обновление стратегии

KLHZ.Trader.Core.Contracts/Declisions/Dtos/CachedValue.cs

@@ -1,26 +0,0 @@
-using KLHZ.Trader.Core.Contracts.Messaging.Dtos.Interfaces;
-
-namespace KLHZ.Trader.Core.Contracts.Declisions.Dtos
-{
-    public class CachedValue : ITradeDataItem
-    {
-        public DateTime Time { get; init; }
-        public long Count { get; init; }
-        public decimal Price { get; init; }
-        public decimal Value { get; init; }
-        public decimal Value2 { get; init; }
-
-        public CachedValue()
-        {
-            Figi = string.Empty;
-            Ticker = string.Empty;
-            Direction = 0;
-            IsHistoricalData = false;
-        }
-
-        public bool IsHistoricalData { get; init; }
-        public required string Figi { get; init; }
-        public required string Ticker { get; init; }
-        public int Direction { get; init; }
-    }
-}

KLHZ.Trader.Core.Contracts/Declisions/Dtos/Enums/TimeWindowCacheType.cs

@@ -1,11 +0,0 @@
-namespace KLHZ.Trader.Core.Contracts.Declisions.Dtos.Enums
-{
-    public enum TimeWindowCacheType
-    {
-        None = 0,
-        _20_Seconds = 2001,
-        _1_Minute = 1,
-        _5_Minutes = 2,
-        _15_Minutes = 15,
-    }
-}

KLHZ.Trader.Core.Contracts/Declisions/Interfaces/IPriceHistoryCacheUnit.cs

@@ -1,32 +0,0 @@
-using KLHZ.Trader.Core.Contracts.Declisions.Dtos;
-using KLHZ.Trader.Core.Contracts.Declisions.Dtos.Enums;
-using KLHZ.Trader.Core.Contracts.Messaging.Dtos.Interfaces;
-
-namespace KLHZ.Trader.Core.Contracts.Declisions.Interfaces
-{
-    public interface IPriceHistoryCacheUnit
-    {
-        public string Figi { get; }
-        public int Length { get; }
-        public ValueTask AddData(ITradeDataItem priceChange);
-        public ValueTask<(DateTime[] timestamps, decimal[] prices)> GetData(int? length = null);
-        public ValueTask<(DateTime[] timestamps, decimal[] prices, bool isFullIntervalExists)> GetData(TimeSpan period);
-        public ValueTask AddOrderbook(IOrderbook orderbook);
-
-        public ValueTask AddDataToTimeWindowCache(string key, CachedValue data, TimeWindowCacheType timeWindowCacheType);
-
-        public ValueTask<CachedValue[]> GetDataFromTimeWindowCache(string key, TimeWindowCacheType timeWindowCacheType);
-
-        /// <summary>
-        /// Число заявок на продаже в стакане.
-        /// </summary>
-        public decimal AsksCount { get; }
-
-        /// <summary>
-        /// Число заявок на покупку в стакане.
-        /// </summary>
-        public decimal BidsCount { get; }
-
-        public ValueTask<(DateTime time, decimal price)> GetLastValues();
-    }
-}

KLHZ.Trader.Core.Contracts/Messaging/Dtos/AttachedInfo.cs

@@ -0,0 +1,9 @@
+namespace KLHZ.Trader.Core.Contracts.Messaging.Dtos
+{
+    public class AttachedInfo
+    {
+        public required string Key { get; init; }
+        public decimal Value1 { get; init; }
+        public decimal Value2 { get; init; }
+    }
+}

KLHZ.Trader.Core.Contracts/Messaging/Dtos/Interfaces/ITradeDataItem.cs

@@ -11,5 +11,10 @@
         public int Direction { get; }
         public decimal Value { get; }
         public decimal Value2 { get; }
+        public AttachedInfo? AttachedInfo => null;
+        public void SetAttachedInfo(AttachedInfo attachedInfo)
+        {
+
+        }
     }
 }

KLHZ.Trader.Core.Contracts/Messaging/Dtos/TradeDataItem.cs

@@ -1,4 +1,5 @@
 using KLHZ.Trader.Core.Contracts.Messaging.Dtos.Interfaces;
+using System.ComponentModel.DataAnnotations.Schema;
 
 namespace KLHZ.Trader.Core.Contracts.Messaging.Dtos
 {
@@ -13,5 +14,27 @@ namespace KLHZ.Trader.Core.Contracts.Messaging.Dtos
         public int Direction { get; set; }
         public decimal Value { get; init; }
         public decimal Value2 { get; init; }
+        [NotMapped]
+        public AttachedInfo? AttachedInfo
+        {
+            get
+            {
+                lock (_locker)
+                {
+                    return _attachedInfo;
+                }
+            }
+        }
+
+        public void SetAttachedInfo(AttachedInfo? attachedInfo)
+        {
+            lock (_locker)
+            {
+                _attachedInfo = attachedInfo;
+            }
+        }
+
+        private AttachedInfo? _attachedInfo;
+        private readonly object _locker = new();
     }
 }

KLHZ.Trader.Core.Math/Declisions/Dtos/TimeWindowCacheItem.cs

@@ -1,65 +0,0 @@
-using KLHZ.Trader.Core.Contracts.Declisions.Dtos;
-using KLHZ.Trader.Core.Contracts.Declisions.Dtos.Enums;
-
-namespace KLHZ.Trader.Core.Math.Declisions.Dtos
-{
-    internal class TimeWindowCacheItem
-    {
-        private readonly object _locker = new();
-        private readonly LinkedList<CachedValue> _cachedValues = new();
-
-        public readonly TimeSpan WindowSize;
-        public readonly string Key;
-
-        public TimeWindowCacheItem(string key, TimeWindowCacheType window)
-        {
-            Key = key;
-            WindowSize = GetTimeSpan(window);
-        }
-
-        public ValueTask AddData(CachedValue cachedValue)
-        {
-            lock (_locker)
-            {
-                _cachedValues.AddLast(cachedValue);
-                while (_cachedValues.Last != null && _cachedValues.First != null
-                    && _cachedValues.Last.Value.Time - _cachedValues.First.Value.Time > WindowSize)
-                {
-                    _cachedValues.RemoveFirst();
-                }
-            }
-            return ValueTask.CompletedTask;
-        }
-
-        public ValueTask<CachedValue[]> GetValues()
-        {
-            lock (_locker)
-            {
-                return ValueTask.FromResult(_cachedValues.ToArray());
-            }
-        }
-
-        private static TimeSpan GetTimeSpan(TimeWindowCacheType type)
-        {
-            switch (type)
-            {
-                case TimeWindowCacheType._5_Minutes:
-                    {
-                        return TimeSpan.FromMinutes(5);
-                    }
-                case TimeWindowCacheType._15_Minutes:
-                    {
-                        return TimeSpan.FromMinutes(15);
-                    }
-                case TimeWindowCacheType._20_Seconds:
-                    {
-                        return TimeSpan.FromSeconds(20);
-                    }
-                default:
-                    {
-                        return TimeSpan.FromMinutes(1);
-                    }
-            }
-        }
-    }
-}

KLHZ.Trader.Core.Math/Declisions/Dtos/TwoLocalTrendsResultDto.cs

@@ -1,27 +0,0 @@
-namespace KLHZ.Trader.Core.Math.Declisions.Dtos
-{
-    internal readonly struct TwoLocalTrendsResultDto
-    {
-        public readonly int Start;
-        public readonly int Bound;
-        public readonly int End;
-        public readonly decimal DiffStart;
-        public readonly decimal DiffEnd;
-        public readonly bool Success;
-        public readonly TimeSpan PeriodStart;
-        public readonly TimeSpan PeriodEnd;
-
-        public TwoLocalTrendsResultDto(bool success, decimal diffStart, decimal diffEnd, int start, int bound, int end,
-            TimeSpan periodStart, TimeSpan periodEnd)
-        {
-            Success = success;
-            DiffStart = diffStart;
-            DiffEnd = diffEnd;
-            Start = start;
-            Bound = bound;
-            End = end;
-            PeriodStart = periodStart;
-            PeriodEnd = periodEnd;
-        }
-    }
-}

