using YLErp.Commons;
using YLErp.DBModels.Helpers;
using YLErp.Models;
using YLErp.Modules.CalculationModule;
using YLErp.Modules.TradeModule;
using YLErp.QdpModule;

namespace YLErp.Modules.IntradayModule
{
    public class IntradayPositionApiService : YLBaseService<IntradaySettleInfoQueryContext>
    {
        public IntradayPositionApiService(IntradaySettleInfoQueryContext context) : base(context)
        {
        }

        /// <summary>
        /// 查询场外期权持仓列表
        /// </summary>
        public IntradayTradePositionResult GetIntradayPositions(DateTime valueDate, List<int> clientIdsOfInside = null)
        {
            var result = new IntradayTradePositionResult
            {
                SwapPositions = new List<IntradayPayOffSwapPositionField>(),
                OptionPositions = new List<IntradayOptionPositionField>(),
                ForwardPositions = new List<IntradayForwardPositionField>()
            };
            var IsPVRounded = PS.Config.IsPVRounded;
            valueDate = valueDate.Date;
            var suspensionUnderlyingIdList = DataCacheProvider.GetUnderlyingDataSource().AsQueryable()
                   .Where(t => t.UnderlyingStatus == underlying_manager.Status_Suspension).Select(t => t.id).ToList();
            var predicate = PredicateBuilder.Create<trade>(t => t.ClientId > 0
                && !clientIdsOfInside.Contains(t.ClientId)
                && ConsTrade.NeedMarginTradeStatusList.Contains(t.TradeStatus)
                && (t.ValidState != "InValid" || t.ValidState == null)
                && (t.TradeType != "结构化交易" || t.IsGroup != 0)
                && (t.ExerciseDate >= valueDate || suspensionUnderlyingIdList.Contains(t.UnderlyingId)));

            var tcgQuery = from tc in DbContext.trade_cash
                           where tc.ValueDate == valueDate && tc.ValidState != ConsGlobal.InValid && !tc.IsDeleted
                           group tc by tc.TradeId into g
                           select new
                           {
                               TradeId = g.Key,
                               Amount = g.Sum(t => t.Amount),
                               Percent = g.Sum(t => t.Action == ClientCashInCashOut.系统操作_平仓费
                                        || t.Action == ClientCashInCashOut.系统操作_行权费
                                        || t.Action == ClientCashInCashOut.系统操作_票息 & t.IsLastAction ?
                                        t.UnwindPercentRate : 0)
                           };

            var volType = PS.Config.Is国投 ? "开仓" : "持仓";
            var query = from t in DbContext.trade.AsQueryable().Where(predicate)
                        join risk in DbContext.realtime_trade_risk.Where(tr => tr.ValueDate == valueDate && tr.VolType == volType) on t.id equals risk.TradeId into risks
                        from risk in risks.DefaultIfEmpty()
                        join position in DbContext.intraday_trade_position.Where(tp => tp.ValueDate == valueDate) on t.id equals position.TradeId into positions
                        from position in positions.DefaultIfEmpty()
                        join tc in tcgQuery on t.id equals tc.TradeId into tc_t
                        from tc in tc_t.DefaultIfEmpty()
                        select new InnerPosition
                        {
                            Trade = t,
                            PositionPv = position == null ? 0 : IsPVRounded ? (double)position.RoundedPv : (double)position.Pv,
                            PositionPnl = position == null ? 0 : IsPVRounded ? position.RoundedPositionPnl : position.PositionPnL,
                            IsGroup = t.IsGroup,
                            DailyPnl = position == null ? 0 : (double)position.DailyPnL,
                            Risk = risk == null ? null : new InnerPositionRisk
                            {
                                Delta = risk.Delta ?? 0,
                                Gamma = risk.Gamma ?? 0,
                                Theta = risk.Theta ?? 0,
                                Rho = risk.Rho ?? 0,
                                Vega = risk.Vega ?? 0,
                                DeltaCash = risk.DeltaCash ?? 0,
                                GammaCash = risk.GammaCash ?? 0,
                                VegaCash = risk.VegaCash ?? 0,
                                Vol = risk.Vol ?? 0,
                                SettlePrice = risk.UnderlyingPrice
                            },
                            UnwindPercent =tc.Percent,
                            RealizedPnl = (double?)tc.Amount
                        };

