фикс подсчёта профита

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

@@ -20,7 +20,7 @@ namespace KLHZ.Trader.Core.Math.Declisions.Utils
             return (startTime, sum / count);
         }
 
-        public static (TradingEvent events, decimal bigWindowAv, decimal smallWindowAv) CheckByWindowAverageMean(DateTime[] timestamps, decimal[] prices, int size, int smallWindow, int bigWindow, TimeSpan timeForUptreandStart, decimal meanfullStep = 3m)
+        public static (TradingEvent events, decimal bigWindowAv, decimal smallWindowAv) CheckByWindowAverageMean(DateTime[] timestamps, decimal[] prices, int size, int smallWindow, int bigWindow, TimeSpan timeForUptreandStart, decimal downtrendStartingDetectionMeanfullStep = 3m, decimal uptrendEndingDetectionMeanfullStep = 3m)
         {
             var res = TradingEvent.None;
             var bigWindowAv = 0m;
@@ -94,7 +94,7 @@ namespace KLHZ.Trader.Core.Math.Declisions.Utils
                                 // если фильтрация окном 15 наползает на окно 120 сверху, потенциальное время закрытия лонга и возможно открытия шорта
                                 if (twavss[size - 1] <= twavbs[size - 1] && twavss[size - 2] > twavbs[size - 2])
                                 {
-                                    if (diffTotal >= meanfullStep
+                                    if (diffTotal >= uptrendEndingDetectionMeanfullStep
                                         && times[crossings[0]] - times[crossings[1]] >= timeForUptreandStart)
                                     {
                                         res |= TradingEvent.UptrendEnd;
@@ -112,7 +112,7 @@ namespace KLHZ.Trader.Core.Math.Declisions.Utils
                                 // если фильтрация окном 120 наползает на окно 15 сверху, потенциальное время открытия лонга и закрытия шорта
                                 if (twavss[size - 1] >= twavbs[size - 1] && twavss[size - 2] < twavbs[size - 2])
                                 {
-                                    if (pricesForFinalComparison[crossings[0]] - pricesForFinalComparison[crossings[1]] <= - meanfullStep
+                                    if (pricesForFinalComparison[crossings[0]] - pricesForFinalComparison[crossings[1]] <= -downtrendStartingDetectionMeanfullStep
                                         && times[crossings[0]] - times[crossings[1]] >= timeForUptreandStart)
                                     {
                                         res |= TradingEvent.UptrendStart;

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

@@ -1,6 +1,4 @@
-using System;
+namespace KLHZ.Trader.Core.Math.Declisions.Utils
-
-namespace KLHZ.Trader.Core.Math.Declisions.Utils
 {
     public static class ShapeAreaCalculator
     {

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

@@ -55,9 +55,10 @@ namespace KLHZ.Trader.Core.Exchange.Services
             {
                 try
                 {
+                    //_ = SubscribeUpdates();
                     if (_exchangeDataRecievingEnabled)
                     {
-                        await SubscribePrices();
+                        _ = SubscribePrices();
                     }
                     await Task.Delay(1000);
                 }
@@ -68,15 +69,27 @@ namespace KLHZ.Trader.Core.Exchange.Services
             }
         }
 
+        private async Task SubscribeUpdates()
+        {
+            var req = new TradesStreamRequest();
+            foreach (var a in _tradeDataProvider.Accounts)
+            {
+                req.Accounts.Add(a.Key);
+            }
+            using var stream = _investApiClient.OrdersStream.TradesStream(req);
+            await foreach (var response in stream.ResponseStream.ReadAllAsync())
+            {
+                if (response.OrderTrades != null)
+                {
+
+                }
+            }
+        }
+
         private async Task SubscribePrices()
         {
             using var stream = _investApiClient.MarketDataStream.MarketDataStream();
 
-            //var request = new SubscribeLastPriceRequest
-            //{
-            //    SubscriptionAction = SubscriptionAction.Subscribe
-            //};
-
             var tradesRequest = new SubscribeTradesRequest
             {
                 SubscriptionAction = SubscriptionAction.Subscribe
@@ -89,12 +102,6 @@ namespace KLHZ.Trader.Core.Exchange.Services
 
             foreach (var f in _instrumentsFigis)
             {
-                //request.Instruments.Add(
-                //    new LastPriceInstrument()
-                //    {
-                //        InstrumentId = f
-                //    });
-
                 tradesRequest.Instruments.Add(
                     new TradeInstrument()
                     {
@@ -109,11 +116,6 @@ namespace KLHZ.Trader.Core.Exchange.Services
                     });
             }
 
-            //await stream.RequestStream.WriteAsync(new MarketDataRequest
-            //{
-            //    SubscribeLastPriceRequest = request,
-            //});
-
             await stream.RequestStream.WriteAsync(new MarketDataRequest
             {
                 SubscribeTradesRequest = tradesRequest,
@@ -129,20 +131,6 @@ namespace KLHZ.Trader.Core.Exchange.Services
             var lastWrite = DateTime.UtcNow;
             await foreach (var response in stream.ResponseStream.ReadAllAsync())
             {
-                //if (response.LastPrice != null)
-                //{
-                //    var message = new PriceChange()
-                //    {
-                //        Figi = response.LastPrice.Figi,
-                //        Ticker = _tradeDataProvider.GetTickerByFigi(response.LastPrice.Figi),
-                //        Time = response.LastPrice.Time.ToDateTime().ToUniversalTime(),
-                //        Value = response.LastPrice.Price,
-                //        IsHistoricalData = false,
-                //    };
-                //    await _eventBus.Broadcast(message);
-
-                //    pricesBuffer.Add(message);
-                //}
                 if (response.Trade != null)
                 {
                     var message = new PriceChange()

