zszq-trs/YLErpDAL/Modules/TradeModule/DealModule/DividendService.cs

using System.Data;
using YLErp.BLL;
using YLErp.Commons;
using YLErp.DBModels.Consts;
using YLErp.DBModels.Helpers;
using YLErp.Model;
using YLErp.Modules.DataProviderModule;
using YLErp.Modules.UnderlyingModule;
using YLErp.QdpModule;

namespace YLErp.Modules.TradeModule.DealModule
{
    /// <summary>
    /// 除权除息操作(请使用正常英文单词)
    /// </summary>
    public class DividendService : YLBaseService
    {
        public DividendService(OptUserInfo userInfo) : base(userInfo)
        {

        }

        /// <summary>
        /// 场内交易除权除息
        /// </summary>
        /// <param name="settleDate">除权日</param>
        /// <param name="positions">持仓列表</param>
        public List<BodTradePosition> Execute(DateTime settleDate, IEnumerable<EodTradePosition> positions)
        {
            var result = new List<BodTradePosition>();
            var dict = DbContext.ex_dividend_info.Where(O => O.ValidStatus && O.ExDividendDate == settleDate).ToDictionary(K => K.UnderlyingId, V => V);
            foreach (var item in positions)
            {
                double cost = item.Cost,
                    amount = item.Amount;
                //averagePrice = item.AveragePrice;
                var bodPosition = new BodTradePosition();
                if (dict.ContainsKey(item.UnderlyingId))
                {
                    var averagePrice = Math.Abs(item.Cost / item.Amount);
                    amount = GetPositionAmount(amount, dict[item.UnderlyingId]);
                    averagePrice = GetPrice(averagePrice, dict[item.UnderlyingId]);
                    cost = amount * averagePrice;
                }
                bodPosition.ValueDate = settleDate;
                bodPosition.HedgeUniqueCode = item.HedgeUniqueCode;
                bodPosition.ExchangeOptionCode = item.ExchangeOptionCode;
                bodPosition.TradeType = item.TradeType;
                bodPosition.PositionType = item.PositionType;
                bodPosition.BookId = item.BookId;
                bodPosition.UnderlyingId = item.UnderlyingId;
                bodPosition.UnderlyingCode = item.UnderlyingCode;
                bodPosition.BuySell = item.BuySell;
                bodPosition.Cost = cost;
                bodPosition.Amount = amount;
                //bodPosition.AveragePrice = averagePrice;
                bodPosition.Commission = item.Commission;
                bodPosition.OptId = item.OptId;
                bodPosition.OptName = item.OptName;
                bodPosition.OptDate = DateTime.Now;
                result.Add(bodPosition);
            }

            return result;
        }

        /// <summary>
        /// 场外交易除权除息
        /// </summary>
        /// <param name="settleDate">除权日</param>
        /// <param name="trades">交易列表</param>
        /// <param name="saveToDb">是否将结果保存到trade表</param>
        /// <returns></returns>
        public List<bod_trade> Execute(DateTime settleDate, IEnumerable<trade> trades, out List<trade> useSaveTrades, out List<underlying_manager> useSaveUndedrlyings)
        {
            useSaveTrades = new List<trade>();
            useSaveUndedrlyings = new List<underlying_manager>();
            var result = new List<bod_trade>();
            var dict = DbContext.ex_dividend_info.Where(O => O.ValidStatus && O.ExDividendDate == settleDate).ToDictionary(K => K.UnderlyingId, V => V);
            var tradeIds = trades.Select(O => O.id);
            var dividendRatioDict = new DbRecordChangesService<TradeChanges>(this).GetValue(ConsInfoChangeType.UserChange, tradeIds, nameof(trade.DividendRatio), settleDate).ToDictionary(K => K.RecordId, V => { return double.TryParse(V.NewValue, out var temp) ? (double?)temp : null; });
            foreach (var t in trades)
            {
                var bodTrade = new bod_trade();
                if (dict.TryGetValue(t.UnderlyingId, out var dividendInfo))
                {
                    var ratio = dividendRatioDict.ContainsKey(t.id) ? dividendRatioDict[t.id] : null;
                    //避免该字段为NULL时amount和notion不一致
                    //股票的amount和notion应相等
                    var unwindNotional = t.OriginalNotional - t.Notional;
                    t.TradeOriginalAmount = t.TradeOriginalAmount ?? t.OriginalNotional;
                    t.SpotPrice = GetPrice(t.SpotPrice, dividendInfo, ratio);

                    var annualizeFactor = t.AnnualizeFactor;
                    if (t.TradeType == "凤凰期权")
                    {
                        annualizeFactor = t.trade_autocall.AnnualizeFactor2;
                    }
                    else if (t.TradeType == "雪球期权")
                    {
                        annualizeFactor = t.trade_snowball.AnnualizeFactor2;
                    }
                    t.StockEqvNotionalReal = t.StockEqvNotionalReal == 0 ? TradeHelper.GetStockEqvNotionalReal(t.OriginalStockEqvNotional, t.ParticipationRate, annualizeFactor) : t.StockEqvNotionalReal;
                    t.OriginalNotional = t.StockEqvNotionalReal / t.SpotPrice;
                    t.TradeOriginalAmount = t.OriginalNotional / (t.CountRatio ?? 1);
                    //不管是不是名义本金方式了结，都应该按照比例了结。--时嬴政
                    //if (t.IsUsePremiumRate.HasValue && t.IsUsePremiumRate.Value)
                    //{
                    var settlePercent = (t.StockEqvNotional / t.OriginalStockEqvNotional) ?? 0;
                    t.Notional = (t.OriginalNotional * settlePercent) ?? 0;
                    t.TradeAmount = (t.TradeOriginalAmount * settlePercent) ?? 0;
                    //}
                    //else
                    //{
                    //    t.Notional = (t.OriginalNotional - unwindNotional) ?? 0;
                    //    t.TradeAmount = (t.TradeOriginalAmount - unwindNotional) ?? 0;
                    //}

                    t.TradeSinglePrice = TradeHelper.GetTradeSinglePriceByTradePrice(t.TradePrice, t.OriginalNotional, t.PrincipalSum(), t.BuySell, t.TradeType, true);
                    if (t.TradeType == "彩虹期权")
                    {
                        t.trade_rainbow_option.SpotPrice1 = GetPrice(t.trade_rainbow_option.SpotPrice1, dividendInfo, ratio);
                        t.trade_rainbow_option.SpotPrice2 = GetPrice(t.trade_rainbow_option.SpotPrice2, dividendInfo, ratio);
                    }
                    if (!t.IsMoneynessOptionData)
                    {
                        t.Strike = GetPrice(t.Strike, dividendInfo, ratio);
                        switch (t.TradeType)
                        {
                            case "亚式期权":
                                //获取fixings的时候，函数内部处理除权除息逻辑;
                                break;
                            case "障碍期权":
                                t.trade_barrier_option.BarrierPrice = GetPrice(t.trade_barrier_option.BarrierPrice, dividendInfo, ratio);
                                t.trade_barrier_option.UpperBarrierPrice = GetPrice(t.trade_barrier_option.UpperBarrierPrice, dividendInfo, ratio);
                                break;
                            case "彩虹期权":
                                t.trade_rainbow_option.Strike = GetPrice(t.trade_rainbow_option.Strike, dividendInfo, ratio);
                                t.trade_rainbow_option.Strike2 = GetPrice(t.trade_rainbow_option.Strike2, dividendInfo, ratio);
                                break;
                            case "凤凰期权":
                                t.trade_autocall.KIBarrier = GetPrice(t.trade_autocall.KIBarrier, dividendInfo, ratio);
                                t.trade_autocall.KOBarrier = GetPrice(t.trade_autocall.KOBarrier, dividendInfo, ratio);
                                t.trade_autocall.CouponBarrier = GetPrice(t.trade_autocall.CouponBarrier, dividendInfo, ratio);
                                t.trade_autocall.SpreadStrike = GetPrice(t.trade_autocall.SpreadStrike, dividendInfo, ratio);
                                t.trade_autocall.SpreadStrike1 = GetPrice(t.trade_autocall.SpreadStrike1, dividendInfo, ratio);
                                var obsInfos = QdpHelper.ParseAutocallCustomizedInfo(t.trade_autocall.KOObservationDates);
                                for (var i = 0; i < obsInfos.Item2.Length; i++)
                                {
                                    obsInfos.Item2[i] = GetPrice(obsInfos.Item2[i], dividendInfo, ratio);
                                }
                                t.trade_autocall.KOObservationDates = $"{string.Join(",", obsInfos.Item1.Select(O => O.ToString()))};{string.Join(",", obsInfos.Item2.Select(O => O.OtcFormatUmPrice()))};{string.Join(",", obsInfos.Item3.Select(O => O.OtcFormatFlex(2)))}";
                                break;
                            case "双鲨期权":
                                t.trade_double_sharkfin_option.BarrierHigh = GetPrice(t.trade_double_sharkfin_option.BarrierHigh, dividendInfo, ratio);
                                t.trade_double_sharkfin_option.BarrierLow = GetPrice(t.trade_double_sharkfin_option.BarrierLow, dividendInfo, ratio);
                                t.trade_double_sharkfin_option.StrikeHigh = GetPrice(t.trade_double_sharkfin_option.StrikeHigh, dividendInfo, ratio);
                                t.trade_double_sharkfin_option.StrikeLow = GetPrice(t.trade_double_sharkfin_option.StrikeLow, dividendInfo, ratio);
                                break;
                            case "区间累积期权":
                                t.trade_rangeaccrual.LowerRange = GetPrice(t.trade_rangeaccrual.LowerRange, dividendInfo, ratio);
                                t.trade_rangeaccrual.UpperRange = GetPrice(t.trade_rangeaccrual.UpperRange, dividendInfo, ratio);
                                break;
                            case "雪球期权":
                                t.trade_snowball.KIBarrier = GetPrice(t.trade_snowball.KIBarrier, dividendInfo, ratio);
                                t.trade_snowball.KOBarrier = GetPrice(t.trade_snowball.KOBarrier, dividendInfo, ratio);
                                t.trade_snowball.SpreadStrikeAtKO = GetPrice(t.trade_snowball.SpreadStrikeAtKO, dividendInfo, ratio);
                                t.trade_snowball.SpreadStrikeAtKO1 = GetPrice(t.trade_snowball.SpreadStrikeAtKO1, dividendInfo, ratio);
                                t.trade_snowball.SpreadStrikeAtMaturity = GetPrice(t.trade_snowball.SpreadStrikeAtMaturity, dividendInfo, ratio);
                                t.trade_snowball.SpreadStrikeAtMaturity1 = GetPrice(t.trade_snowball.SpreadStrikeAtMaturity1, dividendInfo, ratio);
                                obsInfos = QdpHelper.ParseAutocallCustomizedInfo(t.trade_snowball.KOObservationDates);
                                for (var i = 0; i < obsInfos.Item2.Length; i++)
                                {
                                    obsInfos.Item2[i] = GetPrice(obsInfos.Item2[i], dividendInfo, ratio);
                                }
                                t.trade_snowball.KOObservationDates = $"{string.Join(",", obsInfos.Item1.Select(O => O.ToString()))};{string.Join(",", obsInfos.Item2.Select(O => O.OtcFormatUmPrice()))};{string.Join(",", obsInfos.Item3.Select(O => O.OtcFormatFlex(2)))}";
                                break;
                            case "气囊结构":
                                t.trade_airbag.Barrier = GetPrice(t.trade_airbag.Barrier, dividendInfo, ratio);
                                t.trade_airbag.HighStrike = GetPrice(t.trade_airbag.HighStrike, dividendInfo, ratio);
                                break;
                            case "累计期权":
                                t.trade_accumulator_option.KOBarrier = GetPrice(t.trade_accumulator_option.KOBarrier, dividendInfo, ratio);
                                break;
                            default:
                                break;
                        }
                    }

                    if (t.TradeType == "累计期权")
                    {
                        var customObservDates = QdpHelper.ParseObservationDate(t.trade_accumulator_option.KOObservationDates);
                        if (customObservDates == null)
                        {
                            customObservDates = Qdp.Pricing.Base.Implementations.CalendarImpl.Get("chn")
                                .BizDaysBetweenDatesExcluStartDay(t.TradeDate.Value, t.ExerciseDate.Value).ToArray();
                        }
                        var unwindPercent = t.trade_accumulator_option.AccumuTradeAmount / t.trade_accumulator_option.OriginalAccumuTradeAmount;
                        t.trade_accumulator_option.OriginalAccumuTradeAmount = (t.OriginalNotional ?? 0) / (t.CountRatio ?? 1) / customObservDates.Length;
                        t.trade_accumulator_option.AccumuTradeAmount = t.trade_accumulator_option.OriginalAccumuTradeAmount * unwindPercent;
                    }

                    t.DividendDate = settleDate;
                    useSaveTrades.Add(t);
                }
                if (t.TradeType == "收益互换")
                {
                    var originalNotional = 0d;
                    var notional = 0d;
                    if ((t.trade_swap.PayUnderlyingId ?? 0) > 0)
                    {
                        if (t.pay_trade_swap_details?.Count > 0)
                        {
                            double? ratio = 0d;
                            foreach (var item in t.pay_trade_swap_details)
                            {
                                var um = DataCacheProvider.GetUnderlyingDataSource().GetData(item.UnderlyingCode);
                                if (dict.TryGetValue(um.id, out dividendInfo))
                                {
                                    ratio = dividendRatioDict.ContainsKey(t.id) ? dividendRatioDict[t.id] : null;
                                    var unwindNotional = item.OriginalNotional - item.Notional;
                                    var OriginalStockEqvNotional = item.SpotPrice * item.OriginalNotional;
                                    var StockEqvNotional = item.SpotPrice * item.Notional;

