обновление стратегии + фикс скидывания IMOEXF

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

@@ -9,5 +9,6 @@ namespace KLHZ.Trader.Core.Contracts.Messaging.Dtos.Interfaces
         public decimal? RecomendPrice { get; }
         public long Count { get; }
         public string AccountId { get; }
+        public bool EnableMargin { get; }
     }
 }

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

@@ -10,5 +10,6 @@ namespace KLHZ.Trader.Core.Contracts.Messaging.Dtos
         public decimal? RecomendPrice { get; init; }
         public long Count { get; init; }
         public required string AccountId { get; init; }
+        public bool EnableMargin { get; init; } = true;
     }
 }

KLHZ.Trader.Core.Math/Common/Lines.cs

@@ -10,10 +10,10 @@
             return (x, y);
         }
 
-        public static bool IsLinesCrossing(DateTime time1, DateTime time2, decimal val1_1, decimal val1_2, decimal val2_1, decimal val2_2)
+        public static (bool res,DateTime x, decimal y) IsLinesCrossing(DateTime time1, DateTime time2, decimal val1_1, decimal val1_2, decimal val2_1, decimal val2_2)
         {
             var dtime = (decimal)(time2 - time1).TotalSeconds;
-            if (dtime == 0) return false;
+            if (dtime == 0) return (false, DateTime.MinValue,0);
             var dval1 = val1_2 - val1_1;
             var k1 = dval1 / dtime;
             var b1 = val1_1;
@@ -28,10 +28,10 @@
                 if (cross.x >= 0 && cross.x <= dtime)
                 {
                     var crossingTimestamp = time1.AddSeconds((double)cross.x);
-                    return crossingTimestamp >= time1 && crossingTimestamp <= time2;
+                    return (crossingTimestamp >= time1 && crossingTimestamp <= time2, crossingTimestamp, cross.y);
                 }
             }
-            return false;
+            return (false, DateTime.MinValue, 0);
         }
     }
 }

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

@@ -29,11 +29,10 @@ namespace KLHZ.Trader.Core.Math.Declisions.Utils
             try
             {
                 var pricesForFinalComparison = new decimal[size];
-                var timesForFinalComparison = new DateTime[size];
                 var twavss = new decimal[size];
                 var twavbs = new decimal[size];
                 var times = new DateTime[size];
-
+                var crossings = new List<int>();
                 for (int shift = 0; shift < size - 1 && shift < prices.Length - 1; shift++)
                 {
                     s = shift;
@@ -43,7 +42,7 @@ namespace KLHZ.Trader.Core.Math.Declisions.Utils
                     var twavs = CalcTimeWindowAverageValue(timestamps, prices, smallWindow, shift);
                     var twavb = CalcTimeWindowAverageValue(timestamps, prices, bigWindow, shift);
                     pricesForFinalComparison[i2] = prices[prices.Length - 1 - shift];
-                    timesForFinalComparison[i2] = timestamps[prices.Length - 1 - shift];
+
                     if (shift == 0)
                     {
                         bigWindowAv = twavb.value;
@@ -52,11 +51,7 @@ namespace KLHZ.Trader.Core.Math.Declisions.Utils
                     twavss[i2] = twavs.value;
                     twavbs[i2] = twavb.value;
                     times[i2] = twavb.time;
-                    if (System.Math.Abs(twavb.value - prices[prices.Length - 1]) > 2 * meanfullStep)
+
-                    {
-                        res |= TradingEvent.StopBuy;
-                        return (res, bigWindowAv, smallWindowAv);
-                    }
                     if (shift > 0)
                     {
                         var isCrossing = Lines.IsLinesCrossing(
@@ -67,33 +62,63 @@ namespace KLHZ.Trader.Core.Math.Declisions.Utils
                             twavbs[i1 + 1],
                             twavbs[i2 + 1]);
 
