using ClosedXML.Report.Utils;
using CsvHelper;
using Microsoft.EntityFrameworkCore.Diagnostics;
using Microsoft.Extensions.Logging;
using MoreLinq.Extensions;
using Newtonsoft.Json;
using OfficeOpenXml.Drawing;
using OfficeOpenXml.Drawing.Controls;
using Org.BouncyCastle.Asn1.Ocsp;
using Qdp.Pricing.Base.Implementations;
using Qdp.Pricing.Core.Modules;
using System.Linq.Expressions;
using YLErp.BLL;
using YLErp.BLL.Eod;
using YLErp.DBModels;
using YLErp.DBModels.Enums;
using YLErp.Model;
using YLErp.Models;
using YLErp.Modules.DataProviderModule;
using YLErp.Modules.EodModule;
using YLErp.Modules.EodModule.QueryModule;
using YLErp.Modules.TradeModule;
using YLErp.Modules.TradeModule.DealModule;
using YLErp.QdpModule;
using static Microsoft.IO.RecyclableMemoryStreamManager;
using static YLErp.ConsGlobal;

namespace YLErp.Modules.SwapModule
{
    public class SwapDealService : SwapTradeBaseService
    {
        public SwapDealService(OptUserInfo optUser) : base(optUser)
        {

        }
        public SwapDealService(YLBaseService baseService) : base(baseService)
        {

