docker files fixes from liaqat
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65
src/Managing.Domain/Strategies/EmaTrendStrategy.cs
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65
src/Managing.Domain/Strategies/EmaTrendStrategy.cs
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using Managing.Core;
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using Managing.Domain.Shared.Rules;
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using Managing.Domain.Strategies.Base;
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using Skender.Stock.Indicators;
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using static Managing.Common.Enums;
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namespace Managing.Domain.Strategies;
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public class EmaTrendStrategy : EmaBaseStrategy
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{
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public List<Signal> Signals { get; set; }
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public EmaTrendStrategy(string name, Timeframe timeframe, int period) : base(name, timeframe, StrategyType.EmaTrend)
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{
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Signals = new List<Signal>();
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Period = period;
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}
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public override List<Signal> Run()
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{
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if (Candles.Count <= 2 * Period)
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{
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return null;
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}
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try
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{
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var ema = Candles.GetEma(Period.Value).ToList();
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var emaCandles = MapEmaToCandle(ema, Candles.TakeLast(Period.Value));
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if (ema.Count == 0)
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return null;
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var previousCandle = emaCandles[0];
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foreach (var currentCandle in emaCandles.Skip(1))
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{
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if (currentCandle.Close > (decimal)currentCandle.Ema)
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{
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AddSignal(currentCandle, Timeframe, TradeDirection.Long, Confidence.None);
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}
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else
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{
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AddSignal(currentCandle, Timeframe, TradeDirection.Short, Confidence.None);
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}
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previousCandle = currentCandle;
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}
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return Signals.OrderBy(s => s.Date).ToList();
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}
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catch (RuleException)
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{
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return null;
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}
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}
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public void AddSignal(CandleEma candleSignal, Timeframe timeframe, TradeDirection direction, Confidence confidence)
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{
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var signal = new Signal(MiscExtensions.ParseEnum<Ticker>(candleSignal.Ticker), direction, confidence, candleSignal, candleSignal.Date, candleSignal.Exchange, timeframe, Type, SignalType);
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if (!Signals.Any(s => s.Identifier == signal.Identifier))
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{
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Signals.AddItem(signal);
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}
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}
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}
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