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Rename strategy to indicators

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This commit is contained in:
cryptooda
2025-06-16 22:09:23 +07:00
parent e4f4d078b2
commit 0f7df04813
45 changed files with 477 additions and 474 deletions
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8
src/Managing.Domain/Scenarios/Scenario.cs
View File

@@ -8,18 +8,18 @@ namespace Managing.Domain.Scenarios
public Scenario(string name, int? loopbackPeriod = 1)
{
Name = name;
Strategies = new List<Strategy>();
Indicators = new List<Indicator>();
LoopbackPeriod = loopbackPeriod;
}
public string Name { get; set; }
public List<Strategy> Strategies { get; set; }
public List<Indicator> Indicators { get; set; }
public int? LoopbackPeriod { get; set; }
public User User { get; set; }
public void AddStrategy(Strategy strategy)
public void AddIndicator(Indicator indicator)
{
Strategies.Add(strategy);
Indicators.Add(indicator);
}
}
}

174
src/Managing.Domain/Scenarios/ScenarioHelpers.cs
View File

@@ -10,48 +10,48 @@ namespace Managing.Domain.Scenarios;
public static class ScenarioHelpers
{
public static IEnumerable<IStrategy> GetStrategiesFromScenario(Scenario scenario)
public static IEnumerable<IIndicator> GetIndicatorsFromScenario(Scenario scenario)
{
var strategies = new List<IStrategy>();
foreach (var strategy in scenario.Strategies)
var strategies = new List<IIndicator>();
foreach (var strategy in scenario.Indicators)
{
var result = BuildStrategy(strategy);
var result = BuildIndicator(strategy);
strategies.Add(result);
}
return strategies;
}
public static IStrategy BuildStrategy(Strategy strategy, int size = 600)
public static IIndicator BuildIndicator(Indicator indicator, int size = 600)
{
IStrategy result = strategy.Type switch
IIndicator result = indicator.Type switch
{
StrategyType.StDev => new StDevContext(strategy.Name, strategy.Period.Value),
StrategyType.RsiDivergence => new RsiDivergenceStrategy(strategy.Name,
strategy.Period.Value),
StrategyType.RsiDivergenceConfirm => new RsiDivergenceConfirmStrategy(strategy.Name,
strategy.Period.Value),
StrategyType.MacdCross => new MacdCrossStrategy(strategy.Name,
strategy.FastPeriods.Value, strategy.SlowPeriods.Value, strategy.SignalPeriods.Value),
StrategyType.EmaCross => new EmaCrossStrategy(strategy.Name, strategy.Period.Value),
StrategyType.DualEmaCross => new DualEmaCrossStrategy(strategy.Name,
strategy.FastPeriods.Value, strategy.SlowPeriods.Value),
StrategyType.ThreeWhiteSoldiers => new ThreeWhiteSoldiersStrategy(strategy.Name,
strategy.Period.Value),
StrategyType.SuperTrend => new SuperTrendStrategy(strategy.Name,
strategy.Period.Value, strategy.Multiplier.Value),
StrategyType.ChandelierExit => new ChandelierExitStrategy(strategy.Name,
strategy.Period.Value, strategy.Multiplier.Value),
StrategyType.EmaTrend => new EmaTrendStrategy(strategy.Name, strategy.Period.Value),
StrategyType.StochRsiTrend => new StochRsiTrendStrategy(strategy.Name,
strategy.Period.Value, strategy.StochPeriods.Value, strategy.SignalPeriods.Value,
strategy.SmoothPeriods.Value),
StrategyType.Stc => new StcStrategy(strategy.Name, strategy.CyclePeriods.Value,
strategy.FastPeriods.Value, strategy.SlowPeriods.Value),
StrategyType.LaggingStc => new LaggingSTC(strategy.Name, strategy.CyclePeriods.Value,
strategy.FastPeriods.Value, strategy.SlowPeriods.Value),
StrategyType.SuperTrendCrossEma => new SuperTrendCrossEma(strategy.Name,
strategy.Period.Value, strategy.Multiplier.Value),
IndicatorType.StDev => new StDevContext(indicator.Name, indicator.Period.Value),
IndicatorType.RsiDivergence => new RsiDivergenceIndicator(indicator.Name,
indicator.Period.Value),