        }
        /// <summary>
        /// 平仓初始化
        /// </summary>
        /// <param name="tradeId"></param>
        /// <returns></returns>
        /// <exception cref="ServiceException"></exception>
        public UnwindData InitUnwind(int tradeId)
        {
            var td = DbContext.trade.Find(tradeId);
            var positions = DbContext.swap_position.Where(x => x.SwapTradeId == tradeId && !x.Invalid);
            var um = DataCacheProvider.GetUnderlyingDataSource().GetData(td.UnderlyingCode);
            bool commodity = ConsGlobal.InstrumentType.CalcTypeIsFutures(um.UnderlyingInstrumentType);
            List<int> eventTyps = new List<int>() { (int)SwapEventTypeEnum.自动互换, (int)SwapEventTypeEnum.互换 };
            var dealDate = valuedateBLL.ValueDate <= td.ExerciseDate.Value ? valuedateBLL.ValueDate : td.ExerciseDate.Value;
            CheckLastEod(dealDate, td.TradeDate.Value, tradeId);
            var tradeExtend = DbContext.trade_extend.FirstOrDefault(x => x.TradeId == tradeId);
            td.trade_extend = tradeExtend;
            var position = positions.Where(x => !string.IsNullOrEmpty(x.UnderlyingCode) && !x.IsInitial).FirstOrDefault();
            var oriPosition = positions.Where(x => !string.IsNullOrEmpty(x.UnderlyingCode) && x.IsInitial).FirstOrDefault();
            var preDealDate = GetPreDealDate(tradeId, dealDate, eventTyps);
            var hasProcess = HasTradeProcess();
            swap_flow_event floatEvent = new swap_flow_event();
            UnwindData unwindData = new UnwindData();
            if (((valuedateBLL.SystemDate.CloseReCheck == 1) || (valuedateBLL.SystemDate.CloseReApprove == 1 && hasProcess)) && td.TradeStatus == ConsTrade.平仓待复核)
            {
                var swapEvent = GetSwapEvent(tradeId, (int)SwapEventTypeEnum.平仓);
                if (swapEvent == null)
                {
                    throw new Exception("该笔交易状态为平仓待复核，未找到相关记录，请检查该笔交易是否有效");
                }
                unwindData = swapEvent.unwindData;
            }
            else
            {
                unwindData.CloseType = commodity ? 1 : 2;
                unwindData.StartDate = td.TradeDate.Value;
                if (preDealDate.HasValue)
                {
                    unwindData.StartDate = preDealDate.Value;
                }
                unwindData.ValueDate = dealDate;
                unwindData.UnwindDate = dealDate;
                floatEvent.EventDate = dealDate;
                floatEvent.UnwindDate = unwindData.UnwindDate;
                floatEvent.PayDate = QdpCalendarHelper.GetNonHoliday(unwindData.UnwindDate.Value.AddDays(td.trade_extend.ExtendObj.SettlementRules));
                unwindData.PayDate = floatEvent.PayDate;
                floatEvent.SwapTradeId = tradeId;
                floatEvent.SwapTradeNo = td.TradeNumber;
                unwindData.SwapTradeId = tradeId;
                unwindData.StructureType = td.StructureType;
                unwindData.NotionalValue = Convert.ToDecimal(td.OriginalStockEqvNotional ?? 0);
                unwindData.NotionalQty = positions.Where(x => x.IsInitial).Sum(s => s.PosiQuantity);
                unwindData.PosiNotionalValue = Convert.ToDecimal(td.StockEqvNotional);
                unwindData.PositionQty = position != null ? position.PosiQuantity : Convert.ToDecimal(td.TradeAmount);
                unwindData.AnnualDays = tradeExtend == null ? 365 : tradeExtend.ExtendObj.AnnualDays;
                unwindData.CloseMethod = (int)CloseMethodEnum.全部平仓;
                unwindData.ClosePercent = 1;
                unwindData.CloseNotionalValue = unwindData.PosiNotionalValue;
                unwindData.CloseQty = unwindData.PositionQty;
                if (position != null)
                {
                    floatEvent.PositionId = position.PositionId;
                    floatEvent.EventType = (int)SwapEventTypeEnum.平仓;
                    floatEvent.EventReason = "交易";
                    floatEvent.DividendIn = 0;
                    floatEvent.UnderlyingCode = position.UnderlyingCode;
                    floatEvent.UnderlyingInstrumentType = position.UnderlyingInstrumentType;
                    floatEvent.CloseFee = 0;
                    floatEvent.BeforeCloseFee = oriPosition.PosiTradingFeePending;
                    floatEvent.MarkClosePnl = 0;
                    floatEvent.PayDirection = position.PosiDirection;
                    floatEvent.PosiGrossPrice = position.PosiGrossPrice;
                    floatEvent.PosiNetPrice = position.PosiNetPrice;
                    floatEvent.TradingAmountNetAvg = position.PosiNetNoFeePrice;
                    floatEvent.PositionType = position.PositionType;
                    floatEvent.TradingAmountNetFeeAvg = position.PosiNetFeePrice;
                    floatEvent.Quantity = position.PosiQuantity;
                    floatEvent.PositionQty = 0;
                    floatEvent.ContractSize = position.ContractSize;
                    floatEvent.TradingAmount = floatEvent.Quantity * floatEvent.ContractSize;
                    var ratio = position.PosiDirection == (int)SwapDirectionEnum.收取 ? -1m : 1m;
                    floatEvent.TradingFeePending = position.PosiTradingFeePending;
                    floatEvent.DataState = (int)SwapFlowDateStateEnum.完成;
                    floatEvent.InterestMode = position.InterestMode;
                    floatEvent.ClientId = td.ClientId;
                    floatEvent.SetOpt(UserInfo);
                }
                unwindData.FlowEvents.Add(floatEvent);
            }
            return unwindData;
        }
        /// <summary>
        /// 校验上日是否收盘
        /// </summary>
        /// <param name="tradeId"></param>
        public void CheckEodTrade(int tradeId)
        {
            var td = DbContext.trade.Find(tradeId);
            var dealDate = valuedateBLL.ValueDate <= td.ExerciseDate.Value ? valuedateBLL.ValueDate : td.ExerciseDate.Value;
            CheckLastEod(dealDate, td.StartDate.Value, tradeId);
        }
        /// <summary>
        /// 多空组合 平仓初始化
        /// </summary>
        /// <param name="tradeId"></param>
        /// <returns></returns>
        /// <exception cref="ServiceException"></exception>
        public UnwindData InitLongShortUnwind(int tradeId, SwapEventTypeEnum eventTypeEnum)
        {
            var td = DbContext.trade.Find(tradeId);
            if (td == null)
            {
                throw new ServiceException("未找到交易信息");
            }
            var positions = DbContext.swap_position.Where(x => x.SwapTradeId == tradeId && x.IsInitial && !x.Invalid);
            List<int> eventTyps = new List<int>() { (int)SwapEventTypeEnum.平仓, (int)SwapEventTypeEnum.互换, (int)SwapEventTypeEnum.自动互换 };
            var dealDate = valuedateBLL.ValueDate <= td.ExerciseDate.Value ? valuedateBLL.ValueDate : td.ExerciseDate.Value;
            CheckLastEod(dealDate, td.TradeDate.Value, tradeId);
            var tradeExtend = DbContext.trade_extend.FirstOrDefault(x => x.TradeId == tradeId);
            td.trade_extend = tradeExtend;
            var preDealDate = GetPreDealDate(tradeId, dealDate, eventTyps);
            double stockEqvNotional = td.StockEqvNotional;//剩余名义本金
            var hasProcess = HasTradeProcess();
            swap_flow_event floatEvent = new swap_flow_event();
            UnwindData unwindData = new UnwindData();
            if (((valuedateBLL.SystemDate.CloseReCheck == 1) || (valuedateBLL.SystemDate.CloseReApprove == 1 && hasProcess)) && (td.TradeStatus == ConsTrade.平仓待复核 || td.TradeStatus == ConsTrade.互换待复核))
            {
                var swapEvent = GetSwapEvent(tradeId, (int)eventTypeEnum);
                if (swapEvent == null)
                {
                    throw new Exception("该笔交易状态为平仓待复核，未找到相关记录，请检查该笔交易是否有效");
                }
                unwindData = swapEvent.unwindData;
            }
            else
            {
                unwindData.StartDate = td.TradeDate.Value;
                if (preDealDate.HasValue)
                {
                    unwindData.StartDate = preDealDate.Value;
                }
                unwindData.ValueDate = dealDate;
                unwindData.UnwindDate = unwindData.UnwindDate;
                unwindData.PayDate = QdpCalendarHelper.GetNonHoliday(unwindData.UnwindDate.Value.AddDays(td.trade_extend.ExtendObj.SettlementRules));
                unwindData.SwapTradeId = tradeId;
                unwindData.NotionalValue = Convert.ToDecimal(td.OriginalStockEqvNotional ?? 0);
                unwindData.NotionalQty = positions.Sum(s => s.PosiQuantity);
                unwindData.PosiNotionalValue = Convert.ToDecimal(stockEqvNotional);
                unwindData.PositionQty = 0;//平仓只做了结为0，互换用不上
                unwindData.AnnualDays = tradeExtend == null ? 365 : tradeExtend.ExtendObj.AnnualDays;
                if (eventTypeEnum == SwapEventTypeEnum.平仓)
                {
                    unwindData.FlowEvents = GetUnwindInterests(dealDate, unwindData.UnwindDate.Value, tradeId, 1, (int)SwapEventTypeEnum.平仓);
                }
            }
            return unwindData;
        }
        /// <summary>
        /// 平仓初始化
        /// </summary>
        /// <param name="tradeId"></param>
        /// <returns></returns>
        /// <exception cref="ServiceException"></exception>
        public UnwindData InitIncome(int tradeId)
        {
            var checkEventTypes = new List<int>() { (int)SwapEventTypeEnum.互换, (int)SwapEventTypeEnum.自动互换 };
            var td = DbContext.trade.Find(tradeId);
            var positions = DbContext.swap_position.Where(x => x.SwapTradeId == tradeId && !x.Invalid);
            var um = DataCacheProvider.GetUnderlyingDataSource().GetData(td.UnderlyingCode);
            List<int> eventTypes = new List<int>() { (int)SwapFlowEventTypeEnum.互换, (int)SwapFlowEventTypeEnum.自动互换 };
            var dealDate = valuedateBLL.ValueDate < td.ExerciseDate.Value ? valuedateBLL.ValueDate : td.ExerciseDate.Value;
            CheckLastEod(dealDate, td.TradeDate.Value, tradeId);
            var tradeExtend = DbContext.trade_extend.FirstOrDefault(x => x.TradeId == tradeId);
            td.trade_extend = tradeExtend;
            var position = positions.Where(x => !string.IsNullOrEmpty(x.UnderlyingCode) && !x.IsInitial).FirstOrDefault();
            //var preSettleDate = CheckLastEod(dealDate, td.StartDate.Value, tradeId);//上一交易日期
            var preDealDate = GetPreDealDate(tradeId, dealDate, eventTypes);
            var hasProcess = HasTradeProcess();
            swap_flow_event floatEvent = new swap_flow_event();
            UnwindData unwindData = new UnwindData();
            if (((valuedateBLL.SystemDate.CloseReCheck == 1) || (valuedateBLL.SystemDate.CloseReApprove == 1 && hasProcess)) && td.TradeStatus == ConsTrade.互换待复核)
            {
                var swapEvent = GetSwapEvent(tradeId, (int)SwapEventTypeEnum.互换);
                if (swapEvent == null)
                {
                    throw new Exception("该笔交易状态为平仓待复核，未找到相关记录，请检查该笔交易是否有效");
                }
                unwindData = swapEvent.unwindData;
            }
            else
            {
                unwindData.StartDate = td.TradeDate.Value;
                if (preDealDate.HasValue)
                {
                    unwindData.StartDate = preDealDate.Value;
                }
                unwindData.ValueDate = dealDate;
                unwindData.UnwindDate = dealDate;
                floatEvent.UnwindDate = unwindData.UnwindDate;
                floatEvent.EventDate = dealDate;
                unwindData.PayDate = QdpCalendarHelper.GetNonHoliday(unwindData.UnwindDate.Value.AddDays(td.trade_extend.ExtendObj.SettlementRules));
                floatEvent.PayDate = unwindData.PayDate;
                floatEvent.SwapTradeId = tradeId;
                unwindData.SwapTradeId = tradeId;
                unwindData.StructureType = td.StructureType;
                unwindData.NotionalValue = Convert.ToDecimal(td.OriginalStockEqvNotional ?? 0);
                unwindData.NotionalQty = positions.Where(x => x.IsInitial).Sum(s => s.PosiQuantity);
                unwindData.PosiNotionalValue = Convert.ToDecimal(td.StockEqvNotional);
                unwindData.PositionQty = Convert.ToDecimal(td.TradeAmount);
                unwindData.AnnualDays = tradeExtend == null ? 365 : tradeExtend.ExtendObj.AnnualDays;
                unwindData.ClosePercent = unwindData.PosiNotionalValue / unwindData.NotionalValue;
                unwindData.CloseNotionalValue = unwindData.PosiNotionalValue;
                if (position != null)
                {
                    floatEvent.EventType = (int)SwapEventTypeEnum.互换;
                    floatEvent.EventReason = "交易";
                    floatEvent.PositionId = position.PositionId;
                    floatEvent.DividendIn = 0;
                    floatEvent.UnderlyingCode = position.UnderlyingCode;
                    floatEvent.UnderlyingInstrumentType = position.UnderlyingInstrumentType;
                    floatEvent.CloseFee = 0;
                    floatEvent.MarkClosePnl = 0;
                    floatEvent.PayDirection = position.PosiDirection;
                    floatEvent.PosiGrossPrice = position.PosiGrossPrice;
                    floatEvent.PosiNetPrice = position.PosiNetPrice;
                    floatEvent.TradingAmountNetAvg = position.PosiNetNoFeePrice;
                    floatEvent.TradingAmountNetFeeAvg = position.PosiNetFeePrice;
                    floatEvent.PositionType = position.PositionType;
                    floatEvent.Quantity = position.PosiQuantity;
                    floatEvent.PositionQty = 0;
                    floatEvent.ContractSize = position.ContractSize;
                    floatEvent.TradingAmount = floatEvent.Quantity * floatEvent.ContractSize;
                    floatEvent.ClientId = td.ClientId;
                    floatEvent.DataState = (int)SwapFlowDateStateEnum.完成;
                }
                unwindData.FlowEvents.Add(floatEvent);
            }
            return unwindData;
        }
        /// <summary>
        /// 获取平仓利息端信息
        /// </summary>
        /// <param name="valueDate">平仓日期</param>
        /// <param name="tradeId">交易id</param>
        /// <param name="closePercent">平仓比例</param>
        /// <returns></returns>
        /// <exception cref="ServiceException"></exception>
        public List<swap_flow_event> GetUnwindInterests(DateTime valueDate, DateTime unwindDate, int tradeId, decimal closePercent, int eventType)
        {
            List<swap_flow_event> interests = new List<swap_flow_event>();
            if (closePercent > 1)
            {
                closePercent = 1;//防篡改
            }
            else if (closePercent < 0)
            {
                closePercent = 0;
            }
            var td = DbContext.trade.Find(tradeId);
            if (td == null)
            {
                throw new ServiceException("未找到交易信息");
            }
            var allpositions = DbContext.swap_position.Where(x => x.SwapTradeId == tradeId && !x.Invalid).ToList();
            var origPositions = allpositions.Where(x => x.IsInitial).ToList();
            var realPostitions = allpositions.Where(x => !x.IsInitial).ToList();
            var positions = origPositions.Where(x => x.PosiDirection == 0).ToList();
            var fpositions = origPositions.Where(x => x.PosiDirection > 0).ToList();
            var longPositions = fpositions.Where(x => x.PositionType == (int)PositionTypeFlag.Long).ToList();
            var shortPositions = fpositions.Where(x => x.PositionType == (int)PositionTypeFlag.Short).ToList();
            var tradeExtend = DbContext.trade_extend.FirstOrDefault(x => x.TradeId == tradeId);
            List<int> eventTypes = new List<int>() { (int)SwapEventTypeEnum.平仓, (int)SwapEventTypeEnum.互换, (int)SwapEventTypeEnum.自动互换 };
            var lastEod = DbContext.eod_swap.Where(x => x.ValueDate < unwindDate && x.SwapTradeId == tradeId).OrderByDescending(o => o.ValueDate).FirstOrDefault();
            var orginPv = lastEod != null ? lastEod.NotionalValue : 0;
            var _preSetteDate = lastEod == null ? unwindDate.AddDays(-1) : lastEod.ValueDate;
            List<eod_swap_position> lastEodPositions = new SwapEodPositionService(this).GetPreEodPositions(tradeId, _preSetteDate);//上一交易数据
            var posiLongNotionalValue = longPositions.Sum(s => s.PosiNotionalValue);// 剩余名义本金
            var posiShortNotionalValue = shortPositions.Sum(s => s.PosiNotionalValue);// 剩余名义本金
            var stockEqvNotional = realPostitions.Where(x => x.PosiDirection > 0).Sum(s => s.PosiNotionalValue);
            var posiNotionalValue = stockEqvNotional * closePercent;//剩余名义本金
            var grossPrice = realPostitions.Where(x => x.PosiDirection > 0).FirstOrDefault()?.PosiGrossPrice;
            bool tdClose = DbContext.swap_flow_event.Any(x => x.SwapTradeId == tradeId && x.UnwindDate == unwindDate && eventTypes.Contains(x.EventType) && x.DataState == (int)SwapFlowDateStateEnum.完成);
            interests = GetInterests(td, tradeExtend, valueDate, unwindDate, lastEodPositions, positions, stockEqvNotional, posiLongNotionalValue, posiShortNotionalValue, posiNotionalValue, closePercent, eventType, tdClose, false, grossPrice ?? 0, orginPv, true, false, false);
            return interests;
        }
        /// <summary>
        /// 计算利息腿计息详细
        /// </summary>
        /// <param name="td">交易</param>
        /// <param name="tradeExtend">交易扩展数据</param>
        /// <param name="valueDate">操作日期</param>
        /// <param name="eodPositions">上一日终持仓</param>
        /// <param name="positions">期初利率端</param>
        /// <param name="posiNotionalValue">持仓名义本金</param>
        /// <param name="posiLongNotionalValue">多头持仓名义本金</param>
        /// <param name="posiShortNotionalValue">空头持仓名义本金</param>
        /// <param name="closePosiNotionalValue">平仓名义本金</param>
        /// <param name="closePrecent"></param>
        /// <param name="eventType"></param>
        /// <param name="tdClose"></param>
        /// <param name="add"></param>
        /// <returns></returns>
        public List<swap_flow_event> GetInterests(
            trade td,
            trade_extend tradeExtend,
            DateTime valueDate,
            DateTime unwindDate,
            List<eod_swap_position> eodPositions,
            List<swap_position> positions,
            decimal posiNotionalValue,
            decimal posiLongNotionalValue,
            decimal posiShortNotionalValue,
            decimal closePosiNotionalValue,
            decimal closePrecent,
            int eventType,
            bool tdClose,
            bool needPrice,
            decimal grossPrice,
            decimal orginPv,
            bool add = false,
            bool calcLast = true,
            bool settment = true)
        {
            List<swap_flow_event> interests = new List<swap_flow_event>();
            var annualDays = tradeExtend == null ? 365 : tradeExtend.ExtendObj.AnnualDays;
            foreach (var position in positions)
            {
                var _closePosiNotionalValue = closePosiNotionalValue;
                var _posiNotionalValue = posiNotionalValue;
                var preEodPosition = eodPositions.FirstOrDefault(x => x.PositionId == position.id);
                DateTime? preDealDate = null;
                var positionClone = position.Clone();
                var newClosePercent = closePrecent;
                if (preEodPosition != null)
                {
                    preDealDate = preEodPosition.ValueDate;
                }
                var swap = InitInterestDate(unwindDate, preDealDate, td, tdClose, calcLast, out DateTime startDate, out DateTime endDate);//不算头或不算尾情况，无利息
                if (!preDealDate.HasValue)
                {
                    preEodPosition = new eod_swap_position();
                    preEodPosition.PosiStartDate = position.PosiStartDate;
                    preEodPosition.ValueDate = position.PosiStartDate;
                }
                var swapIntervalToday = position.SwapIntervalList.Where(x => x.Date <= startDate).OrderByDescending(o => o.Date).FirstOrDefault();
                if (position.InterestMode == (int)InterestModeEnum.固定值)
                {
                    _closePosiNotionalValue = position.InterestPrincipalFix;
                    _posiNotionalValue = position.InterestPrincipalFix;
                    newClosePercent = 1m;
                }
                else if (position.InterestMode == (int)InterestModeEnum.多头存续名义本金)
                {
                    _closePosiNotionalValue = posiLongNotionalValue * closePrecent;
                    _posiNotionalValue = posiLongNotionalValue;
                }
                else if (position.InterestMode == (int)InterestModeEnum.空头存续名义本金)
                {
                    _closePosiNotionalValue = posiShortNotionalValue * closePrecent;
                    _posiNotionalValue = posiShortNotionalValue;
                }
                else if (position.InterestMode == (int)InterestModeEnum.标的期初全价)
                {
                    _closePosiNotionalValue = _posiNotionalValue  * closePrecent;
                    _posiNotionalValue = _posiNotionalValue;
                }
                else if (position.InterestMode == (int)InterestModeEnum.追加预付金 || position.InterestMode == (int)InterestModeEnum.初始预付金)
                {
                    _closePosiNotionalValue = position.InterestPrincipalFix * closePrecent;
                    _posiNotionalValue = position.InterestPrincipalFix * closePrecent;
                    positionClone.InterestDirection = position.InterestDirection == (int)SwapDirectionEnum.收取 ? (int)SwapDirectionEnum.支付 : (int)SwapDirectionEnum.收取;
                }
                if (!string.IsNullOrEmpty(position.FloatRateUnderlyingCode))
                {
                    // 获取重置频率，如果为空则默认为1
                    int interestPeriod = position.interest_rest_days ?? 1;

