//using System;
//using System.Collections.Generic;
//using System.Linq;
//using YLErp.DBModels;
//using YLErp.DBModels.Consts;
//using YLErp.Model;
//using YLErp.Modules.MarginModule;

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

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

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

//        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 (!(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 tradeSpans;
//            }
//            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, priceDict, hasOptionInfo, isEodSettle);
//                    if (stockTradeSpanlist.Count > 0)
//                    {
//                        tradeSpans.AddRange(stockTradeSpanlist);
//                    }
//                }
//                var tempFutureTradeList = tradeList.Where(t => t.UnderlyingInstrumentType == ConsGlobal.InstrumentType.CommodityFutures).ToList();
//                if (tempFutureTradeList.Any())
//                {
//                    var futureTradeSpanlist = FutureMarginCalculation(userId, userName, tempFutureTradeList, settleDate, priceDict, hasOptionInfo, isEodSettle);
//                    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, Dictionary<int, double> priceDict, bool hasOptionInfo = false, bool isEodSettle = false)
//        {
//            throw new Exception("未实现");
//        }

//        /// <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)
//        {
//            List<trade_span> tradeSpans = new List<trade_span>();
//            if (futureTradeList != null && futureTradeList.Count > 0)
//            {
//                using (YLContext db = new YLContext())
//                {
//                    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();

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

//                    if (clientList != null)
//                    {
//                        foreach (var t in futureTradeList)
//                        {
//                            priceDict.TryGetValue(t.UnderlyingId, out double price);
//                            mpProvider.TryGetMarginRate(t.UnderlyingCode, out double marginRate);
//                            var contractSize = (_underlyingDataProvider.GetUnderlying(t.UnderlyingCode)?.ContractSize) ?? 0;
//                            double diffPrice = 0;
//                            switch (t.OptionType)
//                            {
//                                case "看涨":
//                                    diffPrice = (t.Strike ?? 0) - price;
//                                    break;
//                                case "看跌":
//                                    diffPrice = price - (t.Strike ?? 0);
//                                    break;
//                            }
//                            double visualValue = Math.Max(diffPrice, 0) * contractSize;
//                            double futureMargin = price * marginRate * contractSize;
//                            double optionMargin1 = (t.StockEqvNotional ?? 0) + futureMargin - 0.5 * visualValue;
//                            double optionMargin2 = (t.StockEqvNotional ?? 0) + futureMargin * 0.5;

//                            var client = clientList.FirstOrDefault(c => c.client.id == t.ClientId);
//                            if (client != null)
//                            {
//                                var value = Math.Max(optionMargin1, optionMargin2);

//                                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: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;
//        }

//        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;
//        }
//    }
//}