обновление логики сброса активов

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

@@ -10,7 +10,7 @@ namespace KLHZ.Trader.Core.Math.Declisions.Utils
             var da = new List<float>();
             for (int i = 0; i < 1000; i++)
             {
-                da.Add((float)System.Math.Sin(0.01 * i));
+                da.Add((float)System.Math.Sin(0.01 * i)+ (float)System.Math.Cos(0.01 * i));
             }
 
             var start = da.ToArray();
@@ -25,5 +25,46 @@ namespace KLHZ.Trader.Core.Math.Declisions.Utils
                 var d = res[i] - start[i];
             }
         }
+
+        public static TimeSpan CaclHarmonycPeriod(TimeSpan signalLength, int signalLengthItems, int harmonyNumber)
+        {
+            var fdiscretisation = signalLengthItems /signalLength.TotalSeconds ;
+            var fharm = harmonyNumber * fdiscretisation / signalLengthItems;
+            return TimeSpan.FromSeconds(1/fharm);
+        }
+
+        public static double CalcCurrentPhase(Complex32[] spectr, int harmonyNumber)
+        {
+            var item = spectr[harmonyNumber];
+            return System.Math.Atan(item.Imaginary / item.Real);
+        }
+
+        public static (double min, double max) CalcPhaseRange(double aSin, double aCos, double initPhase, double maxLevel)
+        {
+            var x = new List<double>();
+            var x2 = new List<double>();
+            var y = new List<double>();
+            for (double i = 0; i <= 10 * System.Math.PI; i += 0.0001)
+            {
+                var _2pi = 2 * System.Math.PI;
+                var df = ((i / _2pi) % 1) * _2pi;
+                x.Add(df);
+                y.Add(aSin * System.Math.Sin(i + initPhase) + aCos * System.Math.Cos(i + initPhase));
+            }
+
+            var prevI = -1;
+            var max = y.Max();
+            for (int i = 0; i < y.Count; i++)
+            {
+                if (y[i] > (1 - maxLevel) * max && (i - prevI == 1 || prevI < 0))
+                {
+                    x2.Add(x[i]);
+                    prevI = i;
+                }
+            }
+            var minPhase = x2.Min();
+            var maxPhase = x2.Max();
+            return (minPhase, maxPhase);
+        }
     }
 }

KLHZ.Trader.Core.Tests/FFTTests.cs

@@ -1,4 +1,5 @@
-using MathNet.Numerics;
+using KLHZ.Trader.Core.Math.Declisions.Utils;
+using MathNet.Numerics;
 using MathNet.Numerics.IntegralTransforms;
 using System.Security.Cryptography;
 
@@ -12,13 +13,14 @@ namespace KLHZ.Trader.Core.Tests
             var da = new List<float>();
             for (int i = 0; i < 100; i++)
             {
-                da.Add((float)System.Math.Sin(0.5 * i) + (float)(RandomNumberGenerator.GetInt32(0, 100)) / 300);
+                da.Add((float)System.Math.Sin(0.5 * i)+(float)System.Math.Cos(0.5 * i));
             }
 
             var start = da.ToArray();
             var arrv = da.Select(d => new Complex32(d, 0)).ToArray();
             Fourier.Forward(arrv);
-
+            var tem = arrv.Select(a => Complex32.Abs(a)).ToArray();
+            var s = tem.Sum();
             Fourier.Inverse(arrv);
             var res = arrv.Select(a => a.Real).ToArray();
 
@@ -27,5 +29,25 @@ namespace KLHZ.Trader.Core.Tests
                 var d = res[i] - start[i];
             }
         }
+
+        [Test]
+        public static void CalcHarmonyPeriodTest1()
+        {
+            var period1 = FFT.CaclHarmonycPeriod(TimeSpan.FromHours(1), 1000, 1);
+            var period2 = FFT.CaclHarmonycPeriod(TimeSpan.FromHours(1), 1000, 2);
+            var period3 = FFT.CaclHarmonycPeriod(TimeSpan.FromHours(1), 1000, 3);
+            var period4 = FFT.CaclHarmonycPeriod(TimeSpan.FromHours(1), 1000, 4);
+        }
+
+
+        [Test]
+        public static void CalcPhaseRange()
+        {
+            var res = FFT.CalcPhaseRange(1, 0, 0, 0.001);
+            Assert.IsTrue(res.min < System.Math.PI / 2);
+            Assert.IsTrue(res.min > System.Math.PI / 2 * 0.9);
+            Assert.IsTrue(res.max > System.Math.PI / 2);
+            Assert.IsTrue(res.max < System.Math.PI / 2 * 1.1);
+        }
     }
 }

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

@@ -131,7 +131,7 @@ namespace KLHZ.Trader.Core.Exchange.Services
                             Figi = message.Figi,
                             CommandType = asset.Count < 0 ? Contracts.Messaging.Dtos.Enums.TradeCommandType.MarketBuy
                                 : Contracts.Messaging.Dtos.Enums.TradeCommandType.MarketSell,
-                            Count = (long)asset.Count,
+                            Count = System.Math.Abs((long)asset.Count),
                             RecomendPrice = null,
                             EnableMargin = false,
                         });