чистка мусора + доработка вывода результатов

KLHZ.Trader.Core.Math/Declisions/Utils/FFT.cs

@@ -82,7 +82,6 @@ namespace KLHZ.Trader.Core.Math.Declisions.Utils
             return (resDt, resVs);
         }
 
-
         public static (DateTime[] timestamps, decimal[] values) TrimValues(DateTime[] timestamps, decimal[] values, TimeSpan leftBound, TimeSpan rightBound)
         {
             var resDt = new List<DateTime>();

KLHZ.Trader.Core.Math/Declisions/Utils/MovingAverage.cs

@@ -232,7 +232,7 @@ namespace KLHZ.Trader.Core.Math.Declisions.Utils
         }
 
         public static (TradingEvent events, decimal bigWindowAv, decimal smallWindowAv) CheckByWindowAverageMean2(ITradeDataItem[] data, int size, int smallWindow, int bigWindow,
-decimal? uptrendStartingDetectionMeanfullStep = null, decimal? uptrendEndingDetectionMeanfullStep = null)
+            decimal? uptrendStartingDetectionMeanfullStep = null, decimal? uptrendEndingDetectionMeanfullStep = null)
         {
             var res = TradingEvent.None;
             var bigWindowAv = 0m;

KLHZ.Trader.Core.Math/Declisions/Utils/Statistics.cs

@@ -5,7 +5,6 @@ namespace KLHZ.Trader.Core.Math.Declisions.Utils
 {
     public static class Statistics
     {
-
         public static decimal MeanCount(this ITradeDataItem[] values)
         {
             return values.Sum(x => x.Count) / values.Length;
@@ -197,25 +196,5 @@ namespace KLHZ.Trader.Core.Math.Declisions.Utils
             }
             return Array.Empty<ConvolutionResult>();
         }
-
-        public static void MergeConvolutionResults(List<ConvolutionResult> results, List<ConvolutionResult> mergedResults)
-        {
-            if (results.Count == 0)
-            {
-                return;
-            }
-            var resultsOrdered = results.OrderBy(r => r.Sum).ToList();
-            var res = resultsOrdered[0];
-            var b1 = res.Shift - res.Leverage;
-            var b2 = res.Shift + res.Leverage;
-            var forMerge = results.Where(r => r.Shift >= b1 && r.Shift <= b2).ToList();
-            res.Sum = forMerge.Sum(r => r.Sum);
-            foreach (var m in forMerge)
-            {
-                results.Remove(m);
-            }
-            mergedResults.Add(res);
-            MergeConvolutionResults(results, mergedResults);
-        }
     }
 }

KLHZ.Trader.Core/Exchange/Interfaces/IManagedAccount.cs

@@ -1,5 +1,6 @@
 using KLHZ.Trader.Core.Contracts.Common.Enums;
 using KLHZ.Trader.Core.Exchange.Models.AssetsAccounting;
+using KLHZ.Trader.Core.Exchange.Models.Trading;
 using System.Collections.Immutable;
 
 namespace KLHZ.Trader.Core.Exchange.Interfaces
@@ -14,8 +15,8 @@ namespace KLHZ.Trader.Core.Exchange.Interfaces
         Task Init(string accountId, string? accountName = null);
         Task LoadPortfolio();
         ImmutableDictionary<string, Asset> Assets { get; }
-        public Task OpenPosition(string figi, PositionType positionType, decimal stopLossShift, decimal takeProfitShift, long count = 1);
+        public Task<TradeResult> OpenPosition(string figi, PositionType positionType, decimal stopLossShift, decimal takeProfitShift, long count = 1, decimal pointPrice = 1);
-        public Task ClosePosition(string figi);
+        public Task<TradeResult> ClosePosition(string figi);
         public Task ResetStops(string figi, decimal stopLossShift, decimal takeProfitShift);
     }
 }