            //DbContext.SetDebugLog();

            //因为query还在读取中，所以不要用同一个dbcontext
            var extendService = new TradeExtendService(OptUser);
            var posList = query.ToArray();
            var groupSumDic = new Dictionary<int, InnerPosition>();

            var trades = posList.Select(n => n.Trade).ToArray();

            BLL.tradeBLL.SetFieldsByTradeType(trades);

            foreach (var pos in posList)
            {
                if (pos.IsGroup == 0)
                {
                    pos.RealizedPnl = TradeCalcHelper.CalcWinLoss(tradeType: pos.Trade.TradeType, buySell: pos.Trade.BuySell,
                        tradePrice: pos.Trade.TradePrice ?? 0, tcUnwindPercent: pos.UnwindPercent??0, tcAmount: pos.RealizedPnl??0);
                }
                else if (pos.IsGroup == 2 && pos.Trade.ParentTradeId > 0)
                {
                    if (!groupSumDic.TryGetValue(pos.Trade.ParentTradeId, out var p))
                    {
                        groupSumDic[pos.Trade.ParentTradeId] = p = new InnerPosition();
                    }
                    p.PositionPv += pos.PositionPv;
                    p.PositionPnl += pos.PositionPnl;
                    p.DailyPnl += pos.DailyPnl;

                    p.RealizedPnl += pos.RealizedPnl = TradeCalcHelper.CalcWinLoss(tradeType: pos.Trade.TradeType, buySell: pos.Trade.BuySell,
                      tradePrice: pos.Trade.TradePrice ?? 0, tcUnwindPercent: pos.UnwindPercent??0, tcAmount: pos.RealizedPnl??0);
                }
            }

            foreach (var pos in posList)
            {
                var td = pos.Trade;

                if (td.TradeType == "结构化交易")
                {
                    if (td.IsGroup == 1)
                    {
                        td.TradeType = "组合交易";

                        if (groupSumDic.TryGetValue(td.id, out var p))
                        {
                            pos.PositionPv = p.PositionPv;
                            pos.PositionPnl = p.PositionPnl;
                            pos.RealizedPnl = p.RealizedPnl;
                            pos.DailyPnl = p.DailyPnl;
                        }
                    }
                    else
                    {
                        continue;
                    }
                }
                else if (td.IsGroup == 2)
                {
                    continue;
                }

                extendService.SetTradeExtend(new[] { td }, false);

                var un = DataCacheProvider.GetUnderlyingDataSource().GetData(td.UnderlyingCode);

                if (un != null)
                {
                    pos.CountRatio = un.CountRatio;
                    pos.ContractSize = un.ContractSize;
                }

                IntradayPositionField positionField = null;

                if (td.TradeType == "收益互换")
                {
                    var f = GetIntradayPayOffSwapPostionFields(td, td.StockEqvNotional, pos);
                    result.SwapPositions.Add(f);
                    positionField = f;
                }
                else if (td.TradeType == "远期")
                {
                    var f = GetIntradayForwardPostionFields(td, pos);
                    result.ForwardPositions.Add(f);
                    positionField = f;
                }
                else
                {
                    var f = GetIntradayOptionPostionFields(td, pos);
                    result.OptionPositions.Add(f);
                    positionField = f;
                }

                if (positionField != null)
                {
                    positionField.ContractSize = pos.ContractSize;
                    positionField.RealizedPnl = pos.RealizedPnl??0;
                    positionField.SettlePrice = pos.Risk?.SettlePrice ?? 0;
                    positionField.DaysToExpiration = QdpCalendarHelper.GetNonHolidayDaysBetween(valueDate, td.ExerciseDate.Value);
                }
            }

            return result;
        }

        #region----场外期权----

        private IntradayOptionPositionField GetIntradayOptionPostionFields(trade td, InnerPosition pos)
        {
            var isMoneyness = td.IsMoneynessOption == "是";
            var isUsePremiumRate = td.IsUsePremiumRate == true;
            var underlying = DataCacheProvider.GetUnderlyingDataSource().GetData(td.UnderlyingCode);
            var volFormat = PS.Config.ErpElement.VolMoreAccurate ? "P4" : "P2";

            var f = new IntradayOptionPositionField
            {
                TradeType = td.TradeType,
                StructureType = td.TradeMultipleType,

