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обновление стратегии
test / deploy_trader_prod (push) Successful in 3m14s Details

dev
vlad zverzhkhovskiy 2025-09-23 15:33:09 +03:00
parent 7043068105
commit 07e2bcef1c
2 changed files with 28 additions and 17 deletions
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43
KLHZ.Trader.Core/Exchange/Services/Trader.cs
View File

@ -350,7 +350,9 @@ INewPrice message, int windowMaxSize, decimal uptrendStartingDetectionMeanfullSt
await LogPrice(message, Constants.BigWindowCrossingAverageProcessor, resultMoveAvFull.bigWindowAv);
await LogPrice(message, Constants.SmallWindowCrossingAverageProcessor, resultMoveAvFull.smallWindowAv);
}
var res = GetInitDict(Constants.PowerLowingCoefficient);
var res = GetInitDict(Constants.BlockingCoefficient);
res[TradingEvent.DowntrendEnd] = Constants.PowerLowingCoefficient;
res[TradingEvent.UptrendEnd] = Constants.PowerLowingCoefficient;
if ((resultMoveAvFull.events & TradingEvent.UptrendStart) == TradingEvent.UptrendStart)
{
res[TradingEvent.UptrendStart] = initValue;
@ -467,7 +469,7 @@ INewPrice message, int windowMaxSize, decimal uptrendStartingDetectionMeanfullSt
return;
}
//var resTask1 = GetWindowAverageStartData(data, 30, 180, message, windowMaxSize, -2m, 2m,3);
var resTask1 = GetWindowAverageStartData(data, 30, 180, message, windowMaxSize, -0.5m, 0.5m, Constants.UppingCoefficient);
var resTask1 = GetWindowAverageStartData(data, 30, 180, message, windowMaxSize, -0.5m, 0.5m, Constants.PowerUppingCoefficient);
//var resTask3 = GetWindowAverageStartData(data, 30, 180, message, windowMaxSize, 0, 0,0.7m);
var getFFTModsTask = GetFFTMods(message);
var getAreasModsTask = GetAreasMods(data, message);
@ -757,17 +759,17 @@ INewPrice message, int windowMaxSize, decimal uptrendStartingDetectionMeanfullSt
if (position == ValueAmplitudePosition.LowerThenMediana)
{
res[TradingEvent.UptrendStart] = Constants.UppingCoefficient;
res[TradingEvent.DowntrendEnd] = Constants.UppingCoefficient;
//res[TradingEvent.UptrendStart] = Constants.UppingCoefficient;
//res[TradingEvent.DowntrendEnd] = Constants.UppingCoefficient;
res[TradingEvent.UptrendEnd] = Constants.LowingCoefficient;
res[TradingEvent.DowntrendStart] = Constants.LowingCoefficient;
}
if (position == ValueAmplitudePosition.UpperThen30Decil)
{
res[TradingEvent.UptrendStart] = Constants.PowerLowingCoefficient;
res[TradingEvent.UptrendStart] = Constants.BlockingCoefficient;
res[TradingEvent.DowntrendEnd] = Constants.LowingCoefficient;
res[TradingEvent.UptrendEnd] = Constants.UppingCoefficient;
res[TradingEvent.DowntrendStart] = Constants.UppingCoefficient;
//res[TradingEvent.UptrendEnd] = Constants.UppingCoefficient;
//res[TradingEvent.DowntrendStart] = Constants.UppingCoefficient;
}
return res.ToImmutableDictionary();
}
@ -778,7 +780,7 @@ INewPrice message, int windowMaxSize, decimal uptrendStartingDetectionMeanfullSt
var areas = await GetAreasRelation(data, message);
if (areas.HasValue && areas.Value > 0.2m && areas.Value <= 0.8m)