KLHZ.Trader.Core/Exchange/Models/Configs/InstrumentSettings.cs

@@ -5,6 +5,6 @@
         public required string Figi { get; init; }
         public decimal ShortLeverage { get; init; }
         public decimal LongLeverage { get; init; }
-        public decimal PriceToRubConvertationCoefficient { get; init; } = 1;
+        public decimal PointPriceRub { get; init; } = 1;
     }
 }

KLHZ.Trader.Core/Exchange/Models/Trading/TradeResult.cs

@@ -0,0 +1,10 @@
+namespace KLHZ.Trader.Core.Exchange.Models.Trading
+{
+    public class TradeResult
+    {
+        public bool Success { get; init; }
+        public decimal ExecutedPrice { get; init; }
+        public decimal Comission { get; init; }
+        public long Count { get; init; }
+    }
+}

KLHZ.Trader.Core/Exchange/Models/Trading/TradingMode.cs

@@ -1,12 +0,0 @@
-namespace KLHZ.Trader.Core.Exchange.Models.Trading
-{
-    public enum TradingMode
-    {
-        None = 0,
-        Stable = 1,
-        SlowDropping = -1,
-        SlowGrowing = 2,
-        Growing = 3,
-        Dropping = -2,
-    }
-}

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

@@ -4,6 +4,7 @@ using KLHZ.Trader.Core.DataLayer;
 using KLHZ.Trader.Core.Exchange.Extentions;
 using KLHZ.Trader.Core.Exchange.Interfaces;
 using KLHZ.Trader.Core.Exchange.Models.Configs;
+using KLHZ.Trader.Core.Exchange.Models.Trading;
 using Microsoft.EntityFrameworkCore;
 using Microsoft.Extensions.Logging;
 using Microsoft.Extensions.Options;
@@ -164,8 +165,9 @@ namespace KLHZ.Trader.Core.Exchange.Services
             Balance = portfolio.TotalAmountCurrencies;
         }
 
-        public async Task OpenPosition(string figi, PositionType positionType, decimal stopLossShift, decimal takeProfitShift, long count = 1)
+        public async Task<TradeResult> OpenPosition(string figi, PositionType positionType, decimal stopLossShift, decimal takeProfitShift, long count = 1, decimal pointPrice = 1)
         {
+            TradeResult? result = null;
             try
             {
                 await _semaphore.WaitAsync2(_defaultLockTimeSpan);
@@ -186,58 +188,54 @@ namespace KLHZ.Trader.Core.Exchange.Services
                     var res = await _investApiClient.Orders.PostOrderAsync(req);
 
                     _usedOrderIds.TryAdd(res.OrderId, DateTime.UtcNow);
-                    var executedPrice = res.ExecutedOrderPrice / 10;
+                    var executedPrice = res.ExecutedOrderPrice / pointPrice;
 
-                    await Task.Delay(1000);
+                    if (stopLossShift != 0)
-
-                    if (stopLossShift == 0)
                     {
-                        stopLossShift = 0.002m * executedPrice;
+                        var pricesl = positionType == PositionType.Long ? executedPrice - stopLossShift : executedPrice + stopLossShift;
+                        var slReq = new PostStopOrderRequest()
+                        {
+                            AccountId = AccountId,
+                            ConfirmMarginTrade = false,
+                            InstrumentId = figi,
+                            Direction = stopOrdersDirection,
+                            PriceType = PriceType.Point,
+                            Quantity = count,
+                            StopOrderType = StopOrderType.StopLoss,
+                            StopPrice = pricesl,
+                            ExchangeOrderType = ExchangeOrderType.Market,
+                            ExpirationType = StopOrderExpirationType.GoodTillCancel,
+                        };
+                        var slOrderRes = await _investApiClient.StopOrders.PostStopOrderAsync(slReq);
                     }
-                    if (takeProfitShift == 0)
+
+                    if (takeProfitShift != 0)
                     {
-                        takeProfitShift = 0.01m * executedPrice;
+                        var pricetp = positionType == PositionType.Long ? executedPrice + takeProfitShift : executedPrice - takeProfitShift;
+                        var tpReq = new PostStopOrderRequest()
+                        {
+                            AccountId = AccountId,
+                            ConfirmMarginTrade = false,
+                            InstrumentId = figi,
+                            Direction = stopOrdersDirection,
+                            PriceType = PriceType.Point,
+                            Quantity = count,
+                            StopOrderType = StopOrderType.TakeProfit,
+                            StopPrice = pricetp,
+                            ExchangeOrderType = ExchangeOrderType.Market,
+                            ExpirationType = StopOrderExpirationType.GoodTillCancel,
+                        };
+                        var tpOrderRes = await _investApiClient.StopOrders.PostStopOrderAsync(tpReq);
                     }
-                    takeProfitShift = takeProfitShift * 2;
-                    takeProfitShift = System.Math.Round(takeProfitShift);
-                    takeProfitShift = takeProfitShift / 2;
 