                                    item.SpotPrice = GetPrice(item.SpotPrice, dividendInfo, ratio);
                                    item.OriginalNotional = OriginalStockEqvNotional / item.SpotPrice;
                                    if (t.IsUsePremiumRate.HasValue && t.IsUsePremiumRate.Value)
                                    {
                                        var settlePercent = (StockEqvNotional / OriginalStockEqvNotional) ?? 0;
                                        item.Notional = (item.OriginalNotional * settlePercent) ?? 0;
                                    }
                                    else
                                    {
                                        item.Notional = (item.OriginalNotional - unwindNotional) ?? 0;
                                    }
                                }
                            }
                            originalNotional = t.pay_trade_swap_details.Sum(O => O.OriginalNotional ?? 0);
                            notional = t.pay_trade_swap_details.Sum(O => O.Notional ?? 0);
                            if (!useSaveTrades.Contains(t))
                            {
                                t.DividendDate = settleDate;
                                useSaveTrades.Add(t);
                            }
                        }
                        else
                        {
                            originalNotional = t.OriginalNotional ?? 1;
                            notional = t.Notional;
                            var useDividend = false;
                            double? ratio = 0d;
                            var payUm = DataCacheProvider.GetUnderlyingDataSource().GetData(t.trade_swap.PayUnderlyingId.Value);
                            if (payUm.IsBasket() && payUm.SubData != null)
                            {
                                var umchanges = new DbRecordChangesService<UnderlyingChanges>(this).GetValue(ConsInfoChangeType.Dividend, payUm.id, nameof(underlying_manager.SubData), settleDate);
                                if (umchanges != null)
                                {
                                    payUm.SubData = umchanges.FieldValue;
                                }
                                else
                                {
                                    useSaveUndedrlyings.Add(payUm);
                                }
                                var data = JsonHelper.Deserialize<List<BasketUnderlyingItem>>(payUm.SubData);
                                var originWeight = data.Sum(O => O.weight);
                                foreach (var item in data)
                                {
                                    var tempUm = DataCacheProvider.GetUnderlyingDataSource().GetData(item.code);
                                    if (dict.TryGetValue(tempUm?.id ?? 0, out dividendInfo))
                                    {
                                        ratio = (dividendRatioDict.ContainsKey(t.id) ? dividendRatioDict[t.id] : null) ?? GetRatio(dividendInfo);
                                        item.weight *= ratio.Value;
                                        useDividend = true;
                                    }
                                }
                                payUm.SubData = data.ToJson();
                                useSaveUndedrlyings.Add(payUm);
                                var newWeight = data.Sum(O => O.weight);
                                ratio = newWeight / originWeight;
                            }
                            else
                            {
                                if (dict.TryGetValue(t.trade_swap.PayUnderlyingId ?? 0, out dividendInfo))
                                {
                                    ratio = dividendRatioDict.ContainsKey(t.id) ? dividendRatioDict[t.id] : null;
                                    useDividend = true;
                                }
                            }
                            if (useDividend)
                            {
                                t.trade_swap.PaySpotPrice = GetPrice(t.trade_swap.PaySpotPrice, dividendInfo, ratio);
                                t.StockEqvNotionalReal = t.StockEqvNotionalReal == 0 ? TradeHelper.GetStockEqvNotionalReal(t.OriginalStockEqvNotional, t.ParticipationRate, t.AnnualizeFactor) : t.StockEqvNotionalReal;
                                t.trade_swap.PayNotional = t.StockEqvNotionalReal / t.trade_swap.PaySpotPrice;
                                //设置交易数量
                                var underlyingManager = DataCacheProvider.GetUnderlyingDataSource().GetData(t.trade_swap.PayUnderlyingCode);
                                var CountRatio = underlyingManager?.CountRatio ?? 1;
                                t.trade_swap.PayTradeAmount = t.trade_swap.PayNotional / CountRatio;
                                t.DividendDate = settleDate;
                                originalNotional = NumberHelper.Normalize(t.OriginalStockEqvNotional / t.trade_swap.PaySpotPrice);
                                notional = NumberHelper.Normalize(t.StockEqvNotional / t.trade_swap.PaySpotPrice);
                                if (!useSaveTrades.Contains(t))
                                {
                                    t.DividendDate = settleDate;
                                    useSaveTrades.Add(t);
                                }
                            }
                        }
                    }
                    if ((t.trade_swap.GetUnderlyingId ?? 0) > 0)
                    {
                        if (t.get_trade_swap_details?.Count > 0)
                        {
                            double? ratio = 0d;
                            foreach (var item in t.get_trade_swap_details)
                            {
                                var um = DataCacheProvider.GetUnderlyingDataSource().GetData(item.UnderlyingCode);
                                if (dict.TryGetValue(um.id, out dividendInfo))
                                {
                                    ratio = dividendRatioDict.ContainsKey(t.id) ? dividendRatioDict[t.id] : null;
                                    var unwindNotional = item.OriginalNotional - item.Notional;
                                    var OriginalStockEqvNotional = item.SpotPrice * item.OriginalNotional;
                                    var StockEqvNotional = item.SpotPrice * item.Notional;

                                    item.SpotPrice = GetPrice(item.SpotPrice, dividendInfo, ratio);
                                    item.OriginalNotional = OriginalStockEqvNotional / item.SpotPrice;
                                    if (t.IsUsePremiumRate.HasValue && t.IsUsePremiumRate.Value)
                                    {
                                        var settlePercent = (StockEqvNotional / OriginalStockEqvNotional) ?? 0;
                                        item.Notional = (item.OriginalNotional * settlePercent) ?? 0;
                                    }
                                    else
                                    {
                                        item.Notional = (item.OriginalNotional - unwindNotional) ?? 0;
                                    }
                                }
                            }
                            originalNotional = t.get_trade_swap_details.Sum(O => O.OriginalNotional ?? 0);
                            notional = t.get_trade_swap_details.Sum(O => O.Notional ?? 0);
                            if (!useSaveTrades.Contains(t))
                            {
                                t.DividendDate = settleDate;
                                useSaveTrades.Add(t);
                            }
                        }
                        else
                        {
                            originalNotional = t.OriginalNotional ?? 1;
                            notional = t.Notional;
                            double? ratio = 0d;
                            var useDividend = false;
                            var getUm = DataCacheProvider.GetUnderlyingDataSource().GetData(t.trade_swap.GetUnderlyingId.Value);
                            if (getUm.IsBasket() && getUm.SubData != null)
                            {
                                var umchanges = new DbRecordChangesService<UnderlyingChanges>(this).GetValue(ConsInfoChangeType.Dividend, getUm.id, nameof(underlying_manager.SubData), settleDate);
                                if (umchanges != null)
                                {
                                    getUm.SubData = umchanges.FieldValue;
                                }
                                else
                                {
                                    useSaveUndedrlyings.Add(getUm);
                                }
                                var data = JsonHelper.Deserialize<List<BasketUnderlyingItem>>(getUm.SubData);
                                var originWeight = data.Sum(O => O.weight);
                                foreach (var item in data)
                                {
                                    var tempUm = DataCacheProvider.GetUnderlyingDataSource().GetData(item.code);
                                    if (dict.TryGetValue(tempUm?.id ?? 0, out dividendInfo))
                                    {
                                        ratio = (dividendRatioDict.ContainsKey(t.id) ? dividendRatioDict[t.id] : null) ?? GetRatio(dividendInfo);
                                        item.weight *= ratio.Value;
                                        useDividend = true;
                                    }
                                }
                                getUm.SubData = data.ToJson();
                                var newWeight = data.Sum(O => O.weight);
                                ratio = newWeight / originWeight;
                            }
                            else
                            {
                                if (dict.TryGetValue(t.trade_swap.GetUnderlyingId ?? 0, out dividendInfo))
                                {
                                    ratio = dividendRatioDict.ContainsKey(t.id) ? dividendRatioDict[t.id] : null;
                                    useDividend = true;
                                }
                            }
                            if (useDividend)
                            {
                                t.trade_swap.GetSpotPrice = GetPrice(t.trade_swap.GetSpotPrice, dividendInfo, ratio);
                                t.StockEqvNotionalReal = t.StockEqvNotionalReal == 0 ? TradeHelper.GetStockEqvNotionalReal(t.OriginalStockEqvNotional, t.ParticipationRate, t.AnnualizeFactor) : t.StockEqvNotionalReal;
                                t.trade_swap.GetNotional = t.StockEqvNotionalReal / t.trade_swap.GetSpotPrice;
                                //设置交易数量
                                var underlyingManager = DataCacheProvider.GetUnderlyingDataSource().GetData(t.trade_swap.GetUnderlyingCode);
                                var CountRatio = underlyingManager?.CountRatio ?? 1;
                                t.trade_swap.GetTradeAmount = t.trade_swap.GetNotional / CountRatio;
                                t.DividendDate = settleDate;
                                originalNotional = NumberHelper.Normalize(t.OriginalStockEqvNotional / t.trade_swap.GetSpotPrice);
                                notional = NumberHelper.Normalize(t.StockEqvNotional / t.trade_swap.GetSpotPrice);
                                if (!useSaveTrades.Contains(t))
                                {
                                    t.DividendDate = settleDate;
                                    useSaveTrades.Add(t);
                                }
                            }
                        }
                    }
                    t.OriginalNotional = originalNotional;
                    t.TradeOriginalAmount = originalNotional;
                    t.Notional = notional;
                }
                bodTrade.AssetId = t.AssetId;
                bodTrade.ClientId = t.ClientId;
                bodTrade.OptDate = DateTime.Now;
                bodTrade.ParentTradeId = t.ParentTradeId;
                bodTrade.TradeId = t.id;
                bodTrade.TradeNumber = t.TradeNumber;
                bodTrade.TradeStatus = t.TradeStatus;
                bodTrade.TradeType = t.TradeType;
                bodTrade.UnderlyingCode = t.UnderlyingCode;
                bodTrade.UnderlyingId = t.UnderlyingId;
                bodTrade.ValueDate = settleDate;
                bodTrade.TradeJson = TradeHelper2.Serialize(t, settleDate);
                result.Add(bodTrade);
            }
            return result;
        }

