обновление алгоритма принятия решений

KLHZ.Trader.Core.Contracts/Declisions/Dtos/Enums/TradingEvent.cs

@@ -11,5 +11,6 @@
         ShortOpen = 16,
         UptrendEnd = 32,
         UptrendStart = 64,
+        HorisontTrend = 128,
     }
 }

KLHZ.Trader.Core.Contracts/Declisions/Interfaces/IPriceHistoryCacheUnit.cs

@@ -7,7 +7,7 @@ namespace KLHZ.Trader.Core.Contracts.Declisions.Interfaces
         public string Figi { get; }
         public int Length { get; }
         public ValueTask AddData(INewPrice priceChange);
-        public ValueTask<(DateTime[] timestamps, decimal[] prices)> GetData();
+        public ValueTask<(DateTime[] timestamps, decimal[] prices)> GetData(int? length = null);
         public ValueTask AddOrderbook(IOrderbook orderbook);
 
         /// <summary>

KLHZ.Trader.Core.Math/Declisions/Dtos/PeriodPricesInfoDto.cs

@@ -1,28 +0,0 @@
-namespace KLHZ.Trader.Core.Math.Declisions.Dtos
-{
-    internal readonly struct PeriodPricesInfoDto
-    {
-        public readonly int Start;
-        public readonly int End;
-        public readonly decimal LastPrice;
-        public readonly decimal FirstPrice;
-        public readonly decimal PeriodDiff;
-        public readonly decimal PeriodMax;
-        public readonly decimal PeriodMin;
-        public readonly bool Success;
-        public readonly TimeSpan Period;
-
-        public PeriodPricesInfoDto(bool success, decimal firstPrice, decimal lastPrice, decimal periodDiff, decimal periodMin, decimal periodMax, TimeSpan period, int start, int end)
-        {
-            Success = success;
-            LastPrice = lastPrice;
-            FirstPrice = firstPrice;
-            PeriodDiff = periodDiff;
-            PeriodMax = periodMax;
-            PeriodMin = periodMin;
-            Period = period;
-            Start = start;
-            End = end;
-        }
-    }
-}

KLHZ.Trader.Core.Math/Declisions/Dtos/TwoLocalTrendsResultDto.cs

@@ -1,6 +1,6 @@
-namespace KLHZ.Trader.Core.Contracts.Declisions.Dtos
+namespace KLHZ.Trader.Core.Math.Declisions.Dtos
 {
-    public readonly struct TwoPeriodsResultDto
+    internal readonly struct TwoLocalTrendsResultDto
     {
         public readonly int Start;
         public readonly int Bound;
@@ -11,7 +11,7 @@
         public readonly TimeSpan PeriodStart;
         public readonly TimeSpan PeriodEnd;
 
-        public TwoPeriodsResultDto(bool success, decimal diffStart, decimal diffEnd, int start, int bound, int end,
+        public TwoLocalTrendsResultDto(bool success, decimal diffStart, decimal diffEnd, int start, int bound, int end,
             TimeSpan periodStart, TimeSpan periodEnd)
         {
             Success = success;

KLHZ.Trader.Core.Math/Declisions/Services/Cache/PriceHistoryCacheUnit.cs

@@ -47,7 +47,7 @@ namespace KLHZ.Trader.Core.Math.Declisions.Services.Cache
             return ValueTask.CompletedTask;
         }
 
-        public ValueTask<(DateTime[] timestamps, decimal[] prices)> GetData()
+        public ValueTask<(DateTime[] timestamps, decimal[] prices)> GetData(int? length = null)
         {
             lock (_locker)
             {

KLHZ.Trader.Core.Math/Declisions/Services/Cache/PriceHistoryCacheUnit2.cs

@@ -76,7 +76,7 @@ namespace KLHZ.Trader.Core.Math.Declisions.Services.Cache
             return ValueTask.CompletedTask;
         }
 
-        public ValueTask<(DateTime[] timestamps, decimal[] prices)> GetData()
+        public ValueTask<(DateTime[] timestamps, decimal[] prices)> GetData(int? length = null)
         {
             lock (_locker)
             {
@@ -86,10 +86,12 @@ namespace KLHZ.Trader.Core.Math.Declisions.Services.Cache
                 }
                 else
                 {
-                    var prices = new decimal[_length];
+                    var dataLength = length.HasValue ? System.Math.Min(length.Value, _length) : _length;
-                    var timestamps = new DateTime[_length];
+                    var prices = new decimal[dataLength];
-                    Array.Copy(Prices, 1 + _pointer - _length, prices, 0, prices.Length);
+                    var timestamps = new DateTime[dataLength];
-                    Array.Copy(Timestamps, 1 + _pointer - _length, timestamps, 0, timestamps.Length);
+                    var index = 1 + _pointer - dataLength;
+                    Array.Copy(Prices, index, prices, 0, prices.Length);
+                    Array.Copy(Timestamps, index, timestamps, 0, timestamps.Length);
                     return ValueTask.FromResult((timestamps, prices));
                 }
             }

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

@@ -1,8 +1,6 @@
-using KLHZ.Trader.Core.Contracts.Declisions.Dtos;
+using KLHZ.Trader.Core.Contracts.Declisions.Dtos.Enums;
-using KLHZ.Trader.Core.Contracts.Declisions.Dtos.Enums;
 using KLHZ.Trader.Core.Contracts.Declisions.Interfaces;
 using KLHZ.Trader.Core.Math.Declisions.Dtos;
-using KLHZ.Trader.Core.Math.Declisions.Services.Cache;
 