KLHZ.Trader.Core.Math/Declisions/Services/Cache/PriceHistoryCacheUnit2.cs

@@ -1,224 +0,0 @@
-using KLHZ.Trader.Core.Contracts.Declisions.Dtos;
-using KLHZ.Trader.Core.Contracts.Declisions.Dtos.Enums;
-using KLHZ.Trader.Core.Contracts.Declisions.Interfaces;
-using KLHZ.Trader.Core.Contracts.Messaging.Dtos.Interfaces;
-using KLHZ.Trader.Core.Math.Declisions.Dtos;
-using System.Collections.Concurrent;
-
-namespace KLHZ.Trader.Core.Math.Declisions.Services.Cache
-{
-    public class PriceHistoryCacheUnit2 : IPriceHistoryCacheUnit
-    {
-        public const int CacheMaxLength = 30000;
-        private const int _arrayMaxLength = 60000;
-
-        public string Figi { get; init; }
-
-        public int Length
-        {
-            get
-            {
-                lock (_locker)
-                {
-                    return _length;
-                }
-            }
-        }
-
-        public decimal AsksCount
-        {
-            get
-            {
-                lock (_locker)
-                {
-                    return _asksCount;
-                }
-            }
-        }
-
-        public decimal BidsCount
-        {
-            get
-            {
-                lock (_locker)
-                {
-                    return _bidsCount;
-                }
-            }
-        }
-
-        private readonly object _locker = new();
-        private readonly decimal[] Prices = new decimal[_arrayMaxLength];
-        private readonly DateTime[] Timestamps = new DateTime[_arrayMaxLength];
-        private readonly ConcurrentDictionary<string, TimeWindowCacheItem> _20_secTimeWindows = new();
-        private readonly ConcurrentDictionary<string, TimeWindowCacheItem> _1_minTimeWindows = new();
-        private readonly ConcurrentDictionary<string, TimeWindowCacheItem> _5_minTimeWindows = new();
-        private readonly ConcurrentDictionary<string, TimeWindowCacheItem> _15_minTimeWindows = new();
-
-        private int _length = 0;
-        private int _pointer = -1;
-
-        private long _asksCount = 1;
-        private long _bidsCount = 1;
-
-        public ValueTask AddDataToTimeWindowCache(string key, CachedValue data, TimeWindowCacheType timeWindowCacheType)
-        {
-            var dict = GetDict(timeWindowCacheType);
-            if (!dict.TryGetValue(key, out var cahcheItem))
-            {
-                dict.TryAdd(key, new TimeWindowCacheItem(key, timeWindowCacheType));
-            }
-            dict[key].AddData(data);
-            return ValueTask.CompletedTask;
-        }
-
-        public ValueTask<CachedValue[]> GetDataFromTimeWindowCache(string key, TimeWindowCacheType timeWindowCacheType)
-        {
-            var dict = GetDict(timeWindowCacheType);
-            if (dict.TryGetValue(key, out var cahcheItem))
-            {
-                return cahcheItem.GetValues();
-            }
-            return ValueTask.FromResult(Array.Empty<CachedValue>());
-        }
-
-        private ConcurrentDictionary<string, TimeWindowCacheItem> GetDict(TimeWindowCacheType timeWindowCacheType)
-        {
-            switch (timeWindowCacheType)
-            {
-                case TimeWindowCacheType._5_Minutes:
-                    {
-                        return _5_minTimeWindows;
-                    }
-                case TimeWindowCacheType._15_Minutes:
-                    {
-                        return _15_minTimeWindows;
-                    }
-                case TimeWindowCacheType._20_Seconds:
-                    {
-                        return _20_secTimeWindows;
-                    }
-                default:
-                    {
-                        return _1_minTimeWindows; ;
-                    }
-            }
-        }
-
-        public ValueTask AddData(ITradeDataItem priceChange)
-        {
-            if (priceChange.Figi != Figi) return ValueTask.CompletedTask;
-            lock (_locker)
-            {
-                _pointer++;
-                Prices[_pointer] = priceChange.Price;
-                Timestamps[_pointer] = priceChange.Time;
-                if (_length < CacheMaxLength)
-                {
-                    _length++;
-                }
-
-                if (_pointer == _arrayMaxLength - 1)
-                {
-                    Array.Copy(Prices, Prices.Length - CacheMaxLength, Prices, 0, CacheMaxLength);
-                    Array.Copy(Timestamps, Timestamps.Length - CacheMaxLength, Timestamps, 0, CacheMaxLength);
-                    _pointer = CacheMaxLength - 1;
-                }
-            }
-            return ValueTask.CompletedTask;
-        }
-
-        public ValueTask<(DateTime[] timestamps, decimal[] prices)> GetData(int? length = null)
-        {
-            lock (_locker)
-            {
-                if (_pointer < 0)
-                {
-                    return ValueTask.FromResult((Array.Empty<DateTime>(), Array.Empty<decimal>()));
-                }
-                else
-                {
-                    var dataLength = length.HasValue ? System.Math.Min(length.Value, _length) : _length;
-                    var prices = new decimal[dataLength];
-                    var timestamps = new DateTime[dataLength];
-                    var index = 1 + _pointer - dataLength;
-                    Array.Copy(Prices, index, prices, 0, prices.Length);
-                    Array.Copy(Timestamps, index, timestamps, 0, timestamps.Length);
-                    return ValueTask.FromResult((timestamps, prices));
-                }
-            }
-        }
-
-        public ValueTask AddOrderbook(IOrderbook orderbook)
-        {
-            if (orderbook.Figi != Figi) return ValueTask.CompletedTask;
-            lock (_locker)
-            {
-                _asksCount = orderbook.AsksCount;
-                _bidsCount = orderbook.BidsCount;
-            }
-            return ValueTask.CompletedTask;
-        }
-
-        public ValueTask<(DateTime time, decimal price)> GetLastValues()
-        {
-            lock (_locker)
-            {
-                return _pointer >= 0 ? ValueTask.FromResult((Timestamps[_pointer], Prices[_pointer])) : ValueTask.FromResult((DateTime.UtcNow, 0m));
-            }
-        }
-
-        public ValueTask<(DateTime[] timestamps, decimal[] prices, bool isFullIntervalExists)> GetData(TimeSpan period)
-        {
-            lock (_locker)
-            {
-                if (_pointer < 0)
-                {
-                    return ValueTask.FromResult((Array.Empty<DateTime>(), Array.Empty<decimal>(), false));
-                }
-                else
-                {
-                    var i = _pointer;
-                    var lastTime = Timestamps[i];
-                    for (i = _pointer - 1; i >= 0; i--)
-                    {
-                        var currentTime = Timestamps[i];
-                        if (lastTime - currentTime >= period)
-                        {
-                            break;
-                        }
-                    }
-
-                    var dataLength = _pointer - i;
-                    var prices = new decimal[dataLength];
-                    var timestamps = new DateTime[dataLength];
-                    var index = 1 + _pointer - dataLength;
-                    Array.Copy(Prices, index, prices, 0, prices.Length);
-                    Array.Copy(Timestamps, index, timestamps, 0, timestamps.Length);
-                    return ValueTask.FromResult((timestamps, prices, i + 1 != 0));
-                }
-            }
-        }
-
-        public PriceHistoryCacheUnit2(string figi, params ITradeDataItem[] priceChanges)
-        {
-            Figi = figi;
-
-
-            if (priceChanges.Length == 0)
-            {
-                return;
-            }
-
-            var selectedPriceChanges = priceChanges
-                .OrderBy(pc => pc.Time)
-                .Skip(priceChanges.Length - CacheMaxLength)
-                .ToArray();
-
-            foreach (var pc in selectedPriceChanges)
-            {
-                AddData(pc).AsTask().Wait();
-            }
-        }
-    }
-}

KLHZ.Trader.Core.Math/Declisions/Services/Cache/PriceHistoryCacheUnit3.cs

@@ -1,6 +1,4 @@
-using KLHZ.Trader.Core.Contracts.Declisions.Dtos;
+using KLHZ.Trader.Core.Contracts.Messaging.Dtos.Interfaces;
-using KLHZ.Trader.Core.Contracts.Declisions.Dtos.Enums;
-using KLHZ.Trader.Core.Contracts.Messaging.Dtos.Interfaces;
 
 namespace KLHZ.Trader.Core.Math.Declisions.Services.Cache
 {
@@ -29,11 +27,6 @@ namespace KLHZ.Trader.Core.Math.Declisions.Services.Cache
         private readonly object _locker = new();
         private readonly Dictionary<string, LinkedList<ITradeDataItem>> _items = new Dictionary<string, LinkedList<ITradeDataItem>>();
 