                TradeNumber = td.TradeNumber,
                AssetBookName = td.AssetBookName,
                TraderName = td.TraderName,
                ClientName = td.ClientName,
                ExerciseMode = td.ExerciseModeCn,
                CallPut = td.CallPut,
                TradeDate = td.TradeDate.OtcFormatDate(),
                ExerciseDate = td.ExerciseDate.OtcFormatDate(),
                SettlementDate = td.SettlementDate.OtcFormatDate(),
                TradeSide = td.BuySell,
                UnderlyingCode = td.UnderlyingCode,
                UnderlyingName = underlying?.UnderlyingName,
                InitSpotPrice = td.SpotPrice ?? 0,
                Strike = td.Strike.OtcFormatUmPrice(isMoneyness),
                IsMoneynessOption = isMoneyness ? "是" : "否",
                Premium = isUsePremiumRate ? td.PremiumRate.OtcFormat(OtcFormatFlag.premiumRateP) : td.TradeSinglePrice.OtcFormat(OtcFormatFlag.tradeSinglePrice),
                IsUsePremiumRate = isUsePremiumRate ? "是" : "否",
                InitialMargin = td.InitialMargin ?? 0,
                TradeAmount = (td.OriginalNotional ?? 0) / pos.CountRatio,
                TradePrice = td.TradePrice ?? 0,
                StockEqvNotional = td.OriginalStockEqvNotional ?? 0,
                StockEqvNotionalReal = td.StockEqvNotionalReal,
                IsAnnualized = td.IsAnnualized ? "是" : "否",
                AnnualizeFactor = td.AnnualizeFactor?.ToString("F8"),
                PrincipalRate = td.PrincipalRate.OtcFormatPercent(),
                ParticipationRate = td.ParticipationRate.OtcFormatPercent(),
                NoRiskRate = td.NoRiskRate.OtcFormatPercent(),
                DividendRate = td.DividendRate.OtcFormatPercent(),
                TradeOpenVolatility = td.TradeOpenVolatility?.ToString(volFormat),
                TradeCloseVolatility = td.TradeCloseVolatility?.ToString(volFormat),
                NumOfSmoothingDays = td.NumOfSmoothingDays ?? 0,
                Comments = td.Comments,

                PositionPv = pos.PositionPv,
                PositionPnl = pos.PositionPnl,
                PositionTradeAmount = td.TradeAmount,
                DailyPnl = pos.DailyPnl
            };

            if (pos.Risk != null)
            {
                var risk = pos.Risk;
                f.Delta = risk.Delta;
                f.DeltaCash = risk.DeltaCash;
                f.Gamma = risk.Gamma;
                f.GammaCash = risk.GammaCash;
                f.Vega = risk.Vega;
                f.VegaCash = risk.VegaCash;
                f.Theta = risk.Theta;
                f.Rho = risk.Rho;

                f.PositionVol = risk.Vol.ToString(volFormat);
            }

            if (_context.TryGetClientInfo(td.ClientId, out var clientInfo))
            {
                f.ClientName = clientInfo.Name;
                f.ClientNumber = clientInfo.Number;
            }

