From 31886aeaf39fdd05c11f26662b9d84a6a580fd6e Mon Sep 17 00:00:00 2001
From: cryptooda <crypto.oda@gmail.com>
Date: Sun, 28 Dec 2025 21:22:45 +0700
Subject: [PATCH] Refactor signal generation in TradingService to implement a
 rolling window approach, allowing for incremental processing of candles. This
 change enhances signal capture across the entire date range and prevents
 duplicate signals by tracking seen identifiers.

---
 .../Trading/TradingService.cs                 | 86 ++++++++++++-------
 1 file changed, 56 insertions(+), 30 deletions(-)

diff --git a/src/Managing.Application/Trading/TradingService.cs b/src/Managing.Application/Trading/TradingService.cs
index 274db3dd..f89d21a3 100644
--- a/src/Managing.Application/Trading/TradingService.cs
+++ b/src/Managing.Application/Trading/TradingService.cs
@@ -580,7 +580,8 @@ public class TradingService : ITradingService
     }
 
     /// <summary>
-    /// Generates signals for a date range by running each indicator individually and collecting all signals.
+    /// Generates signals for a date range using a rolling window approach to capture signals throughout the entire range.
+    /// This is necessary because some indicators (like STC) only process recent candles, so we need to process incrementally.
     /// </summary>
     private List<LightSignal> GenerateSignalsForDateRange(
         List<Candle> candles,
@@ -588,47 +589,72 @@ public class TradingService : ITradingService
         Dictionary<IndicatorType, IndicatorsResultBase> preCalculatedIndicatorValues)
     {
         var allSignals = new List<LightSignal>();
+        var seenSignalIdentifiers = new HashSet<string>();
         var lightScenario = LightScenario.FromScenario(scenario);
 
-        // Process each indicator individually to get all signals from each
-        foreach (var lightIndicator in lightScenario.Indicators)
+        // Use rolling window approach to process candles incrementally
+        // This ensures we capture signals throughout the entire date range, not just recent ones
+        const int RollingWindowSize = 600;
+        var rollingWindowCandles = new List<Candle>(RollingWindowSize);
+
+        // Process each candle with a rolling window
+        foreach (var candle in candles)
         {
-            // Build the indicator instance
-            var indicatorInstance = lightIndicator.ToInterface();
-
-            // Use pre-calculated indicator values if available
-            List<LightSignal> indicatorSignals;
-            if (preCalculatedIndicatorValues != null && preCalculatedIndicatorValues.ContainsKey(lightIndicator.Type))
+            // Maintain rolling window
+            if (rollingWindowCandles.Count >= RollingWindowSize)
             {
-                // Use pre-calculated values to avoid recalculating indicators
-                indicatorSignals = indicatorInstance.Run(candles, preCalculatedIndicatorValues[lightIndicator.Type]);
+                rollingWindowCandles.RemoveAt(0);
             }
-            else
+            rollingWindowCandles.Add(candle);
+
+            // Only process if we have enough candles for indicators
+            if (rollingWindowCandles.Count < 2)
             {
-                // Normal path: calculate indicators on the fly
-                indicatorSignals = indicatorInstance.Run(candles);
+                continue;
             }
 
-            // Add all signals from this indicator to the collection
-            if (indicatorSignals != null && indicatorSignals.Count > 0)
+            // Process each indicator individually for this rolling window position
+            foreach (var lightIndicator in lightScenario.Indicators)
             {
-                // Filter signals to only include those within the candle date range
-                var firstCandleDate = candles.First().Date;
-                var lastCandleDate = candles.Last().Date;
-                
-                var filteredSignals = indicatorSignals
-                    .Where(s => s.Date >= firstCandleDate && s.Date <= lastCandleDate)
-                    .ToList();
+                // Build the indicator instance (create fresh instance for each indicator to avoid state issues)
+                var indicatorInstance = lightIndicator.ToInterface();
 
-                allSignals.AddRange(filteredSignals);
+                // Use pre-calculated indicator values if available
+                List<LightSignal> indicatorSignals;
+                if (preCalculatedIndicatorValues != null && preCalculatedIndicatorValues.ContainsKey(lightIndicator.Type))
+                {
+                    // Use pre-calculated values to avoid recalculating indicators
+                    indicatorSignals = indicatorInstance.Run(rollingWindowCandles, preCalculatedIndicatorValues[lightIndicator.Type]);
+                }
+                else
+                {
+                    // Normal path: calculate indicators on the fly
+                    indicatorSignals = indicatorInstance.Run(rollingWindowCandles);
+                }
+
+                // Add new signals from this indicator to the collection
+                if (indicatorSignals != null && indicatorSignals.Count > 0)
+                {
+                    // Filter signals to only include those within the requested date range
+                    var firstCandleDate = candles.First().Date;
+                    var lastCandleDate = candles.Last().Date;
+                    
+                    foreach (var signal in indicatorSignals)
+                    {
+                        // Only add signals within the date range and avoid duplicates
+                        if (signal.Date >= firstCandleDate && 
+                            signal.Date <= lastCandleDate &&
+                            !seenSignalIdentifiers.Contains(signal.Identifier))
+                        {
+                            allSignals.Add(signal);
+                            seenSignalIdentifiers.Add(signal.Identifier);
+                        }
+                    }
+                }
             }
         }
 
-        // Remove duplicates based on identifier and sort by date
-        return allSignals
-            .GroupBy(s => s.Identifier)
-            .Select(g => g.First())
-            .OrderBy(s => s.Date)
-            .ToList();
+        // Sort by date and return
+        return allSignals.OrderBy(s => s.Date).ToList();
     }
 }
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