docker files fixes from liaqat

src/Managing.Domain/Strategies/MACDCrossStrategy.cs

@@ -0,0 +1,102 @@
+using Managing.Core;
+using Managing.Domain.Candles;
+using Managing.Domain.Shared.Rules;
+using Skender.Stock.Indicators;
+using static Managing.Common.Enums;
+
+namespace Managing.Domain.Strategies;
+
+public class MACDCrossStrategy : Strategy
+{
+    public List<Signal> Signals { get; set; }
+
+    public MACDCrossStrategy(string name, Timeframe timeframe, int fastPeriods, int slowPeriods, int signalPeriods) : base(name, timeframe, StrategyType.MacdCross)
+    {
+        Signals = new List<Signal>();
+        FastPeriods = fastPeriods;
+        SlowPeriods = slowPeriods;
+        SignalPeriods = signalPeriods;
+    }
+
+    public override List<Signal> Run()
+    {
+        if (Candles.Count <= 2*(SlowPeriods + SignalPeriods))
+        {
+            return null;
+        }
+
+        try
+        {
+            var macd = Candles.GetMacd(FastPeriods.Value, SlowPeriods.Value, SignalPeriods.Value).ToList();
+            var macdCandle = MapMacdToCandle(macd, Candles.TakeLast(SignalPeriods.Value));
+            
+            if (macd.Count == 0)
+                return null;
+
+            var previousCandle = macdCandle[0];
+            foreach (var currentCandle in macdCandle.Skip(1))
+            {
+                if (previousCandle.Histogram > 0 && currentCandle.Histogram < 0 && currentCandle.Macd < 0)
+                {
+                    AddSignal(currentCandle, Timeframe, TradeDirection.Short, Confidence.Medium);
+                }
+
+                if (previousCandle.Histogram < 0 && currentCandle.Histogram > 0 && currentCandle.Macd > 0)
+                {
+                    AddSignal(currentCandle, Timeframe, TradeDirection.Long, Confidence.Medium);
+                }
+
+                previousCandle = currentCandle;
+            }
+
+            return Signals.Where(s => s.Confidence != Confidence.None).OrderBy(s => s.Date).ToList();
+        }
+        catch (RuleException)
+        {
+            return null;
+        }
+    }
+
+    private List<CandleMacd> MapMacdToCandle(List<MacdResult> macd, IEnumerable<Candle> candles)
+    {
+        var macdList = new List<CandleMacd>();
+        foreach (var candle in candles)
+        {
+            var currentMacd = macd.Find(candle.Date);
+            if (currentMacd != null)
+            {
+                macdList.Add(new CandleMacd()
+                {
+                    Close = candle.Close,
+                    Open = candle.Open,
+                    Date = candle.Date,
+                    Ticker = candle.Ticker,
+                    Exchange = candle.Exchange,
+                    FastEma = currentMacd.FastEma.Value,
+                    SlowEma = currentMacd.SlowEma.Value,
+                    Macd = currentMacd.Macd.Value,
+                    Histogram = currentMacd.Histogram.Value
+                });
+            }
+        }
+        return macdList;
+    }
+
+    private void AddSignal(CandleMacd candleSignal, Timeframe timeframe, TradeDirection direction, Confidence confidence)
+    {
+        var signal = new Signal(MiscExtensions.ParseEnum<Ticker>(candleSignal.Ticker), direction, confidence, candleSignal, candleSignal.Date, candleSignal.Exchange, timeframe, Type, SignalType);
+        if (!Signals.Any(s => s.Identifier == signal.Identifier))
+        {
+            Signals.AddItem(signal);
+        }
+    }
+
+    private class CandleMacd : Candle
+    {
+        public double Macd { get; set; }
+        public double Signal { get; set; }
+        public double Histogram { get; set; }
+        public double FastEma { get; set; }
+        public double SlowEma { get; set; }
+    }
+}