 namespace KLHZ.Trader.Core.Math.Declisions.Utils
 {
@@ -11,199 +9,48 @@ namespace KLHZ.Trader.Core.Math.Declisions.Utils
     /// </summary>
     public static class LocalTrends
     {
-        internal static PeriodPricesInfoDto GetPriceDiffForTimeSpan(this IPriceHistoryCacheUnit unit, TimeSpan timeShift, TimeSpan timeSpan, int? pointsShift = null)
+        public static TradingEvent CheckByLocalTrends(DateTime[] times, decimal[] prices, TimeSpan firstPeriod, TimeSpan secondPeriod, decimal meanfullDiff, int boundIndex)
         {
-            var res = new PeriodPricesInfoDto(false, 0, 0, 0, 0, 0, timeSpan, 0, 0);
+            var res = TradingEvent.None;
-            var data = unit.GetData().Result;
+            res |= CheckUptrendStart(times, prices, firstPeriod, secondPeriod, meanfullDiff, boundIndex);
-            var times = data.timestamps;
+            res |= CheckUptrendEnd(times, prices, firstPeriod, secondPeriod, meanfullDiff, boundIndex);
-            var prices = data.prices;
-            if (times.Length < 2) return res;
-            var lastPriceTime = times[times.Length - 1];
-            var intervalEnd = lastPriceTime - timeShift;
-            var intervalStart = intervalEnd - timeSpan;
-            var max = decimal.MinValue;
-            var min = decimal.MaxValue;
-
-            var intervaEndIndex = -1;
-            var intervaStartIndex = -1;
-
-            int count = 0;
-            for (int i = times.Length - 1; i > -1; i--)
-            {
-                if ((times[i] <= intervalEnd || pointsShift.HasValue && count < pointsShift.Value) && intervaEndIndex < 0)
-                {
-                    intervaEndIndex = i;
-                }
-
-                if (prices[i] > max && intervaEndIndex >= 0)
-                {
-                    max = prices[i];
-                }
-                if (prices[i] < min && intervaEndIndex >= 0)
-                {
-                    min = prices[i];
-                }
-                if (times[i] <= intervalStart && intervaStartIndex < 0)
-                {
-                    intervaStartIndex = i;
-                    if (intervaStartIndex != intervaEndIndex && intervaEndIndex >= 0)
-                        break;
-                }
-                count++;
-            }
-
-            if (intervaStartIndex >= 0 && intervaEndIndex >= 0)
-            {
-                res = new PeriodPricesInfoDto(
-                    true,
-                    prices[intervaStartIndex],
-                    prices[intervaEndIndex],
-                    prices[intervaEndIndex] - prices[intervaStartIndex],
-                    min,
-                    max,
-                    timeSpan,
-                    intervaStartIndex,
-                    intervaEndIndex);
-            }
 
             return res;
         }
 
-        internal static bool CheckStable(this PeriodPricesInfoDto data, decimal meanfullDiff)
+        internal static TradingEvent CheckUptrendStart(DateTime[] times, decimal[] prices, TimeSpan firstPeriod, TimeSpan secondPeriod, decimal meanfullDiff, int boundIndex)
         {
-            meanfullDiff = System.Math.Abs(meanfullDiff);
+            var periodStat = GetTwoPeriodsProcessingData(times, prices, firstPeriod, secondPeriod, boundIndex, meanfullDiff);
-            return data.Success && System.Math.Abs(data.PeriodDiff) < 1.5m * meanfullDiff && System.Math.Abs(data.PeriodMax - data.PeriodMin) < 2 * meanfullDiff;
+            var isStartOk = periodStat.Success && periodStat.DiffStart < -meanfullDiff;
+            var isEndOk = periodStat.Success && periodStat.DiffEnd >= meanfullDiff;
+            return isStartOk && isEndOk && prices[periodStat.Start] - prices[periodStat.End] >= meanfullDiff ? TradingEvent.UptrendStart : TradingEvent.None;
         }
 
-        internal static bool CheckGrowing(this PeriodPricesInfoDto data, decimal meanfullDiff)
+        internal static TradingEvent CheckUptrendEnd(DateTime[] times, decimal[] prices, TimeSpan firstPeriod, TimeSpan secondPeriod, decimal meanfullDiff, int boundIndex)
         {
-            return meanfullDiff > 0 && data.Success && data.PeriodDiff > meanfullDiff && System.Math.Abs(data.PeriodMax - data.PeriodMin) < 3 * System.Math.Abs(data.PeriodDiff);
+            var periodStat = GetTwoPeriodsProcessingData(times, prices, firstPeriod, secondPeriod, boundIndex, meanfullDiff);
+            var isStartOk = periodStat.Success && periodStat.DiffStart > 0 && periodStat.DiffStart > 1.5m * meanfullDiff;
+            var isEndOk = periodStat.Success && periodStat.DiffEnd < meanfullDiff;
+            return isStartOk && isEndOk && prices[periodStat.End] - prices[periodStat.Start] >= meanfullDiff ? TradingEvent.UptrendEnd : TradingEvent.None; ;
         }
 