            switch (f.TradeType)
            {
                case "亚式期权":
                    SetAsianOption(td.trade_asian_option, f);
                    break;
                case "障碍期权":
                    SetBarrierOption(td.trade_barrier_option, f, isMoneyness: isMoneyness, isUsePremiumRate: isUsePremiumRate);
                    break;
                case "双鲨期权":
                    SetDbSharkOption(td.trade_double_sharkfin_option, f, isMoneyness: isMoneyness, isUsePremiumRate: isUsePremiumRate);
                    break;
                case "二元期权":
                    SetBianryOption(td.trade_binary_option, f, isMoneyness: isMoneyness, isUsePremiumRate: isUsePremiumRate);
                    break;
                case "区间累积期权":
                    SetRangeAccuralOption(td.trade_rangeaccrual, f, isMoneyness);
                    break;
                case "气囊结构":
                    SetAirbagOption(td.trade_airbag, f, isMoneyness);
                    break;
                case "收益增强结构":
                    if (td.trade_underlying_enhance != null)
                    {
                        f.CallPut = string.Empty;
                        f.AnnualizedEnhanceRate = td.trade_underlying_enhance.AnnualizedEnhanceRate.OtcFormatPercent(4);
                    }
                    break;
                case "凤凰期权":
                    SetAutoCallOption(td.trade_autocall, f, isMoneyness);
                    break;
                case "雪球期权":
                    SetSnowballOption(td.trade_snowball, f, isMoneyness, td.CallPut);
                    break;
                case "累计期权":
                    SetAccumulatorOption(td.trade_accumulator_option, f, isMoneyness, td.CallPut);
                    break;
                case "自定义交易":
                    {
                        f.StructureTypeSpec = td.StructureType;
                        f.StructureIntroduction = td.StructureIntroduction;
                        f.ExtendInfo = td.ExtendInfo;
                        f.ObservationDates = td.trade_custom?.ObservationDates;
                    }
                    break;
                case "组合交易":
                    {
                        f.ExtendInfo = td.ExtendInfo;
                    }
                    break;
            }

            if (td.TradeType == "凤凰期权" || td.TradeType == "雪球期权")
            {
                f.CallPut = f.ExerciseMode = string.Empty;
                td.MetaDic.TryGetValue(nameof(OtcOptionTradeFull.AnnualizeFactor2), out var metaValue);
                f.AnnualizeFactor = metaValue;
            }
            else
            {
                td.MetaDic.TryGetValue(nameof(OtcOptionTradeFull.AnnualizeFactor), out var metaValue);
                f.AnnualizeFactor = metaValue;
            }

            return f;
        }

        //累计期权
        private static void SetAccumulatorOption(trade_accumulator_option option, IntradayOptionPositionField f, bool isMoneyness, string callput)
        {
            if (option != null)
            {
                f.AccumulatorKOBarrier = option.KOBarrier.OtcFormatFlex(2, 2);
                f.AccumulatorPayoffType = option.PayoffType;
                if (option.PayoffType == "固定")
                {
                    f.AccumulatorPayoffType = "固定(票息)";
                    f.AccumulatorCoupon = option.CouponPercent ? option.Coupon.OtcFormatPercent() : option.Coupon.OtcFormatFlex(2);
                    f.AccumulatorCouponDayCount = option.CouponDayCount;
                    f.AccumulatorIsAnnualizedCoupon = option.IsFixedCoupon ? "否" : "是";
                }
                f.AccumulatorMultiplier = ConsGlobal.CallPut.IsCall(callput) ? option.PutMultiplier : option.CallMultiplier;
                f.AccumulatorEarlyTerminate = option.EarlyTerminate ? "是" : "否";
                switch (option.SettlementMode)
                {
                    case "现金期末":
                        f.AccumulatorSettlementMode = "现金结算(期末)";
                        break;
                    case "实物交割":
                        f.AccumulatorSettlementMode = "实物交割";
                        break;
                    default:
                        f.AccumulatorSettlementMode = "现金结算(当日)";
                        break;
                }
                f.AccumulatorAccumuType = option.AccumuType;
                f.ObservationDates = option.KOObservationDates;
                f.SettlementDate = option.KOObservationSettleDates;
            }
        }

        //雪球期权
        private static void SetSnowballOption(trade_snowball option, IntradayOptionPositionField f, bool isMoneyness, string callput)
        {
            if (option != null)
            {
                f.SnowballKOBarrier = option.KOBarrier.OtcFormatUmPrice(isMoneyness);

