фикс торговли
test / deploy_trader_prod (push) Successful in 2m13s Details

dev
vlad zverzhkhovskiy 2025-09-24 11:12:36 +03:00
parent 0d47a64d56
commit bf3e6ec220
2 changed files with 11 additions and 3 deletions

View File

@ -392,7 +392,7 @@ INewPrice message, int windowMaxSize, decimal uptrendStartingDetectionMeanfullSt
await LogPrice(message, Constants.BigWindowCrossingAverageProcessor, resultMoveAvFull.bigWindowAv);
await LogPrice(message, Constants.SmallWindowCrossingAverageProcessor, resultMoveAvFull.smallWindowAv);
}
var res = GetInitDict(Constants.BlockingCoefficient);
var res = GetInitDict(0);
res[TradingEvent.DowntrendEnd] = Constants.PowerLowingCoefficient;
res[TradingEvent.UptrendEnd] = Constants.PowerLowingCoefficient;
if ((resultMoveAvFull.events & TradingEvent.UptrendStart) == TradingEvent.UptrendStart)
@ -722,6 +722,14 @@ INewPrice message, int windowMaxSize, decimal uptrendStartingDetectionMeanfullSt
var largeData = await _tradeDataProvider.GetData(figi, TimeSpan.FromMinutes(60));
var smallData = await _tradeDataProvider.GetData(figi, TimeSpan.FromMinutes(15));
if (!largeData.isFullIntervalExists && smallData.isFullIntervalExists)
{
largeData = await _tradeDataProvider.GetData(figi, TimeSpan.FromMinutes(30));
}
if (!largeData.isFullIntervalExists && smallData.isFullIntervalExists)
{
largeData = await _tradeDataProvider.GetData(figi, TimeSpan.FromMinutes(20));
}
if (largeData.isFullIntervalExists && smallData.isFullIntervalExists)
{
if (LocalTrends.TryCalcTrendDiff(largeData.timestamps, largeData.prices, out var largeDataRes)

View File

@ -34,8 +34,8 @@ namespace KLHZ.Trader.Service.Controllers
//var figi1 = "BBG004730N88";
var figi2 = "BBG004730N88";
//var figi2 = "FUTIMOEXF000";
var time1 = DateTime.UtcNow.AddDays(-shift ?? -7).Date;
//var time1 = new DateTime(2025, 9, 24, 7, 15, 0, DateTimeKind.Utc);
//var time1 = DateTime.UtcNow.AddDays(-shift ?? -7).Date;
var time1 = new DateTime(2025, 9, 24, 7, 00, 0, DateTimeKind.Utc);
//var time2 = DateTime.UtcNow.AddMinutes(18);
using var context1 = await _dbContextFactory.CreateDbContextAsync();
context1.ChangeTracker.QueryTrackingBehavior = QueryTrackingBehavior.NoTracking;