изменена синхронизация портфеля

KLHZ.Trader.Core.Math/Declisions/Dtos/Harmonic.cs

@@ -0,0 +1,17 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+
+namespace KLHZ.Trader.Core.Math.Declisions.Dtos
+{
+    public class Harmonic
+    {
+        public TimeSpan Period { get; set; }
+        public float Magnitude { get; set; }
+        public float Real { get; set; }
+        public float Imaginary { get; set; }
+        public float Phase { get; set; }
+    }
+}

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

@@ -1,4 +1,5 @@
-using MathNet.Numerics;
+using KLHZ.Trader.Core.Math.Declisions.Dtos;
+using MathNet.Numerics;
 using MathNet.Numerics.IntegralTransforms;
 
 namespace KLHZ.Trader.Core.Math.Declisions.Utils
@@ -26,25 +27,81 @@ namespace KLHZ.Trader.Core.Math.Declisions.Utils
             }
         }
 
-        public static void А()
+        public static TimeSpan GetMainHarmonictPeriod(double[] data, TimeSpan period)
         {
-            var da = new List<float>();
+            var arrv = data.Select(d => new Complex32((float)d, 0)).ToArray();
-            for (int i = 0; i < 1000; i++)
-            {
-                da.Add((float)System.Math.Sin(0.01 * i) + (float)System.Math.Cos(0.01 * i));
-            }
-
-            var start = da.ToArray();
-            var arrv = da.Select(d => new Complex32(d, 0)).ToArray();
             Fourier.Forward(arrv);
-
+            var res = new List<Harmonic>();
-            Fourier.Inverse(arrv);
+            var times = new TimeSpan[arrv.Length];
-            var res = arrv.Select(a => a.Real).ToArray();
+            var mags = arrv.Select(a => a.Magnitude).ToArray();
-
+            var phases = arrv.Select(a => a.Phase).ToArray();
-            for (int i = 0; i < 1000; i++)
+            var max = 0f;
+            var kmax = 1;
+            var sum = 0f;
+            for (int i=0;i< arrv.Length / 2; i++)
             {
-                var d = res[i] - start[i];
+                if (i == 0)
+                {
+                    res.Add(new Harmonic()
+                    {
+                        Magnitude = arrv[i].Magnitude,
+                        Period = TimeSpan.MaxValue,
+                        Phase = arrv[i].Phase,
+                    });
+                }
+                else
+                {
+                    times[i] = CaclHarmonycPeriod(period, data.Length, i);
+                    res.Add(new Harmonic()
+                    {
+                        Magnitude = arrv[i].Magnitude,
+                        Period = times[i],
+                        Phase = arrv[i].Phase,
+                    });
+                    var mag = arrv[i].Magnitude;
+                    sum += mag;
+                    if (mag > max)
+                    {
+                        max = mag;
+                        kmax = i;
+                    }
+                }
             }
+            return CaclHarmonycPeriod(period, data.Length, kmax);
+        }
+
+        public static Harmonic[] GetHarmonics(double[] data, TimeSpan period, int count)
+        {
+            var arrv = data.Select(d => new Complex32((float)d, 0)).ToArray();
+            Fourier.Forward(arrv);
+            var res = new List<Harmonic>();
+
+            for (int i = 1; i < count; i++)
+            {
+                res.Add(new Harmonic()
+                {
+                    Imaginary = arrv[i].Imaginary,
+                    Real = arrv[i].Real,
+                    Magnitude = arrv[i].Magnitude,
+                    Period = CaclHarmonycPeriod(period, data.Length, i),
+                    Phase = arrv[i].Phase,
+                });
+            }
+
+            return res.ToArray();
+        }
+
+        public static double Calc(Harmonic[] harmonics, DateTime startTime, DateTime endTime, DateTime currentTime)
+        {
+            var sum = 0d;
+            var timeSpan = currentTime - startTime;
+            for (int i = 0; i < harmonics.Length; i++)
+            {
+                var currentPhase = System.Math.PI * 2 * timeSpan.TotalSeconds * (endTime - startTime).TotalSeconds / harmonics[i].Period.TotalSeconds / harmonics[i].Period.TotalSeconds + harmonics[i].Phase;
+                var value = harmonics[i].Real * System.Math.Cos(currentPhase) + harmonics[i].Imaginary * System.Math.Sign(currentPhase);
+                sum += value;
+            }
+            return sum;
         }
 
         public static TimeSpan CaclHarmonycPeriod(TimeSpan signalLength, int signalLengthItems, int harmonyNumber)

KLHZ.Trader.Core.Tests/FFTTests.cs

@@ -10,16 +10,28 @@ namespace KLHZ.Trader.Core.Tests
         [Test]
         public static void Test()
         {
-            //var da = new List<float>();
+            var da = new List<float>();
-            //for (int i = 0; i < 100; i++)
+            var da2 = new List<float>();
-            //{
+            var dates = new List<DateTime>();
-            //    da.Add((float)System.Math.Sin(0.5 * i)+(float)System.Math.Cos(0.5 * i));
+            var dt = DateTime.UtcNow;
-            //}
+            for (int i = 0; i < 1000; i++)
+            {
+                dt = dt.AddSeconds(1);
+                da.Add((float)System.Math.Sin(0.01 * i) + (float)System.Math.Cos(0.02 * i));
+                dates.Add(dt);
+            }
 
