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test / deploy_trader_prod (push) Successful in 57s Details

dev
vlad zverzhkhovskiy 2025-09-09 11:35:02 +03:00
parent 4d898e376a
commit 7d2618dd54
5 changed files with 33 additions and 20 deletions
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6
KLHZ.Trader.Core.Math/Declisions/Utils/MovingAverage.cs
View File

@ -20,7 +20,7 @@ namespace KLHZ.Trader.Core.Math.Declisions.Utils
return (startTime, sum / count);
}
public static (TradingEvent events, decimal bigWindowAv, decimal smallWindowAv) CheckByWindowAverageMean(DateTime[] timestamps, decimal[] prices, int size, int smallWindow, int bigWindow, TimeSpan timeForUptreandStart, decimal meanfullStep = 3m)
public static (TradingEvent events, decimal bigWindowAv, decimal smallWindowAv) CheckByWindowAverageMean(DateTime[] timestamps, decimal[] prices, int size, int smallWindow, int bigWindow, TimeSpan timeForUptreandStart, decimal downtrendStartingDetectionMeanfullStep = 3m, decimal uptrendEndingDetectionMeanfullStep = 3m)
{
var res = TradingEvent.None;
var bigWindowAv = 0m;
@ -94,7 +94,7 @@ namespace KLHZ.Trader.Core.Math.Declisions.Utils
// если фильтрация окном 15 наползает на окно 120 сверху, потенциальное время закрытия лонга и возможно открытия шорта
if (twavss[size - 1] <= twavbs[size - 1] && twavss[size - 2] > twavbs[size - 2])
{
if (diffTotal >= meanfullStep
if (diffTotal >= uptrendEndingDetectionMeanfullStep
&& times[crossings[0]] - times[crossings[1]] >= timeForUptreandStart)
{
res |= TradingEvent.UptrendEnd;
@ -112,7 +112,7 @@ namespace KLHZ.Trader.Core.Math.Declisions.Utils
// если фильтрация окном 120 наползает на окно 15 сверху, потенциальное время открытия лонга и закрытия шорта
if (twavss[size - 1] >= twavbs[size - 1] && twavss[size - 2] < twavbs[size - 2])
{
if (pricesForFinalComparison[crossings[0]] - pricesForFinalComparison[crossings[1]] <= -meanfullStep
if (pricesForFinalComparison[crossings[0]] - pricesForFinalComparison[crossings[1]] <= -downtrendStartingDetectionMeanfullStep
&& times[crossings[0]] - times[crossings[1]] >= timeForUptreandStart)
{
res |= TradingEvent.UptrendStart;

20
KLHZ.Trader.Core/Exchange/Services/ExchangeDataReader.cs
View File

@ -55,9 +55,10 @@ namespace KLHZ.Trader.Core.Exchange.Services
{
try
{
//_ = SubscribeUpdates();
if (_exchangeDataRecievingEnabled)
{
await SubscribePrices();
_ = SubscribePrices();
}
await Task.Delay(1000);
}
@ -68,6 +69,23 @@ namespace KLHZ.Trader.Core.Exchange.Services
}
}
private async Task SubscribeUpdates()
{
var req = new TradesStreamRequest();
foreach (var a in _tradeDataProvider.Accounts)
{
req.Accounts.Add(a.Key);
}
using var stream = _investApiClient.OrdersStream.TradesStream(req);
await foreach (var response in stream.ResponseStream.ReadAllAsync())
{
if (response.OrderTrades != null)
{
}
}
}
private async Task SubscribePrices()
{
using var stream = _investApiClient.MarketDataStream.MarketDataStream();

17
KLHZ.Trader.Core/Exchange/Services/Trader.cs
View File

@ -145,14 +145,9 @@ namespace KLHZ.Trader.Core.Exchange.Services
INewPrice message, int windowMaxSize)
{
var res = TradingEvent.None;
var resultMoveAvFull = MovingAverage.CheckByWindowAverageMean(data.timestamps, data.prices, windowMaxSize, 25, 120, TimeSpan.FromSeconds(20), 1.5m);
//var resultLongClose = MovingAverage.CheckByWindowAverageMean(data.timestamps, data.prices, windowMaxSize, 15, 120, 1.5m).events;
var resultMoveAvFull = MovingAverage.CheckByWindowAverageMean(data.timestamps, data.prices,
windowMaxSize, 25, 120, TimeSpan.FromSeconds(20), 1m, 1.5m);
//ar uptrendStarts = LocalTrends.CheckByLocalTrends(data.timestamps, data.prices, TimeSpan.FromSeconds(120), TimeSpan.FromSeconds(20), 1.5m, 15);
//res |= (uptrendStarts & TradingEvent.UptrendStart);
//res |= resultLongClose;
res |= resultMoveAvFull.events;
if (resultMoveAvFull.bigWindowAv != 0)
@ -160,12 +155,6 @@ namespace KLHZ.Trader.Core.Exchange.Services
await LogPrice(message, _bigWindowProcessor, resultMoveAvFull.bigWindowAv);
await LogPrice(message, _smallWindowProcessor, resultMoveAvFull.smallWindowAv);
}
if ((resultMoveAvFull.events & TradingEvent.StopBuy) == TradingEvent.StopBuy)
{
var stopTo = (message.IsHistoricalData ? message.Time : DateTime.UtcNow).AddMinutes(_buyStopLength / 2);
//OpeningStops.AddOrUpdate(message.Figi, stopTo, (k, v) => stopTo);
//await LogDeclision(DeclisionTradeAction.StopBuy, message);
}
if ((res & TradingEvent.UptrendStart) == TradingEvent.UptrendStart
&& !OpeningStops.TryGetValue(message.Figi, out _)
@ -221,7 +210,7 @@ namespace KLHZ.Trader.Core.Exchange.Services
{
var assetType = _tradeDataProvider.GetAssetTypeByFigi(message.Figi);
var loggedDeclisions = 0;
if (!message.IsHistoricalData && BotModeSwitcher.CanSell())
if (BotModeSwitcher.CanSell())
{
var assetsForClose = _tradeDataProvider.Accounts
.SelectMany(a => a.Value.Assets.Values)

8
KLHZ.Trader.Core/Exchange/Utils/TradingCalculator.cs
View File

@ -4,7 +4,13 @@
{
public static decimal CaclProfit(decimal openPrice, decimal closePrice, decimal comission, decimal leverage, bool isShort)
{
var diff = ((isShort ? (closePrice - openPrice) : (openPrice - closePrice)) - closePrice * comission - openPrice * comission) * leverage;
var summComission = closePrice * comission + openPrice * comission;
var priceDiff = closePrice - openPrice;
if (isShort)
{
priceDiff *= -1;
}
var diff = priceDiff * leverage - summComission;
return diff;
}
}

2
KLHZ.Trader.Service/Controllers/PlayController.cs
View File

@ -24,7 +24,7 @@ namespace KLHZ.Trader.Service.Controllers
{
try
{
var time = DateTime.UtcNow.AddMinutes(-40);
var time = DateTime.UtcNow.AddMinutes(-35);
using var context1 = await _dbContextFactory.CreateDbContextAsync();
context1.ChangeTracker.QueryTrackingBehavior = QueryTrackingBehavior.NoTracking;
var data = await context1.PriceChanges