                switch (option.KOPayoffType)
                {
                    case KOPayoffTypeEnum.Rebate:
                        f.SnowballKOPayoffType = "票息补偿";
                        f.SnowballIsAnnualizedCoupon = option.IsFixedCoupon ? "否" : "是";
                        f.SnowballKORebate = option.KORebate.OtcFormatPercent();
                        f.SnowballAnnualizedPremiumRate = option.AnnualizedPremiumRate.OtcFormatPercent();
                        f.SnowballKOObservationSettleDates = option.KOObservationSettleDates;
                        break;
                    case KOPayoffTypeEnum.ToOption:
                        f.SnowballKOPayoffType = KOPayoffTypeEnumHelper.GetDesc(option.KOPayoffType, callput);
                        f.SnowballKOStrike1 = option.SpreadStrikeAtKO1.OtcFormatUmPrice(isMoneyness);
                        break;
                    case KOPayoffTypeEnum.ToSpreadOption:
                        f.SnowballKOPayoffType = KOPayoffTypeEnumHelper.GetDesc(option.KOPayoffType, callput);
                        f.SnowballKOStrike2 = option.SpreadStrikeAtKO.OtcFormatUmPrice(isMoneyness);
                        f.SnowballKOStrike1 = option.SpreadStrikeAtKO1.OtcFormatUmPrice(isMoneyness);
                        break;
                    default:
                        f.SnowballKOPayoffType = option.KOPayoffType.ToString();
                        break;
                }

                f.SnowballKORebateType = RebateTypeEnumHelper.GetDesc(option.KORebateType);
                f.SnowballKIBarrier = option.KIBarrier.OtcFormatUmPrice(isMoneyness);

                switch (option.KIPayoffType)
                {
                    case KIPayoffTypeEnum.None:
                        f.SnowballKIPayoffType = "无";
                        break;
                    case KIPayoffTypeEnum.ToPutOption:
                        f.SnowballKIPayoffType = "敲入转看跌";
                        f.SnowballKIStrike1 = option.SpreadStrikeAtMaturity1.OtcFormatUmPrice(isMoneyness);
                        break;
                    case KIPayoffTypeEnum.ToPutSpreadOption:
                        f.SnowballKIPayoffType = "敲入转熊市价差";
                        f.SnowballKIStrike2 = option.SpreadStrikeAtMaturity.OtcFormatUmPrice(isMoneyness);
                        f.SnowballKIStrike1 = option.SpreadStrikeAtMaturity1.OtcFormatUmPrice(isMoneyness);
                        break;
                    case KIPayoffTypeEnum.ToCallOption:
                        f.SnowballKIPayoffType = "敲入转看涨";
                        f.SnowballKIStrike1 = option.SpreadStrikeAtMaturity1.OtcFormatUmPrice(isMoneyness);
                        break;
                    case KIPayoffTypeEnum.ToCallSpreadOption:
                        f.SnowballKIPayoffType = "敲入转牛市价差";
                        f.SnowballKIStrike2 = option.SpreadStrikeAtMaturity.OtcFormatUmPrice(isMoneyness);
                        f.SnowballKIStrike1 = option.SpreadStrikeAtMaturity1.OtcFormatUmPrice(isMoneyness);
                        break;
                    default:
                        f.SnowballKIPayoffType = option.KIPayoffType.ToString();
                        break;
                }

                f.SnowballNoKICoupon = option.Coupon.OtcFormatPercent();
                var KOObservationDates = option.KOObservationDates ?? string.Empty;
                var index = KOObservationDates.IndexOf(';');
                f.KOObservationDates = index > 0 ? option.KOObservationDates.Substring(0, index) : KOObservationDates;
                f.KIObservationDates = option.ObservationDates;
                f.IsAnnualized = option.IsAnnualized2 ? "是" : "否";

                f.SnowballKnockInOutStatus = option.KnockInOutStatusCn;
                f.SnowballKnockInOutDate = option.KnockInOutDate.OtcFormatDate();
            }
        }