-                    stopLossShift = stopLossShift * 2;
-                    stopLossShift = System.Math.Round(stopLossShift);
-                    stopLossShift = stopLossShift / 2;
-
-                    var pricesl = positionType == PositionType.Long ? executedPrice - stopLossShift : executedPrice + stopLossShift;
-                    var pricetp = positionType == PositionType.Long ? executedPrice + takeProfitShift : executedPrice - takeProfitShift;
-                    var slReq = new PostStopOrderRequest()
-                    {
-                        AccountId = AccountId,
-                        ConfirmMarginTrade = false,
-                        InstrumentId = figi,
-                        Direction = stopOrdersDirection,
-                        PriceType = PriceType.Point,
-                        Quantity = count,
-                        StopOrderType = StopOrderType.StopLoss,
-                        StopPrice = pricesl,
-                        ExchangeOrderType = ExchangeOrderType.Market,
-                        ExpirationType = StopOrderExpirationType.GoodTillCancel,
-                    };
-                    var slOrderRes = await _investApiClient.StopOrders.PostStopOrderAsync(slReq);
-
-                    var tpReq = new PostStopOrderRequest()
-                    {
-                        AccountId = AccountId,
-                        ConfirmMarginTrade = false,
-                        InstrumentId = figi,
-                        Direction = stopOrdersDirection,
-                        PriceType = PriceType.Point,
-                        Quantity = count,
-                        StopOrderType = StopOrderType.TakeProfit,
-                        StopPrice = pricetp,
-                        ExchangeOrderType = ExchangeOrderType.Market,
-                        ExpirationType = StopOrderExpirationType.GoodTillCancel,
-                    };
-                    var tpOrderRes = await _investApiClient.StopOrders.PostStopOrderAsync(tpReq);
                     await LoadPortfolioNolock();
+                    result = new TradeResult()
+                    {
+                        Success = true,
+                        Comission = res.ExecutedCommission,
+                        Count = res.LotsExecuted,
+                        ExecutedPrice = res.ExecutedOrderPrice,
+                    };
                 }
             }
             catch (TaskCanceledException) { }
@@ -247,6 +245,8 @@ namespace KLHZ.Trader.Core.Exchange.Services
             }
 
             _semaphore.Release();
+            result ??= new TradeResult();
+            return result;
         }
 
         public async Task ResetStops(string figi, decimal stopLossShift, decimal takeProfitShift)
@@ -317,8 +317,9 @@ namespace KLHZ.Trader.Core.Exchange.Services
             _semaphore.Release();
         }
 
-        public async Task ClosePosition(string figi)
+        public async Task<TradeResult> ClosePosition(string figi)
         {
+            TradeResult? result = null;
             try
             {
                 await _semaphore.WaitAsync2(_defaultLockTimeSpan);
@@ -355,6 +356,13 @@ namespace KLHZ.Trader.Core.Exchange.Services
                     }
 
                     await LoadPortfolioNolock();
+                    result = new TradeResult()
+                    {
+                        Success = true,
+                        Comission = res.ExecutedCommission,
+                        Count = res.LotsExecuted,
+                        ExecutedPrice = res.ExecutedOrderPrice,
+                    };
                 }
             }
             catch (TaskCanceledException) { }
@@ -364,6 +372,8 @@ namespace KLHZ.Trader.Core.Exchange.Services
             }
 
