zszq-trs/YLErpDAL/Modules/SwapModule/SwapDealService.cs

using MoreLinq.Extensions;
using Newtonsoft.Json;
using Qdp.Pricing.Library.Base.Utilities;
using System.Linq.Expressions;
using YLErp.BLL;
using YLErp.BLL.Eod;
using YLErp.DBModels.Enums;
using YLErp.Helpers;
using YLErp.Modules.DataProviderModule;
using YLErp.Modules.EodModule;
using YLErp.Modules.TradeModule;
using YLErp.Modules.TradeModule.DealModule;
using YLErp.QdpModule;

namespace YLErp.Modules.SwapModule
{
    public class SwapDealService : SwapTradeBaseService
    {
        private static readonly IYcLogger Logger = LogFactory.GetLogger(nameof(SwapDealService));
        protected virtual bool TryGetFloatRate(DateTime valueDate, string underlyingCode, out double rate)
        {
            return EodPriceQueryService.TryGetPrice(valueDate, underlyingCode, out rate);
        }

        #region 可测试化接缝（Seams）——override 这些虚方法可在测试中替换 DB/外部调用，生产代码行为不变

        // FindTrade 已上提到基类 SwapTradeBaseService（三子类实现一致，消除重复）

        /// <summary>添加资金记录（生产: AddClientCashInCashOut；测试: 计数并记录金额）</summary>
        protected virtual int AddClientCash(trade td, double amount, string action, DateTime valueDate)
        {
            return AddClientCashInCashOut(td, amount, action, valueDate);
        }

        /// <summary>保存互换/平仓事件（生产: 落库+建事件；测试: 收集 unwindData 入内存列表）。
        /// 原 private 改 protected virtual，使测试 stub 可整体 override，规避内部 new SwapEventService 连库。</summary>
        protected virtual long SaveSwapDeal(UnwindData unwindData, int eventType, int clientCashId, string eventResason = "", bool approve = false)
        {
            return SaveSwapDealInternal(unwindData, eventType, clientCashId, eventResason, approve);
        }

        /// <summary>保存所有变更（生产: DbContext.SaveChanges；测试: 空操作）</summary>
        protected virtual void SaveAllChanges()
        {
            DbContext.SaveChanges();
        }

        /// <summary>在事务中执行（生产: BeginTransaction/Commit/Rollback；测试: 直接执行不包事务）</summary>
        protected virtual void ExecuteInTransaction(Action action)
        {
            var trans = DbContext.Database.BeginTransaction();
            try
            {
                action();
                trans.Commit();
            }
            catch
            {
                trans.Rollback();
                throw;
            }
            finally
            {
                trans.Dispose();
            }
        }

        /// <summary>保存互换交易资金记录（生产: new ClientCashInCashOutService；测试: 空操作）。
        /// 仅 SwapUnwind 全平仓且 NeedOpenFee=false 时调用。</summary>
        protected virtual void CallSaveSwapTradeClientCash(trade td, DateTime valueDate)
        {
            td.trade_extend = DbContext.trade_extend.FirstOrDefault(x => x.TradeId == td.id);
            if (td.trade_extend != null && !td.trade_extend.ExtendObj.NeedOpenFee)
            {
                new ClientCashInCashOutService(this).SaveSwapTradeClientCash(td, td.TradePrice ?? 0, valueDate, 0);
            }
        }

        /// <summary>触发互换实时持仓计算（生产: Task.Run 异步 RealtimePnlCalc；测试: 空操作）。
        /// 仅 SwapUnwind 成功后调用。</summary>
        protected virtual void TriggerRealtimeSwapPosition()
        {
            Task.Run(() =>
            {
                try
                {
                    RealtimePnlCalc.RealtimeSwapPosition(new OptUserInfo(0, "互换实时持仓服务", OptUserFrom.Service));
                }
                catch (Exception ex)
                {
                    LogFactory.GetLogger<SwapDealService>().Error("互换实时持仓服务计算失败", ex);
                }
            });
        }

        /// <summary>查找待审核的互换/平仓事件（生产: DbContext.swap_event 查询；测试: 返回内存对象）</summary>
        protected virtual swap_event FindSwapEvent(int tradeId, int eventType)
        {
            return DbContext.swap_event
                .Where(x => x.SwapTradeId == tradeId && !x.Invalid && x.EventType == eventType)
                .OrderByDescending(o => o.id).FirstOrDefault();
        }

        /// <summary>查找事件关联的流水事件（生产: DbContext.swap_flow_event 查询；测试: 返回内存列表）</summary>
        protected virtual List<swap_flow_event> FindFlowEventsByEventId(long eventId)
        {
            return DbContext.swap_flow_event.Where(x => x.EventId == eventId).ToList();
        }

        /// <summary>平仓/互换审核的前置校验与状态设置（生产: new TradeUnwindService；测试: 空操作或计数）</summary>
        protected virtual void CloseReCheckSetTrade(int swapTradeId, bool isSwap, bool needCheck)
        {
            new TradeUnwindService(this).CloseReCheck_SetTrade(swapTradeId, isSwap, needCheck);
        }

        protected virtual DateTime GetMaxIncomeValueDate(trade td)
        {
            return td.ExerciseDate.Value.AddDays(-1);
        }

        #endregion

        public SwapDealService(OptUserInfo optUser) : base(optUser)
        {

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

        }

        #region 前端盈亏只读校验（不阻断交易）

        /// <summary>
        /// 用 FrontendCalcReference 公式重算盈亏，与前端传来的 unwindData 比对，
        /// 差异 > 0.01 记 Error 日志。整体 try/catch 吞异常——校验自身错误绝不阻断交易。
        ///
        /// 目的：前端保持快速反馈（用户改输入立即算），后端不替代前端，仅做合理性兜底，
        /// 为将来公式统一积累"前后端差异"数据。
        /// </summary>
        /// <param name="unwindData">前端算好传入的结算数据</param>
        /// <param name="isIncome">true=结息页(income公式)，false=平仓页(unwind公式)</param>
        private void ValidateFrontendPnL(UnwindData unwindData, bool isIncome)
        {
            try
            {
                // 取浮动腿（有 UnderlyingCode 的），与前端 initDeal 取法一致
                var floatLeg = unwindData.FlowEvents?.FirstOrDefault(x => !string.IsNullOrEmpty(x.UnderlyingCode));
                // PosiGrossPrice 是 [NotMapped]，前端可能没传；为空/0 时跳过（避免误报）
                if (floatLeg == null || floatLeg.PosiGrossPrice == 0)
                {
                    return;
                }

                // 用 UnderlyingInstrumentType 推 Multiplier（债券=100，否则1）
                bool isBond = ConsGlobal.InstrumentType.IsBond(floatLeg.UnderlyingInstrumentType);
                int multiplier = isBond ? 100 : 1;

                // 分类利息腿/预付金腿（InterestMode 初始预付金/追加预付金→Margin，否则→Interest）
                var input = new UnwindInput
                {
                    Multiplier = multiplier,
                    PosiGrossPrice = floatLeg.PosiGrossPrice,           // EntryDirtyPrice
                    TradingAmountAvg = floatLeg.TradingAmountAvg,       // ExitDirtyPrice（界面×multiplier形态）
                    CloseQty = unwindData.CloseQty,
                    PositionQty = unwindData.PositionQty,
                    ContractSize = floatLeg.ContractSize,
                    CloseNotionalValue = unwindData.CloseNotionalValue,
                    PayDirection = floatLeg.PayDirection,
                    PositionType = floatLeg.PositionType,
                    TradingFee = floatLeg.TradingFee.ToString(),
                    TradingFeePending = floatLeg.TradingFeePending.ToString(),
                    DividendIn = floatLeg.DividendIn.ToString(),
                };
                foreach (var leg in unwindData.FlowEvents.Where(x => string.IsNullOrEmpty(x.UnderlyingCode)))
                {
                    var target = (leg.InterestMode == (int)InterestModeEnum.初始预付金
                               || leg.InterestMode == (int)InterestModeEnum.追加预付金)
                        ? input.MarginLegs : input.InterestLegs;
                    target.Add(new LegInput { InterestClosePnL = leg.InterestClosePnL });
                }

                var recalc = isIncome
                    ? FrontendCalcReference.CalcIncome(input)
                    : FrontendCalcReference.CalcUnwind(input);

                // 逐字段比对，差异 > 0.01 告警
                const decimal threshold = 0.01m;
                CheckDiff(nameof(recalc.SwapRealizedPnL), unwindData.SwapRealizedPnL, recalc.SwapRealizedPnL, threshold, unwindData.SwapTradeId, floatLeg);
                CheckDiff(nameof(recalc.SwapCloseAmount), unwindData.SwapCloseAmount, recalc.SwapCloseAmount, threshold, unwindData.SwapTradeId, floatLeg);
                CheckDiff("MarkClosePnl", floatLeg.MarkClosePnl, recalc.MarkClosePnl, threshold, unwindData.SwapTradeId, floatLeg);
            }
            catch (Exception ex)
            {
                // 校验自身错误绝不阻断交易
                Logger.Error($"[互换盈亏校验异常] tradeId={unwindData.SwapTradeId} isIncome={isIncome}", ex);
            }
        }

        private void CheckDiff(string field, decimal frontendVal, decimal backendVal, decimal threshold, int tradeId, swap_flow_event floatLeg)
        {
            decimal diff = frontendVal - backendVal;
            if (Math.Abs(diff) > threshold)
            {
                Logger.Error($"[互换盈亏校验分歧] tradeId={tradeId} field={field} frontend={frontendVal} backend={backendVal} diff={diff} " +
                             $"floatLeg=[gross={floatLeg.PosiGrossPrice} avg={floatLeg.TradingAmountAvg} qty={floatLeg.Quantity} payDir={floatLeg.PayDirection} posType={floatLeg.PositionType}]");
            }
        }