        //凤凰期权
        private static void SetAutoCallOption(trade_autocall option, IntradayOptionPositionField f, bool isMoneyness)
        {
            if (option != null)
            {
                f.AutocallIsAnnualizedCoupon = option.IsFixedCoupon ? "否" : "是";
                f.AutocallCoupon = option.Coupon.OtcFormatPercent();
                f.AutocallCouponBarrier = option.CouponBarrier.OtcFormatUmPrice(isMoneyness);
                f.AutocallCouponPayType = option.CouponPayTypeDesc();
                f.AutocallKOBarrier = option.KOBarrier.OtcFormatUmPrice(isMoneyness);
                f.AutocallKIBarrier = option.KIBarrier.OtcFormatUmPrice(isMoneyness);
                f.AutocallIncludeCouponAfterKI = option.IncludeCouponAfterKI ? "是" : "否";
                f.AutocallKIPayoffType = option.KIPayoffTypeDesc();
                f.AutocallKIStrike1 = option.SpreadStrike1.OtcFormatUmPrice(isMoneyness);
                if (option.KIPayoffType == KIPayoffTypeEnum.ToPutSpreadOption)
                {
                    f.AutocallKIStrike2 = option.SpreadStrike.OtcFormatUmPrice(isMoneyness);
                }
                var KOObservationDates = option.KOObservationDates ?? string.Empty;
                var index = KOObservationDates.IndexOf(';');
                f.KOObservationDates = index > 0 ? option.KOObservationDates.Substring(0, index) : KOObservationDates;
                f.KIObservationDates = option.ObservationDates;
                f.IsAnnualized = option.IsAnnualized2 ? "是" : "否";

                f.AutocallKnockInOutStatus = option.KnockInOutStatusCn;
                f.AutocallKnockInOutDate = option.KnockInOutDate.OtcFormatDate();
            }
        }

        //气囊结构
        private static void SetAirbagOption(trade_airbag option, IntradayOptionPositionField f, bool isMoneyness)
        {
            if (option != null)
            {
                f.AirbagBarrier = option.Barrier.OtcFormatUmPrice(isMoneyness);
                f.AirbagIsDiscrete = option.IsDiscreteMonitored ? "是" : "否";
                f.AirbagKIParticipationRate = option.KIParticipationRate.OtcFormatPercent();
                f.AirbagHasPayoffLimit = option.HasPayoffLimit ? "是" : "否";
                f.AirbagHighStrike = option.HighStrike.OtcFormatUmPrice(isMoneyness);
                f.CallPut = string.Empty;
            }
        }

        //区间累积
        private static void SetRangeAccuralOption(trade_rangeaccrual option, IntradayOptionPositionField f, bool isMoneyness)
        {
            if (option != null)
            {
                f.CallPut = string.Empty;

                f.RangeAccrualLowerRange = option.LowerRange.OtcFormatUmPrice(isMoneyness);
                f.RangeAccrualUpperRange = option.UpperRange.OtcFormatUmPrice(isMoneyness);
                f.RangeAccrualBonusRate = option.BonusRate.OtcFormatPercent(4);

                f.ObservationDates = option.ObservationDates;
            }
        }

        //二元期权
        private static void SetBianryOption(trade_binary_option option, IntradayOptionPositionField f, bool isMoneyness, bool isUsePremiumRate)
        {
            if (option != null)
            {
                f.BinaryPayoffType = option.PayoffType;
                f.BinaryUpperBarrier = option.UpperBarrier.OtcFormatUmPrice(isMoneyness);
                f.BinaryCashOrNothingAmount = OtcFormatHelper.FormatPremium(isUsePremiumRate, option.CashOrNothingAmountRate, option.CashOrNothingAmount);
                f.BinaryCashOrNothingAmountHigh = OtcFormatHelper.FormatPremium(isUsePremiumRate, option.CashOrNothingAmountHighRate, option.CashOrNothingAmountHigh);
                f.BinaryMonitorType = option.MonitorType;
                f.BinaryRebateType = TradeHelper.GetRebateTypeCn(option.RebateType);
            }
        }

        //双鲨期权
        private static void SetDbSharkOption(trade_double_sharkfin_option option, IntradayOptionPositionField f, bool isMoneyness, bool isUsePremiumRate)
        {
            if (option != null)
            {
                f.DbSharkBarrierLow = option.BarrierLow.OtcFormatUmPrice(isMoneyness);
                f.DbSharkBarrierHigh = option.BarrierHigh.OtcFormatUmPrice(isMoneyness);
                f.DbSharkStrikeHigh = option.StrikeHigh.OtcFormatUmPrice(isMoneyness);
                f.DbSharkCallParticipationRate = option.CallParticipationRate.OtcFormatPercent();
                f.DbSharkPutParticipationRate = option.PutParticipationRate.OtcFormatPercent();
                f.DbSharkRebate = OtcFormatHelper.FormatPremium(isUsePremiumRate, option.RebateRate, option.Rebate);
                f.DbSharkRebateHigh = OtcFormatHelper.FormatPremium(isUsePremiumRate, option.RebateHighRate, option.RebateHigh);
                f.DbSharkRebateType = TradeHelper.GetRebateTypeCn(option.RebateType);
                f.DbSharkDiscrete = option.Discrete;