-        public ValueTask<CachedValue[]> GetDataFromTimeWindowCache(string key, TimeWindowCacheType timeWindowCacheType)
-        {
-            return ValueTask.FromResult(Array.Empty<CachedValue>());
-        }
-
         public ValueTask AddData(ITradeDataItem item, string? key = null)
         {
             lock (_locker)
@@ -103,7 +96,6 @@ namespace KLHZ.Trader.Core.Math.Declisions.Services.Cache
             return ValueTask.FromResult(res.ToArray());
         }
 
-
         public ValueTask<(DateTime time, decimal price)> GetLastValues(string? key = null)
         {
             key = key ?? string.Empty;

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

@@ -1,4 +1,5 @@
 using KLHZ.Trader.Core.Contracts.Declisions.Dtos.Enums;
+using KLHZ.Trader.Core.Contracts.Messaging.Dtos.Interfaces;
 using MathNet.Numerics;
 
 namespace KLHZ.Trader.Core.Math.Declisions.Utils
@@ -116,5 +117,34 @@ namespace KLHZ.Trader.Core.Math.Declisions.Utils
                 return true;
             }
         }
+
+        public static bool TryCalcTrendDiff(ITradeDataItem[] data, out decimal diff)
+        {
+            diff = 0;
+            if (data.Length <= 1)
+            {
+                return false;
+            }
+            else
+            {
+                var startTime = data[0].Time;
+                var x = new double[data.Length];
+                for (int i = 0; i < data.Length; i++)
+                {
+                    x[i] = (data[i].Time - startTime).TotalSeconds;
+                }
+                if (x.Min() == x.Max())
+                {
+                    return false;
+                }
+                var line = Fit.Line(x.ToArray(), data.Select(d => (double)d.Price).ToArray());
+
+                var p1 = line.A + line.B * 0;
+                var p2 = line.A + line.B * (data[data.Length - 1].Time - data[0].Time).TotalSeconds;
+
+                diff = (decimal)(p2 - p1);
+                return true;
+            }
+        }
     }
 }

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

@@ -1,98 +0,0 @@
-namespace KLHZ.Trader.Core.Math.Declisions.Utils
-{
-    public static class ShapeAreaCalculator
-    {
-        // Метод для расчёта площади треугольника
-        public static double CalculateTriangleArea(
-            DateTime pointA_X, decimal pointA_Y,
-            DateTime pointB_X, decimal pointB_Y,
-            DateTime pointC_X, decimal pointC_Y)
-        {
-            // Определяем самую позднюю точку
-            DateTime latestPoint = new[] { pointA_X, pointB_X, pointC_X }.Max();
-
-            // Смещённые координаты
-            double offsetA = GetOffsetInSeconds(latestPoint, pointA_X);
-            double offsetB = GetOffsetInSeconds(latestPoint, pointB_X);
-            double offsetC = GetOffsetInSeconds(latestPoint, pointC_X);
-
-            // Расчёт расстояний
-            double sideAB = DistanceBetweenPoints(offsetA, (double)pointA_Y, offsetB, (double)pointB_Y);
-            double sideBC = DistanceBetweenPoints(offsetB, (double)pointB_Y, offsetC, (double)pointC_Y);
-            double sideCA = DistanceBetweenPoints(offsetC, (double)pointC_Y, offsetA, (double)pointA_Y);
-
-            // Формула Герона
-            double semiPerimeter = (sideAB + sideBC + sideCA) / 2;
-            return System.Math.Sqrt(semiPerimeter * (semiPerimeter - sideAB) *
-                            (semiPerimeter - sideBC) * (semiPerimeter - sideCA));
-        }
-
-        // Метод для расчёта площади четырёхугольника
-        public static double CalculateQuadrilateralArea(
-            DateTime pointA_X, decimal pointA_Y,
-            DateTime pointB_X, decimal pointB_Y,
-            DateTime pointC_X, decimal pointC_Y,
-            DateTime pointD_X, decimal pointD_Y)
-        {
-            // Определяем самую позднюю точку
-            DateTime latestPoint = new[] { pointA_X, pointB_X, pointC_X, pointD_X }.Max();
-
-            // Смещённые координаты
-            double offsetA = GetOffsetInSeconds(latestPoint, pointA_X);
-            double offsetB = GetOffsetInSeconds(latestPoint, pointB_X);
-            double offsetC = GetOffsetInSeconds(latestPoint, pointC_X);
-            double offsetD = GetOffsetInSeconds(latestPoint, pointD_X);
-
-            // Суммируем площади двух треугольников
-            double firstTriangleArea = CalculateTriangleArea(pointA_X, pointA_Y, pointB_X, pointB_Y, pointD_X, pointD_Y);
-            double secondTriangleArea = CalculateTriangleArea(pointB_X, pointB_Y, pointC_X, pointC_Y, pointD_X, pointD_Y);
-
-            return firstTriangleArea + secondTriangleArea;
-        }
-
-        // Вспомогательные методы
-
-        // Конвертация разницы времён в секунды
-        private static double GetOffsetInSeconds(DateTime referencePoint, DateTime targetPoint)
-        {
-            return (referencePoint - targetPoint).TotalSeconds;
-        }
-
-        // Евклидово расстояние между двумя точками
-        private static double DistanceBetweenPoints(double x1, double y1, double x2, double y2)
-        {
-            return System.Math.Sqrt(System.Math.Pow(x2 - x1, 2) + System.Math.Pow(y2 - y1, 2));
-        }
-
-        public static bool TryGetAreasRelation(DateTime[] times, decimal[] values, decimal currentValue, TimeSpan boundTimeSpan, out double relation)
-        {
-            var upArea = 0d;
-            var downArea = 0d;
-            var startTime = times[times.Length - 1];
-            for (int i = 1; i < times.Length - 2; i++)
-            {
-                var k = values.Length - i;
-                if (startTime - times[k] > boundTimeSpan)
-                {
-                    break;
-                }
-                var point = (double)(values[k] - currentValue);
-                var time = times[k];
-                var timePrev = times[k - 1];
-                var dt = (time - timePrev).TotalSeconds;
-                var ar = dt * point;
-                if (ar > 0)
-                {
-                    upArea += ar;
-                }
-                else
-                {
-                    downArea += System.Math.Abs(ar);
-                }
-            }
-            var area = downArea + upArea;
-            relation = area != 0 ? (double)upArea / area * 100 : 0;
-            return area != 0;
-        }
-    }
-}

KLHZ.Trader.Core.Tests/ExchangeSchedulerTests.cs

@@ -1,4 +1,4 @@
-using KLHZ.Trader.Core.Exchange.Models.Trading;
+using KLHZ.Trader.Core.Exchange.Models.Trading.Enums;
 using KLHZ.Trader.Core.Exchange.Utils;
 
