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корректная обработка истории.

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vlad zverzhkhovskiy 2025-09-02 22:21:49 +03:00
parent fbd3da2b8d
commit d0786cfe19
2 changed files with 33 additions and 3 deletions
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5
KLHZ.Trader.Core.Math/Common/Lines.cs
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@ -13,7 +13,7 @@
public static bool 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;
var dval1 = val1_2 - val1_1;
var k1 = dval1 / dtime;
var b1 = val1_1;
@ -25,9 +25,12 @@
if (k1 != k2)
{
var cross = LinesCrossing(k1, b1, k2, b2);
if (cross.x>=0 && cross.x <= dtime)
{
var crossingTimestamp = time1.AddSeconds((double)cross.x);
return crossingTimestamp >= time1 && crossingTimestamp <= time2;
}
}
return false;
}
}

27
KLHZ.Trader.Core.Tests/MovingAverageTests.cs Normal file
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@ -0,0 +1,27 @@
using KLHZ.Trader.Core.DataLayer.Entities.Prices;
using KLHZ.Trader.Core.Math.Common;
using KLHZ.Trader.Core.Math.Declisions.Services.Cache;
using KLHZ.Trader.Core.Math.Declisions.Utils;
namespace KLHZ.Trader.Core.Tests
{
public class MovingAverageTests
{
[Test]
public void Test1()
{
var cacheUnit = new PriceHistoryCacheUnit2("");
for (int i = 0; i < 5 * PriceHistoryCacheUnit2.CacheMaxLength; i++)
{
cacheUnit.AddData(new PriceChange() { Figi = "", Ticker = "", Value = i, Time = DateTime.UtcNow });
if (i >= 500)
{
var data = cacheUnit.GetData().Result;
Assert.IsTrue(data.prices.Length == PriceHistoryCacheUnit2.CacheMaxLength);
Assert.IsTrue(data.prices.Last() == i);
var res = MovingAverage.CheckByWindowAverageMean(data.timestamps, data.prices, 100);
}
}
}
}
}