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Author SHA1 Message Date
vlad zverzhkhovskiy ac7c985019 фиксация
test / deploy_trader_prod (push) Successful in 2m41s Details
2025-09-24 14:45:16 +03:00
vlad zverzhkhovskiy 3afd839265 фиксаиця 2025-09-24 14:23:24 +03:00
5 changed files with 83 additions and 38 deletions
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1
KLHZ.Trader.Core.Math/Declisions/Dtos/FFT/FFTAnalyzeResult.cs
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@ -9,6 +9,7 @@
public decimal Mediana { get; init; } public decimal Mediana { get; init; }
public decimal Upper30Decil { get; init; } public decimal Upper30Decil { get; init; }
public decimal Lower20Decil { get; init; } public decimal Lower20Decil { get; init; }
public int Length { get; init; }
public DateTime LastTime { get; init; } public DateTime LastTime { get; init; }
public DateTime StartTime { get; init; } public DateTime StartTime { get; init; }
public bool IsEmpty => this == Empty; public bool IsEmpty => this == Empty;

43
KLHZ.Trader.Core.Math/Declisions/Utils/FFT.cs
View File

@ -2,6 +2,7 @@
using KLHZ.Trader.Core.Math.Declisions.Dtos.FFT.Enums; using KLHZ.Trader.Core.Math.Declisions.Dtos.FFT.Enums;
using MathNet.Numerics; using MathNet.Numerics;
using MathNet.Numerics.IntegralTransforms; using MathNet.Numerics.IntegralTransforms;
using static System.Runtime.InteropServices.JavaScript.JSType;
namespace KLHZ.Trader.Core.Math.Declisions.Utils namespace KLHZ.Trader.Core.Math.Declisions.Utils
{ {
@ -51,6 +52,48 @@ namespace KLHZ.Trader.Core.Math.Declisions.Utils
Lower20Decil = newValues[(int)(newValues.Length * 0.2)], Lower20Decil = newValues[(int)(newValues.Length * 0.2)],
Max = newValues.Max(), Max = newValues.Max(),
Min = newValues.Min(), Min = newValues.Min(),
Length = values.Length,
};
}
public static FFTAnalyzeResult ReAnalyze(FFTAnalyzeResult result, string key, TimeSpan minPeriod, TimeSpan maxPeriod)
{
var tmp = new List<Harmonic>();
for (int i = 0; i < result.Harmonics.Length; i++)
{
var per = CaclHarmonycPeriod(result.LastTime - result.StartTime, result.Length, i);
if (per >= minPeriod && per <= maxPeriod)
{
tmp.Add(result.Harmonics[i]);
}
}
var harms = tmp.ToArray();
var newValues = new decimal[result.Length];
var newValues2 = new decimal[result.Length];
var time = result.StartTime;
var dt = (result.LastTime - result.StartTime).TotalSeconds / result.Length;
for (int i = 0; i < result.Length; i++)
{
var currentTime = time.AddSeconds(i* dt);
newValues[i] = (decimal)CalcAmplitude(harms, result.StartTime, currentTime);
newValues2[i] = (decimal)CalcExtremum(harms, result.StartTime, currentTime);
}
newValues = newValues.Order().ToArray();
var ma = newValues2.Max();
var mi = newValues2.Min();
return new FFTAnalyzeResult()
{
Key = key,
Harmonics = harms,
LastTime = result.LastTime,
StartTime = result.StartTime,
Mediana = newValues[newValues.Length / 2],
Upper30Decil = newValues[(int)(newValues.Length * 0.7)],
Lower20Decil = newValues[(int)(newValues.Length * 0.2)],
Max = newValues.Max(),
Min = newValues.Min(),
}; };
} }

6
KLHZ.Trader.Core/Exchange/Constants.cs
View File

@ -15,8 +15,8 @@
internal const decimal PowerUppingCoefficient = 1.69m; internal const decimal PowerUppingCoefficient = 1.69m;
internal const decimal UppingCoefficient = 1.3m; internal const decimal UppingCoefficient = 1.3m;
internal const decimal LowingCoefficient = .77m; internal const decimal LowingCoefficient = .76m;
