Add StochasticCross indicator support in GeneticService and related classes

- Introduced StochasticCross indicator type in GeneticService with configuration settings for stochPeriods, signalPeriods, smoothPeriods, kFactor, and dFactor.
- Updated IIndicator interface and IndicatorBase class to include KFactor and DFactor properties.
- Enhanced LightIndicator class to support new properties and ensure proper conversion back to full Indicator.
- Modified ScenarioHelpers to handle StochasticCross indicator creation and validation, ensuring default values and error handling for kFactor and dFactor.
This commit is contained in:
2025-11-24 10:39:53 +07:00
parent ad3b3f2fa5
commit 43d7c5c929
7 changed files with 256 additions and 2 deletions

View File

@@ -0,0 +1,191 @@
using Managing.Core;
using Managing.Domain.Candles;
using Managing.Domain.Indicators;
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 StochasticCrossIndicator : IndicatorBase
{
public List<LightSignal> Signals { get; set; }
public StochasticCrossIndicator(
string name,
int stochPeriods,
int signalPeriods,
int smoothPeriods,
double kFactor = 3.0,
double dFactor = 2.0) : base(name, IndicatorType.StochasticCross)
{
Signals = new List<LightSignal>();
StochPeriods = stochPeriods;
SignalPeriods = signalPeriods;
SmoothPeriods = smoothPeriods;
KFactor = kFactor;
DFactor = dFactor;
}
public override List<LightSignal> Run(HashSet<Candle> candles)
{
if (candles.Count <= 10 * StochPeriods.Value + 50)
{
return null;
}
try
{
var stochResults = candles
.GetStoch(StochPeriods.Value, SmoothPeriods.Value, SignalPeriods.Value)
.RemoveWarmupPeriods()
.ToList();
if (stochResults.Count == 0)
return null;
ProcessStochasticSignals(stochResults, candles);
return Signals.ToList();
}
catch (RuleException)
{
return null;
}
}
public override List<LightSignal> Run(HashSet<Candle> candles, IndicatorsResultBase preCalculatedValues)
{
if (candles.Count <= 10 * StochPeriods.Value + 50)
{
return null;
}
try
{
// Use pre-calculated Stoch values if available
List<StochResult> stochResults = null;
if (preCalculatedValues?.Stoch != null && preCalculatedValues.Stoch.Any())
{
// Filter pre-calculated Stoch values to match the candles we're processing
stochResults = preCalculatedValues.Stoch
.Where(s => s.K.HasValue && s.D.HasValue && candles.Any(c => c.Date == s.Date))
.ToList();
}
// If no pre-calculated values or they don't match, fall back to regular calculation
if (stochResults == null || !stochResults.Any())
{
return Run(candles);
}
ProcessStochasticSignals(stochResults, candles);
return Signals.ToList();
}
catch (RuleException)
{
return null;
}
}
/// <summary>
/// Processes Stochastic signals based on %K/%D crossovers filtered by extreme zones.
/// Long signals: %K crosses above %D when both lines are below 20 (oversold)
/// Short signals: %K crosses below %D when both lines are above 80 (overbought)
/// </summary>
private void ProcessStochasticSignals(List<StochResult> stochResults, HashSet<Candle> candles)
{
var stochCandles = MapStochToCandle(stochResults, candles.TakeLast(StochPeriods.Value));
if (stochCandles.Count < 2)
return;
var previousCandle = stochCandles[0];
foreach (var currentCandle in stochCandles.Skip(1))
{
// Check for bullish crossover in oversold zone (both %K and %D < 20)
if (previousCandle.PercentK < 20 && previousCandle.PercentD < 20 &&
currentCandle.PercentK >= 20 && currentCandle.PercentD < 20)
{
// %K crossed above %D in oversold zone
if (previousCandle.PercentK < previousCandle.PercentD &&
currentCandle.PercentK >= currentCandle.PercentD)
{
AddSignal(currentCandle, TradeDirection.Long, Confidence.Medium);
}
}
// Check for bearish crossover in overbought zone (both %K and %D > 80)
else if (previousCandle.PercentK > 80 && previousCandle.PercentD > 80 &&
currentCandle.PercentK <= 80 && currentCandle.PercentD > 80)
{
// %K crossed below %D in overbought zone
if (previousCandle.PercentK > previousCandle.PercentD &&
currentCandle.PercentK <= currentCandle.PercentD)
{
AddSignal(currentCandle, TradeDirection.Short, Confidence.Medium);
}
}
previousCandle = currentCandle;
}
}
public override IndicatorsResultBase GetIndicatorValues(HashSet<Candle> candles)
{
return new IndicatorsResultBase()
{
Stoch = candles.GetStoch(StochPeriods.Value, SmoothPeriods.Value, SignalPeriods.Value)
.ToList()
};
}
private List<CandleStoch> MapStochToCandle(IEnumerable<StochResult> stochResults, IEnumerable<Candle> candles)
{
var stochCandles = new List<CandleStoch>();
foreach (var candle in candles)
{
var currentStoch = stochResults.Find(candle.Date);
if (currentStoch != null && currentStoch.K.HasValue && currentStoch.D.HasValue)
{
stochCandles.Add(new CandleStoch()
{
Close = candle.Close,
Open = candle.Open,
Date = candle.Date,
Ticker = candle.Ticker,
Exchange = candle.Exchange,
PercentK = currentStoch.K.Value,
PercentD = currentStoch.D.Value
});
}
}
return stochCandles;
}
private void AddSignal(CandleStoch candleSignal, TradeDirection direction, Confidence confidence)
{
var signal = new LightSignal(
candleSignal.Ticker,
direction,
confidence,
candleSignal,
candleSignal.Date,
candleSignal.Exchange,
Type,
SignalType,
Name);
if (!Signals.Any(s => s.Identifier == signal.Identifier))
{
Signals.AddItem(signal);
}
}
private class CandleStoch : Candle
{
public double PercentK { get; internal set; }
public double PercentD { get; internal set; }
}
}