Add IchimokuKumoTrend indicator support across application
- Introduced IchimokuKumoTrend indicator in GeneticService with configuration settings for tenkanPeriods, kijunPeriods, senkouBPeriods, offsetPeriods, senkouOffset, and chikouOffset. - Updated ScenarioHelpers to handle creation and validation of the new indicator type. - Enhanced CustomScenario, backtest, and scenario pages to include IchimokuKumoTrend in indicator lists and parameter mappings. - Modified API and types to reflect the addition of the new indicator in relevant enums and mappings.
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291
src/Managing.Domain/Indicators/Trends/IchimokuKumoTrend.cs
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291
src/Managing.Domain/Indicators/Trends/IchimokuKumoTrend.cs
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using Managing.Core;
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using Managing.Domain.Candles;
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using Managing.Domain.Indicators;
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using Managing.Domain.Shared.Rules;
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using Managing.Domain.Strategies.Base;
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using Skender.Stock.Indicators;
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using static Managing.Common.Enums;
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namespace Managing.Domain.Strategies.Trends;
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public class IchimokuKumoTrend : IndicatorBase
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{
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public List<LightSignal> Signals { get; set; }
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public IchimokuKumoTrend(
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string name,
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int tenkanPeriods = 9,
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int kijunPeriods = 26,
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int senkouBPeriods = 52,
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int offsetPeriods = 26,
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int? senkouOffset = null,
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int? chikouOffset = null) : base(name, IndicatorType.IchimokuKumoTrend)
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{
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Signals = new List<LightSignal>();
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TenkanPeriods = tenkanPeriods; // Tenkan-sen periods
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KijunPeriods = kijunPeriods; // Kijun-sen periods
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SenkouBPeriods = senkouBPeriods; // Senkou Span B periods
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OffsetPeriods = offsetPeriods; // Default offset periods
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SenkouOffset = senkouOffset; // Separate offset for Senkou span
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ChikouOffset = chikouOffset; // Separate offset for Chikou span
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}
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public override List<LightSignal> Run(HashSet<Candle> candles)
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{
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// Need at least the greater of tenkanPeriods, kijunPeriods, senkouBPeriods, and all offset periods
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var maxOffset = Math.Max(Math.Max(OffsetPeriods.Value, SenkouOffset ?? OffsetPeriods.Value), ChikouOffset ?? OffsetPeriods.Value);
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var minRequired = Math.Max(Math.Max(Math.Max(TenkanPeriods.Value, KijunPeriods.Value), SenkouBPeriods.Value), maxOffset);
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if (candles.Count <= minRequired)
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{
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return null;
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}
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try
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{
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var ichimokuResults = CalculateIchimoku(candles.ToList());
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if (ichimokuResults.Count == 0)
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return null;
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ProcessKumoTrendSignals(ichimokuResults, candles);
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return Signals.ToList();
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}
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catch (RuleException)
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{
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return null;
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}
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}
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public override List<LightSignal> Run(HashSet<Candle> candles, IndicatorsResultBase preCalculatedValues)
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{
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// Need at least the greater of tenkanPeriods, kijunPeriods, senkouBPeriods, and all offset periods
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var maxOffset = Math.Max(Math.Max(OffsetPeriods.Value, SenkouOffset ?? OffsetPeriods.Value), ChikouOffset ?? OffsetPeriods.Value);
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var minRequired = Math.Max(Math.Max(Math.Max(TenkanPeriods.Value, KijunPeriods.Value), SenkouBPeriods.Value), maxOffset);
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if (candles.Count <= minRequired)
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{
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return null;
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}
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try
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{
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List<IchimokuResult> ichimokuResults = null;
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// Use pre-calculated Ichimoku values if available
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if (preCalculatedValues?.Ichimoku != null && preCalculatedValues.Ichimoku.Any())
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{
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// Filter pre-calculated Ichimoku values to match the candles we're processing
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ichimokuResults = preCalculatedValues.Ichimoku
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.Where(i => i.SenkouSpanA.HasValue && i.SenkouSpanB.HasValue && candles.Any(c => c.Date == i.Date))
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.ToList();
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}
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// If no pre-calculated values or they don't match, fall back to regular calculation
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if (ichimokuResults == null || !ichimokuResults.Any())
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{
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return Run(candles);
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}
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ProcessKumoTrendSignalsFromResults(ichimokuResults, candles);
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return Signals.ToList();
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}
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catch (RuleException)
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{
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return null;
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}
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}
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private List<CandleIchimoku> CalculateIchimoku(List<Candle> candles)
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{
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// Use Skender.Stock.Indicators GetIchimoku method with all supported parameters
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IEnumerable<IchimokuResult> ichimokuResults;
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// Use the appropriate overload based on which parameters are specified
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if (SenkouOffset.HasValue && ChikouOffset.HasValue)
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{
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// Use separate offsets for Senkou and Chikou spans
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ichimokuResults = candles.GetIchimoku(
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tenkanPeriods: TenkanPeriods.Value,
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kijunPeriods: KijunPeriods.Value,
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senkouBPeriods: SenkouBPeriods.Value,
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senkouOffset: SenkouOffset.Value,
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chikouOffset: ChikouOffset.Value
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);
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}
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else
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{
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// Use default offsetPeriods for both Senkou and Chikou spans
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ichimokuResults = candles.GetIchimoku(
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tenkanPeriods: TenkanPeriods.Value,
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kijunPeriods: KijunPeriods.Value,
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senkouBPeriods: SenkouBPeriods.Value,
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offsetPeriods: OffsetPeriods.Value
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);
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}
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var ichimokuList = ichimokuResults.ToList();
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var candleIchimokuResults = new List<CandleIchimoku>();
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// Map IchimokuResult to CandleIchimoku
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foreach (var ichimoku in ichimokuList)
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{
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// Find the corresponding candle
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var candle = candles.FirstOrDefault(c => c.Date == ichimoku.Date);
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if (candle == null) continue;
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candleIchimokuResults.Add(new CandleIchimoku()
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{
