Update tg message for synthapi

This commit is contained in:
2025-07-07 20:34:23 +07:00
parent 4c76c040cb
commit c897e65ccc
5 changed files with 80 additions and 28 deletions

View File

@@ -334,12 +334,18 @@ public class TradingBot : Bot, ITradingBot
if (Config.IsForWatchingOnly || (ExecutionCount < 1 && !Config.IsForBacktest)) if (Config.IsForWatchingOnly || (ExecutionCount < 1 && !Config.IsForBacktest))
signal.Status = SignalStatus.Expired; signal.Status = SignalStatus.Expired;
var signalText = $"{Config.ScenarioName} trigger a signal. Signal told you " + var indicatorNames = Indicators.Select(i => i.Type.ToString()).ToList();
$"to {signal.Direction} {Config.Ticker} on {Config.Timeframe}. The confidence in this signal is {signal.Confidence}. Identifier : {signal.Identifier}"; var signalText = $"🎯 **New Trading Signal**\n\n" +
$"📊 **Signal Details:**\n" +
$"📈 Action: `{signal.Direction}` {Config.Ticker}\n" +
$"⏰ Timeframe: `{Config.Timeframe}`\n" +
$"🎯 Confidence: `{signal.Confidence}`\n" +
$"🔍 Indicators: `{string.Join(", ", indicatorNames)}`\n" +
$"🆔 Signal ID: `{signal.Identifier}`";
// Apply Synth-based signal filtering if enabled // Apply Synth-based signal filtering if enabled
if (Config.UseSynthApi) if (Config.UseSynthApi || !Config.IsForBacktest)
{ {
var currentPrice = Config.IsForBacktest var currentPrice = Config.IsForBacktest
? OptimizedCandles.Last().Close ? OptimizedCandles.Last().Close
@@ -352,16 +358,41 @@ public class TradingBot : Bot, ITradingBot
signalValidationResult.Confidence == Confidence.Low || signalValidationResult.Confidence == Confidence.Low ||
signalValidationResult.IsBlocked) signalValidationResult.IsBlocked)
{ {
signal.Status = SignalStatus.Expired; // TODO : remove this when Synth is stable
await LogInformation( // signal.Status = SignalStatus.Expired;
$"🚫 **Synth Signal Filter** - Signal {signal.Identifier} blocked by Synth risk assessment. Context : {signalValidationResult.ValidationContext}"); signalText += $"\n\n🚫 *Synth Signal Filter*\n" +
return; $"Signal `{signal.Identifier}` blocked by Synth risk assessment\n\n" +
$"📊 *Risk Analysis Details*\n" +
$"SL Probability: `{signalValidationResult.StopLossProbability:P2}`\n" +
$"TP Probability: `{signalValidationResult.TakeProfitProbability:P2}`\n" +
$"TP/SL Ratio: `{signalValidationResult.TpSlRatio:F2}x`\n" +
$"Win/Loss: `{signalValidationResult.WinLossRatio:F2}:1`\n" +
$"Expected Value: `${signalValidationResult.ExpectedMonetaryValue:F2}`\n" +
$"Expected Utility: `{signalValidationResult.ExpectedUtility:F4}`\n" +
$"Kelly Criterion: `{signalValidationResult.KellyFraction:P2}`\n" +
$"Kelly Capped: `{signalValidationResult.KellyCappedFraction:P2}`\n" +
$"Risk Assessment: `{signalValidationResult.GetUtilityRiskAssessment()}`\n" +
$"Time Horizon: `{signalValidationResult.TimeHorizonSeconds / 3600:F1}h`\n\n" +
$"📋 *Context*\n`{signalValidationResult.ValidationContext}`";
} }
else else
{ {
signal.SetConfidence(signalValidationResult.Confidence); signal.SetConfidence(signalValidationResult.Confidence);
