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docker files fixes from liaqat

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alirehmani
2024-05-03 16:39:25 +05:00
commit 464a8730e8
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20
src/Managing.Domain/Scenarios/Scenario.cs Normal file
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using Managing.Domain.Strategies;
namespace Managing.Domain.Scenarios
{
public class Scenario
{
public Scenario(string name)
{
Name = name;
Strategies = new List<Strategy>();
}
public string Name { get; set; }
public List<Strategy> Strategies { get; set; }
public void AddStrategy(Strategy strategy)
{
Strategies.Add(strategy);
}
}
}

148
src/Managing.Domain/Scenarios/ScenarioHelpers.cs Normal file
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using Managing.Application.Strategies;
using Managing.Domain.Strategies;
using static Managing.Common.Enums;
namespace Managing.Domain.Scenarios;
public static class ScenarioHelpers
{
public static IEnumerable<IStrategy> GetStrategiesFromScenario(Scenario scenario)
{
var strategies = new List<IStrategy>();
foreach (var strategy in scenario.Strategies)
{
IStrategy result = strategy.Type switch
{
StrategyType.StDev => new StDevContext(strategy.Name, strategy.Timeframe, strategy.Period.Value),
StrategyType.RsiDivergence => new RSIDivergenceStrategy(strategy.Name, strategy.Timeframe, strategy.Period.Value),
StrategyType.RsiDivergenceConfirm => new RSIDivergenceConfirmStrategy(strategy.Name, strategy.Timeframe, strategy.Period.Value),
StrategyType.MacdCross => new MACDCrossStrategy(strategy.Name, strategy.Timeframe, strategy.FastPeriods.Value, strategy.SlowPeriods.Value, strategy.SignalPeriods.Value),
StrategyType.EmaCross => new EmaCrossStrategy(strategy.Name, strategy.Timeframe, strategy.Period.Value),
StrategyType.ThreeWhiteSoldiers => new ThreeWhiteSoldiersStrategy(strategy.Name, strategy.Timeframe, strategy.Period.Value),
StrategyType.SuperTrend => new SuperTrendStrategy(strategy.Name, strategy.Timeframe, strategy.Period.Value, strategy.Multiplier.Value),
StrategyType.ChandelierExit => new ChandelierExitStrategy(strategy.Name, strategy.Timeframe, strategy.Period.Value, strategy.Multiplier.Value),
StrategyType.EmaTrend => new EmaTrendStrategy(strategy.Name, strategy.Timeframe, strategy.Period.Value),
StrategyType.StochRsiTrend => new StochRsiTrendStrategy(strategy.Name, strategy.Timeframe, strategy.Period.Value, strategy.StochPeriods.Value, strategy.SignalPeriods.Value, strategy.SmoothPeriods.Value),
StrategyType.Stc => new STCStrategy(strategy.Name, strategy.Timeframe, strategy.CyclePeriods.Value, strategy.FastPeriods.Value, strategy.SlowPeriods.Value),
_ => throw new NotImplementedException(),
};
strategies.Add(result);
}
return strategies;
}
public static Strategy BuildStrategy(
StrategyType type,
Timeframe timeframe,
string name,
int? period = null,
int? fastPeriods = null,
int? slowPeriods = null,
int? signalPeriods = null,
double? multiplier = null,
int? stochPeriods = null,
int? smoothPeriods = null,
int? cyclePeriods = null)
{
var strategy = new Strategy(name, timeframe, type);
switch (type)
{
case StrategyType.RsiDivergence:
case StrategyType.RsiDivergenceConfirm:
case StrategyType.EmaTrend:
case StrategyType.EmaCross:
case StrategyType.StDev:
if (!period.HasValue)
{
throw new Exception($"Missing period for {strategy.Type} strategy type");
}
else
{
strategy.Period = period.Value;
}
break;
case StrategyType.MacdCross:
if (!fastPeriods.HasValue || !slowPeriods.HasValue || !signalPeriods.HasValue)
{
throw new Exception($"Missing fastPeriods or slowPeriods or signalPeriods, for {strategy.Type} strategy type");
}
else
{
strategy.FastPeriods = fastPeriods;
strategy.SlowPeriods = slowPeriods;
strategy.SignalPeriods = signalPeriods;
}
break;
break;
case StrategyType.ThreeWhiteSoldiers:
break;
case StrategyType.SuperTrend:
case StrategyType.ChandelierExit:
if (!period.HasValue || !multiplier.HasValue)
{
throw new Exception($"Missing period or multiplier, for {strategy.Type} strategy type");
}
else
{
strategy.Period = period;
strategy.Multiplier = multiplier;
}
break;
case StrategyType.StochRsiTrend:
if (!period.HasValue
|| !stochPeriods.HasValue
|| !signalPeriods.HasValue
|| !smoothPeriods.HasValue)
{
throw new Exception($"Missing period, stochPeriods, signalPeriods, smoothPeriods for {strategy.Type} strategy type");
}
else
{
strategy.Period = period;
strategy.StochPeriods = stochPeriods;
strategy.SignalPeriods = signalPeriods;
strategy.SmoothPeriods = smoothPeriods;
}
break;
case StrategyType.Stc:
if (!fastPeriods.HasValue || !slowPeriods.HasValue || !cyclePeriods.HasValue)
{
throw new Exception($"Missing fastPeriods or slowPeriods or cyclePeriods, for {strategy.Type} strategy type");
}
else
{
strategy.FastPeriods = fastPeriods;
strategy.SlowPeriods = slowPeriods;
strategy.CyclePeriods = cyclePeriods;
}
break;
default:
break;
}
return strategy;
}
public static SignalType GetSignalType(StrategyType type)
{
return type switch
{
StrategyType.RsiDivergence => SignalType.Signal,
StrategyType.RsiDivergenceConfirm => SignalType.Signal,
StrategyType.MacdCross => SignalType.Signal,
StrategyType.EmaCross => SignalType.Signal,
StrategyType.ThreeWhiteSoldiers => SignalType.Signal,
StrategyType.SuperTrend => SignalType.Signal,
StrategyType.ChandelierExit => SignalType.Signal,
StrategyType.EmaTrend => SignalType.Trend,
StrategyType.Composite => SignalType.Signal,
StrategyType.StochRsiTrend => SignalType.Trend,
StrategyType.Stc => SignalType.Signal,
StrategyType.StDev => SignalType.Context,
_ => throw new NotImplementedException(),
};
}
}