Add new strat DualEmaCross

2025-06-02 21:28:56 +07:00
parent de9f77d5ba
commit 7fce1fa59e
22 changed files with 264 additions and 62 deletions
--- a/src/Managing.Domain/Strategies/Trends/EmaTrendStrategy.cs
+++ b/src/Managing.Domain/Strategies/Trends/EmaTrendStrategy.cs
@@ -0,0 +1,74 @@
+using Managing.Core;
+using Managing.Domain.Shared.Rules;
+using Managing.Domain.Strategies.Base;
+using Skender.Stock.Indicators;
+using static Managing.Common.Enums;
+
+namespace Managing.Domain.Strategies.Trends;
+
+public class EmaTrendStrategy : EmaBaseStrategy
+{
+    public List<Signal> Signals { get; set; }
+
+    public EmaTrendStrategy(string name, int period) : base(name, StrategyType.EmaTrend)
+    {
+        Signals = new List<Signal>();
+        Period = period;
+    }
+
+    public override List<Signal> Run()
+    {
+        if (Candles.Count <= 2 * Period)
+        {
+            return null;
+        }
+
+        try
+        {
+            var ema = Candles.GetEma(Period.Value).ToList();
+            var emaCandles = MapEmaToCandle(ema, Candles.TakeLast(Period.Value));
+
+            if (ema.Count == 0)
+                return null;
+
+            var previousCandle = emaCandles[0];
+            foreach (var currentCandle in emaCandles.Skip(1))
+            {
+                if (currentCandle.Close > (decimal)currentCandle.Ema)
+                {
+                    AddSignal(currentCandle, TradeDirection.Long, Confidence.None);
+                }
+                else
+                {
+                    AddSignal(currentCandle, TradeDirection.Short, Confidence.None);
+                }
+
+                previousCandle = currentCandle;
+            }
+
+            return Signals.OrderBy(s => s.Date).ToList();
+        }
+        catch (RuleException)
+        {
+            return null;
+        }
+    }
+
+    public override StrategiesResultBase GetStrategyValues()
+    {
+        return new StrategiesResultBase()
+        {
+            Ema = Candles.GetEma(Period.Value).ToList()
+        };
+    }
+
+    public void AddSignal(CandleEma candleSignal, TradeDirection direction, Confidence confidence)
+    {
+        var signal = new Signal(MiscExtensions.ParseEnum<Ticker>(candleSignal.Ticker), direction, confidence,
+            candleSignal, candleSignal.Date, candleSignal.Exchange, Type, SignalType);
+        if (!Signals.Any(s => s.Identifier == signal.Identifier))
+        {
+            Signals.AddItem(signal);
+        }
+    }
+}
--- a/src/Managing.Domain/Strategies/Trends/StochRsiTrendStrategy.cs
+++ b/src/Managing.Domain/Strategies/Trends/StochRsiTrendStrategy.cs
@@ -0,0 +1,123 @@
+using Managing.Core;
+using Managing.Domain.Candles;
+using Managing.Domain.Shared.Rules;
+using Managing.Domain.Strategies.Base;
+using Skender.Stock.Indicators;
+using static Managing.Common.Enums;
+
+namespace Managing.Domain.Strategies.Trends;
+
+public class StochRsiTrendStrategy : Strategy
+{
+    public List<Signal> Signals { get; set; }
+
+    public StochRsiTrendStrategy(
+        string name,
+        int period,
+        int stochPeriod,
+        int signalPeriod,
+        int smoothPeriods) : base(name, StrategyType.StochRsiTrend)
+    {
+        Signals = new List<Signal>();
+        StochPeriods = stochPeriod;
+        SignalPeriods = signalPeriod;
+        SmoothPeriods = smoothPeriods;
+        Period = period;
+    }
+
+    public override List<Signal> Run()
+    {
+        if (Candles.Count <= 10 * Period + 50)
+        {
+            return null;
+        }
+
+        try
+        {
+            var stochRsi = Candles
+                .GetStochRsi(Period.Value, StochPeriods.Value, SignalPeriods.Value, SmoothPeriods.Value)
+                .RemoveWarmupPeriods().ToList();
+            var stochRsiCandles = MapStochRsiToCandle(stochRsi, Candles.TakeLast(Period.Value));
+
+            if (stochRsi.Count == 0)
+                return null;
+
+            var previousCandle = stochRsiCandles[0];
+            foreach (var currentCandle in stochRsiCandles.Skip(1))
+            {
+                if (currentCandle.Signal < 20)
+                {
+                    AddSignal(currentCandle, TradeDirection.Long, Confidence.None);
+                }
+                else if (currentCandle.Signal > 80)
+                {
+                    AddSignal(currentCandle, TradeDirection.Short, Confidence.None);
+                }
+
+                previousCandle = currentCandle;
+            }
+
+            return Signals.OrderBy(s => s.Date).ToList();
+        }
+        catch (RuleException)
+        {
+            return null;
+        }
+    }
+
+    public override StrategiesResultBase GetStrategyValues()
+    {
+        return new StrategiesResultBase()
+        {
+            StochRsi = Candles.GetStochRsi(Period.Value, StochPeriods.Value, SignalPeriods.Value, SmoothPeriods.Value)
+                .ToList()
+        };
+    }
+
+    private List<CandleStochRsi> MapStochRsiToCandle(List<StochRsiResult> ema, IEnumerable<Candle> candles)
+    {
+        var emaList = new List<CandleStochRsi>();
+        foreach (var candle in candles)
+        {
+            var currentEma = ema.Find(candle.Date);
+            if (currentEma != null)
+            {
+                emaList.Add(new CandleStochRsi()
+                {
+                    Close = candle.Close,
+                    Open = candle.Open,
+                    Date = candle.Date,
+                    Ticker = candle.Ticker,
+                    Exchange = candle.Exchange,
+                    Signal = currentEma.Signal.Value,
+                    StochRsi = currentEma.StochRsi.Value
+                });
+            }
+        }
+
+        return emaList;
+    }
+
+    private void AddSignal(CandleStochRsi candleSignal, TradeDirection direction, Confidence confidence)
+    {
+        var signal = new Signal(
+            MiscExtensions.ParseEnum<Ticker>(candleSignal.Ticker),
+            direction,
+            confidence,
+            candleSignal,
+            candleSignal.Date,
+            candleSignal.Exchange,
+            Type,
+            SignalType);
+        if (!Signals.Any(s => s.Identifier == signal.Identifier))
+        {
+            Signals.AddItem(signal);
+        }
+    }
+
+    private class CandleStochRsi : Candle
+    {
+        public double Signal { get; internal set; }
+        public double StochRsi { get; internal set; }
+    }
+}