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
+        // Process each indicator individually to get all signals from each
-        const int RollingWindowSize = 600;
+        foreach (var lightIndicator in lightScenario.Indicators)
-        var rollingWindowCandles = new List<Candle>(RollingWindowSize);
-
-        foreach (var candle in candles)
         {
-            // Maintain rolling window
+            // Build the indicator instance
-            if (rollingWindowCandles.Count >= RollingWindowSize)
+            var indicatorInstance = lightIndicator.ToInterface();
-            {
-                rollingWindowCandles.RemoveAt(0);
-            }
-            rollingWindowCandles.Add(candle);
 
-            // Only process if we have enough candles for indicators
+            // Use pre-calculated indicator values if available
-            if (rollingWindowCandles.Count < 2)
+            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
+            // Add all signals from this indicator to the collection
-            var signal = TradingBox.GetSignal(
+            if (indicatorSignals != null && indicatorSignals.Count > 0)
-                rollingWindowCandles,
-                lightScenario,
-                previousSignals,
-                scenario.LookbackPeriod,
-                preCalculatedIndicatorValues);
-
-            if (signal != null)
             {
-                // Check if this is a new signal (not already in our collection)
+                // Filter signals to only include those within the candle date range
-                if (!previousSignals.ContainsKey(signal.Identifier))
+                var firstCandleDate = candles.First().Date;
-                {
+                var lastCandleDate = candles.Last().Date;
-                    allSignals.Add(signal);
+                
-                    previousSignals[signal.Identifier] = signal;
+                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();
     }
 }

src/Managing.Web3Proxy/src/generated/ManagingApiTypes.ts

@@ -1469,6 +1469,19 @@ export interface IndicatorRequestDto {
     requesterName: string;
 }
 
+export interface RefineIndicatorsResponse {
+    indicatorsValues?: { [key in keyof typeof IndicatorType]?: IndicatorsResultBase; } | null;
+    signals?: LightSignal[] | null;
+}
+
+export interface RefineIndicatorsRequest {
+    ticker: Ticker;
+    timeframe: Timeframe;
+    startDate: Date;
+    endDate: Date;
+    indicators: IndicatorRequest[];
+}
+
 export interface LoginRequest {
     name: string;
     address: string;

src/Managing.WebApp/src/generated/ManagingApi.ts

@@ -4137,6 +4137,45 @@ export class TradingClient extends AuthorizedApiBase {
         }
         return Promise.resolve<FileResponse>(null as any);
     }
+
+    trading_RefineIndicators(request: RefineIndicatorsRequest): Promise<RefineIndicatorsResponse> {
+        let url_ = this.baseUrl + "/Trading/RefineIndicators";
+        url_ = url_.replace(/[?&]$/, "");
+
+        const content_ = JSON.stringify(request);
+
+        let options_: RequestInit = {
+            body: content_,
+            method: "POST",
+            headers: {
+                "Content-Type": "application/json",
+                "Accept": "application/json"
+            }
+        };
+
+        return this.transformOptions(options_).then(transformedOptions_ => {
+            return this.http.fetch(url_, transformedOptions_);
+        }).then((_response: Response) => {
+            return this.processTrading_RefineIndicators(_response);
+        });
+    }
+
+    protected processTrading_RefineIndicators(response: Response): Promise<RefineIndicatorsResponse> {
+        const status = response.status;
+        let _headers: any = {}; if (response.headers && response.headers.forEach) { response.headers.forEach((v: any, k: any) => _headers[k] = v); };
+        if (status === 200) {
+            return response.text().then((_responseText) => {
+            let result200: any = null;
+            result200 = _responseText === "" ? null : JSON.parse(_responseText, this.jsonParseReviver) as RefineIndicatorsResponse;
+            return result200;
+            });
+        } else if (status !== 200 && status !== 204) {
+            return response.text().then((_responseText) => {
+            return throwException("An unexpected server error occurred.", status, _responseText, _headers);
+            });
+        }
+        return Promise.resolve<RefineIndicatorsResponse>(null as any);
+    }
 }
 
 export class UserClient extends AuthorizedApiBase {
@@ -5972,6 +6011,19 @@ export interface IndicatorRequestDto {
     requesterName: string;
 }
 
+export interface RefineIndicatorsResponse {
+    indicatorsValues?: { [key in keyof typeof IndicatorType]?: IndicatorsResultBase; } | null;
+    signals?: LightSignal[] | null;
+}
+
+export interface RefineIndicatorsRequest {
+    ticker: Ticker;
+    timeframe: Timeframe;
+    startDate: Date;
+    endDate: Date;
+    indicators: IndicatorRequest[];
+}
+
 export interface LoginRequest {
     name: string;
     address: string;

src/Managing.WebApp/src/generated/ManagingApiTypes.ts

@@ -1469,6 +1469,19 @@ export interface IndicatorRequestDto {
     requesterName: string;
 }
 
+export interface RefineIndicatorsResponse {
+    indicatorsValues?: { [key in keyof typeof IndicatorType]?: IndicatorsResultBase; } | null;
+    signals?: LightSignal[] | null;
+}
+
+export interface RefineIndicatorsRequest {
+    ticker: Ticker;
+    timeframe: Timeframe;
+    startDate: Date;
+    endDate: Date;
+    indicators: IndicatorRequest[];
+}
+
 export interface LoginRequest {
     name: string;
     address: string;