рефакторинг

KLHZ.Trader.Core.Tests/HistoryCacheUnit3Tests.cs

@@ -5,16 +5,16 @@ namespace KLHZ.Trader.Core.Tests
 {
     public class HistoryCacheUnit3Tests
     {
-        private static PriceChange[] GetHistory(int count, string figi)
+        private static Trade[] GetHistory(int count, string figi)
         {
-            var res = new PriceChange[count];
+            var res = new Trade[count];
             if (count != 0)
             {
                 var startDt = DateTime.UtcNow.AddSeconds(-count);
                 for (int i = 0; i < count; i++)
                 {
                     startDt = startDt.AddSeconds(1);
-                    res[i] = new PriceChange()
+                    res[i] = new Trade()
                     {
                         Figi = figi,
                         Ticker = figi + "_ticker",

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

@@ -1,32 +0,0 @@
-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_items")]
-    public class OrderbookItem : 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

@@ -1,10 +0,0 @@
-using System.ComponentModel.DataAnnotations.Schema;
-
-namespace KLHZ.Trader.Core.DataLayer.Entities.Prices
-{
-    [Table("price_changes")]
-    public class PriceChange : Trade
-    {
-      
-    }
-}

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

@@ -1,45 +0,0 @@
-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 ProcessedPrice : 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/TraderDbContext.cs

@@ -10,9 +10,7 @@ namespace KLHZ.Trader.Core.DataLayer
     {
         public DbSet<Declision> Declisions { get; set; }
         public DbSet<Trade> Trades { get; set; }
-        //public DbSet<PriceChange> PriceChanges { get; set; }
+        public DbSet<ExperimentsResult> ExperimentsResults { get; set; }
-        public DbSet<ProcessedPrice> ProcessedPrices { get; set; }
-        public DbSet<OrderbookItem> OrderbookItems { get; set; }
         public DbSet<OrderbookElement> OrderbookElements { get; set; }
         public TraderDbContext(DbContextOptions<TraderDbContext> options)
             : base(options)
@@ -32,16 +30,6 @@ namespace KLHZ.Trader.Core.DataLayer
                         v => DateTime.SpecifyKind(v, DateTimeKind.Utc));
             });
 
-            //modelBuilder.Entity<PriceChange>(entity =>
-            //{
-            //    entity.HasKey(e1 => e1.Id);
-            //    entity.Ignore(e1 => e1.IsHistoricalData);
-            //    entity.Property(e => e.Time)
-            //        .HasConversion(
-            //            v => v.ToUniversalTime(),
-            //            v => DateTime.SpecifyKind(v, DateTimeKind.Utc));
-            //});
-
             modelBuilder.Entity<Trade>(entity =>
             {
                 entity.HasKey(e1 => new { e1.Time, e1.Id });
@@ -54,7 +42,7 @@ namespace KLHZ.Trader.Core.DataLayer
                         v => DateTime.SpecifyKind(v, DateTimeKind.Utc));
             });
 
-            modelBuilder.Entity<ProcessedPrice>(entity =>
+            modelBuilder.Entity<ExperimentsResult>(entity =>
             {
                 entity.HasKey(e1 => new { e1.Time, e1.Id });
                 entity.Ignore(e1 => e1.IsHistoricalData);
@@ -66,15 +54,6 @@ namespace KLHZ.Trader.Core.DataLayer
                         v => DateTime.SpecifyKind(v, DateTimeKind.Utc));
             });
 
-            modelBuilder.Entity<OrderbookItem>(entity =>
-            {
-                entity.HasKey(e1 => e1.Id);
-                entity.Property(e => e.Time)
-                    .HasConversion(
-                        v => v.ToUniversalTime(),
-                        v => DateTime.SpecifyKind(v, DateTimeKind.Utc));
-            });
-
             modelBuilder.Entity<OrderbookElement>(entity =>
             {
                 entity.HasKey(e1 => new { e1.Time, e1.Id });
@@ -85,16 +64,6 @@ namespace KLHZ.Trader.Core.DataLayer
                         v => v.ToUniversalTime(),
                         v => DateTime.SpecifyKind(v, DateTimeKind.Utc));
             });
-
-            //modelBuilder.Entity<ProcessedPrice>(entity =>
-            //{
-            //    entity.HasKey(e1 => e1.Id);
-            //    entity.Ignore(e1 => e1.IsHistoricalData);
-            //    entity.Property(e => e.Time)
-            //        .HasConversion(
-            //            v => v.ToUniversalTime(),
-            //            v => DateTime.SpecifyKind(v, DateTimeKind.Utc));
-            //});
         }
     }
 }

