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Add synthApi (#27)

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* Add synthApi

* Put confidence for Synth proba

* Update the code

* Update readme

* Fix bootstraping

* fix github build

* Update the endpoints for scenario

* Add scenario and update backtest modal

* Update bot modal

* Update interfaces for synth

* add synth to backtest

* Add Kelly criterion and better signal

* Update signal confidence

* update doc

* save leaderboard and prediction

* Update nswag to generate ApiClient in the correct path

* Unify the trading modal

* Save miner and prediction

* Update messaging and block new signal until position not close when flipping off

* Rename strategies to indicators

* Update doc

* Update chart + add signal name

* Fix signal direction

* Update docker webui

* remove crypto npm

* Clean
This commit is contained in:
Oda
2025-07-03 00:13:42 +07:00
committed by GitHub
parent 453806356d
commit a547c4a040
103 changed files with 9916 additions and 810 deletions
Download Patch File Download Diff File Expand all files Collapse all files

4
src/Managing.Domain/Strategies/Context/StDevContext.cs
View File

@@ -73,7 +73,7 @@ public class StDevContext : Indicator
}
}
public override IndicatorsResultBase GetStrategyValues()
public override IndicatorsResultBase GetIndicatorValues()
{
var test = new IndicatorsResultBase()
{
@@ -119,7 +119,7 @@ public class StDevContext : Indicator
candleSignal,
candleSignal.Date,
candleSignal.Exchange,
Type, SignalType);
Type, SignalType, Name);
if (!Signals.Any(s => s.Identifier == signal.Identifier))
{
Signals.AddItem(signal);

2
src/Managing.Domain/Strategies/IIndicator.cs
View File

@@ -17,7 +17,7 @@ namespace Managing.Domain.Strategies
FixedSizeQueue<Candle> Candles { get; set; }
List<Signal> Run();
IndicatorsResultBase GetStrategyValues();
IndicatorsResultBase GetIndicatorValues();
void UpdateCandles(HashSet<Candle> newCandles);
string GetName();
}

7
src/Managing.Domain/Strategies/Indicator.cs
View File

@@ -1,4 +1,5 @@
using System.Text.Json.Serialization;
using System.Runtime.Serialization;
using System.Text.Json.Serialization;
using Managing.Core.FixedSizedQueue;
using Managing.Domain.Candles;
using Managing.Domain.Scenarios;
@@ -19,7 +20,7 @@ namespace Managing.Domain.Strategies
}
public string Name { get; set; }
[JsonIgnore] public FixedSizeQueue<Candle> Candles { get; set; }
[JsonIgnore] [IgnoreDataMember] public FixedSizeQueue<Candle> Candles { get; set; }
public IndicatorType Type { get; set; }
public SignalType SignalType { get; set; }
public int MinimumHistory { get; set; }
@@ -38,7 +39,7 @@ namespace Managing.Domain.Strategies
return new List<Signal>();
}
public virtual IndicatorsResultBase GetStrategyValues()
public virtual IndicatorsResultBase GetIndicatorValues()
{
return new IndicatorsResultBase();
}

9
src/Managing.Domain/Strategies/Signal.cs
View File

@@ -21,9 +21,11 @@ namespace Managing.Domain.Strategies
[Required] public IndicatorType IndicatorType { get; set; }
[Required] public SignalType SignalType { get; set; }
public User User { get; set; }
[Required] public string IndicatorName { get; set; }
public Signal(Ticker ticker, TradeDirection direction, Confidence confidence, Candle candle, DateTime date,
TradingExchanges exchange, IndicatorType indicatorType, SignalType signalType, User user = null)
TradingExchanges exchange, IndicatorType indicatorType, SignalType signalType, string indicatorName,
User user = null)
{
Direction = direction;
Confidence = confidence;
@@ -34,10 +36,11 @@ namespace Managing.Domain.Strategies
Status = SignalStatus.WaitingForPosition;
IndicatorType = indicatorType;
User = user;
IndicatorName = indicatorName;
SignalType = signalType;
Identifier =
$"{IndicatorType}-{direction}-{ticker}-{candle?.Close.ToString(CultureInfo.InvariantCulture)}-{date:yyyyMMdd-HHmmss}";
SignalType = signalType;
$"{indicatorName}-{indicatorType}-{direction}-{ticker}-{candle?.Close.ToString(CultureInfo.InvariantCulture)}-{date:yyyyMMdd-HHmmss}";
}
public void SetConfidence(Confidence confidence)

5
src/Managing.Domain/Strategies/Signals/ChandelierExitIndicator.cs
View File

@@ -40,7 +40,7 @@ public class ChandelierExitIndicator : Indicator
}
}
public override IndicatorsResultBase GetStrategyValues()
public override IndicatorsResultBase GetIndicatorValues()
{
return new IndicatorsResultBase()
{
@@ -113,7 +113,8 @@ public class ChandelierExitIndicator : Indicator
candleSignal,
candleSignal.Date,
candleSignal.Exchange,
Type, SignalType);
Type, SignalType,
Name);
if (!Signals.Any(s => s.Identifier == signal.Identifier))
{
Signals.AddItem(signal);

