingCodes = futureTradeList.Select(t => t.UnderlyingCode).ToHashSet();
//                var mpProvider = new MarginParamProvider(new OptUserInfo(0, "系统"), settleDate).Initialize(underlyingCodes, MarginParamTypeEnum.MarginRate);

//                var overrideVolsForTrades = VolCaculator.Instance.GetVol(futureTradeList, settleDate);
//                var tradeRiskResult = CalculatorHelper.CalculateRisksForTrades(userId + "", settleDate, futureTradeList, priceDict, ValueCalculator.BASIC_GREEKS, null, isEodSettle, volType, overrideVolsForTrade: overrideVolsForTrades, isUseTradeVol: PS.Config.IsTradeVol, PreciseTimeMode: !isEodSettle);
//                logger.Info($"商品期货保证金计算,交易入:[{futureTradeList.Count}条],返回[{tradeRiskResult.Results.Count}],错误:{tradeRiskResult.ErrorMessage}");
//                var alphaRate = valuedateBLL.SystemDate.FutureMarginAlphaRate ?? 1;
//                var FutureMarginAddRatio = valuedateBLL.SystemDate.FutureMarginAddRatio ?? 0;
//                //客户对应等级系数
//                var clientIds = futureTradeList.Select(t => t.ClientId).ToList();
//                var clientList = (from client in db.client
//                                  join clientlevel in db.clientlevel
//                                    on client.LevelId equals clientlevel.id into tempClientlevel
//                                  from clientlevelTT in tempClientlevel.DefaultIfEmpty()
//                                  where clientIds.Contains(client.id)
//                                  select new
//                                  {
//                                      client,
//                                      clientlevel = clientlevelTT
//                                  }).ToList();
//                if (tradeRiskResult.Results.Count > 0)
//                {
//                    var underlyingCodeLookup = futureTradeList.ToLookup(t => new { t.UnderlyingId, t.ClientId });

//                    foreach (var trade in futureTradeList)
//                    {
//                        var closePrice = priceDict.ContainsKey(trade.UnderlyingId) ? priceDict[trade.UnderlyingId] : 0.0;
//                        var optionValueList = tradeRiskResult.Results.Where(t => t.Trade.id == trade.id && t.ValueResult != null && t.Trade != null && !double.IsNaN(t.ValueResult.Delta) && !double.IsNaN(t.ValueResult.Vega) && !double.IsNaN(t.ValueResult.Gamma)).ToList();

//                        //未设置相关保证金系数默认为1.0
//                        var client = clientList.FirstOrDefault(c => c.client.id == trade.ClientId);
//                        var clientRatio = client == null ? 1.0 : (client.clientlevel == null ? 1.0 : (client.clientlevel.Ratio ?? 1.0));
//                        var clientAddRatio = client == null ? 0.0 : (client.clientlevel == null ? 0.0 : (client.clientlevel.AddRatio ?? 0.0));

//                        if (optionValueList.Any())
//                        {
//                            var deltaMerge = 0.0;
//                            var deltaShort = optionValueList.Sum(t => t.ValueResult.Delta * (t.Trade.BuySell == "买入" ? 1 : 0));
//                            var deltaMax = optionValueList.Sum(t => t.ValueResult.DeltaMax * (t.Trade.BuySell == "买入" ? 1 : 0));
//                            //跨式组合和宽跨式组合用到的是组合交易里面的Max Delta作为deltaMerge参与保证金的计算
//                            deltaMerge = trade.TradeType == "结构化交易" && (trade.StructureType == "跨式组合" || trade.StructureType == "宽跨式组合") ? Math.Abs(deltaMax) : Math.Abs(deltaShort);
//                            logger.Info("交易id为" + trade.id + "的delta:" + deltaMerge);
//                            //if (deltaLong * deltaShort == 0)
//                            //{
//                            //    deltaMerge = Math.Abs(deltaShort);
//                            //}
//                            //else if (deltaLong * deltaShort < 0)
//                            //{
//                            //    if (Math.Abs(deltaLong) >= Math.Abs(deltaShort))
//                            //    {
//                            //        deltaMerge = 0;
//                            //    }
//                            //    else
//                            //    {
//                            //        deltaMerge = Math.Abs(deltaShort) - Math.Abs(deltaLong);
//                            //    }
//                            //}
//                            //else
//                            //{
//                            //    deltaMerge = Math.Abs(deltaShort);
//                            //}
//                            mpProvider.TryGetMarginRate(trade.UnderlyingCode, out double marginRate);
//                            //保证金 = (交易保证金率+公司保证金率加点)*合约名义金额(期货价格*数量)*delta
//                            var value = deltaMerge * closePrice * (marginRate + FutureMarginAddRatio + clientAddRatio) * alphaRate * clientRatio;