-        internal static bool CheckFalling(this PeriodPricesInfoDto data, decimal meanfullDiff)
+        internal static TwoLocalTrendsResultDto GetTwoPeriodsProcessingData(DateTime[] times, decimal[] prices, TimeSpan firstPeriod, TimeSpan lastPeriod, int boundIndex, decimal meanfullDiff)
         {
-            meanfullDiff = -meanfullDiff;
+            var res = new TwoLocalTrendsResultDto(success: false, 0, 0, 0, 0, 0, TimeSpan.Zero, TimeSpan.Zero);
-            return meanfullDiff < 0 && data.Success && data.PeriodDiff < meanfullDiff && System.Math.Abs(data.PeriodMax - data.PeriodMin) < 3 * System.Math.Abs(data.PeriodDiff);
-        }
-
-        internal static float CalcTrendRelationAbs(PeriodPricesInfoDto first, PeriodPricesInfoDto second)
-        {
-            var k1 = System.Math.Abs(first.PeriodDiff) / System.Math.Abs((decimal)first.Period.TotalSeconds);
-            var k2 = System.Math.Abs(second.PeriodDiff) / System.Math.Abs((decimal)second.Period.TotalSeconds);
-            if (k2 == 0 && k1 != 0) return 1000;
-            return (float)(k1 / k2);
-        }
-        internal static float CalcTrendRelationAbs(TwoPeriodsResultDto data)
-        {
-            var k1 = System.Math.Abs(data.DiffStart) / System.Math.Abs((decimal)data.PeriodStart.TotalSeconds);
-            var k2 = System.Math.Abs(data.DiffEnd) / System.Math.Abs((decimal)data.PeriodEnd.TotalSeconds);
-            if (k2 == 0 && k1 != 0) return 1000;
-            return (float)(k1 / k2);
-        }
-
-        internal static bool CheckDowntrendEnding(this IPriceHistoryCacheUnit unit, TimeSpan firstPeriod, TimeSpan secondPeriod, decimal meanfullDiff)
-        {
-            var totalDiff = unit.GetPriceDiffForTimeSpan(TimeSpan.Zero, firstPeriod + secondPeriod);
-            var startDiff = unit.GetPriceDiffForTimeSpan(secondPeriod, firstPeriod);
-            var endDiff = unit.GetPriceDiffForTimeSpan(TimeSpan.Zero, secondPeriod);
-            var isEndStable = endDiff.CheckStable(meanfullDiff);
-            var isEndGrown = endDiff.CheckGrowing(meanfullDiff);
-            var isStartFalls = startDiff.CheckFalling(meanfullDiff);
-            var isTotalFalls = totalDiff.CheckFalling(meanfullDiff);
-
-            var trendRelation = CalcTrendRelationAbs(startDiff, endDiff);
-            var res = totalDiff.Success && isStartFalls && (isEndStable || isEndGrown) && trendRelation >= 2;
-
-            if (startDiff.Success)
-            {
-
-            }
-            return res;
-        }
-
-        internal static bool CheckUptrendEnding(this IPriceHistoryCacheUnit unit, TimeSpan firstPeriod, TimeSpan secondPeriod, decimal meanfullDiff)
-        {
-            var totalDiff = unit.GetPriceDiffForTimeSpan(TimeSpan.Zero, firstPeriod + secondPeriod);
-            var startDiff = unit.GetPriceDiffForTimeSpan(secondPeriod, firstPeriod);
-            var endDiff = unit.GetPriceDiffForTimeSpan(TimeSpan.Zero, secondPeriod);
-            var isEndStable = endDiff.CheckStable(meanfullDiff);
-            var isEndFalls = endDiff.CheckFalling(meanfullDiff);
-            var isStartGrows = startDiff.CheckGrowing(meanfullDiff);
-
-            var trendRelation = CalcTrendRelationAbs(startDiff, endDiff);
-            var isEndLocal = endDiff.PeriodDiff == 0;
-            var res = totalDiff.Success && isStartGrows && (isEndStable || isEndFalls) && trendRelation >= 2 && !isEndLocal;
-
-            if (res)
-            {
-
-            }
-            return res;
-        }
-
-        internal static bool CheckDowntrendStarting(this PriceHistoryCacheUnit unit, TimeSpan firstPeriod, TimeSpan secondPeriod, decimal meanfullDiff)
-        {
-            var totalDiff = unit.GetPriceDiffForTimeSpan(TimeSpan.Zero, firstPeriod + secondPeriod);
-            var startDiff = unit.GetPriceDiffForTimeSpan(secondPeriod, firstPeriod);
-            var endDiff = unit.GetPriceDiffForTimeSpan(TimeSpan.Zero, secondPeriod);
-
-
-            var isEndFalls = endDiff.CheckFalling(meanfullDiff);
-            var isStartStable = startDiff.CheckStable(meanfullDiff);
-            var isStartGrows = startDiff.CheckGrowing(meanfullDiff);
-
-            var trendRelation = CalcTrendRelationAbs(endDiff, startDiff);
-            return totalDiff.Success && (isStartStable || isStartGrows) && isEndFalls && trendRelation >= 2;
-        }
-
-        internal static bool CheckUptrendStarting(this PriceHistoryCacheUnit unit, TimeSpan firstPeriod, TimeSpan secondPeriod, decimal meanfullDiff)
-        {
-            var totalDiff = unit.GetPriceDiffForTimeSpan(TimeSpan.Zero, firstPeriod + secondPeriod);
-            var startDiff = unit.GetPriceDiffForTimeSpan(secondPeriod, firstPeriod);
-            var endDiff = unit.GetPriceDiffForTimeSpan(TimeSpan.Zero, secondPeriod);
-
-
-            var isEndGrows = endDiff.CheckGrowing(meanfullDiff);
-            var isStartStable = startDiff.CheckStable(meanfullDiff);
-            var isStartFalls = startDiff.CheckStable(meanfullDiff);
-
-            var trendRelation = CalcTrendRelationAbs(endDiff, startDiff);
-            var res = totalDiff.Success && (isStartStable || isStartFalls) && isEndGrows && endDiff.PeriodDiff > meanfullDiff;
-
-            if (isStartStable)
-            {
-                res &= trendRelation >= 2;
-            }
-            else
-            {
-
-            }
-            if (res)
-            {
-
-            }
-            return res;
-        }
-
-        internal static TwoPeriodsResultDto GetTwoPeriodsProcessingData(this (DateTime[] timestamps, decimal[] prices) data, TimeSpan shift, int shiftPointsStart, int shiftPointsEnd, TimeSpan firstPeriod, decimal meanfullDiff)
-        {
-            var res = new TwoPeriodsResultDto(success: false, 0, 0, 0, 0, 0, TimeSpan.Zero, TimeSpan.Zero);
-            var time = data.timestamps;
-            var prices = data.prices;
             int count = -1;
-            var lastTime = time[time.Length - 1];
+            var lastTime = times[times.Length - 1];
             var bound = -1;
             var start = -1;
-            var end = time.Length - 1;
+            var end = times.Length - 1;
 
-            for (int i = time.Length - 1; i > -1; i--)
+            for (int i = times.Length - 1; i > -1; i--)
             {
-                if (count > 0 && bound < 0 && (count == shiftPointsEnd || lastTime - time[i] >= shift))
+                if (count > 0 && bound < 0 && (count == boundIndex || lastTime - times[i] >= lastPeriod))
                 {
                     bound = i;
-                    shift = lastTime - time[i];
+                    lastPeriod = lastTime - times[i];
                 }
-                if (lastTime - time[i] >= shift + firstPeriod)
+                if (lastTime - times[i] >= lastPeriod + firstPeriod)
                 {
                     start = i;
 