 namespace KLHZ.Trader.Core.Tests

KLHZ.Trader.Core.Tests/HistoryCacheUnit2Tests.cs

@@ -1,293 +0,0 @@
-using KLHZ.Trader.Core.DataLayer.Entities.Prices;
-using KLHZ.Trader.Core.Math.Declisions.Services.Cache;
-
-namespace KLHZ.Trader.Core.Tests
-{
-    public class HistoryCacheUnit2Tests
-    {
-        private static PriceChange[] GetHistory(int count, string figi)
-        {
-            var res = new PriceChange[count];
-            if (count != 0)
-            {
-                var startDt = DateTime.UtcNow.AddSeconds(-count);
-                for (int i = 0; i < count; i++)
-                {
-                    startDt = startDt.AddSeconds(1);
-                    res[i] = new PriceChange()
-                    {
-                        Figi = figi,
-                        Ticker = figi + "_ticker",
-                        Id = i,
-                        Time = startDt,
-                        Price = (decimal)(i + 0.5)
-                    };
-                }
-            }
-            return res;
-        }
-
-        [Test]
-        public void Test1()
-        {
-            var count = 0;
-            var figi = "figi";
-            var hist = GetHistory(count, figi);
-            var cacheUnit = new PriceHistoryCacheUnit2("", hist);
-            var data = cacheUnit.GetData().Result;
-
-            Assert.That(data.prices.Length == count);
-            Assert.That(data.timestamps.Length == count);
-        }
-
-        [Test]
-        public void Test2()
-        {
-            var count = 1;
-            var figi = "figi";
-            var hist = GetHistory(count, figi);
-            var cacheUnit = new PriceHistoryCacheUnit2(figi, hist);
-            var data = cacheUnit.GetData().Result;
-
-            Assert.That(data.prices.Length == count);
-            Assert.That(data.timestamps.Length == count);
-            for (var i = 0; i < count; i++)
-            {
-                Assert.That((float)hist[i].Price, Is.EqualTo(data.prices[i]));
-                Assert.That(hist[i].Time, Is.EqualTo(data.timestamps[i]));
-            }
-        }
-
-        [Test]
-        public void Test3()
-        {
-            var count = 20;
-            var figi = "figi";
-            var hist = GetHistory(count, figi);
-            var cacheUnit = new PriceHistoryCacheUnit2(figi, hist);
-            var data = cacheUnit.GetData().Result;
-
-            Assert.That(data.prices.Length == count);
-            Assert.That(data.timestamps.Length == count);
-
-            for (var i = 0; i < count; i++)
-            {
-                Assert.That((float)hist[i].Price, Is.EqualTo(data.prices[i]));
-                Assert.That(hist[i].Time, Is.EqualTo(data.timestamps[i]));
-            }
-        }
-
-        [Test]
-        public void Test4()
-        {
-            var count = PriceHistoryCacheUnit2.CacheMaxLength;
-            var figi = "figi";
-            var hist = GetHistory(count, figi);
-            var cacheUnit = new PriceHistoryCacheUnit2(figi, hist);
-            var data = cacheUnit.GetData().Result;
-
-            Assert.That(data.prices.Length == count);
-            Assert.That(data.timestamps.Length == count);
-
-            for (var i = 0; i < count; i++)
-            {
-                Assert.That((float)hist[i].Price, Is.EqualTo(data.prices[i]));
-                Assert.That(hist[i].Time, Is.EqualTo(data.timestamps[i]));
-            }
-        }
-
-        [Test]
-        public void Test5()
-        {
-            var shift = 7;
-            var count = PriceHistoryCacheUnit2.CacheMaxLength + shift;
-            var figi = "figi";
-            var hist = GetHistory(count, figi);
-            var cacheUnit = new PriceHistoryCacheUnit2(figi, hist);
-            var data = cacheUnit.GetData().Result;
-
-            Assert.That(data.prices.Length == count - shift);
-            Assert.That(data.timestamps.Length == count - shift);
-
-            for (var i = 0; i < count; i++)
-            {
-                var k = i + shift;
-                if (k < hist.Length)
-                {
-                    Assert.That((float)hist[k].Price, Is.EqualTo(data.prices[i]));
-                    Assert.That(hist[k].Time, Is.EqualTo(data.timestamps[i]));
-                }
-            }
-        }
-
-        [Test]
-        public void Test6()
-        {
-            var shift = 10;
-            var count = PriceHistoryCacheUnit2.CacheMaxLength + shift;
-            var figi = "figi";
-            var hist = GetHistory(count, figi);
-            var cacheUnit = new PriceHistoryCacheUnit2(figi, hist);
-            var data = cacheUnit.GetData().Result;
-
-            Assert.That(data.prices.Length == count - shift);
-            Assert.That(data.timestamps.Length == count - shift);
-
-            for (var i = 0; i < count; i++)
-            {
-                var k = i + shift;
-                if (k < hist.Length)
-                {
-                    Assert.That((float)hist[k].Price, Is.EqualTo(data.prices[i]));
-                    Assert.That(hist[k].Time, Is.EqualTo(data.timestamps[i]));
-                }
-            }
-        }
-
-        [Test]
-        public void Test7()
-        {
-            var shift = 334;
-            var count = PriceHistoryCacheUnit2.CacheMaxLength + shift;
-            var figi = "figi";
-            var hist = GetHistory(count, figi);
-            var cacheUnit = new PriceHistoryCacheUnit2(figi, hist);
-            var data = cacheUnit.GetData().Result;
-
-            Assert.That(data.prices.Length == count - shift);
-            Assert.That(data.timestamps.Length == count - shift);
-
-            for (var i = 0; i < count; i++)
-            {
-                var k = i + shift;
-                if (k < hist.Length)
-                {
-                    Assert.That((float)hist[k].Price, Is.EqualTo(data.prices[i]));
-                    Assert.That(hist[k].Time, Is.EqualTo(data.timestamps[i]));
-                }
-            }
-        }
-
-
-        [Test]
-        public void Test8()
-        {
-            var count = PriceHistoryCacheUnit2.CacheMaxLength;
-            var figi = "figi";
-            var hist = GetHistory(count, figi);
-            var cacheUnit = new PriceHistoryCacheUnit2(figi, hist);
-            var data = cacheUnit.GetData().Result;
-
-            Assert.That(data.prices.Length == count);
-            Assert.That(data.timestamps.Length == count);
-
-            for (var i = 0; i < count; i++)
-            {
-                Assert.That((float)hist[i].Price, Is.EqualTo(data.prices[i]));
-                Assert.That(hist[i].Time, Is.EqualTo(data.timestamps[i]));
-            }
-
-            var newData1 = new PriceChange() { Figi = figi, Ticker = figi, Price = 100500, Time = DateTime.UtcNow };
-
-            cacheUnit.AddData(newData1);
-
-            var data2 = cacheUnit.GetData().Result;
-            Assert.IsTrue(data2.prices[data2.prices.Length - 1] == newData1.Price);
-            Assert.IsTrue(data2.timestamps[data2.timestamps.Length - 1] == newData1.Time);
-
-            var newData2 = new PriceChange() { Figi = figi, Ticker = figi, Price = 100501, Time = DateTime.UtcNow };
-
-            cacheUnit.AddData(newData2);
-
-            var data3 = cacheUnit.GetData().Result;
-            Assert.IsTrue(data3.prices[data3.prices.Length - 1] == newData2.Price);
-            Assert.IsTrue(data3.timestamps[data3.timestamps.Length - 1] == newData2.Time);
-        }
-
-        [Test]
-        public void Test9()
-        {
-            var cacheUnit = new PriceHistoryCacheUnit2("");
-            for (int i = 0; i < 5 * PriceHistoryCacheUnit2.CacheMaxLength; i++)
-            {
-                cacheUnit.AddData(new PriceChange() { Figi = "", Ticker = "", Price = i, Time = DateTime.UtcNow });
-                if (i >= PriceHistoryCacheUnit2.CacheMaxLength)
-                {
-                    var data = cacheUnit.GetData().Result;
-                    Assert.IsTrue(data.prices.Length == PriceHistoryCacheUnit2.CacheMaxLength);
-                    Assert.IsTrue(data.prices.Last() == i);
-                    var lastValues = cacheUnit.GetLastValues().Result;
-                    Assert.IsTrue(data.prices.Last() == lastValues.price);
-                    Assert.IsTrue(data.timestamps.Last() == lastValues.time);
-                }
-            }
-        }
-
-        [Test]
-        public void Test10()
-        {
-            var length = 77;
-            var shift = 334;
-            var count = PriceHistoryCacheUnit2.CacheMaxLength + shift;
-            var figi = "figi";
-            var hist = GetHistory(count, figi);
-            var cacheUnit = new PriceHistoryCacheUnit2(figi, hist);
-            var data = cacheUnit.GetData(length).Result;
-
-            Assert.That(data.prices.Length == length);
-            Assert.That(data.timestamps.Length == length);
-
-            Assert.That(data.prices.Last() == hist.Last().Price);
-            Assert.That(data.timestamps.Last() == hist.Last().Time);
-            for (var i = 1; i <= length; i++)
-            {
-                Assert.That(hist[hist.Length - i].Price, Is.EqualTo(data.prices[data.prices.Length - i]));
-                Assert.That(hist[hist.Length - i].Time, Is.EqualTo(data.timestamps[data.prices.Length - i]));
-            }
-        }
-
-        [Test]
-        public void Test11()
-        {
-            var length = 77;
-            var shift = 334;
-            var count = PriceHistoryCacheUnit2.CacheMaxLength + shift;
-            var figi = "figi";
-            var hist = GetHistory(count, figi);
-            var cacheUnit = new PriceHistoryCacheUnit2(figi, hist);
-            var data = cacheUnit.GetData(length).Result;
-            var span = TimeSpan.FromSeconds(100);
-            var dataForPeriod = cacheUnit.GetData(span).Result;
-
-            Assert.That(dataForPeriod.isFullIntervalExists);
-            Assert.That(data.prices.Last() == dataForPeriod.prices.Last());
-            Assert.That(data.timestamps.Last() == dataForPeriod.timestamps.Last());
-            var dt = dataForPeriod.timestamps.Last() - dataForPeriod.timestamps.First();
-            Assert.That(dt <= span);
-            Assert.That(data.prices.Length == length);
-            Assert.That(data.timestamps.Length == length);
-
-            Assert.That(data.prices.Last() == hist.Last().Price);
-            Assert.That(data.timestamps.Last() == hist.Last().Time);
-        }
-
-        [Test]
-        public void Test12()
-        {
-            var count = 30;
-            var figi = "figi";
-            var hist = GetHistory(count, figi);
-            var cacheUnit = new PriceHistoryCacheUnit2(figi, hist);
-            var data = cacheUnit.GetData().Result;
-            var span = TimeSpan.FromSeconds(100);
-            var dataForPeriod = cacheUnit.GetData(span).Result;
-
-            Assert.IsFalse(dataForPeriod.isFullIntervalExists);
-            Assert.That(data.prices.Last() == dataForPeriod.prices.Last());
-            Assert.That(data.timestamps.Last() == dataForPeriod.timestamps.Last());
-
-            Assert.That(data.prices.First() == dataForPeriod.prices.First());
-            Assert.That(data.timestamps.First() == dataForPeriod.timestamps.First());
-        }
-    }
-}