                    // 计算从 td.StartDate 到 endDate 的天数
                    var days = (endDate - td.StartDate.Value).Days;
                    // 获取合适的 rateDate
                    DateTime rateDate = GetRateDate(position.interest_rule, td.StartDate.Value, endDate, days, interestPeriod);

                    // 如果不需要重置，并且上一日已有 FloatRate，则不再查找
                    if (preEodPosition.id != 0 && days % interestPeriod != 0)
                    {
                        position.FloatRate = preEodPosition.FloatRate;
                        positionClone.FloatRate = preEodPosition.FloatRate;
                    }
                    else
                    {
                        // 如果没有 preEodPosition 数据或需要查找新 Rate，则去查询最新的浮动利率
                        if (EodPriceQueryService.TryGetPrice(rateDate, position.FloatRateUnderlyingCode, out double floatRate))
                        {
                            position.FloatRate = Convert.ToDecimal(floatRate);
                            positionClone.FloatRate = position.FloatRate;
                        }
                        else if(!swap)
                        {
                            throw new Exception($"获取不到{position.FloatRateUnderlyingCode}在{rateDate:yyyy年MM月dd日}的价格");
                        }
                    }
                }
                decimal rate = position.InterestRateDefault;
                if (swapIntervalToday == null)//当日无适用观察日
                {
                    var swapInterval = position.SwapIntervalList.Where(x => x.Date > startDate).OrderBy(o => o.Date).FirstOrDefault();
                    if (swapInterval != null)
                    {
                        rate = swapInterval.Rate;
                    }
                }
                else
                {
                    rate = swapIntervalToday.Rate;
                }
                if (preEodPosition.id == 0)
                {
                    preEodPosition.FloatRate = positionClone.FloatRate;
                    preEodPosition.TdInterestPrincipal = _posiNotionalValue;
                    preEodPosition.PosiNotionalValue = _posiNotionalValue;
                }
                swap_flow_event interest = InitSwapDealInterest(td, valueDate, endDate, rate, positionClone, add, swap, _posiNotionalValue, _closePosiNotionalValue, newClosePercent, annualDays, eventType, preEodPosition, needPrice, settment, orginPv);
                interests.Add(interest);
            }
            return interests;
        }
        /// <summary>
        /// 根据给定条件获取 rateDate
        /// </summary>
        private DateTime GetRateDate(int? interest_rule, DateTime startDate, DateTime endDate, int days, int interestPeriod)
        {
            // 判断是否达到重置周期
            if (days % interestPeriod == 0)
            {
                return QdpCalendarHelper.GetNonHolidayDefore(endDate.AddDays(interest_rule ?? 0));
            }