//                            if (trade.TradeType == "自定义交易")
//                            {
//                                var eodTradeRiskManual = db.eod_trade_risk_manual.Where(x => x.ValueDate <= settleDate && x.TradeId == trade.id).OrderByDescending(x => x.ValueDate).FirstOrDefault();
//                                //收盘时如果自定义交易还活着且没有维护当日风险，并且收的时系统日期当日的盘，抛出exception
//                                if (isEodSettle && !ConsTrade.TradeCompleteStatus.Contains(trade.TradeStatus) && settleDate == valuedateBLL.SystemDate.ValueDate)
//                                {
//                                    if (eodTradeRiskManual == null || eodTradeRiskManual.ValueDate != settleDate)
//                                    {
//                                        var error = $"TradeNumber:{trade.TradeNumber}在{settleDate.ToString("yyyy-MM-dd")}需先进行交易风险维护";
//                                        throw new Exception(error);
//                                    }
//                                }

//                                value = eodTradeRiskManual?.Margin ?? 0;
//                            }

//                            tradeSpans.Add(new trade_span
//                            {
//                                TradeId = trade.id,//默认记录为第一条交易记录中
//                                OptDate = DateTime.Now,
//                                OptId = userId,
//                                OptName = userName,
//                                ClientId = trade.ClientId,
//                                ValueDate = settleDate,
//                                UnderlyingId = trade.UnderlyingId,
//                                UnderlyingCode = trade.UnderlyingCode,
//                                Spv1 = value,
//                                Spv2 = value,
//                                Spv3 = value,
//                                Spv4 = value,
//                                WorstCastClientPayable = value,
//                                Comment = $"标的{trade.UnderlyingCode},deltaMerge:{deltaMerge},closePrice:{closePrice},Margin:{marginRate},FutureMarginAddRatio:{FutureMarginAddRatio},clientAddRatio:{clientAddRatio},alphaRate:{alphaRate},clientRatio:{clientRatio}"
//                            });
//                        }
//                        else
//                        {
//                            var nanTradeValue = tradeRiskResult.Results.Where(t => t.Trade.id == trade.id && (double.IsNaN(t.ValueResult.Delta) || !double.IsNaN(t.ValueResult.Vega) || !double.IsNaN(t.ValueResult.Gamma))).Select(t => t.ValueResult).ToList();
//                            nanTradeValue.ForEach(optionValue =>
//                            {
//                                logger.Error($"交易ID:{trade.UnderlyingId},Delta:{optionValue.Delta},DeltaCash{optionValue.DeltaCash},Vega{optionValue.Vega},Gamma:{optionValue.Gamma},vol:{optionValue.Vol}");
//                            });

//                        }
//                    }
//                }
//                return tradeSpans;
//            }
//        }

//        public override double GetTradeMargin(trade trade, double price, bool isInitialMargin = false, bool hasOptionInfo = false)
//        {
//            using (YLContext db = new YLContext())
//            {
//                if (trade.TradeType == "结构化交易")
//                {
//                    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;
//        }
//    }
//}