KLHZ.Trader.Core.Tests/StatisticTests.cs

@@ -1,4 +1,4 @@
-using KLHZ.Trader.Core.Contracts.Declisions.Dtos;
+using KLHZ.Trader.Core.Contracts.Messaging.Dtos;
 using KLHZ.Trader.Core.Math.Declisions.Utils;
 using System.Security.Cryptography;
 
@@ -33,7 +33,7 @@ namespace KLHZ.Trader.Core.Tests
             }
 
 
-            var res = Statistics.CalcHistogram(data.Select(d => new CachedValue()
+            var res = Statistics.CalcHistogram(data.Select(d => new TradeDataItem()
             {
                 Figi = "",
                 Ticker = "",

KLHZ.Trader.Core/DataLayer/Entities/Prices/PriceChange.cs

@@ -1,4 +1,5 @@
-using KLHZ.Trader.Core.Contracts.Messaging.Dtos.Interfaces;
+using KLHZ.Trader.Core.Contracts.Messaging.Dtos;
+using KLHZ.Trader.Core.Contracts.Messaging.Dtos.Interfaces;
 using System.ComponentModel.DataAnnotations.Schema;
 
 namespace KLHZ.Trader.Core.DataLayer.Entities.Prices
@@ -34,5 +35,28 @@ namespace KLHZ.Trader.Core.DataLayer.Entities.Prices
 
         [NotMapped]
         public decimal Value2 { get; set; }
+
+        [NotMapped]
+        public AttachedInfo? AttachedInfo
+        {
+            get
+            {
+                lock (_locker)
+                {
+                    return _attachedInfo;
+                }
+            }
+        }
+
+        public void SetAttachedInfo(AttachedInfo? attachedInfo)
+        {
+            lock (_locker)
+            {
+                _attachedInfo = attachedInfo;
+            }
+        }
+
+        private AttachedInfo? _attachedInfo;
+        private readonly object _locker = new();
     }
 }

KLHZ.Trader.Core/DataLayer/Entities/Prices/ProcessedPrice.cs

@@ -1,4 +1,5 @@
-using KLHZ.Trader.Core.Contracts.Messaging.Dtos.Interfaces;
+using KLHZ.Trader.Core.Contracts.Messaging.Dtos;
+using KLHZ.Trader.Core.Contracts.Messaging.Dtos.Interfaces;
 using System.ComponentModel.DataAnnotations.Schema;
 
 namespace KLHZ.Trader.Core.DataLayer.Entities.Prices
@@ -37,5 +38,8 @@ namespace KLHZ.Trader.Core.DataLayer.Entities.Prices
 
         [NotMapped]
         public decimal Value2 { get; set; }
+
+        [NotMapped]
+        public AttachedInfo? AttachedInfo { get; private set; }
     }
 }

KLHZ.Trader.Core/Exchange/Constants.cs

@@ -2,24 +2,14 @@
 {
     internal static class Constants
     {
-        internal const string _1minCacheKey = "1min";
-        internal const string _15minSellCacheKey = "5min_sell";
-        internal const string _5minSellCacheKey = "5min_sell";
-        internal const string _5minBuyCacheKey = "5min_buy";
-        internal const string _15minBuyCacheKey = "5min_buy";
-        internal const string _1minSellCacheKey = "1min_sell";
-        internal const string _1minBuyCacheKey = "1min_buy";
-
-        internal const string BigWindowCrossingAverageProcessor = "Trader_big";
-        internal const string SmallWindowCrossingAverageProcessor = "Trader_small";
-        internal const string AreasRelationProcessor = "balancescalc30min";
-        internal readonly static TimeSpan AreasRelationWindow = TimeSpan.FromMinutes(15);
-
         internal const decimal ForceExecuteCoefficient = 500000m;
         internal const decimal PowerUppingCoefficient = 1.69m;
         internal const decimal UppingCoefficient = 1.3m;
         internal const decimal LowingCoefficient = .76m;
         internal const decimal PowerLowingCoefficient = .59m;
         internal const decimal BlockingCoefficient = 0.01m;
+
+        internal const string PriceIsInSupportLevel = "PriceIsInSupportLevel";
+        internal const string PriceIsNotInSupportLevel = "PriceIsNotInSupportLevel";
     }
 }

KLHZ.Trader.Core/Exchange/Models/Trading/DeferredDeclision.cs

@@ -1,14 +0,0 @@
-using KLHZ.Trader.Core.Contracts.Declisions.Dtos.Enums;
-using KLHZ.Trader.Core.Contracts.Messaging.Dtos.Interfaces;
-using System.Collections.Immutable;
-
-namespace KLHZ.Trader.Core.Exchange.Models.Trading
-{
-    internal class DeferredDeclision
-    {
-        public ImmutableDictionary<TradingEvent, decimal> Events { get; init; } = ImmutableDictionary<TradingEvent, decimal>.Empty;
-        public Stops Stops { get; init; }
-        public DateTime ExpirationTime { get; init; }
-        public required ITradeDataItem Message { get; init; }
-    }
-}

KLHZ.Trader.Core/Exchange/Models/Trading/Enums/ExchangeState.cs

@@ -1,4 +1,4 @@
-namespace KLHZ.Trader.Core.Exchange.Models.Trading
+namespace KLHZ.Trader.Core.Exchange.Models.Trading.Enums
 {
     internal enum ExchangeState
     {

KLHZ.Trader.Core/Exchange/Models/Trading/Enums/TradingMode.cs

@@ -0,0 +1,14 @@
+namespace KLHZ.Trader.Core.Exchange.Models.Trading.Enums
+{
+    [Flags]
+    internal enum TradingMode
+    {
+        None = 0,
+        Growing = 1,
+        Falling = 2,
+        InSupportLevel = 4,
+        TryingGrowFromSupportLevel = 8,
+        TryingFallFromSupportLevel = 16,
+        Bezpont = 32,
+    }
+}

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

@@ -10,6 +10,7 @@ using KLHZ.Trader.Core.Exchange.Interfaces;
 using KLHZ.Trader.Core.Exchange.Models.AssetsAccounting;
 using KLHZ.Trader.Core.Exchange.Models.Configs;
 using KLHZ.Trader.Core.Exchange.Models.Trading;
+using KLHZ.Trader.Core.Exchange.Models.Trading.Enums;
 using KLHZ.Trader.Core.Exchange.Utils;
 using KLHZ.Trader.Core.Math.Declisions.Utils;
 using Microsoft.EntityFrameworkCore;
@@ -32,11 +33,12 @@ namespace KLHZ.Trader.Core.Exchange.Services
         private readonly ExchangeConfig _exchangeConfig;
         private readonly ILogger<Trader> _logger;
 