            // 如果不在重置周期内，使用 td.StartDate 来获取 rateDate
            return QdpCalendarHelper.GetNonHolidayDefore(startDate.AddDays(interest_rule ?? 0));
        }
        /// <summary>
        /// 初始化利息腿信息
        /// </summary>
        /// <param name="tradeId">交易编码</param>
        /// <param name="valueDate">计息开始日期</param>
        /// <param name="endDate">计息结束日期</param>
        /// <param name="rate">计息年化利率</param>
        /// <param name="position">利息腿</param>
        /// <param name="add">是否新增</param>
        /// <param name="swap">是否已互换</param>
        /// <param name="preEodPosition">上一日终归档</param>
        /// <param name="posiNotionalValue">当日适用名义本金</param>
        /// <param name="closePosiNotionalValue">当日平仓名义本金</param>
        /// <param name="annualDays">年化天数</param>
        /// <returns></returns>
        private swap_flow_event InitSwapDealInterest(trade td,
            DateTime valueDate,
            DateTime endDate,
            decimal rate,
            swap_position position,
            bool add,
            bool swap,
            decimal posiNotionalValue,
            decimal closePosiNotionalValue,
            decimal closePrecent,
            int annualDays,
            int eventType,
            eod_swap_position preEodPosition,
            bool needPrice,
            bool settment,
             decimal orginPv
            )
        {
            DateTime lastSwapDate = preEodPosition.ValueDate;
            decimal interestProfitSum = preEodPosition.InterestProfitSum;
            swap_flow_event interest = new swap_flow_event();
            interest.SwapTradeId = td.id;
            interest.SwapTradeNo = td.TradeNumber;
            interest.EventType = eventType;
            interest.EventReason = "交易";
            interest.EventDate = valueDate;
            interest.PositionId = position.id;
            interest.InterestDirection = position.InterestDirection;
            interest.InterestRate = rate;
            interest.InterestPrincipal = closePosiNotionalValue;
            interest.InterestSwapInterval = position.InterestSwapInterval;
            interest.InterestMode = position.InterestMode;
            interest.FloatRate = position.FloatRate;
            interest.DataState = (int)SwapFlowDateStateEnum.完成;
            interest.ClientId = td.ClientId;
            interest.UnwindDate = endDate;
            var itemDays = (endDate - lastSwapDate).Days;
            itemDays = itemDays == 0 ? 1 : itemDays;
            if (swap)
            {
                interest.InterestAmount = 0;
                interest.TdInterestAmount = 0;
                interest.InterestAmount = 0;
                interest.InterestClosePnL = 0;
            }
            else
            {
                decimal InterestAmount = 0;
                decimal TdInterestAmount = 0;
                var interestRatio = position.InterestDirection == 1 ? 1m : -1m;
                if (position.InterestType == (int)InterestTypeEnum.复利)
                {
                    var floateRate = preEodPosition.FloatRate;
                    if (settment)//收盘利息计算
                    {
                        CalcDailyCompoundInterestByEod(preEodPosition, endDate, td.StartDate.Value, position, closePosiNotionalValue, posiNotionalValue, interest, annualDays, needPrice, floateRate, closePrecent, orginPv, ref InterestAmount, ref TdInterestAmount);
                    }
                    else
                    {
                        CalcDailyCompoundInterest(preEodPosition, endDate, td.StartDate.Value, position, closePosiNotionalValue, posiNotionalValue, interest, annualDays, needPrice, floateRate, closePrecent, orginPv, ref InterestAmount, ref TdInterestAmount);
                    }
                }
                else
                {
                    InterestAmount = closePosiNotionalValue * (interest.InterestRate + position.FloatRate);
                    TdInterestAmount = posiNotionalValue * (interest.InterestRate + position.FloatRate);
                    if (settment)
                    {
                        if (position.IsAnnualized)
                        {
                            InterestAmount = InterestAmount * ((decimal)itemDays / annualDays);
                            TdInterestAmount = TdInterestAmount * ((decimal)itemDays / annualDays);
                        }
                        InterestAmount = (interestProfitSum * closePrecent) + InterestAmount;
                    }
                    else
                    {
                        if (itemDays > 1)//日期超算情况
                        {
                            decimal days = (decimal)itemDays - 1m;
                            if (position.IsAnnualized)
                            {
                                InterestAmount = InterestAmount * (days / annualDays);
                                TdInterestAmount = TdInterestAmount * (days / annualDays);
                                InterestAmount += (interestProfitSum * closePrecent);
                            }
                        }
                        else
                        {
                            InterestAmount = interestProfitSum * closePrecent;
                        }
                    }

                }

                interest.InterestAmount = Math.Round(InterestAmount, ConsGlobal.PriceRound, MidpointRounding.AwayFromZero);
                interest.TdInterestAmount = Math.Round(TdInterestAmount, ConsGlobal.PriceRound, MidpointRounding.AwayFromZero);
                interest.InterestClosePnL = interest.InterestAmount * interestRatio;
            }
            if (add)
            {
                UpdateDbOption(interest);
            }
            return interest;
        }
        /// <summary>
        /// 计算复利 盘中
        /// </summary>
        /// <param name="lastSwapDate">上一互换日</param>
        /// <param name="endDate">结算日期</param>
        /// <param name="tradeDate">开仓日</param>
        /// <param name="floatUnderylingCode">浮动标的</param>
        /// <param name="principal">计息基数</param>
        /// <param name="interestRate">固定利率</param>
        /// <param name="isAnnualized">是否年化</param>
        /// <param name="annualDays">年化天数</param>
        /// <returns></returns>
        public void CalcDailyCompoundInterest(eod_swap_position preEodPosition, DateTime endDate, DateTime tradeDate, swap_position position, decimal principal, decimal posiPrincipal, swap_flow_event flowEvent, int annualDays, bool needPrice, decimal floateRate, decimal closePercent, decimal orginPv, ref decimal InterestAmount, ref decimal TdInterestAmount)
        {
            DateTime lastSwapDate = preEodPosition.ValueDate;
            decimal interestProfitSum = preEodPosition.InterestProfitSum;
            var TdInterestPrincipal = preEodPosition.TdInterestPrincipal;
            decimal interest = 0;
            decimal tdinterest = 0;
            int interestPeriod = position.interest_rest_days ?? 1;
            decimal dynomicPrincipal = principal;
            decimal tdDynomicPrincipal = posiPrincipal;
            var calcDays = (endDate - tradeDate).Days;
            double floatRate = Convert.ToDouble(floateRate);
            for (int i = 0; i <= calcDays; i++)
            {
                var rateDate = tradeDate.AddDays(i);
                if (rateDate > lastSwapDate || endDate == tradeDate)
                {
                    if (i % interestPeriod == 0)
                    {
                        dynomicPrincipal = dynomicPrincipal + interest;
                        tdDynomicPrincipal = tdDynomicPrincipal + interest;
                        if (!string.IsNullOrEmpty(position.FloatRateUnderlyingCode))
                        {
                            var fr007RateDate = QdpCalendarHelper.GetNonHolidayDefore(endDate.AddDays(position.interest_rule ?? 0)); // 获取前一工作日;
                            if (EodPriceQueryService.TryGetPrice(fr007RateDate, position.FloatRateUnderlyingCode, out double floatRate1))
                            {
                                if (floatRate1 != 0)
                                {
                                    floatRate = floatRate1;
                                }
                            }
                            else
                            {
                                throw new Exception($"获取不到{position.FloatRateUnderlyingCode}在{fr007RateDate:yyyy年MM月dd日}的价格");
                            }

                        }
                        flowEvent.InterestPrincipal = tdDynomicPrincipal * closePercent;
                        TdInterestPrincipal = tdDynomicPrincipal;
                    }
                    else
                    {
                        flowEvent.InterestPrincipal = (preEodPosition.TdInterestPrincipal + posiPrincipal - orginPv) * closePercent;
                        tdDynomicPrincipal = flowEvent.InterestPrincipal;
                        TdInterestPrincipal = (preEodPosition.TdInterestPrincipal + posiPrincipal - orginPv);
                    }
                    flowEvent.FloatRate = Convert.ToDecimal(floatRate);
                    var interest1 = flowEvent.InterestPrincipal * (flowEvent.InterestRate + Convert.ToDecimal(floatRate));
                    var tdinterest1 = TdInterestPrincipal * (flowEvent.InterestRate + Convert.ToDecimal(floatRate));
                    if (position.IsAnnualized)
                    {
                        interest1 /= annualDays;
                        tdinterest1 /= annualDays;
                    }
                    interest += interest1;
                    tdinterest += tdinterest1;

                }
                else if (lastSwapDate >= rateDate)
                {
                    interest = interestProfitSum * closePercent;
                    tdinterest = interestProfitSum * closePercent;
                }

            }
            InterestAmount = Math.Round(interest, ConsGlobal.PriceRound, MidpointRounding.AwayFromZero);
            TdInterestAmount = Math.Round(tdinterest, ConsGlobal.PriceRound, MidpointRounding.AwayFromZero);
        }

