переход на секционированную таблицу

KLHZ.Trader.Core/DataLayer/Entities/Experiments/ExperimentsResult.cs

@@ -0,0 +1,45 @@
+using KLHZ.Trader.Core.Contracts.Messaging.Dtos;
+using KLHZ.Trader.Core.Contracts.Messaging.Dtos.Interfaces;
+using System.ComponentModel.DataAnnotations.Schema;
+
+namespace KLHZ.Trader.Core.DataLayer.Entities.Prices
+{
+    [Table("experiment_results")]
+    public class ExperimentsResult : IProcessedPrice
+    {
+        [Column("id")]
+        public long Id { get; set; }
+
+        [Column("time")]
+        public DateTime Time { get; set; }
+
+        [Column("value")]
+        public decimal Price { get; set; }
+
+        [Column("figi")]
+        public required string Figi { get; set; }
+
+        [Column("ticker")]
+        public required string Ticker { get; set; }
+
+        public bool IsHistoricalData { get; set; }
+
+        [Column("processor")]
+        public required string Processor { get; set; }
+
+        [NotMapped]
+        public long Count { get; set; }
+
+        [NotMapped]
+        public int Direction { get; set; }
+
+        [NotMapped]
+        public decimal Value { get; set; }
+
+        [NotMapped]
+        public decimal Value2 { get; set; }
+
+        [NotMapped]
+        public AttachedInfo? AttachedInfo { get; private set; }
+    }
+}

KLHZ.Trader.Core/DataLayer/Entities/Orders/OrderbookElement.cs

@@ -0,0 +1,32 @@
+using KLHZ.Trader.Core.Contracts.Messaging.Dtos.Interfaces;
+using KLHZ.Trader.Core.DataLayer.Entities.Orders.Enums;
+using System.ComponentModel.DataAnnotations.Schema;
+
+namespace KLHZ.Trader.Core.DataLayer.Entities.Orders
+{
+    [Table("orderbook_elements")]
+    public class OrderbookElement : IOrderbookItem
+    {
+        [Column("id")]
+        public long Id { get; set; }
+
+        [Column("time")]
+        public DateTime Time { get; set; }
+
+        [Column("price")]
+        public decimal Price { get; set; }
+
+        [Column("count")]
+        public long Count { get; set; }
+
+        [Column("figi")]
+        public required string Figi { get; set; }
+
+        [Column("ticker")]
+        public required string Ticker { get; set; }
+
+        [Column("item_type")]
+        public OrderbookItemType ItemType { get; set; }
+
+    }
+}

KLHZ.Trader.Core/DataLayer/Entities/Prices/PriceChange.cs

@@ -1,62 +1,10 @@
-using KLHZ.Trader.Core.Contracts.Messaging.Dtos;
+using System.ComponentModel.DataAnnotations.Schema;
-using KLHZ.Trader.Core.Contracts.Messaging.Dtos.Interfaces;
-using System.ComponentModel.DataAnnotations.Schema;
 
 namespace KLHZ.Trader.Core.DataLayer.Entities.Prices
 {
     [Table("price_changes")]
-    public class PriceChange : ITradeDataItem
+    public class PriceChange : Trade
     {
-        [Column("id")]
-        public long Id { get; set; }
       
-        [Column("time")]
-        public DateTime Time { get; set; }
-
-        [Column("value")]
-        public decimal Price { get; set; }
-
-        [Column("figi")]
-        public required string Figi { get; set; }
-
-        [Column("ticker")]
-        public required string Ticker { get; set; }
-
-        [NotMapped]
-        public bool IsHistoricalData { get; set; }
-        [Column("count")]
-        public long Count { get; set; }
-
-        [Column("direction")]
-        public int Direction { get; set; }
-
-        [NotMapped]
-        public decimal Value { get; set; }
-
-        [NotMapped]
-        public decimal Value2 { get; set; }
-
-        [NotMapped]
-        public AttachedInfo? AttachedInfo
-        {
-            get
-            {
-                lock (_locker)
-                {
-                    return _attachedInfo;
-                }
-            }
-        }
-
-        public void SetAttachedInfo(AttachedInfo? attachedInfo)
-        {
-            lock (_locker)
-            {
-                _attachedInfo = attachedInfo;
-            }
-        }
-
-        private AttachedInfo? _attachedInfo;
-        private readonly object _locker = new();
     }
 }

