Oda/managing-apps
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

Refactoring TradingBotBase.cs + clean architecture (#38)

Browse Source 
* Refactoring TradingBotBase.cs + clean architecture

* Fix basic tests

* Fix tests

* Fix workers

* Fix open positions

* Fix closing position stucking the grain

* Fix comments

* Refactor candle handling to use IReadOnlyList for chronological order preservation across various components
This commit is contained in:
Oda
2025-12-01 19:32:06 +07:00
committed by GitHub
parent ab26260f6d
commit 9d536ea49e
74 changed files with 4525 additions and 2350 deletions
Download Patch File Download Diff File Expand all files Collapse all files

19
src/Managing.Domain/Shared/Helpers/TradingBox.cs
View File

@@ -55,13 +55,13 @@ public static class TradingBox
{
private static readonly IndicatorComboConfig _defaultConfig = new();
public static LightSignal GetSignal(HashSet<Candle> newCandles, LightScenario scenario,
public static LightSignal GetSignal(IReadOnlyList<Candle> newCandles, LightScenario scenario,
Dictionary<string, LightSignal> previousSignal, int? loopbackPeriod = 1)
{
return GetSignal(newCandles, scenario, previousSignal, _defaultConfig, loopbackPeriod, null);
}
public static LightSignal GetSignal(HashSet<Candle> newCandles, LightScenario scenario,
public static LightSignal GetSignal(IReadOnlyList<Candle> newCandles, LightScenario scenario,
Dictionary<string, LightSignal> previousSignal, int? loopbackPeriod,
Dictionary<IndicatorType, IndicatorsResultBase> preCalculatedIndicatorValues)
{
@@ -69,13 +69,13 @@ public static class TradingBox
preCalculatedIndicatorValues);
}
public static LightSignal GetSignal(HashSet<Candle> newCandles, LightScenario lightScenario,
public static LightSignal GetSignal(IReadOnlyList<Candle> newCandles, LightScenario lightScenario,
Dictionary<string, LightSignal> previousSignal, IndicatorComboConfig config, int? loopbackPeriod = 1)
{
return GetSignal(newCandles, lightScenario, previousSignal, config, loopbackPeriod, null);
}
public static LightSignal GetSignal(HashSet<Candle> newCandles, LightScenario lightScenario,
public static LightSignal GetSignal(IReadOnlyList<Candle> newCandles, LightScenario lightScenario,
Dictionary<string, LightSignal> previousSignal, IndicatorComboConfig config, int? loopbackPeriod,
Dictionary<IndicatorType, IndicatorsResultBase> preCalculatedIndicatorValues)
{
@@ -127,12 +127,11 @@ public static class TradingBox
continue;
}
var limitedCandles = newCandles.ToList();
// Optimized: limitedCandles is already ordered, no need to re-order
// newCandles is already a List and ordered chronologically
var loopback = loopbackPeriod.HasValue && loopbackPeriod > 1 ? loopbackPeriod.Value : 1;
var candleLoopback = limitedCandles.Count > loopback
? limitedCandles.Skip(limitedCandles.Count - loopback).ToList()
: limitedCandles;
var candleLoopback = newCandles.Count > loopback
? newCandles.Skip(newCandles.Count - loopback).ToList()
: newCandles.ToList();
if (!candleLoopback.Any())
{
@@ -920,7 +919,7 @@ public static class TradingBox
/// <returns>A dictionary of indicator types to their calculated values.</returns>
public static Dictionary<IndicatorType, IndicatorsResultBase> CalculateIndicatorsValues(
Scenario scenario,
HashSet<Candle> candles)
IReadOnlyList<Candle> candles)
{
var indicatorsValues = new Dictionary<IndicatorType, IndicatorsResultBase>();