        #endregion

        /// <summary>
        /// 平仓初始化
        /// </summary>
        /// <param name="tradeId"></param>
        /// <returns></returns>
        /// <exception cref="ServiceException"></exception>
        public UnwindData InitUnwind(int tradeId)
        {
            var td = DbContext.trade.Find(tradeId);
            var positions = DbContext.swap_position.Where(x => x.SwapTradeId == tradeId && !x.Invalid);
            var um = DataCacheProvider.GetUnderlyingDataSource().GetData(td.UnderlyingCode);
            bool commodity = ConsGlobal.InstrumentType.CalcTypeIsFutures(um.UnderlyingInstrumentType);
            List<int> eventTyps = new List<int>() { (int)SwapEventTypeEnum.自动互换, (int)SwapEventTypeEnum.互换 };
            var dealDate = valuedateBLL.ValueDate <= td.ExerciseDate.Value ? valuedateBLL.ValueDate : td.ExerciseDate.Value;
            //CheckLastEod(dealDate, td.TradeDate.Value, tradeId); //去掉平仓收盘限制
            var tradeExtend = DbContext.trade_extend.FirstOrDefault(x => x.TradeId == tradeId);
            td.trade_extend = tradeExtend;
            var position = positions.Where(x => !string.IsNullOrEmpty(x.UnderlyingCode) && !x.IsInitial).FirstOrDefault();
            var oriPosition = positions.Where(x => !string.IsNullOrEmpty(x.UnderlyingCode) && x.IsInitial).FirstOrDefault();
            var preDealDate = GetPreDealDate(tradeId, dealDate, eventTyps);
            var hasProcess = HasTradeProcess();
            swap_flow_event floatEvent = new swap_flow_event();
            UnwindData unwindData = new UnwindData();
            if (((valuedateBLL.SystemDate.CloseReCheck == 1) || (valuedateBLL.SystemDate.CloseReApprove == 1 && hasProcess)) && td.TradeStatus == ConsTrade.平仓待复核)
            {
                var swapEvent = GetSwapEvent(tradeId, (int)SwapEventTypeEnum.平仓);
                if (swapEvent == null)
                {
                    throw new Exception("该笔交易状态为平仓待复核，未找到相关记录，请检查该笔交易是否有效");
                }
                unwindData = swapEvent.unwindData;
            }
            else
            {
                unwindData.TradeStartDate = td.StartDate;
                unwindData.CloseType = commodity ? 1 : 2;
                unwindData.StartDate = td.TradeDate.Value;
                if (preDealDate.HasValue)
                {
                    unwindData.StartDate = preDealDate.Value;
                }
                unwindData.ValueDate = dealDate;
                unwindData.UnwindDate = dealDate;
                floatEvent.EventDate = dealDate;
                floatEvent.UnwindDate = unwindData.UnwindDate;
                floatEvent.PayDate = QdpCalendarHelper.GetNonHoliday(unwindData.UnwindDate.Value.AddDays(td.trade_extend.ExtendObj.SettlementRules));
                unwindData.PayDate = floatEvent.PayDate;
                floatEvent.SwapTradeId = tradeId;
                floatEvent.SwapTradeNo = td.TradeNumber;
                unwindData.SwapTradeId = tradeId;
                unwindData.StructureType = td.StructureType;
                unwindData.NotionalValue = Convert.ToDecimal(td.OriginalStockEqvNotional ?? 0);
                unwindData.NotionalQty = positions.Where(x => x.IsInitial).Sum(s => s.PosiQuantity);
                unwindData.PosiNotionalValue = Convert.ToDecimal(td.StockEqvNotional);
                unwindData.PositionQty = position != null ? position.PosiQuantity : Convert.ToDecimal(td.TradeAmount);
                unwindData.AnnualDays = tradeExtend == null ? 365 : tradeExtend.ExtendObj.AnnualDays;
                unwindData.CloseMethod = (int)CloseMethodEnum.全部平仓;
                // 占期初(original)语义(A)：默认"平掉剩余全部持仓" = 剩余名义本金/期初名义本金。
                // 未平仓时 PosiNotionalValue==NotionalValue → 1（平100%）；部分平仓后自动变为剩余比例（如已平10%则默认90%）。
                // 与互换/提前终止 InitIncome(L447) 保持一致。
                unwindData.ClosePercent = CalcDefaultInitClosePercent(unwindData.NotionalValue, unwindData.PosiNotionalValue);
                unwindData.CloseNotionalValue = unwindData.PosiNotionalValue;
                unwindData.CloseQty = unwindData.PositionQty;
                if (position != null)
                {
                    floatEvent.PositionId = position.PositionId;
                    floatEvent.EventType = (int)SwapEventTypeEnum.平仓;
                    floatEvent.EventReason = "交易";
                    floatEvent.DividendIn = 0;
                    floatEvent.UnderlyingCode = position.UnderlyingCode;
                    floatEvent.UnderlyingInstrumentType = position.UnderlyingInstrumentType;
                    floatEvent.CloseFee = 0;
                    floatEvent.BeforeCloseFee = oriPosition.PosiTradingFeePending;
                    floatEvent.MarkClosePnl = 0;
                    floatEvent.PayDirection = position.PosiDirection;
                    floatEvent.PosiGrossPrice = position.PosiGrossPrice;
                    floatEvent.PosiNetPrice = position.PosiNetPrice;
                    floatEvent.TradingAmountNetAvg = position.PosiNetNoFeePrice;
                    floatEvent.PositionType = position.PositionType;
                    floatEvent.TradingAmountNetFeeAvg = position.PosiNetFeePrice;
                    floatEvent.Quantity = position.PosiQuantity;
                    floatEvent.PositionQty = 0;
                    floatEvent.ContractSize = position.ContractSize;
                    floatEvent.TradingAmount = floatEvent.Quantity * floatEvent.ContractSize;
                    var ratio = position.PosiDirection == (int)SwapDirectionEnum.收取 ? -1m : 1m;
                    floatEvent.TradingFeePending = position.PosiTradingFeePending;
                    floatEvent.DataState = (int)SwapFlowDateStateEnum.完成;
                    floatEvent.InterestMode = position.InterestMode;
                    floatEvent.ClientId = td.ClientId;
                    floatEvent.SetOpt(UserInfo);
                }
                unwindData.FlowEvents.Add(floatEvent);
            }
            return unwindData;
        }
        /// <summary>
        /// 校验上日是否收盘
        /// </summary>
        /// <param name="tradeId"></param>
        public void CheckEodTrade(int tradeId)
        {
            var td = DbContext.trade.Find(tradeId);
            var dealDate = valuedateBLL.ValueDate <= td.ExerciseDate.Value ? valuedateBLL.ValueDate : td.ExerciseDate.Value;
            //CheckLastEod(dealDate, td.StartDate.Value, tradeId);
        }
        /// <summary>
        /// 校验收益结算操作（不检查收盘限制）
        /// </summary>
        /// <param name="tradeId"></param>
        public void CheckEodTradeForIncome(int tradeId)
        {
            var td = DbContext.trade.Find(tradeId);
            // 收益结算不检查收盘限制，只检查交易状态
            if (td.TradeType != "收益互换")
            {
                throw new ServiceException("该交易不是收益互换类型");
            }
            if (td.ValidState == "InValid")
            {
                throw new ServiceException("该交易已无效");
            }
            if (td.TradeStatus != ConsTrade.确认成交 && td.TradeStatus != ConsTrade.提前终止拒绝)
            {
                throw new ServiceException($"该交易状态为【{td.TradeStatus}】，无法进行收益结算");
            }
        }
        /// <summary>
        /// 多空组合 平仓初始化
        /// </summary>
        /// <param name="tradeId"></param>
        /// <returns></returns>
        /// <exception cref="ServiceException"></exception>
        public UnwindData InitLongShortUnwind(int tradeId, SwapEventTypeEnum eventTypeEnum)
        {
            var td = DbContext.trade.Find(tradeId);
            if (td == null)
            {
                throw new ServiceException("未找到交易信息");
            }
            var positions = DbContext.swap_position.Where(x => x.SwapTradeId == tradeId && x.IsInitial && !x.Invalid);
            List<int> eventTyps = new List<int>() { (int)SwapEventTypeEnum.平仓, (int)SwapEventTypeEnum.互换, (int)SwapEventTypeEnum.自动互换 };
            var dealDate = valuedateBLL.ValueDate <= td.ExerciseDate.Value ? valuedateBLL.ValueDate : td.ExerciseDate.Value;
            //CheckLastEod(dealDate, td.TradeDate.Value, tradeId); //去掉平仓收盘限制
            var tradeExtend = DbContext.trade_extend.FirstOrDefault(x => x.TradeId == tradeId);
            td.trade_extend = tradeExtend;
            var preDealDate = GetPreDealDate(tradeId, dealDate, eventTyps);
            double stockEqvNotional = td.StockEqvNotional;//剩余名义本金
            var hasProcess = HasTradeProcess();
            swap_flow_event floatEvent = new swap_flow_event();
            UnwindData unwindData = new UnwindData();
            if (((valuedateBLL.SystemDate.CloseReCheck == 1) || (valuedateBLL.SystemDate.CloseReApprove == 1 && hasProcess)) && (td.TradeStatus == ConsTrade.平仓待复核 || td.TradeStatus == ConsTrade.互换待复核))
            {
                var swapEvent = GetSwapEvent(tradeId, (int)eventTypeEnum);
                if (swapEvent == null)
                {
                    throw new Exception("该笔交易状态为平仓待复核，未找到相关记录，请检查该笔交易是否有效");
                }
                unwindData = swapEvent.unwindData;
            }
            else
            {
                unwindData.StartDate = td.TradeDate.Value;
                if (preDealDate.HasValue)
                {
                    unwindData.StartDate = preDealDate.Value;
                }
                unwindData.ValueDate = dealDate;
                unwindData.UnwindDate = dealDate;
                unwindData.PayDate = QdpCalendarHelper.GetNonHoliday(dealDate.AddDays(td.trade_extend.ExtendObj.SettlementRules));
                unwindData.SwapTradeId = tradeId;
                unwindData.NotionalValue = Convert.ToDecimal(td.OriginalStockEqvNotional ?? 0);
                unwindData.NotionalQty = positions.Sum(s => s.PosiQuantity);
                unwindData.PosiNotionalValue = Convert.ToDecimal(stockEqvNotional);
                unwindData.PositionQty = 0;//平仓只做了结为0，互换用不上
                unwindData.AnnualDays = tradeExtend == null ? 365 : tradeExtend.ExtendObj.AnnualDays;
                if (eventTypeEnum == SwapEventTypeEnum.平仓)
                {
                    unwindData.FlowEvents = GetUnwindInterests(dealDate, unwindData.UnwindDate.Value, tradeId, 1, (int)SwapEventTypeEnum.平仓);
                }
            }
            return unwindData;
        }
        /// <summary>
        /// 平仓初始化
        /// </summary>
        /// <param name="tradeId"></param>
        /// <returns></returns>
        /// <exception cref="ServiceException"></exception>
        public UnwindData InitIncome(int tradeId)
        {
            var checkEventTypes = new List<int>() { (int)SwapEventTypeEnum.互换, (int)SwapEventTypeEnum.自动互换 };
            var td = DbContext.trade.Find(tradeId);
            var positions = DbContext.swap_position.Where(x => x.SwapTradeId == tradeId && !x.Invalid);
            var um = DataCacheProvider.GetUnderlyingDataSource().GetData(td.UnderlyingCode);
            List<int> eventTypes = new List<int>() { (int)SwapFlowEventTypeEnum.互换, (int)SwapFlowEventTypeEnum.自动互换 };
            var maxIncomeValueDate = GetMaxIncomeValueDate(td);
            var dealDate = valuedateBLL.ValueDate.Date > maxIncomeValueDate.Date ? maxIncomeValueDate : valuedateBLL.ValueDate;
            // 收益结算不检查收盘限制
            var tradeExtend = DbContext.trade_extend.FirstOrDefault(x => x.TradeId == tradeId);
            td.trade_extend = tradeExtend;
            var position = positions.Where(x => !string.IsNullOrEmpty(x.UnderlyingCode) && !x.IsInitial).FirstOrDefault();
            //var preSettleDate = CheckLastEod(dealDate, td.StartDate.Value, tradeId);//上一交易日期
            var preDealDate = GetPreDealDate(tradeId, dealDate, eventTypes);
            var hasProcess = HasTradeProcess();
            swap_flow_event floatEvent = new swap_flow_event();
            UnwindData unwindData = new UnwindData();
            if (((valuedateBLL.SystemDate.CloseReCheck == 1) || (valuedateBLL.SystemDate.CloseReApprove == 1 && hasProcess)) && td.TradeStatus == ConsTrade.互换待复核)
            {
                var swapEvent = GetSwapEvent(tradeId, (int)SwapEventTypeEnum.互换);
                if (swapEvent == null)
                {
                    throw new Exception("该笔交易状态为平仓待复核，未找到相关记录，请检查该笔交易是否有效");
                }
                unwindData = swapEvent.unwindData;
            }
            else
            {
                unwindData.StartDate = td.TradeDate.Value;
                if (preDealDate.HasValue)
                {
                    unwindData.StartDate = preDealDate.Value;
                }
                unwindData.TradeStartDate = td.StartDate;
                unwindData.ValueDate = dealDate;
                unwindData.UnwindDate = dealDate;
                floatEvent.UnwindDate = unwindData.UnwindDate;
                floatEvent.EventDate = dealDate;
                unwindData.PayDate = valuedateBLL.ValueDate;
                floatEvent.PayDate = unwindData.PayDate;
                floatEvent.SwapTradeId = tradeId;
                floatEvent.SwapTradeNo = td.TradeNumber;
                floatEvent.EventType = (int)SwapFlowEventTypeEnum.互换;
                floatEvent.EventReason = "交易";
                unwindData.SwapTradeId = tradeId;
                unwindData.StructureType = td.StructureType;
                unwindData.NotionalValue = Convert.ToDecimal(td.OriginalStockEqvNotional ?? 0);
                unwindData.NotionalQty = positions.Where(x => x.IsInitial).Sum(s => s.PosiQuantity);
                unwindData.PosiNotionalValue = Convert.ToDecimal(td.StockEqvNotional);
                unwindData.PositionQty = position != null ? position.PosiQuantity : Convert.ToDecimal(td.TradeAmount);
                unwindData.AnnualDays = tradeExtend == null ? 365 : tradeExtend.ExtendObj.AnnualDays;
                unwindData.ClosePercent = unwindData.PosiNotionalValue / unwindData.NotionalValue;
                unwindData.CloseNotionalValue = unwindData.PosiNotionalValue;
                if (position != null)
                {
                    floatEvent.PositionId = position.PositionId;
                    floatEvent.DividendIn = 0;
                    floatEvent.UnderlyingCode = position.UnderlyingCode;
                    floatEvent.UnderlyingInstrumentType = position.UnderlyingInstrumentType;
                    floatEvent.CloseFee = 0;
                    floatEvent.MarkClosePnl = 0;
                    floatEvent.PayDirection = position.PosiDirection;
                    floatEvent.PosiGrossPrice = position.PosiGrossPrice;
                    floatEvent.PosiNetPrice = position.PosiNetPrice;
                    // 注意：TradingAmountNetAvg 字段名为"成交净价(期末语义)"，但收益结算/平仓初始化时装入的是期初净价(PosiNetNoFeePrice)，前端展示期初净价时取此字段
                    floatEvent.TradingAmountNetAvg = position.PosiNetNoFeePrice;
                    floatEvent.TradingAmountNetFeeAvg = position.PosiNetFeePrice;
                    floatEvent.PositionType = position.PositionType;
                    floatEvent.Quantity = position.PosiQuantity;
                    floatEvent.PositionQty = 0;
                    floatEvent.ContractSize = position.ContractSize;
                    floatEvent.TradingAmount = floatEvent.Quantity * floatEvent.ContractSize;
                    floatEvent.ClientId = td.ClientId;
                    floatEvent.DataState = (int)SwapFlowDateStateEnum.完成;
                }
                unwindData.FlowEvents.Add(floatEvent);
            }
            unwindData.MaxIncomeValueDate = maxIncomeValueDate;
            return unwindData;
        }
        /// <summary>
        /// 获取平仓利息端信息
        /// </summary>
        /// <param name="valueDate">平仓日期</param>
        /// <param name="tradeId">交易id</param>
        /// <param name="closePercent">平仓比例</param>
        /// <returns></returns>
        /// <exception cref="ServiceException"></exception>
        public List<swap_flow_event> GetUnwindInterests(DateTime valueDate, DateTime unwindDate, int tradeId, decimal closePercent, int eventType)
        {
            List<swap_flow_event> interests = new List<swap_flow_event>();
            if (closePercent > 1)
            {
                closePercent = 1;//防篡改
            }
            else if (closePercent < 0)
            {
                closePercent = 0;
            }
            var td = DbContext.trade.Find(tradeId);
            if (td == null)
            {
                throw new ServiceException("未找到交易信息");
            }
            var allpositions = DbContext.swap_position.Where(x => x.SwapTradeId == tradeId && !x.Invalid).ToList();
            var origPositions = allpositions.Where(x => x.IsInitial).ToList();
            var realPostitions = allpositions.Where(x => !x.IsInitial).ToList();
            // 根因修复(多次部分平仓预付金返还错误)：见 ResolveInterestLegPositions 注释。
            // 迭代源仍用 origPositions(保留 orig.id → eod_swap_position.PositionId 的日终匹配)，
            // 仅对预付金腿以实时腿的剩余本金克隆覆盖，故此处不改任何日终匹配行为。
            var positions = ResolveInterestLegPositions(origPositions, realPostitions);
            var fpositions = origPositions.Where(x => x.PosiDirection > 0).ToList();
            var longPositions = fpositions.Where(x => x.PositionType == (int)PositionTypeFlag.Long).ToList();
            var shortPositions = fpositions.Where(x => x.PositionType == (int)PositionTypeFlag.Short).ToList();
            var tradeExtend = DbContext.trade_extend.FirstOrDefault(x => x.TradeId == tradeId);
            List<int> eventTypes = new List<int>() { (int)SwapEventTypeEnum.平仓, (int)SwapEventTypeEnum.互换, (int)SwapEventTypeEnum.自动互换 };
            var lastEod = DbContext.eod_swap.Where(x => x.ValueDate < unwindDate && x.SwapTradeId == tradeId).OrderByDescending(o => o.ValueDate).FirstOrDefault();
            var _preSetteDate = lastEod == null ? unwindDate.AddDays(-1) : lastEod.ValueDate;
            List<eod_swap_position> lastEodPositions = new SwapEodPositionService(this).GetPreEodPositions(tradeId, _preSetteDate);//上一交易数据
            var posiLongNotionalValue = longPositions.Sum(s => s.PosiNotionalValue);// 剩余名义本金
            var posiShortNotionalValue = shortPositions.Sum(s => s.PosiNotionalValue);// 剩余名义本金
            var stockEqvNotional = realPostitions.Where(x => x.PosiDirection > 0).Sum(s => s.PosiNotionalValue);
            var posiNotionalValue = stockEqvNotional * closePercent;//剩余名义本金
            var orginPv = lastEod != null ? lastEod.NotionalValue : stockEqvNotional;
            var grossPrice = realPostitions.Where(x => x.PosiDirection > 0).FirstOrDefault()?.PosiGrossPrice;
            var closeList = DbContext.swap_flow_event.Where(x => x.SwapTradeId == tradeId && x.UnwindDate == unwindDate && eventTypes.Contains(x.EventType) && x.DataState == (int)SwapFlowDateStateEnum.完成).ToList();
            bool tdClose = closeList.Count > 0;
            interests = GetInterests(td, tradeExtend, valueDate, unwindDate, lastEodPositions, positions, stockEqvNotional, posiLongNotionalValue, posiShortNotionalValue, posiNotionalValue, closePercent, eventType, tdClose, false, grossPrice ?? 0, orginPv, true, false,false, closeList);
            return interests;
        }

