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
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using Managing.Core;
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using Managing.Domain.Candles;
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using Managing.Domain.Indicators;
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using Managing.Domain.Shared.Rules;
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using Managing.Domain.Strategies.Base;
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using Skender.Stock.Indicators;
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using static Managing.Common.Enums;
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namespace Managing.Domain.Strategies.Trends;
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public class EmaTrendIndicatorBase : EmaBaseIndicatorBase
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{
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public List<LightSignal> Signals { get; set; }
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public EmaTrendIndicatorBase(string name, int period) : base(name, IndicatorType.EmaTrend)
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{
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Signals = new List<LightSignal>();
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Period = period;
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}
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public override List<LightSignal> Run(HashSet<Candle> candles)
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{
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if (candles.Count <= 2 * Period)
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{
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return null;
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}
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try
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{
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var ema = candles.GetEma(Period.Value).ToList();
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var emaCandles = MapEmaToCandle(ema, candles.TakeLast(Period.Value));
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if (ema.Count == 0)
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return null;
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var previousCandle = emaCandles[0];
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foreach (var currentCandle in emaCandles.Skip(1))
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{
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if (currentCandle.Close > (decimal)currentCandle.Ema)
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{
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AddSignal(currentCandle, TradeDirection.Long, Confidence.None);
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}
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else
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{
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AddSignal(currentCandle, TradeDirection.Short, Confidence.None);
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}
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previousCandle = currentCandle;
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}
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return Signals.OrderBy(s => s.Date).ToList();
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}
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catch (RuleException)
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{
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return null;
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}
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}
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public override IndicatorsResultBase GetIndicatorValues(HashSet<Candle> candles)
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{
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return new IndicatorsResultBase()
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{
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Ema = candles.GetEma(Period.Value).ToList()
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};
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}
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public void AddSignal(CandleEma candleSignal, TradeDirection direction, Confidence confidence)
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{
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var signal = new LightSignal(MiscExtensions.ParseEnum<Ticker>(candleSignal.Ticker), direction, confidence,
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candleSignal, candleSignal.Date, candleSignal.Exchange, Type, SignalType, Name);
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if (!Signals.Any(s => s.Identifier == signal.Identifier))
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{
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Signals.AddItem(signal);
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}
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}
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}
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