@@ -217,105 +64,37 @@ namespace KLHZ.Trader.Core.Math.Declisions.Utils
             {
                 var diff1 = prices[bound] - prices[start];
                 var diff2 = prices[end] - prices[bound];
-                res = new TwoPeriodsResultDto(true, diff1, diff2, start, bound, end, time[bound] - time[start], time[end] - time[bound]);
+                res = new TwoLocalTrendsResultDto(true, diff1, diff2, start, bound, end, times[bound] - times[start], times[end] - times[bound]);
             }
             return res;
         }
-
+        internal static bool CheckLongOpen(this IPriceHistoryCacheUnit unit, TimeSpan firstPeriod, TimeSpan secondPeriod, decimal meanfullDiff, int boundIndex)
-        public static bool CheckLongClose(this IPriceHistoryCacheUnit unit, TimeSpan firstPeriod, TimeSpan secondPeriod, decimal meanfullDiff, int pointsStart, int pointsEnd)
         {
             var data = unit.GetData().Result;
-            var periodStat = data.GetTwoPeriodsProcessingData(secondPeriod, pointsStart, pointsEnd, firstPeriod, meanfullDiff);
+            var periodStat = GetTwoPeriodsProcessingData(data.timestamps, data.prices, firstPeriod, secondPeriod, boundIndex, meanfullDiff);
-            var trendRelation = CalcTrendRelationAbs(periodStat);
-            var isStartOk = periodStat.Success && periodStat.DiffStart > 0 && periodStat.DiffStart > 1.5m * meanfullDiff;
-            var isEndOk = periodStat.Success && periodStat.DiffEnd < meanfullDiff;
-
-            if (isEndOk)
-            {
-
-            }
-
-            if (isStartOk)
-            {
-
-            }
-
-            if (isEndOk && isStartOk)
-            {
-
-            }
-            return isStartOk && isEndOk && data.prices[periodStat.End] - data.prices[periodStat.Start] >= meanfullDiff;
-        }
-
-        internal static bool CheckUptrendStarting2(this IPriceHistoryCacheUnit unit, TimeSpan firstPeriod, TimeSpan secondPeriod, decimal meanfullDiff)
-        {
-            var data = unit.GetData().Result;
-            var periodStat = data.GetTwoPeriodsProcessingData(secondPeriod, 15, 2, firstPeriod, meanfullDiff);
-            var trendRelation = CalcTrendRelationAbs(periodStat);
-            var isStartOk = periodStat.Success && periodStat.DiffStart < -meanfullDiff;
-            var isEndOk = periodStat.Success && periodStat.DiffEnd >= meanfullDiff;
-
-            if (isEndOk)
-            {
-
-            }
-
-            if (isStartOk)
-            {
-
-            }
-
-            if (isEndOk && isStartOk)
-            {
-
-            }
-            return isStartOk && isEndOk;
-        }
-
-        internal static bool _CheckUptrendStarting2(this IPriceHistoryCacheUnit unit, TimeSpan firstPeriod, TimeSpan secondPeriod, decimal meanfullDiff)
-        {
-            var data = unit.GetData().Result;
-            var periodStat = data.GetTwoPeriodsProcessingData(secondPeriod, 15, 1, firstPeriod, meanfullDiff);
-            var trendRelation = CalcTrendRelationAbs(periodStat);
-            var isStartOk = periodStat.Success && periodStat.DiffStart < -meanfullDiff;
-            var isEndOk = periodStat.Success && periodStat.DiffEnd >= meanfullDiff;
-
-            if (isEndOk)
-            {
-
-            }
-
-            if (isStartOk)
-            {
-
-            }
-
-            if (isEndOk && isStartOk)
-            {
-
-            }
-            return isStartOk && isEndOk;
-        }
-
-
-        public static bool CheckLongOpen(this IPriceHistoryCacheUnit unit, TimeSpan firstPeriod, TimeSpan secondPeriod, decimal meanfullDiff, int pointsStart, int pointsEnd)
-        {
-            var data = unit.GetData().Result;
-            var periodStat = data.GetTwoPeriodsProcessingData(secondPeriod, pointsStart, pointsEnd, firstPeriod, meanfullDiff);
             var isStartOk = periodStat.Success && periodStat.DiffStart < -meanfullDiff;
             var isEndOk = periodStat.Success && periodStat.DiffEnd >= meanfullDiff;
             return isStartOk && isEndOk && data.prices[periodStat.Start] - data.prices[periodStat.End] >= meanfullDiff;
         }
 
-        public static TradingEvent Detect(IPriceHistoryCacheUnit data)
+        internal static bool CheckLongClose(this IPriceHistoryCacheUnit unit, TimeSpan firstPeriod, TimeSpan secondPeriod, decimal meanfullDiff, int boundIndex)
+        {
+            var data = unit.GetData().Result;
+            var periodStat = GetTwoPeriodsProcessingData(data.timestamps, data.prices, firstPeriod, secondPeriod, boundIndex, meanfullDiff);
+            var isStartOk = periodStat.Success && periodStat.DiffStart > 0 && periodStat.DiffStart > 1.5m * meanfullDiff;
+            var isEndOk = periodStat.Success && periodStat.DiffEnd < meanfullDiff;
+            return isStartOk && isEndOk && data.prices[periodStat.End] - data.prices[periodStat.Start] >= meanfullDiff;
+        }
+
+        internal static TradingEvent Detect(IPriceHistoryCacheUnit data)
         {
             decimal meanfullDiff = 1m;
 
             var res = TradingEvent.None;
             //var downtrendStarts = data.CheckDowntrendStarting(TimeSpan.FromSeconds(30), TimeSpan.FromSeconds(7), meanfullDiff);
-            var uptrendStarts = data.CheckLongOpen(TimeSpan.FromSeconds(60), TimeSpan.FromSeconds(7), meanfullDiff, 8, 3);
+            var uptrendStarts = data.CheckLongOpen(TimeSpan.FromSeconds(60), TimeSpan.FromSeconds(7), meanfullDiff, 3);
-            var uptrendStarts2 = data.CheckLongOpen(TimeSpan.FromSeconds(60), TimeSpan.FromSeconds(3), meanfullDiff, 15, 2);
+            var uptrendStarts2 = data.CheckLongOpen(TimeSpan.FromSeconds(60), TimeSpan.FromSeconds(3), meanfullDiff, 2);
-            var downtrendEnds = data.CheckLongOpen(TimeSpan.FromSeconds(120), TimeSpan.FromSeconds(10), meanfullDiff, 15, 5);
+            var downtrendEnds = data.CheckLongOpen(TimeSpan.FromSeconds(120), TimeSpan.FromSeconds(10), meanfullDiff, 5);
             uptrendStarts |= downtrendEnds;
             uptrendStarts |= uptrendStarts2;
             if (uptrendStarts)
@@ -324,8 +103,8 @@ namespace KLHZ.Trader.Core.Math.Declisions.Utils
             }
             //var downtrendEnds = data.CheckDowntrendEnding(TimeSpan.FromSeconds(60), TimeSpan.FromSeconds(15), meanfullDiff);
 