        /// <summary>
        /// 解析利息腿(PosiDirection==0)持仓，供 GetUnwindInterests 使用。抽为纯函数以便无库单测。
        /// <para>根因(多次部分平仓预付金返还错误)：预付金腿(初始/追加)的"当前剩余本金"存于实时持仓
        /// realPositions.InterestPrincipalFix，每次平仓由 UpdateInitalPosition 递减；而原始腿
        /// origPositions(IsInitial=1)的 InterestPrincipalFix 恒为初始值。GetInterests 算
        /// closePrincipal = Fix × closePercent 与预付金计息基数 orginPv(InitSwapDealInterest) 时都读
        /// position.InterestPrincipalFix，若沿用原始腿，会在多次部分平仓后仍返还/计算初始本金(如始终 99000)。</para>
        /// <para>修复：迭代源仍用 origPositions(保留 orig.id → eod_swap_position.PositionId 的日终匹配，
        /// 全库实测 eod 均按 orig.id 归档；若换 realPositions 会破坏 preEod 匹配导致利息重算错误)，仅对预付金腿
        /// Clone 覆盖其本金值为实时腿的剩余本金。real 与 orig 通过 real.PositionId == orig.id 精确 1:1 关联。
        /// 首次平仓时 orig==real 行为不变；仅在发生过部分平仓后 real≠orig 时用实时腿本金纠正。</para>
        /// </summary>
        /// <param name="origPositions">原始腿(IsInitial=1)全集</param>
        /// <param name="realPositions">实时腿(IsInitial=0)全集，其 PositionId 指向对应 orig 的 id</param>
        /// <returns>利息腿(PosiDirection==0)列表：预付金腿本金已对齐实时剩余本金，其余保持原始腿</returns>
        public static List<swap_position> ResolveInterestLegPositions(List<swap_position> origPositions, List<swap_position> realPositions)
        {
            realPositions ??= new List<swap_position>();
            return origPositions.Where(x => x.PosiDirection == 0).Select(p =>
            {
                if (p.InterestMode == (int)InterestModeEnum.初始预付金 || p.InterestMode == (int)InterestModeEnum.追加预付金)
                {
                    var realLeg = realPositions.FirstOrDefault(r => r.PositionId == p.id);
                    if (realLeg != null && realLeg.InterestPrincipalFix != p.InterestPrincipalFix)
                    {
                        var clone = p.Clone();
                        clone.InterestPrincipalFix = realLeg.InterestPrincipalFix;
                        return clone;
                    }
                }
                return p;
            }).ToList();
        }

        /// <summary>
        /// 获取利息腿"已通过历史互换结出的累计利息"（用于复利重算时扣除，类比分红的 CalcConsumedDividend）。
        /// 数据源为事件级 swap_flow_event.InterestAmount（互换/自动互换 完成态事件，互换当时即落库，不依赖日终归档）。
        /// </summary>
        /// <param name="tradeId">交易id</param>
        /// <param name="positionId">利息腿id</param>
        /// <param name="beforeDate">结算日（不含，仅汇总此日之前的历史已结利息；当日事件由 closeList 去重逻辑单独处理）</param>
        /// <returns>历史已结利息累计金额（绝对值）</returns>
        public virtual decimal GetConsumedInterest(int tradeId, long positionId, DateTime beforeDate)
        {
            List<int> swapEventTypes = new List<int>() { (int)SwapEventTypeEnum.互换, (int)SwapEventTypeEnum.自动互换 };
            var consumed = DbContext.swap_flow_event
                .Where(x => x.SwapTradeId == tradeId && x.PositionId == positionId
                    && swapEventTypes.Contains(x.EventType)
                    && x.DataState == (int)SwapFlowDateStateEnum.完成
                    && x.EventDate < beforeDate)
                .Sum(s => (decimal?)s.InterestAmount) ?? 0m;
            return consumed;
        }

        /// <summary>
        /// 计算利息腿计息详细
        /// </summary>
        /// <param name="td">交易</param>
        /// <param name="tradeExtend">交易扩展数据</param>
        /// <param name="valueDate">操作日期</param>
        /// <param name="eodPositions">上一日终持仓</param>
        /// <param name="positions">期初利率端</param>
        /// <param name="posiNotionalValue">持仓名义本金</param>
        /// <param name="posiLongNotionalValue">多头持仓名义本金</param>
        /// <param name="posiShortNotionalValue">空头持仓名义本金</param>
        /// <param name="closePosiNotionalValue">平仓名义本金</param>
        /// <param name="closePrecent"></param>
        /// <param name="eventType"></param>
        /// <param name="tdClose"></param>
        /// <param name="add"></param>
        /// <returns></returns>
        public List<swap_flow_event> GetInterests(
            trade td,
            trade_extend tradeExtend,
            DateTime valueDate,
            DateTime unwindDate,
            List<eod_swap_position> eodPositions,
            List<swap_position> positions,
            decimal posiNotionalValue,
            decimal posiLongNotionalValue,
            decimal posiShortNotionalValue,
            decimal closePosiNotionalValue,
            decimal closePrecent,
            int eventType,
            bool tdClose,
            bool needPrice,
            decimal grossPrice,
            decimal orginPv,
            bool add = false,
            bool settment = true,
            bool newCalcLast= false,
            List<swap_flow_event> closeList = null)
        {
            List<swap_flow_event> interests = new List<swap_flow_event>();
            var annualDays = tradeExtend == null ? 365 : tradeExtend.ExtendObj.AnnualDays;
            bool calcFirst = tradeExtend?.ExtendObj.InterestCalcMode?.StartsWith("1") ?? true;
            bool calcLast = tradeExtend?.ExtendObj.InterestCalcMode.EndsWith("1") ?? true;
            foreach (var position in positions)
            {
                // 初始化持仓信息
                var preEodPosition = eodPositions.FirstOrDefault(x => x.PositionId == position.id) ?? new eod_swap_position();
                var positionClone = position.Clone();
                DateTime? preDealDate = preEodPosition.id != 0 ? preEodPosition.ValueDate : null;

                // 计算计息区间
                int interestPeriod = position.interest_rest_days ?? 1;
                bool swap = InitInterestDate(unwindDate, preDealDate, td, tdClose, out DateTime startDate, out DateTime endDate);

                // 计算名义本金
                var (closePrincipal, posiPrincipal, newClosePercent) = CalcNotionalByMode(position, closePrecent, posiNotionalValue, posiLongNotionalValue, posiShortNotionalValue);
                if ((InterestModeEnum)position.InterestMode == InterestModeEnum.追加预付金 || (InterestModeEnum)position.InterestMode == InterestModeEnum.初始预付金)
                {
                    positionClone.InterestDirection = position.InterestDirection == (int)SwapDirectionEnum.收取 ? (int)SwapDirectionEnum.支付 : (int)SwapDirectionEnum.收取;
                }

