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test / deploy_trader_prod (push) Successful in 1m55s Details

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vlad zverzhkhovskiy 2025-09-03 07:05:06 +03:00
parent 6884407f12
commit d045f9b082
3 changed files with 6 additions and 6 deletions
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2
KLHZ.Trader.Core.Math/Common/Lines.cs
View File

@ -25,7 +25,7 @@
if (k1 != k2) if (k1 != k2)
{ {
var cross = LinesCrossing(k1, b1, k2, b2); var cross = LinesCrossing(k1, b1, k2, b2);
if (cross.x>=0 && cross.x <= dtime) if (cross.x >= 0 && cross.x <= dtime)
{ {
var crossingTimestamp = time1.AddSeconds((double)cross.x); var crossingTimestamp = time1.AddSeconds((double)cross.x);
return crossingTimestamp >= time1 && crossingTimestamp <= time2; return crossingTimestamp >= time1 && crossingTimestamp <= time2;

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

@ -18,7 +18,7 @@ namespace KLHZ.Trader.Core.Math.Declisions.Utils
return (startTime, sum / count); return (startTime, sum / count);
} }
public static TradingEvent CheckByWindowAverageMean(DateTime[] timestamps, decimal[] prices, int size,int smallWindow, int bigWindow, decimal meanfullStep = 3m) public static TradingEvent CheckByWindowAverageMean(DateTime[] timestamps, decimal[] prices, int size, int smallWindow, int bigWindow, decimal meanfullStep = 3m)
{ {
var res = TradingEvent.None; var res = TradingEvent.None;
if (timestamps.Length < size) if (timestamps.Length < size)
@ -29,8 +29,8 @@ namespace KLHZ.Trader.Core.Math.Declisions.Utils
var twavss = new decimal[size]; var twavss = new decimal[size];
var twavbs = new decimal[size]; var twavbs = new decimal[size];
var times = new DateTime[size]; var times = new DateTime[size];
for (int shift = 0; shift < size; shift++) for (int shift = 0; shift < size; shift++)
{ {
var twavs = CalcTimeWindowAverageValue(timestamps, prices, smallWindow, shift); var twavs = CalcTimeWindowAverageValue(timestamps, prices, smallWindow, shift);

4
KLHZ.Trader.Core/Exchange/Services/Trader.cs
View File

@ -141,10 +141,10 @@ namespace KLHZ.Trader.Core.Exchange.Services
} }
var result = MovingAverage.CheckByWindowAverageMean(data.timestamps, data.prices, 100,15,120); var result = MovingAverage.CheckByWindowAverageMean(data.timestamps, data.prices, 100, 15, 120);
if ((result & TradingEvent.StopBuy) == TradingEvent.StopBuy) if ((result & TradingEvent.StopBuy) == TradingEvent.StopBuy)
{ {
var stopTo = (message.IsHistoricalData?message.Time: DateTime.UtcNow).AddMinutes(_buyStopLength); var stopTo = (message.IsHistoricalData ? message.Time : DateTime.UtcNow).AddMinutes(_buyStopLength);
BuyStops.AddOrUpdate(message.Figi, stopTo, (k, v) => stopTo); BuyStops.AddOrUpdate(message.Figi, stopTo, (k, v) => stopTo);
declisionsForSave.Add(new Declision() declisionsForSave.Add(new Declision()
{ {