-            var uptrendEnds = data.CheckLongClose(TimeSpan.FromSeconds(15), TimeSpan.FromSeconds(20), meanfullDiff * 1.5m, 8, 8);
+            var uptrendEnds = data.CheckLongClose(TimeSpan.FromSeconds(15), TimeSpan.FromSeconds(20), meanfullDiff * 1.5m, 8);
-            var uptrendEnds2 = data.CheckLongClose(TimeSpan.FromSeconds(120), TimeSpan.FromSeconds(30), meanfullDiff, 15, 8);
+            var uptrendEnds2 = data.CheckLongClose(TimeSpan.FromSeconds(120), TimeSpan.FromSeconds(30), meanfullDiff, 8);
             uptrendEnds |= uptrendEnds2;
             if (uptrendEnds)
             {

KLHZ.Trader.Core.Tests/HistoryCacheUnit2Tests.cs

@@ -219,5 +219,28 @@ namespace KLHZ.Trader.Core.Tests
                 }
             }
         }
+
+        [Test]
+        public void Test10()
+        {
+            var length = 77;
+            var shift = 334;
+            var count = PriceHistoryCacheUnit.CacheMaxLength + shift;
+            var figi = "figi";
+            var hist = GetHistory(count, figi);
+            var cacheUnit = new PriceHistoryCacheUnit2(figi, hist);
+            var data = cacheUnit.GetData(length).Result;
+
+            Assert.That(data.prices.Length == length);
+            Assert.That(data.timestamps.Length == length);
+
+            Assert.That(data.prices.Last() == hist.Last().Value);
+            Assert.That(data.timestamps.Last() == hist.Last().Time);
+            for (var i = 1; i <= length; i++)
+            {
+                Assert.That(hist[hist.Length - i].Value, Is.EqualTo(data.prices[data.prices.Length - i]));
+                Assert.That(hist[hist.Length - i].Time, Is.EqualTo(data.timestamps[data.prices.Length - i]));
+            }
+        }
     }
 }