        /// <summary>
        /// 
        /// </summary>
        public static List<TradeChanges> GetDividendChanges(trade trade, trade NewValue)
        {
            TradeChanges compar(double? originValue, double? newValue, params string[] fieldName)
            {
                TradeChanges tc = null;
                if ((originValue == null && newValue != null) || (originValue != null && newValue == null) || originValue != newValue || (ConsGlobal.IgnoreTSV((originValue ?? 0) - (newValue ?? 0)) != 0))
                {
                    tc = new TradeChanges
                    {
                        ChangeType = ConsInfoChangeType.Dividend,
                        RecordId = trade.id,
                        FieldName = string.Join(".", fieldName),
                        FieldValue = originValue?.ToString() ?? "",
                        NewValue = newValue?.ToString() ?? "",
                        OptDate = NewValue.DividendDate,
                        Update = DateTime.Now
                    };
                }
                return tc;
            }
            TradeChanges comparStr(string originValue, string newValue, params string[] fieldName)
            {
                TradeChanges tc = null;
                if ((originValue == null && newValue != null) || (originValue != null && newValue == null) || originValue != newValue)
                {
                    tc = new TradeChanges
                    {
                        ChangeType = ConsInfoChangeType.Dividend,
                        RecordId = trade.id,
                        FieldName = string.Join(".", fieldName),
                        FieldValue = originValue ?? "",
                        NewValue = newValue ?? "",
                        OptDate = NewValue.DividendDate,
                        Update = DateTime.Now
                    };
                }
                return tc;
            }

            var list = new List<TradeChanges>
            {
                compar(trade.SpotPrice, NewValue.SpotPrice, nameof(trade.SpotPrice)),
                compar(trade.OriginalNotional, NewValue.OriginalNotional, nameof(trade.OriginalNotional)),
                compar(trade.TradeOriginalAmount ?? trade.OriginalNotional, NewValue.TradeOriginalAmount, nameof(trade.TradeOriginalAmount)),
                compar(trade.Notional, NewValue.Notional, nameof(trade.Notional)),
                compar(trade.TradeAmount, NewValue.TradeAmount, nameof(trade.TradeAmount)),
                compar(trade.TradeSinglePrice, NewValue.TradeSinglePrice, nameof(trade.TradeSinglePrice)),
                compar(trade.Strike, NewValue.Strike, nameof(trade.Strike))
            };

            switch (trade.TradeType)
            {
                case "障碍期权":
                    list.Add(compar(trade.trade_barrier_option.BarrierPrice, NewValue.trade_barrier_option.BarrierPrice, nameof(trade.trade_barrier_option), nameof(trade.trade_barrier_option.BarrierPrice)));
                    list.Add(compar(trade.trade_barrier_option.UpperBarrierPrice, NewValue.trade_barrier_option.UpperBarrierPrice, nameof(trade.trade_barrier_option), nameof(trade.trade_barrier_option.UpperBarrierPrice)));
                    break;
                case "彩虹期权":
                    list.Add(compar(trade.trade_rainbow_option.SpotPrice1, NewValue.trade_rainbow_option.SpotPrice1, nameof(trade.trade_rainbow_option), nameof(trade.trade_rainbow_option.SpotPrice1)));
                    list.Add(compar(trade.trade_rainbow_option.SpotPrice2, NewValue.trade_rainbow_option.SpotPrice2, nameof(trade.trade_rainbow_option), nameof(trade.trade_rainbow_option.SpotPrice2)));
                    list.Add(compar(trade.trade_rainbow_option.Strike, NewValue.trade_rainbow_option.Strike, nameof(trade.trade_rainbow_option), nameof(trade.trade_rainbow_option.Strike)));
                    list.Add(compar(trade.trade_rainbow_option.Strike2, NewValue.trade_rainbow_option.Strike2, nameof(trade.trade_rainbow_option), nameof(trade.trade_rainbow_option.Strike2)));
                    break;
                case "凤凰期权":
                    list.Add(compar(trade.trade_autocall.KIBarrier, NewValue.trade_autocall.KIBarrier, nameof(trade.trade_autocall), nameof(trade.trade_autocall.KIBarrier)));
                    list.Add(compar(trade.trade_autocall.KOBarrier, NewValue.trade_autocall.KOBarrier, nameof(trade.trade_autocall), nameof(trade.trade_autocall.KOBarrier)));
                    list.Add(compar(trade.trade_autocall.CouponBarrier, NewValue.trade_autocall.CouponBarrier, nameof(trade.trade_autocall), nameof(trade.trade_autocall.CouponBarrier)));
                    list.Add(compar(trade.trade_autocall.SpreadStrike, NewValue.trade_autocall.SpreadStrike, nameof(trade.trade_autocall), nameof(trade.trade_autocall.SpreadStrike)));
                    list.Add(compar(trade.trade_autocall.SpreadStrike1, NewValue.trade_autocall.SpreadStrike, nameof(trade.trade_autocall), nameof(trade.trade_autocall.SpreadStrike1)));
                    list.Add(comparStr(trade.trade_autocall.KOObservationDates, NewValue.trade_autocall.KOObservationDates, nameof(trade.trade_autocall), nameof(trade.trade_autocall.KOObservationDates)));
                    break;
                case "双鲨期权":
                    list.Add(compar(trade.trade_double_sharkfin_option.BarrierHigh, NewValue.trade_double_sharkfin_option.BarrierHigh, nameof(trade.trade_double_sharkfin_option), nameof(trade.trade_double_sharkfin_option.BarrierHigh)));
                    list.Add(compar(trade.trade_double_sharkfin_option.BarrierLow, NewValue.trade_double_sharkfin_option.BarrierLow, nameof(trade.trade_double_sharkfin_option), nameof(trade.trade_double_sharkfin_option.BarrierLow)));
                    list.Add(compar(trade.trade_double_sharkfin_option.StrikeHigh, NewValue.trade_double_sharkfin_option.StrikeHigh, nameof(trade.trade_double_sharkfin_option), nameof(trade.trade_double_sharkfin_option.StrikeHigh)));
                    list.Add(compar(trade.trade_double_sharkfin_option.StrikeLow, NewValue.trade_double_sharkfin_option.StrikeLow, nameof(trade.trade_double_sharkfin_option), nameof(trade.trade_double_sharkfin_option.StrikeLow)));
                    break;
                case "区间累积期权":
                    list.Add(compar(trade.trade_rangeaccrual.LowerRange, NewValue.trade_rangeaccrual.LowerRange, nameof(trade.trade_rangeaccrual), nameof(trade.trade_rangeaccrual.LowerRange)));
                    list.Add(compar(trade.trade_rangeaccrual.UpperRange, NewValue.trade_rangeaccrual.UpperRange, nameof(trade.trade_rangeaccrual), nameof(trade.trade_rangeaccrual.UpperRange)));
                    break;
                case "雪球期权":
                    list.Add(compar(trade.trade_snowball.KIBarrier, NewValue.trade_snowball.KIBarrier, nameof(trade.trade_snowball), nameof(trade.trade_snowball.KIBarrier)));
                    list.Add(compar(trade.trade_snowball.KOBarrier, NewValue.trade_snowball.KOBarrier, nameof(trade.trade_snowball), nameof(trade.trade_snowball.KOBarrier)));
                    list.Add(compar(trade.trade_snowball.SpreadStrikeAtKO, NewValue.trade_snowball.SpreadStrikeAtKO, nameof(trade.trade_snowball), nameof(trade.trade_snowball.SpreadStrikeAtKO)));
                    list.Add(compar(trade.trade_snowball.SpreadStrikeAtKO1, NewValue.trade_snowball.SpreadStrikeAtKO1, nameof(trade.trade_snowball), nameof(trade.trade_snowball.SpreadStrikeAtKO1)));
                    list.Add(compar(trade.trade_snowball.SpreadStrikeAtMaturity, NewValue.trade_snowball.SpreadStrikeAtMaturity, nameof(trade.trade_snowball), nameof(trade.trade_snowball.SpreadStrikeAtMaturity)));
                    list.Add(compar(trade.trade_snowball.SpreadStrikeAtMaturity1, NewValue.trade_snowball.SpreadStrikeAtMaturity1, nameof(trade.trade_snowball), nameof(trade.trade_snowball.SpreadStrikeAtMaturity1)));
                    list.Add(comparStr(trade.trade_snowball.KOObservationDates, NewValue.trade_snowball.KOObservationDates, nameof(trade.trade_snowball), nameof(trade.trade_snowball.KOObservationDates)));
                    break;
                case "气囊结构":
                    list.Add(compar(trade.trade_airbag.Barrier, NewValue.trade_airbag.Barrier, nameof(trade.trade_airbag), nameof(trade.trade_airbag.Barrier)));
                    list.Add(compar(trade.trade_airbag.HighStrike, NewValue.trade_airbag.HighStrike, nameof(trade.trade_airbag), nameof(trade.trade_airbag.HighStrike)));
                    break;
                case "收益互换":
                    if (trade.trade_swap != null)
                    {
                        list.Add(compar(trade.trade_swap.PaySpotPrice, NewValue.trade_swap.PaySpotPrice, nameof(trade.trade_swap), nameof(trade.trade_swap.PaySpotPrice)));
                        list.Add(compar(trade.trade_swap.PayNotional, NewValue.trade_swap.PayNotional, nameof(trade.trade_swap), nameof(trade.trade_swap.PayNotional)));
                        list.Add(compar(trade.trade_swap.PayTradeAmount, NewValue.trade_swap.PayTradeAmount, nameof(trade.trade_swap), nameof(trade.trade_swap.PayTradeAmount)));
                        if (trade.pay_trade_swap_details != null)
                        {
                            foreach (var item in trade.pay_trade_swap_details)
                            {
                                if (!ConsGlobal.IsValid(item.ValidState))
                                {
                                    continue;
                                }
                                var newDetail = NewValue.pay_trade_swap_details.Find(O => O.id == item.id);
                                list.Add(compar(item.SpotPrice, newDetail.SpotPrice, $"{nameof(trade.pay_trade_swap_details)}[{item.id}]", nameof(trade_swap_detail.SpotPrice)));
                                list.Add(compar(item.OriginalNotional, newDetail.OriginalNotional, $"{nameof(trade.pay_trade_swap_details)}[{item.id}]", nameof(trade_swap_detail.OriginalNotional)));
                                list.Add(compar(item.Notional, newDetail.Notional, $"{nameof(trade.pay_trade_swap_details)}[{item.id}]", nameof(trade_swap_detail.Notional)));
                            }
                        }

                        list.Add(compar(trade.trade_swap.GetSpotPrice, NewValue.trade_swap.GetSpotPrice, nameof(trade.trade_swap), nameof(trade.trade_swap.GetSpotPrice)));
                        list.Add(compar(trade.trade_swap.GetNotional, NewValue.trade_swap.GetNotional, nameof(trade.trade_swap), nameof(trade.trade_swap.GetNotional)));
                        list.Add(compar(trade.trade_swap.GetTradeAmount, NewValue.trade_swap.GetTradeAmount, nameof(trade.trade_swap), nameof(trade.trade_swap.GetTradeAmount)));
                        if (trade.get_trade_swap_details != null)
                        {
                            foreach (var item in trade.get_trade_swap_details)
                            {
                                if (!ConsGlobal.IsValid(item.ValidState))
                                {
                                    continue;
                                }
                                var newDetail = NewValue.get_trade_swap_details.Find(O => O.id == item.id);
                                list.Add(compar(item.SpotPrice, newDetail.SpotPrice, $"{nameof(trade.get_trade_swap_details)}[{item.id}]", nameof(trade_swap_detail.SpotPrice)));
                                list.Add(compar(item.OriginalNotional, newDetail.OriginalNotional, $"{nameof(trade.get_trade_swap_details)}[{item.id}]", nameof(trade_swap_detail.OriginalNotional)));
                                list.Add(compar(item.Notional, newDetail.Notional, $"{nameof(trade.get_trade_swap_details)}[{item.id}]", nameof(trade_swap_detail.Notional)));
                            }
                        }
                    }
                    break;
                case "累计期权":
                    list.Add(compar(trade.trade_accumulator_option.KOBarrier, NewValue.trade_accumulator_option.AccumuTradeAmount, nameof(trade.trade_accumulator_option), nameof(trade.trade_accumulator_option.KOBarrier)));
                    list.Add(compar(trade.trade_accumulator_option.AccumuTradeAmount, NewValue.trade_accumulator_option.AccumuTradeAmount, nameof(trade.trade_accumulator_option), nameof(trade.trade_accumulator_option.AccumuTradeAmount)));
                    list.Add(compar(trade.trade_accumulator_option.OriginalAccumuTradeAmount, NewValue.trade_accumulator_option.OriginalAccumuTradeAmount, nameof(trade.trade_accumulator_option), nameof(trade.trade_accumulator_option.OriginalAccumuTradeAmount)));
                    break;
                default:
                    break;
            }

            list.RemoveAll(O => O == null);

            return list;
        }

        /// <summary>
        /// 
        /// </summary>
        public static void SetDividendTradeData(trade trade, trade NewValue)
        {
            trade.SpotPrice = NewValue.SpotPrice;
            trade.OriginalNotional = NewValue.OriginalNotional;
            trade.OriginalStockEqvNotional = NewValue.OriginalStockEqvNotional;
            trade.StockEqvNotionalReal = NewValue.StockEqvNotionalReal;
            trade.StockEqvNotional = NewValue.StockEqvNotional;
            trade.Notional = NewValue.Notional;
            trade.TradeSinglePrice = TradeHelper.GetTradeSinglePriceByTradePrice(NewValue.TradePrice, NewValue.OriginalNotional, NewValue.PrincipalSum(), NewValue.BuySell, NewValue.TradeType, true);
            trade.TradeOriginalAmount = NewValue.TradeOriginalAmount;
            trade.TradeAmount = NewValue.TradeAmount;
            trade.Strike = NewValue.Strike;
            trade.DividendDate = NewValue.DividendDate;

