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Global fix (#9)

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* Fix time for candle

* Fix out ouf range

* Fix pnl, fix custom money management

* Clean a bit
This commit is contained in:
Oda
2025-02-04 14:59:39 +07:00
committed by GitHub
parent ff0433c349
commit 0987fa76cf
26 changed files with 153 additions and 139 deletions
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22
src/Managing.Domain/Strategies/MACDCrossStrategy.cs
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@@ -6,11 +6,12 @@ using static Managing.Common.Enums;
namespace Managing.Domain.Strategies;
public class MACDCrossStrategy : Strategy
public class MacdCrossStrategy : Strategy
{
public List<Signal> Signals { get; set; }
public MACDCrossStrategy(string name, Timeframe timeframe, int fastPeriods, int slowPeriods, int signalPeriods) : base(name, timeframe, StrategyType.MacdCross)
public MacdCrossStrategy(string name, Timeframe timeframe, int fastPeriods, int slowPeriods, int signalPeriods) :
base(name, timeframe, StrategyType.MacdCross)
{
Signals = new List<Signal>();
FastPeriods = fastPeriods;
@@ -20,7 +21,7 @@ public class MACDCrossStrategy : Strategy
public override List<Signal> Run()
{
if (Candles.Count <= 2*(SlowPeriods + SignalPeriods))
if (Candles.Count <= 2 * (SlowPeriods + SignalPeriods))
{
return null;
}
@@ -29,7 +30,7 @@ public class MACDCrossStrategy : Strategy
{
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;
@@ -72,19 +73,20 @@ public class MACDCrossStrategy : Strategy
Date = candle.Date,
Ticker = candle.Ticker,
Exchange = candle.Exchange,
FastEma = currentMacd.FastEma.Value,
SlowEma = currentMacd.SlowEma.Value,
Macd = currentMacd.Macd.Value,
Histogram = currentMacd.Histogram.Value
});
}
}
return macdList;
}
private void AddSignal(CandleMacd candleSignal, Timeframe timeframe, TradeDirection direction, Confidence confidence)
private void AddSignal(CandleMacd candleSignal, Timeframe timeframe, TradeDirection direction,
Confidence confidence)
{
var signal = new Signal(MiscExtensions.ParseEnum<Ticker>(candleSignal.Ticker), direction, confidence, candleSignal, candleSignal.Date, candleSignal.Exchange, timeframe, Type, SignalType);
var signal = new Signal(MiscExtensions.ParseEnum<Ticker>(candleSignal.Ticker), direction, confidence,
candleSignal, candleSignal.Date, candleSignal.Exchange, timeframe, Type, SignalType);
if (!Signals.Any(s => s.Identifier == signal.Identifier))
{
Signals.AddItem(signal);
@@ -96,7 +98,5 @@ public class MACDCrossStrategy : Strategy
public double Macd { get; set; }
public double Signal { get; set; }
public double Histogram { get; set; }
public double FastEma { get; set; }
public double SlowEma { get; set; }
}
}
}