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Stc opti (#15)

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* Optimize STC

* Optimize STC

* Add SuperTrendCrossEma
This commit is contained in:
Oda
2025-03-01 02:59:19 +07:00
committed by GitHub
parent c715da8a17
commit e16f0a2e5d
13 changed files with 485 additions and 51 deletions
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22
src/Managing.Domain/Shared/Helpers/TradingBox.cs
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@@ -21,13 +21,27 @@ public static class TradingBox
if (signals == null || signals.Count == 0) continue;
var candleLoopback = limitedCandles.TakeLast(loopbackPeriod ?? 1).ToList();
// Ensure limitedCandles is ordered chronologically
var orderedCandles = limitedCandles.OrderBy(c => c.Date).ToList();
foreach (var signal in signals.Where(s => s.Date >= candleLoopback.FirstOrDefault()?.Date))
var loopback = loopbackPeriod ?? 1;
var candleLoopback = orderedCandles.TakeLast(loopback).ToList();
if (!candleLoopback.Any())
{
if (previousSignal.SingleOrDefault(s => s.Identifier == signal.Identifier) == null)
// Handle empty case (e.g., log warning, skip processing)
continue;
}
var loopbackStartDate = candleLoopback.First().Date;
foreach (var signal in signals.Where(s => s.Date >= loopbackStartDate))
{
var hasExistingSignal = previousSignal.Any(s => s.Identifier == signal.Identifier);
if (!hasExistingSignal)
{
if (previousSignal.Count == 0 || previousSignal.Last().Date < signal.Date)
bool shouldAdd = previousSignal.Count == 0 || previousSignal.Last().Date < signal.Date;
if (shouldAdd)
{
signalOnCandles.Add(signal);
}