KLHZ.Trader.Core/DataLayer/Entities/Trades/Trade.cs

@@ -0,0 +1,62 @@
+using KLHZ.Trader.Core.Contracts.Messaging.Dtos;
+using KLHZ.Trader.Core.Contracts.Messaging.Dtos.Interfaces;
+using System.ComponentModel.DataAnnotations.Schema;
+
+namespace KLHZ.Trader.Core.DataLayer.Entities.Prices
+{
+    [Table("trades")]
+    public class Trade : ITradeDataItem
+    {
+        [Column("id")]
+        public long Id { get; set; }
+
+        [Column("time")]
+        public DateTime Time { get; set; }
+
+        [Column("value")]
+        public decimal Price { get; set; }
+
+        [Column("figi")]
+        public required string Figi { get; set; }
+
+        [Column("ticker")]
+        public required string Ticker { get; set; }
+
+        [NotMapped]
+        public bool IsHistoricalData { get; set; }
+        [Column("count")]
+        public long Count { get; set; }
+
+        [Column("direction")]
+        public int Direction { get; set; }
+
+        [NotMapped]
+        public decimal Value { get; set; }
+
+        [NotMapped]
+        public decimal Value2 { get; set; }
+
+        [NotMapped]
+        public AttachedInfo? AttachedInfo
+        {
+            get
+            {
+                lock (_locker)
+                {
+                    return _attachedInfo;
+                }
+            }
+        }
+
+        public void SetAttachedInfo(AttachedInfo? attachedInfo)
+        {
+            lock (_locker)
+            {
+                _attachedInfo = attachedInfo;
+            }
+        }
+
+        private AttachedInfo? _attachedInfo;
+        private readonly object _locker = new();
+    }
+}

KLHZ.Trader.Core/DataLayer/TraderDbContext.cs

@@ -9,9 +9,12 @@ namespace KLHZ.Trader.Core.DataLayer
     public class TraderDbContext : DbContext
     {
         public DbSet<Declision> Declisions { get; set; }
+        public DbSet<Trade> Trades { get; set; }
         public DbSet<PriceChange> PriceChanges { get; set; }
         public DbSet<ProcessedPrice> ProcessedPrices { get; set; }
+        public DbSet<ExperimentsResult> ExperimentsResults { get; set; }
         public DbSet<OrderbookItem> OrderbookItems { get; set; }
+        public DbSet<OrderbookElement> OrderbookElements { get; set; }
         public TraderDbContext(DbContextOptions<TraderDbContext> options)
             : base(options)
         {
@@ -40,6 +43,26 @@ namespace KLHZ.Trader.Core.DataLayer
                         v => DateTime.SpecifyKind(v, DateTimeKind.Utc));
             });
 
+            modelBuilder.Entity<Trade>(entity =>
+            {
+                entity.HasKey(e1 => new { e1.Time, e1.Id });
+                entity.Ignore(e1 => e1.IsHistoricalData);
+                entity.Property(e => e.Time)
+                    .HasConversion(
+                        v => v.ToUniversalTime(),
+                        v => DateTime.SpecifyKind(v, DateTimeKind.Utc));
+            });
+
+            modelBuilder.Entity<ExperimentsResult>(entity =>
+            {
+                entity.HasKey(e1 => new { e1.Time, e1.Id });
+                entity.Ignore(e1 => e1.IsHistoricalData);
+                entity.Property(e => e.Time)
+                    .HasConversion(
+                        v => v.ToUniversalTime(),
+                        v => DateTime.SpecifyKind(v, DateTimeKind.Utc));
+            });
+
             modelBuilder.Entity<OrderbookItem>(entity =>
             {
                 entity.HasKey(e1 => e1.Id);
@@ -49,6 +72,15 @@ namespace KLHZ.Trader.Core.DataLayer
                         v => DateTime.SpecifyKind(v, DateTimeKind.Utc));
             });
 