signalText += signalText += $"\n\n✅ *Synth Risk Assessment Passed*\n" +
$" and Synth risk assessment passed. Context : {signalValidationResult.ValidationContext}"; $"Confidence: `{signalValidationResult.Confidence}`\n\n" +
$"📊 *Risk Analysis Details*\n" +
$"SL Probability: `{signalValidationResult.StopLossProbability:P2}`\n" +
$"TP Probability: `{signalValidationResult.TakeProfitProbability:P2}`\n" +
$"TP/SL Ratio: `{signalValidationResult.TpSlRatio:F2}x`\n" +
$"Win/Loss: `{signalValidationResult.WinLossRatio:F2}:1`\n" +
$"Expected Value: `${signalValidationResult.ExpectedMonetaryValue:F2}`\n" +
$"Expected Utility: `{signalValidationResult.ExpectedUtility:F4}`\n" +
$"Kelly Criterion: `{signalValidationResult.KellyFraction:P2}`\n" +
$"Kelly Capped: `{signalValidationResult.KellyCappedFraction:P2}`\n" +
$"Risk Assessment: `{signalValidationResult.GetUtilityRiskAssessment()}`\n" +
$"Time Horizon: `{signalValidationResult.TimeHorizonSeconds / 3600:F1}h`\n\n" +
$"📋 *Context*\n`{signalValidationResult.ValidationContext}`";
} }
} }
@@ -1316,19 +1347,22 @@ public class TradingBot : Bot, ITradingBot
// Calculate closing fee based on the actual executed trade's price and quantity // Calculate closing fee based on the actual executed trade's price and quantity
if (position.StopLoss?.Status == TradeStatus.Filled) if (position.StopLoss?.Status == TradeStatus.Filled)
{ {
var stopLossPositionSizeUsd = (position.StopLoss.Price * position.StopLoss.Quantity) * position.StopLoss.Leverage; var stopLossPositionSizeUsd =
(position.StopLoss.Price * position.StopLoss.Quantity) * position.StopLoss.Leverage;
var uiFeeClose = stopLossPositionSizeUsd * uiFeeRate; // Fee paid on closing via StopLoss var uiFeeClose = stopLossPositionSizeUsd * uiFeeRate; // Fee paid on closing via StopLoss
fees += uiFeeClose; fees += uiFeeClose;
} }
else if (position.TakeProfit1?.Status == TradeStatus.Filled) else if (position.TakeProfit1?.Status == TradeStatus.Filled)
{ {
var takeProfit1PositionSizeUsd = (position.TakeProfit1.Price * position.TakeProfit1.Quantity) * position.TakeProfit1.Leverage; var takeProfit1PositionSizeUsd = (position.TakeProfit1.Price * position.TakeProfit1.Quantity) *
position.TakeProfit1.Leverage;
var uiFeeClose = takeProfit1PositionSizeUsd * uiFeeRate; // Fee paid on closing via TakeProfit1 var uiFeeClose = takeProfit1PositionSizeUsd * uiFeeRate; // Fee paid on closing via TakeProfit1
fees += uiFeeClose; fees += uiFeeClose;
} }
else if (position.TakeProfit2?.Status == TradeStatus.Filled) else if (position.TakeProfit2?.Status == TradeStatus.Filled)
{ {
var takeProfit2PositionSizeUsd = (position.TakeProfit2.Price * position.TakeProfit2.Quantity) * position.TakeProfit2.Leverage; var takeProfit2PositionSizeUsd = (position.TakeProfit2.Price * position.TakeProfit2.Quantity) *
position.TakeProfit2.Leverage;
var uiFeeClose = takeProfit2PositionSizeUsd * uiFeeRate; // Fee paid on closing via TakeProfit2 var uiFeeClose = takeProfit2PositionSizeUsd * uiFeeRate; // Fee paid on closing via TakeProfit2
fees += uiFeeClose; fees += uiFeeClose;
} }