-        private readonly ConcurrentDictionary<string, DeferredDeclision> DeferredDeclisions = new();
         private readonly ConcurrentDictionary<string, SupportLevel[]> SupportLevels = new();
         private readonly ConcurrentDictionary<string, decimal> _pirsonValues = new();
+        private readonly ConcurrentDictionary<string, LinkedList<SupportLevel[]>> SupportLevelsHistory = new();
 
         private readonly ConcurrentDictionary<string, DateTime> _supportLevelsCalculationTimes = new();
+        private readonly ConcurrentDictionary<string, DateTime> _marginCloses = new();
         private readonly ConcurrentDictionary<string, DateTime> _usedSupportLevels = new();
         private readonly ConcurrentDictionary<string, DateTime> _usedSupportLevelsForClosing = new();
         private readonly ConcurrentDictionary<string, ITradeDataItem> _oldItems = new();
@@ -169,90 +171,173 @@ namespace KLHZ.Trader.Core.Exchange.Services
         {
             if (message.Figi == "FUTIMOEXF000")
             {
-                if (DeferredDeclisions.TryGetValue(message.Figi, out var dec))
+                await CalcSupportLevels(message, 3, 3);
-                {
+                var processSupportLevelsRes = await ProcessSupportLevels(message);
-                    if (dec.ExpirationTime < message.Time)
-                    {
-                        if (dec.Events[TradingEvent.OpenShort] > Constants.BlockingCoefficient)
-                        {
-                            if (dec.Message.Price < message.Price)
-                            {
-                                var stops2 = GetStops(message);
-                                var declisionsStops2 = ProcessStops(stops2, 2m);
-                                var e = TraderUtils.MergeResultsMult(dec.Events, declisionsStops2);
-                                await ExecuteDeclisions(e.ToImmutableDictionary(), message, stops2, 1);
-                            }
-                        }
-                        else if (dec.Events[TradingEvent.OpenLong] > Constants.BlockingCoefficient)
-                        {
-                            if (dec.Message.Price > message.Price)
-                            {
-                                var stops2 = GetStops(message);
-                                var declisionsStops2 = ProcessStops(stops2, 2m);
-                                var e = TraderUtils.MergeResultsMult(dec.Events, declisionsStops2);
-                                await ExecuteDeclisions(e.ToImmutableDictionary(), message, stops2, 1);
-                            }
-                        }
-                        else if (dec.Events[TradingEvent.CloseLong] > Constants.BlockingCoefficient
-                            || dec.Events[TradingEvent.CloseShort] > Constants.BlockingCoefficient)
-                        {
-                            await ExecuteDeclisions(dec.Events, dec.Message, dec.Stops, 1);
-                        }
 
-                        DeferredDeclisions.TryRemove(message.Figi, out _);
+                var mode = await CalcTradingMode(message);
+                var stops = GetStops(message);
+                if ((mode & TradingMode.InSupportLevel) == TradingMode.InSupportLevel)
+                {
+                    if ((mode & TradingMode.Bezpont) == TradingMode.Bezpont)
+                    {
+
+                    }
+                    else
+                    {
+                        var mavRes = await CalcTimeWindowAverageValue(message, true);
+                        await ExecuteDeclisions(mavRes, message, stops, 1);
                     }
                 }
-
+                else
-                await CalcSupportLevels(message, 3, 5);
-                var stops = GetStops(message);
-                var pirson = await CalcPirson(message);
-                var mavRes = await CalcTimeWindowAverageValue(message);
-                var declisionPirson = await ProcessPirson(pirson, message);
-                var declisionsSupportLevels = await ProcessSupportLevels(message);
-                var declisionsStops = ProcessStops(stops, 2m);
-                var res = TraderUtils.MergeResultsMult(declisionPirson, declisionsSupportLevels);
-                res = TraderUtils.MergeResultsMult(res, declisionsStops);
-                res = TraderUtils.MergeResultsMax(res, mavRes);
-
-                await ExecuteDeclisions(res.ToImmutableDictionary(), message, stops, 1);
-
-                var declision = new DeferredDeclision()
                 {
-                    Message = message,
+                    var mavRes = await CalcTimeWindowAverageValue(message);
-                    Stops = stops,
+                    var pirson = await CalcPirson(message);
-                    Events = res.ToImmutableDictionary(),
+                    var declisionPirson = ProcessPirson(pirson, message);
-                    ExpirationTime = message.Time.AddSeconds(5)
+                    var declisionsStops = ProcessStops(stops, 2m);
-                };
+                    var tradingModeResult = ProcessTradingMode(mode);
 
-                if (declision.Events.Values.Any(v => v > Constants.BlockingCoefficient))
+                    var res = TraderUtils.MergeResultsMult(declisionPirson, processSupportLevelsRes);
-                {
+                    res = TraderUtils.MergeResultsMult(res, declisionsStops);
-                    //DeferredDeclisions.TryAdd(message.Figi, declision);
+                    res = TraderUtils.MergeResultsMult(res, tradingModeResult);
+                    res = TraderUtils.MergeResultsMax(res, mavRes);
+
+                    await ExecuteDeclisions(res.ToImmutableDictionary(), message, stops, 1);
                 }
-
                 _oldItems[message.Figi] = message;
             }
         }
 
-        private async Task<ImmutableDictionary<TradingEvent, decimal>> CalcTimeWindowAverageValue(ITradeDataItem message)
+        private async Task<TradingMode> CalcTradingMode(ITradeDataItem message)
+        {
+            var res = TradingMode.None;
+
+            //var res1hour = await CalcTradingMode(message, TimeSpan.FromMinutes(60),8);
+            //var res30min = await CalcTradingMode(message, TimeSpan.FromMinutes(30),6);
+
+            var res20min = await CalcTradingMode(message, TimeSpan.FromMinutes(20), 3);
+            var res10min = await CalcTradingMode(message, TimeSpan.FromMinutes(10), 3);
+            //res |= res1hour;
+            //res|=res30min;
+            res |= res20min;
+            res &= res10min;
+
+            if ((res & TradingMode.TryingGrowFromSupportLevel) == TradingMode.TryingGrowFromSupportLevel)
+            {
+                await _tradeDataProvider.LogPrice(message, "TryingGrowFromSupportLevel", message.Price);
+            }
+            if ((res & TradingMode.TryingFallFromSupportLevel) == TradingMode.TryingFallFromSupportLevel)
+            {
+                await _tradeDataProvider.LogPrice(message, "TryingFallFromSupportLevel", message.Price);
+            }
+
+            if ((res & TradingMode.InSupportLevel) == TradingMode.InSupportLevel)
+            {
+                await _tradeDataProvider.LogPrice(message, "InSupportLevel", message.Price);
+            }
+            if ((res & TradingMode.Growing) == TradingMode.Growing)
+            {
+                await _tradeDataProvider.LogPrice(message, "InSupportLevelGrowing", message.Price);
+            }
+            if ((res & TradingMode.Falling) == TradingMode.Falling)
+            {
+                await _tradeDataProvider.LogPrice(message, "InSupportLevelGrowingFalling", message.Price);
+            }
+            if ((res & TradingMode.Bezpont) == TradingMode.Bezpont)
+            {
+                var data = await _tradeDataProvider.GetDataForTimeWindow(message.Figi, TimeSpan.FromMinutes(30), selector: (i) => i.Direction == 1);
+
+                if (data.Any() && (data.Max(d => d.Price) - data.Min(d => d.Price)) < 4)
+                {
+                    await _tradeDataProvider.LogPrice(message, "Bezpont", message.Price);
+                }
+                else
+                {
+                    res |= ~TradingMode.Bezpont;
+                }
+            }
+
+            return res;
+        }
+
+        private async Task<TradingMode> CalcTradingMode(ITradeDataItem message, TimeSpan period, decimal meanfullValue)
+        {
+            var res = TradingMode.None;
+
+            var data = await _tradeDataProvider.GetDataForTimeWindow(message.Figi, period);
+            if (LocalTrends.TryCalcTrendDiff(data, out var diff))
+            {
+                var items = data.Where(d => d.AttachedInfo != null).ToArray();
+                var itemsInSupportLevels = (decimal)items.Count(i => i.AttachedInfo?.Key == Constants.PriceIsInSupportLevel);
+                var itemsHigherThenSupportLevel = (decimal)items.Count(i => i.AttachedInfo?.Key == Constants.PriceIsNotInSupportLevel
+                    && (i.AttachedInfo?.Value2 < i.Price));
+                var itemsLowerThenSupportLevel = (decimal)items.Count(i => i.AttachedInfo?.Key == Constants.PriceIsNotInSupportLevel
+                    && (i.AttachedInfo?.Value1 > i.Price));
+
+                if (items.Length > 0)
+                {
+                    var itemsInSupportLevelsRel = itemsInSupportLevels / items.Length;
+                    var itemsHigherThenSupportLevelRel = itemsHigherThenSupportLevel / items.Length;
+                    var itemsLowerThenSupportLevelRel = itemsLowerThenSupportLevel / items.Length;
+
+                    if (itemsInSupportLevelsRel > 0.7m && message?.AttachedInfo?.Key == Constants.PriceIsInSupportLevel)
+                    {
+                        res |= TradingMode.InSupportLevel;
+                        if (itemsHigherThenSupportLevelRel > 0.05m && (itemsLowerThenSupportLevelRel == 0 || itemsHigherThenSupportLevelRel / itemsLowerThenSupportLevelRel > 2))
+                        {
+                            res |= TradingMode.TryingGrowFromSupportLevel;
+                        }
+                        if (itemsLowerThenSupportLevelRel > 0.05m && (itemsHigherThenSupportLevelRel == 0 || itemsLowerThenSupportLevelRel / itemsHigherThenSupportLevelRel > 2))
+                        {
+                            res |= TradingMode.TryingGrowFromSupportLevel;
+                        }
+                    }
+
+
+                    if (diff > meanfullValue)
+                    {
+                        res |= TradingMode.Growing;
+                    }
+                    if (diff < -meanfullValue)
+                    {
+                        res |= TradingMode.Falling;
+                    }
+                    if (itemsInSupportLevelsRel > 0.8m && message?.AttachedInfo?.Key == Constants.PriceIsInSupportLevel &&
+                        System.Math.Abs(diff) < 1.5m * meanfullValue)
+                    {
+                        res |= TradingMode.Bezpont;
+                    }
+                }
+            }
+
+            return res;
+        }
+
+        private async Task<ImmutableDictionary<TradingEvent, decimal>> CalcTimeWindowAverageValue(ITradeDataItem message, bool calcOpens = false)
         {
             var res = TraderUtils.GetInitDict(Constants.BlockingCoefficient);
             var cacheSize = TimeSpan.FromSeconds(60 * 60);
             var data = await _tradeDataProvider.GetDataForTimeWindow(message.Figi, cacheSize, selector: (i) => i.Direction == 1);
+
+            if (calcOpens)
+            {
+                var re = MovingAverage.CheckByWindowAverageMean2(data, 100, 15, 300, -2m, 2m);
+
+                if ((re.events & TradingEvent.OpenShort) == TradingEvent.OpenShort)
+                {
+                    res[TradingEvent.OpenShort] = Constants.PowerUppingCoefficient;
+                }
+                if ((re.events & TradingEvent.OpenLong) == TradingEvent.OpenLong)
+                {
+                    res[TradingEvent.OpenLong] = Constants.PowerUppingCoefficient;
+                }
+            }
+
             var closings = MovingAverage.CheckByWindowAverageMean2(data, data.Length, 15, 300, -5m, 5m);
-            //var re = MovingAverage.CheckByWindowAverageMean2(data, 100, 15, 300, -4m, 4m);
             if (closings.smallWindowAv != 0)
             {
                 await _tradeDataProvider.LogPrice(message, "maw_small", closings.smallWindowAv);
                 await _tradeDataProvider.LogPrice(message, "maw_big", closings.bigWindowAv);
             }
-            //if ((re.events & TradingEvent.OpenShort) == TradingEvent.OpenShort)
-            //{
-            //    res[TradingEvent.OpenShort] = Constants.PowerUppingCoefficient;
-            //}
-            //if ((re.events & TradingEvent.OpenLong) == TradingEvent.OpenLong)
-            //{
-            //    res[TradingEvent.OpenLong] = Constants.PowerUppingCoefficient;
-            //}
             if ((closings.events & TradingEvent.CloseShort) == TradingEvent.CloseShort)
             {
                 res[TradingEvent.CloseShort] = Constants.PowerUppingCoefficient;
@@ -265,7 +350,24 @@ namespace KLHZ.Trader.Core.Exchange.Services
             return res.ToImmutableDictionary();
         }
 
