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test / deploy_trader_prod (push) Successful in 14m21s Details

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vlad zverzhkhovskiy 2025-09-09 15:29:56 +03:00
parent 389a6cbe88
commit bb7fd20225
3 changed files with 29 additions and 29 deletions
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4
KLHZ.Trader.Core.Math/Common/Lines.cs
View File

@ -31,6 +31,10 @@
return (crossingTimestamp >= time1 && crossingTimestamp <= time2, crossingTimestamp, cross.y); return (crossingTimestamp >= time1 && crossingTimestamp <= time2, crossingTimestamp, cross.y);
} }
} }
//else if (b1 == b2)
//{
// return (true, time2, val2_2);
//}
return (false, DateTime.MinValue, 0); return (false, DateTime.MinValue, 0);
} }
} }

6
KLHZ.Trader.Core.Math/Declisions/Utils/MovingAverage.cs
View File

@ -20,7 +20,9 @@ namespace KLHZ.Trader.Core.Math.Declisions.Utils
return (startTime, sum / count); 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 downtrendStartingDetectionMeanfullStep = 3m, decimal uptrendEndingDetectionMeanfullStep = 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 res = TradingEvent.None;
var bigWindowAv = 0m; var bigWindowAv = 0m;
@ -110,7 +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 // 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 (twavss[size - 1] >= twavbs[size - 1] && twavss[size - 2] < twavbs[size - 2])
{ {
if (pricesForFinalComparison[crossings[0]] - pricesForFinalComparison[crossings[1]] <= -downtrendStartingDetectionMeanfullStep if (pricesForFinalComparison[crossings[0]] - pricesForFinalComparison[crossings[1]] <= downtrendStartingDetectionMeanfullStep
&& times[crossings[0]] - times[crossings[1]] >= timeForUptreandStart) && times[crossings[0]] - times[crossings[1]] >= timeForUptreandStart)
{ {
res |= TradingEvent.UptrendStart; res |= TradingEvent.UptrendStart;

6
KLHZ.Trader.Core/Exchange/Services/Trader.cs
View File

@ -165,11 +165,6 @@ namespace KLHZ.Trader.Core.Exchange.Services
{ {
var fullData = await _tradeDataProvider.GetData(message.Figi, TimeSpan.FromMinutes(30)); var fullData = await _tradeDataProvider.GetData(message.Figi, TimeSpan.FromMinutes(30));
if (fullData.isFullIntervalExists) if (fullData.isFullIntervalExists)
{
var max = fullData.prices.Max();
var min = fullData.prices.Min();
if (max - min < 15 && fullData.prices.Last() - fullData.prices.First() < 4 && fullData.prices.Last() - fullData.prices.First() > -4)
{ {
if (!message.IsHistoricalData && BotModeSwitcher.CanPurchase()) if (!message.IsHistoricalData && BotModeSwitcher.CanPurchase())
{ {
@ -204,7 +199,6 @@ namespace KLHZ.Trader.Core.Exchange.Services
await LogDeclision(DeclisionTradeAction.OpenLong, message); await LogDeclision(DeclisionTradeAction.OpenLong, message);
} }
} }
}
if ((res & TradingEvent.UptrendEnd) == TradingEvent.UptrendEnd) if ((res & TradingEvent.UptrendEnd) == TradingEvent.UptrendEnd)
{ {