View File

@@ -183,7 +183,7 @@ public static class ScenarioHelpers
IndicatorType.EmaCross => SignalType.Signal, IndicatorType.EmaCross => SignalType.Signal,
IndicatorType.DualEmaCross => SignalType.Signal, IndicatorType.DualEmaCross => SignalType.Signal,
IndicatorType.ThreeWhiteSoldiers => SignalType.Signal, IndicatorType.ThreeWhiteSoldiers => SignalType.Signal,
IndicatorType.SuperTrend => SignalType.Signal, IndicatorType.SuperTrend => SignalType.Trend,
IndicatorType.ChandelierExit => SignalType.Signal, IndicatorType.ChandelierExit => SignalType.Signal,
IndicatorType.EmaTrend => SignalType.Trend, IndicatorType.EmaTrend => SignalType.Trend,
IndicatorType.Composite => SignalType.Signal, IndicatorType.Composite => SignalType.Signal,

View File

@@ -58,7 +58,7 @@ public static class TradingBox
public static Signal GetSignal(HashSet<Candle> newCandles, HashSet<IIndicator> strategies, public static Signal GetSignal(HashSet<Candle> newCandles, HashSet<IIndicator> strategies,
HashSet<Signal> previousSignal, IndicatorComboConfig config, int? loopbackPeriod = 1) HashSet<Signal> previousSignal, IndicatorComboConfig config, int? loopbackPeriod = 1)
{ {
var signalOnCandles = new HashSet<Signal>(); var signalOnCandles = new List<Signal>();
var limitedCandles = newCandles.ToList().TakeLast(600).ToList(); var limitedCandles = newCandles.ToList().TakeLast(600).ToList();
foreach (var strategy in strategies) foreach (var strategy in strategies)
@@ -141,6 +141,8 @@ public static class TradingBox
return signalOnCandles.Single(); return signalOnCandles.Single();
} }
signalOnCandles = signalOnCandles.OrderBy(s => s.Date).ToHashSet();
// Check if all strategies produced signals - this is required for composite signals // Check if all strategies produced signals - this is required for composite signals
var strategyNames = strategies.Select(s => s.Name).ToHashSet(); var strategyNames = strategies.Select(s => s.Name).ToHashSet();
var signalIndicatorNames = signalOnCandles.Select(s => s.IndicatorName).ToHashSet(); var signalIndicatorNames = signalOnCandles.Select(s => s.IndicatorName).ToHashSet();

View File

@@ -38,15 +38,21 @@ public class MacdCrossIndicator : Indicator
var previousCandle = macdCandle[0]; var previousCandle = macdCandle[0];
foreach (var currentCandle in macdCandle.Skip(1)) foreach (var currentCandle in macdCandle.Skip(1))
{ {
if (previousCandle.Histogram > 0 && currentCandle.Histogram < 0 && currentCandle.Macd < 0) // Only trigger signals when Signal line is outside -100 to 100 range (extreme conditions)
if (currentCandle.Signal < -200 || currentCandle.Signal > 200)
{
// Check for MACD line crossing below Signal line (bearish cross)
if (previousCandle.Macd > previousCandle.Signal && currentCandle.Macd < currentCandle.Signal)
{ {
AddSignal(currentCandle, TradeDirection.Short, Confidence.Medium); AddSignal(currentCandle, TradeDirection.Short, Confidence.Medium);
} }
if (previousCandle.Histogram < 0 && currentCandle.Histogram > 0 && currentCandle.Macd > 0) // Check for MACD line crossing above Signal line (bullish cross)
if (previousCandle.Macd < previousCandle.Signal && currentCandle.Macd > currentCandle.Signal)
{ {
AddSignal(currentCandle, TradeDirection.Long, Confidence.Medium); AddSignal(currentCandle, TradeDirection.Long, Confidence.Medium);
} }
}
previousCandle = currentCandle; previousCandle = currentCandle;
} }
@@ -84,7 +90,8 @@ public class MacdCrossIndicator : Indicator
Ticker = candle.Ticker, Ticker = candle.Ticker,
Exchange = candle.Exchange, Exchange = candle.Exchange,
Macd = currentMacd.Macd.Value, Macd = currentMacd.Macd.Value,
Histogram = currentMacd.Histogram.Value Histogram = currentMacd.Histogram.Value,
Signal = currentMacd.Signal.Value
}); });
} }
} }

View File

@@ -38,17 +38,26 @@ public class SuperTrendIndicator : Indicator
var previousCandle = superTrendCandle[0]; var previousCandle = superTrendCandle[0];
foreach (var currentCandle in superTrendCandle.Skip(1)) foreach (var currentCandle in superTrendCandle.Skip(1))
{ {
// Short // // Short
if (currentCandle.Close < previousCandle.SuperTrend && previousCandle.Close > previousCandle.SuperTrend) // if (currentCandle.Close < previousCandle.SuperTrend && previousCandle.Close > previousCandle.SuperTrend)
{ // {
AddSignal(currentCandle, TradeDirection.Short, Confidence.Medium); // AddSignal(currentCandle, TradeDirection.Short, Confidence.Medium);
} // }
//
// // Long
// if (currentCandle.Close > previousCandle.SuperTrend && previousCandle.Close < previousCandle.SuperTrend)
// {
// AddSignal(currentCandle, TradeDirection.Long, Confidence.Medium);
// }
// Long if (currentCandle.SuperTrend < currentCandle.Close)
if (currentCandle.Close > previousCandle.SuperTrend && previousCandle.Close < previousCandle.SuperTrend)
{ {
AddSignal(currentCandle, TradeDirection.Long, Confidence.Medium); AddSignal(currentCandle, TradeDirection.Long, Confidence.Medium);
} }
else if (currentCandle.SuperTrend > currentCandle.Close)
{
AddSignal(currentCandle, TradeDirection.Short, Confidence.Medium);
}
previousCandle = currentCandle; previousCandle = currentCandle;
} }