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test / deploy_trader_prod (push) Successful in 1m55s
Details
test / deploy_trader_prod (push) Successful in 1m55s
Details
parent
6884407f12
commit
d045f9b082
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@ -25,7 +25,7 @@
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if (k1 != k2)
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{
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var cross = LinesCrossing(k1, b1, k2, b2);
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if (cross.x>=0 && cross.x <= dtime)
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if (cross.x >= 0 && cross.x <= dtime)
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{
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var crossingTimestamp = time1.AddSeconds((double)cross.x);
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return crossingTimestamp >= time1 && crossingTimestamp <= time2;
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@ -18,7 +18,7 @@ namespace KLHZ.Trader.Core.Math.Declisions.Utils
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return (startTime, sum / count);
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}
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public static TradingEvent CheckByWindowAverageMean(DateTime[] timestamps, decimal[] prices, int size,int smallWindow, int bigWindow, decimal meanfullStep = 3m)
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public static TradingEvent CheckByWindowAverageMean(DateTime[] timestamps, decimal[] prices, int size, int smallWindow, int bigWindow, decimal meanfullStep = 3m)
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{
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var res = TradingEvent.None;
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if (timestamps.Length < size)
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@ -29,8 +29,8 @@ namespace KLHZ.Trader.Core.Math.Declisions.Utils
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var twavss = new decimal[size];
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var twavbs = new decimal[size];
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var times = new DateTime[size];
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for (int shift = 0; shift < size; shift++)
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{
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var twavs = CalcTimeWindowAverageValue(timestamps, prices, smallWindow, shift);
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@ -141,10 +141,10 @@ namespace KLHZ.Trader.Core.Exchange.Services
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}
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var result = MovingAverage.CheckByWindowAverageMean(data.timestamps, data.prices, 100,15,120);
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var result = MovingAverage.CheckByWindowAverageMean(data.timestamps, data.prices, 100, 15, 120);
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if ((result & TradingEvent.StopBuy) == TradingEvent.StopBuy)
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{
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var stopTo = (message.IsHistoricalData?message.Time: DateTime.UtcNow).AddMinutes(_buyStopLength);
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var stopTo = (message.IsHistoricalData ? message.Time : DateTime.UtcNow).AddMinutes(_buyStopLength);
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BuyStops.AddOrUpdate(message.Figi, stopTo, (k, v) => stopTo);
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declisionsForSave.Add(new Declision()
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{
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