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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.BigWindowCrossingAverageProcessor, resultMoveAvFull.bigWindowAv);
await LogPrice(message, Constants.SmallWindowCrossingAverageProcessor, resultMoveAvFull.smallWindowAv); 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) if ((resultMoveAvFull.events & TradingEvent.UptrendStart) == TradingEvent.UptrendStart)
{ {
res[TradingEvent.UptrendStart] = initValue; res[TradingEvent.UptrendStart] = initValue;
@ -467,7 +469,7 @@ INewPrice message, int windowMaxSize, decimal uptrendStartingDetectionMeanfullSt
return; return;
} }
//var resTask1 = GetWindowAverageStartData(data, 30, 180, message, windowMaxSize, -2m, 2m,3); //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 resTask3 = GetWindowAverageStartData(data, 30, 180, message, windowMaxSize, 0, 0,0.7m);
var getFFTModsTask = GetFFTMods(message); var getFFTModsTask = GetFFTMods(message);
var getAreasModsTask = GetAreasMods(data, message); var getAreasModsTask = GetAreasMods(data, message);
@ -757,17 +759,17 @@ INewPrice message, int windowMaxSize, decimal uptrendStartingDetectionMeanfullSt
if (position == ValueAmplitudePosition.LowerThenMediana) if (position == ValueAmplitudePosition.LowerThenMediana)
{ {
res[TradingEvent.UptrendStart] = Constants.UppingCoefficient; //res[TradingEvent.UptrendStart] = Constants.UppingCoefficient;
res[TradingEvent.DowntrendEnd] = Constants.UppingCoefficient; //res[TradingEvent.DowntrendEnd] = Constants.UppingCoefficient;
res[TradingEvent.UptrendEnd] = Constants.LowingCoefficient; res[TradingEvent.UptrendEnd] = Constants.LowingCoefficient;
res[TradingEvent.DowntrendStart] = Constants.LowingCoefficient; res[TradingEvent.DowntrendStart] = Constants.LowingCoefficient;
} }
if (position == ValueAmplitudePosition.UpperThen30Decil) if (position == ValueAmplitudePosition.UpperThen30Decil)
{ {
res[TradingEvent.UptrendStart] = Constants.PowerLowingCoefficient; res[TradingEvent.UptrendStart] = Constants.BlockingCoefficient;
res[TradingEvent.DowntrendEnd] = Constants.LowingCoefficient; res[TradingEvent.DowntrendEnd] = Constants.LowingCoefficient;
res[TradingEvent.UptrendEnd] = Constants.UppingCoefficient; //res[TradingEvent.UptrendEnd] = Constants.UppingCoefficient;
res[TradingEvent.DowntrendStart] = Constants.UppingCoefficient; //res[TradingEvent.DowntrendStart] = Constants.UppingCoefficient;
} }
return res.ToImmutableDictionary(); return res.ToImmutableDictionary();
} }
@ -778,7 +780,7 @@ INewPrice message, int windowMaxSize, decimal uptrendStartingDetectionMeanfullSt
var areas = await GetAreasRelation(data, message); var areas = await GetAreasRelation(data, message);
if (areas.HasValue && areas.Value > 0.2m && areas.Value <= 0.8m) 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) 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) if (System.Math.Abs(bys_rel) > 0.6m || System.Math.Abs(sells_rel) > 0.6m)
{ {
uptrendStartMode *= Constants.UppingCoefficient * Constants.UppingCoefficient; uptrendStartMode *= Constants.PowerUppingCoefficient;
downstartMode *= Constants.UppingCoefficient * Constants.UppingCoefficient; downstartMode *= Constants.PowerUppingCoefficient;
} }
else if (System.Math.Abs(bys_rel) > 0.3m || System.Math.Abs(sells_rel) > 0.3m) else if (System.Math.Abs(bys_rel) > 0.3m || System.Math.Abs(sells_rel) > 0.3m)
{ {
uptrendStartMode *= Constants.UppingCoefficient; uptrendStartMode *= Constants.UppingCoefficient;
downstartMode *= Constants.UppingCoefficient; downstartMode *= Constants.UppingCoefficient;
} }
else if (System.Math.Abs(bys_rel) <= 0.2m && System.Math.Abs(sells_rel) <= 0.2m) //else if (System.Math.Abs(bys_rel) <= 0.2m && System.Math.Abs(sells_rel) <= 0.2m)
{ //{
uptrendEndMode *= Constants.UppingCoefficient; // uptrendEndMode *= Constants.UppingCoefficient;
downtrendEndMode *= Constants.UppingCoefficient; // downtrendEndMode *= Constants.UppingCoefficient;
} //}
res[TradingEvent.UptrendStart] = uptrendStartMode; res[TradingEvent.UptrendStart] = uptrendStartMode;
res[TradingEvent.UptrendEnd] = uptrendEndMode; res[TradingEvent.UptrendEnd] = uptrendEndMode;
@ -851,6 +853,13 @@ INewPrice message, int windowMaxSize, decimal uptrendStartingDetectionMeanfullSt
{ {
var res = GetInitDict(1); var res = GetInitDict(1);
var mode = TradingModes[message.Figi]; 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) if (mode == TradingMode.Growing)
{ {
res[TradingEvent.UptrendEnd] = Constants.PowerLowingCoefficient; res[TradingEvent.UptrendEnd] = Constants.PowerLowingCoefficient;
@ -860,12 +869,14 @@ INewPrice message, int windowMaxSize, decimal uptrendStartingDetectionMeanfullSt
} }
if (mode == TradingMode.Stable) if (mode == TradingMode.Stable)
{ {
res[TradingEvent.UptrendEnd] = Constants.PowerLowingCoefficient; res[TradingEvent.UptrendEnd] = 1;
res[TradingEvent.UptrendStart] = Constants.UppingCoefficient; res[TradingEvent.UptrendStart] = Constants.UppingCoefficient;
res[TradingEvent.DowntrendEnd] = Constants.UppingCoefficient; res[TradingEvent.DowntrendEnd] = Constants.UppingCoefficient;
res[TradingEvent.DowntrendStart] = Constants.BlockingCoefficient;
} }
if (mode == TradingMode.SlowDropping) if (mode == TradingMode.SlowDropping)
{ {
res[TradingEvent.UptrendEnd] = Constants.PowerUppingCoefficient;
res[TradingEvent.UptrendStart] = Constants.LowingCoefficient; res[TradingEvent.UptrendStart] = Constants.LowingCoefficient;
res[TradingEvent.DowntrendStart] = Constants.UppingCoefficient; res[TradingEvent.DowntrendStart] = Constants.UppingCoefficient;
res[TradingEvent.DowntrendEnd] = 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 figi1 = "BBG004730N88";
var figi2 = "BBG004730N88"; var figi2 = "BBG004730N88";
//var figi2 = "FUTIMOEXF000"; //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 time1 = new DateTime(2025, 9, 4, 14, 0, 0, DateTimeKind.Utc);
//var time2 = DateTime.UtcNow.AddMinutes(18); //var time2 = DateTime.UtcNow.AddMinutes(18);
using var context1 = await _dbContextFactory.CreateDbContextAsync(); using var context1 = await _dbContextFactory.CreateDbContextAsync();