IsBuyAllowed

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

@@ -21,7 +21,7 @@ namespace KLHZ.Trader.Core.Math.Declisions.Utils
         internal static TradingEvent CheckUptrendStart(DateTime[] times, decimal[] prices, TimeSpan firstPeriod, TimeSpan secondPeriod, decimal meanfullDiff, int boundIndex)
         {
             var periodStat = GetTwoPeriodsProcessingData(times, prices, firstPeriod, secondPeriod, boundIndex, meanfullDiff);
-            var isStartOk = periodStat.Success && periodStat.DiffStart < -meanfullDiff;
+            var isStartOk = periodStat.Success && periodStat.DiffStart < 0.5m * meanfullDiff;
             var isEndOk = periodStat.Success && periodStat.DiffEnd >= meanfullDiff;
             return isStartOk && isEndOk && prices[periodStat.Start] - prices[periodStat.End] >= meanfullDiff ? TradingEvent.UptrendStart : TradingEvent.None;
         }

KLHZ.Trader.Core.Tests/KLHZ.Trader.Core.Tests.csproj

@@ -12,6 +12,7 @@
   <ItemGroup>
     <PackageReference Include="coverlet.collector" Version="6.0.0" />
     <PackageReference Include="Microsoft.NET.Test.Sdk" Version="17.8.0" />
+    <PackageReference Include="NSubstitute" Version="5.3.0" />
     <PackageReference Include="NUnit" Version="3.14.0" />
     <PackageReference Include="NUnit.Analyzers" Version="3.9.0" />
     <PackageReference Include="NUnit3TestAdapter" Version="4.5.0" />

KLHZ.Trader.Core.Tests/TraderTests.cs

@@ -0,0 +1,107 @@
+using Castle.Core.Logging;
+using KLHZ.Trader.Core.Common;
+using KLHZ.Trader.Core.Common.Messaging.Services;
+using KLHZ.Trader.Core.DataLayer;
+using KLHZ.Trader.Core.Exchange.Models.AssetsAccounting;
+using KLHZ.Trader.Core.Exchange.Models.Configs;
+using KLHZ.Trader.Core.Math.Common;
+using Microsoft.EntityFrameworkCore;
+using Microsoft.Extensions.Logging;
+using Microsoft.Extensions.Options;
+using NSubstitute;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+
+namespace KLHZ.Trader.Core.Tests
+{
+    public class TraderTests
+    {
+        [Test]
+        public void IsBuyAllowedTest1()
+        {
+
+            var account = new ManagedAccount("111");
+            account.Total = 10000;
+            account.Balance = 9000;
+            account.Assets["123"] = new Asset()
+            {
+                AccountId = account.AccountId,
+                Figi = "123",
+                Ticker = "123",
+                Type = AssetType.Futures,
+            };
+            Assert.IsTrue(KLHZ.Trader.Core.Exchange.Services.Trader.IsBuyAllowed(account, 3000, 1, 0.5m, 0.3m));
+        }
+
+        [Test]
+        public void IsBuyAllowedTest2()
+        {
+
+            var account = new ManagedAccount("111");
+            account.Total = 10000;
+            account.Balance = 5000;
+            account.Assets["123"] = new Asset()
+            {
+                AccountId = account.AccountId,
+                Figi = "123",
+                Ticker = "123",
+                Type = AssetType.Futures,
+            };
+            Assert.IsFalse(KLHZ.Trader.Core.Exchange.Services.Trader.IsBuyAllowed(account, 3000, 1, 0.5m, 0.3m));
+        }
+
+        [Test]
+        public void IsBuyAllowedTest3()
+        {
+
+            var account = new ManagedAccount("111");
+            account.Total = 10000;
+            account.Balance = 5000;
+            account.Assets["123"] = new Asset()
+            {
+                AccountId = account.AccountId,
+                Figi = "123",
+                Ticker = "123",
+                Type = AssetType.Futures,
+            };
+            Assert.IsFalse(KLHZ.Trader.Core.Exchange.Services.Trader.IsBuyAllowed(account, 1500, 2, 0.5m, 0.3m));
+        }
+
+        [Test]
+        public void IsBuyAllowedTest4()
+        {
+
+            var account = new ManagedAccount("111");
+            account.Total = 10000;
+            account.Balance = 3000;
+            account.Assets["123"] = new Asset()
+            {
+                AccountId = account.AccountId,
+                Figi = "123",
+                Ticker = "123",
+                Type = AssetType.Futures,
+            };
+            Assert.IsFalse(KLHZ.Trader.Core.Exchange.Services.Trader.IsBuyAllowed(account, 1500, 1, 0.5m, 0.3m));
+        }
+
+        [Test]
+        public void IsBuyAllowedTest5()
+        {
+
+            var account = new ManagedAccount("111");
+            account.Total = 10000;
+            account.Balance = 5000;
+            account.Assets["123"] = new Asset()
+            {
+                AccountId = account.AccountId,
+                Figi = "123",
+                Ticker = "123",
+                Type = AssetType.Common,
+            };
+            Assert.IsTrue(KLHZ.Trader.Core.Exchange.Services.Trader.IsBuyAllowed(account, 3000, 1, 0.5m, 0.1m));
+        }
+    }
+}

