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Add StochasticCross indicator support in GeneticService and related classes

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- 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:
cryptooda
2025-11-24 10:39:53 +07:00
parent ad3b3f2fa5
commit 43d7c5c929
7 changed files with 256 additions and 2 deletions
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35
src/Managing.Domain/Scenarios/ScenarioHelpers.cs
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@@ -91,6 +91,9 @@ public static class ScenarioHelpers
IndicatorType.StochRsiTrend => new StochRsiTrendIndicatorBase(indicator.Name,
indicator.Period.Value, indicator.StochPeriods.Value, indicator.SignalPeriods.Value,
indicator.SmoothPeriods.Value),
IndicatorType.StochasticCross => new StochasticCrossIndicator(indicator.Name,
indicator.StochPeriods.Value, indicator.SignalPeriods.Value, indicator.SmoothPeriods.Value,
indicator.KFactor ?? 3.0, indicator.DFactor ?? 2.0),
IndicatorType.Stc => new StcIndicatorBase(indicator.Name, indicator.CyclePeriods.Value,
indicator.FastPeriods.Value, indicator.SlowPeriods.Value),
IndicatorType.LaggingStc => new LaggingSTC(indicator.Name, indicator.CyclePeriods.Value,
@@ -133,7 +136,9 @@ public static class ScenarioHelpers
double? multiplier = null,
int? stochPeriods = null,
int? smoothPeriods = null,
int? cyclePeriods = null)
int? cyclePeriods = null,
double? kFactor = null,
double? dFactor = null)
{
IIndicator indicator = new IndicatorBase(name, type);
@@ -214,6 +219,33 @@ public static class ScenarioHelpers
indicator.SmoothPeriods = smoothPeriods;
}
break;
case IndicatorType.StochasticCross:
if (!stochPeriods.HasValue || !signalPeriods.HasValue || !smoothPeriods.HasValue)
{
throw new Exception(
$"Missing stochPeriods, signalPeriods, smoothPeriods for {indicator.Type} strategy type");
}
else
{
indicator.StochPeriods = stochPeriods;
indicator.SignalPeriods = signalPeriods;
indicator.SmoothPeriods = smoothPeriods;
// Set default values for optional parameters
indicator.KFactor = kFactor ?? 3.0;
indicator.DFactor = dFactor ?? 2.0;
// Validate kFactor and dFactor are greater than 0
if (indicator.KFactor <= 0)
{
throw new Exception($"kFactor must be greater than 0 for {indicator.Type} strategy type");
}
if (indicator.DFactor <= 0)
{
throw new Exception($"dFactor must be greater than 0 for {indicator.Type} strategy type");
}
}
break;
case IndicatorType.Stc:
case IndicatorType.LaggingStc:
@@ -252,6 +284,7 @@ public static class ScenarioHelpers
IndicatorType.EmaTrend => SignalType.Trend,
IndicatorType.Composite => SignalType.Signal,
IndicatorType.StochRsiTrend => SignalType.Trend,
IndicatorType.StochasticCross => SignalType.Signal,
IndicatorType.Stc => SignalType.Signal,
IndicatorType.StDev => SignalType.Context,
IndicatorType.LaggingStc => SignalType.Signal,