                // 获取利率
                decimal rate = GetFixedRate(position, unwindDate);
                decimal floatRate = GetFloatRate(position, preEodPosition, td.StartDate.Value, endDate, interestPeriod, swap, positionClone);

                // 根据场景计算利息
                if (settment)
                {
                    // 收盘归档场景，使用 CalcEodInterest
                    interests.Add(CalcEodInterest(td, valueDate, positionClone, rate, floatRate, closePrincipal, posiPrincipal, annualDays, calcFirst, calcLast, preEodPosition, eventType, add));
                }
                else
                {
                    // 盘中互换场景，使用 CalcUnwindInterest
                    // 取历史已结利息（事件级，互换当时落库），供复利重算扣除（仅复利需要；单利基于日终快照自带状态）
                    var consumedInterest = position.InterestType == (int)InterestTypeEnum.复利
                        ? GetConsumedInterest(td.id, position.id, endDate)
                        : 0m;
                    interests.Add(CalcUnwindInterest(td, valueDate, endDate, positionClone, rate, floatRate, posiPrincipal, closePrincipal, newClosePercent, annualDays, preEodPosition, eventType, add, swap, orginPv, calcFirst, calcLast||newCalcLast, consumedInterest));
                }
            }
            //当日有平仓或互换记录时，避免重复结算
            if (closeList != null && closeList.Count > 0)
            {
                foreach (var item in interests)
                {
                    var closeEvent = closeList.Where(x => x.PositionId == item.PositionId);
                    if (eventType == (int)SwapEventTypeEnum.互换 || eventType == (int)SwapEventTypeEnum.自动互换)
                    {
                        // 互换：该仓位当天有同类型的完成事件，直接归0
                        var swapCloseEvent = closeEvent.Where(x => x.EventType == eventType);
                        if (swapCloseEvent.Any())
                        {
                            item.InterestAmount = 0;
                            item.TdInterestAmount = 0;
                            item.InterestClosePnL = 0;
                        }
                    }
                    else if (!calcLast && !newCalcLast)
                    {
                        // 平仓不算尾：扣除已结算的利息（算尾时利息已包含关闭日，无重叠）
                        var closePnl = closeEvent.Sum(s => s.InterestClosePnL);
                        var closeAmount = closeEvent.Sum(s => s.InterestAmount);
                        var closeTdAmount = closeEvent.Sum(s => s.TdInterestAmount);
                        item.InterestAmount = item.InterestAmount - closeAmount;
                        item.TdInterestAmount = item.TdInterestAmount - closeTdAmount;
                        item.InterestClosePnL = item.InterestClosePnL - closePnl;
                    }
                }
            }
            return interests;
        }

        /// <summary>
        /// 根据计息模式计算名义本金
        /// </summary>
        private (decimal close, decimal posi, decimal closePct) CalcNotionalByMode(swap_position position, decimal closePercent, decimal posiNotional, decimal posiLong, decimal posiShort)
        {
            decimal closePrincipal = posiNotional;
            decimal posiPrincipal = posiNotional;
            decimal newClosePercent = closePercent;

            switch ((InterestModeEnum)position.InterestMode)
            {
                case InterestModeEnum.固定值:
                    closePrincipal = posiPrincipal = position.InterestPrincipalFix;
                    newClosePercent = 1m;
                    break;
                case InterestModeEnum.多头存续名义本金:
                    closePrincipal = posiLong * closePercent;
                    posiPrincipal = posiLong;
                    break;
                case InterestModeEnum.空头存续名义本金:
                    closePrincipal = posiShort * closePercent;
                    posiPrincipal = posiShort;
                    break;
                case InterestModeEnum.标的期初全价:
                    closePrincipal = posiNotional * closePercent;
                    break;
                case InterestModeEnum.追加预付金:
                case InterestModeEnum.初始预付金:
                    closePrincipal = position.InterestPrincipalFix * closePercent;
                    posiPrincipal = position.InterestPrincipalFix;
                    break;
            }
            return (closePrincipal, posiPrincipal, newClosePercent);
        }

        /// <summary>
        /// 平仓比例口径转换（解决"显示占期初 / 计算占剩余"双语义问题）。
        /// 前端与事件列表展示用"占期初(original)"语义(A)；后端 CalcNotionalByMode / 费用递减 /
        /// 全平判定均按"占剩余(remaining)"语义(B)消费。
        ///   A → B：B = A × 期初名义本金(NotionalValue) / 剩余名义本金(PosiNotionalValue)，并 cap 到 1。
        ///   B → A：A = B × 剩余名义本金 / 期初名义本金。
        /// 分母为 0（无持仓等异常场景）时原样返回，避免除零。
        /// </summary>
        public static decimal ToRemainingClosePercent(decimal originalClosePercent, decimal notionalValue, decimal posiNotionalValue)
        {
            if (posiNotionalValue <= 0) return originalClosePercent;
            var remaining = originalClosePercent * notionalValue / posiNotionalValue;
            return remaining > 1 ? 1 : remaining;
        }

        /// <summary>
        /// B(占剩余) → A(占期初)，用于落库 / 事件列表展示还原。见 ToRemainingClosePercent。
        /// </summary>
        public static decimal ToOriginalClosePercent(decimal remainingClosePercent, decimal notionalValue, decimal posiNotionalValue)
        {
            if (notionalValue <= 0) return remainingClosePercent;
            return remainingClosePercent * posiNotionalValue / notionalValue;
        }

        /// <summary>
        /// 计算 InitUnwind 默认占期初(A)平仓比例 = "平掉剩余全部持仓"对应的占期初比例。
        /// 即：ClosePercent(A) = PosiNotionalValue / NotionalValue。
        /// 未平仓时 PosiNotionalValue==NotionalValue → 1（平100%）；
        /// 部分平仓后自动变为剩余比例（如已平 30% 则默认 0.7）。
        /// 与互换/提前终止 InitIncome 保持一致。抽出为纯函数以支持无库单测。
        /// </summary>
        public static decimal CalcDefaultInitClosePercent(decimal notionalValue, decimal posiNotionalValue)
        {
            return notionalValue > 0 ? posiNotionalValue / notionalValue : 1;
        }

        /// <summary>
        /// 获取固定利率
        /// </summary>
        private decimal GetFixedRate(swap_position position, DateTime startDate)
        {
            var swapIntervalToday = position.SwapIntervalList?.Where(x => x.Date <= startDate).OrderByDescending(o => o.Date).FirstOrDefault();
            if (swapIntervalToday != null) return swapIntervalToday.Rate;
            var nextInterval = position.SwapIntervalList?.Where(x => x.Date > startDate).OrderBy(o => o.Date).FirstOrDefault();
            return nextInterval?.Rate ?? position.InterestRateDefault;
        }

        /// <summary>
        /// 获取浮动利率
        /// </summary>
        private decimal GetFloatRate(swap_position position, eod_swap_position preEod, DateTime startDate, DateTime endDate, int period, bool swap, swap_position positionClone)
        {
            if (string.IsNullOrEmpty(position.FloatRateUnderlyingCode)) return position.FloatRate;

            int days = (endDate - startDate).Days;
            DateTime rateDate = days % period == 0
                ? QdpCalendarHelper.GetNonHolidayDefore(endDate.AddDays(position.interest_rule ?? 0))
                : QdpCalendarHelper.GetNonHolidayDefore(startDate.AddDays(position.interest_rule ?? 0));

            if (preEod.id != 0 && days % period != 0)
            {
                position.FloatRate = positionClone.FloatRate = preEod.FloatRate;
                return preEod.FloatRate;
            }

            if (TryGetFloatRate(rateDate, position.FloatRateUnderlyingCode, out double rate))
            {
                position.FloatRate = positionClone.FloatRate = Convert.ToDecimal(rate);
                return position.FloatRate;
            }
            if (!swap) throw new Exception($"获取不到{position.FloatRateUnderlyingCode}在{rateDate:yyyy年MM月dd日}的价格");
            return 0m;
        }

        /// <summary>
        /// 计算收盘利息（EOD）
        /// </summary>
        private swap_flow_event CalcEodInterest(trade td, DateTime valueDate, swap_position position, decimal rate, decimal floatRate, decimal closePrincipal, decimal posiPrincipal, int annualDays, bool calcFirst, bool calcLast, eod_swap_position preEod, int eventType, bool add)
        {
            // 判断当日是否计息：首日不算头或到期日不算尾则不计息
            bool calcToday = true;
            if (calcFirst == false && valueDate == td.StartDate.Value) calcToday = false; // 首日不算头
            if (calcLast == false && valueDate == td.ExerciseDate.Value) calcToday = false; // 到期日不算尾
            if (valueDate < position.PosiStartDate)
            {
                calcToday = false;
            }
            // 初始化EOD持仓信息
            if (preEod.id == 0)
            {
                preEod.FloatRate = floatRate;
                preEod.TdInterestPrincipal = posiPrincipal;
                preEod.PosiNotionalValue = posiPrincipal;
            }

            // 构建利息事件
            var interest = new swap_flow_event
            {
                SwapTradeId = td.id,
                SwapTradeNo = td.TradeNumber,
                EventType = eventType,
                EventReason = "交易",
                EventDate = valueDate,
                PositionId = position.id,
                InterestDirection = position.InterestDirection,
                InterestRate = rate,
                InterestPrincipal = closePrincipal,
                InterestSwapInterval = position.InterestSwapInterval,
                InterestMode = position.InterestMode,
                FloatRate = floatRate,
                DataState = (int)SwapFlowDateStateEnum.完成,
                ClientId = td.ClientId,
                UnwindDate = valueDate
            };
            // 收盘场景使用 preEod.FloatRate（历史浮动利率），与 InitSwapDealInterest 收盘场景保持一致
            decimal eodFloatRate = preEod.id != 0 ? preEod.FloatRate : floatRate;
            decimal interestAmount = 0;
            decimal tdInterestAmount = 0;
            if (calcToday)
            {
                if (position.InterestType == (int)InterestTypeEnum.复利)
                {
                    // 复利计算
                    CalcDailyCompoundInterestByEod(preEod, valueDate, td.StartDate.Value, position, closePrincipal, posiPrincipal, interest, annualDays, false, eodFloatRate, 1m, posiPrincipal, ref interestAmount, ref tdInterestAmount);
                }
                else
                {
                    // 单利计算
                    CalcDailySimpleInterestByEod(preEod, valueDate, td.StartDate.Value, position, closePrincipal, posiPrincipal, interest, annualDays, false, eodFloatRate, 1m, posiPrincipal, ref interestAmount, ref tdInterestAmount);
                }