KLHZ.Trader.Core/Common/BotModeSwitcher.cs

@@ -1,42 +1,42 @@
 namespace KLHZ.Trader.Core.Common
 {
-    public class BotModeSwitcher
+    public static class BotModeSwitcher
     {
-        private readonly object _locker = new();
+        private readonly static object _locker = new();
-        private bool _canSell = true;
+        private static bool _canSell = true;
-        private bool _canPurchase = true;
+        private static bool _canPurchase = true;
 
-        public bool CanSell()
+        public static bool CanSell()
         {
             lock (_locker)
                 return _canSell;
         }
 
-        public bool CanPurchase()
+        public static bool CanPurchase()
         {
             lock (_locker)
                 return _canPurchase;
         }
 
-        public void StopSelling()
+        public static void StopSelling()
         {
             lock (_locker)
                 _canSell = false;
         }
 
-        public void StopPurchase()
+        public static void StopPurchase()
         {
             lock (_locker)
                 _canPurchase = false;
         }
 
-        public void StartSelling()
+        public static void StartSelling()
         {
             lock (_locker)
                 _canSell = true;
         }
 
-        public void StartPurchase()
+        public static void StartPurchase()
         {
             lock (_locker)
                 _canPurchase = true;

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

@@ -28,12 +28,11 @@ namespace KLHZ.Trader.Core.Exchange.Services
     public class Trader : IHostedService
     {
         private readonly IDataBus _dataBus;
-        private readonly BotModeSwitcher _botModeSwitcher;
         private readonly IDbContextFactory<TraderDbContext> _dbContextFactory;
         private readonly TradeDataProvider _tradeDataProvider;
         private readonly ILogger<Trader> _logger;
-        private readonly ConcurrentDictionary<string, DeferredTrade> DeferredLongOpens = new();
+        internal readonly ConcurrentDictionary<string, DeferredTrade> DeferredLongOpens = new();
-        private readonly ConcurrentDictionary<string, DeferredTrade> DeferredLongCloses = new();
+        internal readonly ConcurrentDictionary<string, DeferredTrade> DeferredLongCloses = new();
         private readonly ConcurrentDictionary<string, DateTime> OpeningStops = new();
         private readonly ConcurrentDictionary<string, InstrumentSettings> Leverages = new();
         private readonly ConcurrentDictionary<string, IPriceHistoryCacheUnit> _historyCash = new();
@@ -44,7 +43,6 @@ namespace KLHZ.Trader.Core.Exchange.Services
         private readonly decimal _shareComission;
         private readonly decimal _accountCashPart;
         private readonly decimal _accountCashPartFutures;
-        private readonly decimal _defaultBuyPartOfAccount;
         private readonly string[] _tradingInstrumentsFigis = [];
 