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Close = candle.Close,
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Open = candle.Open,
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Date = candle.Date,
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Ticker = candle.Ticker,
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Exchange = candle.Exchange,
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TenkanSen = ichimoku.TenkanSen ?? 0,
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KijunSen = ichimoku.KijunSen ?? 0,
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SenkouSpanA = ichimoku.SenkouSpanA ?? 0,
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SenkouSpanB = ichimoku.SenkouSpanB ?? 0
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});
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}
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return candleIchimokuResults;
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}
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private void ProcessKumoTrendSignals(List<CandleIchimoku> ichimokuResults, HashSet<Candle> candles)
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{
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var mappedData = ichimokuResults;
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if (mappedData.Count == 0)
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return;
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var previousCandle = mappedData[0];
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foreach (var currentCandle in mappedData.Skip(1))
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{
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// For trend assessment, check if price is above or below the cloud
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// The cloud is formed by Senkou Span A and Senkou Span B
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var cloudTop = Math.Max(currentCandle.SenkouSpanA, currentCandle.SenkouSpanB);
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var cloudBottom = Math.Min(currentCandle.SenkouSpanA, currentCandle.SenkouSpanB);
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if (currentCandle.Close > cloudTop)
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{
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AddSignal(currentCandle, TradeDirection.Long, Confidence.None);
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}
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else if (currentCandle.Close < cloudBottom)
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{
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AddSignal(currentCandle, TradeDirection.Short, Confidence.None);
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}
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// If price is within the cloud, no signal (neutral)
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previousCandle = currentCandle;
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}
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}
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private void ProcessKumoTrendSignalsFromResults(List<IchimokuResult> ichimokuResults, HashSet<Candle> candles)
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{
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if (ichimokuResults.Count == 0)
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return;
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var previousResult = ichimokuResults[0];
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foreach (var currentResult in ichimokuResults.Skip(1))
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{
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// Find the corresponding candle
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var candle = candles.FirstOrDefault(c => c.Date == currentResult.Date);
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if (candle == null || !currentResult.SenkouSpanA.HasValue || !currentResult.SenkouSpanB.HasValue)
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continue;
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// For trend assessment, check if price is above or below the cloud
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// The cloud is formed by Senkou Span A and Senkou Span B
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var cloudTop = Math.Max(currentResult.SenkouSpanA.Value, currentResult.SenkouSpanB.Value);
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var cloudBottom = Math.Min(currentResult.SenkouSpanA.Value, currentResult.SenkouSpanB.Value);
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if (candle.Close > cloudTop)
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{
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AddSignal(candle, TradeDirection.Long, Confidence.None);
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}
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else if (candle.Close < cloudBottom)
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{
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AddSignal(candle, TradeDirection.Short, Confidence.None);
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}
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// If price is within the cloud, no signal (neutral)
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previousResult = currentResult;
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}
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}
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public override IndicatorsResultBase GetIndicatorValues(HashSet<Candle> candles)
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{
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IEnumerable<IchimokuResult> ichimokuResults;
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// Use the appropriate overload based on which parameters are specified
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if (SenkouOffset.HasValue && ChikouOffset.HasValue)
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{
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// Use separate offsets for Senkou and Chikou spans
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ichimokuResults = candles.GetIchimoku(
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tenkanPeriods: TenkanPeriods.Value,
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kijunPeriods: KijunPeriods.Value,
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senkouBPeriods: SenkouBPeriods.Value,
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senkouOffset: SenkouOffset.Value,
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chikouOffset: ChikouOffset.Value
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);
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}
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else
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{
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// Use default offsetPeriods for both Senkou and Chikou spans
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ichimokuResults = candles.GetIchimoku(
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tenkanPeriods: TenkanPeriods.Value,
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kijunPeriods: KijunPeriods.Value,
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senkouBPeriods: SenkouBPeriods.Value,
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offsetPeriods: OffsetPeriods.Value
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);
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}
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return new IndicatorsResultBase()
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{
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Ichimoku = ichimokuResults.ToList()
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};
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}
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private void AddSignal(CandleIchimoku candleSignal, TradeDirection direction, Confidence confidence)
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{
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var signal = new LightSignal(
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candleSignal.Ticker,
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direction,
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confidence,
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candleSignal,
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candleSignal.Date,
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candleSignal.Exchange,
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Type,
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SignalType,
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Name);
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if (!Signals.Any(s => s.Identifier == signal.Identifier))
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{
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Signals.AddItem(signal);
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}
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}
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private void AddSignal(Candle candleSignal, TradeDirection direction, Confidence confidence)
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{
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var signal = new LightSignal(
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candleSignal.Ticker,
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direction,
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confidence,
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candleSignal,
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candleSignal.Date,
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candleSignal.Exchange,
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Type,
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SignalType,
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Name);
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if (!Signals.Any(s => s.Identifier == signal.Identifier))
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{
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Signals.AddItem(signal);
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}
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}
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private class CandleIchimoku : Candle
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{
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public decimal TenkanSen { get; set; }
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public decimal KijunSen { get; set; }
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public decimal SenkouSpanA { get; set; }
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public decimal SenkouSpanB { get; set; }
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}
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}
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