                f.ObservationDates = option.ObservationDates;
                f.DbsharkKnockInOutStatus = option.KnockInOutStatusCn;
                f.DbsharkKnockInOutDate = option.KnockInOutDate.OtcFormatDate();
            }
        }

        //障碍期权
        private static void SetBarrierOption(trade_barrier_option option, IntradayOptionPositionField f, bool isMoneyness, bool isUsePremiumRate)
        {
            if (option != null)
            {
                f.BarrierType = option.BarrierType;
                f.BarrierPrice = option.BarrierPrice.OtcFormatUmPrice(isMoneyness);
                f.BarrierPriceHigh = option.UpperBarrierPrice.OtcFormatUmPrice(isMoneyness);
                f.BarrierShift = option.BarrierShift ?? 0;
                f.BarrierRebate = OtcFormatHelper.FormatPremium(isUsePremiumRate, option.RebateRate, option.Rebate);
                f.BarrierRebateType = option.RebateTypeCn;
                f.BarrierDiscrete = option.Discrete;

                f.ObservationDates = option.ObservationDates;
                f.BarrierKnockInOutDate = option.KnockInOutDate.OtcFormatDate();
                f.BarrierKnockInOutStatus = option.KnockInOutStatusCn;
            }
        }

        //亚式期权
        private static void SetAsianOption(trade_asian_option option, IntradayOptionPositionField f)
        {
            if (option != null)
            {
                f.AsianAveragingPeriodStartDate = option.AveragingPeriodStartDate.OtcFormatDate();
                f.AsianPayoffType = option.PayoffTypeCn;
                f.AsianStrikeType = option.StrikeTypeCn;
                f.AsianStrikeGearingFactor = option.StrikeGearingFactor.OtcFormatPercent();
            }
        }

        #endregion

        #region----收益互换----

        private IntradayPayOffSwapPositionField GetIntradayPayOffSwapPostionFields(trade td, double positionStockEqvNotional, InnerPosition pos)
        {
            var swap = td.trade_swap ?? new trade_swap();

            var f = new IntradayPayOffSwapPositionField
            {
                StructureType = ConsGlobal.TradeType.PayoffSwap,

                TradeNumber = td.TradeNumber,
                AssetBookName = td.AssetBookName,
                TraderName = td.TraderName,
                ClientName = td.ClientName,
                TradeDate = td.TradeDate.OtcFormatDate(),
                ExerciseDate = td.ExerciseDate.OtcFormatDate(),
                Comments = td.Comments,

                StockEqvNotional = td.OriginalStockEqvNotional ?? 0,

                GetFixedProfit = swap.GetFixedProfit,
                GetLongShort = swap.GetLongShort,
                GetMarginRate = swap.GetMarginRate.OtcFormatFlex(minDecimals: 0, percent: true),
                GetTradePrice = swap.GetTradePrice,
                GetUnderlyingCode = swap.GetUnderlyingCode,
                GetSpotPrice = swap.GetSpotPrice,
                IsGetFloatingProfit = swap.IsGetFloatingProfit ? "是" : "否",

                IsPayFloatingProfit = swap.IsPayFloatingProfit ? "是" : "否",
                PayFixedProfit = swap.PayFixedProfit,
                PayLongShort = swap.PayLongShort,
                PayMarginRate = swap.PayMarginRate.OtcFormatPercent(),
                PaySpotPrice = swap.PaySpotPrice,
                PayTradePrice = swap.PayTradePrice,
                PayUnderlyingCode = swap.PayUnderlyingCode,