internal const decimal PowerLowingCoefficient = .6m; internal const decimal PowerLowingCoefficient = .59m;
internal const decimal BlockingCoefficient = 0.1m; internal const decimal BlockingCoefficient = 0m;
} }
} }

67
KLHZ.Trader.Core/Exchange/Services/Trader.cs
View File

@ -21,7 +21,6 @@ using System.Collections.Concurrent;
using System.Collections.Immutable; using System.Collections.Immutable;
using System.Security.Cryptography; using System.Security.Cryptography;
using System.Threading.Channels; using System.Threading.Channels;
using Telegram.Bot.Types;
using Tinkoff.InvestApi; using Tinkoff.InvestApi;
using Asset = KLHZ.Trader.Core.Exchange.Models.AssetsAccounting.Asset; using Asset = KLHZ.Trader.Core.Exchange.Models.AssetsAccounting.Asset;
using AssetType = KLHZ.Trader.Core.Exchange.Models.AssetsAccounting.AssetType; using AssetType = KLHZ.Trader.Core.Exchange.Models.AssetsAccounting.AssetType;
@ -118,8 +117,10 @@ namespace KLHZ.Trader.Core.Exchange.Services
if (data.isFullIntervalExists) if (data.isFullIntervalExists)
{ {
var interpolatedData = SignalProcessing.InterpolateData(data.timestamps, data.prices, TimeSpan.FromSeconds(5)); var interpolatedData = SignalProcessing.InterpolateData(data.timestamps, data.prices, TimeSpan.FromSeconds(5));
fft = FFT.Analyze(interpolatedData.timestamps, interpolatedData.values, message.Figi, TimeSpan.FromMinutes(3), TimeSpan.FromMinutes(40)); var fftFull = FFT.Analyze(interpolatedData.timestamps, interpolatedData.values, message.Figi+"_full", TimeSpan.FromSeconds(15), TimeSpan.FromHours(24));
fft = FFT.ReAnalyze(fftFull, message.Figi, TimeSpan.FromMinutes(3), TimeSpan.FromMinutes(40));
await _tradeDataProvider.SetFFtResult(fft); await _tradeDataProvider.SetFFtResult(fft);
await _tradeDataProvider.SetFFtResult(fftFull);
} }
} }
else else
@ -168,7 +169,7 @@ namespace KLHZ.Trader.Core.Exchange.Services
await ClosePositions(assetsForClose, fakeMessage, false); await ClosePositions(assetsForClose, fakeMessage, false);
} }
} }
catch(Exception ex) catch (Exception ex)
{ {
} }
@ -283,7 +284,7 @@ namespace KLHZ.Trader.Core.Exchange.Services
} }
} }
#endregion #endregion
if (_tradingInstrumentsFigis.Contains(message.Figi) && message.Figi == "FUTIMOEXF000" && message.Direction==1) if (_tradingInstrumentsFigis.Contains(message.Figi) && message.Figi == "FUTIMOEXF000" && message.Direction == 1)
{ {
var currentTime = message.IsHistoricalData ? message.Time : DateTime.UtcNow; var currentTime = message.IsHistoricalData ? message.Time : DateTime.UtcNow;
try try
@ -308,11 +309,11 @@ namespace KLHZ.Trader.Core.Exchange.Services
} }
if (newMod == TradingMode.Growing && newMod != oldMod && !LongOpeningStops.ContainsKey(message.Figi)) if (newMod == TradingMode.Growing && newMod != oldMod && !LongOpeningStops.ContainsKey(message.Figi))
{ {
changeMods[TradingEvent.UptrendStart] = Constants.PowerUppingCoefficient; //changeMods[TradingEvent.UptrendStart] = Constants.PowerUppingCoefficient;
} }
if (newMod == TradingMode.Dropping && newMod != oldMod && !ShortOpeningStops.ContainsKey(message.Figi)) if (newMod == TradingMode.Dropping && newMod != oldMod && !ShortOpeningStops.ContainsKey(message.Figi))
{ {
changeMods[TradingEvent.DowntrendStart] = Constants.PowerUppingCoefficient; //changeMods[TradingEvent.DowntrendStart] = Constants.PowerUppingCoefficient;
} }
TradingModes[message.Figi] = newMod; TradingModes[message.Figi] = newMod;
if (oldMod != newMod) if (oldMod != newMod)
@ -383,7 +384,7 @@ namespace KLHZ.Trader.Core.Exchange.Services
} }
