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/Trends/StochRsiTrendIndicatorBase.cs
+++ b/src/Managing.Domain/Indicators/Trends/StochRsiTrendIndicatorBase.cs
@@ -0,0 +1,125 @@
+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.Trends;
+
+public class StochRsiTrendIndicatorBase : IndicatorBase
+{
+    public List<LightSignal> Signals { get; set; }
+
+    public StochRsiTrendIndicatorBase(
+        string name,
+        int period,
+        int stochPeriod,
+        int signalPeriod,
+        int smoothPeriods) : base(name, IndicatorType.StochRsiTrend)
+    {
+        Signals = new List<LightSignal>();
+        StochPeriods = stochPeriod;
+        SignalPeriods = signalPeriod;
+        SmoothPeriods = smoothPeriods;
+        Period = period;
+    }
+
+    public override List<LightSignal> Run(HashSet<Candle> candles)
+    {
+        if (candles.Count <= 10 * Period + 50)
+        {
+            return null;
+        }
+
+        try
+        {
+            var stochRsi = candles
+                .GetStochRsi(Period.Value, StochPeriods.Value, SignalPeriods.Value, SmoothPeriods.Value)
+                .RemoveWarmupPeriods();
+            var stochRsiCandles = MapStochRsiToCandle(stochRsi, candles.TakeLast(Period.Value));
+
+            if (stochRsi.Count() == 0)
+                return null;
+
+            var previousCandle = stochRsiCandles[0];
+            foreach (var currentCandle in stochRsiCandles.Skip(1))
+            {
+                if (currentCandle.Signal < 20)
+                {
+                    AddSignal(currentCandle, TradeDirection.Long, Confidence.None);
+                }
+                else if (currentCandle.Signal > 80)
+                {
+                    AddSignal(currentCandle, TradeDirection.Short, Confidence.None);
+                }
+
+                previousCandle = currentCandle;
+            }
+
+            return Signals.OrderBy(s => s.Date).ToList();
+        }
+        catch (RuleException)
+        {
+            return null;
+        }
+    }
+
+    public override IndicatorsResultBase GetIndicatorValues(HashSet<Candle> candles)
+    {
+        return new IndicatorsResultBase()
+        {
+            StochRsi = candles.GetStochRsi(Period.Value, StochPeriods.Value, SignalPeriods.Value, SmoothPeriods.Value)
+                .ToList()
+        };
+    }
+
+    private List<CandleStochRsi> MapStochRsiToCandle(IEnumerable<StochRsiResult> ema, IEnumerable<Candle> candles)
+    {
+        var emaList = new List<CandleStochRsi>();
+        foreach (var candle in candles)
+        {
+            var currentEma = ema.Find(candle.Date);
+            if (currentEma != null)
+            {
+                emaList.Add(new CandleStochRsi()
+                {
+                    Close = candle.Close,
+                    Open = candle.Open,
+                    Date = candle.Date,
+                    Ticker = candle.Ticker,
+                    Exchange = candle.Exchange,
+                    Signal = currentEma.Signal.Value,
+                    StochRsi = currentEma.StochRsi.Value
+                });
+            }
+        }
+
+        return emaList;
+    }
+
+    private void AddSignal(CandleStochRsi 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 CandleStochRsi : Candle
+    {
+        public double Signal { get; internal set; }
+        public double StochRsi { get; internal set; }
+    }
+}