отключение продаж и покупок

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

@@ -71,7 +71,7 @@ namespace KLHZ.Trader.Core.Math.Declisions.Utils
                     if (isCrossing.res)
                     {
                         crossings.Add(i2);
-                        if (crossings.Count == 4 || (shift + 1 == size - 1 || shift + 1 == prices.Length - 1))
+                        if (crossings.Count == 6 || (shift + 1 == size - 1 || shift + 1 == prices.Length - 1))
                         {
                             if ((shift + 1 == size - 1 || shift + 1 == prices.Length - 1))
                             {
@@ -81,7 +81,7 @@ namespace KLHZ.Trader.Core.Math.Declisions.Utils
                             for (int crossingShift = 1; crossingShift < crossings.Count - 2; crossingShift++)
                             {
                                 var diff = pricesForFinalComparison[crossings[crossingShift]] - pricesForFinalComparison[crossings[crossingShift + 1]];
-                                if (diff >= 0)
+                                if (diff >= -0.5m)
                                 {
                                     diffTotal += diff;
                                 }

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

@@ -29,4 +29,30 @@ namespace KLHZ.Trader.Core.DataLayer.Entities.Orders
         public OrderbookItemType ItemType { get; set; }
 
     }
+
+    [Table("orderbook_items_reserve")]
+    public class OrderbookItemr: 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/TraderDbContext.cs

@@ -16,6 +16,7 @@ namespace KLHZ.Trader.Core.DataLayer
         public DbSet<ProcessedPrice> ProcessedPrices { get; set; }
         public DbSet<Candle> Candles { get; set; }
         public DbSet<OrderbookItem> OrderbookItems { get; set; }
+        public DbSet<OrderbookItemr> OrderbookItemsReserve { get; set; }
         public TraderDbContext(DbContextOptions<TraderDbContext> options)
             : base(options)
         {
@@ -71,6 +72,15 @@ namespace KLHZ.Trader.Core.DataLayer
                         v => DateTime.SpecifyKind(v, DateTimeKind.Utc));
             });
 
+            modelBuilder.Entity<OrderbookItemr>(entity =>
+            {
+                entity.HasKey(e1 => 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/Trader.cs

@@ -98,7 +98,7 @@ namespace KLHZ.Trader.Core.Exchange.Services
                             var data = await _tradeDataProvider.GetData(message.Figi, windowMaxSize);
                             var state = ExchangeScheduler.GetCurrentState(message.Time);
                             await ProcessClearing(data, state, message);
-                            await SellOldAssetsIfCan(message);
+                            //await SellOldAssetsIfCan(message);
 
                             ProcessOpeningStops(message, currentTime);
                             await ProcessNewPriceIMOEXF(data, state, message, windowMaxSize);

KLHZ.Trader.Service/Controllers/PlayController.cs

@@ -24,11 +24,12 @@ namespace KLHZ.Trader.Service.Controllers
         {
             try
             {
-                var time = DateTime.UtcNow.AddDays(-7);
+                var time1 = DateTime.UtcNow.AddDays(-7);
+                var time2 = DateTime.UtcNow.AddMinutes(-30);
                 using var context1 = await _dbContextFactory.CreateDbContextAsync();
                 context1.ChangeTracker.QueryTrackingBehavior = QueryTrackingBehavior.NoTracking;
                 var data = await context1.PriceChanges
-                    .Where(c => c.Figi == figi && c.Time >= time)
+                    .Where(c => c.Figi == figi && c.Time >= time1 && c.Time <= time2)
                     .OrderBy(c => c.Time)
                     .Select(c => new NewPriceMessage()
                     {
@@ -51,38 +52,47 @@ namespace KLHZ.Trader.Service.Controllers
             }
         }
 
-        //[HttpGet]
+        [HttpGet]
-        //public async Task LoadTradesToHistory()
+        public async Task LoadTradesToHistory()
-        //{
+        {
-        //    try
+            try
-        //    {
+            {
-        //        using var context1 = await _dbContextFactory.CreateDbContextAsync();
+                using var context1 = await _dbContextFactory.CreateDbContextAsync();
-        //        context1.ChangeTracker.QueryTrackingBehavior = QueryTrackingBehavior.NoTracking;
+                context1.ChangeTracker.QueryTrackingBehavior = QueryTrackingBehavior.NoTracking;
-        //        var data = await context1.InstrumentTrades
+                var data = await context1.OrderbookItemsReserve
-        //            //.Where(c => c.Figi == figi)
+                    //.Where(c => c.Figi == figi)
-        //            //.OrderBy(c => c.BoughtAt)
+                    //.OrderBy(c => c.BoughtAt)
-        //            .Select(c => new PriceChange()
+                    .ToArrayAsync();
-        //            {
+                data = data.DistinctBy(d => new { d.Figi, d.Time, d.ItemType}).ToArray();
-        //                Figi = c.Figi,
+                //await context1.PriceChanges.Where(p => p.Figi == figi).ExecuteDeleteAsync();
-        //                Ticker = c.Ticker,
+                var data2 = data.Select(d => new Core.DataLayer.Entities.Orders.OrderbookItem()
-        //                Time = c.BoughtAt,
+                {
-        //                Value = c.Price,
+                    Figi = d.Figi,
-        //                IsHistoricalData = true,
+                    Time = d.Time,
-        //                Count = (long)c.Count,
+                    ItemType = d.ItemType,
-        //                Direction = (int)c.Direction,
+                    Ticker = d.Ticker,
+                    Count = d.Count,
+                    Price = d.Price,
 
-        //            })
+                }).ToArray();
-        //            .ToArrayAsync();
+                int count = 0;
-        //        data = data.DistinctBy(d => new { d.Figi, d.Time }).ToArray();
+                foreach(var mess in data2)
-        //        //await context1.PriceChanges.Where(p => p.Figi == figi).ExecuteDeleteAsync();
+                {
-        //        await context1.PriceChanges.AddRangeAsync(data);
+                    count++;
-        //        await context1.SaveChangesAsync();
+                    await context1.OrderbookItems.AddAsync(mess);
-        //    }
+                    if (count > 10000)
-        //    catch (Exception ex)
+                    {
-        //    {
+                        await context1.SaveChangesAsync();
+                        count = 0;
+                    }
+                }
+                await context1.SaveChangesAsync();
+            }
+            catch (Exception ex)
+            {
 
-        //    }
+            }
-        //}
+        }
         ////[HttpGet]
         //public async Task LoadTradesToHistory(string figi)
         //{