            }
            // 四舍五入并赋值
            interest.InterestAmount = Math.Round(interestAmount, ConsGlobal.PriceRound, MidpointRounding.AwayFromZero);
            interest.TdInterestAmount = Math.Round(tdInterestAmount, ConsGlobal.PriceRound, MidpointRounding.AwayFromZero);
            // 计算InterestClosePnL（方向：收取=1为正，支付=-1为负）
            var interestRatio = position.InterestDirection == 1 ? 1m : -1m;
            interest.InterestClosePnL = interest.InterestAmount * interestRatio;

            if (add) UpdateDbOption(interest);
            return interest;
        }

        /// <summary>
        /// 计算盘中利息（平仓/互换）
        /// </summary>
        private swap_flow_event CalcUnwindInterest(trade td, DateTime valueDate, DateTime endDate,  swap_position position, decimal rate, decimal floatRate, decimal posiPrincipal, decimal closePrincipal, decimal closePercent, int annualDays, eod_swap_position preEod, int eventType, bool add, bool swap, decimal orginPv, bool calcFirst, bool calcLast, decimal consumedInterest = 0m)
        {
            if (preEod.id == 0)
            {
                preEod.FloatRate = floatRate;
                preEod.TdInterestPrincipal = posiPrincipal;
                preEod.PosiNotionalValue = posiPrincipal;
                preEod.ValueDate = td.StartDate.Value;
                if (calcFirst)
                {
                    preEod.ValueDate= preEod.ValueDate.AddDays(-1);
                }
            }

            return InitSwapDealInterest(td, valueDate, endDate,  rate, position, add, swap, posiPrincipal, closePrincipal, closePercent, annualDays, eventType, preEod, false, orginPv, calcFirst, calcLast, consumedInterest);
        }
        /// <summary>
        /// 初始化利息腿信息
        /// </summary>
        /// <param name="tradeId">交易编码</param>
        /// <param name="valueDate">计息开始日期</param>
        /// <param name="endDate">计息结束日期</param>
        /// <param name="rate">计息年化利率</param>
        /// <param name="position">利息腿</param>
        /// <param name="add">是否新增</param>
        /// <param name="swap">是否已互换</param>
        /// <param name="preEodPosition">上一日终归档</param>
        /// <param name="posiNotionalValue">当日适用名义本金</param>
        /// <param name="closePosiNotionalValue">当日平仓名义本金</param>
        /// <param name="annualDays">年化天数</param>
        /// <returns></returns>
        private swap_flow_event InitSwapDealInterest(trade td,
            DateTime valueDate,
            DateTime endDate,
            decimal rate,
            swap_position position,
            bool add,
            bool swap,
            decimal posiNotionalValue,
            decimal closePosiNotionalValue,
            decimal closePrecent,
            int annualDays,
            int eventType,
            eod_swap_position preEodPosition,
            bool needPrice,
            decimal orginPv,
            bool calcFirst,
            bool calcLast,
            decimal consumedInterest = 0m
            )
        {
            decimal interestProfitSum = preEodPosition.InterestProfitSum;
            swap_flow_event interest = new swap_flow_event();
            interest.SwapTradeId = td.id;
            interest.SwapTradeNo = td.TradeNumber;
            interest.EventType = eventType;
            interest.EventReason = "交易";
            interest.EventDate = valueDate;
            interest.PositionId = position.id;
            interest.InterestDirection = position.InterestDirection;
            interest.InterestRate = rate;
            interest.InterestPrincipal = closePosiNotionalValue;
            interest.InterestSwapInterval = position.InterestSwapInterval;
            interest.InterestMode = position.InterestMode;
            interest.FloatRate = position.FloatRate;
            interest.DataState = (int)SwapFlowDateStateEnum.完成;
            interest.ClientId = td.ClientId;
            interest.UnwindDate = endDate;

            // 根因修复：预付金(保证金)腿的计息基数维度应为"保证金本金"自身，而非整笔交易的名义本金(orginPv)。
            // 否则公式 dynomicPrincipal = TdInterestPrincipal + posiPrincipal - orginPv
            // 会把交易名义本金(千万~亿级)当减项扣掉，使"应返还本金"(InterestPrincipal)与计息基数变成巨负值。
            // 此处将预付金腿的 orginPv 对齐为其自身保证金(InterestPrincipalFix)，
            // 与日终路径(SwapEodPositionService 对预付金腿 orginPv=InterestPrincipalFix)保持一致。
            // 仅作用于初始预付金(5)/追加预付金(6)；其它计息模式(含债券本金腿 标的期初全价=9)仍用交易名义本金，不受影响。
            if (position.InterestMode == (int)InterestModeEnum.初始预付金
                || position.InterestMode == (int)InterestModeEnum.追加预付金)
            {
                orginPv = position.InterestPrincipalFix;
            }

            if (swap)
            {
                interest.InterestAmount = 0;
                interest.TdInterestAmount = 0;
                interest.InterestAmount = 0;
                interest.InterestClosePnL = 0;
            }
            else
            {
                decimal InterestAmount = 0;
                decimal TdInterestAmount = 0;
                var interestRatio = position.InterestDirection == 1 ? 1m : -1m;
                var floateRate = preEodPosition.FloatRate;
                if (position.InterestType == (int)InterestTypeEnum.复利)
                {
                    CalcDailyCompoundInterest( endDate,  position, closePosiNotionalValue, interest, annualDays, needPrice, floateRate, closePrecent, orginPv, calcFirst, calcLast, ref InterestAmount, ref TdInterestAmount, consumedInterest);
                }
                else
                {
                    CalcDailySimpleInterest(preEodPosition, endDate, position, posiNotionalValue, interest, annualDays, needPrice, floateRate, closePrecent, orginPv, calcFirst, calcLast, ref InterestAmount, ref TdInterestAmount);
                }

                interest.InterestAmount = Math.Round(InterestAmount, ConsGlobal.PriceRound, MidpointRounding.AwayFromZero);
                interest.TdInterestAmount = Math.Round(TdInterestAmount, ConsGlobal.PriceRound, MidpointRounding.AwayFromZero);
                interest.InterestClosePnL = interest.InterestAmount * interestRatio;
            }
            if (add)
            {
                UpdateDbOption(interest);
            }
            return interest;
        }
        /// <summary>
        /// 计算复利 盘中
        /// </summary>
        /// <param name="lastSwapDate">上一互换日</param>
        /// <param name="endDate">结算日期</param>
        /// <param name="floatUnderylingCode">浮动标的</param>
        /// <param name="principal">计息基数</param>
        /// <param name="interestRate">固定利率</param>
        /// <param name="isAnnualized">是否年化</param>
        /// <param name="annualDays">年化天数</param>
        /// <returns></returns>
        public void CalcDailyCompoundInterest( DateTime endDate, swap_position position, decimal principal, swap_flow_event flowEvent, int annualDays, bool needPrice, decimal floateRate, decimal closePercent, decimal orginPv, bool calcFirst, bool calcLast, ref decimal InterestAmount, ref decimal TdInterestAmount, decimal consumedInterest = 0m)
        {
            var startDate = position.PosiStartDate;
            decimal interestProfitSum = 0;
            decimal TdInterestPrincipal = 0;
            decimal interest = interestProfitSum ;
            decimal tdinterest = interestProfitSum ;
            int interestPeriod = position.interest_rest_days ?? 1;
            // 复利：只能用要平仓的名义本金从头开始算
            decimal dynomicPrincipal = principal;
            decimal tdDynomicPrincipal = dynomicPrincipal;
            var calcDays = (endDate - startDate).Days;
            double floatRate = Convert.ToDouble(floateRate);
            for (int i = 0; i <= calcDays; i++)
            {
                var accrueDate = startDate.AddDays(i);
                if (!calcFirst && accrueDate == startDate) continue; // 首日不算头
                if (!calcLast && accrueDate == endDate) continue; // 到期日不算尾
                if (accrueDate >= startDate)
                {
                    if (i % interestPeriod == 0)
                    {
                        // 复利时：利息并入本金
                        dynomicPrincipal = principal + interest;
                        tdDynomicPrincipal = principal + interest;
                        // 获取新的浮动利率
                        if (!string.IsNullOrEmpty(position.FloatRateUnderlyingCode))
                        {
                            var fr007RateDate = QdpCalendarHelper.GetNonHolidayDefore(accrueDate.AddDays(position.interest_rule ?? 0));
                            if (TryGetFloatRate(fr007RateDate, position.FloatRateUnderlyingCode, out double floatRate1))
                            {
                                if (floatRate1 != 0) floatRate = floatRate1;
                            }
                            else
                            {
                                throw new Exception($"获取不到{position.FloatRateUnderlyingCode}在{fr007RateDate:yyyy年MM月dd日}的价格");
                            }
                        }
                        flowEvent.InterestPrincipal = tdDynomicPrincipal;
                        TdInterestPrincipal = tdDynomicPrincipal;
                    }
                    else
                    {
                        // 复利非重置日：利息不并入本金，不用closePercent缩放（principal已反映平仓比例）
                        flowEvent.InterestPrincipal = tdDynomicPrincipal;
                        TdInterestPrincipal = tdDynomicPrincipal;
                    }
                    flowEvent.FloatRate = Convert.ToDecimal(floatRate);
                    var interest1 = flowEvent.InterestPrincipal * (flowEvent.InterestRate + Convert.ToDecimal(floatRate));
                    var tdinterest1 = TdInterestPrincipal * (flowEvent.InterestRate + Convert.ToDecimal(floatRate));
                    if (position.IsAnnualized)
                    {
                        interest1 /= annualDays;
                        tdinterest1 /= annualDays;
                    }
                    interest += interest1;
                    tdinterest += tdinterest1;
                }
            }
            // 复利从头重放得到的是"假设从未结出"的整段总利息，需扣除历史已通过互换结出的利息，
            // 否则已结部分会重复计息（类比分红 PosiDividendSum = totalToDate − RealizedDividend）。
            // consumedInterest 为绝对值口径（swap_flow_event.InterestAmount 之和），与 interest 口径一致。
            interest -= consumedInterest;
            tdinterest -= consumedInterest;
            InterestAmount = Math.Round(interest, ConsGlobal.PriceRound, MidpointRounding.AwayFromZero);
            TdInterestAmount = Math.Round(tdinterest, ConsGlobal.PriceRound, MidpointRounding.AwayFromZero);
        }

        /// <summary>
        /// 计算单利 盘中（按重置天数分段，每段使用对应浮动利率）
        /// </summary>
        public void CalcDailySimpleInterest(eod_swap_position preEodPosition, DateTime endDate, swap_position position, decimal posiPrincipal, swap_flow_event flowEvent, int annualDays, bool needPrice, decimal floateRate, decimal closePercent, decimal orginPv, bool calcFirst, bool calcLast, ref decimal InterestAmount, ref decimal TdInterestAmount, decimal consumedInterest = 0m)
        {
            var startDate = position.PosiStartDate;
            decimal interestProfitSum = preEodPosition.InterestProfitSum;
            var TdInterestPrincipal = preEodPosition.TdInterestPrincipal;
            decimal interest = interestProfitSum * closePercent;
            decimal tdinterest = interestProfitSum * closePercent;
            int interestPeriod = position.interest_rest_days ?? 1;
            // 单利：可用上一日计息基数
            decimal dynomicPrincipal = preEodPosition.TdInterestPrincipal + posiPrincipal - orginPv;
            decimal tdDynomicPrincipal = dynomicPrincipal;
            var calcDays = (endDate - startDate).Days;
            double floatRate = Convert.ToDouble(floateRate);
            for (int i = 0; i <= calcDays; i++)
            {
                var accrueDate = startDate.AddDays(i);
                if (!calcFirst && accrueDate == startDate) continue; // 首日不算头
                if (!calcLast && accrueDate == endDate) continue; // 到期日不算尾
                if (accrueDate > preEodPosition.ValueDate)
                {
                    // 重置日重新获取该段浮动利率；非重置日沿用上一段利率。
                    // 两分支唯一差异即"是否重取利率"，本金口径(只缩放一次)完全一致，
                    // 合并后消除复制粘贴导致的 closePercent^N 类 bug（原非重置日分支多了一行
                    // tdDynomicPrincipal = flowEvent.InterestPrincipal 使本金累积乘 closePercent^N）。
                    if (i % interestPeriod == 0 && !string.IsNullOrEmpty(position.FloatRateUnderlyingCode))
                    {
                        var fr007RateDate = QdpCalendarHelper.GetNonHolidayDefore(accrueDate.AddDays(position.interest_rule ?? 0));
                        if (TryGetFloatRate(fr007RateDate, position.FloatRateUnderlyingCode, out double floatRate1))
                        {
                            if (floatRate1 != 0) floatRate = floatRate1;
                        }
                        else
                        {
                            throw new Exception($"获取不到{position.FloatRateUnderlyingCode}在{fr007RateDate:yyyy年MM月dd日}的价格");
                        }
                    }

                    // 显示本金 = 计息基数 × closePercent（只缩放一次，与日终 ByEod 口径一致）；
                    // 计息基数(tdDynomicPrincipal)逐日恒定、不缩放（单利特征）。
                    flowEvent.InterestPrincipal = tdDynomicPrincipal * closePercent;
                    TdInterestPrincipal = tdDynomicPrincipal;

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

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

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

        /// <summary>
        /// 计算单利 收盘（按重置天数分段，每段使用对应浮动利率）
        /// </summary>
        public void CalcDailySimpleInterestByEod(eod_swap_position preEodPosition, DateTime endDate, DateTime tradeDate, swap_position position, decimal principal, decimal posiPrincipal, swap_flow_event flowEvent, int annualDays, bool needPrice, decimal floateRate, decimal closePercent, decimal orginPv, ref decimal InterestAmount, ref decimal TdInterestAmount)
        {
            decimal interestProfitSum = preEodPosition.InterestProfitSum;
            int interestPeriod = position.interest_rest_days ?? 1;
            double floatRate = Convert.ToDouble(floateRate);
            var calcDays = (endDate - tradeDate).Days;
            // 修复：首次操作时（preEodPosition.id == 0），TdInterestPrincipal 需要正确初始化
            if (preEodPosition.id == 0)
            {
                preEodPosition.TdInterestPrincipal = posiPrincipal;
            }

