Trading bot grain (#33)

* Trading bot Grain * Fix a bit more of the trading bot * Advance on the tradingbot grain * Fix build * Fix db script * Fix user login * Fix a bit backtest * Fix cooldown and backtest * start fixing bot start * Fix startup * Setup local db * Fix build and update candles and scenario * Add bot registry * Add reminder * Updateing the grains * fix bootstraping * Save stats on tick * Save bot data every tick * Fix serialization * fix save bot stats * Fix get candles * use dict instead of list for position * Switch hashset to dict * Fix a bit * Fix bot launch and bot view * add migrations * Remove the tolist * Add agent grain * Save agent summary * clean * Add save bot * Update get bots * Add get bots * Fix stop/restart * fix Update config * Update scanner table on new backtest saved * Fix backtestRowDetails.tsx * Fix agentIndex * Update agentIndex * Fix more things * Update user cache * Fix * Fix account load/start/restart/run
2025-08-04 23:07:06 +02:00
parent cd378587aa
commit 082ae8714b
215 changed files with 9562 additions and 14028 deletions
--- a/src/Managing.Domain/Indicators/Signals/ChandelierExitIndicatorBase.cs
+++ b/src/Managing.Domain/Indicators/Signals/ChandelierExitIndicatorBase.cs
@@ -0,0 +1,130 @@
+using Managing.Core;
+using Managing.Domain.Candles;
+using Managing.Domain.Indicators;
+using Managing.Domain.Shared.Rules;
+using Managing.Domain.Strategies.Base;
+using Skender.Stock.Indicators;
+using static Managing.Common.Enums;
+
+namespace Managing.Domain.Strategies.Signals;
+
+public class ChandelierExitIndicatorBase : IndicatorBase
+{
+    public List<LightSignal> Signals { get; set; }
+
+    public ChandelierExitIndicatorBase(string name, int period, double multiplier) : base(name,
+        IndicatorType.ChandelierExit)
+    {
+        Signals = new List<LightSignal>();
+        Period = period;
+        Multiplier = multiplier;
+        MinimumHistory = 1 + Period.Value;
+    }
+
+    public override List<LightSignal> Run(HashSet<Candle> candles)
+    {
+        if (candles.Count <= MinimumHistory)
+        {
+            return null;
+        }
+
+        try
+        {
+            GetSignals(ChandelierType.Long, candles);
+            GetSignals(ChandelierType.Short, candles);
+
+            return Signals.Where(s => s.Confidence != Confidence.None).OrderBy(s => s.Date).ToList();
+        }
+        catch (RuleException)
+        {
+            return null;
+        }
+    }
+
+    public override IndicatorsResultBase GetIndicatorValues(HashSet<Candle> candles)
+    {
+        return new IndicatorsResultBase()
+        {
+            ChandelierLong = candles.GetChandelier(Period.Value, Multiplier.Value, ChandelierType.Long).ToList(),
+            ChandelierShort = candles.GetChandelier(Period.Value, Multiplier.Value, ChandelierType.Short).ToList()
+        };
+    }
+
+    private void GetSignals(ChandelierType chandelierType, HashSet<Candle> candles)
+    {
+        var chandelier = candles.GetChandelier(Period.Value, Multiplier.Value, chandelierType)
+            .Where(s => s.ChandelierExit.HasValue).ToList();
+        var chandelierCandle = MapChandelierToCandle(chandelier, candles.TakeLast(MinimumHistory));
+        var previousCandle = chandelierCandle[0];
+
+        foreach (var currentCandle in chandelierCandle.Skip(1))
+        {
+            // Short
+            if (currentCandle.Close < previousCandle.ChandelierExit &&
+                previousCandle.Close > previousCandle.ChandelierExit &&
+                currentCandle.Close < previousCandle.Open &&
+                chandelierType == ChandelierType.Short)
+            {
+                AddSignal(currentCandle, TradeDirection.Short, Confidence.Medium);
+            }
+
+            // Long
+            if (currentCandle.Close > previousCandle.ChandelierExit &&
+                previousCandle.Close < previousCandle.ChandelierExit &&
+                currentCandle.Close > currentCandle.Open &&
+                chandelierType == ChandelierType.Long)
+            {
+                AddSignal(currentCandle, TradeDirection.Long, Confidence.Medium);
+            }
+
+            previousCandle = currentCandle;
+        }
+    }
+
+    private List<CandleChandelier> MapChandelierToCandle(List<ChandelierResult> superTrend, IEnumerable<Candle> candles)
+    {
+        var superTrends = new List<CandleChandelier>();
+        foreach (var candle in candles)
+        {
+            var currentChandelier = superTrend.Find(candle.Date);
+            if (currentChandelier != null)
+            {
+                superTrends.Add(new CandleChandelier()
+                {
+                    Close = candle.Close,
+                    Open = candle.Open,
+                    Date = candle.Date,
+                    Ticker = candle.Ticker,
+                    Exchange = candle.Exchange,
+                    ChandelierExit = (decimal)currentChandelier.ChandelierExit.Value,
+                });
+            }
+        }
+
+        return superTrends;
+    }
+
+    private void AddSignal(CandleChandelier candleSignal, TradeDirection direction,
+        Confidence confidence)
+    {
+        var signal = new LightSignal(
+            MiscExtensions.ParseEnum<Ticker>(candleSignal.Ticker),
+            direction,
+            confidence,
+            candleSignal,
+            candleSignal.Date,
+            candleSignal.Exchange,
+            Type, SignalType,
+            Name);
+        if (!Signals.Any(s => s.Identifier == signal.Identifier))
+        {
+            Signals.AddItem(signal);
+        }
+    }
+
+
+    private class CandleChandelier : Candle
+    {
+        public decimal ChandelierExit { get; internal set; }
+    }
+}