-                        if (shift == 1 && !isCrossing) //если нет пересечения скользящих средний с окном 120 и 15 секунд между
+                        if (shift == 1 && !isCrossing.res) //если нет пересечения скользящих средний с окном 120 и 15 секунд между
                                                        //текущей и предыдущей точкой - можно не продолжать выполнение.
                         {
                             break;
                         }
-                        if (shift > 1 && isCrossing)
+
+                        if (isCrossing.res)
                         {
-                            // если фильтрация окном 120 наползает на окно 15 сверху, потенциальное время открытия лонга и закрытия шорта
+                            crossings.Add(i2);
-                            if (twavbs[size - 1] <= twavss[size - 1] && twavbs[size - 2] > twavss[size - 2])
+                            if (crossings.Count == 4 || (shift + 1 == size - 1 || shift + 1 == prices.Length - 1))
                             {
-                                if (pricesForFinalComparison[i2 + 1] - pricesForFinalComparison[size - 1] >= meanfullStep
+                                if ((shift + 1 == size - 1 || shift + 1 == prices.Length - 1))
-                                    && timesForFinalComparison[size - 1] - timesForFinalComparison[i2 + 1] >= timeForUptreandStart)
                                 {
-                                    res |= TradingEvent.UptrendStart;
+                                    crossings.Add(shift);
+                                }
+                                var diffTotal = pricesForFinalComparison[crossings[0]] - pricesForFinalComparison[crossings[1]];
+                                for (int crossingShift = 1; crossingShift < crossings.Count - 2; crossingShift++)
+                                {
+                                    var diff = pricesForFinalComparison[crossings[crossingShift]] - pricesForFinalComparison[crossings[crossingShift + 1]];
+                                    if (diff >= 0)
+                                    {
+                                        diffTotal += diff;
+                                    }
+                                    else
+                                    {
+                                        break;
+                                    }
+                                }
+
+                                // 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
+                                        && times[crossings[0]] - times[crossings[1]] >= timeForUptreandStart)
+                                    {
+                                        res |= TradingEvent.UptrendEnd;
+                                    }
+                                    break;
                                 }
-                                break;
                             }
 
-                            // если фильтрация окном 15 наползает на окно 120 сверху, потенциальное время закрытия лонга и возможно открытия шорта
+                            if (crossings.Count == 2 || (shift + 1 == size - 1 || shift + 1 == prices.Length - 1))
-                            if (twavss[size - 1] <= twavbs[size - 1] && twavss[size - 2] > twavbs[size - 2])
                             {
-                                if (pricesForFinalComparison[i2 + 1] - pricesForFinalComparison[size - 1] <= -meanfullStep
+                                if ((shift + 1 == size - 1 || shift + 1 == prices.Length - 1))
-                                    && timesForFinalComparison[size - 1] - timesForFinalComparison[i2 + 1] >= timeForUptreandStart)
                                 {
-                                    res |= TradingEvent.UptrendEnd;
+                                    crossings.Add(shift);
+                                }
+                                // 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
+                                        && times[crossings[0]] - times[crossings[1]] >= timeForUptreandStart)
+                                    {
+                                        res |= TradingEvent.UptrendStart;
+                                    }
+                                    break;
                                 }
-                                break;
                             }
                         }
                     }

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

@@ -0,0 +1,69 @@
+using System;
+
+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));
+        }
+    }
+}

KLHZ.Trader.Core.Tests/LinesProcessingTest.cs

@@ -16,7 +16,7 @@ namespace KLHZ.Trader.Core.Tests
             var val2_1 = -0.5m;
             var val2_2 = 0.5m;
 
-            Assert.IsTrue(Lines.IsLinesCrossing(time1, time2, val1_1, val1_2, val2_1, val2_2));
+            Assert.IsTrue(Lines.IsLinesCrossing(time1, time2, val1_1, val1_2, val2_1, val2_2).res);
         }
 
         [Test]
@@ -31,7 +31,7 @@ namespace KLHZ.Trader.Core.Tests
             var val2_1 = 0.5m;
             var val2_2 = -0.5m;
 
-            Assert.IsFalse(Lines.IsLinesCrossing(time1, time2, val1_1, val1_2, val2_1, val2_2));
+            Assert.IsFalse(Lines.IsLinesCrossing(time1, time2, val1_1, val1_2, val2_1, val2_2).res);
         }
     }
 }