             _semaphore.Release();
+            result ??= new TradeResult();
+            return result;
         }
 
         private async Task CyclingOperations()

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

@@ -32,12 +32,10 @@ namespace KLHZ.Trader.Core.Exchange.Services
         private readonly ExchangeConfig _exchangeConfig;
         private readonly ILogger<Trader> _logger;
 
-        private readonly ConcurrentDictionary<string, TradingMode> TradingModes = new();
-
         private readonly ConcurrentDictionary<string, DeferredDeclision> DeferredDeclisions = new();
         private readonly ConcurrentDictionary<string, SupportLevel[]> SupportLevels = new();
         private readonly ConcurrentDictionary<string, decimal> _pirsonValues = new();
-        private readonly ConcurrentDictionary<string, decimal> _dpirsonValues = new();
+
         private readonly ConcurrentDictionary<string, DateTime> _supportLevelsCalculationTimes = new();
         private readonly ConcurrentDictionary<string, DateTime> _usedSupportLevels = new();
         private readonly ConcurrentDictionary<string, DateTime> _usedSupportLevelsForClosing = new();
@@ -59,10 +57,6 @@ namespace KLHZ.Trader.Core.Exchange.Services
             _logger = logger;
             _dataBus = dataBus;
             _exchangeConfig = options.Value;
-            foreach (var f in _exchangeConfig.TradingInstrumentsFigis)
-            {
-                TradingModes[f] = TradingMode.None;
-            }
         }
 
         public Task StartAsync(CancellationToken cancellationToken)
@@ -481,32 +475,27 @@ namespace KLHZ.Trader.Core.Exchange.Services
             {
                 Asset? assetForClose = null;
                 string? mess = null;
+                var profit = 0m;
                 if (withProfitOnly)
                 {
-                    var profit = 0m;
+                    if (_tradeDataProvider.Orderbooks.TryGetValue(message.Figi, out var orderbook))
-
-                    if (assetType == AssetType.Futures)
                     {
-                        if (_tradeDataProvider.Orderbooks.TryGetValue(message.Figi, out var orderbook))
+                        if (asset.Count < 0 && orderbook.Asks.Length > 0)
                         {
-                            if (asset.Count < 0 && orderbook.Asks.Length > 0)
+                            price = orderbook.Asks[0].Price;
-                            {
+                        }
-                                price = orderbook.Asks[0].Price;
+                        else if (orderbook.Bids.Length > 0)
-                            }
+                        {
-                            else if (orderbook.Bids.Length > 0)
+                            price = orderbook.Bids[0].Price;
-                            {
-                                price = orderbook.Bids[0].Price;
-                            }
                         }
-
-                        profit = TradingCalculator.CaclProfit(asset.BoughtPrice, price,
-                            GetComission(assetType), GetLeverage(message.Figi, asset.Count < 0), asset.Count < 0);
                     }
+
+                    profit = TradingCalculator.CaclProfit(asset.BoughtPrice, price,
+                        GetComission(assetType), GetLeverage(message.Figi, asset.Count < 0), asset.Count < 0);
                     if (profit > 0)
                     {
                         profit = System.Math.Round(profit, 2);
                         assetForClose = asset;
-                        mess = $"Закрываю позицию {asset.Figi} ({(asset.Count > 0 ? "лонг" : "шорт")}) на счёте {_portfolioWrapper.Accounts[asset.AccountId].AccountName}. Количество {(long)asset.Count}, цена ~{price}, профит {profit}";
                         if (loggedDeclisions == 0)
                         {
                             loggedDeclisions++;
@@ -516,13 +505,23 @@ namespace KLHZ.Trader.Core.Exchange.Services
                 }
                 else
                 {
-                    mess = $"Закрываю позицию {asset.Figi} ({(asset.Count > 0 ? "лонг" : "шорт")}) на счёте {_portfolioWrapper.Accounts[asset.AccountId].AccountName}. Количество {(long)asset.Count}, цена ~{price}";
                     assetForClose = asset;
                 }
 