            switch (trade.TradeType)
            {
                case "亚式期权":
                    //获取fixings的时候，函数内部处理除权除息逻辑;
                    break;
                case "障碍期权":
                    trade.trade_barrier_option.BarrierPrice = NewValue.trade_barrier_option.BarrierPrice;
                    trade.trade_barrier_option.UpperBarrierPrice = NewValue.trade_barrier_option.UpperBarrierPrice;
                    break;
                case "彩虹期权":
                    trade.trade_rainbow_option.SpotPrice1 = NewValue.trade_rainbow_option.SpotPrice1;
                    trade.trade_rainbow_option.SpotPrice2 = NewValue.trade_rainbow_option.SpotPrice2;
                    trade.trade_rainbow_option.Strike = NewValue.trade_rainbow_option.Strike;
                    trade.trade_rainbow_option.Strike2 = NewValue.trade_rainbow_option.Strike2;
                    break;
                case "凤凰期权":
                    trade.trade_autocall.KIBarrier = NewValue.trade_autocall.KIBarrier;
                    trade.trade_autocall.KOBarrier = NewValue.trade_autocall.KOBarrier;
                    trade.trade_autocall.CouponBarrier = NewValue.trade_autocall.CouponBarrier;
                    trade.trade_autocall.SpreadStrike = NewValue.trade_autocall.SpreadStrike;
                    trade.trade_autocall.SpreadStrike1 = NewValue.trade_autocall.SpreadStrike1;
                    trade.trade_autocall.KOObservationDates = NewValue.trade_autocall.KOObservationDates;
                    break;
                case "双鲨期权":
                    trade.trade_double_sharkfin_option.BarrierHigh = NewValue.trade_double_sharkfin_option.BarrierHigh;
                    trade.trade_double_sharkfin_option.BarrierLow = NewValue.trade_double_sharkfin_option.BarrierLow;
                    trade.trade_double_sharkfin_option.StrikeHigh = NewValue.trade_double_sharkfin_option.StrikeHigh;
                    trade.trade_double_sharkfin_option.StrikeLow = NewValue.trade_double_sharkfin_option.StrikeLow;
                    break;
                case "区间累积期权":
                    trade.trade_rangeaccrual.LowerRange = NewValue.trade_rangeaccrual.LowerRange;
                    trade.trade_rangeaccrual.UpperRange = NewValue.trade_rangeaccrual.UpperRange;
                    break;
                case "雪球期权":
                    trade.trade_snowball.KIBarrier = NewValue.trade_snowball.KIBarrier;
                    trade.trade_snowball.KOBarrier = NewValue.trade_snowball.KOBarrier;
                    trade.trade_snowball.SpreadStrikeAtKO = NewValue.trade_snowball.SpreadStrikeAtKO;
                    trade.trade_snowball.SpreadStrikeAtKO1 = NewValue.trade_snowball.SpreadStrikeAtKO1;
                    trade.trade_snowball.SpreadStrikeAtMaturity = NewValue.trade_snowball.SpreadStrikeAtMaturity;
                    trade.trade_snowball.SpreadStrikeAtMaturity1 = NewValue.trade_snowball.SpreadStrikeAtMaturity1;
                    trade.trade_snowball.KOObservationDates = NewValue.trade_snowball.KOObservationDates;
                    break;
                case "气囊结构":
                    trade.trade_airbag.Barrier = NewValue.trade_airbag.Barrier;
                    trade.trade_airbag.HighStrike = NewValue.trade_airbag.HighStrike;
                    break;
                case "收益互换":
                    if (trade.trade_swap != null)
                    {
                        trade.trade_swap.PaySpotPrice = NewValue.trade_swap.PaySpotPrice;
                        trade.trade_swap.PayNotional = NewValue.trade_swap.PayNotional;
                        trade.trade_swap.PayTradeAmount = NewValue.trade_swap.PayTradeAmount;
                        if (trade.pay_trade_swap_details != null)
                        {
                            foreach (var item in trade.pay_trade_swap_details)
                            {
                                if (!ConsGlobal.IsValid(item.ValidState))
                                {
                                    continue;
                                }
                                var newDetail = NewValue.pay_trade_swap_details.Find(O => O.id == item.id);
                                item.SpotPrice = newDetail.SpotPrice;
                                item.OriginalNotional = newDetail.OriginalNotional;
                                item.Notional = newDetail.Notional;
                            }
                        }

                        trade.trade_swap.GetSpotPrice = NewValue.trade_swap.GetSpotPrice;
                        trade.trade_swap.GetNotional = NewValue.trade_swap.GetNotional;
                        trade.trade_swap.GetTradeAmount = NewValue.trade_swap.GetTradeAmount;
                        if (trade.get_trade_swap_details != null)
                        {
                            foreach (var item in trade.get_trade_swap_details)
                            {
                                if (!ConsGlobal.IsValid(item.ValidState))
                                {
                                    continue;
                                }
                                var newDetail = NewValue.get_trade_swap_details.Find(O => O.id == item.id);
                                item.SpotPrice = newDetail.SpotPrice;
                                item.OriginalNotional = newDetail.OriginalNotional;
                                item.Notional = newDetail.Notional;
                            }
                        }
                    }
                    break;
                case "累计期权":
                    trade.trade_accumulator_option.KOBarrier = NewValue.trade_accumulator_option.KOBarrier;
                    trade.trade_accumulator_option.AccumuTradeAmount = NewValue.trade_accumulator_option.AccumuTradeAmount;
                    trade.trade_accumulator_option.OriginalAccumuTradeAmount = NewValue.trade_accumulator_option.OriginalAccumuTradeAmount;
                    break;
                default:
                    break;
            }
        }

        /// <summary>
        /// 获取除权价
        /// </summary>
        /// <param name="closePrice">除权日收盘价</param>
        /// <param name="info">除权除息配置</param>
        /// <param name="overrideDividendRatio">除权除息系数</param>
        /// <returns></returns>
        public double? GetPrice(double? closePrice, ex_dividend_info info, double? overrideDividendRatio = null)
        {
            if (!closePrice.HasValue) { return closePrice; }
            return GetPrice(closePrice.Value, info, overrideDividendRatio);
        }

        /// <summary>
        /// 获取除权价
        /// </summary>
        /// <param name="pirce">除权日收盘价</param>
        /// <param name="info">除权除息配置</param>
        /// <returns></returns>
        public double GetPrice(double price, ex_dividend_info info, double? overrideDividendRatio = null)
        {
            if (price == 0)
            {
                return 0;
            }
            var ratio = overrideDividendRatio != null ? overrideDividendRatio.Value : GetRatio(info);
            double? result = price / ratio;
            return Math.Round(result ?? 0, 4, MidpointRounding.AwayFromZero);
        }

        /// <summary>
        /// 获取除权除息系数
        /// </summary>
        /// <param name="info"></param>
        /// <returns></returns>
        public double GetRatio(ex_dividend_info info)
        {
            var dividendRate = valuedateBLL.SystemDate.DividendRate / 100;
            var closePrice = new EodPriceProvider(info.ExDividendDate.Value).GetPrice(info.UnderlyingCode, SettlementTypeEnum.ClosePrice);
            var cDivdPrice = (closePrice * 10.0 - (info.GiveCashAmount * (1 - dividendRate)) + info.RationedSharesAmount * info.RationedSharesPrice) / (10 + info.GiveShareAmount + info.RationedSharesAmount);
            return closePrice / cDivdPrice;
        }

        /// <summary>
        /// 获取除权后持仓量
        /// </summary>
        /// <param name="amount">持仓数量</param>
        /// <param name="info">除权除息配置</param>
        /// <returns></returns>
        public double? GetPositionAmount(double? amount, ex_dividend_info info)
        {
            if (!amount.HasValue) { return amount; }
            return GetPositionAmount(amount.Value, info);
        }

        /// <summary>
        /// 获取除权后持仓量
        /// </summary>
        /// <param name="amount">持仓数量</param>
        /// <param name="info">除权除息配置</param>
        /// <returns></returns>
        public double GetPositionAmount(double amount, ex_dividend_info info)
        {
            double? result = amount * (1 + info.GiveShareAmount / 10.0);
            return Math.Round(result ?? 0, 12);
        }

        public IQueryable<ex_dividend_info> GetExDividendQuery(DateTime valueDate)
        {
            return DbContext.ex_dividend_info.Where(O => O.ValidStatus && O.ExDividendDate == valueDate);
        }

        public IQueryable<ex_dividend_info> GetExDividendQuery(DateTime dateStart, DateTime dateEnd)
        {
            return DbContext.ex_dividend_info.Where(O => O.ValidStatus && O.ExDividendDate >= dateStart && O.ExDividendDate <= dateEnd);
        }

        public IEnumerable<ex_dividend_info> GetExDividends(DateTime valueDate, params int[] underlyingIds)
        {
            var query = DbContext.ex_dividend_info.Where(O => O.ValidStatus && O.ExDividendDate == valueDate);
            if (underlyingIds != null && underlyingIds.Any())
            {
                query = query.Where(n => underlyingIds.Contains(n.UnderlyingId));
            }
            return query.ToArray();
        }

        public IQueryable<ex_dividend_info> GetExDividendInfos(string underlyingCode)
        {
            if (string.IsNullOrWhiteSpace(underlyingCode))
            {
                throw new ArgumentNullException(nameof(underlyingCode));
            }

            return
                from di in DbContext.ex_dividend_info
                join un in DbContext.underlying_manager
                on di.UnderlyingId equals un.id
                where di.ValidStatus && un.UnderlyingCode == underlyingCode
                select di;
        }

        public void ImportDividendInfos(Stream stream)
        {
            var dt = new ExcelHelper().ExcelToDataTable(stream, null, true);
            if (!dt.Columns.Contains("股票代码") || !dt.Columns.Contains("股权登记日"))
            {
                throw new ServiceException("请使用正确的模板上传");
            }
            var dict = new Dictionary<string, ex_dividend_info>();
            for (var i = 0; i < dt.Rows.Count; i++)
            {
                var info = new ex_dividend_info
                {
                    UnderlyingCode = dt.Rows[i]["股票代码"]?.ToString(),
                    ExDividendDate = DateTime.TryParse(getColValueFromTable(dt.Rows[i], "股权登记日"), out var date) ? date : DateTime.MinValue,
                    GiveCashAmount = double.TryParse(getColValueFromTable(dt.Rows[i], "派息金额"), out var value) ? value : 0,
                    GiveShareAmount = double.TryParse(getColValueFromTable(dt.Rows[i], "送股股数"), out value) ? value : 0,
                    RationedSharesAmount = double.TryParse(getColValueFromTable(dt.Rows[i], "配股股数"), out value) ? value : 0,
                    RationedSharesPrice = double.TryParse(getColValueFromTable(dt.Rows[i], "配股股价"), out value) ? value : 0,
                    OptId = OptUser.UserId,
                    OptName = OptUser.UserName,
                    OptDate = DateTime.Now
                };
                if (string.IsNullOrWhiteSpace(info.UnderlyingCode) && info.ExDividendDate < DateTime.Now.AddYears(10))
                {
                    continue;
                }
                if (string.IsNullOrWhiteSpace(info.UnderlyingCode))
                {
                    throw new ServiceException($"第{i + 1}行股票代码不应为空");
                }
                if (info.ExDividendDate < DateTime.Now.AddYears(-10))
                {
                    throw new ServiceException($"第{i + 1}行股权登记日不正确");
                }
                dict[$"{info.ExDividendDate}{info.UnderlyingCode}"] = info;
            }
            if (!AddDividendInfos(dict.Values, out var errMsg))
            {
                throw new ServiceException(errMsg);
            }
        }

        private string getColValueFromTable(DataRow dr, string colName)
        {
            if (dr.Table.Columns.Contains(colName))
            {
                return dr[colName].ToString();
            }
            return "";
        }

        public bool AddDividendInfos(IEnumerable<ex_dividend_info> infos, out string errMsg)
        {
            try
            {
                var keys = infos.Select(O => $"{O.ExDividendDate?.ToString("yyyy-MM-dd")}{O.UnderlyingCode}");
                var ids = infos.Select(O => O.id).ToHashSet();

                var data = from dividendDb in DbContext.ex_dividend_info.Where(O => keys.Contains(O.ExDividendDate + O.UnderlyingCode) && O.ValidStatus)
                           where !ids.Contains(dividendDb.id)
                           select dividendDb;
                if (data.Any())
                {
                    var dd = data.Select(O => O.UnderlyingCode + "_" + O.ExDividendDate).ToArray();
                    errMsg = string.Join(",", dd) + "已存在除息信息,请修改原数据";
                    return false;
                }