-        private async Task<ImmutableDictionary<TradingEvent, decimal>> ProcessPirson(PirsonCalculatingResult pirson, ITradeDataItem message)
+        private ImmutableDictionary<TradingEvent, decimal> ProcessTradingMode(TradingMode mode)
+        {
+            var res = TraderUtils.GetInitDict(1);
+            if ((mode & TradingMode.Growing) == TradingMode.Growing)
+            {
+                res[TradingEvent.OpenShort] = Constants.BlockingCoefficient;
+                res[TradingEvent.OpenLong] = Constants.UppingCoefficient;
+            }
+            if ((mode & TradingMode.Falling) == TradingMode.Growing)
+            {
+                res[TradingEvent.OpenLong] = Constants.BlockingCoefficient;
+                res[TradingEvent.OpenShort] = Constants.UppingCoefficient;
+            }
+
+            return res.ToImmutableDictionary();
+        }
+
+        private ImmutableDictionary<TradingEvent, decimal> ProcessPirson(PirsonCalculatingResult pirson, ITradeDataItem message)
         {
             var res = TraderUtils.GetInitDict(Constants.BlockingCoefficient);
             if (pirson.Success && _pirsonValues.TryGetValue(message.Figi, out var olddpirs))
@@ -282,6 +384,28 @@ namespace KLHZ.Trader.Core.Exchange.Services
                 }
 
 
+                if (pirson.Pirson > 0.5m && pirson.Pirson < 0.8m && (pirson.Pirson - olddpirs > 0.05m) && pirson.PriceDiff > 0 && (pirson.TradesDiffRelative > 0.25m))
+                {
+                    res[TradingEvent.OpenLong] = Constants.PowerUppingCoefficient;
+                }
+
+                if (pirson.Pirson < -0.5m && pirson.Pirson > -0.8m && (pirson.Pirson - olddpirs < -0.05m) && pirson.PriceDiff < 0 && (pirson.TradesDiffRelative > 0.25m))
+                {
+                    res[TradingEvent.OpenShort] = Constants.PowerUppingCoefficient;
+                }
+
+                //if (pirson.Pirson > 0.7m && (pirson.Pirson > olddpirs) && pirson.PriceDiff > 0 && (pirson.TradesDiffRelative > 0.25m))
+                //{
+                //    res[TradingEvent.OpenLong] = Constants.UppingCoefficient;
+                //}
+
+                //if (pirson.Pirson < -0.7m && (pirson.Pirson < olddpirs) && pirson.PriceDiff < 0 && (pirson.TradesDiffRelative > 0.25m))
+                //{
+                //    res[TradingEvent.OpenShort] = Constants.UppingCoefficient;
+                //}
+
+
+
                 if (olddpirs > 0.9m && pirson.Pirson <= 0.9m && pirson.TradesDiffRelative < -0.1m && pirson.TradesDiff <= 0)
                 {
                     res[TradingEvent.CloseLong] = Constants.PowerUppingCoefficient;
@@ -314,7 +438,7 @@ namespace KLHZ.Trader.Core.Exchange.Services
             {
                 await _tradeDataProvider.LogPrice(message, "privcesDiff", pricesDiff);
                 await _tradeDataProvider.LogPrice(message, "tradevolume_diff", tradesDiff);
-                await _tradeDataProvider.AddData(message.Figi, "5min_diff", new Contracts.Declisions.Dtos.CachedValue()
+                await _tradeDataProvider.AddData(message.Figi, "5min_diff", new TradeDataItem()
                 {
                     Time = message.Time,
                     Value2 = tradesDiff,
@@ -356,8 +480,16 @@ namespace KLHZ.Trader.Core.Exchange.Services
             var state = ExchangeScheduler.GetCurrentState(message.Time);
             if (!message.IsHistoricalData && state == ExchangeState.ClearingTime)
             {
+                if (_marginCloses.TryGetValue(string.Empty, out var time))
+                {
+                    if (message.Time - time < TimeSpan.FromHours(2))
+                    {
+                        return;
+                    }
+                }
                 var futuresFigis = _portfolioWrapper.Accounts.Values.SelectMany(v => v.Assets.Values.Where(a => a.Type == AssetType.Futures)).ToArray();
                 await ClosePositions(futuresFigis, message, false);
+                _marginCloses[string.Empty] = message.Time;
             }
         }
 
@@ -453,6 +585,22 @@ namespace KLHZ.Trader.Core.Exchange.Services
                 }
 