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

@@ -137,7 +137,7 @@ namespace KLHZ.Trader.Core.Exchange.Services
                 SubscribeOrderBookRequest = bookRequest
             });
 
-            var lastUpdateDict = new Dictionary<string, PriceChange>();
+            var lastUpdateDict = new Dictionary<string, Trade>();
             var pricesBuffer = new List<Trade>();
             var orderbookItemsBuffer = new List<OrderbookElement>();
             var lastWrite = DateTime.UtcNow;

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

@@ -1,4 +1,5 @@
-using KLHZ.Trader.Core.Contracts.Messaging.Dtos;
+using Google.Protobuf.WellKnownTypes;
+using KLHZ.Trader.Core.Contracts.Messaging.Dtos;
 using KLHZ.Trader.Core.Contracts.Messaging.Dtos.Interfaces;
 using KLHZ.Trader.Core.DataLayer;
 using KLHZ.Trader.Core.DataLayer.Entities.Declisions;
@@ -10,6 +11,7 @@ using Microsoft.EntityFrameworkCore;
 using Microsoft.Extensions.Logging;
 using Microsoft.Extensions.Options;
 using System.Collections.Concurrent;
+using System.Diagnostics;
 using System.Threading.Channels;
 using Tinkoff.InvestApi;
 using AssetType = KLHZ.Trader.Core.Exchange.Models.AssetsAccounting.AssetType;
@@ -167,13 +169,13 @@ namespace KLHZ.Trader.Core.Exchange.Services
         {
             return _assetTypesCache.TryGetValue(figi, out var t) ? t : AssetType.Unknown;
         }
-        internal async Task LogPrice(ProcessedPrice price, bool saveImmediately)
+        internal async Task LogPrice(ExperimentsResult price, bool saveImmediately)
         {
             if (saveImmediately)
             {
                 using var context = await _dbContextFactory.CreateDbContextAsync();
                 context.ChangeTracker.QueryTrackingBehavior = QueryTrackingBehavior.NoTracking;
-                await context.ProcessedPrices.AddRangeAsync(price);
+                await context.ExperimentsResults.AddRangeAsync(price);
                 await context.SaveChangesAsync();
             }
             else
@@ -198,7 +200,7 @@ namespace KLHZ.Trader.Core.Exchange.Services
 
         internal async Task LogPrice(ITradeDataItem message, string processor, decimal value)
         {
-            await LogPrice(new ProcessedPrice()
+            await LogPrice(new ExperimentsResult()
             {
                 Figi = message.Figi,
                 Ticker = message.Ticker,
@@ -210,7 +212,7 @@ namespace KLHZ.Trader.Core.Exchange.Services
 
         internal async Task LogPrice(string figi, string ticker, DateTime time, decimal value, string processor)
         {
-            await LogPrice(new ProcessedPrice()
+            await LogPrice(new ExperimentsResult()
             {
                 Figi = figi,
                 Ticker = ticker,
@@ -222,6 +224,15 @@ namespace KLHZ.Trader.Core.Exchange.Services
 
         internal async Task LogDeclision(DeclisionTradeAction action, ITradeDataItem message, decimal? profit = null)
         {
+            await LogPrice(new ExperimentsResult()
+            {
+                Figi = message.Figi,
+                Ticker = message.Ticker,
+                Processor = action.ToString(),
+                Time = message.Time,
+                Price = message.Price,
+            }, false);
+
             await LogDeclision(new Declision()
             {
                 AccountId = string.Empty,
@@ -250,14 +261,14 @@ namespace KLHZ.Trader.Core.Exchange.Services
 
