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обновление алгоритма принятия решений
test / deploy_trader_prod (push) Successful in 1m42s Details

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vlad zverzhkhovskiy 2025-09-04 23:02:49 +03:00
parent 76bde7c853
commit ccc44c0f57
2 changed files with 8 additions and 7 deletions
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13
KLHZ.Trader.Core/Exchange/Services/Trader.cs
View File

@ -133,7 +133,9 @@ namespace KLHZ.Trader.Core.Exchange.Services
DeferredLongOpens.TryGetValue(message.Figi, out longOpen);
if (longOpen != null)
{
if (longOpen.Time <= (message.IsHistoricalData ? message.Time : DateTime.UtcNow))
var t = message.IsHistoricalData ? message.Time : DateTime.UtcNow;
if (longOpen.Time <= t
&& t - longOpen.Time < TimeSpan.FromMinutes(3))
{
DeferredLongOpens.TryRemove(message.Figi, out _);
if (message.Value - longOpen.Price < 1)
@ -178,13 +180,12 @@ namespace KLHZ.Trader.Core.Exchange.Services
var resultMoveAvFull = MovingAverage.CheckByWindowAverageMean(data.timestamps, data.prices, windowMaxSize, 45, 180, 2.5m);
var resultLongClose = MovingAverage.CheckByWindowAverageMean(data.timestamps, data.prices, windowMaxSize, 15, 120, 2.5m).events;
var uptrendStarts = LocalTrends.CheckByLocalTrends(data.timestamps, data.prices, TimeSpan.FromSeconds(60), TimeSpan.FromSeconds(7), 1.5m, 3);
var uptrendStarts2 = LocalTrends.CheckByLocalTrends(data.timestamps, data.prices, TimeSpan.FromSeconds(60), TimeSpan.FromSeconds(3), 1.5m, 2);
var downtrendEnds = LocalTrends.CheckByLocalTrends(data.timestamps, data.prices, TimeSpan.FromSeconds(120), TimeSpan.FromSeconds(10), 1.5m, 5);
var uptrendStarts = LocalTrends.CheckByLocalTrends(data.timestamps, data.prices, TimeSpan.FromSeconds(120), TimeSpan.FromSeconds(15), 2m, 10);
//var uptrendStarts2 = LocalTrends.CheckByLocalTrends(data.timestamps, data.prices, TimeSpan.FromSeconds(60), TimeSpan.FromSeconds(3), 1.5m, 2);
res |= uptrendStarts;
res |= uptrendStarts2;
res |= (uptrendStarts & TradingEvent.UptrendStart);
//res |= (uptrendStarts2 & TradingEvent.UptrendStart);
//res |= downtrendEnds;
res |= resultLongClose;
res |= resultMoveAvFull.events;

2
KLHZ.Trader.Service/appsettings.json
View File

@ -12,7 +12,7 @@
"ExchangeDataRecievingEnabled": true,
"Token": "",
"ManagingAccountNamePatterns": [ "автотрейд 1" ],
"DataRecievingInstrumentsFigis": [ "BBG004730N88", "FUTIMOEXF000", "FUTGMKN09250", "FUTBR1025000", "FUTNG0925000" ],
"DataRecievingInstrumentsFigis": [ "BBG004730N88", "FUTIMOEXF000", "FUTGMKN09250", "FUTBR1025000", "FUTNG0925000", "FUTNASD09250" ],
"TradingInstrumentsFigis": [ "FUTIMOEXF000" ],
"FutureComission": 0.0025,
"ShareComission": 0.0004,