         private readonly Channel<INewPrice> _pricesChannel = Channel.CreateUnbounded<INewPrice>();
@@ -52,8 +50,6 @@ namespace KLHZ.Trader.Core.Exchange.Services
         private readonly CancellationTokenSource _cts = new();
         public Trader(
             ILogger<Trader> logger,
-            BotModeSwitcher botModeSwitcher,
-            IServiceProvider provider,
             IOptions<ExchangeConfig> options,
             IDataBus dataBus,
             IDbContextFactory<TraderDbContext> dbContextFactory,
@@ -62,14 +58,12 @@ namespace KLHZ.Trader.Core.Exchange.Services
         {
             _tradeDataProvider = tradeDataProvider;
             _logger = logger;
-            _botModeSwitcher = botModeSwitcher;
             _dataBus = dataBus;
             _dbContextFactory = dbContextFactory;
             _futureComission = options.Value.FutureComission;
             _shareComission = options.Value.ShareComission;
             _accountCashPart = options.Value.AccountCashPart;
             _accountCashPartFutures = options.Value.AccountCashPartFutures;
-            _defaultBuyPartOfAccount = options.Value.DefaultBuyPartOfAccount;
             _tradingInstrumentsFigis = options.Value.TradingInstrumentsFigis;
             _buyStopLength = (double)options.Value.StopBuyLengthMinuts;
 
@@ -133,7 +127,7 @@ namespace KLHZ.Trader.Core.Exchange.Services
                                                 .ToArray();
                                             foreach (var acc in accounts)
                                             {
-                                                if (IsBuyAllowed(acc.Value, message.Value, 1))
+                                                if (IsBuyAllowed(acc.Value, message.Value, 1, _accountCashPartFutures, _accountCashPart))
                                                 {
                                                     await _dataBus.Broadcast(new TradeCommand()
                                                     {
@@ -211,6 +205,7 @@ namespace KLHZ.Trader.Core.Exchange.Services
                             var state = ExchangeScheduler.GetCurrentState(message.Time);
 
                             if (state == ExchangeState.ClearingTime
+                                && !message.IsHistoricalData
                                 && data.timestamps.Length > 1
                                 && (data.timestamps[data.timestamps.Length - 1] - data.timestamps[data.timestamps.Length - 2]) > TimeSpan.FromMinutes(3))
                             {
@@ -236,7 +231,7 @@ namespace KLHZ.Trader.Core.Exchange.Services
                             var resultMoveAvFull = MovingAverage.CheckByWindowAverageMean(data.timestamps, data.prices, windowMaxSize, 45, 180, 2.5m);
                             var resultLongClose = MovingAverage.CheckByWindowAverageMean(data.timestamps, data.prices, windowMaxSize, 15, 120, 2.5m).events;
 
-                            var uptrendStarts = LocalTrends.CheckByLocalTrends(data.timestamps, data.prices, TimeSpan.FromSeconds(120), TimeSpan.FromSeconds(15), 2m, 10);
+                            var uptrendStarts = LocalTrends.CheckByLocalTrends(data.timestamps, data.prices, TimeSpan.FromSeconds(120), TimeSpan.FromSeconds(20), 1.5m, 15);
                             //var uptrendStarts2 = LocalTrends.CheckByLocalTrends(data.timestamps, data.prices, TimeSpan.FromSeconds(60), TimeSpan.FromSeconds(3), 1.5m, 2);
 
 
@@ -252,7 +247,7 @@ namespace KLHZ.Trader.Core.Exchange.Services
                             }
                             if ((resultLongClose & TradingEvent.StopBuy) == TradingEvent.StopBuy)
                             {
-                                var stopTo = (message.IsHistoricalData ? message.Time : DateTime.UtcNow).AddMinutes(_buyStopLength);
+                                var stopTo = (message.IsHistoricalData ? message.Time : DateTime.UtcNow).AddMinutes(_buyStopLength/2);
                                 OpeningStops.AddOrUpdate(message.Figi, stopTo, (k, v) => stopTo);
                                 //LogDeclision(declisionsForSave, DeclisionTradeAction.StopBuy, message);
                             }
@@ -405,9 +400,10 @@ namespace KLHZ.Trader.Core.Exchange.Services
             return res;
         }
 
-        private bool IsBuyAllowed(ManagedAccount account, decimal boutPrice, decimal count)
+        internal static bool IsBuyAllowed(ManagedAccount account, decimal boutPrice, decimal count,
+            decimal accountCashPartFutures, decimal accountCashPart)
         {
-            if (!_botModeSwitcher.CanPurchase()) return false;
+            if (!BotModeSwitcher.CanPurchase()) return false;
 
             var balance = account.Balance;
             var total = account.Total;
@@ -415,11 +411,11 @@ namespace KLHZ.Trader.Core.Exchange.Services
             var futures = account.Assets.Values.FirstOrDefault(v => v.Type == AssetType.Futures);
             if (futures != null)
             {
-                if ((balance - boutPrice * count) / total < _accountCashPartFutures) return false;
+                if ((balance - boutPrice * count) / total < accountCashPartFutures) return false;
             }
             else
             {
-                if ((balance - boutPrice * count) / total < _accountCashPart) return false;
+                if ((balance - boutPrice * count) / total < accountCashPart) return false;
             }
 
             return true;