         private async Task WritePricesTask()
         {
-            var buffer1 = new List<ProcessedPrice>();
+            var buffer1 = new List<ExperimentsResult>();
             var buffer2 = new List<Declision>();
             while (await _forSave.Reader.WaitToReadAsync())
             {
                 try
                 {
                     var obj = await _forSave.Reader.ReadAsync();
-                    if (obj is ProcessedPrice price)
+                    if (obj is ExperimentsResult price)
                     {
                         buffer1.Add(price);
                     }
@@ -271,7 +282,7 @@ namespace KLHZ.Trader.Core.Exchange.Services
                         context.ChangeTracker.QueryTrackingBehavior = QueryTrackingBehavior.NoTracking;
                         if (buffer1.Count > 0)
                         {
-                            await context.ProcessedPrices.AddRangeAsync(buffer1);
+                            await context.ExperimentsResults.AddRangeAsync(buffer1);
                         }
                         if (buffer2.Count > 0)
                         {

KLHZ.Trader.Core/Exchange/Utils/TraderUtils.cs

@@ -76,7 +76,7 @@ namespace KLHZ.Trader.Core.Exchange.Utils
             }
             else
             {
-                message = new PriceChange()
+                message = new Trade()
                 {
                     Figi = message.Figi,
                     Ticker = message.Ticker,

KLHZ.Trader.Service/Controllers/PlayController.cs

@@ -43,7 +43,7 @@ namespace KLHZ.Trader.Service.Controllers
                     var data = new List<TimeSeriesData>();
                     var data2 = new List<TimeSeriesData>();
                     var time2 = time1.AddHours(1);
-                    var orderbooks = await context1.OrderbookItems
+                    var orderbooks = await context1.OrderbookElements
                         .Where(oi => (oi.Figi == figi1 || oi.Figi == figi2) && oi.Time >= time1 && oi.Time < time2)
                         .OrderBy(c => c.Time)
                         .ToArrayAsync();
@@ -77,7 +77,7 @@ namespace KLHZ.Trader.Service.Controllers
                             .OrderByDescending(o => o.Price)
                             .ToList();
 
-                        var forRemove = new List<OrderbookItem>();
+                        var forRemove = new List<OrderbookElement>();
                         if (asks.Count > 4 || bids.Count > 4)
                         {
 
@@ -124,7 +124,7 @@ namespace KLHZ.Trader.Service.Controllers
                             .Where(i => i.ItemType == Core.DataLayer.Entities.Orders.Enums.OrderbookItemType.Bid)
                             .OrderByDescending(o => o.Price)
                             .ToList();
-                        var forRemove = new List<OrderbookItem>();
+                        var forRemove = new List<OrderbookElement>();
                         if (asks.Count > 4 || bids.Count > 4)
                         {
 
@@ -242,7 +242,7 @@ namespace KLHZ.Trader.Service.Controllers
             var time = DateTime.UtcNow.AddDays(-shift ?? -7).Date;
             while (time < DateTime.UtcNow)
             {
-                var forSave = new List<Core.DataLayer.Entities.Prices.ProcessedPrice>();
+                var forSave = new List<Core.DataLayer.Entities.Prices.ExperimentsResult>();
                 time = time.AddMinutes(timeStep);
                 var figi1 = "FUTIMOEXF000";
                 //var figi1 = "BBG004730N88";
@@ -273,7 +273,7 @@ namespace KLHZ.Trader.Service.Controllers
                 if (pricesToSave.Any())
                 {
                     var p1 = pricesToSave.Last();
-                    forSave.Add(new Core.DataLayer.Entities.Prices.ProcessedPrice()
+                    forSave.Add(new Core.DataLayer.Entities.Prices.ExperimentsResult()
                     {
                         Figi = p1.Figi,
                         Processor = "support_level_calc",
@@ -332,7 +332,7 @@ namespace KLHZ.Trader.Service.Controllers
                         {
                             if (price.Price >= p.left && price.Price <= p.right)
                             {
-                                forSave.Add(new Core.DataLayer.Entities.Prices.ProcessedPrice()
+                                forSave.Add(new Core.DataLayer.Entities.Prices.ExperimentsResult()
                                 {
                                     Figi = price.Figi,
                                     Processor = "support_level",
@@ -346,7 +346,7 @@ namespace KLHZ.Trader.Service.Controllers
                         }
                     }
 
-                    await context1.ProcessedPrices.AddRangeAsync(forSave);
+                    await context1.ExperimentsResults.AddRangeAsync(forSave);
                     await context1.SaveChangesAsync();
                 }
             }