KLHZ.Trader.Core.Tests/HistoryProcessingInstrumentsTests.cs

@@ -1,275 +0,0 @@
-using KLHZ.Trader.Core.DataLayer.Entities.Prices;
-using KLHZ.Trader.Core.Math.Declisions.Services.Cache;
-using KLHZ.Trader.Core.Math.Declisions.Utils;
-
-namespace KLHZ.Trader.Core.Tests
-{
-    public class HistoryProcessingInstrumentsTests
-    {
-        private static PriceChange[] GetHistory(int count, string figi, DateTime startDt, decimal startValue, decimal step)
-        {
-            var res = new PriceChange[count];
-            if (count != 0)
-            {
-                for (int i = 0; i < count; i++)
-                {
-                    startValue += step;
-                    startDt = startDt.AddSeconds(1);
-                    res[i] = new PriceChange()
-                    {
-                        Figi = figi,
-                        Ticker = figi + "_ticker",
-                        Id = i,
-                        Time = startDt,
-                        Value = startValue,
-                    };
-                }
-            }
-            return res;
-        }
-
-        [Test]
-        public void Test0()
-        {
-            var figi = "figi";
-            var startDate = new DateTime(2020, 1, 1, 1, 0, 0, DateTimeKind.Utc);
-            var count = 100;
-            var step = 0;
-            var startValue = 10;
-            var unit = new PriceHistoryCacheUnit(figi, GetHistory(count, figi, startDate, startValue, step));
-
-            var data = unit.GetData().Result;
-            var endDate = startDate.AddSeconds(count);
-            Assert.IsTrue(data.timestamps.Last() == endDate);
-            Assert.IsTrue(data.prices.Last() == startValue + step * count);
-
-            var periodLength = 4;
-            var shift = 0;
-            var result = LocalTrends.GetPriceDiffForTimeSpan(unit, TimeSpan.FromSeconds(shift), TimeSpan.FromSeconds(periodLength));
-
-            var maxValue = startValue + (step > 0 ? (step * count) - step * shift : (step * count) - (step * (shift + periodLength)));
-            var minValue = startValue + (step > 0 ? (step * count) - (step * (shift + periodLength)) : (step * count) - step * shift);
-            var firstPrice = startValue + (step * count) - (step * (shift + periodLength));
-            var lastPrice = startValue + (step * count) - step * shift;
-
-            var diff = firstPrice - lastPrice;
-
-
-            Assert.IsTrue(result.LastPrice == lastPrice);
-            Assert.IsTrue(result.FirstPrice == firstPrice);
-            Assert.IsTrue(result.PeriodMax == maxValue);
-            Assert.IsTrue(result.PeriodMin == minValue);
-            Assert.IsTrue(result.PeriodDiff == diff);
-        }
-
-        [Test]
-        public void Test1()
-        {
-            var figi = "figi";
-            var startDate = new DateTime(2020, 1, 1, 1, 0, 0, DateTimeKind.Utc);
-            var count = 100;
-            var step = 0.5m;
-            var startValue = 10;
-            var unit = new PriceHistoryCacheUnit(figi, GetHistory(count, figi, startDate, startValue, step));
-
-            var data = unit.GetData().Result;
-            var endDate = startDate.AddSeconds(count);
-            Assert.IsTrue(data.timestamps.Last() == endDate);
-            Assert.IsTrue(data.prices.Last() == startValue + step * count);
-
-            var periodLength = 4;
-            var shift = 0;
-            var result = LocalTrends.GetPriceDiffForTimeSpan(unit, TimeSpan.FromSeconds(shift), TimeSpan.FromSeconds(periodLength));
-
-            var maxValue = startValue + (step > 0 ? (step * count) - step * shift : (step * count) - (step * (shift + periodLength)));
-            var minValue = startValue + (step > 0 ? (step * count) - (step * (shift + periodLength)) : (step * count) - step * shift);
-            var firstPrice = startValue + (step * count) - (step * (shift + periodLength));
-            var lastPrice = startValue + (step * count) - step * shift;
-
-            var diff = lastPrice - firstPrice;
-
-
-            Assert.IsTrue(result.LastPrice == lastPrice);
-            Assert.IsTrue(result.FirstPrice == firstPrice);
-            Assert.IsTrue(result.PeriodMax == maxValue);
-            Assert.IsTrue(result.PeriodMin == minValue);
-            Assert.IsTrue(result.PeriodDiff == diff);
-        }
-
-        [Test]
-        public void Test2()
-        {
-            var figi = "figi";
-            var startDate = new DateTime(2020, 1, 1, 1, 0, 0, DateTimeKind.Utc);
-            var count = 100;
-            var step = 0.5m;
-            var startValue = 10;
-
-            var unit = new PriceHistoryCacheUnit(figi, GetHistory(count, figi, startDate, startValue, step));
-
-            var data = unit.GetData().Result;
-            var endDate = startDate.AddSeconds(count);
-            Assert.IsTrue(data.timestamps.Last() == endDate);
-            Assert.IsTrue(data.prices.Last() == startValue + step * count);
-
-            var periodLength = 4;
-            var shift = 1;
-            var result = LocalTrends.GetPriceDiffForTimeSpan(unit, TimeSpan.FromSeconds(shift), TimeSpan.FromSeconds(periodLength));
-
-            var maxValue = startValue + (step > 0 ? (step * count) - step * shift : (step * count) - (step * (shift + periodLength)));
-            var minValue = startValue + (step > 0 ? (step * count) - (step * (shift + periodLength)) : (step * count) - step * shift);
-            var firstPrice = startValue + (step * count) - (step * (shift + periodLength));
-            var lastPrice = startValue + (step * count) - step * shift;
-
-            var diff = lastPrice - firstPrice;
-
-
-            Assert.IsTrue(result.LastPrice == lastPrice);
-            Assert.IsTrue(result.FirstPrice == firstPrice);
-            Assert.IsTrue(result.PeriodMax == maxValue);
-            Assert.IsTrue(result.PeriodMin == minValue);
-            Assert.IsTrue(result.PeriodDiff == diff);
-        }
-
-        [Test]
-        public void Test3()
-        {
-            var figi = "figi";
-            var startDate = new DateTime(2020, 1, 1, 1, 0, 0, DateTimeKind.Utc);
-            var count = 100;
-            var step = -0.5m;
-            var startValue = 10;
-
-            var unit = new PriceHistoryCacheUnit(figi, GetHistory(count, figi, startDate, startValue, step));
-
-            var data = unit.GetData().Result;
-            var endDate = startDate.AddSeconds(count);
-            Assert.IsTrue(data.timestamps.Last() == endDate);
-            Assert.IsTrue(data.prices.Last() == startValue + step * count);
-
-            var periodLength = 4;
-            var shift = 0;
-            var result = LocalTrends.GetPriceDiffForTimeSpan(unit, TimeSpan.FromSeconds(shift), TimeSpan.FromSeconds(periodLength));
-
-            var maxValue = startValue + (step > 0 ? (step * count) - step * shift : (step * count) - (step * (shift + periodLength)));
-            var minValue = startValue + (step > 0 ? (step * count) - (step * (shift + periodLength)) : (step * count) - step * shift);
-            var firstPrice = startValue + (step * count) - (step * (shift + periodLength));
-            var lastPrice = startValue + (step * count) - step * shift;
-
-            var diff = lastPrice - firstPrice;
-
-
-            Assert.IsTrue(result.LastPrice == lastPrice);
-            Assert.IsTrue(result.FirstPrice == firstPrice);
-            Assert.IsTrue(result.PeriodMax == maxValue);
-            Assert.IsTrue(result.PeriodMin == minValue);
-            Assert.IsTrue(result.PeriodDiff == diff);
-        }
-
-        [Test]
-        public void Test4()
-        {
-            var figi = "figi";
-            var startDate = new DateTime(2020, 1, 1, 1, 0, 0, DateTimeKind.Utc);
-            var count = 100;
-            var step = -0.5m;
-            var startValue = 10;
-
-            var unit = new PriceHistoryCacheUnit(figi, GetHistory(count, figi, startDate, startValue, step));
-
-            var data = unit.GetData().Result;
-            var endDate = startDate.AddSeconds(count);
-            Assert.IsTrue(data.timestamps.Last() == endDate);
-            Assert.IsTrue(data.prices.Last() == startValue + step * count);
-
-            var periodLength = 4;
-            var shift = 3;
-            var result = LocalTrends.GetPriceDiffForTimeSpan(unit, TimeSpan.FromSeconds(shift), TimeSpan.FromSeconds(periodLength));
-
-            var maxValue = startValue + (step > 0 ? (step * count) - step * shift : (step * count) - (step * (shift + periodLength)));
-            var minValue = startValue + (step > 0 ? (step * count) - (step * (shift + periodLength)) : (step * count) - step * shift);
-            var firstPrice = startValue + (step * count) - (step * (shift + periodLength));
-            var lastPrice = startValue + (step * count) - step * shift;
-
-            var diff = lastPrice - firstPrice;
-
-
-            Assert.IsTrue(result.LastPrice == lastPrice);
-            Assert.IsTrue(result.FirstPrice == firstPrice);
-            Assert.IsTrue(result.PeriodMax == maxValue);
-            Assert.IsTrue(result.PeriodMin == minValue);
-            Assert.IsTrue(result.PeriodDiff == diff);
-        }
-
-        [Test]
-        public void Test5()
-        {
-            var figi = "figi";
-            var startDate = new DateTime(2020, 1, 1, 1, 0, 0, DateTimeKind.Utc);
-            var count = 100;
-            var step = -0.5m;
-            var startValue = 10;
-
-            var unit = new PriceHistoryCacheUnit(figi, GetHistory(count, figi, startDate, startValue, step));
-
-            var data = unit.GetData().Result;
-            var endDate = startDate.AddSeconds(count);
-            Assert.IsTrue(data.timestamps.Last() == endDate);
-            Assert.IsTrue(data.prices.Last() == startValue + step * count);
-
-            var periodLength = 4;
-            var shift = 3;
-            var result = LocalTrends.GetPriceDiffForTimeSpan(unit, TimeSpan.FromSeconds(shift), TimeSpan.FromSeconds(periodLength));
-
-            var maxValue1 = startValue + (step > 0 ? (step * count) - step * shift : (step * count) - (step * (shift + periodLength)));
-            var minValue1 = startValue + (step > 0 ? (step * count) - (step * (shift + periodLength)) : (step * count) - step * shift);
-            var firstPrice1 = startValue + (step * count) - (step * (shift + periodLength));
-            var lastPrice1 = startValue + (step * count) - step * shift;
-
-            var diff1 = lastPrice1 - firstPrice1;
-
-
-            Assert.IsTrue(result.LastPrice == lastPrice1);
-            Assert.IsTrue(result.FirstPrice == firstPrice1);
-            Assert.IsTrue(result.PeriodMax == maxValue1);
-            Assert.IsTrue(result.PeriodMin == minValue1);
-            Assert.IsTrue(result.PeriodDiff == diff1);
-
-
-
-            var unit2 = new PriceHistoryCacheUnit(figi);
-            var data2 = unit.GetData().Result;
-            for (int i = 0; i < data2.prices.Length; i++)
-            {
-                var value = (decimal)data2.prices[i];
-                if (i == data2.prices.Length - 5)
-                {
-                    value = 100;
-                }
-                else if (i == data2.prices.Length - 6)
-                {
-                    value = -100;
-                }
-                unit2.AddData(new PriceChange()
-                {
-                    Figi = figi,
-                    Ticker = figi,
-                    Time = data2.timestamps[i],
-                    Value = value
-                });
-
-            }
-
-            var result2 = LocalTrends.GetPriceDiffForTimeSpan(unit2, TimeSpan.FromSeconds(shift), TimeSpan.FromSeconds(periodLength));
-
-            var maxValue2 = 100;
-            var minValue2 = -100;
-
-            Assert.IsTrue(result2.LastPrice == result.LastPrice);
-            Assert.IsTrue(result2.FirstPrice == result.FirstPrice);
-            Assert.IsTrue(result2.PeriodMax == maxValue2);
-            Assert.IsTrue(result2.PeriodMin == minValue2);
-            Assert.IsTrue(result2.PeriodDiff == result.PeriodDiff);
-        }
-    }
-}