                var basketList =
                    DataCacheProvider.GetUnderlyingDataSource()
                    .AsQueryable().Where(O => O.IsBasket() && O.SubData != null)
                    .Select(O => new { O.UnderlyingCode, O.SubData });
                IEnumerable<eod_stock_price> priceList = null;
                foreach (var item in infos)
                {
                    var underlying = underlying_managerBLL.GetByCode(item.UnderlyingCode);
                    if (underlying == null)
                    {
                        errMsg = $"{item.UnderlyingCode} 标的信息不存在";
                        return false;
                    }
                    item.UnderlyingId = underlying.id;
                    item.GiveCashAmount = item.GiveCashAmount.FormatValue(6);
                    item.RationedSharesAmount = item.RationedSharesAmount.FormatValue(6);
                    item.RationedSharesPrice = item.RationedSharesPrice.FormatValue(6);
                    item.GiveShareAmount = item.GiveShareAmount.FormatValue(6);
                    item.ValidStatus = true;
                    item.OptId = OptUser.UserId;
                    item.OptName = OptUser.UserName;
                    item.OptDate = DateTime.Now;
                    var dividend = item.id > 0 ? DbContext.ex_dividend_info.Where(O => O.id == item.id).FirstOrDefault() : null;
                    if (dividend == null)
                    { DbContext.ex_dividend_info.Add(item); }
                    else
                    {
                        if (checkDividendInfoExecuteStatus(dividend))
                        {
                            errMsg = $"{dividend.UnderlyingCode} {dividend.ExDividendDate?.ToString("yyyy-MM-dd")}除权信息保存失败,该信息已被执行,不允许修改!";
                            return false;
                        }
                        dividend.UnderlyingCode = item.UnderlyingCode;
                        dividend.UnderlyingId = item.UnderlyingId;
                        dividend.ExDividendDate = item.ExDividendDate;
                        dividend.GiveCashAmount = item.GiveCashAmount;
                        dividend.RationedSharesAmount = item.RationedSharesAmount;
                        dividend.RationedSharesPrice = item.RationedSharesPrice;
                        dividend.GiveShareAmount = item.GiveShareAmount;
                        dividend.ValidStatus = item.ValidStatus;
                        dividend.OptId = item.OptId;
                        dividend.OptName = item.OptName;
                        dividend.OptDate = item.OptDate;
                    }
                    if (!basketList.Any())
                    {
                        continue;
                    }
                    var codes = basketList.Where(O => O.SubData.Contains(item.UnderlyingCode)).Select(O => O.UnderlyingCode);
                    if (!codes.Any())
                    {
                        continue;
                    }
                    var removePriceList = DbContext.eod_stock_price.Where(O => codes.Contains(O.UnderlyingCode) && O.ValueDate > item.ExDividendDate);
                    if (!removePriceList.Any())
                    {
                        continue;
                    }
                    DbContext.eod_stock_price.RemoveRange(removePriceList);
                }
                if (priceList != null)
                {
                    DbContext.eod_stock_price.RemoveRange(priceList);
                }
                DbContext.SaveChanges();
                errMsg = "";
                return true;
            }
            catch (Exception ex)
            {
                errMsg = "保存失败";
                LogFactory.GetLogger<DividendService>().Error(ex);
            }
            return false;
        }

        /// <summary>
        /// 检查除权除息记录有没有被执行
        /// </summary>
        /// <param name="info"></param>
        /// <returns></returns>
        public bool checkDividendInfoExecuteStatus(ex_dividend_info info)
        {
            var eodStatus = DbContext.eodStatus.Where(O => O.ValueDate == info.ExDividendDate && O.OptDate > info.OptDate).Any();
            if (eodStatus)
            {
                //查询标的对应交易是否执行过收盘操作;
                var tradeQuery = from t in DbContext.trade.Where(O => O.UnderlyingCode == info.UnderlyingCode && O.TradeDate <= info.ExDividendDate && O.ExerciseDate >= info.ExDividendDate && O.DividendDate >= O.TradeDate)
                                 join et in DbContext.eod_trade.Where(O => ConsTrade.LiveTradeStatusList.Contains(O.TradeStatus))
                                 on new { t.id, ValueDate = t.TradeDate.Value } equals new { id = et.TradeId, et.ValueDate }
                                 select et.id;
                if (tradeQuery.Any())
                {
                    return true;
                }
                //查询篮子标的对应交易是否执行过收盘操作;
                var umList = DataCacheProvider.GetUnderlyingDataSource().AsQueryable(O => O.IsBasket() && O.SubData != null && O.SubData.Contains(info.UnderlyingCode)).Select(O => O.UnderlyingCode).ToArray();
                tradeQuery = from t in DbContext.trade.Where(O => umList.Contains(O.UnderlyingCode) && O.TradeDate <= info.ExDividendDate && O.ExerciseDate >= info.ExDividendDate && O.DividendDate >= O.TradeDate)
                             join et in DbContext.eod_trade.Where(O => ConsTrade.LiveTradeStatusList.Contains(O.TradeStatus))
                             on new { t.id, ValueDate = t.TradeDate.Value } equals new { id = et.TradeId, et.ValueDate }
                             select et.id;
                if (tradeQuery.Any())
                {
                    return true;
                }
                //查询多标的对应交易是否执行过收盘操作;
                tradeQuery = from ts in DbContext.trade_swap_detail.Where(O => O.UnderlyingCode == info.UnderlyingCode)
                             join t in DbContext.trade.Where(O => O.TradeDate <= info.ExDividendDate && O.ExerciseDate >= info.ExDividendDate && O.DividendDate >= O.TradeDate)
                             on ts.TradeId equals t.id
                             join et in DbContext.eod_trade.Where(O => ConsTrade.LiveTradeStatusList.Contains(O.TradeStatus))
                             on new { t.id, ValueDate = t.TradeDate.Value } equals new { id = et.TradeId, et.ValueDate }
                             select et.id;
                if (tradeQuery.Any())
                {
                    return true;
                }
            }
            return false;
        }

        public List<DividendTrade> QueryDividendTrade(DividendTradeReq req)
        {
            TradeChanges changes = null;
            var result = new List<DividendTrade>();
            var predicate = PredicateBuilder.Create<trade>(O => O.ValidState != "InValid"
                && ConsTrade.TradeStatusAfterConfirmed.Contains(O.TradeStatus)
                && O.TradeType != "结构化交易");
            if (!string.IsNullOrWhiteSpace(req.TradeNumber))
            {
                predicate = predicate.And(O => O.TradeNumber == req.TradeNumber);
            }
            if (req.ClientIds != null && req.ClientIds.Any(O => O > 0))
            {
                predicate = predicate.And(O => req.ClientIds.Contains(O.ClientId));
            }
            if (req.AssetUnitIds != null && req.AssetUnitIds.Any(O => O > 0))
            {
                predicate = predicate.And(O => req.AssetUnitIds.Contains(O.AssetId));
            }
            if (req.TradeTypes != null && req.TradeTypes.Any(O => !string.IsNullOrWhiteSpace(O)))
            {
                predicate = predicate.And(O => req.TradeTypes.Contains(O.TradeType) || req.TradeTypes.Contains(O.StructureType));
            }
            if (req.UnderlyingIds != null && req.UnderlyingIds.Any(O => O > 0))
            {
                predicate = predicate.And(O => req.UnderlyingIds.Contains(O.UnderlyingId));
            }
            if (req.TraderIds != null && req.TraderIds.Any(O => O > 0))
            {
                predicate = predicate.And(O => req.TraderIds.Contains(O.TraderId));
            }
            if (req.TradeDateStart > DateTime.MinValue)
            {
                predicate = predicate.And(O => req.TradeDateStart <= O.TradeDate);
            }
            if (req.TradeDateEnd > DateTime.MinValue)
            {
                predicate = predicate.And(O => req.TradeDateEnd >= O.TradeDate);
            }
            if (req.ExerciseDateStart > DateTime.MinValue)
            {
                predicate = predicate.And(O => req.ExerciseDateStart <= O.ExerciseDate);
            }
            if (req.ExerciseDateEnd > DateTime.MinValue)
            {
                predicate = predicate.And(O => req.ExerciseDateEnd >= O.ExerciseDate);
            }
            var query = DbContext.trade.Where(predicate);
            var tradeInfos = (from diInfo in GetExDividendQuery(req.DividendDate, req.DividendDateEnd.Value)
                              join t in query
                              on diInfo.UnderlyingCode equals t.UnderlyingCode
                              where
                                t.TradeDate <= diInfo.ExDividendDate &&
                                t.ValidState != "InValid" &&
                                (ConsTrade.PositionTradeStatusList.Contains(t.TradeStatus) ||
                                (ConsTrade.TradeCompleteStatus.Contains(t.TradeStatus) &&
                                ((t.UnWindDate == null && t.ExerciseDate > diInfo.ExDividendDate) ||
                                (t.UnWindDate != null && t.UnWindDate > diInfo.ExDividendDate))))
                              select new { diInfo, t })//单标的
                              .Concat(from diInfo in GetExDividendQuery(req.DividendDate, req.DividendDateEnd.Value)
                                      join ts in DbContext.trade_swap_detail
                                      on diInfo.UnderlyingCode equals ts.UnderlyingCode
                                      join t in query
                                      on ts.TradeId equals t.id
                                      where
                                         t.TradeDate <= diInfo.ExDividendDate &&
                                         t.ValidState != "InValid" &&
                                         (ConsTrade.PositionTradeStatusList.Contains(t.TradeStatus) ||
                                         (ConsTrade.TradeCompleteStatus.Contains(t.TradeStatus) &&
                                         ((t.UnWindDate == null && t.ExerciseDate > diInfo.ExDividendDate) ||
                                         (t.UnWindDate != null && t.UnWindDate > diInfo.ExDividendDate))))
                                      select new { diInfo, t })//多标的                              
                              .ToList();

            //篮子标的
            var dividendDict = GetExDividendQuery(req.DividendDate, req.DividendDateEnd.Value).ToDictionary(K => K.UnderlyingCode, V => V);
            var umList = DbContext.underlying_manager.Where(O => O.CommodityCode == "篮子标的" && O.SubData != null).ToList();
            var codeDict = new Dictionary<string, ex_dividend_info>();
            foreach (var item in dividendDict)
            {
                var ums = umList.Where(O => O.SubData.Contains(item.Key)).ToList();
                ums.ForEach(O => codeDict[O.UnderlyingCode.ToLower()] = item.Value);
            }
            var tempTrade = query.Where(O => codeDict.Keys.Contains(O.UnderlyingCode));
            foreach (var t in tempTrade)
            {
                var code = t.UnderlyingCode.ToLower();
                var diInfo = codeDict.ContainsKey(code) ? codeDict[code] : null;
                if (diInfo == null)
                {
                    continue;
                }
                if (t.TradeDate <= diInfo.ExDividendDate && ((t.UnWindDate == null && t.ExerciseDate > diInfo.ExDividendDate) || (t.UnWindDate != null && t.UnWindDate > diInfo.ExDividendDate)))
                {
                    tradeInfos.Add(new { diInfo, t });
                }
            }

            var ids = tradeInfos.Select(O => O.t.id).ToArray();
            var subTrades = tradeInfos.Select(O => O.t).ToList();
            tradeBLL.SetFieldsByTradeType(subTrades);
            var changeService = new DbRecordChangesService<TradeChanges>(this);
            var tradeChangeDict = changeService.GetValue(ConsInfoChangeType.Dividend, ids, req.DividendDate).GroupBy(O => O.RecordId).ToDictionary(K => K.Key, V => V.ToList());
            var ratioDict = changeService.GetValue(
                ConsInfoChangeType.UserChange,
                ids,
                nameof(trade.DividendRatio),
                req.DividendDate).ToDictionary(K => K.RecordId, V =>
                {
                    return double.TryParse(V.NewValue, out var temp) ? (double?)temp : null;
                });
            foreach (var item in tradeInfos)
            {
                var info = new DividendTrade
                {
                    TradeId = item.t.id,
                    EncryptId = item.t.EncryptId,
                    TradeNumber = item.t.TradeNumber,
                    ExDividendDate = item.diInfo.ExDividendDate.Value,
                    DividendStatus = tradeChangeDict.ContainsKey(item.t.id),
                    TradeStatus = item.t.TradeStatus,
                    ClientName = item.t.ClientName,
                    TradeType = item.t.StructureType ?? item.t.TradeType,
                    TradeDate = item.t.TradeDate.Value,
                    ExerciseDate = item.t.ExerciseDate.Value,
                    UnderlyingCode = item.t.UnderlyingCode,

                    DividendRatio = ratioDict.ContainsKey(item.t.id) ? ratioDict[item.t.id].Value : double.NaN,

                    trade = item.t
                };

                var tradeFullInfo = subTrades.Where(O => O.id == item.t.id).FirstOrDefault();
                if (info.DividendStatus)
                {
                    changes = tradeChangeDict[item.t.id].Where(O => O.FieldName == nameof(trade.OriginalStockEqvNotional)).FirstOrDefault();
                    info.StockEqvNotional = TryParseDouble(changes?.NewValue, item.t.OriginalStockEqvNotional ?? double.NaN);
                    info.StockEqvNotional_After = TryParseDouble(changes?.FieldValue, double.NaN);

                    changes = tradeChangeDict[item.t.id].Where(O => O.FieldName == nameof(trade.SpotPrice)).FirstOrDefault();
                    info.SpotPrice = TryParseDouble(changes?.NewValue, info.SpotPrice);
                    info.SpotPrice_After = TryParseDouble(changes?.FieldValue, double.NaN);

                    changes = tradeChangeDict[item.t.id].Where(O => O.FieldName == nameof(trade.TradeOriginalAmount)).FirstOrDefault();
                    info.TradeOriginalAmount = TryParseDouble(changes?.NewValue, info.TradeOriginalAmount);
                    info.TradeOriginalAmount_After = TryParseDouble(changes?.FieldValue, double.NaN);

                    if (item.t.IsMoneynessOptionData)
                    {
                        var spotPrice = info.SpotPrice_After;