KLHZ.Trader.Core/Exchange/Utils/TraderFuncs.cs

@@ -0,0 +1,25 @@
+using KLHZ.Trader.Core.Contracts.Messaging.Dtos;
+using KLHZ.Trader.Core.Contracts.Messaging.Dtos.Interfaces;
+using KLHZ.Trader.Core.DataLayer.Entities.Declisions;
+using KLHZ.Trader.Core.DataLayer.Entities.Declisions.Enums;
+using KLHZ.Trader.Core.Exchange.Models.AssetsAccounting;
+using KLHZ.Trader.Core.Exchange.Services;
+using System;
+using System.Collections.Concurrent;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+
+namespace KLHZ.Trader.Core.Exchange.Utils
+{
+    internal static class TraderFuncs
+    {
+        //internal static TradeCommand[] CreateBuyCommands(ConcurrentDictionary<string, ManagedAccount> accounts, INewPrice message, List<Declision> declisions)
+        //{
+        //    var accs = accounts.Where(a => !a.Value.Assets.ContainsKey(message.Figi))
+        //                                        .ToArray();
+
+        //}
+    }
+}

KLHZ.Trader.Core/TG/Services/BotMessagesHandler.cs

@@ -15,13 +15,11 @@ namespace KLHZ.Trader.Core.TG.Services
     public class BotMessagesHandler : IUpdateHandler
     {
         private readonly ImmutableArray<long> _admins = [];
-        private readonly BotModeSwitcher _botModeSwitcher;
         private readonly IDataBus _eventBus;
         private readonly ILogger<BotMessagesHandler> _logger;
-        public BotMessagesHandler(BotModeSwitcher botModeSwitcher, IDataBus eventBus, IOptions<TgBotConfig> options, ILogger<BotMessagesHandler> logger)
+        public BotMessagesHandler(IDataBus eventBus, IOptions<TgBotConfig> options, ILogger<BotMessagesHandler> logger)
         {
             _logger = logger;
-            _botModeSwitcher = botModeSwitcher;
             _eventBus = eventBus;
             _admins = ImmutableArray.CreateRange(options.Value.Admins);
         }
@@ -52,25 +50,25 @@ namespace KLHZ.Trader.Core.TG.Services
                             }
                         case Constants.BotCommandsButtons.EnableSelling:
                             {
-                                _botModeSwitcher.StartSelling();
+                                BotModeSwitcher.StartSelling();
                                 await botClient.SendMessage(update.Message.Chat, "Продажи начаты!");
                                 break;
                             }
                         case Constants.BotCommandsButtons.DisableSelling:
                             {
-                                _botModeSwitcher.StopSelling();
+                                BotModeSwitcher.StopSelling();
                                 await botClient.SendMessage(update.Message.Chat, "Продажи остановлены!");
                                 break;
                             }
                         case Constants.BotCommandsButtons.EnablePurchases:
                             {
-                                _botModeSwitcher.StartPurchase();
+                                BotModeSwitcher.StartPurchase();
                                 await botClient.SendMessage(update.Message.Chat, "Покупки начаты!");
                                 break;
                             }
                         case Constants.BotCommandsButtons.DisablePurchases:
                             {
-                                _botModeSwitcher.StopPurchase();
+                                BotModeSwitcher.StopPurchase();
                                 await botClient.SendMessage(update.Message.Chat, "Покупки остановлены!");
                                 break;
                             }

KLHZ.Trader.Service/Program.cs

@@ -53,7 +53,6 @@ builder.Services.AddHostedService<TradingCommandsExecutor>();
 builder.Services.AddSingleton<IUpdateHandler, BotMessagesHandler>();
 
 builder.Services.AddSingleton<TradeDataProvider>();
-builder.Services.AddSingleton<BotModeSwitcher>();
 builder.Services.AddSingleton<IDataBus, DataBus>();
 
 for (int i = 0; i < 10; i++)