KLHZ.Trader.Core/Exchange/Extentions/StringExtensions.cs

@@ -1,4 +1,4 @@
-using KLHZ.Trader.Core.Exchange.Models;
+using KLHZ.Trader.Core.Exchange.Models.Assets;
 
 namespace KLHZ.Trader.Core.Exchange.Extentions
 {

KLHZ.Trader.Core/Exchange/Models/Assets/Asset.cs

@@ -1,4 +1,4 @@
-namespace KLHZ.Trader.Core.Exchange.Models
+namespace KLHZ.Trader.Core.Exchange.Models.Assets
 {
     public class Asset
     {

KLHZ.Trader.Core/Exchange/Models/Assets/AssetType.cs

@@ -1,4 +1,4 @@
-namespace KLHZ.Trader.Core.Exchange.Models
+namespace KLHZ.Trader.Core.Exchange.Models.Assets
 {
     public enum AssetType
     {

KLHZ.Trader.Core/Exchange/Models/Assets/PositionType.cs

@@ -1,4 +1,4 @@
-namespace KLHZ.Trader.Core.Exchange.Models
+namespace KLHZ.Trader.Core.Exchange.Models.Assets
 {
     public enum PositionType
     {

KLHZ.Trader.Core/Exchange/Models/DeferredTrade.cs

@@ -0,0 +1,9 @@
+namespace KLHZ.Trader.Core.Exchange.Models
+{
+    internal class DeferredTrade
+    {
+        public required string Figi { get; set; }
+        public decimal Price { get; set; }
+        public DateTime Time { get; set; }
+    }
+}

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

@@ -10,7 +10,7 @@ using System.Collections.Concurrent;
 using System.Threading.Channels;
 using Tinkoff.InvestApi;
 using Tinkoff.InvestApi.V1;
-using PositionType = KLHZ.Trader.Core.Exchange.Models.PositionType;
+using PositionType = KLHZ.Trader.Core.Exchange.Models.Assets.PositionType;
 
 namespace KLHZ.Trader.Core.Exchange.Services
 {
@@ -58,7 +58,7 @@ namespace KLHZ.Trader.Core.Exchange.Services
             }
         }
 
-        internal readonly ConcurrentDictionary<string, Models.Asset> Assets = new();
+        internal readonly ConcurrentDictionary<string, Models.Assets.Asset> Assets = new();
 
         #endregion
 
@@ -126,7 +126,7 @@ namespace KLHZ.Trader.Core.Exchange.Services
                         price = position.AveragePositionPrice;
                     }
 #pragma warning disable CS0612 // Тип или член устарел
-                    var asset = new Models.Asset()
+                    var asset = new Models.Assets.Asset()
                     {
                         AccountId = AccountId,
                         Figi = position.Figi,

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

@@ -10,6 +10,7 @@ using KLHZ.Trader.Core.DataLayer.Entities.Declisions.Enums;
 using KLHZ.Trader.Core.DataLayer.Entities.Prices;
 using KLHZ.Trader.Core.Exchange.Extentions;
 using KLHZ.Trader.Core.Exchange.Models;
+using KLHZ.Trader.Core.Exchange.Models.Assets;
 using KLHZ.Trader.Core.Math.Declisions.Services.Cache;
 using KLHZ.Trader.Core.Math.Declisions.Utils;
 using Microsoft.EntityFrameworkCore;
@@ -20,7 +21,7 @@ using Microsoft.Extensions.Options;
 using System.Collections.Concurrent;
 using System.Threading.Channels;
 using Tinkoff.InvestApi;
-using AssetType = KLHZ.Trader.Core.Exchange.Models.AssetType;
+using AssetType = KLHZ.Trader.Core.Exchange.Models.Assets.AssetType;
 