        /// <summary>
        /// 计算复利 收盘
        /// </summary>
        /// <param name="lastSwapDate">上一互换日</param>
        /// <param name="endDate">结算日期</param>
        /// <param name="tradeDate">开仓日</param>
        /// <param name="floatUnderylingCode">浮动标的</param>
        /// <param name="principal">计息基数</param>
        /// <param name="interestRate">固定利率</param>
        /// <param name="isAnnualized">是否年化</param>
        /// <param name="annualDays">年化天数</param>
        /// <returns></returns>
        public void CalcDailyCompoundInterestByEod(eod_swap_position preEodPosition, DateTime endDate, DateTime tradeDate, swap_position position, decimal principal, decimal posiPrincipal, swap_flow_event flowEvent, int annualDays, bool needPrice, decimal floateRate, decimal closePercent, decimal orginPv, ref decimal InterestAmount, ref decimal TdInterestAmount)
        {
            decimal interestProfitSum = preEodPosition.InterestProfitSum;
            decimal interest = preEodPosition.TdInterestIncome;
            decimal tdinterest = preEodPosition.TdInterestIncome;
            int interestPeriod = position.interest_rest_days ?? 1;
            decimal tdDynomicPrincipal = posiPrincipal;
            double floatRate = Convert.ToDouble(floateRate);
            var days = (endDate - tradeDate).Days;
            if (days % interestPeriod == 0)
            {
                tdDynomicPrincipal = tdDynomicPrincipal + interestProfitSum;
                if (!string.IsNullOrEmpty(position.FloatRateUnderlyingCode))
                {
                    // 获取合适的 rateDate
                    var fr007RateDate = QdpCalendarHelper.GetNonHolidayDefore(endDate.AddDays(position.interest_rule ?? 0)); // 获取前一工作日;
                    if (EodPriceQueryService.TryGetPrice(fr007RateDate, position.FloatRateUnderlyingCode, out double floatRate1))
                    {
                        if (floatRate1 != 0)
                        {
                            floatRate = floatRate1;
                        }
                    }
                    else
                    {
                        throw new Exception($"获取不到{position.FloatRateUnderlyingCode}在{fr007RateDate:yyyy年MM月dd日}的价格");
                    }

                }
                flowEvent.InterestPrincipal = tdDynomicPrincipal * closePercent;
                interest = flowEvent.InterestPrincipal * (flowEvent.InterestRate + Convert.ToDecimal(floatRate));
                tdinterest = tdDynomicPrincipal * (flowEvent.InterestRate + Convert.ToDecimal(floatRate));
                if (position.IsAnnualized)
                {
                    interest /= annualDays;
                    tdinterest /= annualDays;
                }
            }
            else
            {
                flowEvent.InterestPrincipal = (preEodPosition.TdInterestPrincipal + tdDynomicPrincipal - orginPv) * closePercent;
                var interest1 = flowEvent.InterestPrincipal * (flowEvent.InterestRate + Convert.ToDecimal(floatRate));
                var tdinterest1 = (preEodPosition.TdInterestPrincipal + tdDynomicPrincipal - orginPv) * (flowEvent.InterestRate + Convert.ToDecimal(floatRate));
                if (position.IsAnnualized)
                {
                    interest1 /= annualDays;
                    tdinterest1 /= annualDays;
                }
                interest = interest1;
                tdinterest = tdinterest1;
            }
            flowEvent.FloatRate = Convert.ToDecimal(floatRate);
            InterestAmount = Math.Round(interest, ConsGlobal.PriceRound, MidpointRounding.AwayFromZero);
            TdInterestAmount = Math.Round(tdinterest, ConsGlobal.PriceRound, MidpointRounding.AwayFromZero);
        }

