Refactor signal generation in TradingService to process indicators individually, improving clarity and performance. Add new API types for refining indicators, including request and response structures.

src/Managing.Application/Trading/TradingService.cs

@@ -580,7 +580,7 @@ public class TradingService : ITradingService
     }
 
     /// <summary>
-    /// Generates signals for a date range using a rolling window approach.
+    /// Generates signals for a date range by running each indicator individually and collecting all signals.
     /// </summary>
     private List<LightSignal> GenerateSignalsForDateRange(
         List<Candle> candles,
@@ -588,47 +588,47 @@ public class TradingService : ITradingService
         Dictionary<IndicatorType, IndicatorsResultBase> preCalculatedIndicatorValues)
     {
         var allSignals = new List<LightSignal>();
-        var previousSignals = new Dictionary<string, LightSignal>();
         var lightScenario = LightScenario.FromScenario(scenario);
 
-        // Use rolling window approach similar to backtests
-        const int RollingWindowSize = 600;
-        var rollingWindowCandles = new List<Candle>(RollingWindowSize);
-
-        foreach (var candle in candles)
+        // Process each indicator individually to get all signals from each
+        foreach (var lightIndicator in lightScenario.Indicators)
         {
-            // Maintain rolling window
-            if (rollingWindowCandles.Count >= RollingWindowSize)
-            {
-                rollingWindowCandles.RemoveAt(0);
-            }
-            rollingWindowCandles.Add(candle);
+            // Build the indicator instance
+            var indicatorInstance = lightIndicator.ToInterface();
 
-            // Only process if we have enough candles for indicators
-            if (rollingWindowCandles.Count < 2)
+            // Use pre-calculated indicator values if available
+            List<LightSignal> indicatorSignals;
+            if (preCalculatedIndicatorValues != null && preCalculatedIndicatorValues.ContainsKey(lightIndicator.Type))
             {
-                continue;
+                // Use pre-calculated values to avoid recalculating indicators
+                indicatorSignals = indicatorInstance.Run(candles, preCalculatedIndicatorValues[lightIndicator.Type]);
+            }
+            else
+            {
+                // Normal path: calculate indicators on the fly
+                indicatorSignals = indicatorInstance.Run(candles);
             }
 
-            // Generate signal for current position
-            var signal = TradingBox.GetSignal(
-                rollingWindowCandles,
-                lightScenario,
-                previousSignals,
-                scenario.LookbackPeriod,
-                preCalculatedIndicatorValues);
-
-            if (signal != null)
+            // Add all signals from this indicator to the collection
+            if (indicatorSignals != null && indicatorSignals.Count > 0)
             {
-                // Check if this is a new signal (not already in our collection)
-                if (!previousSignals.ContainsKey(signal.Identifier))
-                {
-                    allSignals.Add(signal);
-                    previousSignals[signal.Identifier] = signal;
-                }
+                // Filter signals to only include those within the candle date range
+                var firstCandleDate = candles.First().Date;
+                var lastCandleDate = candles.Last().Date;
+                
+                var filteredSignals = indicatorSignals
+                    .Where(s => s.Date >= firstCandleDate && s.Date <= lastCandleDate)
+                    .ToList();
+
+                allSignals.AddRange(filteredSignals);
             }
         }
 
-        return allSignals.OrderBy(s => s.Date).ToList();
+        // Remove duplicates based on identifier and sort by date
+        return allSignals
+            .GroupBy(s => s.Identifier)
+            .Select(g => g.First())
+            .OrderBy(s => s.Date)
+            .ToList();
     }
 }