{
res[TradingEvent.UptrendStart] = Constants.LowingCoefficient;
res[TradingEvent.UptrendStart] = Constants.PowerLowingCoefficient;
}
if (areas.HasValue && areas.Value > 0.8m)
{
@ -825,19 +827,19 @@ INewPrice message, int windowMaxSize, decimal uptrendStartingDetectionMeanfullSt
if (System.Math.Abs(bys_rel) > 0.6m || System.Math.Abs(sells_rel) > 0.6m)
{
uptrendStartMode *= Constants.UppingCoefficient * Constants.UppingCoefficient;
downstartMode *= Constants.UppingCoefficient * Constants.UppingCoefficient;
uptrendStartMode *= Constants.PowerUppingCoefficient;
downstartMode *= Constants.PowerUppingCoefficient;
}
else if (System.Math.Abs(bys_rel) > 0.3m || System.Math.Abs(sells_rel) > 0.3m)
{
uptrendStartMode *= Constants.UppingCoefficient;
downstartMode *= Constants.UppingCoefficient;
}
else if (System.Math.Abs(bys_rel) <= 0.2m && System.Math.Abs(sells_rel) <= 0.2m)
{
uptrendEndMode *= Constants.UppingCoefficient;
downtrendEndMode *= Constants.UppingCoefficient;
}
//else if (System.Math.Abs(bys_rel) <= 0.2m && System.Math.Abs(sells_rel) <= 0.2m)
//{
// uptrendEndMode *= Constants.UppingCoefficient;
// downtrendEndMode *= Constants.UppingCoefficient;
//}
res[TradingEvent.UptrendStart] = uptrendStartMode;
res[TradingEvent.UptrendEnd] = uptrendEndMode;
@ -851,6 +853,13 @@ INewPrice message, int windowMaxSize, decimal uptrendStartingDetectionMeanfullSt
{
var res = GetInitDict(1);
var mode = TradingModes[message.Figi];
if (mode == TradingMode.None)
{
res[TradingEvent.UptrendEnd] = Constants.UppingCoefficient;
res[TradingEvent.UptrendStart] = 1;
res[TradingEvent.DowntrendStart] = Constants.LowingCoefficient;
res[TradingEvent.DowntrendEnd] = Constants.UppingCoefficient;
}
if (mode == TradingMode.Growing)
{
res[TradingEvent.UptrendEnd] = Constants.PowerLowingCoefficient;
@ -860,12 +869,14 @@ INewPrice message, int windowMaxSize, decimal uptrendStartingDetectionMeanfullSt
}
if (mode == TradingMode.Stable)
{
res[TradingEvent.UptrendEnd] = Constants.PowerLowingCoefficient;
res[TradingEvent.UptrendEnd] = 1;
res[TradingEvent.UptrendStart] = Constants.UppingCoefficient;
res[TradingEvent.DowntrendEnd] = Constants.UppingCoefficient;
res[TradingEvent.DowntrendStart] = Constants.BlockingCoefficient;
}
if (mode == TradingMode.SlowDropping)
{
res[TradingEvent.UptrendEnd] = Constants.PowerUppingCoefficient;
res[TradingEvent.UptrendStart] = Constants.LowingCoefficient;
res[TradingEvent.DowntrendStart] = Constants.UppingCoefficient;
res[TradingEvent.DowntrendEnd] = Constants.UppingCoefficient;

2
KLHZ.Trader.Service/Controllers/PlayController.cs
View File

@ -34,7 +34,7 @@ namespace KLHZ.Trader.Service.Controllers
//var figi1 = "BBG004730N88";
var figi2 = "BBG004730N88";
//var figi2 = "FUTIMOEXF000";
var time1 = DateTime.UtcNow.AddDays(-shift ?? -7);
var time1 = DateTime.UtcNow.AddDays(-shift ?? -7).Date;
//var time1 = new DateTime(2025, 9, 4, 14, 0, 0, DateTimeKind.Utc);
//var time2 = DateTime.UtcNow.AddMinutes(18);
using var context1 = await _dbContextFactory.CreateDbContextAsync();