        /// <summary>
        /// 单标的平仓
        /// </summary>
        /// <param name="unwindData"></param>
        /// <exception cref="ServiceException"></exception>
        public void SwapUnwind(UnwindData unwindData)
        {
            var td = DbContext.trade.Find(unwindData.SwapTradeId);
            if (td == null)
            {
                throw new ServiceException("未找到交易信息");
            }
            CheckLastEod(unwindData.ValueDate, td.StartDate.Value, unwindData.SwapTradeId);
            var trans = DbContext.Database.BeginTransaction();
            bool cofirm = false;
            try
            {
                int clientCashId = CloseTrade_ClientCashInCashOut(td, Convert.ToDouble(-unwindData.SwapRealizedPnL), ClientCashInCashOut.系统操作_平仓费, unwindData.ValueDate);
                if (unwindData.SwapMarginAmount != 0)
                {
                    AddClientCashInCashOut(td, Convert.ToDouble(unwindData.SwapMarginAmount), ClientCashInCashOut.系统操作_应付预付金, unwindData.ValueDate);
                }
                if (unwindData.SwapMarginRebatePnl != 0)
                {
                    AddClientCashInCashOut(td, Convert.ToDouble(-unwindData.SwapMarginRebatePnl), ClientCashInCashOut.系统操作_预付金返息, unwindData.ValueDate);
                }
                DealFloatPosition(unwindData);
                var flowList = new List<swap_flow_event>(unwindData.FlowEvents);
                var eventId = SaveSwapDeal(unwindData, (int)SwapEventTypeEnum.平仓, clientCashId, "系统操作_平仓");
                if (unwindData.CloseMethod == (int)CloseMethodEnum.全部平仓)
                {
                    td.TradeStatus = "已平仓";
                    td.trade_extend = DbContext.trade_extend.FirstOrDefault(x => x.TradeId == td.id);
                    if (td.trade_extend != null && !td.trade_extend.ExtendObj.NeedOpenFee)
                    {
                        new ClientCashInCashOutService(this).SaveSwapTradeClientCash(td, td.TradePrice ?? 0, unwindData.ValueDate, 0);
                    }
                }
                else
                {
                    td.HasPartialUnWind = 1;
                }
                td.UnWindDate = unwindData.UnwindDate;
                td.StockEqvNotional -= Convert.ToDouble(unwindData.CloseNotionalValue);
                td.TradeAmount -= Convert.ToDouble(unwindData.CloseQty);
                DbContext.SaveChanges();
                trans.Commit();
                cofirm = true;
            }
            catch (Exception ex)
            {
                trans.Rollback();
                throw new Exception(ex.Message, ex);
            }
            finally
            {
                trans.Dispose();
            }
            if (cofirm)
            {
                Task.Run(() =>
                {
                    RealtimePnlCalc.RealtimeSwapPosition(new OptUserInfo(0, "互换实时持仓服务", OptUserFrom.Service));
                });
            }
        }
        /// <summary>
        /// 自动全平仓
        /// </summary>
        /// <param name="td"></param>
        /// <param name="unwindPrice"></param>
        /// <param name="unwindPriceFee"></param>
        public void AuotoSwapUnwind(int tradeid, decimal unwindPrice, decimal unwindPriceFee, decimal unwindNetFee, decimal unwindNet, DateTime valueDate, decimal unwindQty)
        {
            unwindPriceFee = decimal.Parse(unwindPriceFee.ToString("F10"));
            var td = DbContext.trade.Find(tradeid);
            var positions = DbContext.swap_position.Where(x => x.SwapTradeId == td.id && !x.Invalid);
            List<int> eventTypes = new List<int>() { (int)SwapEventTypeEnum.平仓, (int)SwapEventTypeEnum.互换 };
            var dealDate = valueDate;
            var tradeExtend = DbContext.trade_extend.FirstOrDefault(x => x.TradeId == td.id);
            td.trade_extend = tradeExtend;
            var position = positions.Where(x => !string.IsNullOrEmpty(x.UnderlyingCode) && !x.IsInitial).FirstOrDefault();
            var preDealDate = GetPreDealDate(td.id, dealDate, eventTypes);
            swap_flow_event floatEvent = new swap_flow_event();
            UnwindData unwindData = new UnwindData();
            unwindData.CloseType = 2;
            unwindData.StartDate = td.TradeDate.Value;
            if (preDealDate.HasValue)
            {
                unwindData.StartDate = preDealDate.Value;
            }
            unwindData.ValueDate = dealDate;
            unwindData.UnwindDate = QdpCalendarHelper.GetNonHoliday(dealDate.AddDays(1));
            floatEvent.EventDate = dealDate;
            floatEvent.UnwindDate = unwindData.UnwindDate;
            floatEvent.PayDate = QdpCalendarHelper.GetNonHoliday(unwindData.UnwindDate.Value.AddDays(td.trade_extend.ExtendObj.SettlementRules));
            unwindData.PayDate = floatEvent.PayDate;
            floatEvent.SwapTradeId = td.id;
            floatEvent.SwapTradeNo = td.TradeNumber;
            unwindData.SwapTradeId = td.id;
            unwindData.StructureType = td.StructureType;
            unwindData.NotionalValue = Convert.ToDecimal(td.OriginalStockEqvNotional ?? 0);
            unwindData.NotionalQty = positions.Where(x => x.IsInitial).Sum(s => s.PosiQuantity);
            unwindData.PosiNotionalValue = position != null ? position.PosiNotionalValue : Convert.ToDecimal(td.StockEqvNotional);
            unwindData.PositionQty = Convert.ToDecimal(td.TradeAmount);
            var unwindPercent = unwindData.PositionQty == 0 ? 0 : unwindQty / unwindData.PositionQty;
            unwindData.AnnualDays = tradeExtend == null ? 365 : tradeExtend.ExtendObj.AnnualDays;
            unwindData.CloseMethod = unwindQty == unwindData.PositionQty ? (int)CloseMethodEnum.全部平仓 : (int)CloseMethodEnum.部分平仓;
            unwindData.ClosePercent = unwindData.PositionQty == 0 ? 0 : unwindPercent;
            unwindData.CloseNotionalValue = position == null ? 0 : unwindQty * position.PosiGrossPrice * position.ContractSize;
            unwindData.CloseQty = unwindQty;
            if (position != null)
            {
                decimal floatRatio = position.PosiDirection == 1 ? 1m : -1m;
                decimal longRatio = position.PositionType == 1 ? 1m : -1m;
                floatEvent.PositionId = position.PositionId;
                floatEvent.EventType = (int)SwapFlowEventTypeEnum.平仓;
                floatEvent.EventReason = "交易";
                floatEvent.DividendIn = 0;
                floatEvent.UnderlyingCode = position.UnderlyingCode;
                floatEvent.UnderlyingInstrumentType = position.UnderlyingInstrumentType;
                floatEvent.CloseFee = 0;
                floatEvent.BeforeCloseFee = position.PosiTradingFee + position.PosiTradingFeePending;
                floatEvent.PayDirection = position.PosiDirection;
                floatEvent.PosiGrossPrice = position.PosiGrossPrice;
                floatEvent.PosiNetPrice = position.PosiNetPrice;
                floatEvent.PositionType = position.PositionType;
                floatEvent.Quantity = unwindData.CloseQty;
                floatEvent.PositionQty = unwindData.PositionQty - unwindData.CloseQty;
                floatEvent.ContractSize = position.ContractSize;
                floatEvent.DataState = (int)SwapFlowDateStateEnum.完成;
                floatEvent.InterestMode = position.InterestMode;
                floatEvent.TradingAmountAvg = unwindPrice;
                floatEvent.TradingAmountFeeAvg = unwindPriceFee;
                floatEvent.TradingAmountNetFeeAvg = unwindNetFee;
                floatEvent.TradingAmountNetAvg = unwindNet;
                floatEvent.TradingFeePending = position.PosiTradingFeePending * unwindData.ClosePercent;
                floatEvent.TradingFeePending = Math.Round(floatEvent.TradingFeePending, 2, MidpointRounding.AwayFromZero);
                floatEvent.TradingFee = floatEvent.TradingFeePending;
                floatEvent.MarkClosePnl = (unwindPrice - position.PosiGrossPrice) * unwindQty * floatRatio * longRatio;
                floatEvent.MarkClosePnl = Math.Round(floatEvent.MarkClosePnl + (floatEvent.TradingFeePending*2 * floatRatio * -1), ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
                floatEvent.TradingAmount = unwindPrice * floatEvent.Quantity * floatEvent.ContractSize;
                floatEvent.OptLog = "流水自动";
                floatEvent.ClientId = td.ClientId;
                floatEvent.SetOpt(UserInfo);
            }
            unwindData.FlowEvents.Add(floatEvent);
            var interestPositions = GetUnwindInterests(unwindData.ValueDate, unwindData.UnwindDate.Value, td.id, unwindPercent, (int)SwapEventTypeEnum.平仓);
            interestPositions.ForEach(item =>
            {
                item.OptLog = "流水自动";
            });
            unwindData.FlowEvents.AddRange(interestPositions);
            CalcCloseAmount(unwindData);
            DealUnwind(unwindData, td);
        }
        /// <summary>
        /// 衡泰新增平仓事件
        /// </summary>
        /// <param name="td"></param>
        /// <param name="valueDate"></param>
        /// <param name="markClosePnl"></param>
        /// <param name="unwindQty"></param>
        /// <param name="allClose"></param>
        public void AutoSwapUnwindFromConsumer(trade td, DateTime valueDate, DateTime payDate, decimal markClosePnl, decimal tradeinfFee, decimal interestAmount, decimal fee, decimal unwindQty, bool allClose)
        {
            List<int> eventTypes = new List<int>() { (int)SwapEventTypeEnum.平仓, (int)SwapEventTypeEnum.互换 };
            var dealDate = valueDate;
            var tradeExtend = DbContext.trade_extend.FirstOrDefault(x => x.TradeId == td.id);
            td.trade_extend = tradeExtend;
            var position = DbContext.swap_position.Where(x => !string.IsNullOrEmpty(x.UnderlyingCode) && x.IsInitial && !x.Invalid).FirstOrDefault();
            var preDealDate = GetPreDealDate(td.id, dealDate, eventTypes);
            swap_flow_event floatEvent = new swap_flow_event();
            UnwindData unwindData = new UnwindData();
            unwindData.CloseType = 2;
            unwindData.StartDate = td.TradeDate.Value;
            if (preDealDate.HasValue)
            {
                unwindData.StartDate = preDealDate.Value;
            }
            unwindData.ValueDate = dealDate;
            floatEvent.EventDate = dealDate;
            unwindData.UnwindDate = QdpCalendarHelper.GetNonHoliday(dealDate.AddDays(1));
            floatEvent.UnwindDate = unwindData.UnwindDate;
            floatEvent.PayDate = payDate;
            unwindData.PayDate = floatEvent.PayDate;
            floatEvent.SwapTradeId = td.id;
            floatEvent.SwapTradeNo = td.TradeNumber;
            unwindData.SwapTradeId = td.id;
            unwindData.StructureType = td.StructureType;
            unwindData.NotionalValue = Convert.ToDecimal(td.OriginalStockEqvNotional ?? 0);
            unwindData.NotionalQty = position.PosiQuantity;
            unwindData.PosiNotionalValue = Convert.ToDecimal(td.StockEqvNotional);
            unwindData.PositionQty = Convert.ToDecimal(td.TradeAmount);
            unwindData.AnnualDays = tradeExtend == null ? 365 : tradeExtend.ExtendObj.AnnualDays;
            unwindData.CloseMethod = allClose ? (int)CloseMethodEnum.全部平仓 : (int)CloseMethodEnum.部分平仓;
            unwindData.ClosePercent = allClose ? 1 : unwindQty / unwindData.NotionalQty;
            unwindData.CloseNotionalValue = allClose ? unwindData.PosiNotionalValue : unwindQty;
            unwindData.CloseQty = allClose ? unwindData.PositionQty : unwindQty;
            if (position != null)
            {
                decimal floatRatio = position.PosiDirection == 1 ? 1m : -1m;
                floatEvent.PositionId = position.id;
                floatEvent.EventType = (int)SwapEventTypeEnum.平仓;
                floatEvent.EventReason = "接口合约终止交易";
                floatEvent.DividendIn = 0;
                floatEvent.UnderlyingCode = position.UnderlyingCode;
                floatEvent.UnderlyingInstrumentType = position.UnderlyingInstrumentType;
                floatEvent.CloseFee = 0;
                floatEvent.BeforeCloseFee = position.PosiTradingFee + position.PosiTradingFeePending;
                floatEvent.PayDirection = position.PosiDirection;
                floatEvent.PosiGrossPrice = position.PosiGrossPrice;
                floatEvent.PosiNetPrice = position.PosiNetPrice;
                floatEvent.TradingAmountNetAvg = position.PosiNetNoFeePrice;
                floatEvent.TradingFeePending = position.PosiTradingFeePending * unwindData.ClosePercent;
                floatEvent.TradingFee = tradeinfFee - floatEvent.TradingFeePending;
                floatEvent.MarkClosePnl = markClosePnl;
                floatEvent.TradingAmount = floatEvent.Quantity * floatEvent.ContractSize;
                floatEvent.PositionType = position.PositionType;
                floatEvent.Quantity = position.PosiQuantity;
                floatEvent.PositionQty = 0;
                floatEvent.ContractSize = position.ContractSize;
                floatEvent.DataState = (int)SwapFlowDateStateEnum.完成;
                floatEvent.InterestMode = position.InterestMode;
                floatEvent.TradingAmount = unwindData.CloseQty;
                floatEvent.ClientId = td.ClientId;
                floatEvent.OptLog = "衡泰同步";
                floatEvent.SetOpt(UserInfo);
            }
            unwindData.FlowEvents.Add(floatEvent);
            var interestPositions = GetUnwindInterestsByHT(unwindData, td, interestAmount, fee);
            unwindData.FlowEvents.AddRange(interestPositions);
            CalcCloseAmount(unwindData);
            DealUnwind(unwindData, td, "合约终止接口回执");
        }
        private List<swap_flow_event> GetUnwindInterestsByHT(UnwindData unwindData, trade td, decimal interestAmount, decimal fee)
        {
            List<swap_flow_event> interests = new List<swap_flow_event>();
            var allpositions = DbContext.swap_position.Where(x => x.SwapTradeId == unwindData.SwapTradeId && !x.Invalid && x.IsInitial && x.PosiDirection > 0).ToList();
            var position = allpositions.Where(x => ConsTrade.InterestModels.Contains(x.InterestMode)).FirstOrDefault();
            if (position == null)
            {
                return interests;
            }
            var grossPrice = allpositions.Where(x => x.PosiDirection > 0).FirstOrDefault()?.PosiGrossPrice ?? 0;
            var _closePosiNotionalValue = unwindData.CloseNotionalValue;
            var _posiNotionalValue = unwindData.PosiNotionalValue;
            var newClosePercent = unwindData.ClosePercent;
            foreach (var item in allpositions)
            {
                var positionClone = item.Clone();
                var swapIntervalToday = position.SwapIntervalList.OrderByDescending(o => o.Date).FirstOrDefault();
                if (item.InterestMode == (int)InterestModeEnum.固定值)
                {
                    _closePosiNotionalValue = item.InterestPrincipalFix;
                    _posiNotionalValue = item.InterestPrincipalFix;
                    newClosePercent = 1m;
                }
                else if (item.InterestMode == (int)InterestModeEnum.标的期初全价)
                {
                    _closePosiNotionalValue = _posiNotionalValue * grossPrice * newClosePercent;
                    _posiNotionalValue = _posiNotionalValue * grossPrice;
                }
                else if (item.InterestMode == (int)InterestModeEnum.追加预付金 || item.InterestMode == (int)InterestModeEnum.初始预付金)
                {
                    _closePosiNotionalValue = 0;
                    positionClone.InterestDirection = position.InterestDirection == (int)SwapDirectionEnum.收取 ? (int)SwapDirectionEnum.支付 : (int)SwapDirectionEnum.收取;
                }
                decimal rate = item.InterestRateDefault;
                if (swapIntervalToday != null)//当日无适用观察日
                {
                    rate = swapIntervalToday.Rate;
                }
                swap_flow_event interest = new swap_flow_event();
                interest.SwapTradeId = td.id;
                interest.SwapTradeNo = td.TradeNumber;
                interest.EventType = (int)SwapEventTypeEnum.平仓;
                interest.EventReason = "衡泰同步平仓";
                interest.EventDate = unwindData.ValueDate;
                interest.PositionId = item.id;
                interest.InterestDirection = positionClone.InterestDirection;
                interest.InterestRate = rate;
                interest.InterestPrincipal = _closePosiNotionalValue;
                interest.InterestSwapInterval = item.InterestSwapInterval;
                interest.InterestMode = item.InterestMode;
                interest.FloatRate = item.FloatRate;
                interest.DataState = (int)SwapFlowDateStateEnum.完成;
                interest.ClientId = td.ClientId;
                interest.UnwindDate = unwindData.ValueDate;
                interest.PayDate = unwindData.PayDate;
                if (position != null && item.id == position.id)
                {
                    interest.InterestAmount = interestAmount;
                    interest.TdInterestAmount = interestAmount;
                    interest.InterestClosePnL = interestAmount;
                    interest.InterestFee = fee;
                }
                UpdateDbOption(interest);
                interests.Add(interest);
            }

