hotfix
test / deploy_trader_prod (push) Successful in 2m41s
Details
test / deploy_trader_prod (push) Successful in 2m41s
Details
parent
61b98e88f7
commit
e3ad8b214a
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@ -10,7 +10,7 @@ namespace KLHZ.Trader.Core.DataLayer
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{
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{
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public DbSet<Declision> Declisions { get; set; }
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public DbSet<Declision> Declisions { get; set; }
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public DbSet<Trade> Trades { get; set; }
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public DbSet<Trade> Trades { get; set; }
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public DbSet<PriceChange> PriceChanges { get; set; }
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//public DbSet<PriceChange> PriceChanges { get; set; }
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public DbSet<ProcessedPrice> ProcessedPrices { get; set; }
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public DbSet<ProcessedPrice> ProcessedPrices { get; set; }
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public DbSet<ExperimentsResult> ExperimentsResults { get; set; }
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public DbSet<ExperimentsResult> ExperimentsResults { get; set; }
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public DbSet<OrderbookItem> OrderbookItems { get; set; }
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public DbSet<OrderbookItem> OrderbookItems { get; set; }
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@ -33,15 +33,15 @@ namespace KLHZ.Trader.Core.DataLayer
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v => DateTime.SpecifyKind(v, DateTimeKind.Utc));
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v => DateTime.SpecifyKind(v, DateTimeKind.Utc));
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});
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});
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modelBuilder.Entity<PriceChange>(entity =>
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//modelBuilder.Entity<PriceChange>(entity =>
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{
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//{
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entity.HasKey(e1 => e1.Id);
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// entity.HasKey(e1 => e1.Id);
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entity.Ignore(e1 => e1.IsHistoricalData);
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// entity.Ignore(e1 => e1.IsHistoricalData);
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entity.Property(e => e.Time)
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// entity.Property(e => e.Time)
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.HasConversion(
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// .HasConversion(
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v => v.ToUniversalTime(),
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// v => v.ToUniversalTime(),
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v => DateTime.SpecifyKind(v, DateTimeKind.Utc));
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// v => DateTime.SpecifyKind(v, DateTimeKind.Utc));
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});
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//});
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modelBuilder.Entity<Trade>(entity =>
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modelBuilder.Entity<Trade>(entity =>
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{
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{
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@ -204,7 +204,7 @@ namespace KLHZ.Trader.Core.Exchange.Services
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try
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try
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{
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{
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using var context = await _dbContextFactory.CreateDbContextAsync();
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using var context = await _dbContextFactory.CreateDbContextAsync();
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context.ChangeTracker.QueryTrackingBehavior = QueryTrackingBehavior.NoTracking;
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//context.ChangeTracker.QueryTrackingBehavior = QueryTrackingBehavior.NoTracking;
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lastWrite = DateTime.UtcNow;
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lastWrite = DateTime.UtcNow;
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if (orderbookItemsBuffer.Count > 0)
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if (orderbookItemsBuffer.Count > 0)
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{
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{
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@ -130,7 +130,7 @@ namespace KLHZ.Trader.Core.Exchange.Services
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var time = DateTime.UtcNow.AddHours(-20);
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var time = DateTime.UtcNow.AddHours(-20);
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using var context1 = await _dbContextFactory.CreateDbContextAsync();
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using var context1 = await _dbContextFactory.CreateDbContextAsync();
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context1.ChangeTracker.QueryTrackingBehavior = QueryTrackingBehavior.NoTracking;
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context1.ChangeTracker.QueryTrackingBehavior = QueryTrackingBehavior.NoTracking;
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var data = await context1.PriceChanges
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var data = await context1.Trades
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.Where(c => _tradingInstrumentsFigis.Contains(c.Figi) && c.Time >= time)
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.Where(c => _tradingInstrumentsFigis.Contains(c.Figi) && c.Time >= time)
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.OrderBy(c => c.Time)
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.OrderBy(c => c.Time)
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.Select(c => new TradeDataItem()
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.Select(c => new TradeDataItem()
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@ -47,7 +47,7 @@ namespace KLHZ.Trader.Service.Controllers
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.Where(oi => (oi.Figi == figi1 || oi.Figi == figi2) && oi.Time >= time1 && oi.Time < time2)
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.Where(oi => (oi.Figi == figi1 || oi.Figi == figi2) && oi.Time >= time1 && oi.Time < time2)
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.OrderBy(c => c.Time)
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.OrderBy(c => c.Time)
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.ToArrayAsync();
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.ToArrayAsync();
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var prices = await context1.PriceChanges
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var prices = await context1.Trades
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.Where(c => (c.Figi == figi1 || c.Figi == figi2) && c.Time >= time1 && c.Time < time2)
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.Where(c => (c.Figi == figi1 || c.Figi == figi2) && c.Time >= time1 && c.Time < time2)
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.OrderBy(c => c.Time)
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.OrderBy(c => c.Time)
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.Select(c => new TradeDataItem()
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.Select(c => new TradeDataItem()
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@ -255,7 +255,7 @@ namespace KLHZ.Trader.Service.Controllers
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context1.ChangeTracker.QueryTrackingBehavior = QueryTrackingBehavior.NoTracking;
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context1.ChangeTracker.QueryTrackingBehavior = QueryTrackingBehavior.NoTracking;
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var time1 = time2.AddHours(-3);
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var time1 = time2.AddHours(-3);
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var prices = await context1.PriceChanges
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var prices = await context1.Trades
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.Where(c => (c.Figi == figi1 || c.Figi == figi2) && c.Time >= time1 && c.Time < time2 && c.Direction == 1)
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.Where(c => (c.Figi == figi1 || c.Figi == figi2) && c.Time >= time1 && c.Time < time2 && c.Direction == 1)
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.OrderBy(c => c.Time)
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.OrderBy(c => c.Time)
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.Select(c => new TradeDataItem()
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.Select(c => new TradeDataItem()
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@ -360,7 +360,7 @@ namespace KLHZ.Trader.Service.Controllers
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using var context1 = await _dbContextFactory.CreateDbContextAsync();
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using var context1 = await _dbContextFactory.CreateDbContextAsync();
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context1.ChangeTracker.QueryTrackingBehavior = QueryTrackingBehavior.NoTracking;
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context1.ChangeTracker.QueryTrackingBehavior = QueryTrackingBehavior.NoTracking;
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var figis = context1.PriceChanges.Select(p => p.Figi).Distinct().ToArray();
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var figis = context1.Trades.Select(p => p.Figi).Distinct().ToArray();
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foreach (var f in figis)
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foreach (var f in figis)
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{
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{
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@ -371,7 +371,7 @@ namespace KLHZ.Trader.Service.Controllers
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while (time1 < DateTime.UtcNow)
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while (time1 < DateTime.UtcNow)
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{
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{
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var time2 = time1.AddDays(7);
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var time2 = time1.AddDays(7);
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var prices = await context1.PriceChanges
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var prices = await context1.Trades
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.Where(c => (c.Figi == f) && c.Time >= time1 && c.Time < time2)
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.Where(c => (c.Figi == f) && c.Time >= time1 && c.Time < time2)
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.OrderBy(c => c.Time)
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.OrderBy(c => c.Time)
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.ToArrayAsync();
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.ToArrayAsync();
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