            // 检查是否到达重置周期
            if (calcDays % interestPeriod == 0)
            {
                // 获取新的浮动利率
                if (!string.IsNullOrEmpty(position.FloatRateUnderlyingCode))
                {
                    var fr007RateDate = QdpCalendarHelper.GetNonHolidayDefore(endDate.AddDays(position.interest_rule ?? 0));
                    if (TryGetFloatRate(fr007RateDate, position.FloatRateUnderlyingCode, out double newFloatRate))
                    {
                        if (newFloatRate != 0)
                        {
                            floatRate = newFloatRate;
                        }
                    }
                    else
                    {
                        throw new Exception($"获取不到{position.FloatRateUnderlyingCode}在{fr007RateDate:yyyy年MM月dd日}的价格");
                    }
                }
            }

            flowEvent.FloatRate = Convert.ToDecimal(floatRate);
            var baseTdInterestPrincipal = preEodPosition.TdInterestPrincipal + posiPrincipal - orginPv;
            var baseInterestPrincipal = baseTdInterestPrincipal * closePercent;

            // 修复：正确计算本次利息（基于实际持仓本金）
            decimal interest = baseInterestPrincipal * (flowEvent.InterestRate + Convert.ToDecimal(floatRate));
            decimal tdinterest = baseTdInterestPrincipal * (flowEvent.InterestRate + Convert.ToDecimal(floatRate));
            if (position.IsAnnualized)
            {
                interest /= annualDays;
                tdinterest /= annualDays;
            }

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

        /// <summary>
        /// 单标的平仓
        /// </summary>
        /// <param name="unwindData"></param>
        /// <exception cref="ServiceException"></exception>
        public void SwapUnwind(UnwindData unwindData)
        {
            var td = FindTrade(unwindData.SwapTradeId);
            if (td == null)
            {
                throw new ServiceException("未找到交易信息");
            }
            //CheckLastEod(unwindData.ValueDate, td.StartDate.Value, unwindData.SwapTradeId); //去掉平仓收盘限制
            ValidateFrontendPnL(unwindData, isIncome: false); // 只读校验告警，不阻断交易
            // 前端按"占期初(original)"语义传 ClosePercent(A)；后端全链路按"占剩余(remaining)"语义(B)消费。
            // 入口统一转换为 B，落库展示用的 A 由 SaveSwapDealInternal 还原。
            unwindData.ClosePercent = ToRemainingClosePercent(unwindData.ClosePercent, unwindData.NotionalValue, unwindData.PosiNotionalValue);
            bool cofirm = false;
            ExecuteInTransaction(() =>
            {
                int clientCashId = AddClientCash(td, Convert.ToDouble(-unwindData.SwapRealizedPnL), ClientCashInCashOut.系统操作_平仓费, unwindData.ValueDate);
                if (unwindData.SwapMarginAmount != 0)
                {
                    AddClientCash(td, Convert.ToDouble(unwindData.SwapMarginAmount), ClientCashInCashOut.系统操作_应付预付金, unwindData.ValueDate);
                }
                //if (unwindData.SwapMarginRebatePnl != 0)
                //{
                //    AddClientCash(td, Convert.ToDouble(-unwindData.SwapMarginRebatePnl), ClientCashInCashOut.系统操作_预付金返息, unwindData.ValueDate);
                //}
                DealFloatPosition(unwindData);
                var flowList = new List<swap_flow_event>(unwindData.FlowEvents);
                var eventId = SaveSwapDeal(unwindData, (int)SwapEventTypeEnum.平仓, clientCashId, "系统操作_平仓");
                if (unwindData.CloseMethod == (int)CloseMethodEnum.全部平仓 || unwindData.ClosePercent == 1)
                {
                    td.TradeStatus = "已平仓";
                    CallSaveSwapTradeClientCash(td, unwindData.ValueDate);
                }
                else
                {
                    td.HasPartialUnWind = 1;
                }
                td.UnWindDate = unwindData.UnwindDate;
                td.StockEqvNotional -= Convert.ToDouble(unwindData.CloseNotionalValue);
                td.TradeAmount -= Convert.ToDouble(unwindData.CloseQty);
                SaveAllChanges();
                cofirm = true;
            });
            if (cofirm)
            {
                TriggerRealtimeSwapPosition();
            }
        }
        /// <summary>
        /// 自动全平仓
        /// </summary>
        /// <param name="td"></param>
        /// <param name="unwindPrice"></param>
        /// <param name="unwindPriceFee"></param>
        public void AuotoSwapUnwind(int tradeid, decimal unwindPrice, decimal unwindPriceFee, decimal unwindNetFee, decimal unwindNet, DateTime valueDate, decimal unwindQty, decimal closeFee)
        {
            unwindPriceFee = decimal.Parse(unwindPriceFee.ToString("F10"));
            var td = DbContext.trade.Find(tradeid);
            var positions = DbContext.swap_position.Where(x => x.SwapTradeId == td.id && !x.Invalid);
            List<int> eventTypes = new List<int>() { (int)SwapEventTypeEnum.平仓, (int)SwapEventTypeEnum.互换 };
            var dealDate = valueDate;
            var tradeExtend = DbContext.trade_extend.FirstOrDefault(x => x.TradeId == td.id);
            td.trade_extend = tradeExtend;
            var position = positions.Where(x => !string.IsNullOrEmpty(x.UnderlyingCode) && !x.IsInitial).FirstOrDefault();
            var preDealDate = GetPreDealDate(td.id, dealDate, eventTypes);
            swap_flow_event floatEvent = new swap_flow_event();
            UnwindData unwindData = new UnwindData();
            unwindData.CloseType = 2;
            unwindData.StartDate = td.TradeDate.Value;
            if (preDealDate.HasValue)
            {
                unwindData.StartDate = preDealDate.Value;
            }
            unwindData.ValueDate = dealDate;
            unwindData.UnwindDate = QdpCalendarHelper.GetNonHoliday(dealDate.AddDays(1));
            floatEvent.EventDate = dealDate;
            floatEvent.UnwindDate = unwindData.UnwindDate;
            floatEvent.PayDate = QdpCalendarHelper.GetNonHoliday(unwindData.UnwindDate.Value.AddDays(td.trade_extend.ExtendObj.SettlementRules));
            unwindData.PayDate = floatEvent.PayDate;
            floatEvent.SwapTradeId = td.id;
            floatEvent.SwapTradeNo = td.TradeNumber;
            unwindData.SwapTradeId = td.id;
            unwindData.StructureType = td.StructureType;
            unwindData.NotionalValue = Convert.ToDecimal(td.OriginalStockEqvNotional ?? 0);
            unwindData.NotionalQty = positions.Where(x => x.IsInitial).Sum(s => s.PosiQuantity);
            unwindData.PosiNotionalValue = position != null ? position.PosiNotionalValue : Convert.ToDecimal(td.StockEqvNotional);
            unwindData.PositionQty = Convert.ToDecimal(td.TradeAmount);
            var unwindPercent = unwindData.PositionQty == 0 ? 0 : unwindQty / unwindData.PositionQty;
            unwindData.AnnualDays = tradeExtend == null ? 365 : tradeExtend.ExtendObj.AnnualDays;
            unwindData.CloseMethod = unwindQty == unwindData.PositionQty ? (int)CloseMethodEnum.全部平仓 : (int)CloseMethodEnum.部分平仓;
            unwindData.ClosePercent = unwindData.PositionQty == 0 ? 0 : unwindPercent;
            unwindData.CloseNotionalValue = position == null ? 0 : unwindQty * position.PosiGrossPrice * position.ContractSize;
            unwindData.CloseNotionalValue = unwindPercent >= 1 ? unwindData.PosiNotionalValue : Math.Round(unwindData.CloseNotionalValue, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
            unwindData.CloseQty = unwindQty;
            if (position != null)
            {
                decimal floatRatio = position.PosiDirection == 1 ? 1m : -1m;
                decimal longRatio = position.PositionType == 1 ? 1m : -1m;
                floatEvent.PositionId = position.PositionId;
                floatEvent.EventType = (int)SwapFlowEventTypeEnum.平仓;
                floatEvent.EventReason = "交易";
                floatEvent.DividendIn = 0;
                floatEvent.UnderlyingCode = position.UnderlyingCode;
                floatEvent.UnderlyingInstrumentType = position.UnderlyingInstrumentType;
                floatEvent.CloseFee = 0;
                floatEvent.BeforeCloseFee = position.PosiTradingFee + position.PosiTradingFeePending;
                floatEvent.PayDirection = position.PosiDirection;
                floatEvent.PosiGrossPrice = position.PosiGrossPrice;
                floatEvent.PosiNetPrice = position.PosiNetPrice;
                floatEvent.PositionType = position.PositionType;
                floatEvent.Quantity = unwindData.CloseQty;
                floatEvent.PositionQty = unwindData.PositionQty - unwindData.CloseQty;
                floatEvent.ContractSize = position.ContractSize;
                floatEvent.DataState = (int)SwapFlowDateStateEnum.完成;
                floatEvent.InterestMode = position.InterestMode;
                floatEvent.TradingAmountAvg = unwindPrice;
                floatEvent.TradingAmountFeeAvg = unwindPriceFee;
                floatEvent.TradingAmountNetFeeAvg = unwindNetFee;
                floatEvent.TradingAmountNetAvg = unwindNet;
                floatEvent.TradingFeePending = position.PosiTradingFeePending * unwindData.ClosePercent;
                floatEvent.TradingFeePending = Math.Round(floatEvent.TradingFeePending, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
                floatEvent.TradingFee = closeFee;
                floatEvent.MarkClosePnl = (unwindPrice - position.PosiGrossPrice) * unwindQty * floatRatio * longRatio;
                //MarkClosePnl 纯盯市不要计算交易费用和分红
                floatEvent.MarkClosePnl = Math.Round(floatEvent.MarkClosePnl, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
                floatEvent.TradingAmount = unwindPrice * floatEvent.Quantity * floatEvent.ContractSize;
                floatEvent.TradingAmount = Math.Round(floatEvent.TradingAmount, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
                floatEvent.OptLog = "流水自动";
                floatEvent.ClientId = td.ClientId;
                floatEvent.SetOpt(UserInfo);
                EnrichDividendIn(floatEvent, unwindQty, td);
            }
            unwindData.FlowEvents.Add(floatEvent);
            var interestPositions = GetUnwindInterests(unwindData.ValueDate, unwindData.UnwindDate.Value, td.id, unwindPercent, (int)SwapEventTypeEnum.平仓);
            interestPositions.ForEach(item =>
            {
                item.OptLog = "流水自动";
            });
            foreach (var item in interestPositions)
            {
                item.TdInterestAmount = Math.Round(item.TdInterestAmount, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
                item.InterestAmount = Math.Round(item.InterestAmount, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
                item.InterestClosePnL = Math.Round(item.InterestClosePnL, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
            }
            unwindData.FlowEvents.AddRange(interestPositions);
            CalcCloseAmount(unwindData);
            DealUnwind(unwindData, td);
        }

        private void EnrichDividendIn(swap_flow_event flowEvent, decimal unwindQty, trade td)
        {
            if (flowEvent.UnwindDate == null)
            {
                throw new ArgumentNullException("平仓日期缺失");
            }
            var date = flowEvent.EventDate;
            BondPaymentService servie = new BondPaymentService(UserInfo);
            var payments = servie.GetBondPayments(flowEvent.UnderlyingCode, td.StartDate.Value, date);

            int shortRatio = flowEvent.PositionType == (int)PositionTypeFlag.Long ? 1 : -1;
            int directionRatio = flowEvent.PayDirection == (int)SwapDirectionEnum.收取 ? 1 : -1;
            // + 付息日>上日日终且小于等于平仓日期的分红数据
            var dividendIn = servie.CalcPayment(payments, unwindQty, shortRatio, directionRatio);
            var um = DataCacheProvider.GetUnderlyingDataSource().GetData(flowEvent.UnderlyingCode);
            decimal tax = um.ValueAddedTax ?? 0;
            dividendIn = dividendIn / (1 + tax) * (1 - tax);

            flowEvent.DividendIn = Math.Round(dividendIn, 2, MidpointRounding.AwayFromZero);
        }

        public decimal GetUnderlyingTax(string code)
        {
            var data = DataCacheProvider.GetUnderlyingDataSource().GetData(code);
            if (data == null)
            {
                return 0;
            }
            return data.ValueAddedTax ?? 0;
        }