                        info.Strike = info.SpotPrice * (item.t.Strike ?? 1);
                        info.Strike_After = spotPrice * (item.t.Strike ?? 1);

                        switch (item.t.TradeType)
                        {
                            case "障碍期权":
                                info.Barrier = info.SpotPrice * (tradeFullInfo.trade_barrier_option.BarrierPrice ?? 1);
                                info.Strike = info.SpotPrice;
                                //info.Strike_After = spotPrice * (tradeFullInfo.trade_barrier_option.BarrierPrice ?? 1);
                                //info.StrikeHigh = info.SpotPrice * (tradeFullInfo.trade_barrier_option.UpperBarrierPrice ?? 1);
                                //info.StrikeHigh_After = spotPrice * (tradeFullInfo.trade_barrier_option.UpperBarrierPrice ?? 1);
                                break;
                            //case "彩虹期权":
                            //    trade.trade_rainbow_option.SpotPrice1 = NewValue.trade_rainbow_option.SpotPrice1;
                            //    trade.trade_rainbow_option.SpotPrice2 = NewValue.trade_rainbow_option.SpotPrice2;
                            //    trade.trade_rainbow_option.Strike = NewValue.trade_rainbow_option.Strike;
                            //    trade.trade_rainbow_option.Strike2 = NewValue.trade_rainbow_option.Strike2;
                            //    break;
                            case "凤凰期权":
                                info.KIBarrier = info.SpotPrice * tradeFullInfo.trade_autocall.KIBarrier;
                                info.KIBarrier_After = spotPrice * tradeFullInfo.trade_autocall.KIBarrier;
                                info.KOBarrier = info.SpotPrice * tradeFullInfo.trade_autocall.KOBarrier;
                                info.KOBarrier_After = spotPrice * tradeFullInfo.trade_autocall.KOBarrier;
                                info.CouponBarrier = info.SpotPrice * tradeFullInfo.trade_autocall.CouponBarrier;
                                info.CouponBarrier_After = spotPrice * tradeFullInfo.trade_autocall.CouponBarrier;
                                info.Strike = info.SpotPrice * (tradeFullInfo.trade_autocall.SpreadStrike ?? 1);
                                info.Strike_After = spotPrice * (tradeFullInfo.trade_autocall.SpreadStrike ?? 1);
                                info.StrikeHigh = info.SpotPrice * (tradeFullInfo.trade_autocall.SpreadStrike1 ?? 1);
                                info.StrikeHigh_After = spotPrice * (tradeFullInfo.trade_autocall.SpreadStrike1 ?? 1);
                                break;
                            case "双鲨期权":
                                info.BarrierHigh = info.SpotPrice * tradeFullInfo.trade_double_sharkfin_option.BarrierHigh;
                                info.BarrierHigh_After = spotPrice * tradeFullInfo.trade_double_sharkfin_option.BarrierHigh;
                                info.Barrier = info.SpotPrice * tradeFullInfo.trade_double_sharkfin_option.BarrierLow;
                                info.Barrier_After = spotPrice * tradeFullInfo.trade_double_sharkfin_option.BarrierLow;
                                info.StrikeHigh = info.SpotPrice * (tradeFullInfo.trade_double_sharkfin_option.StrikeHigh ?? 1);
                                info.StrikeHigh_After = spotPrice * (tradeFullInfo.trade_double_sharkfin_option.StrikeHigh ?? 1);
                                info.Strike = info.SpotPrice * (tradeFullInfo.trade_double_sharkfin_option.StrikeLow ?? 1);
                                info.Strike_After = spotPrice * (tradeFullInfo.trade_double_sharkfin_option.StrikeLow ?? 1);
                                break;
                            case "区间累积期权":
                                info.LowerRange = info.SpotPrice * tradeFullInfo.trade_rangeaccrual.LowerRange;
                                info.LowerRange_After = spotPrice * tradeFullInfo.trade_rangeaccrual.LowerRange;
                                info.UpperRange = info.SpotPrice * tradeFullInfo.trade_rangeaccrual.UpperRange;
                                info.UpperRange_After = spotPrice * tradeFullInfo.trade_rangeaccrual.UpperRange;
                                break;
                            case "雪球期权":
                                info.KIBarrier = info.SpotPrice * tradeFullInfo.trade_snowball.KIBarrier;
                                info.KIBarrier_After = spotPrice * tradeFullInfo.trade_snowball.KIBarrier;
                                info.KOBarrier = info.SpotPrice * tradeFullInfo.trade_snowball.KOBarrier;
                                info.KOBarrier_After = spotPrice * tradeFullInfo.trade_snowball.KOBarrier;
                                info.SpreadStrikeAtKO = info.SpotPrice * tradeFullInfo.trade_snowball.SpreadStrikeAtKO;
                                info.SpreadStrikeAtKO_After = spotPrice * tradeFullInfo.trade_snowball.SpreadStrikeAtKO;
                                info.SpreadStrikeAtKO1 = info.SpotPrice * tradeFullInfo.trade_snowball.SpreadStrikeAtKO1;
                                info.SpreadStrikeAtKO1_After = spotPrice * tradeFullInfo.trade_snowball.SpreadStrikeAtKO1;
                                info.SpreadStrikeAtMaturity = info.SpotPrice * tradeFullInfo.trade_snowball.SpreadStrikeAtMaturity;
                                info.SpreadStrikeAtMaturity_After = spotPrice * tradeFullInfo.trade_snowball.SpreadStrikeAtMaturity;
                                info.SpreadStrikeAtMaturity1 = info.SpotPrice * tradeFullInfo.trade_snowball.SpreadStrikeAtMaturity1;
                                info.SpreadStrikeAtMaturity1_After = spotPrice * tradeFullInfo.trade_snowball.SpreadStrikeAtMaturity1;
                                break;
                            case "气囊结构":
                                info.Barrier = info.SpotPrice * tradeFullInfo.trade_airbag.Barrier;
                                info.Barrier_After = spotPrice * tradeFullInfo.trade_airbag.Barrier;
                                info.StrikeHigh = info.SpotPrice * tradeFullInfo.trade_airbag.HighStrike;
                                info.StrikeHigh_After = spotPrice * tradeFullInfo.trade_airbag.HighStrike;
                                break;
                            case "收益互换":
                                info.PayUnderlyingCode = tradeFullInfo.trade_swap.PayUnderlyingCode;
                                info.GetUnderlyingCode = tradeFullInfo.trade_swap.GetUnderlyingCode;
                                break;
                        }
                    }
                    else
                    {
                        changes = tradeChangeDict[item.t.id].Where(O => O.FieldName == nameof(trade.Strike)).FirstOrDefault();
                        info.Strike = TryParseDouble(changes?.NewValue, info.Strike);
                        info.Strike_After = TryParseDouble(changes?.FieldValue, double.NaN);
                        var fileName = "";
                        switch (item.t.TradeType)
                        {
                            case "障碍期权":
                                fileName = nameof(trade.trade_barrier_option) + "." + nameof(trade_barrier_option.BarrierPrice);
                                changes = tradeChangeDict[item.t.id].Where(O => O.FieldName == fileName).FirstOrDefault();
                                info.Strike = TryParseDouble(changes?.NewValue, info.Strike);
                                info.Strike_After = TryParseDouble(changes?.FieldValue, double.NaN);

                                fileName = nameof(trade.trade_barrier_option) + "." + nameof(trade_barrier_option.UpperBarrierPrice);
                                changes = tradeChangeDict[item.t.id].Where(O => O.FieldName == fileName).FirstOrDefault();
                                info.StrikeHigh = TryParseDouble(changes?.NewValue, info.StrikeHigh);
                                info.StrikeHigh_After = TryParseDouble(changes?.FieldValue, double.NaN);
                                break;
                            //case "彩虹期权":
                            //    trade.trade_rainbow_option.SpotPrice1 = NewValue.trade_rainbow_option.SpotPrice1;
                            //    trade.trade_rainbow_option.SpotPrice2 = NewValue.trade_rainbow_option.SpotPrice2;
                            //    trade.trade_rainbow_option.Strike = NewValue.trade_rainbow_option.Strike;
                            //    trade.trade_rainbow_option.Strike2 = NewValue.trade_rainbow_option.Strike2;
                            //    break;
                            case "凤凰期权":
                                fileName = nameof(trade.trade_autocall) + "." + nameof(trade_autocall.KIBarrier);
                                changes = tradeChangeDict[item.t.id].Where(O => O.FieldName == fileName).FirstOrDefault();
                                info.KIBarrier = TryParseDouble(changes?.NewValue, info.KIBarrier);
                                info.KIBarrier_After = TryParseDouble(changes?.FieldValue, double.NaN);

                                fileName = nameof(trade.trade_autocall) + "." + nameof(trade_autocall.KOBarrier);
                                changes = tradeChangeDict[item.t.id].Where(O => O.FieldName == fileName).FirstOrDefault();
                                info.KOBarrier = TryParseDouble(changes?.NewValue, info.KOBarrier);
                                info.KOBarrier_After = TryParseDouble(changes?.FieldValue, double.NaN);

                                fileName = nameof(trade.trade_autocall) + "." + nameof(trade_autocall.CouponBarrier);
                                changes = tradeChangeDict[item.t.id].Where(O => O.FieldName == fileName).FirstOrDefault();
                                info.CouponBarrier = TryParseDouble(changes?.NewValue, info.CouponBarrier);
                                info.CouponBarrier_After = TryParseDouble(changes?.FieldValue, double.NaN);

                                fileName = nameof(trade.trade_autocall) + "." + nameof(trade_autocall.SpreadStrike);
                                changes = tradeChangeDict[item.t.id].Where(O => O.FieldName == fileName).FirstOrDefault();
                                info.Strike = TryParseDouble(changes?.NewValue, info.Strike);
                                info.Strike_After = TryParseDouble(changes?.FieldValue, double.NaN);

                                fileName = nameof(trade.trade_autocall) + "." + nameof(trade_autocall.SpreadStrike1);
                                changes = tradeChangeDict[item.t.id].Where(O => O.FieldName == fileName).FirstOrDefault();
                                info.StrikeHigh = TryParseDouble(changes?.NewValue, info.StrikeHigh);
                                info.StrikeHigh_After = TryParseDouble(changes?.FieldValue, double.NaN);
                                break;
                            case "双鲨期权":
                                fileName = nameof(trade.trade_double_sharkfin_option) + "." + nameof(trade_double_sharkfin_option.BarrierHigh);
                                changes = tradeChangeDict[item.t.id].Where(O => O.FieldName == fileName).FirstOrDefault();
                                info.BarrierHigh = TryParseDouble(changes?.NewValue, info.BarrierHigh);
                                info.BarrierHigh_After = TryParseDouble(changes?.FieldValue, double.NaN);

                                fileName = nameof(trade.trade_double_sharkfin_option) + "." + nameof(trade_double_sharkfin_option.BarrierLow);
                                changes = tradeChangeDict[item.t.id].Where(O => O.FieldName == fileName).FirstOrDefault();
                                info.Barrier = TryParseDouble(changes?.NewValue, info.Barrier);
                                info.Barrier_After = TryParseDouble(changes?.FieldValue, double.NaN);

                                fileName = nameof(trade.trade_double_sharkfin_option) + "." + nameof(trade_double_sharkfin_option.StrikeHigh);
                                changes = tradeChangeDict[item.t.id].Where(O => O.FieldName == fileName).FirstOrDefault();
                                info.StrikeHigh = TryParseDouble(changes?.NewValue, info.StrikeHigh);
                                info.StrikeHigh_After = TryParseDouble(changes?.FieldValue, double.NaN);

                                fileName = nameof(trade.trade_double_sharkfin_option) + "." + nameof(trade_double_sharkfin_option.StrikeLow);
                                changes = tradeChangeDict[item.t.id].Where(O => O.FieldName == fileName).FirstOrDefault();
                                info.Strike = TryParseDouble(changes?.NewValue, info.Strike);
                                info.Strike_After = TryParseDouble(changes?.FieldValue, double.NaN);
                                break;
                            case "区间累积期权":
                                fileName = nameof(trade.trade_rangeaccrual) + "." + nameof(trade_rangeaccrual.LowerRange);
                                changes = tradeChangeDict[item.t.id].Where(O => O.FieldName == fileName).FirstOrDefault();
                                info.LowerRange = TryParseDouble(changes?.NewValue, info.LowerRange);
                                info.LowerRange_After = TryParseDouble(changes?.FieldValue, double.NaN);

