фиксация

KLHZ.Trader.Core.Math/Declisions/Dtos/FFT/FFTAnalyzeResult.cs

@@ -9,6 +9,7 @@
         public decimal Mediana { get; init; }
         public decimal Upper30Decil { get; init; }
         public decimal Lower20Decil { get; init; }
+        public int Length { get; init; }
         public DateTime LastTime { get; init; }
         public DateTime StartTime { get; init; }
         public bool IsEmpty => this == Empty;

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

@@ -2,6 +2,7 @@
 using KLHZ.Trader.Core.Math.Declisions.Dtos.FFT.Enums;
 using MathNet.Numerics;
 using MathNet.Numerics.IntegralTransforms;
+using static System.Runtime.InteropServices.JavaScript.JSType;
 
 namespace KLHZ.Trader.Core.Math.Declisions.Utils
 {
@@ -51,6 +52,48 @@ namespace KLHZ.Trader.Core.Math.Declisions.Utils
                 Lower20Decil = newValues[(int)(newValues.Length * 0.2)],
                 Max = newValues.Max(),
                 Min = newValues.Min(),
+                Length = values.Length,
+            };
+        }
+
+        public static FFTAnalyzeResult ReAnalyze(FFTAnalyzeResult result, string key, TimeSpan minPeriod, TimeSpan maxPeriod)
+        {
+            var tmp = new List<Harmonic>();
+            for (int i = 0; i < result.Harmonics.Length; i++)
+            {
+                var per = CaclHarmonycPeriod(result.LastTime - result.StartTime, result.Length, i);
+                if (per >= minPeriod && per <= maxPeriod)
+                {
+                    tmp.Add(result.Harmonics[i]);
+                }
+            }
+
+            var harms = tmp.ToArray();
+            var newValues = new decimal[result.Length];
+            var newValues2 = new decimal[result.Length];
+            var time = result.StartTime;
+            var dt = (result.LastTime - result.StartTime).TotalSeconds / result.Length;
+            for (int i = 0; i < result.Length; i++)
+            {
+                var currentTime = time.AddSeconds(i* dt);
+                newValues[i] = (decimal)CalcAmplitude(harms, result.StartTime, currentTime);
+                newValues2[i] = (decimal)CalcExtremum(harms, result.StartTime, currentTime);
+            }
+
+            newValues = newValues.Order().ToArray();
+            var ma = newValues2.Max();
+            var mi = newValues2.Min();
+            return new FFTAnalyzeResult()
+            {
+                Key = key,
+                Harmonics = harms,
+                LastTime = result.LastTime,
+                StartTime = result.StartTime,
+                Mediana = newValues[newValues.Length / 2],
+                Upper30Decil = newValues[(int)(newValues.Length * 0.7)],
+                Lower20Decil = newValues[(int)(newValues.Length * 0.2)],
+                Max = newValues.Max(),
+                Min = newValues.Min(),
             };
         }
 

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

@@ -117,8 +117,10 @@ namespace KLHZ.Trader.Core.Exchange.Services
                 if (data.isFullIntervalExists)
                 {
                     var interpolatedData = SignalProcessing.InterpolateData(data.timestamps, data.prices, TimeSpan.FromSeconds(5));
-                    fft = FFT.Analyze(interpolatedData.timestamps, interpolatedData.values, message.Figi, TimeSpan.FromMinutes(3), TimeSpan.FromMinutes(40));
+                    var fftFull = FFT.Analyze(interpolatedData.timestamps, interpolatedData.values, message.Figi+"_full", TimeSpan.FromSeconds(15), TimeSpan.FromHours(24));
+                    fft = FFT.ReAnalyze(fftFull, message.Figi, TimeSpan.FromMinutes(3), TimeSpan.FromMinutes(40));
                     await _tradeDataProvider.SetFFtResult(fft);
+                    await _tradeDataProvider.SetFFtResult(fftFull);
                 }
             }
             else