code cleanup

KLHZ.Trader.Core.Math/Common/Lines.cs

@@ -10,10 +10,10 @@
             return (x, y);
         }
 
-        public static (bool res,DateTime x, decimal y) IsLinesCrossing(DateTime time1, DateTime time2, decimal val1_1, decimal val1_2, decimal val2_1, decimal val2_2)
+        public static (bool res, DateTime x, decimal y) IsLinesCrossing(DateTime time1, DateTime time2, decimal val1_1, decimal val1_2, decimal val2_1, decimal val2_2)
         {
             var dtime = (decimal)(time2 - time1).TotalSeconds;
-            if (dtime == 0) return (false, DateTime.MinValue,0);
+            if (dtime == 0) return (false, DateTime.MinValue, 0);
             var dval1 = val1_2 - val1_1;
             var k1 = dval1 / dtime;
             var b1 = val1_1;

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

@@ -63,7 +63,7 @@ namespace KLHZ.Trader.Core.Math.Declisions.Utils
                             twavbs[i2 + 1]);
 
                         if (shift == 1 && !isCrossing.res) //если нет пересечения скользящих средний с окном 120 и 15 секунд между
-                                                       //текущей и предыдущей точкой - можно не продолжать выполнение.
+                                                           //текущей и предыдущей точкой - можно не продолжать выполнение.
                         {
                             break;
                         }
@@ -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]] <= -meanfullStep
                                         && times[crossings[0]] - times[crossings[1]] >= timeForUptreandStart)
                                     {
                                         res |= TradingEvent.UptrendStart;

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

@@ -1,6 +1,4 @@
-using System;
+namespace KLHZ.Trader.Core.Math.Declisions.Utils
-
-namespace KLHZ.Trader.Core.Math.Declisions.Utils
 {
     public static class ShapeAreaCalculator
     {

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

@@ -129,7 +129,7 @@ namespace KLHZ.Trader.Core.Exchange.Services
                         {
                             AccountId = asset.AccountId,
                             Figi = message.Figi,
-                            CommandType = asset.Count < 0? Contracts.Messaging.Dtos.Enums.TradeCommandType.MarketBuy
+                            CommandType = asset.Count < 0 ? Contracts.Messaging.Dtos.Enums.TradeCommandType.MarketBuy
                                 : Contracts.Messaging.Dtos.Enums.TradeCommandType.MarketSell,
                             Count = (long)asset.Count,
                             RecomendPrice = null,
@@ -180,7 +180,7 @@ namespace KLHZ.Trader.Core.Exchange.Services
                     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 (max - min < 15 && fullData.prices.Last() - fullData.prices.First() < 4 && fullData.prices.Last() - fullData.prices.First() > -4)
                     {
                         if (!message.IsHistoricalData && BotModeSwitcher.CanPurchase())
                         {

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

@@ -1,5 +1,4 @@
-using Google.Protobuf.WellKnownTypes;
+using KLHZ.Trader.Core.Contracts.Declisions.Interfaces;
-using KLHZ.Trader.Core.Contracts.Declisions.Interfaces;
 using KLHZ.Trader.Core.Contracts.Messaging.Dtos;
 using KLHZ.Trader.Core.Contracts.Messaging.Dtos.Interfaces;
 using KLHZ.Trader.Core.DataLayer;
@@ -166,7 +165,7 @@ namespace KLHZ.Trader.Core.Exchange.Services
 
                 _ = WritePricesTask();
             }
-            catch(Exception ex)
+            catch (Exception ex)
             {
 
             }

KLHZ.Trader.Core/TG/Services/BotMessagesHandler.cs

@@ -21,7 +21,7 @@ namespace KLHZ.Trader.Core.TG.Services
         private readonly TraderDataProvider _traderDataProvider;
         public BotMessagesHandler(IDataBus eventBus, IOptions<TgBotConfig> options, ILogger<BotMessagesHandler> logger, TraderDataProvider traderDataProvider)
         {
-            _traderDataProvider  = traderDataProvider;
+            _traderDataProvider = traderDataProvider;
             _logger = logger;
             _eventBus = eventBus;
             _admins = ImmutableArray.CreateRange(options.Value.Admins);
@@ -79,7 +79,7 @@ namespace KLHZ.Trader.Core.TG.Services
                             {
 
                                 var assets = await _traderDataProvider.GetAssetsByFigi("FUTIMOEXF000");
-                                foreach(var asset in assets)
+                                foreach (var asset in assets)
                                 {
                                     if (asset.Count > 0)
                                     {

KLHZ.Trader.Service/Controllers/PlayController.cs

@@ -1,7 +1,6 @@
 using KLHZ.Trader.Core.Contracts.Messaging.Dtos;
 using KLHZ.Trader.Core.Contracts.Messaging.Interfaces;
 using KLHZ.Trader.Core.DataLayer;
-using KLHZ.Trader.Core.DataLayer.Entities.Prices;
 using Microsoft.AspNetCore.Mvc;
 using Microsoft.EntityFrameworkCore;