                PositionPnl = pos.PositionPnl,
                PositionPv = pos.PositionPv,
                PositionStockEqvNotional = positionStockEqvNotional,
                DailyPnl = pos.DailyPnl
            };

            if (_context.TryGetClientInfo(td.ClientId, out var clientInfo))
            {
                f.ClientName = clientInfo.Name;
                f.ClientNumber = clientInfo.Number;
            }

            return f;
        }

        #endregion

        #region----远期交易----

        private IntradayForwardPositionField GetIntradayForwardPostionFields(trade td, InnerPosition pos)
        {
            var forward = td.trade_forward ?? new trade_forward();
            var underlying = DataCacheProvider.GetUnderlyingDataSource().GetData(td.UnderlyingCode);

            var f = new IntradayForwardPositionField
            {
                StructureType = td.StructureType.TrimToNull() ?? ConsGlobal.TradeType.Forward,

                TradeNumber = td.TradeNumber,
                AssetBookName = td.AssetBookName,
                TraderName = td.TraderName,
                ClientName = td.ClientName,
                TradeDate = td.TradeDate.OtcFormatDate(),
                ExerciseDate = td.ExerciseDate.OtcFormatDate(),
                Comments = td.Comments,

                InitSpotPrice = td.SpotPrice ?? 0,
                AnnualMarginRate = forward.AnnualMarginRate.OtcFormatPercent(),
                AnnualStoragePrice = forward.AnnualStoragePrice,
                BasisGap = td.BasisGap,
                BasisUnderlyingCode = td.BasisUnderlyingCode,
                CallPut = ConsGlobal.CallPut.IsCall(td.CallPut) ? "多头" : "空头",
                NoRiskRate = td.NoRiskRate.OtcFormatPercent(),
                ObservationDates = forward.ObservationDates,

                Strike = td.Strike ?? 0,
                OpenFee = forward.OpenCommission,
                TotalFee = td.TradePrice ?? 0,
                TradeAmount = (td.OriginalNotional ?? 0) / pos.CountRatio,
                TradeSide = td.BuySell,
                UnderlyingCode = td.UnderlyingCode,
                UnderlyingName = underlying?.UnderlyingName,

                PositionPv = pos.PositionPv,
                PositionPnl = pos.PositionPnl,
                PositionTradeAmount = td.TradeAmount,
                DailyPnl = pos.DailyPnl
            };

            if (_context.TryGetClientInfo(td.ClientId, out var clientInfo))
            {
                f.ClientName = clientInfo.Name;
                f.ClientNumber = clientInfo.Number;
            }

            return f;
        }

        #endregion

        public ClientSettleBalancesSumInfo GetClientSettleBalancesSumInfo(IEnumerable<ClientSettleBalance> clientSettleBalances)
        {
            var settleBalancesSumInfo = new ClientSettleBalancesSumInfo();
            if (clientSettleBalances.Any())
            {
                settleBalancesSumInfo.WinLossSum = clientSettleBalances.Sum(a => a.WinLoss) * -1;
                settleBalancesSumInfo.TdWinLossSum = clientSettleBalances.Sum(a => a.TdWinLoss) * -1;
                settleBalancesSumInfo.PositionPnlSum = clientSettleBalances.Sum(a => a.PositionPnl) * -1;
            }
            return settleBalancesSumInfo;
        }

        #region----内部类----

        class InnerPosition
        {
            public trade Trade { get; set; }

            public double PositionPv { get; set; }

            public double PositionPnl { get; set; }

            public InnerPositionRisk Risk { get; set; }

            public double CountRatio { get; set; } = 1;

            public double ContractSize { get; set; } = 1;

            /// <summary>
            /// 当日盈亏
            /// </summary>
            public double DailyPnl { get; set; }

            public int IsGroup { get; set; }

            public double? UnwindPercent { get; set; }

            public double? RealizedPnl { get; set; }
        }

        class InnerPositionRisk
        {
            public double Delta { get; set; }
            public double Gamma { get; set; }
            public double Theta { get; set; }
            public double Rho { get; set; }
            public double Vega { get; set; }
            public double DeltaCash { get; set; }
            public double GammaCash { get; set; }
            public double VegaCash { get; set; }
            public double Vol { get; set; }
            public double? SettlePrice { get; set; }
        }

        #endregion
    }
}