Rename strategy to indicators

2025-06-16 22:09:23 +07:00
parent e4f4d078b2
commit 0f7df04813
45 changed files with 477 additions and 474 deletions
--- a/src/Managing.Domain/Strategies/Signals/ChandelierExitIndicator.cs
+++ b/src/Managing.Domain/Strategies/Signals/ChandelierExitIndicator.cs
@@ -0,0 +1,128 @@
+using Managing.Core;
+using Managing.Domain.Candles;
+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 ChandelierExitIndicator : Indicator
+{
+    public List<Signal> Signals { get; set; }
+
+    public ChandelierExitIndicator(string name, int period, double multiplier) : base(name,
+        IndicatorType.ChandelierExit)
+    {
+        Signals = new List<Signal>();
+        Period = period;
+        Multiplier = multiplier;
+        MinimumHistory = 1 + Period.Value;
+    }
+
+    public override List<Signal> Run()
+    {
+        if (Candles.Count <= MinimumHistory)
+        {
+            return null;
+        }
+
+        try
+        {
+            GetSignals(ChandelierType.Long);
+            GetSignals(ChandelierType.Short);
+
+            return Signals.Where(s => s.Confidence != Confidence.None).OrderBy(s => s.Date).ToList();
+        }
+        catch (RuleException)
+        {
+            return null;
+        }
+    }
+
+    public override IndicatorsResultBase GetStrategyValues()
+    {
+        return new IndicatorsResultBase()
+        {
+            ChandelierLong = Candles.GetChandelier(Period.Value, Multiplier.Value, ChandelierType.Long).ToList(),
+            ChandelierShort = Candles.GetChandelier(Period.Value, Multiplier.Value, ChandelierType.Short).ToList()
+        };
+    }
+
+    private void GetSignals(ChandelierType chandelierType)
+    {
+        var chandelier = Candles.GetChandelier(Period.Value, Multiplier.Value, chandelierType)
+            .Where(s => s.ChandelierExit.HasValue).ToList();
+        var chandelierCandle = MapChandelierToCandle(chandelier, Candles.TakeLast(MinimumHistory));
+        var previousCandle = chandelierCandle[0];
+
+        foreach (var currentCandle in chandelierCandle.Skip(1))
+        {
+            // Short
+            if (currentCandle.Close < previousCandle.ChandelierExit &&
+                previousCandle.Close > previousCandle.ChandelierExit &&
+                currentCandle.Close < previousCandle.Open &&
+                chandelierType == ChandelierType.Short)
+            {
+                AddSignal(currentCandle, TradeDirection.Short, Confidence.Medium);
+            }
+
+            // Long
+            if (currentCandle.Close > previousCandle.ChandelierExit &&
+                previousCandle.Close < previousCandle.ChandelierExit &&
+                currentCandle.Close > currentCandle.Open &&
+                chandelierType == ChandelierType.Long)
+            {
+                AddSignal(currentCandle, TradeDirection.Long, Confidence.Medium);
+            }
+
+            previousCandle = currentCandle;
+        }
+    }
+
+    private List<CandleChandelier> MapChandelierToCandle(List<ChandelierResult> superTrend, IEnumerable<Candle> candles)
+    {
+        var superTrends = new List<CandleChandelier>();
+        foreach (var candle in candles)
+        {
+            var currentChandelier = superTrend.Find(candle.Date);
+            if (currentChandelier != null)
+            {
+                superTrends.Add(new CandleChandelier()
+                {
+                    Close = candle.Close,
+                    Open = candle.Open,
+                    Date = candle.Date,
+                    Ticker = candle.Ticker,
+                    Exchange = candle.Exchange,
+                    ChandelierExit = (decimal)currentChandelier.ChandelierExit.Value,
+                });
+            }
+        }
+
+        return superTrends;
+    }
+
+    private void AddSignal(CandleChandelier candleSignal, TradeDirection direction,
+        Confidence confidence)
+    {
+        var signal = new Signal(
+            MiscExtensions.ParseEnum<Ticker>(candleSignal.Ticker),
+            direction,
+            confidence,
+            candleSignal,
+            candleSignal.Date,
+            candleSignal.Exchange,
+            Type, SignalType);
+        if (!Signals.Any(s => s.Identifier == signal.Identifier))
+        {
+            Signals.AddItem(signal);
+        }
+    }
+
+
+    private class CandleChandelier : Candle
+    {
+        public decimal ChandelierExit { get; internal set; }
+    }
+}