private async Task<Dictionary<TradingEvent, decimal>> GetWindowAverageStartData((DateTime[] timestamps, decimal[] prices) data, int smallWindow, int bigWindow, private async Task<Dictionary<TradingEvent, decimal>> GetWindowAverageStartData((DateTime[] timestamps, decimal[] prices) data, int smallWindow, int bigWindow,
INewPrice message, int windowMaxSize, decimal uptrendStartingDetectionMeanfullStep = 0m, decimal uptrendEndingDetectionMeanfullStep = 3m, decimal initValue = 1) INewPrice message, int windowMaxSize, decimal uptrendStartingDetectionMeanfullStep = 0m, decimal uptrendEndingDetectionMeanfullStep = 3m)
{ {
var resultMoveAvFull = MovingAverage.CheckByWindowAverageMean2(data.timestamps, data.prices, var resultMoveAvFull = MovingAverage.CheckByWindowAverageMean2(data.timestamps, data.prices,
windowMaxSize, smallWindow, bigWindow, uptrendStartingDetectionMeanfullStep, uptrendEndingDetectionMeanfullStep); windowMaxSize, smallWindow, bigWindow, uptrendStartingDetectionMeanfullStep, uptrendEndingDetectionMeanfullStep);
@ -397,13 +398,13 @@ INewPrice message, int windowMaxSize, decimal uptrendStartingDetectionMeanfullSt
res[TradingEvent.UptrendEnd] = Constants.PowerLowingCoefficient; res[TradingEvent.UptrendEnd] = Constants.PowerLowingCoefficient;
if ((resultMoveAvFull.events & TradingEvent.UptrendStart) == TradingEvent.UptrendStart) if ((resultMoveAvFull.events & TradingEvent.UptrendStart) == TradingEvent.UptrendStart)
{ {
res[TradingEvent.UptrendStart] = initValue; res[TradingEvent.UptrendStart] = Constants.PowerUppingCoefficient;
res[TradingEvent.DowntrendEnd] = initValue; res[TradingEvent.DowntrendEnd] = Constants.PowerUppingCoefficient;
} }
if ((resultMoveAvFull.events & TradingEvent.UptrendEnd) == TradingEvent.UptrendEnd) if ((resultMoveAvFull.events & TradingEvent.UptrendEnd) == TradingEvent.UptrendEnd)
{ {
res[TradingEvent.UptrendEnd] = initValue; res[TradingEvent.UptrendEnd] = Constants.PowerUppingCoefficient;
res[TradingEvent.DowntrendStart] = initValue; res[TradingEvent.DowntrendStart] = Constants.PowerUppingCoefficient;
} }
return res; return res;
} }
@ -459,7 +460,7 @@ INewPrice message, int windowMaxSize, decimal uptrendStartingDetectionMeanfullSt
} }
if (profit > 0) if (profit > 0)
{ {
profit= System.Math.Round(profit, 2); profit = System.Math.Round(profit, 2);
assetsForClose.Add(asset); assetsForClose.Add(asset);
messages.Add($"Закрываю позицию {asset.Figi} ({(asset.Count > 0 ? "лонг" : "шорт")}) на счёте {_portfolioWrapper.Accounts[asset.AccountId].AccountName}. Количество {(long)asset.Count}, цена ~{price}, профит {profit}"); messages.Add($"Закрываю позицию {asset.Figi} ({(asset.Count > 0 ? "лонг" : "шорт")}) на счёте {_portfolioWrapper.Accounts[asset.AccountId].AccountName}. Количество {(long)asset.Count}, цена ~{price}, профит {profit}");
if (loggedDeclisions == 0) if (loggedDeclisions == 0)
@ -497,7 +498,7 @@ INewPrice message, int windowMaxSize, decimal uptrendStartingDetectionMeanfullSt
{ {
Text = $"Открываю позицию {message.Figi} ({(positionType == PositionType.Long ? "лонг" : "шорт")}) " + Text = $"Открываю позицию {message.Figi} ({(positionType == PositionType.Long ? "лонг" : "шорт")}) " +
$"на счёте {acc.AccountName}. Количество {(positionType == PositionType.Long ? "" : "-")}{count}, " + $"на счёте {acc.AccountName}. Количество {(positionType == PositionType.Long ? "" : "-")}{count}, " +