+            modelBuilder.Entity<OrderbookElement>(entity =>
+            {
+                entity.HasKey(e1 => new { e1.Time, e1.Id });
+                entity.Property(e => e.Time)
+                    .HasConversion(
+                        v => v.ToUniversalTime(),
+                        v => DateTime.SpecifyKind(v, DateTimeKind.Utc));
+            });
+
             modelBuilder.Entity<ProcessedPrice>(entity =>
             {
                 entity.HasKey(e1 => e1.Id);

KLHZ.Trader.Core/Exchange/Services/ExchangeDataReader.cs

@@ -13,6 +13,7 @@ using Microsoft.Extensions.Options;
 using System.Collections.Concurrent;
 using Tinkoff.InvestApi;
 using Tinkoff.InvestApi.V1;
+using Trade = KLHZ.Trader.Core.DataLayer.Entities.Prices.Trade;
 
 namespace KLHZ.Trader.Core.Exchange.Services
 {
@@ -137,14 +138,14 @@ namespace KLHZ.Trader.Core.Exchange.Services
             });
 
             var lastUpdateDict = new Dictionary<string, PriceChange>();
-            var pricesBuffer = new List<PriceChange>();
+            var pricesBuffer = new List<Trade>();
             var orderbookItemsBuffer = new List<OrderbookItem>();
             var lastWrite = DateTime.UtcNow;
             await foreach (var response in stream.ResponseStream.ReadAllAsync())
             {
                 if (response.Trade != null)
                 {
-                    var message = new PriceChange()
+                    var message = new Trade()
                     {
                         Figi = response.Trade.Figi,
                         Ticker = _tradeDataProvider.GetTickerByFigi(response.Trade.Figi),
@@ -212,7 +213,7 @@ namespace KLHZ.Trader.Core.Exchange.Services
                         }
                         if (pricesBuffer.Count > 0)
                         {
-                            await context.PriceChanges.AddRangeAsync(pricesBuffer);
+                            await context.Trades.AddRangeAsync(pricesBuffer);
                             pricesBuffer.Clear();
                         }
                         await context.SaveChangesAsync();

KLHZ.Trader.Service/Controllers/PlayController.cs

@@ -351,5 +351,52 @@ namespace KLHZ.Trader.Service.Controllers
                 }
             }
         }
+
+        [HttpGet]
+        public async Task MigrateData()
+        {
+            try
+            {
+
+                using var context1 = await _dbContextFactory.CreateDbContextAsync();
+                context1.ChangeTracker.QueryTrackingBehavior = QueryTrackingBehavior.NoTracking;
+                var figis = context1.PriceChanges.Select(p => p.Figi).Distinct().ToArray();
+
+                foreach (var f in figis)
+                {
+                    try
+                    {
+                        var time1 = new DateTime(2025, 8, 25, 0, 0, 0, DateTimeKind.Utc);
+
+                        while (time1 < DateTime.UtcNow)
+                        {
+                            var time2 = time1.AddDays(7);
+                            var prices = await context1.PriceChanges
+                                .Where(c => (c.Figi == f) && c.Time >= time1 && c.Time < time2)
+                                .OrderBy(c => c.Time)
+                                .ToArrayAsync();
+                            await context1.Trades.AddRangeAsync(prices);
+                            await context1.SaveChangesAsync();
+                            time1 = time2;
+                        }
+                    }
+                    catch (Exception ex)
+                    {
+
+                    }
+
+                }
+
+
+
+
+
+
+            }
+            catch (Exception ex)
+            {
+
+            }
+        }
     }
 }