-                if (assetForClose != null && mess != null)
+                if (assetForClose != null)
                 {
-                    await _portfolioWrapper.Accounts[asset.AccountId].ClosePosition(message.Figi);
+                    var settings = _exchangeConfig.InstrumentsSettings.FirstOrDefault(l => l.Figi == message.Figi);
+                    var closingResult = await _portfolioWrapper.Accounts[asset.AccountId].ClosePosition(message.Figi);
+                    if (closingResult.Success)
+                    {
+                        var profitText = profit == 0 ? string.Empty : ", профит {profit}";
+                        mess = $"Закрываю позицию {asset.Figi} ({(asset.Count > 0 ? "лонг" : "шорт")}) на счёте {_portfolioWrapper.Accounts[asset.AccountId].AccountName}. Количество {(long)asset.Count}, цена ~{closingResult.ExecutedPrice / (settings?.PointPriceRub ?? 1)}, комиссия {closingResult.Comission}" + profitText;
+                    }
+                    else
+                    {
+                        mess = $"Закрытие позиции прошло с ошибками.";
+                    }
+
                     await _dataBus.Broadcast(new MessageForAdmin() { Text = mess });
                 }
             }
@@ -537,12 +536,20 @@ namespace KLHZ.Trader.Core.Exchange.Services
             {
                 if (TraderUtils.IsOperationAllowed(acc, message.Price, count, _exchangeConfig.AccountCashPartFutures, _exchangeConfig.AccountCashPart))
                 {
-                    await acc.OpenPosition(message.Figi, positionType, stopLossShift, takeProfitShift, count);
+                    var settings = _exchangeConfig.InstrumentsSettings.FirstOrDefault(l => l.Figi == message.Figi);
+                    takeProfitShift = takeProfitShift * 2;
+                    takeProfitShift = System.Math.Round(takeProfitShift);
+                    takeProfitShift = takeProfitShift / 2;
+
+                    stopLossShift = stopLossShift * 2;
+                    stopLossShift = System.Math.Round(stopLossShift);
+                    stopLossShift = stopLossShift / 2;
+                    var openingResult = await acc.OpenPosition(message.Figi, positionType, stopLossShift, takeProfitShift, count, settings?.PointPriceRub ?? 1);
                     await _dataBus.Broadcast(new MessageForAdmin()
                     {
                         Text = $"Открываю позицию {message.Figi} ({(positionType == PositionType.Long ? "лонг" : "шорт")}) " +
-                        $"на счёте {acc.AccountName}. Количество {(positionType == PositionType.Long ? "" : "-")}{count}, " +
+                        $"на счёте {acc.AccountName}. Количество {(positionType == PositionType.Long ? "" : "-")}{openingResult.Count}, " +
-                        $"цена ~{System.Math.Round(message.Price, 2)}. Стоп лосс: {(positionType == PositionType.Long ? "-" : "+")}{stopLossShift}. " +
+                        $"цена ~{System.Math.Round(openingResult.ExecutedPrice / (settings?.PointPriceRub ?? 1), 2)}. Комиссия:{System.Math.Round(openingResult.Comission, 2)}. Стоп лосс: {(positionType == PositionType.Long ? "-" : "+")}{stopLossShift}. " +
                         $"Тейк профит: {(positionType == PositionType.Long ? "+" : "-")}{takeProfitShift}"
                     });
                 }

KLHZ.Trader.Service/appsettings.json

@@ -22,7 +22,7 @@
         "Figi": "FUTIMOEXF000",
         "LongLeverage": 10.3,
         "ShortLeverage": 7.9,
-        "PriceToRubConvertationCoefficient" : 1
+        "PointPriceRub": 10
       }
     ]
   },