Rename strategy to indicators
This commit is contained in:
124
src/Managing.Domain/Strategies/Signals/StcIndicator.cs
Normal file
124
src/Managing.Domain/Strategies/Signals/StcIndicator.cs
Normal file
@@ -0,0 +1,124 @@
|
||||
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 StcIndicator : Indicator
|
||||
{
|
||||
public List<Signal> Signals { get; set; }
|
||||
|
||||
public StcIndicator(string name, int cyclePeriods, int fastPeriods, int slowPeriods) : base(name, IndicatorType.Stc)
|
||||
{
|
||||
Signals = new List<Signal>();
|
||||
FastPeriods = fastPeriods;
|
||||
SlowPeriods = slowPeriods;
|
||||
CyclePeriods = cyclePeriods;
|
||||
}
|
||||
|
||||
public override List<Signal> Run()
|
||||
{
|
||||
if (Candles.Count <= 2 * (SlowPeriods + CyclePeriods))
|
||||
{
|
||||
return null;
|
||||
}
|
||||
|
||||
try
|
||||
{
|
||||
if (FastPeriods != null)
|
||||
{
|
||||
var stc = Candles.GetStc(FastPeriods.Value, FastPeriods.Value, SlowPeriods.Value).ToList();
|
||||
if (CyclePeriods != null)
|
||||
{
|
||||
var stcCandles = MapStcToCandle(stc, Candles.TakeLast(CyclePeriods.Value));
|
||||
|
||||
if (stc.Count == 0)
|
||||
return null;
|
||||
|
||||
var previousCandle = stcCandles[0];
|
||||
foreach (var currentCandle in stcCandles.Skip(1))
|
||||
{
|
||||
if (previousCandle.Stc > 75 && currentCandle.Stc <= 75)
|
||||
{
|
||||
AddSignal(currentCandle, TradeDirection.Short, Confidence.Medium);
|
||||
}
|
||||
|
||||
if (previousCandle.Stc < 25 && currentCandle.Stc >= 25)
|
||||
{
|
||||
AddSignal(currentCandle, TradeDirection.Long, Confidence.Medium);
|
||||
}
|
||||
|
||||
previousCandle = currentCandle;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
return Signals.Where(s => s.Confidence != Confidence.None).OrderBy(s => s.Date).ToList();
|
||||
}
|
||||
catch (RuleException)
|
||||
{
|
||||
return null;
|
||||
}
|
||||
}
|
||||
|
||||
public override IndicatorsResultBase GetStrategyValues()
|
||||
{
|
||||
if (FastPeriods != null && SlowPeriods != null)
|
||||
{
|
||||
var stc = Candles.GetStc(FastPeriods.Value, FastPeriods.Value, SlowPeriods.Value).ToList();
|
||||
return new IndicatorsResultBase
|
||||
{
|
||||
Stc = stc
|
||||
};
|
||||
}
|
||||
|
||||
return null;
|
||||
}
|
||||
|
||||
private List<CandleSct> MapStcToCandle(List<StcResult> stc, IEnumerable<Candle> candles)
|
||||
{
|
||||
var sctList = new List<CandleSct>();
|
||||
foreach (var candle in candles)
|
||||
{
|
||||
var currentSct = stc.Find(candle.Date);
|
||||
if (currentSct != null)
|
||||
{
|
||||
sctList.Add(new CandleSct()
|
||||
{
|
||||
Close = candle.Close,
|
||||
Open = candle.Open,
|
||||
Date = candle.Date,
|
||||
Ticker = candle.Ticker,
|
||||
Exchange = candle.Exchange,
|
||||
Stc = currentSct.Stc
|
||||
});
|
||||
}
|
||||
}
|
||||
|
||||
return sctList;
|
||||
}
|
||||
|
||||
private void AddSignal(CandleSct 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 CandleSct : Candle
|
||||
{
|
||||
public double? Stc { get; internal set; }
|
||||
}
|
||||
}
|
||||
Reference in New Issue
Block a user