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

@@ -28,8 +28,6 @@ namespace KLHZ.Trader.Core.Exchange.Services
         private readonly IDataBus _dataBus;
         private readonly TraderDataProvider _tradeDataProvider;
         private readonly ILogger<Trader> _logger;
-        private readonly ConcurrentDictionary<string, DeferredTrade> DeferredLongOpens = new();
-        private readonly ConcurrentDictionary<string, DeferredTrade> DeferredLongCloses = new();
         private readonly ConcurrentDictionary<string, DateTime> OpeningStops = new();
         private readonly ConcurrentDictionary<string, InstrumentSettings> Leverages = new();
 
@@ -91,8 +89,8 @@ namespace KLHZ.Trader.Core.Exchange.Services
                     try
                     {
                         await _tradeDataProvider.AddData(message, TimeSpan.FromHours(7));
-                        await ProcessDeferredLongOpens(message, currentTime);
+                        //await ProcessDeferredLongOpens(message, currentTime);
-                        await ProcessDeferredLongCloses(message, currentTime);
+                        //await ProcessDeferredLongCloses(message, currentTime);
                         if (message.Figi == "FUTIMOEXF000")
                         {
                             var windowMaxSize = 1000;
@@ -131,7 +129,8 @@ namespace KLHZ.Trader.Core.Exchange.Services
                         {
                             AccountId = asset.AccountId,
                             Figi = message.Figi,
-                            CommandType = Contracts.Messaging.Dtos.Enums.TradeCommandType.MarketSell,
+                            CommandType = asset.Count < 0? Contracts.Messaging.Dtos.Enums.TradeCommandType.MarketBuy
+                                : Contracts.Messaging.Dtos.Enums.TradeCommandType.MarketSell,
                             Count = (long)asset.Count,
                             RecomendPrice = null,
                         });
@@ -146,7 +145,7 @@ namespace KLHZ.Trader.Core.Exchange.Services
             INewPrice message, int windowMaxSize)
         {
             var res = TradingEvent.None;
-            var resultMoveAvFull = MovingAverage.CheckByWindowAverageMean(data.timestamps, data.prices, windowMaxSize, 45, 180, TimeSpan.FromSeconds(30), 1m);
+            var resultMoveAvFull = MovingAverage.CheckByWindowAverageMean(data.timestamps, data.prices, windowMaxSize, 25, 120, TimeSpan.FromSeconds(20), 1.5m);
             //var resultLongClose = MovingAverage.CheckByWindowAverageMean(data.timestamps, data.prices, windowMaxSize, 15, 120, 1.5m).events;
 
             //ar uptrendStarts = LocalTrends.CheckByLocalTrends(data.timestamps, data.prices, TimeSpan.FromSeconds(120), TimeSpan.FromSeconds(20), 1.5m, 15);
@@ -172,15 +171,16 @@ namespace KLHZ.Trader.Core.Exchange.Services
                 && !OpeningStops.TryGetValue(message.Figi, out _)
                 && state == ExchangeState.Open
                 && data.timestamps.Length > 1
-                && (data.timestamps[data.timestamps.Length - 1] - data.timestamps[data.timestamps.Length - 2] < TimeSpan.FromMinutes(1)))
+                && (data.timestamps[data.timestamps.Length - 1] - data.timestamps[data.timestamps.Length - 2] < TimeSpan.FromMinutes(1))
+                )
             {
-                var fullData = await _tradeDataProvider.GetData(message.Figi, TimeSpan.FromMinutes(60));
+                var fullData = await _tradeDataProvider.GetData(message.Figi, TimeSpan.FromMinutes(30));
                 if (fullData.isFullIntervalExists)
                 {
                     var max = fullData.prices.Max();
                     var min = fullData.prices.Min();
 