IndicatorType.RsiDivergenceConfirm => new RsiDivergenceConfirmIndicator(indicator.Name,
indicator.Period.Value),
IndicatorType.MacdCross => new MacdCrossIndicator(indicator.Name,
indicator.FastPeriods.Value, indicator.SlowPeriods.Value, indicator.SignalPeriods.Value),
IndicatorType.EmaCross => new EmaCrossIndicator(indicator.Name, indicator.Period.Value),
IndicatorType.DualEmaCross => new DualEmaCrossIndicator(indicator.Name,
indicator.FastPeriods.Value, indicator.SlowPeriods.Value),
IndicatorType.ThreeWhiteSoldiers => new ThreeWhiteSoldiersIndicator(indicator.Name,
indicator.Period.Value),
IndicatorType.SuperTrend => new SuperTrendIndicator(indicator.Name,
indicator.Period.Value, indicator.Multiplier.Value),
IndicatorType.ChandelierExit => new ChandelierExitIndicator(indicator.Name,
indicator.Period.Value, indicator.Multiplier.Value),
IndicatorType.EmaTrend => new EmaTrendIndicator(indicator.Name, indicator.Period.Value),
IndicatorType.StochRsiTrend => new StochRsiTrendIndicator(indicator.Name,
indicator.Period.Value, indicator.StochPeriods.Value, indicator.SignalPeriods.Value,
indicator.SmoothPeriods.Value),
IndicatorType.Stc => new StcIndicator(indicator.Name, indicator.CyclePeriods.Value,
indicator.FastPeriods.Value, indicator.SlowPeriods.Value),
IndicatorType.LaggingStc => new LaggingSTC(indicator.Name, indicator.CyclePeriods.Value,
indicator.FastPeriods.Value, indicator.SlowPeriods.Value),
IndicatorType.SuperTrendCrossEma => new SuperTrendCrossEma(indicator.Name,
indicator.Period.Value, indicator.Multiplier.Value),
_ => throw new NotImplementedException(),
};
@@ -59,8 +59,8 @@ public static class ScenarioHelpers
return result;
}
public static Strategy BuildStrategy(
StrategyType type,
public static Indicator BuildIndicator(
IndicatorType type,
string name,
int? period = null,
int? fastPeriods = null,
@@ -71,98 +71,98 @@ public static class ScenarioHelpers
int? smoothPeriods = null,
int? cyclePeriods = null)
{
var strategy = new Strategy(name, type);
var indicator = new Indicator(name, type);
switch (type)
{
case StrategyType.RsiDivergence:
case StrategyType.RsiDivergenceConfirm:
case StrategyType.EmaTrend:
case StrategyType.EmaCross:
case StrategyType.StDev:
case IndicatorType.RsiDivergence:
case IndicatorType.RsiDivergenceConfirm:
case IndicatorType.EmaTrend:
case IndicatorType.EmaCross:
case IndicatorType.StDev:
if (!period.HasValue)
{
throw new Exception($"Missing period for {strategy.Type} strategy type");
throw new Exception($"Missing period for {indicator.Type} strategy type");
}
else
{
strategy.Period = period.Value;
indicator.Period = period.Value;
}
break;
case StrategyType.MacdCross:
case IndicatorType.MacdCross:
if (!fastPeriods.HasValue || !slowPeriods.HasValue || !signalPeriods.HasValue)
{
throw new Exception(
$"Missing fastPeriods or slowPeriods or signalPeriods, for {strategy.Type} strategy type");
$"Missing fastPeriods or slowPeriods or signalPeriods, for {indicator.Type} strategy type");
}
else
{
strategy.FastPeriods = fastPeriods;
strategy.SlowPeriods = slowPeriods;
strategy.SignalPeriods = signalPeriods;
indicator.FastPeriods = fastPeriods;
indicator.SlowPeriods = slowPeriods;
indicator.SignalPeriods = signalPeriods;
}
break;
case StrategyType.DualEmaCross:
case IndicatorType.DualEmaCross:
if (!fastPeriods.HasValue || !slowPeriods.HasValue)
{
throw new Exception(
$"Missing fastPeriods or slowPeriods for {strategy.Type} strategy type");
$"Missing fastPeriods or slowPeriods for {indicator.Type} strategy type");
}
else
{
strategy.FastPeriods = fastPeriods;
strategy.SlowPeriods = slowPeriods;
indicator.FastPeriods = fastPeriods;
indicator.SlowPeriods = slowPeriods;
}
break;
case StrategyType.ThreeWhiteSoldiers:
case IndicatorType.ThreeWhiteSoldiers:
break;
case StrategyType.SuperTrend:
case StrategyType.SuperTrendCrossEma:
case StrategyType.ChandelierExit:
case IndicatorType.SuperTrend:
case IndicatorType.SuperTrendCrossEma:
case IndicatorType.ChandelierExit:
if (!period.HasValue || !multiplier.HasValue)
{
throw new Exception($"Missing period or multiplier, for {strategy.Type} strategy type");
throw new Exception($"Missing period or multiplier, for {indicator.Type} strategy type");
}
else
{
strategy.Period = period;
strategy.Multiplier = multiplier;
indicator.Period = period;
indicator.Multiplier = multiplier;
}
break;
case StrategyType.StochRsiTrend:
case IndicatorType.StochRsiTrend:
if (!period.HasValue
|| !stochPeriods.HasValue
|| !signalPeriods.HasValue
|| !smoothPeriods.HasValue)
{
throw new Exception(
$"Missing period, stochPeriods, signalPeriods, smoothPeriods for {strategy.Type} strategy type");
$"Missing period, stochPeriods, signalPeriods, smoothPeriods for {indicator.Type} strategy type");
}
else
{
strategy.Period = period;
strategy.StochPeriods = stochPeriods;
strategy.SignalPeriods = signalPeriods;
strategy.SmoothPeriods = smoothPeriods;
indicator.Period = period;
indicator.StochPeriods = stochPeriods;
indicator.SignalPeriods = signalPeriods;
indicator.SmoothPeriods = smoothPeriods;
}
break;
case StrategyType.Stc:
case StrategyType.LaggingStc:
case IndicatorType.Stc:
case IndicatorType.LaggingStc:
if (!fastPeriods.HasValue || !slowPeriods.HasValue || !cyclePeriods.HasValue)
{
throw new Exception(
$"Missing fastPeriods or slowPeriods or cyclePeriods, for {strategy.Type} strategy type");
$"Missing fastPeriods or slowPeriods or cyclePeriods, for {indicator.Type} strategy type");
}
else
{
strategy.FastPeriods = fastPeriods;
strategy.SlowPeriods = slowPeriods;
strategy.CyclePeriods = cyclePeriods;
indicator.FastPeriods = fastPeriods;
indicator.SlowPeriods = slowPeriods;
indicator.CyclePeriods = cyclePeriods;
}
break;
@@ -170,28 +170,28 @@ public static class ScenarioHelpers
break;
}
return strategy;
return indicator;
}
public static SignalType GetSignalType(StrategyType type)
public static SignalType GetSignalType(IndicatorType type)
{
return type switch
{
StrategyType.RsiDivergence => SignalType.Signal,
StrategyType.RsiDivergenceConfirm => SignalType.Signal,
StrategyType.MacdCross => SignalType.Signal,
StrategyType.EmaCross => SignalType.Signal,
StrategyType.DualEmaCross => SignalType.Signal,
StrategyType.ThreeWhiteSoldiers => SignalType.Signal,
StrategyType.SuperTrend => SignalType.Signal,
StrategyType.ChandelierExit => SignalType.Signal,
StrategyType.EmaTrend => SignalType.Trend,
StrategyType.Composite => SignalType.Signal,
StrategyType.StochRsiTrend => SignalType.Trend,
StrategyType.Stc => SignalType.Signal,
StrategyType.StDev => SignalType.Context,
StrategyType.LaggingStc => SignalType.Signal,
StrategyType.SuperTrendCrossEma => SignalType.Signal,
IndicatorType.RsiDivergence => SignalType.Signal,
IndicatorType.RsiDivergenceConfirm => SignalType.Signal,
IndicatorType.MacdCross => SignalType.Signal,
IndicatorType.EmaCross => SignalType.Signal,
IndicatorType.DualEmaCross => SignalType.Signal,
IndicatorType.ThreeWhiteSoldiers => SignalType.Signal,
IndicatorType.SuperTrend => SignalType.Signal,
IndicatorType.ChandelierExit => SignalType.Signal,
IndicatorType.EmaTrend => SignalType.Trend,
IndicatorType.Composite => SignalType.Signal,
IndicatorType.StochRsiTrend => SignalType.Trend,
IndicatorType.Stc => SignalType.Signal,
IndicatorType.StDev => SignalType.Context,
IndicatorType.LaggingStc => SignalType.Signal,
IndicatorType.SuperTrendCrossEma => SignalType.Signal,
_ => throw new NotImplementedException(),
};
}