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Add indicators to backtest and bot (#14)

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* Add indicators to backtest and bot

* Remove
This commit is contained in:
Oda
2025-02-28 00:53:25 +07:00
committed by GitHub
parent e0a8347953
commit c715da8a17
30 changed files with 787 additions and 109 deletions
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60
src/Managing.Domain/Scenarios/ScenarioHelpers.cs
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@@ -7,43 +7,51 @@ namespace Managing.Domain.Scenarios;
public static class ScenarioHelpers
{
public static IEnumerable<IStrategy> GetStrategiesFromScenario(Scenario scenario)
{
var strategies = new List<IStrategy>();
foreach (var strategy in scenario.Strategies)
{
IStrategy result = strategy.Type switch
{
StrategyType.StDev => new StDevContext(strategy.Name, strategy.Period.Value),
StrategyType.RsiDivergence => new RSIDivergenceStrategy(strategy.Name,
strategy.Period.Value),
StrategyType.RsiDivergenceConfirm => new RSIDivergenceConfirmStrategy(strategy.Name,
strategy.Period.Value),
StrategyType.MacdCross => new MacdCrossStrategy(strategy.Name,
strategy.FastPeriods.Value, strategy.SlowPeriods.Value, strategy.SignalPeriods.Value),
StrategyType.EmaCross => new EmaCrossStrategy(strategy.Name, strategy.Period.Value),
StrategyType.ThreeWhiteSoldiers => new ThreeWhiteSoldiersStrategy(strategy.Name,
strategy.Period.Value),
StrategyType.SuperTrend => new SuperTrendStrategy(strategy.Name,
strategy.Period.Value, strategy.Multiplier.Value),
StrategyType.ChandelierExit => new ChandelierExitStrategy(strategy.Name,
strategy.Period.Value, strategy.Multiplier.Value),
StrategyType.EmaTrend => new EmaTrendStrategy(strategy.Name, strategy.Period.Value),
StrategyType.StochRsiTrend => new StochRsiTrendStrategy(strategy.Name,
strategy.Period.Value, strategy.StochPeriods.Value, strategy.SignalPeriods.Value,
strategy.SmoothPeriods.Value),
StrategyType.Stc => new STCStrategy(strategy.Name, strategy.CyclePeriods.Value,
strategy.FastPeriods.Value, strategy.SlowPeriods.Value),
_ => throw new NotImplementedException(),
};
result.Candles = new FixedSizeQueue<Candle>(600);
var result = BuildStrategy(strategy);
strategies.Add(result);
}
return strategies;
}
public static IStrategy BuildStrategy(Strategy strategy, int size = 600)
{
IStrategy result = strategy.Type switch
{
StrategyType.StDev => new StDevContext(strategy.Name, strategy.Period.Value),
StrategyType.RsiDivergence => new RSIDivergenceStrategy(strategy.Name,
strategy.Period.Value),
StrategyType.RsiDivergenceConfirm => new RSIDivergenceConfirmStrategy(strategy.Name,
strategy.Period.Value),
StrategyType.MacdCross => new MacdCrossStrategy(strategy.Name,
strategy.FastPeriods.Value, strategy.SlowPeriods.Value, strategy.SignalPeriods.Value),
StrategyType.EmaCross => new EmaCrossStrategy(strategy.Name, strategy.Period.Value),
StrategyType.ThreeWhiteSoldiers => new ThreeWhiteSoldiersStrategy(strategy.Name,
strategy.Period.Value),
StrategyType.SuperTrend => new SuperTrendStrategy(strategy.Name,
strategy.Period.Value, strategy.Multiplier.Value),
StrategyType.ChandelierExit => new ChandelierExitStrategy(strategy.Name,
strategy.Period.Value, strategy.Multiplier.Value),
StrategyType.EmaTrend => new EmaTrendStrategy(strategy.Name, strategy.Period.Value),
StrategyType.StochRsiTrend => new StochRsiTrendStrategy(strategy.Name,
strategy.Period.Value, strategy.StochPeriods.Value, strategy.SignalPeriods.Value,
strategy.SmoothPeriods.Value),
StrategyType.Stc => new STCStrategy(strategy.Name, strategy.CyclePeriods.Value,
strategy.FastPeriods.Value, strategy.SlowPeriods.Value),
_ => throw new NotImplementedException(),
};
result.Candles = new FixedSizeQueue<Candle>(size);
return result;
}
public static Strategy BuildStrategy(
StrategyType type,
string name,