 namespace KLHZ.Trader.Core.Exchange.Services
 {
@@ -31,6 +32,8 @@ namespace KLHZ.Trader.Core.Exchange.Services
         private readonly IDataBus _dataBus;
         private readonly BotModeSwitcher _botModeSwitcher;
         private readonly IDbContextFactory<TraderDbContext> _dbContextFactory;
+        private readonly ConcurrentDictionary<string, DeferredTrade> DeferredLongOpens = new();
+        private readonly ConcurrentDictionary<string, DeferredTrade> DeferredLongCloses = new();
         private readonly ConcurrentDictionary<string, DateTime> OpeningStops = new();
         private readonly ConcurrentDictionary<string, ManagedAccount> Accounts = new();
         private readonly ConcurrentDictionary<string, IPriceHistoryCacheUnit> _historyCash = new();
@@ -125,7 +128,37 @@ namespace KLHZ.Trader.Core.Exchange.Services
                     {
                         if (message.Figi == "FUTIMOEXF000")
                         {
-                            var data = await unit.GetData();
+
+                            DeferredTrade? longOpen;
+                            DeferredLongOpens.TryGetValue(message.Figi, out longOpen);
+                            if (longOpen != null)
+                            {
+                                if (longOpen.Time <= (message.IsHistoricalData ? message.Time : DateTime.UtcNow))
+                                {
+                                    DeferredLongOpens.TryRemove(message.Figi, out _);
+                                    if (message.Value - longOpen.Price < 1)
+                                    {
+                                        LogDeclision(declisionsForSave, DeclisionTradeAction.OpenLong, message);
+                                    }
+                                }
+                            }
+
+                            DeferredTrade? longClose;
+                            DeferredLongCloses.TryGetValue(message.Figi, out longClose);
+                            if (longClose != null)
+                            {
+                                if (longClose.Time <= (message.IsHistoricalData ? message.Time : DateTime.UtcNow))
+                                {
+                                    DeferredLongCloses.TryRemove(message.Figi, out _);
+                                    if (longClose.Price - message.Value < 1)
+                                    {
+                                        LogDeclision(declisionsForSave, DeclisionTradeAction.CloseLong, message);
+                                    }
+                                }
+                            }
+
+                            var windowMaxSize = 100;
+                            var data = await unit.GetData(windowMaxSize);
                             if (OpeningStops.TryGetValue(message.Figi, out var dt))
                             {
                                 if (dt < (message.IsHistoricalData ? message.Time : DateTime.UtcNow))
@@ -137,34 +170,59 @@ namespace KLHZ.Trader.Core.Exchange.Services
                             if ((unit.BidsCount / unit.AsksCount) < 0.5m || (unit.BidsCount / unit.AsksCount) > 2m)
                             {
                                 var stopTo = (message.IsHistoricalData ? message.Time : DateTime.UtcNow).AddMinutes(3);
-                                OpeningStops.AddOrUpdate(message.Figi, stopTo, (k, v) => stopTo);
+                                //OpeningStops.AddOrUpdate(message.Figi, stopTo, (k, v) => stopTo);
-                                LogDeclision(declisionsForSave, DeclisionTradeAction.StopBuyShortTime, message);
+                                //LogDeclision(declisionsForSave, DeclisionTradeAction.StopBuyShortTime, message);
                             }
 
-                            var resultLongOpen = MovingAverage.CheckByWindowAverageMean(data.timestamps, data.prices, 100, 45, 180, 2.5m);
+                            var res = TradingEvent.None;
-                            var resultLongClose = MovingAverage.CheckByWindowAverageMean(data.timestamps, data.prices, 100, 15, 120, 2.5m);
+                            var resultMoveAvFull = MovingAverage.CheckByWindowAverageMean(data.timestamps, data.prices, windowMaxSize, 45, 180, 2.5m);
+                            var resultLongClose = MovingAverage.CheckByWindowAverageMean(data.timestamps, data.prices, windowMaxSize, 15, 120, 2.5m).events;
 
-                            if (resultLongOpen.bigWindowAv != 0)
+                            var uptrendStarts = LocalTrends.CheckByLocalTrends(data.timestamps, data.prices, TimeSpan.FromSeconds(60), TimeSpan.FromSeconds(7), 1.5m, 3);
+                            var uptrendStarts2 = LocalTrends.CheckByLocalTrends(data.timestamps, data.prices, TimeSpan.FromSeconds(60), TimeSpan.FromSeconds(3), 1.5m, 2);
+                            var downtrendEnds = LocalTrends.CheckByLocalTrends(data.timestamps, data.prices, TimeSpan.FromSeconds(120), TimeSpan.FromSeconds(10), 1.5m, 5);
+
+
+                            res |= uptrendStarts;
+                            res |= uptrendStarts2;
+                            //res |= downtrendEnds;
+                            res |= resultLongClose;
+                            res |= resultMoveAvFull.events;
+                            if (resultMoveAvFull.bigWindowAv != 0)
                             {
-                                LogPrice(processedPrices, message, bigWindowProcessor, resultLongOpen.bigWindowAv);
+                                LogPrice(processedPrices, message, bigWindowProcessor, resultMoveAvFull.bigWindowAv);
-                                LogPrice(processedPrices, message, smallWindowProcessor, resultLongOpen.smallWindowAv);
+                                LogPrice(processedPrices, message, smallWindowProcessor, resultMoveAvFull.smallWindowAv);
                             }
-                            if ((resultLongClose.events & TradingEvent.StopBuy) == TradingEvent.StopBuy)
+                            if ((resultLongClose & TradingEvent.StopBuy) == TradingEvent.StopBuy)
                             {
                                 var stopTo = (message.IsHistoricalData ? message.Time : DateTime.UtcNow).AddMinutes(_buyStopLength);
                                 OpeningStops.AddOrUpdate(message.Figi, stopTo, (k, v) => stopTo);
                                 //LogDeclision(declisionsForSave, DeclisionTradeAction.StopBuy, message);
                             }
 
-                            if ((resultLongOpen.events & TradingEvent.UptrendStart) == TradingEvent.UptrendStart
+                            if ((res & TradingEvent.UptrendStart) == TradingEvent.UptrendStart
-                                && !OpeningStops.TryGetValue(message.Figi, out _))
+                                && !OpeningStops.TryGetValue(message.Figi, out _)
+                                && data.timestamps.Length > 1
+                                && (data.timestamps[data.timestamps.Length - 1] - data.timestamps[data.timestamps.Length - 2] < TimeSpan.FromMinutes(1)))
                             {
-                                LogDeclision(declisionsForSave, DeclisionTradeAction.OpenLong, message);
+                                var trade = new DeferredTrade()
+                                {
+                                    Figi = message.Figi,
+                                    Price = message.Value,
+                                    Time = message.Time.AddSeconds(15)
+                                };
+                                DeferredLongOpens[message.Figi] = trade;
                             }
 
-                            if ((resultLongClose.events & TradingEvent.UptrendEnd) == TradingEvent.UptrendEnd)
+                            if ((res & TradingEvent.UptrendEnd) == TradingEvent.UptrendEnd)
                             {
-                                LogDeclision(declisionsForSave, DeclisionTradeAction.CloseLong, message);
+                                var trade = new DeferredTrade()
+                                {
+                                    Figi = message.Figi,
+                                    Price = message.Value,
+                                    Time = message.Time.AddSeconds(15)
+                                };
+                                DeferredLongCloses[message.Figi] = trade;
                             }
 
                             //if ((resultLongOpen.events & TradingEvent.ShortOpen) == TradingEvent.ShortOpen