-                    if (max - min < 15 && fullData.prices.Last() - fullData.prices.First() < 4)
+                    if (max - min < 15 && fullData.prices.Last() - fullData.prices.First() < 4 && fullData.prices.Last() - fullData.prices.First()>-4)
                     {
                         if (!message.IsHistoricalData && BotModeSwitcher.CanPurchase())
                         {
@@ -209,7 +209,7 @@ namespace KLHZ.Trader.Core.Exchange.Services
                         }
                         else
                         {
-                            await LogDeclision(DeclisionTradeAction.OpenLong, message);
+                           await LogDeclision(DeclisionTradeAction.OpenLong, message);
                         }
                     }
                 }
@@ -281,114 +281,6 @@ namespace KLHZ.Trader.Core.Exchange.Services
             }
         }
 
-        private async Task ProcessDeferredLongOpens(INewPrice message, DateTime currentTime)
-        {
-            if (message.Figi == "FUTIMOEXF000")
-            {
-                DeferredTrade? longOpen;
-                DeferredLongOpens.TryGetValue(message.Figi, out longOpen);
-                if (longOpen != null)
-                {
-                    var t = currentTime;
-                    if (longOpen.Time <= t
-                        && t - longOpen.Time < TimeSpan.FromMinutes(3))
-                    {
-                        DeferredLongOpens.TryRemove(message.Figi, out _);
-                        if (message.Value - longOpen.Price < 1)
-                        {
-                            if (!message.IsHistoricalData && BotModeSwitcher.CanPurchase())
-                            {
-                                var accounts = _tradeDataProvider.Accounts
-                                    .Where(a => !a.Value.Assets.ContainsKey(message.Figi))
-                                    .ToArray();
-                                foreach (var acc in accounts)
-                                {
-                                    if (IsBuyAllowed(acc.Value, message.Value, 1, _accountCashPartFutures, _accountCashPart))
-                                    {
-                                        if (RandomNumberGenerator.GetInt32(100) > 50)
-                                        {
-                                            await _dataBus.Broadcast(new TradeCommand()
-                                            {
-                                                AccountId = acc.Value.AccountId,
-                                                Figi = message.Figi,
-                                                CommandType = Contracts.Messaging.Dtos.Enums.TradeCommandType.MarketBuy,
-                                                Count = 1,
-                                                RecomendPrice = null,
-                                            });
-                                        }
-
-                                        await LogDeclision(DeclisionTradeAction.OpenLong, message);
-                                    }
-                                }
-                            }
-                            else
-                            {
-                                await LogDeclision(DeclisionTradeAction.OpenLong, message);
-                            }
-                        }
-                    }
-                }
-            }
-        }
-
-        private async Task ProcessDeferredLongCloses(INewPrice message, DateTime currentTime)
-        {
-            if (message.Figi == "FUTIMOEXF000")
-            {
-                DeferredTrade? longClose;
-                DeferredLongCloses.TryGetValue(message.Figi, out longClose);
-                if (longClose != null)
-                {
-                    if (longClose.Time <= currentTime)
-                    {
-                        DeferredLongCloses.TryRemove(message.Figi, out _);
-                        if (longClose.Price - message.Value < 1)
-                        {
-                            var assetType = _tradeDataProvider.GetAssetTypeByFigi(message.Figi);
-                            if (!message.IsHistoricalData && BotModeSwitcher.CanSell())
-                            {
-                                var assetsForClose = _tradeDataProvider.Accounts
-                                    .SelectMany(a => a.Value.Assets.Values)
-                                    .Where(a => a.Figi == message.Figi && a.Count > 0)
-                                    .ToArray();
-                                foreach (var asset in assetsForClose)
-                                {
-                                    var profit = 0m;
-
-                                    if (assetType == AssetType.Common && asset.Count > 0)
-                                    {
-                                        profit = TradingCalculator.CaclProfit(asset.BoughtPrice, message.Value,
-                                            GetComission(assetType), 1, false);
-                                    }
-                                    if (assetType == AssetType.Futures)
-                                    {
-                                        profit = TradingCalculator.CaclProfit(asset.BoughtPrice, message.Value,
-                                            GetComission(assetType), GetLeverage(message.Figi, asset.Count < 0), asset.Count < 0);
-                                    }
-                                    if (profit > 0)
-                                    {
-                                        await _dataBus.Broadcast(new TradeCommand()
-                                        {
-                                            AccountId = asset.AccountId,
-                                            Figi = message.Figi,
-                                            CommandType = Contracts.Messaging.Dtos.Enums.TradeCommandType.MarketSell,
-                                            Count = (long)asset.Count,
-                                            RecomendPrice = null,
-                                        });
-                                        await LogDeclision(DeclisionTradeAction.CloseLong, message, profit);
-                                    }
-                                }
-                            }
-                            else
-                            {
-                                await LogDeclision(DeclisionTradeAction.CloseLong, message);
-                            }
-                        }
-                    }
-                }
-            }
-        }
-
         private async Task LogPrice(INewPrice message, string processor, decimal value)
         {
             await _tradeDataProvider.LogPrice(new ProcessedPrice()