        /// <summary>
        /// 衡泰新增平仓事件
        /// </summary>
        /// <param name="td"></param>
        /// <param name="valueDate"></param>
        /// <param name="markClosePnl"></param>
        /// <param name="unwindQty"></param>
        /// <param name="allClose"></param>
        public void AutoSwapUnwindFromConsumer(trade td, DateTime valueDate, DateTime payDate, decimal markClosePnl, decimal tradeinfFee, decimal interestAmount, decimal fee, decimal unwindQty, bool allClose)
        {
            List<int> eventTypes = new List<int>() { (int)SwapEventTypeEnum.平仓, (int)SwapEventTypeEnum.互换 };
            var dealDate = valueDate;
            var tradeExtend = DbContext.trade_extend.FirstOrDefault(x => x.TradeId == td.id);
            td.trade_extend = tradeExtend;
            var position = DbContext.swap_position.Where(x => !string.IsNullOrEmpty(x.UnderlyingCode) && x.IsInitial && !x.Invalid).FirstOrDefault();
            var preDealDate = GetPreDealDate(td.id, dealDate, eventTypes);
            swap_flow_event floatEvent = new swap_flow_event();
            UnwindData unwindData = new UnwindData();
            unwindData.CloseType = 2;
            unwindData.StartDate = td.TradeDate.Value;
            if (preDealDate.HasValue)
            {
                unwindData.StartDate = preDealDate.Value;
            }
            unwindData.ValueDate = dealDate;
            floatEvent.EventDate = dealDate;
            unwindData.UnwindDate = QdpCalendarHelper.GetNonHoliday(dealDate.AddDays(1));
            floatEvent.UnwindDate = unwindData.UnwindDate;
            floatEvent.PayDate = payDate;
            unwindData.PayDate = floatEvent.PayDate;
            floatEvent.SwapTradeId = td.id;
            floatEvent.SwapTradeNo = td.TradeNumber;
            unwindData.SwapTradeId = td.id;
            unwindData.StructureType = td.StructureType;
            unwindData.NotionalValue = Convert.ToDecimal(td.OriginalStockEqvNotional ?? 0);
            unwindData.NotionalQty = position.PosiQuantity;
            unwindData.PosiNotionalValue = Convert.ToDecimal(td.StockEqvNotional);
            unwindData.PositionQty = Convert.ToDecimal(td.TradeAmount);
            unwindData.AnnualDays = tradeExtend == null ? 365 : tradeExtend.ExtendObj.AnnualDays;
            unwindData.CloseMethod = allClose ? (int)CloseMethodEnum.全部平仓 : (int)CloseMethodEnum.部分平仓;
            unwindData.ClosePercent = allClose ? 1 : unwindQty / unwindData.NotionalQty;
            unwindData.CloseNotionalValue = allClose ? unwindData.PosiNotionalValue : unwindQty;
            unwindData.CloseQty = allClose ? unwindData.PositionQty : unwindQty;
            if (position != null)
            {
                decimal floatRatio = position.PosiDirection == 1 ? 1m : -1m;
                floatEvent.PositionId = position.id;
                floatEvent.EventType = (int)SwapEventTypeEnum.平仓;
                floatEvent.EventReason = "接口合约终止交易";
                floatEvent.DividendIn = 0;
                floatEvent.UnderlyingCode = position.UnderlyingCode;
                floatEvent.UnderlyingInstrumentType = position.UnderlyingInstrumentType;
                floatEvent.CloseFee = 0;
                floatEvent.BeforeCloseFee = position.PosiTradingFee + position.PosiTradingFeePending;
                floatEvent.PayDirection = position.PosiDirection;
                floatEvent.PosiGrossPrice = position.PosiGrossPrice;
                floatEvent.PosiNetPrice = position.PosiNetPrice;
                floatEvent.TradingAmountNetAvg = position.PosiNetNoFeePrice;
                floatEvent.TradingFeePending = position.PosiTradingFeePending * unwindData.ClosePercent;
                floatEvent.TradingFee = tradeinfFee - floatEvent.TradingFeePending;
                floatEvent.MarkClosePnl = markClosePnl;
                floatEvent.TradingAmount = floatEvent.Quantity * floatEvent.ContractSize;
                floatEvent.PositionType = position.PositionType;
                floatEvent.Quantity = position.PosiQuantity;
                floatEvent.PositionQty = 0;
                floatEvent.ContractSize = position.ContractSize;
                floatEvent.DataState = (int)SwapFlowDateStateEnum.完成;
                floatEvent.InterestMode = position.InterestMode;
                floatEvent.TradingAmount = unwindData.CloseQty;
                floatEvent.ClientId = td.ClientId;
                floatEvent.OptLog = "衡泰同步";
                floatEvent.SetOpt(UserInfo);
            }
            unwindData.FlowEvents.Add(floatEvent);
            var interestPositions = GetUnwindInterestsByHT(unwindData, td, interestAmount, fee);
            unwindData.FlowEvents.AddRange(interestPositions);
            CalcCloseAmount(unwindData);
            DealUnwind(unwindData, td, "合约终止接口回执");
        }
        private List<swap_flow_event> GetUnwindInterestsByHT(UnwindData unwindData, trade td, decimal interestAmount, decimal fee)
        {
            List<swap_flow_event> interests = new List<swap_flow_event>();
            var allpositions = DbContext.swap_position.Where(x => x.SwapTradeId == unwindData.SwapTradeId && !x.Invalid && x.IsInitial && x.PosiDirection > 0).ToList();
            var position = allpositions.Where(x => ConsTrade.InterestModels.Contains(x.InterestMode)).FirstOrDefault();
            if (position == null)
            {
                return interests;
            }
            var grossPrice = allpositions.Where(x => x.PosiDirection > 0).FirstOrDefault()?.PosiGrossPrice ?? 0;
            var _closePosiNotionalValue = unwindData.CloseNotionalValue;
            var _posiNotionalValue = unwindData.PosiNotionalValue;
            var newClosePercent = unwindData.ClosePercent;
            foreach (var item in allpositions)
            {
                var positionClone = item.Clone();
                var swapIntervalToday = position.SwapIntervalList.OrderByDescending(o => o.Date).FirstOrDefault();
                if (item.InterestMode == (int)InterestModeEnum.固定值)
                {
                    _closePosiNotionalValue = item.InterestPrincipalFix;
                    _posiNotionalValue = item.InterestPrincipalFix;
                    newClosePercent = 1m;
                }
                else if (item.InterestMode == (int)InterestModeEnum.标的期初全价)
                {
                    _closePosiNotionalValue = _posiNotionalValue * grossPrice * newClosePercent;
                    _posiNotionalValue = _posiNotionalValue * grossPrice;
                }
                else if (item.InterestMode == (int)InterestModeEnum.追加预付金 || item.InterestMode == (int)InterestModeEnum.初始预付金)
                {
                    _closePosiNotionalValue = 0;
                    positionClone.InterestDirection = position.InterestDirection == (int)SwapDirectionEnum.收取 ? (int)SwapDirectionEnum.支付 : (int)SwapDirectionEnum.收取;
                }
                decimal rate = item.InterestRateDefault;
                if (swapIntervalToday != null)//当日无适用观察日
                {
                    rate = swapIntervalToday.Rate;
                }
                swap_flow_event interest = new swap_flow_event();
                interest.SwapTradeId = td.id;
                interest.SwapTradeNo = td.TradeNumber;
                interest.EventType = (int)SwapEventTypeEnum.平仓;
                interest.EventReason = "衡泰同步平仓";
                interest.EventDate = unwindData.ValueDate;
                interest.PositionId = item.id;
                interest.InterestDirection = positionClone.InterestDirection;
                interest.InterestRate = rate;
                interest.InterestPrincipal = _closePosiNotionalValue;
                interest.InterestSwapInterval = item.InterestSwapInterval;
                interest.InterestMode = item.InterestMode;
                interest.FloatRate = item.FloatRate;
                interest.DataState = (int)SwapFlowDateStateEnum.完成;
                interest.ClientId = td.ClientId;
                interest.UnwindDate = unwindData.ValueDate;
                interest.PayDate = unwindData.PayDate;
                if (position != null && item.id == position.id)
                {
                    interest.InterestAmount = interestAmount;
                    interest.TdInterestAmount = interestAmount;
                    interest.InterestClosePnL = interestAmount;
                    interest.InterestFee = fee;
                }
                UpdateDbOption(interest);
                interests.Add(interest);
            }

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

                });
            }
            unwindData.SwapCloseAmount = Math.Round(unwindData.SwapCloseAmount, 2, MidpointRounding.AwayFromZero);
            unwindData.SwapRealizedPnL = Math.Round(unwindData.SwapRealizedPnL, 2, MidpointRounding.AwayFromZero);
        }
        /// <summary>
        /// 多空组合平仓
        /// </summary>
        /// <param name="unwindData"></param>
        /// <exception cref="ServiceException"></exception>
        public void SwapLongShortUnwind(UnwindData unwindData)
        {
            var td = DbContext.trade.Find(unwindData.SwapTradeId);
            if (td == null)
            {
                throw new ServiceException("未找到交易信息");
            }
            unwindData.SwapRealizedPnL = unwindData.SwapCloseAmount;
            var trans = DbContext.Database.BeginTransaction();
            try
            {
                int clientCashId = AddClientCashInCashOut(td, Convert.ToDouble(unwindData.SwapCloseAmount), ClientCashInCashOut.系统操作_平仓费, unwindData.ValueDate);
                if (unwindData.SwapMarginAmount != 0)
                {
                    AddClientCashInCashOut(td, Convert.ToDouble(unwindData.SwapMarginAmount), ClientCashInCashOut.系统操作_应付预付金, unwindData.ValueDate);
                }
                if (unwindData.SwapMarginRebatePnl != 0)
                {
                    AddClientCashInCashOut(td, Convert.ToDouble(-unwindData.SwapMarginRebatePnl), ClientCashInCashOut.系统操作_预付金返息, unwindData.ValueDate);
                }
                SaveSwapDeal(unwindData, (int)SwapEventTypeEnum.平仓, clientCashId, "系统操作_平仓");
                td.UnWindDate = unwindData.UnwindDate;
                td.StockEqvNotional = 0;
                td.TradeStatus = "已平仓";
                DbContext.SaveChanges();
                trans.Commit();
            }
            catch (Exception ex)
            {
                trans.Rollback();
                throw;
            }
            finally
            {
                trans.Dispose();
            }