$"цена ~{System.Math.Round(message.Value,2)}. Стоп лосс: {(positionType == PositionType.Long ? "-" : "+")}{stopLossShift}. " + $"цена ~{System.Math.Round(message.Value, 2)}. Стоп лосс: {(positionType == PositionType.Long ? "-" : "+")}{stopLossShift}. " +
$"Тейк профит: {(positionType == PositionType.Long ? "+" : "-")}{takeProfitShift}" $"Тейк профит: {(positionType == PositionType.Long ? "+" : "-")}{takeProfitShift}"
}); });
} }
@ -520,7 +521,7 @@ INewPrice message, int windowMaxSize, decimal uptrendStartingDetectionMeanfullSt
return; return;
} }
//var resTask1 = GetWindowAverageStartData(data, 30, 180, message, windowMaxSize, -2m, 2m,3); //var resTask1 = GetWindowAverageStartData(data, 30, 180, message, windowMaxSize, -2m, 2m,3);
var resTask1 = GetWindowAverageStartData(data, 30, 180, message, windowMaxSize, 0m, 0.5m, 2*Constants.PowerUppingCoefficient); var resTask1 = GetWindowAverageStartData(data, 30, 180, message, windowMaxSize, 0m, 0.5m);
//var resTask3 = GetWindowAverageStartData(data, 30, 180, message, windowMaxSize, 0, 0,0.7m); //var resTask3 = GetWindowAverageStartData(data, 30, 180, message, windowMaxSize, 0, 0,0.7m);
var getFFTModsTask = GetFFTMods(message); var getFFTModsTask = GetFFTMods(message);
//var getAreasModsTask = GetAreasMods(data, message); //var getAreasModsTask = GetAreasMods(data, message);
@ -539,9 +540,9 @@ INewPrice message, int windowMaxSize, decimal uptrendStartingDetectionMeanfullSt
//result = MergeResults(result, resTask2.Result.ToImmutableDictionary()); //result = MergeResults(result, resTask2.Result.ToImmutableDictionary());
//result = MergeResults(result, resTask3.Result.ToImmutableDictionary()); //result = MergeResults(result, resTask3.Result.ToImmutableDictionary());
result = MergeResultsMax(result, changeModeData); result = MergeResultsMax(result, changeModeData);
result = MergeResultsMult(result, getFFTModsTask.Result); //result = MergeResultsMult(result, getFFTModsTask.Result);
////result = MergeResults(result, getAreasModsTask.Result); //////result = MergeResults(result, getAreasModsTask.Result);
result = MergeResultsMult(result, getSellsDiffsModsTask.Result); //result = MergeResultsMult(result, getSellsDiffsModsTask.Result);
result = MergeResultsMult(result, getTradingModeModsTask.Result); result = MergeResultsMult(result, getTradingModeModsTask.Result);
if (result[TradingEvent.UptrendStart] > Constants.UppingCoefficient if (result[TradingEvent.UptrendStart] > Constants.UppingCoefficient
@ -565,7 +566,7 @@ INewPrice message, int windowMaxSize, decimal uptrendStartingDetectionMeanfullSt
await LogDeclision(DeclisionTradeAction.ResetStopsLong, message.Value + stops.takeProfit, message.Time.AddMilliseconds(-RandomNumberGenerator.GetInt32(300, 1000)), message); await LogDeclision(DeclisionTradeAction.ResetStopsLong, message.Value + stops.takeProfit, message.Time.AddMilliseconds(-RandomNumberGenerator.GetInt32(300, 1000)), message);
await LogDeclision(DeclisionTradeAction.ResetStopsLong, message.Value - stops.stopLoss, message.Time.AddMilliseconds(RandomNumberGenerator.GetInt32(300, 1000)), message); await LogDeclision(DeclisionTradeAction.ResetStopsLong, message.Value - stops.stopLoss, message.Time.AddMilliseconds(RandomNumberGenerator.GetInt32(300, 1000)), message);
} }
if (result[TradingEvent.DowntrendStart] > Constants.PowerUppingCoefficient if (result[TradingEvent.DowntrendStart] > Constants.UppingCoefficient
&& !ShortOpeningStops.ContainsKey(message.Figi) && !ShortOpeningStops.ContainsKey(message.Figi)
&& state == ExchangeState.Open && state == ExchangeState.Open
) )