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

@@ -1,4 +1,5 @@
-using KLHZ.Trader.Core.Contracts.Declisions.Interfaces;
+using Google.Protobuf.WellKnownTypes;
+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;
@@ -108,7 +109,7 @@ namespace KLHZ.Trader.Core.Exchange.Services
 
         public async Task Init()
         {
-            await _initSemaphore.WaitAsync(TimeSpan.FromSeconds(15));
+            await _initSemaphore.WaitAsync(TimeSpan.FromSeconds(3));
             try
             {
                 var shares = await _investApiClient.Instruments.SharesAsync();
@@ -416,5 +417,11 @@ namespace KLHZ.Trader.Core.Exchange.Services
                 }
             }
         }
+
+        public ValueTask<Asset[]> GetAssetsByFigi(string figi)
+        {
+            var assets = Accounts.Values.SelectMany(a => a.Assets.Values.Where(aa => aa.Figi == figi)).ToArray();
+            return ValueTask.FromResult(assets);
+        }
     }
 }

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

@@ -63,7 +63,7 @@ namespace KLHZ.Trader.Core.Exchange.Services
                     Direction = dir,
                     OrderType = OrderType.Market,
                     Quantity = tradeCommand.Count,
-                    ConfirmMarginTrade = true,
+                    ConfirmMarginTrade = tradeCommand.EnableMargin,
                 };
 
                 var res = await _investApiClient.Orders.PostOrderAsync(req);

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

@@ -2,6 +2,7 @@
 using KLHZ.Trader.Core.Contracts.Messaging.Dtos;
 using KLHZ.Trader.Core.Contracts.Messaging.Dtos.Enums;
 using KLHZ.Trader.Core.Contracts.Messaging.Interfaces;
+using KLHZ.Trader.Core.Exchange.Services;
 using Microsoft.Extensions.Logging;
 using Microsoft.Extensions.Options;
 using System.Collections.Immutable;
@@ -17,8 +18,10 @@ namespace KLHZ.Trader.Core.TG.Services
         private readonly ImmutableArray<long> _admins = [];
         private readonly IDataBus _eventBus;
         private readonly ILogger<BotMessagesHandler> _logger;
-        public BotMessagesHandler(IDataBus eventBus, IOptions<TgBotConfig> options, ILogger<BotMessagesHandler> logger)
+        private readonly TraderDataProvider _traderDataProvider;
+        public BotMessagesHandler(IDataBus eventBus, IOptions<TgBotConfig> options, ILogger<BotMessagesHandler> logger, TraderDataProvider traderDataProvider)
         {
+            _traderDataProvider  = traderDataProvider;
             _logger = logger;
             _eventBus = eventBus;
             _admins = ImmutableArray.CreateRange(options.Value.Admins);
@@ -74,15 +77,24 @@ namespace KLHZ.Trader.Core.TG.Services
                             }
                         case "продать IMOEXF":
                             {
-                                var command = new TradeCommand()
+
+                                var assets = await _traderDataProvider.GetAssetsByFigi("FUTIMOEXF000");
+                                foreach(var asset in assets)
                                 {
-                                    AccountId = "2274189208",
+                                    if (asset.Count > 0)
-                                    CommandType = TradeCommandType.MarketSell,
+                                    {
-                                    RecomendPrice = null,
+                                        var command = new TradeCommand()
-                                    Figi = "FUTIMOEXF000",
+                                        {
-                                    Count = 1,
+                                            AccountId = asset.AccountId,
-                                };
+                                            CommandType = TradeCommandType.MarketSell,
-                                await _eventBus.Broadcast(command);
+                                            RecomendPrice = null,
+                                            Figi = asset.Figi,
+                                            Count = (long)asset.Count,
+                                        };
+                                        await _eventBus.Broadcast(command);
+                                    }
+                                }
+
                                 break;
                             }
                         case "купить IMOEXF":