4
src/Managing.Domain/Strategies/Signals/DualEmaCrossIndicator.cs
View File

@@ -19,7 +19,7 @@ public class DualEmaCrossIndicator : EmaBaseIndicator
MinimumHistory = Math.Max(fastPeriod, slowPeriod) * 2;
}
public override IndicatorsResultBase GetStrategyValues()
public override IndicatorsResultBase GetIndicatorValues()
{
return new IndicatorsResultBase()
{
@@ -104,7 +104,7 @@ public class DualEmaCrossIndicator : EmaBaseIndicator
private void AddSignal(CandleDualEma candleSignal, TradeDirection direction, Confidence confidence)
{
var signal = new Signal(MiscExtensions.ParseEnum<Ticker>(candleSignal.Ticker), direction, confidence,
candleSignal, candleSignal.Date, candleSignal.Exchange, Type, SignalType);
candleSignal, candleSignal.Date, candleSignal.Exchange, Type, SignalType, Name);
if (!Signals.Any(s => s.Identifier == signal.Identifier))
{
Signals.AddItem(signal);

4
src/Managing.Domain/Strategies/Signals/EmaCrossIndicator.cs
View File

@@ -16,7 +16,7 @@ public class EmaCrossIndicator : EmaBaseIndicator
Period = period;
}
public override IndicatorsResultBase GetStrategyValues()
public override IndicatorsResultBase GetIndicatorValues()
{
return new IndicatorsResultBase()
{
@@ -68,7 +68,7 @@ public class EmaCrossIndicator : EmaBaseIndicator
private 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);
candleSignal, candleSignal.Date, candleSignal.Exchange, Type, SignalType, Name);
if (!Signals.Any(s => s.Identifier == signal.Identifier))
{
Signals.AddItem(signal);

5
src/Managing.Domain/Strategies/Signals/LaggingSTC.cs
View File

@@ -89,7 +89,7 @@ public class LaggingSTC : Indicator
}
}
public override IndicatorsResultBase GetStrategyValues()
public override IndicatorsResultBase GetIndicatorValues()
{
var stc = Candles.GetStc(FastPeriods.Value, FastPeriods.Value, SlowPeriods.Value).ToList();
return new IndicatorsResultBase
@@ -130,7 +130,8 @@ public class LaggingSTC : Indicator
candleSignal,
candleSignal.Date,
candleSignal.Exchange,
Type, SignalType);
Type, SignalType,
Name);
if (!Signals.Any(s => s.Identifier == signal.Identifier))
{
Signals.AddItem(signal);

4
src/Managing.Domain/Strategies/Signals/MacdCrossIndicator.cs
View File

@@ -59,7 +59,7 @@ public class MacdCrossIndicator : Indicator
}
}
public override IndicatorsResultBase GetStrategyValues()
public override IndicatorsResultBase GetIndicatorValues()
{
return new IndicatorsResultBase()
{
@@ -96,7 +96,7 @@ public class MacdCrossIndicator : Indicator
Confidence confidence)
{
var signal = new Signal(MiscExtensions.ParseEnum<Ticker>(candleSignal.Ticker), direction, confidence,
candleSignal, candleSignal.Date, candleSignal.Exchange, Type, SignalType);
candleSignal, candleSignal.Date, candleSignal.Exchange, Type, SignalType, Name);
if (!Signals.Any(s => s.Identifier == signal.Identifier))
{
Signals.AddItem(signal);

4
src/Managing.Domain/Strategies/Signals/RsiDivergenceConfirmIndicator.cs
View File

@@ -49,7 +49,7 @@ public class RsiDivergenceConfirmIndicator : Indicator
}
}
public override IndicatorsResultBase GetStrategyValues()
public override IndicatorsResultBase GetIndicatorValues()
{
return new IndicatorsResultBase()
{
@@ -233,7 +233,7 @@ public class RsiDivergenceConfirmIndicator : Indicator
private void AddSignal(CandleRsi candleSignal, TradeDirection direction, Confidence confidence)
{
var signal = new Signal(MiscExtensions.ParseEnum<Ticker>(candleSignal.Ticker), direction, confidence,
candleSignal, candleSignal.Date, candleSignal.Exchange, Type, SignalType);
candleSignal, candleSignal.Date, candleSignal.Exchange, Type, SignalType, Name);
if (!Signals.Any(s => s.Identifier == signal.Identifier))
{
Signals.AddItem(signal);