                                fileName = nameof(trade.trade_rangeaccrual) + "." + nameof(trade_rangeaccrual.UpperRange);
                                changes = tradeChangeDict[item.t.id].Where(O => O.FieldName == fileName).FirstOrDefault();
                                info.UpperRange = TryParseDouble(changes?.NewValue, info.UpperRange);
                                info.UpperRange_After = TryParseDouble(changes?.FieldValue, double.NaN);
                                break;
                            case "雪球期权":
                                fileName = nameof(trade.trade_snowball) + "." + nameof(trade_snowball.KIBarrier);
                                changes = tradeChangeDict[item.t.id].Where(O => O.FieldName == fileName).FirstOrDefault();
                                info.KIBarrier = TryParseDouble(changes?.NewValue, info.KIBarrier);
                                info.KIBarrier_After = TryParseDouble(changes?.FieldValue, double.NaN);

                                fileName = nameof(trade.trade_snowball) + "." + nameof(trade_snowball.KOBarrier);
                                changes = tradeChangeDict[item.t.id].Where(O => O.FieldName == fileName).FirstOrDefault();
                                info.KOBarrier = TryParseDouble(changes?.NewValue, info.KOBarrier);
                                info.KOBarrier_After = TryParseDouble(changes?.FieldValue, double.NaN);

                                fileName = nameof(trade.trade_snowball) + "." + nameof(trade_snowball.SpreadStrikeAtKO);
                                changes = tradeChangeDict[item.t.id].Where(O => O.FieldName == fileName).FirstOrDefault();
                                info.SpreadStrikeAtKO = TryParseDouble(changes?.NewValue, info.SpreadStrikeAtKO ?? double.NaN);
                                info.SpreadStrikeAtKO_After = TryParseDouble(changes?.FieldValue, double.NaN);

                                fileName = nameof(trade.trade_snowball) + "." + nameof(trade_snowball.SpreadStrikeAtKO1);
                                changes = tradeChangeDict[item.t.id].Where(O => O.FieldName == fileName).FirstOrDefault();
                                info.SpreadStrikeAtKO1 = TryParseDouble(changes?.NewValue, info.SpreadStrikeAtKO1 ?? double.NaN);
                                info.SpreadStrikeAtKO1_After = TryParseDouble(changes?.FieldValue, double.NaN);

                                fileName = nameof(trade.trade_snowball) + "." + nameof(trade_snowball.SpreadStrikeAtMaturity);
                                changes = tradeChangeDict[item.t.id].Where(O => O.FieldName == fileName).FirstOrDefault();
                                info.SpreadStrikeAtMaturity = TryParseDouble(changes?.NewValue, info.SpreadStrikeAtMaturity ?? double.NaN);
                                info.SpreadStrikeAtMaturity_After = TryParseDouble(changes?.FieldValue, double.NaN);

                                fileName = nameof(trade.trade_snowball) + "." + nameof(trade_snowball.SpreadStrikeAtMaturity1);
                                changes = tradeChangeDict[item.t.id].Where(O => O.FieldName == fileName).FirstOrDefault();
                                info.SpreadStrikeAtMaturity1 = TryParseDouble(changes?.NewValue, info.SpreadStrikeAtMaturity1 ?? double.NaN);
                                info.SpreadStrikeAtMaturity1_After = TryParseDouble(changes?.FieldValue, double.NaN);
                                break;
                            case "气囊结构":
                                fileName = nameof(trade.trade_airbag) + "." + nameof(trade_airbag.Barrier);
                                changes = tradeChangeDict[item.t.id].Where(O => O.FieldName == fileName).FirstOrDefault();
                                info.Barrier = TryParseDouble(changes?.NewValue, info.Barrier);
                                info.Barrier_After = TryParseDouble(changes?.FieldValue, double.NaN);

                                fileName = nameof(trade.trade_airbag) + "." + nameof(trade_airbag.HighStrike);
                                changes = tradeChangeDict[item.t.id].Where(O => O.FieldName == fileName).FirstOrDefault();
                                info.StrikeHigh = TryParseDouble(changes?.NewValue, info.StrikeHigh);
                                info.StrikeHigh_After = TryParseDouble(changes?.FieldValue, double.NaN);
                                break;
                            case "收益互换":
                                info.PayUnderlyingCode = tradeFullInfo.trade_swap.PayUnderlyingCode;
                                info.GetUnderlyingCode = tradeFullInfo.trade_swap.GetUnderlyingCode;

                                fileName = nameof(trade.trade_swap) + "." + nameof(trade_swap.PaySpotPrice);
                                changes = tradeChangeDict[item.t.id].Where(O => O.FieldName == fileName).FirstOrDefault();
                                info.PaySpotPrice = TryParseDouble(changes?.NewValue, info.PaySpotPrice);
                                info.PaySpotPrice_After = TryParseDouble(changes?.FieldValue, double.NaN);

                                fileName = nameof(trade.trade_swap) + "." + nameof(trade_swap.GetSpotPrice);
                                changes = tradeChangeDict[item.t.id].Where(O => O.FieldName == fileName).FirstOrDefault();
                                info.GetSpotPrice = TryParseDouble(changes?.NewValue, info.GetSpotPrice);
                                info.GetSpotPrice_After = TryParseDouble(changes?.FieldValue, double.NaN);
                                break;
                            case "累计期权":
                                throw new NotImplementedException("QueryDividendTrade中未实现累计期权逻辑");
                        }
                    }
                }
                else
                {
                    info.StockEqvNotional = item.t.OriginalStockEqvNotional ?? double.NaN;
                    info.StockEqvNotional_After = double.NaN;

                    info.SpotPrice = item.t.SpotPrice ?? double.NaN;
                    info.SpotPrice_After = double.NaN;

                    info.TradeOriginalAmount = item.t.TradeOriginalAmount ?? item.t.OriginalNotional ?? 0;
                    info.TradeOriginalAmount_After = double.NaN;

                    if (item.t.IsMoneynessOptionData)
                    {
                        info.Strike = info.SpotPrice * (item.t.Strike ?? 1);
                        info.Strike_After = double.NaN;

                        switch (item.t.TradeType)
                        {
                            case "障碍期权":
                                info.Strike = info.SpotPrice * (tradeFullInfo.trade_barrier_option.BarrierPrice ?? 1);
                                info.Strike_After = double.NaN;
                                info.StrikeHigh = info.SpotPrice * (tradeFullInfo.trade_barrier_option.UpperBarrierPrice ?? 1);
                                info.StrikeHigh_After = double.NaN;
                                break;
                            //case "彩虹期权":
                            //    trade.trade_rainbow_option.SpotPrice1 = NewValue.trade_rainbow_option.SpotPrice1;
                            //    trade.trade_rainbow_option.SpotPrice2 = NewValue.trade_rainbow_option.SpotPrice2;
                            //    trade.trade_rainbow_option.Strike = NewValue.trade_rainbow_option.Strike;
                            //    trade.trade_rainbow_option.Strike2 = NewValue.trade_rainbow_option.Strike2;
                            //    break;
                            case "凤凰期权":
                                info.KIBarrier = info.SpotPrice * tradeFullInfo.trade_autocall.KIBarrier;
                                info.KIBarrier_After = double.NaN;
                                info.KOBarrier = info.SpotPrice * tradeFullInfo.trade_autocall.KOBarrier;
                                info.KOBarrier_After = double.NaN;
                                info.CouponBarrier = info.SpotPrice * tradeFullInfo.trade_autocall.CouponBarrier;
                                info.CouponBarrier_After = double.NaN;
                                info.Strike = info.SpotPrice * (tradeFullInfo.trade_autocall.SpreadStrike ?? 1);
                                info.Strike_After = double.NaN;
                                info.StrikeHigh = info.SpotPrice * (tradeFullInfo.trade_autocall.SpreadStrike1 ?? 1);
                                info.StrikeHigh_After = double.NaN;
                                break;
                            case "双鲨期权":
                                info.BarrierHigh = info.SpotPrice * tradeFullInfo.trade_double_sharkfin_option.BarrierHigh;
                                info.BarrierHigh_After = double.NaN;
                                info.Barrier = info.SpotPrice * tradeFullInfo.trade_double_sharkfin_option.BarrierLow;
                                info.Barrier_After = double.NaN;
                                info.StrikeHigh = info.SpotPrice * (tradeFullInfo.trade_double_sharkfin_option.StrikeHigh ?? 1);
                                info.StrikeHigh_After = double.NaN;
                                info.Strike = info.SpotPrice * (tradeFullInfo.trade_double_sharkfin_option.StrikeLow ?? 1);
                                info.Strike_After = double.NaN;
                                break;
                            case "区间累积期权":
                                info.LowerRange = info.SpotPrice * tradeFullInfo.trade_rangeaccrual.LowerRange;
                                info.LowerRange_After = double.NaN;
                                info.UpperRange = info.SpotPrice * tradeFullInfo.trade_rangeaccrual.UpperRange;
                                info.UpperRange_After = double.NaN;
                                break;
                            case "雪球期权":
                                info.KIBarrier = info.SpotPrice * tradeFullInfo.trade_snowball.KIBarrier;
                                info.KIBarrier_After = double.NaN;
                                info.KOBarrier = info.SpotPrice * tradeFullInfo.trade_snowball.KOBarrier;
                                info.KOBarrier_After = double.NaN;
                                info.SpreadStrikeAtKO = info.SpotPrice * tradeFullInfo.trade_snowball.SpreadStrikeAtKO;
                                info.SpreadStrikeAtKO_After = double.NaN;
                                info.SpreadStrikeAtKO1 = info.SpotPrice * tradeFullInfo.trade_snowball.SpreadStrikeAtKO1;
                                info.SpreadStrikeAtKO1_After = double.NaN;
                                info.SpreadStrikeAtMaturity = info.SpotPrice * tradeFullInfo.trade_snowball.SpreadStrikeAtMaturity;
                                info.SpreadStrikeAtMaturity_After = double.NaN;
                                info.SpreadStrikeAtMaturity1 = info.SpotPrice * tradeFullInfo.trade_snowball.SpreadStrikeAtMaturity1;
                                info.SpreadStrikeAtMaturity1_After = double.NaN;
                                break;
                            case "气囊结构":
                                info.Barrier = info.SpotPrice * tradeFullInfo.trade_airbag.Barrier;
                                info.Barrier_After = double.NaN;
                                info.StrikeHigh = info.SpotPrice * tradeFullInfo.trade_airbag.HighStrike;
                                info.StrikeHigh_After = double.NaN;
                                break;
                            case "收益互换":
                                info.PayUnderlyingCode = tradeFullInfo.trade_swap.PayUnderlyingCode;
                                info.GetUnderlyingCode = tradeFullInfo.trade_swap.GetUnderlyingCode;
                                break;
                        }
                    }
                    else
                    {
                        info.Strike = item.t.Strike ?? double.NaN;
                        info.Strike_After = double.NaN;
                        switch (item.t.TradeType)
                        {
                            case "障碍期权":
                                info.Barrier = item.t.trade_barrier_option.BarrierPrice ?? 1;
                                info.Barrier_After = double.NaN;

                                info.BarrierHigh = item.t.trade_barrier_option.UpperBarrierPrice ?? 1;
                                info.BarrierHigh_After = double.NaN;
                                break;
                            //case "彩虹期权":
                            //    trade.trade_rainbow_option.SpotPrice1 = NewValue.trade_rainbow_option.SpotPrice1;
                            //    trade.trade_rainbow_option.SpotPrice2 = NewValue.trade_rainbow_option.SpotPrice2;
                            //    trade.trade_rainbow_option.Strike = NewValue.trade_rainbow_option.Strike;
                            //    trade.trade_rainbow_option.Strike2 = NewValue.trade_rainbow_option.Strike2;
                            //    break;
                            case "凤凰期权":
                                info.KIBarrier = item.t.trade_autocall.KIBarrier;
                                info.KIBarrier_After = double.NaN;

                                info.KOBarrier = item.t.trade_autocall.KOBarrier;
                                info.KOBarrier_After = double.NaN;

                                info.CouponBarrier = item.t.trade_autocall.CouponBarrier;
                                info.CouponBarrier_After = double.NaN;

                                info.Strike = item.t.trade_autocall.SpreadStrike ?? 1;
                                info.Strike_After = double.NaN;

                                info.StrikeHigh = item.t.trade_autocall.SpreadStrike1 ?? 1;
                                info.StrikeHigh_After = double.NaN;
                                break;
                            case "双鲨期权":
                                info.BarrierHigh = item.t.trade_double_sharkfin_option.BarrierHigh;
                                info.BarrierHigh_After = double.NaN;

                                info.Barrier = item.t.trade_double_sharkfin_option.BarrierLow;
                                info.Barrier_After = double.NaN;

                                info.StrikeHigh = item.t.trade_double_sharkfin_option.StrikeHigh ?? 0;
                                info.StrikeHigh_After = double.NaN;