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

@@ -145,14 +145,9 @@ namespace KLHZ.Trader.Core.Exchange.Services
             INewPrice message, int windowMaxSize)
         {
             var res = TradingEvent.None;
-            var resultMoveAvFull = MovingAverage.CheckByWindowAverageMean(data.timestamps, data.prices, windowMaxSize, 25, 120, TimeSpan.FromSeconds(20), 1.5m);
+            var resultMoveAvFull = MovingAverage.CheckByWindowAverageMean(data.timestamps, data.prices,
-            //var resultLongClose = MovingAverage.CheckByWindowAverageMean(data.timestamps, data.prices, windowMaxSize, 15, 120, 1.5m).events;
+                windowMaxSize, 25, 120, TimeSpan.FromSeconds(20), 1m, 1.5m);
 
-            //ar uptrendStarts = LocalTrends.CheckByLocalTrends(data.timestamps, data.prices, TimeSpan.FromSeconds(120), TimeSpan.FromSeconds(20), 1.5m, 15);
-
-
-            //res |= (uptrendStarts & TradingEvent.UptrendStart);
-            //res |= resultLongClose;
             res |= resultMoveAvFull.events;
 
             if (resultMoveAvFull.bigWindowAv != 0)
@@ -160,12 +155,6 @@ namespace KLHZ.Trader.Core.Exchange.Services
                 await LogPrice(message, _bigWindowProcessor, resultMoveAvFull.bigWindowAv);
                 await LogPrice(message, _smallWindowProcessor, resultMoveAvFull.smallWindowAv);
             }
-            if ((resultMoveAvFull.events & TradingEvent.StopBuy) == TradingEvent.StopBuy)
-            {
-                var stopTo = (message.IsHistoricalData ? message.Time : DateTime.UtcNow).AddMinutes(_buyStopLength / 2);
-                //OpeningStops.AddOrUpdate(message.Figi, stopTo, (k, v) => stopTo);
-                //await LogDeclision(DeclisionTradeAction.StopBuy, message);
-            }
 
             if ((res & TradingEvent.UptrendStart) == TradingEvent.UptrendStart
                 && !OpeningStops.TryGetValue(message.Figi, out _)
@@ -221,7 +210,7 @@ namespace KLHZ.Trader.Core.Exchange.Services
             {
                 var assetType = _tradeDataProvider.GetAssetTypeByFigi(message.Figi);
                 var loggedDeclisions = 0;
-                if (!message.IsHistoricalData && BotModeSwitcher.CanSell())
+                if (BotModeSwitcher.CanSell())
                 {
                     var assetsForClose = _tradeDataProvider.Accounts
                         .SelectMany(a => a.Value.Assets.Values)

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

@@ -1,5 +1,4 @@
-using Google.Protobuf.WellKnownTypes;
+using KLHZ.Trader.Core.Contracts.Declisions.Interfaces;
-using KLHZ.Trader.Core.Contracts.Declisions.Interfaces;
 using KLHZ.Trader.Core.Contracts.Messaging.Dtos;
 using KLHZ.Trader.Core.Contracts.Messaging.Dtos.Interfaces;
 using KLHZ.Trader.Core.DataLayer;

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

@@ -4,7 +4,13 @@
     {
         public static decimal CaclProfit(decimal openPrice, decimal closePrice, decimal comission, decimal leverage, bool isShort)
         {
-            var diff = ((isShort ? (closePrice - openPrice) : (openPrice - closePrice)) - closePrice * comission - openPrice * comission) * leverage;
+            var summComission = closePrice * comission + openPrice * comission;
+            var priceDiff = closePrice - openPrice;
+            if (isShort)
+            {
+                priceDiff *= -1;
+            }
+            var diff = priceDiff * leverage - summComission;
             return diff;
         }
     }

KLHZ.Trader.Service/Controllers/PlayController.cs

@@ -1,7 +1,6 @@
 using KLHZ.Trader.Core.Contracts.Messaging.Dtos;
 using KLHZ.Trader.Core.Contracts.Messaging.Interfaces;
 using KLHZ.Trader.Core.DataLayer;
-using KLHZ.Trader.Core.DataLayer.Entities.Prices;
 using Microsoft.AspNetCore.Mvc;
 using Microsoft.EntityFrameworkCore;
 
@@ -25,7 +24,7 @@ namespace KLHZ.Trader.Service.Controllers
         {
             try
             {
-                var time = DateTime.UtcNow.AddMinutes(-40);
+                var time = DateTime.UtcNow.AddMinutes(-35);
                 using var context1 = await _dbContextFactory.CreateDbContextAsync();
                 context1.ChangeTracker.QueryTrackingBehavior = QueryTrackingBehavior.NoTracking;
                 var data = await context1.PriceChanges