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включил обработку данных в реальном времени
test / deploy_trader_prod (push) Successful in 2m14s Details

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vlad zverzhkhovskiy 2025-08-28 10:42:09 +03:00
parent 698af45576
commit faac2b74e4
1 changed files with 60 additions and 64 deletions
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124
KLHZ.Trader.Core/Declisions/Services/Trader.cs
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@ -101,79 +101,75 @@ namespace KLHZ.Trader.Core.Declisions.Services
_historyCash.TryAdd(message.Figi, data);
}
if (message.IsHistoricalData)
float meanfullDiff;
if (message.Figi == "BBG004730N88")
{
float meanfullDiff;
if (message.Figi == "BBG004730N88")
meanfullDiff = 0.05f;
}
else if (message.Figi == "FUTIMOEXF000")
{
meanfullDiff = 1f;
}
else
{
continue;
}
try
{
//var downtrendStarts = data.CheckDowntrendStarting(TimeSpan.FromSeconds(30), TimeSpan.FromSeconds(7), meanfullDiff);
var uptrendStarts = data.CheckLongOpen(TimeSpan.FromSeconds(60), TimeSpan.FromSeconds(7), meanfullDiff, 8, 3);
var uptrendStarts2 = data.CheckLongOpen(TimeSpan.FromSeconds(60), TimeSpan.FromSeconds(3), meanfullDiff, 15, 2);
var downtrendEnds = data.CheckLongOpen(TimeSpan.FromSeconds(120), TimeSpan.FromSeconds(10), meanfullDiff, 15, 5);
uptrendStarts |= downtrendEnds;
uptrendStarts |= uptrendStarts2;
//var downtrendEnds = data.CheckDowntrendEnding(TimeSpan.FromSeconds(60), TimeSpan.FromSeconds(15), meanfullDiff);
var uptrendEnds = data.CheckLongClose(TimeSpan.FromSeconds(15), TimeSpan.FromSeconds(20), meanfullDiff * 1.5f, 8, 8);
var uptrendEnds2 = data.CheckLongClose(TimeSpan.FromSeconds(120), TimeSpan.FromSeconds(30), meanfullDiff, 15, 8);
uptrendEnds |= uptrendEnds2;
//var uptrendEnds2 = data.CheckUptrendEnding(TimeSpan.FromSeconds(20), TimeSpan.FromSeconds(20), meanfullDiff);
//var uptrendEnds = uptrendEnds1 || uptrendEnds2;
var declisionAction = DeclisionTradeAction.Unknown;
//if (downtrendStarts)
//{
// //declisionAction = DeclisionTradeAction.OpenShort;
//}
if (uptrendStarts)
{
meanfullDiff = 0.05f;
declisionAction = DeclisionTradeAction.OpenLong;
}
else if (message.Figi == "FUTIMOEXF000")
//else if (downtrendEnds)
//{
// //declisionAction = DeclisionTradeAction.CloseShort;
//}
else if (uptrendEnds)
{
meanfullDiff = 1f;
}
else
{
continue;
declisionAction = DeclisionTradeAction.CloseLong;
}
try
if (declisionAction != DeclisionTradeAction.Unknown)
{
//var downtrendStarts = data.CheckDowntrendStarting(TimeSpan.FromSeconds(30), TimeSpan.FromSeconds(7), meanfullDiff);
var uptrendStarts = data.CheckLongOpen(TimeSpan.FromSeconds(60), TimeSpan.FromSeconds(7), meanfullDiff, 8, 3);
var uptrendStarts2 = data.CheckLongOpen(TimeSpan.FromSeconds(60), TimeSpan.FromSeconds(3), meanfullDiff, 15, 2);
var downtrendEnds = data.CheckLongOpen(TimeSpan.FromSeconds(120), TimeSpan.FromSeconds(10), meanfullDiff, 15, 5);
uptrendStarts |= downtrendEnds;
uptrendStarts |= uptrendStarts2;
//var downtrendEnds = data.CheckDowntrendEnding(TimeSpan.FromSeconds(60), TimeSpan.FromSeconds(15), meanfullDiff);
var uptrendEnds = data.CheckLongClose(TimeSpan.FromSeconds(15), TimeSpan.FromSeconds(20), meanfullDiff * 1.5f, 8, 8);
var uptrendEnds2 = data.CheckLongClose(TimeSpan.FromSeconds(120), TimeSpan.FromSeconds(30), meanfullDiff, 15, 8);
uptrendEnds |= uptrendEnds2;
//var uptrendEnds2 = data.CheckUptrendEnding(TimeSpan.FromSeconds(20), TimeSpan.FromSeconds(20), meanfullDiff);
//var uptrendEnds = uptrendEnds1 || uptrendEnds2;
var declisionAction = DeclisionTradeAction.Unknown;
//if (downtrendStarts)
//{
// //declisionAction = DeclisionTradeAction.OpenShort;
//}
if (uptrendStarts)
using var context = await _dbContextFactory.CreateDbContextAsync();
context.ChangeTracker.QueryTrackingBehavior = QueryTrackingBehavior.NoTracking;
await context.Declisions.AddAsync(new Declision()
{
declisionAction = DeclisionTradeAction.OpenLong;
}
//else if (downtrendEnds)
//{
// //declisionAction = DeclisionTradeAction.CloseShort;
//}
else if (uptrendEnds)
{
declisionAction = DeclisionTradeAction.CloseLong;
}
if (declisionAction != DeclisionTradeAction.Unknown)
{
using var context = await _dbContextFactory.CreateDbContextAsync();
context.ChangeTracker.QueryTrackingBehavior = QueryTrackingBehavior.NoTracking;
await context.Declisions.AddAsync(new Declision()
{
AccountId = string.Empty,
Figi = message.Figi,
Ticker = message.Ticker,
Price = message.Value,
Time = message.IsHistoricalData ? message.Time : DateTime.UtcNow,
Action = declisionAction,
});
await context.SaveChangesAsync();
}
}
catch (Exception ex)
{
AccountId = string.Empty,
Figi = message.Figi,
Ticker = message.Ticker,
Price = message.Value,
Time = message.IsHistoricalData ? message.Time : DateTime.UtcNow,
Action = declisionAction,
});
await context.SaveChangesAsync();
}
}
catch (Exception ex)
{
}
}