        }
        /// <summary>
        /// 多空组合互换
        /// </summary>
        /// <param name="swap_Deal"></param>
        /// <exception cref="ServiceException"></exception>
        public void SwapLongShort(UnwindData unwindData)
        {
            var td = DbContext.trade.Find(unwindData.SwapTradeId);
            if (td == null)
            {
                throw new ServiceException("未找到交易信息");
            }
            unwindData.SwapRealizedPnL = unwindData.SwapCloseAmount;
            var trans = DbContext.Database.BeginTransaction();
            try
            {
                int clientCashId = AddClientCashInCashOut(td, Convert.ToDouble(unwindData.SwapCloseAmount), ClientCashInCashOut.系统操作_互换, unwindData.ValueDate);
                SaveSwapDeal(unwindData, (int)SwapEventTypeEnum.互换, clientCashId, "系统操作_互换");
                td.UnWindDate = unwindData.UnwindDate;
                if (td.ExerciseDate <= unwindData.ValueDate)
                {
                    td.Notional = 0;
                    td.StockEqvNotional = 0;
                    td.TradeStatus = "已到期";
                }
                DbContext.SaveChanges();
                trans.Commit();
            }
            catch (Exception ex)
            {
                trans.Rollback();
                throw;
            }
            finally
            {
                trans.Dispose();
            }
        }
        /// <summary>
        /// 互换
        /// </summary>
        /// <param name="swap_Deal"></param>
        /// <exception cref="ServiceException"></exception>
        public void SwapIncome(UnwindData unwindData)
        {
            var td = FindTrade(unwindData.SwapTradeId);
            if (td == null)
            {
                throw new ServiceException("未找到交易信息");
            }
            NormalizeIncomeUnwindDate(unwindData);
            ValidateIncomeValueDate(unwindData, td);
            //CheckLastEod(unwindData.ValueDate, td.StartDate.Value, unwindData.SwapTradeId); //去掉平仓收盘限制
            ValidateFrontendPnL(unwindData, isIncome: true); // 只读校验告警，不阻断交易
            ExecuteInTransaction(() =>
            {
                int clientCashId = AddClientCash(td, Convert.ToDouble(-unwindData.SwapRealizedPnL), ClientCashInCashOut.系统操作_互换, unwindData.ValueDate);
                if (unwindData.SwapMarginRebatePnl != 0)
                {
                    AddClientCash(td, Convert.ToDouble(-unwindData.SwapMarginRebatePnl), ClientCashInCashOut.系统操作_预付金返息, unwindData.ValueDate);
                }
                foreach (var item in unwindData.FlowEvents)
                {
                    item.OptLog = "手工操作";
                }
                SaveSwapDeal(unwindData, (int)SwapEventTypeEnum.互换, clientCashId, "系统操作_互换");
                if (td.ExerciseDate <= unwindData.ValueDate)
                {
                    td.Notional = 0;
                    td.StockEqvNotional = 0;
                    td.TradeStatus = "已到期";
                }
                td.UnWindDate = unwindData.UnwindDate;
                SaveAllChanges();
            });
        }
        /// <summary>
        /// 互换/平仓审核通过
        /// </summary>
        /// <param name="td"></param>
        /// <param name="eventType"></param>
        /// <exception cref="Exception"></exception>
        public void ApproveSwapTrade(trade td, int eventType)
        {
            var swapEvent = FindSwapEvent(td.id, eventType);
            if (swapEvent == null)
            {
                throw new Exception("该笔交易状态为平仓待复核，未找到相关记录，请检查该笔交易是否有效");
            }
            swapEvent.unwindData = JsonConvert.DeserializeObject<UnwindData>(swapEvent.EventData);
            if (eventType == (int)SwapEventTypeEnum.互换)
            {
                NormalizeIncomeUnwindDate(swapEvent.unwindData);
                ValidateIncomeValueDate(swapEvent.unwindData, td);
            }
            var flowList = FindFlowEventsByEventId(swapEvent.id);
            string action = eventType == (int)SwapEventTypeEnum.互换 ? ClientCashInCashOut.系统操作_互换 : ClientCashInCashOut.系统操作_平仓费;
            int clientCashId = AddClientCash(td, Convert.ToDouble(-swapEvent.unwindData.SwapRealizedPnL), action, swapEvent.unwindData.ValueDate);
            if (swapEvent.unwindData.SwapMarginAmount != 0)
            {
                AddClientCash(td, Convert.ToDouble(swapEvent.unwindData.SwapMarginAmount), ClientCashInCashOut.系统操作_应付预付金, swapEvent.unwindData.ValueDate);
            }
            swapEvent.ClientCashId = clientCashId;
            if (swapEvent.unwindData.CloseMethod == (int)CloseMethodEnum.全部平仓)
            {
                td.TradeStatus = "已平仓";
                CallSaveSwapTradeClientCash(td, swapEvent.unwindData.ValueDate);
            }
            else
            {
                td.TradeStatus = ConsTrade.确认成交;
                td.HasPartialUnWind = 1;
            }
            td.UnWindDate = swapEvent.unwindData.UnwindDate;
            if (eventType != (int)SwapEventTypeEnum.互换)
            {
                td.StockEqvNotional -= Convert.ToDouble(swapEvent.unwindData.CloseNotionalValue);
                td.TradeAmount -= Convert.ToDouble(swapEvent.unwindData.CloseQty);
            }

            td.Notional = td.TradeAmount;
            UpdateInitalPosition(flowList, swapEvent.unwindData, eventType);
            SaveAllChanges();

        }
        /// <summary>
        /// 互换/平仓提交审核
        /// </summary>
        /// <param name="unwindData"></param>
        /// <param name="eventType"></param>
        /// <exception cref="ServiceException"></exception>
        public void ApplySwapTrade(UnwindData unwindData, int eventType)
        {
            var td = FindTrade(unwindData.SwapTradeId);
            if (td == null)
            {
                throw new ServiceException("未找到交易信息");
            }
            if (eventType == (int)SwapEventTypeEnum.互换)
            {
                NormalizeIncomeUnwindDate(unwindData);
                ValidateIncomeValueDate(unwindData, td);
            }
            unwindData.SwapRealizedPnL = unwindData.SwapCloseAmount;
            string action = eventType == (int)SwapEventTypeEnum.互换 ? ClientCashInCashOut.系统操作_互换 : ClientCashInCashOut.系统操作_平仓费;
            ExecuteInTransaction(() =>
            {
                CloseReCheckSetTrade(unwindData.SwapTradeId, eventType == (int)SwapEventTypeEnum.互换, true);
                SaveSwapDeal(unwindData, eventType, 0, action, true);
                SaveAllChanges();
                // 需求①：若触发条件判定无需审批（CloseReCheck_SetTrade 已将 ProcessOrderId 设为审批通过），
                // 在 swap_event 记录创建完成后再执行审批通过流程。
                td = FindTrade(unwindData.SwapTradeId);
                if (td.ProcessOrderId == ProcessTradeLog.审批通过)
                {
                    new TradeOpenService(this).UpdateTradeProcessLog(new TradeOpenReqModel
                    {
                        tradeId = td.id,
                        status = "pass",
                        comments = "触发条件未满足，自动跳过审批",
                        notNeedOperationHistory = false
                    });
                }
            });
        }
        private void ValidateIncomeValueDate(UnwindData unwindData, trade td)
        {
            var maxIncomeValueDate = GetMaxIncomeValueDate(td).Date;
            if (unwindData.ValueDate.Date > maxIncomeValueDate)
            {
                throw new ServiceException($"手动互换结算日期不能晚于当前交易结束日期T-1：{maxIncomeValueDate:yyyy-MM-dd}");
            }
        }

        private void NormalizeIncomeUnwindDate(UnwindData unwindData)
        {
            unwindData.UnwindDate = unwindData.ValueDate;
        }

        /// <summary>
        /// 保存平仓/互换事件
        /// </summary>
        /// <param name="swap_Deal"></param>
        /// <param name="eventType"></param>
        private long SaveSwapDealInternal(UnwindData unwindData, int eventType, int clientCashId, string eventResason = "", bool approve = false)
        {
            var td = DbContext.trade.Find(unwindData.SwapTradeId);
            if (td == null)
            {
                throw new ServiceException("未找到交易信息");
            }
            var flowList = new List<swap_flow_event>(unwindData.FlowEvents);
            unwindData.FlowEvents.Clear();
            // 落库展示用"占期初(original)"语义(A)；计算链（费用递减/全平判定）用"占剩余(remaining)"语义(B)。
            // 序列化前把 ClosePercent 还原为 A，序列化后立即还原回 B 供后续使用。
            var storedClosePercent = ToOriginalClosePercent(unwindData.ClosePercent, unwindData.NotionalValue, unwindData.PosiNotionalValue);
            var incomingClosePercent = unwindData.ClosePercent;
            unwindData.ClosePercent = storedClosePercent;
            string data = JsonConvert.SerializeObject(unwindData);
            unwindData.ClosePercent = incomingClosePercent;
            var swapEvent = new SwapEventService(this).AddSwapEventDate(unwindData.ValueDate, unwindData.SwapTradeId, eventType, data, clientCashId, true, eventResason);//将平仓、互换总额存入事件
            foreach (var item in flowList)
            {
                if (item.PositionType > 0 && eventType == (int)SwapEventTypeEnum.平仓)
                {
                    item.Quantity = unwindData.CloseQty;
                    item.PositionQty = unwindData.ClosePercent == 1 ? 0 : unwindData.PositionQty - unwindData.CloseQty;
                }
                item.PayDate = unwindData.PayDate;
                item.UnwindDate = unwindData.UnwindDate;
                item.EventDate = unwindData.ValueDate;
                FillSwapFlowEvent(item, unwindData, td, eventType, swapEvent.id);
                DbContext.swap_flow_event.Add(item);
            }
            if (!approve)
            {
                UpdateInitalPosition(flowList, unwindData, eventType);
            }
            DbContext.SaveChanges();
            var savedFlowEvents = DbContext.swap_flow_event.Where(x => x.EventId == swapEvent.id).ToList();
            foreach (var item in savedFlowEvents)
            {
                FillSwapFlowEvent(item, unwindData, td, eventType, swapEvent.id);
            }
            DbContext.SaveChanges();
            return swapEvent.id;
        }

        private void FillSwapFlowEvent(swap_flow_event item, UnwindData unwindData, trade td, int eventType, long eventId)
        {
            item.EventId = eventId;
            item.SwapTradeId = unwindData.SwapTradeId;
            item.SwapTradeNo = td.TradeNumber;
            item.EventType = eventType;
            item.EventReason = string.IsNullOrWhiteSpace(item.EventReason) ? "交易" : item.EventReason;
            UpdateDbOption(item);
        }

        /// <summary>
        /// 计算平仓数据
        /// </summary>
        /// <param name="unwindData"></param>
        private void DealFloatPosition(UnwindData unwindData)
        {
            foreach (var item in unwindData.FlowEvents)
            {
                item.OptLog = "手工操作";
                if (item.PositionType > 0 && item.EventType == (int)SwapEventTypeEnum.平仓)
                {
                    decimal shortRatio = item.PositionType == (int)PositionTypeFlag.Long ? -1m : 1m;
                    item.TradingAmountFeeAvg = item.TradingAmountAvg + item.TradingFeePending / unwindData.CloseQty * shortRatio;
                    item.TradingAmountNetFeeAvg = item.TradingAmountNetAvg + item.TradingFeePending / unwindData.CloseQty * shortRatio;
                    item.TradingAmount = item.TradingAmountAvg * unwindData.CloseQty;
                }
            }
        }
        /// <summary>
        /// 单标的互换更新实时持仓信息
        /// </summary>
        /// <param name="swap_Deal"></param>
        private void UpdateInitalPosition(List<swap_flow_event> flowList, UnwindData unwindData, int eventType)
        {
            var positions = DbContext.swap_position.Where(x => !x.IsInitial && x.SwapTradeId == unwindData.SwapTradeId && !x.Invalid);
            foreach (var position in positions)
            {
                if (!string.IsNullOrEmpty(position.UnderlyingCode))
                {
                    // 收益结算（互换）不改变持仓数量和名义本金，只更新费用
                    if (eventType == (int)SwapEventTypeEnum.互换)
                    {
                        position.PosiTradingFee -= position.PosiTradingFee * unwindData.ClosePercent;
                        position.PosiTradingFeePending -= position.PosiTradingFeePending * unwindData.ClosePercent;
                    }
                    else
                    {
                        // 平仓时才扣减持仓
                        position.PosiQuantity -= unwindData.CloseQty;
                        position.PosiNotionalValue -= unwindData.CloseNotionalValue;
                        position.PosiTradingFee -= position.PosiTradingFee * unwindData.ClosePercent;
                        position.PosiTradingFeePending -= position.PosiTradingFeePending * unwindData.ClosePercent;
                    }
                }
                else
                {
                    var interest = flowList.FirstOrDefault(x => x.PositionId == position.PositionId);
                    if (interest != null)
                    {
                        position.InterestAmount += interest.InterestAmount;
                        position.InterestFeePending += interest.InterestFee;
                        if ((interest.InterestMode == (int)InterestModeEnum.追加预付金 || interest.InterestMode == (int)InterestModeEnum.初始预付金) && eventType == (int)SwapEventTypeEnum.平仓)
                        {
                            position.InterestPrincipalFix -= interest.InterestPrincipal;
                        }
                    }
                }
            }
        }

    }
}