            return interests;
        }
        private void DealUnwind(UnwindData unwindData, trade td,  string actionMsg = "系统操作_自动平仓")
        {
            int clientCashId = CloseTrade_ClientCashInCashOut(td, Convert.ToDouble(-unwindData.SwapRealizedPnL), ClientCashInCashOut.系统操作_平仓费, unwindData.ValueDate);
            if (unwindData.SwapMarginAmount != 0)
            {
                AddClientCashInCashOut(td, Convert.ToDouble(unwindData.SwapMarginAmount), ClientCashInCashOut.系统操作_应付预付金, unwindData.ValueDate);
            }
            //if (unwindData.SwapMarginRebatePnl != 0)
            //{
            //    AddClientCashInCashOut(td, Convert.ToDouble(-unwindData.SwapMarginRebatePnl), ClientCashInCashOut.系统操作_预付金返息, unwindData.ValueDate);
            //}
            var flowList = new List<swap_flow_event>(unwindData.FlowEvents);
            var eventId = SaveSwapDeal(unwindData, (int)SwapEventTypeEnum.平仓, clientCashId, actionMsg);
            if (unwindData.CloseMethod == (int)CloseMethodEnum.全部平仓)
            {
                td.TradeStatus = "已平仓";
                td.trade_extend = DbContext.trade_extend.FirstOrDefault(x => x.TradeId == td.id);
                if (td.trade_extend != null && !td.trade_extend.ExtendObj.NeedOpenFee)
                {
                    new ClientCashInCashOutService(this).SaveSwapTradeClientCash(td, td.TradePrice ?? 0, unwindData.ValueDate, 0);
                }
            }
            else
            {
                td.HasPartialUnWind = 1;
            }
            td.UnWindDate = unwindData.UnwindDate;
            td.StockEqvNotional -= Convert.ToDouble(unwindData.CloseNotionalValue);
            td.TradeAmount -= Convert.ToDouble(unwindData.CloseQty);
            td.Notional = td.TradeAmount;
            DbContext.SaveChanges();
        }
        /// <summary>
        /// 计算平仓总额
        /// </summary>
        /// <param name="unwindData"></param>
        private void CalcCloseAmount(UnwindData unwindData)
        {
            var floatPosition = unwindData.FlowEvents.FirstOrDefault(x => !string.IsNullOrEmpty(x.UnderlyingCode));
            var interestList = unwindData.FlowEvents.Where(x => string.IsNullOrEmpty(x.UnderlyingCode));
            decimal floatRatio = floatPosition.PayDirection == 1 ? 1m : -1m;
            var pnl = floatPosition.MarkClosePnl;
            unwindData.SwapCloseAmount = pnl;
            unwindData.SwapRealizedPnL = pnl;
            unwindData.SwapMarginRebatePnl = 0;
            unwindData.SwapMarginAmount = 0;
            if (interestList != null)
            {
                interestList.ForEach(x =>
                {
                    if (x.InterestMode == (int)InterestModeEnum.追加预付金 || x.InterestMode == (int)InterestModeEnum.初始预付金)
                    {
                        decimal interestRatio = x.InterestDirection == 1 ? -1m : 1m;
                        unwindData.SwapMarginRebatePnl += x.InterestClosePnL;
                        unwindData.SwapMarginAmount += x.InterestPrincipal * interestRatio;
                    }
                    unwindData.SwapRealizedPnL += x.InterestClosePnL;
                    unwindData.SwapCloseAmount += x.InterestClosePnL;

                });
            }
            unwindData.SwapCloseAmount = decimal.Parse(unwindData.SwapCloseAmount.ToString("0.00"));
            unwindData.SwapRealizedPnL = unwindData.SwapCloseAmount;
        }
        /// <summary>
        /// 多空组合平仓
        /// </summary>
        /// <param name="unwindData"></param>
        /// <exception cref="ServiceException"></exception>
        public void SwapLongShortUnwind(UnwindData unwindData)
        {
            var td = DbContext.trade.Find(unwindData.SwapTradeId);
            if (td == null)
            {
                throw new ServiceException("未找到交易信息");
            }
            unwindData.SwapRealizedPnL = unwindData.SwapCloseAmount;
            var trans = DbContext.Database.BeginTransaction();
            try
            {
                int clientCashId = CloseTrade_ClientCashInCashOut(td, Convert.ToDouble(unwindData.SwapCloseAmount), ClientCashInCashOut.系统操作_平仓费, unwindData.ValueDate);
                if (unwindData.SwapMarginAmount != 0)
                {
                    AddClientCashInCashOut(td, Convert.ToDouble(unwindData.SwapMarginAmount), ClientCashInCashOut.系统操作_应付预付金, unwindData.ValueDate);
                }
                if (unwindData.SwapMarginRebatePnl != 0)
                {
                    AddClientCashInCashOut(td, Convert.ToDouble(-unwindData.SwapMarginRebatePnl), ClientCashInCashOut.系统操作_预付金返息, unwindData.ValueDate);
                }
                SaveSwapDeal(unwindData, (int)SwapEventTypeEnum.平仓, clientCashId, "系统操作_平仓");
                td.UnWindDate = unwindData.UnwindDate;
                td.StockEqvNotional = 0;
                td.TradeStatus = "已平仓";
                DbContext.SaveChanges();
                trans.Commit();
            }
            catch (Exception ex)
            {
                trans.Rollback();
                throw ex;
            }
            finally
            {
                trans.Dispose();
            }