KLHZ.Trader.Service/Controllers/PlayController.cs

@@ -52,33 +52,61 @@ namespace KLHZ.Trader.Service.Controllers
             }
         }
 
-        [HttpGet]
+        ////[HttpGet]
-        public async Task LoadTradesToHistory(string figi)
+        //public async Task LoadTradesToHistory(string figi)
-        {
+        //{
-            try
+        //    try
-            {
+        //    {
-                using var context1 = await _dbContextFactory.CreateDbContextAsync();
+        //        using var context1 = await _dbContextFactory.CreateDbContextAsync();
-                context1.ChangeTracker.QueryTrackingBehavior = QueryTrackingBehavior.NoTracking;
+        //        context1.ChangeTracker.QueryTrackingBehavior = QueryTrackingBehavior.NoTracking;
-                var data = await context1.InstrumentTrades
+        //        var data = await context1.InstrumentTrades
-                    .Where(c => c.Figi == figi)
+        //            .Where(c => c.Figi == figi)
-                    .OrderBy(c => c.BoughtAt)
+        //            .OrderBy(c => c.BoughtAt)
-                    .Select(c => new PriceChange()
+        //            .Select(c => new PriceChange()
-                    {
+        //            {
-                        Figi = figi,
+        //                Figi = figi,
-                        Ticker = c.Ticker,
+        //                Ticker = c.Ticker,
-                        Time = c.BoughtAt,
+        //                Time = c.BoughtAt,
-                        Value = c.Price,
+        //                Value = c.Price,
-                        IsHistoricalData = true
+        //                IsHistoricalData = true
-                    })
+        //            })
-                    .ToArrayAsync();
+        //            .ToArrayAsync();
-                await context1.PriceChanges.Where(p => p.Figi == figi).ExecuteDeleteAsync();
+        //        await context1.PriceChanges.Where(p => p.Figi == figi).ExecuteDeleteAsync();
-                await context1.PriceChanges.AddRangeAsync(data);
+        //        await context1.PriceChanges.AddRangeAsync(data);
-                await context1.SaveChangesAsync();
+        //        await context1.SaveChangesAsync();
-            }
+        //    }
-            catch (Exception ex)
+        //    catch (Exception ex)
-            {
+        //    {
 
-            }
+        //    }
-        }
+        //}
+        ////[HttpGet]
+        //public async Task LoadTradesToHistory(string figi)
+        //{
+        //    try
+        //    {
+        //        using var context1 = await _dbContextFactory.CreateDbContextAsync();
+        //        context1.ChangeTracker.QueryTrackingBehavior = QueryTrackingBehavior.NoTracking;
+        //        var data = await context1.InstrumentTrades
+        //            .Where(c => c.Figi == figi)
+        //            .OrderBy(c => c.BoughtAt)
+        //            .Select(c => new PriceChange()
+        //            {
+        //                Figi = figi,
+        //                Ticker = c.Ticker,
+        //                Time = c.BoughtAt,
+        //                Value = c.Price,
+        //                IsHistoricalData = true
+        //            })
+        //            .ToArrayAsync();
+        //        await context1.PriceChanges.Where(p => p.Figi == figi).ExecuteDeleteAsync();
+        //        await context1.PriceChanges.AddRangeAsync(data);
+        //        await context1.SaveChangesAsync();
+        //    }
+        //    catch (Exception ex)
+        //    {
+
+        //    }
+        //}
     }
 }