@ -725,6 +726,7 @@ INewPrice message, int windowMaxSize, decimal uptrendStartingDetectionMeanfullSt
if (!largeData.isFullIntervalExists && smallData.isFullIntervalExists) if (!largeData.isFullIntervalExists && smallData.isFullIntervalExists)
{ {
largeData = await _tradeDataProvider.GetData(figi, TimeSpan.FromMinutes(30)); largeData = await _tradeDataProvider.GetData(figi, TimeSpan.FromMinutes(30));
smallData = await _tradeDataProvider.GetData(figi, TimeSpan.FromMinutes(10));
} }
if (!largeData.isFullIntervalExists && smallData.isFullIntervalExists) if (!largeData.isFullIntervalExists && smallData.isFullIntervalExists)
{ {
@ -743,11 +745,11 @@ INewPrice message, int windowMaxSize, decimal uptrendStartingDetectionMeanfullSt
{ {
res = TradingMode.SlowDropping; res = TradingMode.SlowDropping;
} }
if ((largeDataRes > 5 && smallDataRes > 0)||smallDataRes>7) if ((largeDataRes > 5 && smallDataRes > 0) || smallDataRes > 7)
{ {
res = TradingMode.Growing; res = TradingMode.Growing;
} }
if ((largeDataRes < -5 && smallDataRes < 0)|| smallDataRes<-7) if ((largeDataRes < -5 && smallDataRes < 0) || smallDataRes < -7)
{ {
res = TradingMode.Dropping; res = TradingMode.Dropping;
} }
@ -810,11 +812,10 @@ INewPrice message, int windowMaxSize, decimal uptrendStartingDetectionMeanfullSt
var res = GetInitDict(1); var res = GetInitDict(1);
var position = await CheckHarmonicPosition(message); var position = await CheckHarmonicPosition(message);
if (position == ValueAmplitudePosition.LowerThenMediana) if (position == ValueAmplitudePosition.LowerThenMediana)
{ {
//res[TradingEvent.UptrendStart] = Constants.UppingCoefficient; //res[TradingEvent.UptrendStart] = Constants.UppingCoefficient;
res[TradingEvent.DowntrendEnd] = Constants.PowerUppingCoefficient; res[TradingEvent.DowntrendEnd] = Constants.UppingCoefficient;
//res[TradingEvent.UptrendEnd] = Constants.LowingCoefficient; //res[TradingEvent.UptrendEnd] = Constants.LowingCoefficient;
res[TradingEvent.DowntrendStart] = Constants.BlockingCoefficient; res[TradingEvent.DowntrendStart] = Constants.BlockingCoefficient;
} }
@ -823,7 +824,7 @@ INewPrice message, int windowMaxSize, decimal uptrendStartingDetectionMeanfullSt
res[TradingEvent.UptrendStart] = Constants.BlockingCoefficient; res[TradingEvent.UptrendStart] = Constants.BlockingCoefficient;
//res[TradingEvent.DowntrendEnd] = Constants.LowingCoefficient; //res[TradingEvent.DowntrendEnd] = Constants.LowingCoefficient;
//res[TradingEvent.UptrendEnd] = Constants.UppingCoefficient; //res[TradingEvent.UptrendEnd] = Constants.UppingCoefficient;
res[TradingEvent.DowntrendStart] = Constants.PowerUppingCoefficient; res[TradingEvent.DowntrendStart] = Constants.UppingCoefficient;
} }
return res.ToImmutableDictionary(); return res.ToImmutableDictionary();
} }
@ -890,8 +891,8 @@ INewPrice message, int windowMaxSize, decimal uptrendStartingDetectionMeanfullSt
{ {
uptrendStartMode *= Constants.UppingCoefficient; uptrendStartMode *= Constants.UppingCoefficient;
downstartMode *= Constants.UppingCoefficient; downstartMode *= Constants.UppingCoefficient;
uptrendEndMode *=Constants.BlockingCoefficient; uptrendEndMode *= Constants.LowingCoefficient;
downtrendEndMode *= Constants.BlockingCoefficient; downtrendEndMode *= Constants.LowingCoefficient;
} }
//else if (System.Math.Abs(bys_rel) <= 0.2m && System.Math.Abs(sells_rel) <= 0.2m) //else if (System.Math.Abs(bys_rel) <= 0.2m && System.Math.Abs(sells_rel) <= 0.2m)
//{ //{
@ -920,23 +921,23 @@ INewPrice message, int windowMaxSize, decimal uptrendStartingDetectionMeanfullSt