        }
        /// <summary>
        /// 多空组合互换
        /// </summary>
        /// <param name="swap_Deal"></param>
        /// <exception cref="ServiceException"></exception>
        public void SwapLongShort(UnwindData unwindData)
        {
            var td = DbContext.trade.Find(unwindData.SwapTradeId);
            if (td == null)
            {
                throw new ServiceException("未找到交易信息");
            }
            unwindData.SwapRealizedPnL = unwindData.SwapCloseAmount;
            var trans = DbContext.Database.BeginTransaction();
            try
            {
                int clientCashId = CloseTrade_ClientCashInCashOut(td, Convert.ToDouble(unwindData.SwapCloseAmount), ClientCashInCashOut.系统操作_互换, unwindData.ValueDate);
                SaveSwapDeal(unwindData, (int)SwapEventTypeEnum.互换, clientCashId, "系统操作_互换");
                trans.Commit();
            }
            catch (Exception ex)
            {
                trans.Rollback();
                throw ex;
            }
            finally
            {
                trans.Dispose();
            }
        }
        /// <summary>
        /// 互换
        /// </summary>
        /// <param name="swap_Deal"></param>
        /// <exception cref="ServiceException"></exception>
        public void SwapIncome(UnwindData unwindData)
        {
            var td = DbContext.trade.Find(unwindData.SwapTradeId);
            if (td == null)
            {
                throw new ServiceException("未找到交易信息");
            }
            CheckLastEod(unwindData.ValueDate, td.StartDate.Value, unwindData.SwapTradeId);
            var trans = DbContext.Database.BeginTransaction();
            bool confirm = false;
            try
            {
                int clientCashId = CloseTrade_ClientCashInCashOut(td, Convert.ToDouble(-unwindData.SwapRealizedPnL), ClientCashInCashOut.系统操作_互换, unwindData.ValueDate);
                if (unwindData.SwapMarginRebatePnl != 0)
                {
                    AddClientCashInCashOut(td, Convert.ToDouble(-unwindData.SwapMarginRebatePnl), ClientCashInCashOut.系统操作_预付金返息, unwindData.ValueDate);
                }
                foreach (var item in unwindData.FlowEvents)
                {
                    item.OptLog = "手工操作";
                }
                SaveSwapDeal(unwindData, (int)SwapEventTypeEnum.互换, clientCashId, "系统操作_互换");
                if (td.ExerciseDate <= unwindData.ValueDate)
                {
                    td.Notional = 0;
                    td.StockEqvNotional = 0;
                    td.TradeStatus = "已到期";
                }
                td.UnWindDate = unwindData.UnwindDate;
                DbContext.SaveChanges();
                trans.Commit();
                confirm = true;
            }
            catch (Exception ex)
            {
                trans.Rollback();
                throw ex;
            }
            finally
            {
                trans.Dispose();
            }
        }
        /// <summary>
        /// 互换/平仓审核通过
        /// </summary>
        /// <param name="td"></param>
        /// <param name="eventType"></param>
        /// <exception cref="Exception"></exception>
        public void ApproveSwapTrade(trade td, int eventType)
        {
            Expression<Func<swap_event, bool>> eventExpression = x => x.SwapTradeId == td.id && !x.Invalid && x.EventType == eventType;
            var swapEvent = DbContext.swap_event.Where(eventExpression).OrderByDescending(o => o.id).FirstOrDefault();
            if (swapEvent == null)
            {
                throw new Exception("该笔交易状态为平仓待复核，未找到相关记录，请检查该笔交易是否有效");
            }
            swapEvent.unwindData = JsonConvert.DeserializeObject<UnwindData>(swapEvent.EventData);
            var flowList = DbContext.swap_flow_event.Where(x => x.EventId == swapEvent.id).ToList();
            string action = eventType == (int)SwapEventTypeEnum.互换 ? ClientCashInCashOut.系统操作_互换 : ClientCashInCashOut.系统操作_平仓费;
            int clientCashId = CloseTrade_ClientCashInCashOut(td, Convert.ToDouble(swapEvent.unwindData.SwapCloseAmount), action, swapEvent.unwindData.ValueDate);
            swapEvent.ClientCashId = clientCashId;
            if (td.StructureType != "多空组合")
            {
                if (eventType == (int)SwapEventTypeEnum.互换)
                {
                    if (td.ExerciseDate <= swapEvent.unwindData.ValueDate)
                    {
                        td.Notional = 0;
                        td.StockEqvNotional = 0;
                        td.TradeStatus = ConsTrade.已到期;
                    }
                    else
                    {
                        td.TradeStatus = ConsTrade.确认成交;
                    }
                }
                else
                {
                    if (swapEvent.unwindData.CloseMethod == (int)CloseMethodEnum.全部平仓)
                    {
                        td.TradeStatus = ConsTrade.已平仓;
                        td.Notional = 0;
                        td.TradeAmount = 0;
                    }
                    else
                    {
                        td.TradeStatus = ConsTrade.确认成交;
                        td.HasPartialUnWind = 1;
                        td.TradeAmount -= Convert.ToDouble(swapEvent.unwindData.CloseQty);
                    }
                    td.StockEqvNotional -= Convert.ToDouble(swapEvent.unwindData.CloseNotionalValue);
                }
                td.UnWindDate = swapEvent.unwindData.UnwindDate;
                UpdateInitalPosition(flowList, swapEvent.unwindData, eventType);
                DbContext.SaveChanges();
            }
            else
            {
                if (eventType == (int)SwapEventTypeEnum.平仓)
                {
                    td.UnWindDate = swapEvent.unwindData.UnwindDate;
                    td.StockEqvNotional = 0;
                    td.TradeStatus = "已平仓";
                }
                UpdateInitalPosition(flowList, swapEvent.unwindData, eventType);
                DbContext.SaveChanges();
            }


        }
        /// <summary>
        /// 互换/平仓提交审核
        /// </summary>
        /// <param name="unwindData"></param>
        /// <param name="eventType"></param>
        /// <exception cref="ServiceException"></exception>
        public void ApplySwapTrade(UnwindData unwindData, int eventType)
        {
            var td = DbContext.trade.Find(unwindData.SwapTradeId);
            if (td == null)
            {
                throw new ServiceException("未找到交易信息");
            }
            unwindData.SwapRealizedPnL = unwindData.SwapCloseAmount;
            var trans = DbContext.Database.BeginTransaction();
            string action = eventType == (int)SwapEventTypeEnum.互换 ? ClientCashInCashOut.系统操作_互换 : ClientCashInCashOut.系统操作_平仓费;
            try
            {
                new TradeUnwindService(this).CloseReCheck_SetTrade(unwindData.SwapTradeId, eventType == (int)SwapEventTypeEnum.互换, true);
                SaveSwapDeal(unwindData, eventType, 0, action, true);
                DbContext.SaveChanges();
                trans.Commit();
            }
            catch (Exception ex)
            {
                trans.Rollback();
                throw ex;
            }
            finally
            {
                trans.Dispose();
            }
        }
        /// <summary>
        /// 保存平仓/互换事件
        /// </summary>
        /// <param name="swap_Deal"></param>
        /// <param name="eventType"></param>
        private long SaveSwapDeal(UnwindData unwindData, int eventType, int clientCashId, string eventResason = "", bool approve = false)
        {
            var flowList = new List<swap_flow_event>(unwindData.FlowEvents);
            unwindData.FlowEvents.Clear();
            string data = JsonConvert.SerializeObject(unwindData);
            var swapEvent = new SwapEventService(this).AddSwapEventDate(unwindData.ValueDate, unwindData.SwapTradeId, eventType, data, clientCashId, true, eventResason);//将平仓、互换总额存入事件
            foreach (var item in flowList)
            {
                if (item.PositionType > 0 && eventType == (int)SwapEventTypeEnum.平仓)
                {
                    item.Quantity = unwindData.CloseQty;
                    item.PositionQty = unwindData.ClosePercent == 1 ? 0 : unwindData.PositionQty - unwindData.CloseQty;
                }
                item.PayDate = unwindData.PayDate;
                item.UnwindDate = unwindData.UnwindDate;
                item.EventDate = unwindData.ValueDate;
                item.EventId = swapEvent.id;
                DbContext.swap_flow_event.Add(item);
            }
            if (!approve)
            {
                UpdateInitalPosition(flowList, unwindData, eventType);
            }
            DbContext.SaveChanges();
            return swapEvent.id;
        }
        /// <summary>
        /// 计算平仓数据
        /// </summary>
        /// <param name="unwindData"></param>
        private void DealFloatPosition(UnwindData unwindData)
        {
            foreach (var item in unwindData.FlowEvents)
            {
                item.OptLog = "手工操作";
                if (item.PositionType > 0 && item.EventType == (int)SwapEventTypeEnum.平仓)
                {
                    decimal shortRatio = item.PositionType == (int)PositionTypeFlag.Long ? -1m : 1m;
                    item.TradingAmountFeeAvg = item.TradingAmountAvg + item.TradingFeePending / unwindData.CloseQty * shortRatio;
                    item.TradingAmountNetFeeAvg = item.TradingAmountNetAvg + item.TradingFeePending / unwindData.CloseQty * shortRatio;
                }
            }
        }
        /// <summary>
        /// 单标的互换更新实时持仓信息
        /// </summary>
        /// <param name="swap_Deal"></param>
        private void UpdateInitalPosition(List<swap_flow_event> flowList, UnwindData unwindData, int eventType)
        {
            var positions = DbContext.swap_position.Where(x => !x.IsInitial && x.SwapTradeId == unwindData.SwapTradeId && !x.Invalid);
            foreach (var position in positions)
            {
                if (!string.IsNullOrEmpty(position.UnderlyingCode))
                {
                    position.PosiQuantity -= unwindData.CloseQty;
                    position.PosiNotionalValue = position.PosiGrossPrice * position.PosiQuantity * position.ContractSize;
                    position.PosiTradingFee -= position.PosiTradingFee * unwindData.ClosePercent;
                }
                else
                {
                    var interest = flowList.FirstOrDefault(x => x.PositionId == position.PositionId);
                    if (interest != null)
                    {
                        position.InterestAmount += interest.InterestAmount;
                        position.InterestFeePending += interest.InterestFee;
                        if ((interest.InterestMode == (int)InterestModeEnum.追加预付金 || interest.InterestMode == (int)InterestModeEnum.初始预付金) && eventType == (int)SwapEventTypeEnum.平仓)
                        {
                            position.InterestPrincipalFix -= interest.InterestPrincipal;
                        }
                    }
                }
            }
        }

    }
}