4
src/Managing.Domain/Strategies/Signals/RsiDivergenceIndicator.cs
View File

@@ -52,7 +52,7 @@ public class RsiDivergenceIndicator : Indicator
}
}
public override IndicatorsResultBase GetStrategyValues()
public override IndicatorsResultBase GetIndicatorValues()
{
return new IndicatorsResultBase()
{
@@ -206,7 +206,7 @@ public class RsiDivergenceIndicator : Indicator
private void AddSignal(CandleRsi candleSignal, TradeDirection direction)
{
var signal = new Signal(MiscExtensions.ParseEnum<Ticker>(candleSignal.Ticker), direction, Confidence.Low,
candleSignal, candleSignal.Date, candleSignal.Exchange, Type, SignalType);
candleSignal, candleSignal.Date, candleSignal.Exchange, Type, SignalType, Name);
if (Signals.Count(s => s.Identifier == signal.Identifier) < 1)
{

5
src/Managing.Domain/Strategies/Signals/StcIndicator.cs
View File

@@ -64,7 +64,7 @@ public class StcIndicator : Indicator
}
}
public override IndicatorsResultBase GetStrategyValues()
public override IndicatorsResultBase GetIndicatorValues()
{
if (FastPeriods != null && SlowPeriods != null)
{
@@ -110,7 +110,8 @@ public class StcIndicator : Indicator
candleSignal,
candleSignal.Date,
candleSignal.Exchange,
Type, SignalType);
Type, SignalType,
Name);
if (!Signals.Any(s => s.Identifier == signal.Identifier))
{
Signals.AddItem(signal);

4
src/Managing.Domain/Strategies/Signals/SuperTrendCrossEma.cs
View File

@@ -157,7 +157,7 @@ public class SuperTrendCrossEma : Indicator
return superTrends;
}
public override IndicatorsResultBase GetStrategyValues()
public override IndicatorsResultBase GetIndicatorValues()
{
return new IndicatorsResultBase()
{
@@ -171,7 +171,7 @@ public class SuperTrendCrossEma : Indicator
{
var signal = new Signal(MiscExtensions.ParseEnum<Ticker>(candleSignal.Ticker), direction, confidence,
candleSignal, candleSignal.Date,
candleSignal.Exchange, Type, SignalType);
candleSignal.Exchange, Type, SignalType, Name);
if (!Signals.Any(s => s.Identifier == signal.Identifier))
{
Signals.AddItem(signal);

4
src/Managing.Domain/Strategies/Signals/SuperTrendIndicator.cs
View File

@@ -61,7 +61,7 @@ public class SuperTrendIndicator : Indicator
}
}
public override IndicatorsResultBase GetStrategyValues()
public override IndicatorsResultBase GetIndicatorValues()
{
return new IndicatorsResultBase()
{
@@ -99,7 +99,7 @@ public class SuperTrendIndicator : Indicator
{
var signal = new Signal(MiscExtensions.ParseEnum<Ticker>(candleSignal.Ticker), direction, confidence,
candleSignal, candleSignal.Date,
candleSignal.Exchange, Type, SignalType);
candleSignal.Exchange, Type, SignalType, Name);
if (!Signals.Any(s => s.Identifier == signal.Identifier))
{
Signals.AddItem(signal);

2
src/Managing.Domain/Strategies/Signals/ThreeWhiteSoldiersIndicator.cs
View File

@@ -52,7 +52,7 @@ namespace Managing.Domain.Strategies.Signals
}
}
public override IndicatorsResultBase GetStrategyValues()
public override IndicatorsResultBase GetIndicatorValues()
{
throw new NotImplementedException();
}

4
src/Managing.Domain/Strategies/Trends/EmaTrendIndicator.cs
View File

@@ -54,7 +54,7 @@ public class EmaTrendIndicator : EmaBaseIndicator
}
}
public override IndicatorsResultBase GetStrategyValues()
public override IndicatorsResultBase GetIndicatorValues()
{
return new IndicatorsResultBase()
{
@@ -65,7 +65,7 @@ public class EmaTrendIndicator : EmaBaseIndicator
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);
candleSignal, candleSignal.Date, candleSignal.Exchange, Type, SignalType, Name);
if (!Signals.Any(s => s.Identifier == signal.Identifier))
{
Signals.AddItem(signal);

5
src/Managing.Domain/Strategies/Trends/StochRsiTrendIndicator.cs
View File

@@ -65,7 +65,7 @@ public class StochRsiTrendIndicator : Indicator
}
}
public override IndicatorsResultBase GetStrategyValues()
public override IndicatorsResultBase GetIndicatorValues()
{
return new IndicatorsResultBase()
{
@@ -108,7 +108,8 @@ public class StochRsiTrendIndicator : Indicator
candleSignal.Date,
candleSignal.Exchange,
Type,
SignalType);
SignalType,
Name);
if (!Signals.Any(s => s.Identifier == signal.Identifier))
{
Signals.AddItem(signal);