} }
if (mode == TradingMode.Growing) if (mode == TradingMode.Growing)
{ {
res[TradingEvent.UptrendEnd] = Constants.PowerLowingCoefficient; res[TradingEvent.UptrendEnd] = Constants.LowingCoefficient;
res[TradingEvent.UptrendStart] = 10; res[TradingEvent.UptrendStart] = Constants.UppingCoefficient;
res[TradingEvent.DowntrendStart] = Constants.BlockingCoefficient; res[TradingEvent.DowntrendStart] = Constants.BlockingCoefficient;
res[TradingEvent.DowntrendEnd] = Constants.PowerUppingCoefficient; res[TradingEvent.DowntrendEnd] = Constants.PowerUppingCoefficient;
} }
if (mode == TradingMode.Stable) if (mode == TradingMode.Stable)
{ {
res[TradingEvent.UptrendEnd] = 1; //res[TradingEvent.UptrendEnd] = 1;
//res[TradingEvent.UptrendStart] = Constants.UppingCoefficient; res[TradingEvent.UptrendStart] = Constants.LowingCoefficient;
//res[TradingEvent.DowntrendEnd] = Constants.UppingCoefficient; //res[TradingEvent.DowntrendEnd] = Constants.UppingCoefficient;
// res[TradingEvent.DowntrendStart] = Constants.BlockingCoefficient; res[TradingEvent.DowntrendStart] = Constants.LowingCoefficient;
} }
if (mode == TradingMode.SlowDropping) if (mode == TradingMode.SlowDropping)
{ {
//res[TradingEvent.UptrendEnd] = Constants.PowerUppingCoefficient; //res[TradingEvent.UptrendEnd] = Constants.PowerUppingCoefficient;
//res[TradingEvent.UptrendStart] = Constants.PowerLowingCoefficient; res[TradingEvent.UptrendStart] = Constants.LowingCoefficient;
//res[TradingEvent.DowntrendStart] = Constants.UppingCoefficient; res[TradingEvent.DowntrendStart] = Constants.UppingCoefficient;
//res[TradingEvent.DowntrendEnd] = Constants.UppingCoefficient; //res[TradingEvent.DowntrendEnd] = Constants.UppingCoefficient;
} }
if (mode == TradingMode.Dropping) if (mode == TradingMode.Dropping)
@ -944,7 +945,7 @@ INewPrice message, int windowMaxSize, decimal uptrendStartingDetectionMeanfullSt
res[TradingEvent.UptrendEnd] = Constants.PowerUppingCoefficient; res[TradingEvent.UptrendEnd] = Constants.PowerUppingCoefficient;
res[TradingEvent.UptrendStart] = Constants.BlockingCoefficient; res[TradingEvent.UptrendStart] = Constants.BlockingCoefficient;
res[TradingEvent.DowntrendStart] = Constants.UppingCoefficient; res[TradingEvent.DowntrendStart] = Constants.UppingCoefficient;
res[TradingEvent.DowntrendEnd] = Constants.PowerLowingCoefficient; res[TradingEvent.DowntrendEnd] = Constants.LowingCoefficient;
} }
return Task.FromResult(res.ToImmutableDictionary()); return Task.FromResult(res.ToImmutableDictionary());
} }

4
KLHZ.Trader.Service/Controllers/PlayController.cs
View File

@ -34,8 +34,8 @@ namespace KLHZ.Trader.Service.Controllers
//var figi1 = "BBG004730N88"; //var figi1 = "BBG004730N88";
var figi2 = "BBG004730N88"; var figi2 = "BBG004730N88";
//var figi2 = "FUTIMOEXF000"; //var figi2 = "FUTIMOEXF000";
//var time1 = DateTime.UtcNow.AddDays(-shift ?? -7).Date; var time1 = DateTime.UtcNow.AddDays(-shift ?? -7).Date;
var time1 = new DateTime(2025, 9, 24, 7, 00, 0, DateTimeKind.Utc); //var time1 = new DateTime(2025, 9, 24, 7, 00, 0, DateTimeKind.Utc);
//var time2 = DateTime.UtcNow.AddMinutes(18); //var time2 = DateTime.UtcNow.AddMinutes(18);
using var context1 = await _dbContextFactory.CreateDbContextAsync(); using var context1 = await _dbContextFactory.CreateDbContextAsync();
context1.ChangeTracker.QueryTrackingBehavior = QueryTrackingBehavior.NoTracking; context1.ChangeTracker.QueryTrackingBehavior = QueryTrackingBehavior.NoTracking;