                 SupportLevels[message.Figi] = finalLevels;
+                if (SupportLevelsHistory.TryGetValue(message.Figi, out var list))
+                {
+                    list.AddLast(finalLevels);
+                    while (list.Last != null && list.First != null
+                        && list.Last.Value.Length > 0 && list.First.Value.Length > 0
+                        && (list.Last.Value[0].CalculatedAt - list.First.Value[0].CalculatedAt).TotalHours > 3)
+                    {
+                        list.RemoveFirst();
+                    }
+                }
+                else
+                {
+                    SupportLevelsHistory[message.Figi] = new LinkedList<SupportLevel[]>();
+                    SupportLevelsHistory[message.Figi].AddLast(finalLevels);
+                }
+
                 await _tradeDataProvider.LogPrice(message, "support_level_calc", message.Price);
             }
 
@@ -514,7 +662,7 @@ namespace KLHZ.Trader.Core.Exchange.Services
                     var closingResult = await _portfolioWrapper.Accounts[asset.AccountId].ClosePosition(message.Figi);
                     if (closingResult.Success)
                     {
-                        var profitText = profit == 0 ? string.Empty : ", профит {profit}";
+                        var profitText = profit == 0 ? string.Empty : $", профит {profit}";
                         mess = $"Закрываю позицию {asset.Figi} ({(asset.Count > 0 ? "лонг" : "шорт")}) на счёте {_portfolioWrapper.Accounts[asset.AccountId].AccountName}. Количество {(long)asset.Count}, цена ~{closingResult.ExecutedPrice / (settings?.PointPriceRub ?? 1)}, комиссия {closingResult.Comission}" + profitText;
                     }
                     else
@@ -565,7 +713,7 @@ namespace KLHZ.Trader.Core.Exchange.Services
         private async Task ExecuteDeclisions(ImmutableDictionary<TradingEvent, decimal> result, ITradeDataItem message, Stops st, int accountsForOpening = 1)
         {
             var state = ExchangeScheduler.GetCurrentState(message.Time);
-            if (result[TradingEvent.OpenLong] >= Constants.UppingCoefficient
+            if (result[TradingEvent.OpenLong] > Constants.UppingCoefficient
                 && state == ExchangeState.Open
                 )
             {
@@ -587,7 +735,7 @@ namespace KLHZ.Trader.Core.Exchange.Services
                 //await _tradeDataProvider.LogDeclision(DeclisionTradeAction.ResetStopsLong, valHigh, message.Time.AddMilliseconds(-RandomNumberGenerator.GetInt32(300, 1000)), message);
                 await _tradeDataProvider.LogDeclision(DeclisionTradeAction.ResetStopsLong, valLow, message.Time.AddMilliseconds(RandomNumberGenerator.GetInt32(300, 1000)), message);
             }
-            if (result[TradingEvent.OpenShort] >= Constants.UppingCoefficient
+            if (result[TradingEvent.OpenShort] > Constants.UppingCoefficient
                && state == ExchangeState.Open
                 )
             {
@@ -702,12 +850,15 @@ namespace KLHZ.Trader.Core.Exchange.Services
                         if (message.Price > nearestLevel.HighValue)
                         {
                             longStopLossShift = message.Price - nearestLevel.HighValue + additionalShift;
+                            shortStopLossShift = message.Price - nearestLevel.HighValue + additionalShift;
                         }
 
                         nearestLevel = levelsByDiffForShort[0];
                         if (message.Price < nearestLevel.LowValue)
                         {
                             shortStopLossShift = nearestLevel.LowValue - message.Price + additionalShift;
+                            longStopLossShift = nearestLevel.LowValue - message.Price + additionalShift;
+
                         }
                     }
                 }
@@ -751,6 +902,13 @@ namespace KLHZ.Trader.Core.Exchange.Services
                     var levelByTime = levelsByTime[0];
                     if (message.Price >= levelByTime.LowValue && message.Price < levelByTime.HighValue)
                     {
+                        var info = new AttachedInfo()
+                        {
+                            Key = Constants.PriceIsInSupportLevel,
+                            Value1 = levelByTime.LowValue,
+                            Value2 = levelByTime.HighValue,
+                        };
+                        message.SetAttachedInfo(info);
                         if (message.Price > levelByTime.Value)
                         {
                             res[TradingEvent.OpenLong] = Constants.BlockingCoefficient;
@@ -785,35 +943,46 @@ namespace KLHZ.Trader.Core.Exchange.Services
 
                         }
                     }
-                    else if (_oldItems.TryGetValue(message.Figi, out var old))
+                    else
                     {
-                        if (old.Price >= levelByTime.LowValue && old.Price < levelByTime.HighValue)
+                        var info = new AttachedInfo()
                         {
-                            var islevelUsed = false;
+                            Key = Constants.PriceIsNotInSupportLevel,
-                            if (_usedSupportLevels.TryGetValue(message.Figi, out var time))
+                            Value1 = levelByTime.LowValue,
+                            Value2 = levelByTime.HighValue,
+                        };
+                        message.SetAttachedInfo(info);
+                        if (_oldItems.TryGetValue(message.Figi, out var old))
+                        {
+                            if (old.Price >= levelByTime.LowValue && old.Price < levelByTime.HighValue)
                             {
-                                if (time == levelByTime.CalculatedAt)
+                                var islevelUsed = false;
+                                if (_usedSupportLevels.TryGetValue(message.Figi, out var time))
                                 {
-                                    islevelUsed = true;
+                                    if (time == levelByTime.CalculatedAt)
+                                    {
+                                        islevelUsed = true;
+                                    }
                                 }
-                            }
+                                if (!islevelUsed)
-                            if (!islevelUsed)
-                            {
-                                if (message.Price < levelByTime.LowValue)
                                 {
-                                    res[TradingEvent.OpenShort] = Constants.ForceExecuteCoefficient;
+                                    if (message.Price < levelByTime.LowValue)
-                                    res[TradingEvent.OpenLong] = Constants.ForceExecuteCoefficient;
+                                    {
-                                    _usedSupportLevels[message.Figi] = levelByTime.CalculatedAt;
+                                        res[TradingEvent.OpenShort] = Constants.UppingCoefficient;
-                                }
+                                        res[TradingEvent.OpenLong] = Constants.UppingCoefficient;
-                                else if (message.Price > levelByTime.HighValue)
+                                        _usedSupportLevels[message.Figi] = levelByTime.CalculatedAt;
-                                {
+                                    }
-                                    res[TradingEvent.OpenShort] = Constants.ForceExecuteCoefficient;
+                                    else if (message.Price > levelByTime.HighValue)
-                                    res[TradingEvent.OpenLong] = Constants.ForceExecuteCoefficient;
+                                    {
-                                    _usedSupportLevels[message.Figi] = levelByTime.CalculatedAt;
+                                        res[TradingEvent.OpenShort] = Constants.UppingCoefficient;
+                                        res[TradingEvent.OpenLong] = Constants.UppingCoefficient;
+                                        _usedSupportLevels[message.Figi] = levelByTime.CalculatedAt;
+                                    }
                                 }
                             }
                         }
                     }
+
                 }
             }
             return res.ToImmutableDictionary();

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

@@ -89,23 +89,6 @@ namespace KLHZ.Trader.Core.Exchange.Services
             return ValueTask.FromResult(Array.Empty<ITradeDataItem>());
         }
 
-        public ValueTask<ITradeDataItem[]> GetDataFrom20SecondsWindowCache2(string figi, string key)
-        {
-            return GetDataForTimeWindow(figi, TimeSpan.FromSeconds(20), key);
-        }
-
-        public ValueTask<ITradeDataItem[]> GetDataFrom1MinuteWindowCache2(string figi, string key)
-        {
-            return GetDataForTimeWindow(figi, TimeSpan.FromSeconds(60), key);
-        }
-        public ValueTask<ITradeDataItem[]> GetDataFrom5MinuteWindowCache2(string figi, string key)
-        {
-            return GetDataForTimeWindow(figi, TimeSpan.FromMinutes(5), key);
-        }
-        public ValueTask<ITradeDataItem[]> GetDataFrom15MinuteWindowCache2(string figi, string key)
-        {
-            return GetDataForTimeWindow(figi, TimeSpan.FromMinutes(15), key);
-        }
         public async ValueTask AddOrderbook(IOrderbook orderbook)
         {
             if (!_historyCash3.TryGetValue(orderbook.Figi, out var unit))

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

@@ -1,4 +1,4 @@
-using KLHZ.Trader.Core.Exchange.Models.Trading;
+using KLHZ.Trader.Core.Exchange.Models.Trading.Enums;
 
 namespace KLHZ.Trader.Core.Exchange.Utils
 {