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/SuperTrendIndicatorBase.cs
+++ b/src/Managing.Domain/Indicators/Signals/SuperTrendIndicatorBase.cs
@@ -0,0 +1,126 @@
+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 SuperTrendIndicatorBase : IndicatorBase
+{
+    public List<LightSignal> Signals { get; set; }
+
+    public SuperTrendIndicatorBase(string name, int period, double multiplier) : base(name, IndicatorType.SuperTrend)
+    {
+        Signals = new List<LightSignal>();
+        Period = period;
+        Multiplier = multiplier;
+        MinimumHistory = 100 + Period.Value;
+    }
+
+    public override List<LightSignal> Run(HashSet<Candle> candles)
+    {
+        if (candles.Count <= MinimumHistory)
+        {
+            return null;
+        }
+
+        try
+        {
+            var superTrend = candles.GetSuperTrend(Period.Value, Multiplier.Value).Where(s => s.SuperTrend.HasValue);
+            var superTrendCandle = MapSuperTrendToCandle(superTrend, candles.TakeLast(MinimumHistory));
+
+            if (superTrendCandle.Count == 0)
+                return null;
+
+            var previousCandle = superTrendCandle[0];
+            foreach (var currentCandle in superTrendCandle.Skip(1))
+            {
+                // // Short
+                // if (currentCandle.Close < previousCandle.SuperTrend && previousCandle.Close > previousCandle.SuperTrend)
+                // {
+                //     AddSignal(currentCandle, TradeDirection.Short, Confidence.Medium);
+                // }
+                //
+                // // Long
+                // if (currentCandle.Close > previousCandle.SuperTrend && previousCandle.Close < previousCandle.SuperTrend)
+                // {
+                //     AddSignal(currentCandle, TradeDirection.Long, Confidence.Medium);
+                // }
+
+                if (currentCandle.SuperTrend < currentCandle.Close)
+                {
+                    AddSignal(currentCandle, TradeDirection.Long, Confidence.Medium);
+                }
+                else if (currentCandle.SuperTrend > currentCandle.Close)
+                {
+                    AddSignal(currentCandle, TradeDirection.Short, 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()
+        {
+            SuperTrend = candles.GetSuperTrend(Period.Value, Multiplier.Value).Where(s => s.SuperTrend.HasValue)
+                .ToList()
+        };
+    }
+
+    private List<CandleSuperTrend> MapSuperTrendToCandle(IEnumerable<SuperTrendResult> superTrend,
+        IEnumerable<Candle> candles)
+    {
+        var superTrends = new List<CandleSuperTrend>();
+        foreach (var candle in candles)
+        {
+            var currentSuperTrend = superTrend.Find(candle.Date);
+            if (currentSuperTrend != null)
+            {
+                superTrends.Add(new CandleSuperTrend()
+                {
+                    Close = candle.Close,
+                    Open = candle.Open,
+                    Date = candle.Date,
+                    Ticker = candle.Ticker,
+                    Exchange = candle.Exchange,
+                    SuperTrend = currentSuperTrend.SuperTrend.Value,
+                    LowerBand = currentSuperTrend.LowerBand,
+                    UpperBand = currentSuperTrend.UpperBand,
+                });
+            }
+        }
+
+        return superTrends;
+    }
+
+    private void AddSignal(CandleSuperTrend 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 CandleSuperTrend : Candle
+    {
+        public decimal SuperTrend { get; internal set; }
+        public decimal? LowerBand { get; internal set; }
+        public decimal? UpperBand { get; internal set; }
+    }
+}