EF里一对一、一对多、多对多关系的配置和级联删除

This is exactly how cascading deletes behaves in EF. Setting Cascade on a relation in EF designer instructs EF to execute DELETE statement for each loaded realated entity. It doesn't say anything about ON CASCADE DELETE in the database.

Setting Cascade deletion when using EF needs two steps:

Set Cascade on relation in EF designer. This instruct context that all loaded related entitiesmust be deleted prior to deletion of the parent entity. If this doesn't happen EF will throw exception because internal state will detect that loaded childs are not related to any existing parent entity even the relation is required. I'm not sure if this happens before execution of delete statement of the parent entity or after but there is no difference. EF doesn't reload related entities after executing modifications so it simply doesn't know about cascade deletes triggered in the database.
Set ON CASCADE DELETE on relation in database. This will instruct SQL to delete all related records which were not loaded to context in the time of deleting the parent.

The implementation of cascade deletes in EF is strange and quite inefficient but this is how it behaves and if you want to use it, you must modify your application to behaves correctly in this scenario.

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You can configure cascade delete on a relationship by using the WillCascadeOnDelete method. If a foreign key on the dependent entity is not nullable, then Code First sets cascade delete on the relationship. If a foreign key on the dependent entity is nullable, Code First does not set cascade delete on the relationship, and when the principal is deleted the foreign key will be set to null.

You can remove these cascade delete conventions by using:

modelBuilder.Conventions.Remove<OneToManyCascadeDeleteConvention>()
modelBuilder.Conventions.Remove<ManyToManyCascadeDeleteConvention>()

The following code configures the relationship to be required and then disables cascade delete.

modelBuilder.Entity<Course>() 
    .HasRequired(t => t.Department) 
    .WithMany(t => t.Courses) 
    .HasForeignKey(d => d.DepartmentID) 
    .WillCascadeOnDelete(false);