Remove timeframe from strategy (#13)
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@@ -10,7 +10,7 @@ namespace Managing.Domain.Shared.Helpers;
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public static class TradingBox
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{
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public static Signal GetSignal(HashSet<Candle> newCandles, HashSet<IStrategy> strategies,
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HashSet<Signal> previousSignal)
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HashSet<Signal> previousSignal, int? loopbackPeriod = 1)
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{
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var signalOnCandles = new HashSet<Signal>();
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var limitedCandles = newCandles.ToList().TakeLast(600).ToList();
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@@ -21,7 +21,9 @@ public static class TradingBox
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if (signals == null || signals.Count == 0) continue;
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foreach (var signal in signals.Where(s => s.Date == newCandles.Last().Date))
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var candleLoopback = limitedCandles.TakeLast(loopbackPeriod ?? 1).ToList();
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foreach (var signal in signals.Where(s => s.Date >= candleLoopback.FirstOrDefault()?.Date))
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{
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if (previousSignal.SingleOrDefault(s => s.Identifier == signal.Identifier) == null)
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{
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@@ -68,7 +70,6 @@ public static class TradingBox
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signals.Last().Candle,
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signals.Last().Date,
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signals.Last().Exchange,
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timeframe,
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StrategyType.Composite, SignalType.Signal);
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}
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else if (signals.All(s => s.Direction == TradeDirection.Short) &&
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@@ -81,7 +82,6 @@ public static class TradingBox
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signals.Last().Candle,
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signals.Last().Date,
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signals.Last().Exchange,
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timeframe,
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StrategyType.Composite, SignalType.Signal);
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}
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}
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