-            //var start = da.ToArray();
+            var start = da.ToArray();
-            //var arrv = da.Select(d => new Complex32(d, 0)).ToArray();
+            var arrv = da.Select(d => new Complex32(d, 0)).ToArray();
-            //Fourier.Forward(arrv);
+            Fourier.Forward(arrv);
-            //var tem = arrv.Select(a => Complex32.Abs(a)).ToArray();
+            var harms = FFT.GetHarmonics(da.Select(d => (double)d).ToArray(), dates.Last() - dates.First(), 20);
+
+
+            foreach(var d in dates)
+            {
+                da2.Add((float)FFT.Calc(harms, dates.First(), dates.Last(), d));
+            }
+              //var tem = arrv.Select(a => Complex32.Abs(a)).ToArray();
             //var s = tem.Sum();
             //Fourier.Inverse(arrv);
             //var res = arrv.Select(a => a.Real).ToArray();

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

@@ -192,6 +192,7 @@ namespace KLHZ.Trader.Core.Exchange.Services
                     }
                 }
 
+                _ = SyncPortfolioWorker();
                 _ = WritePricesTask();
             }
             catch (Exception ex)
@@ -241,8 +242,12 @@ namespace KLHZ.Trader.Core.Exchange.Services
 
                     if (trade != null)
                     {
+                        trade.Count = position.Quantity;
+                        trade.Position = position.Quantity > 0 ? DataLayer.Entities.Trades.Enums.PositionType.Long : DataLayer.Entities.Trades.Enums.PositionType.Short;
                         trades.Remove(trade);
                         price = trade.Price;
+                        context.Trades.Update(trade);
+                        await context.SaveChangesAsync();
                     }
                     else
                     {
@@ -351,40 +356,8 @@ namespace KLHZ.Trader.Core.Exchange.Services
                     {
                         trade.Price = (oldAmount + newAmount) / trade.Count;
                     }
-                }
+                    context.Trades.Update(trade);
-
+                    await context.SaveChangesAsync();
-                if (Accounts.TryGetValue(dealResult.AccountId, out var account))
-                {
-                    if (account.Assets.TryGetValue(dealResult.Figi, out var asset))
-                    {
-                        if (trade.Count == 0)
-                        {
-                            await context.Trades.Where(t => t.Id == trade.Id && t.ArchiveStatus == 0)
-                                .ExecuteUpdateAsync(t => t.SetProperty(tr => tr.ArchiveStatus, 1));
-                            account.Assets.TryRemove(dealResult.Figi, out _);
-                            return;
-                        }
-                        else
-                        {
-                            context.Trades.Update(trade);
-                            await context.SaveChangesAsync();
-                            var newAsset = new Asset()
-                            {
-                                AccountId = asset.AccountId,
-                                Figi = asset.Figi,
-                                Ticker = asset.Ticker,
-                                BlockedItems = asset.BlockedItems,
-                                BoughtAt = DateTime.UtcNow,
-                                BoughtPrice = trade.Price,
-                                Count = sign * trade.Count,
-                                Position = trade.Count > 0 ? PositionType.Long : PositionType.Short,
-                                Type = asset.Type,
-                                TradeId = asset.TradeId,
-                            };
-                            account.Assets[dealResult.Figi] = newAsset;
-                            return;
-                        }
-                    }
                 }
             }
         }
@@ -419,6 +392,25 @@ namespace KLHZ.Trader.Core.Exchange.Services
             }
         }
 
+        private async Task SyncPortfolioWorker()
+        {
+            while (true)
+            {
+                try
+                {
+                    await Task.Delay(20000);
+                    foreach (var acc in Accounts)
+                    {
+                        await SyncPortfolio(acc.Value);
+                    }
+                }
+                catch (Exception ex)
+                {
+                    _logger.LogError(ex, "Ошибка при цикличном обновлении портфеля");
+                }
+            }
+        }
+
         private async Task WritePricesTask()
         {
             var buffer1 = new List<ProcessedPrice>();

KLHZ.Trader.Service/Controllers/PlayController.cs

@@ -245,6 +245,36 @@ namespace KLHZ.Trader.Service.Controllers
 
             }
         }
+
+        [HttpGet]
+        public async Task TestFFT(string figi)
+        {
+            try
+            {
+                var t1 = new DateTime(2025, 9, 15, 6, 30, 0, DateTimeKind.Utc);
+                var t2 = new DateTime(2025, 9, 15, 7, 50, 50, DateTimeKind.Utc);
+
+                using var context1 = await _dbContextFactory.CreateDbContextAsync();
+                context1.ChangeTracker.QueryTrackingBehavior = QueryTrackingBehavior.NoTracking;
+                var data = await context1.PriceChanges
+                    .Where(i => i.Time >= t1 && i.Time <= t2 && i.Figi == figi)
+                    .OrderBy(i => i.Time)
+                    .ToArrayAsync();
+
+                var buffer = new List<ProcessedPrice>();
+                var values = data.Select(d => (double)d.Value).ToArray();
+                var times = data.Select(d => d.Time).ToArray();
+                var res = SignalProcessing.InterpolateData(times, values,
+                    TimeSpan.FromSeconds(10));
+
+                FFT.GetMainHarmonictPeriod(res.Item2, res.Item1.Last() - res.Item1.First());
+
+            }
+            catch (Exception ex)
+            {
+
+            }
+        }
         //[HttpGet]
         //public async Task GetBalance(string figi)
         //{