                                info.Strike = item.t.trade_double_sharkfin_option.StrikeLow ?? 0;
                                info.Strike_After = double.NaN;
                                break;
                            case "区间累积期权":
                                info.LowerRange = item.t.trade_rangeaccrual.LowerRange;
                                info.LowerRange_After = double.NaN;
                                info.UpperRange = item.t.trade_rangeaccrual.UpperRange;
                                info.UpperRange_After = double.NaN;
                                break;
                            case "雪球期权":
                                info.KIBarrier = item.t.trade_snowball.KIBarrier;
                                info.KIBarrier_After = double.NaN;

                                info.KOBarrier = item.t.trade_snowball.KOBarrier;
                                info.KOBarrier_After = double.NaN;
                                info.SpreadStrikeAtKO = info.SpotPrice * item.t.trade_snowball.SpreadStrikeAtKO;
                                info.SpreadStrikeAtKO_After = double.NaN;
                                info.SpreadStrikeAtKO1 = info.SpotPrice * item.t.trade_snowball.SpreadStrikeAtKO1;
                                info.SpreadStrikeAtKO1_After = double.NaN;
                                info.SpreadStrikeAtMaturity = info.SpotPrice * item.t.trade_snowball.SpreadStrikeAtMaturity;
                                info.SpreadStrikeAtMaturity_After = double.NaN;
                                info.SpreadStrikeAtMaturity1 = info.SpotPrice * item.t.trade_snowball.SpreadStrikeAtMaturity1;
                                info.SpreadStrikeAtMaturity1_After = double.NaN;
                                break;
                            case "气囊结构":
                                info.Barrier = item.t.trade_airbag.Barrier;
                                info.Barrier_After = double.NaN;

                                info.StrikeHigh = item.t.trade_airbag.HighStrike;
                                info.StrikeHigh_After = double.NaN;
                                break;
                            case "收益互换":
                                info.PayUnderlyingCode = tradeFullInfo.trade_swap.PayUnderlyingCode;
                                info.GetUnderlyingCode = tradeFullInfo.trade_swap.GetUnderlyingCode;

                                info.PaySpotPrice = item.t.trade_swap.PaySpotPrice ?? double.NaN;
                                info.PaySpotPrice_After = double.NaN;

                                info.GetSpotPrice = item.t.trade_swap.GetSpotPrice ?? double.NaN;
                                info.GetSpotPrice_After = double.NaN;
                                break;
                        }
                    }
                }

                info.TradeOriginalAmountV = CalculationModule.TradeCalcHelper.GetTradeAmountV(item.t, info.TradeOriginalAmount, 1);
                info.TradeOriginalAmountV_After = CalculationModule.TradeCalcHelper.GetTradeAmountV(item.t, info.TradeOriginalAmount_After, 1);

                result.Add(info);
            }
            if (req.DividendStatus != null)
            {
                result = result.Where(O => O.DividendStatus == req.DividendStatus.Value).ToList();
            }
            return result;
        }

        private double TryParseDouble(string str, double defaultValue)
        {
            return double.TryParse(str, out var result) ? result : defaultValue;
        }

        public byte[] ExportDividendTrade(DividendTradeReq req)
        {
            var ret = QueryDividendTrade(req);

            var dc = new List<ExcelHelper.DataColumnModel>
            {
                new ExcelHelper.DataColumnModel("交易编号", "TradeNumber"),
                new ExcelHelper.DataColumnModel("股权登记日", "ExDividendDate", dateFormatter),
                new ExcelHelper.DataColumnModel("除权除息状态", "DividendStatus", (cv, obj) =>
                {
                    var status = (bool)cv;
                    return status ? "已除权" : "未除权";
                }),
                new ExcelHelper.DataColumnModel("交易状态", "TradeStatus"),
                new ExcelHelper.DataColumnModel("交易对手方", "ClientName"),
                new ExcelHelper.DataColumnModel("结构类型", "TradeType"),
                new ExcelHelper.DataColumnModel("名义本金", "StockEqvNotional", (cv, obj) =>
                {
                    var result = "";
                    if (obj is DividendTrade trade)
                    {
                        result = priceFormatter(trade.StockEqvNotional, trade.StockEqvNotional_After, OtcFormatFlag.umprice);
                    }
                    return result;
                }),
                new ExcelHelper.DataColumnModel("成交日期", "TradeDate", dateFormatter),
                new ExcelHelper.DataColumnModel("到期日期", "ExerciseDate", dateFormatter),
                new ExcelHelper.DataColumnModel("标的代码", "UnderlyingCode"),
                new ExcelHelper.DataColumnModel("除权除息系数", "DividendRatio", (cv, obj) =>
                {
                    var result = "";
                    if (obj is DividendTrade trade)
                    {
                        result = priceFormatter(trade.DividendRatio, double.NaN, 6);
                    }
                    return result;
                }),
                new ExcelHelper.DataColumnModel("期初标的价格", "SpotPrice", (cv, obj) =>
                {
                    var result = "";
                    if (obj is DividendTrade trade)
                    {
                        result = priceFormatter(trade.SpotPrice, trade.SpotPrice_After, OtcFormatFlag.umprice);
                    }
                    return result;
                }),
                new ExcelHelper.DataColumnModel("执行价格", "Strike", (cv, obj) =>
                {
                    var result = "";
                    if (obj is DividendTrade trade)
                    {
                        result = priceFormatter(trade.Strike, trade.Strike_After, OtcFormatFlag.umprice);
                    }
                    return result;
                }),
                new ExcelHelper.DataColumnModel("成交数量", "TradeOriginalAmount", (cv, obj) =>
                {
                    var result = "";
                    if (obj is DividendTrade trade)
                    {
                        var amountv = CalculationModule.TradeCalcHelper.GetTradeAmountV(trade.trade,trade.TradeOriginalAmount,1);
                        var amountv_after = CalculationModule.TradeCalcHelper.GetTradeAmountV(trade.trade,trade.TradeOriginalAmount_After,1);
                        result = priceFormatter(amountv, amountv_after, OtcFormatFlag.notional);
                    }
                    return result;
                }),
                new ExcelHelper.DataColumnModel("有效成交数量", "TradeOriginalAmount", (cv, obj) =>
                {
                    var result = "";
                    if (obj is DividendTrade trade)
                    {
                        result = priceFormatter(trade.TradeOriginalAmount, trade.TradeOriginalAmount_After, OtcFormatFlag.notional);
                    }
                    return result;
                }),
                new ExcelHelper.DataColumnModel("高行权价", "StrikeHigh", (cv, obj) =>
                {
                    var result = "";
                    if (obj is DividendTrade trade)
                    {
                        result = priceFormatter(trade.StrikeHigh, trade.StrikeHigh_After, OtcFormatFlag.umprice);
                    }
                    return result;
                }),
                new ExcelHelper.DataColumnModel("障碍价格", "Barrier", (cv, obj) =>
                {
                    var result = "";
                    if (obj is DividendTrade trade)
                    {
                        result = priceFormatter(trade.Barrier, trade.Barrier_After, OtcFormatFlag.umprice);
                    }
                    return result;
                }),
                new ExcelHelper.DataColumnModel("高障碍价格", "BarrierHigh", (cv, obj) =>
                {
                    var result = "";
                    if (obj is DividendTrade trade)
                    {
                        result = priceFormatter(trade.BarrierHigh, trade.BarrierHigh_After, OtcFormatFlag.umprice);
                    }
                    return result;
                }),
                new ExcelHelper.DataColumnModel("敲入障碍价格", "KIBarrier", (cv, obj) =>
                {
                    var result = "";
                    if (obj is DividendTrade trade)
                    {
                        result = priceFormatter(trade.KIBarrier, trade.KIBarrier_After, OtcFormatFlag.umprice);
                    }
                    return result;
                }),
                new ExcelHelper.DataColumnModel("敲出障碍价格", "KOBarrier", (cv, obj) =>
                {
                    var result = "";
                    if (obj is DividendTrade trade)
                    {
                        result = priceFormatter(trade.KOBarrier, trade.KOBarrier_After, OtcFormatFlag.umprice);
                    }
                    return result;
                }),
                new ExcelHelper.DataColumnModel("票息障碍价格", "CouponBarrier", (cv, obj) =>
                {
                    var result = "";
                    if (obj is DividendTrade trade)
                    {
                        result = priceFormatter(trade.CouponBarrier, trade.CouponBarrier_After, OtcFormatFlag.umprice);
                    }
                    return result;
                }),
                new ExcelHelper.DataColumnModel("互换标的代码(收取方)", "GetUnderlyingCode"),
                new ExcelHelper.DataColumnModel("互换标的价格(收取方)", "GetSpotPrice", (cv, obj) =>
                {
                    var result = "";
                    if (obj is DividendTrade trade)
                    {
                        result = priceFormatter(trade.GetSpotPrice, trade.GetSpotPrice_After, OtcFormatFlag.umprice);
                    }
                    return result;
                }),
                new ExcelHelper.DataColumnModel("互换标的代码(支付方)", "PayUnderlyingCode"),
                new ExcelHelper.DataColumnModel("互换标的价格(支付方)", "PaySpotPrice", (cv, obj) =>
                {
                    var result = "";
                    if (obj is DividendTrade trade)
                    {
                        result = priceFormatter(trade.PaySpotPrice, trade.PaySpotPrice_After, OtcFormatFlag.umprice);
                    }
                    return result;
                }),
                new ExcelHelper.DataColumnModel("区间下限", "LowerRange", (cv, obj) =>
                {
                    var result = "";
                    if (obj is DividendTrade trade)
                    {
                        result = priceFormatter(trade.LowerRange, trade.LowerRange_After, OtcFormatFlag.umprice);
                    }
                    return result;
                }),
                new ExcelHelper.DataColumnModel("区间上限", "UpperRange", (cv, obj) =>
                {
                    var result = "";
                    if (obj is DividendTrade trade)
                    {
                        result = priceFormatter(trade.UpperRange, trade.UpperRange_After, OtcFormatFlag.umprice);
                    }
                    return result;
                }),
                new ExcelHelper.DataColumnModel("敲出期权行权价1", "SpreadStrikeAtKO1", (cv, obj) =>
                {
                    var result = "";
                    if (obj is DividendTrade trade)
                    {
                        result = priceFormatter(trade.SpreadStrikeAtKO1 ?? double.NaN, trade.SpreadStrikeAtKO1_After ?? double.NaN, OtcFormatFlag.umprice);
                    }
                    return result;
                }),
                new ExcelHelper.DataColumnModel("敲出期权行权价2", "SpreadStrikeAtKO", (cv, obj) =>
                {
                    var result = "";
                    if (obj is DividendTrade trade)
                    {
                        result = priceFormatter(trade.SpreadStrikeAtKO ?? double.NaN, trade.SpreadStrikeAtKO_After ?? double.NaN, OtcFormatFlag.umprice);
                    }
                    return result;
                }),
                new ExcelHelper.DataColumnModel("敲入期权行权价1", "SpreadStrikeAtMaturity1", (cv, obj) =>
                {
                    var result = "";
                    if (obj is DividendTrade trade)
                    {
                        result = priceFormatter(trade.SpreadStrikeAtMaturity1 ?? double.NaN, trade.SpreadStrikeAtMaturity1_After ?? double.NaN, OtcFormatFlag.umprice);
                    }
                    return result;
                }),
                new ExcelHelper.DataColumnModel("封顶/封底行权价", "SpreadStrikeAtMaturity", (cv, obj) =>
                {
                    var result = "";
                    if (obj is DividendTrade trade)
                    {
                        result = priceFormatter(trade.SpreadStrikeAtMaturity ?? double.NaN, trade.SpreadStrikeAtMaturity_After ?? double.NaN, OtcFormatFlag.umprice);
                    }
                    return result;
                })
            };
            new ExcelHelper().ListToExcel<DividendTrade>(dc.ToArray(), ret, "Sheet1", true, out var buffer);
            return buffer;
        }

        private string dateFormatter(dynamic cv, object obj)
        {
            var result = "";
            if (cv is DateTime dt)
            {
                result = dt.ToString("yyyy-MM-dd");
            }
            return result;
        }

        private string priceFormatter(double p1, double p2, int precision)
        {
            var result = "";
            if (!double.IsNaN(p1) && p1 != 0)
            {
                result = OtcFormatExtensions.OtcFormatFlex(p1, minDecimals: precision, maxDecimals: precision);
            }
            if (!double.IsNaN(p2) && p2 != 0)
            {
                result += $"({OtcFormatExtensions.OtcFormatFlex(p2, minDecimals: precision, maxDecimals: precision)})";
            }
            return result;
        }

        private string priceFormatter(double p1, double p2, OtcFormatFlag formatFlag)
        {
            var result = "";
            if (!double.IsNaN(p1) && p1 != 0)
            {
                result = OtcFormatExtensions.OtcFormat(p1, formatFlag);
            }
            if (!double.IsNaN(p2) && p2 != 0)
            {
                result += $"({OtcFormatExtensions.OtcFormat(p2, formatFlag)})";
            }
            return result;
        }
    }
}