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Remove timeframe from strategy (#13)

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This commit is contained in:
Oda
2025-02-26 17:24:59 +07:00
committed by GitHub
parent 298b666a0b
commit 4302bb8435
39 changed files with 299 additions and 288 deletions
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14
src/Managing.Domain/Strategies/RSIDivergenceStrategy.cs
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@@ -13,7 +13,7 @@ public class RSIDivergenceStrategy : Strategy
private const int UpperBand = 70;
private const int LowerBand = 30;
public RSIDivergenceStrategy(string name, Timeframe timeframe, int period) : base(name, timeframe, StrategyType.RsiDivergence)
public RSIDivergenceStrategy(string name, int period) : base(name, StrategyType.RsiDivergence)
{
Period = period;
Signals = new List<Signal>();
@@ -91,7 +91,7 @@ public class RSIDivergenceStrategy : Strategy
// Price go down but RSI go up
if (currentCandle.Close < lowPrices.TakeLast(Period.Value).Min(p => p.Close))
{
AddSignal(currentCandle, Timeframe, TradeDirection.Long);
AddSignal(currentCandle, TradeDirection.Long);
}
}
else
@@ -164,7 +164,7 @@ public class RSIDivergenceStrategy : Strategy
// Price go up but RSI go down
if (currentCandle.Close > highPrices.TakeLast(Period.Value).Max(p => p.Close))
{
AddSignal(currentCandle, Timeframe, TradeDirection.Short);
AddSignal(currentCandle, TradeDirection.Short);
}
}
else
@@ -194,9 +194,10 @@ public class RSIDivergenceStrategy : Strategy
}
}
private void AddSignal(CandleRsi candleSignal, Timeframe timeframe, TradeDirection direction)
private void AddSignal(CandleRsi candleSignal, TradeDirection direction)
{
var signal = new Signal(MiscExtensions.ParseEnum<Ticker>(candleSignal.Ticker), direction, Confidence.Low, candleSignal, candleSignal.Date, candleSignal.Exchange, timeframe, Type, SignalType);
var signal = new Signal(MiscExtensions.ParseEnum<Ticker>(candleSignal.Ticker), direction, Confidence.Low,
candleSignal, candleSignal.Date, candleSignal.Exchange, Type, SignalType);
if (Signals.Count(s => s.Identifier == signal.Identifier) < 1)
{
@@ -216,7 +217,6 @@ public class RSIDivergenceStrategy : Strategy
private List<CandleRsi> MapRsiToCandle(IReadOnlyCollection<RsiResult> rsiResult,
IEnumerable<Candle> candles)
{
return candles.Select(c => new CandleRsi()
{
Close = c.Close,
@@ -231,4 +231,4 @@ public class RSIDivergenceStrategy : Strategy
{
public double Rsi { get; set; }
}
}
}