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/MacdCrossIndicatorBase.cs
+++ b/src/Managing.Domain/Indicators/Signals/MacdCrossIndicatorBase.cs
@@ -0,0 +1,122 @@
+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 MacdCrossIndicatorBase : IndicatorBase
+{
+    public List<LightSignal> Signals { get; set; }
+
+    public MacdCrossIndicatorBase(string name, int fastPeriods, int slowPeriods, int signalPeriods) :
+        base(name, IndicatorType.MacdCross)
+    {
+        Signals = new List<LightSignal>();
+        FastPeriods = fastPeriods;
+        SlowPeriods = slowPeriods;
+        SignalPeriods = signalPeriods;
+    }
+
+    public override List<LightSignal> Run(HashSet<Candle> candles)
+    {
+        if (candles.Count <= 2 * (SlowPeriods + SignalPeriods))
+        {
+            return null;
+        }
+
+        try
+        {
+            var macd = candles.GetMacd(FastPeriods.Value, SlowPeriods.Value, SignalPeriods.Value).ToList();
+            var macdCandle = MapMacdToCandle(macd, candles.TakeLast(SignalPeriods.Value));
+
+            if (macd.Count == 0)
+                return null;
+
+            var previousCandle = macdCandle[0];
+            foreach (var currentCandle in macdCandle.Skip(1))
+            {
+                // // Only trigger signals when Signal line is outside -100 to 100 range (extreme conditions)
+                // if (currentCandle.Signal < -200 || currentCandle.Signal > 200)
+                // {
+                //    
+                // }
+
+                // Check for MACD line crossing below Signal line (bearish cross)
+                if (previousCandle.Macd > previousCandle.Signal && currentCandle.Macd < currentCandle.Signal)
+                {
+                    AddSignal(currentCandle, TradeDirection.Short, Confidence.Medium);
+                }
+
+                // Check for MACD line crossing above Signal line (bullish cross)
+                if (previousCandle.Macd < previousCandle.Signal && currentCandle.Macd > currentCandle.Signal)
+                {
+                    AddSignal(currentCandle, TradeDirection.Long, Confidence.Medium);
+                }
+
+                previousCandle = currentCandle;
+            }
+
+            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()
+        {
+            Macd = candles.GetMacd(FastPeriods.Value, SlowPeriods.Value, SignalPeriods.Value).ToList()
+        };
+    }
+
+
+    private List<CandleMacd> MapMacdToCandle(List<MacdResult> macd, IEnumerable<Candle> candles)
+    {
+        var macdList = new List<CandleMacd>();
+        foreach (var candle in candles)
+        {
+            var currentMacd = macd.Find(candle.Date);
+            if (currentMacd != null)
+            {
+                macdList.Add(new CandleMacd()
+                {
+                    Close = candle.Close,
+                    Open = candle.Open,
+                    Date = candle.Date,
+                    Ticker = candle.Ticker,
+                    Exchange = candle.Exchange,
+                    Macd = currentMacd.Macd.Value,
+                    Histogram = currentMacd.Histogram.Value,
+                    Signal = currentMacd.Signal.Value
+                });
+            }
+        }
+
+        return macdList;
+    }
+
+    private void AddSignal(CandleMacd 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 CandleMacd : Candle
+    {
+        public double Macd { get; set; }
+        public double Signal { get; set; }
+        public double Histogram { get; set; }
+    }
+}