managing-apps/src/Managing.Domain/Indicators/Trends/EmaTrendIndicatorBase.cs

using Managing.Core;
using Managing.Domain.Candles;
using Managing.Domain.Indicators;
using Managing.Domain.Shared.Rules;
using Managing.Domain.Strategies.Base;
using Skender.Stock.Indicators;
using static Managing.Common.Enums;

namespace Managing.Domain.Strategies.Trends;

public class EmaTrendIndicatorBase : EmaBaseIndicatorBase
{
    public List<LightSignal> Signals { get; set; }

    public EmaTrendIndicatorBase(string name, int period) : base(name, IndicatorType.EmaTrend)
    {
        Signals = new List<LightSignal>();
        Period = period;
    }

    public override List<LightSignal> Run(HashSet<Candle> candles)
    {
        if (candles.Count <= 2 * Period)
        {
            return null;
        }

        try
        {
            var ema = candles.GetEma(Period.Value).ToList();
            if (ema.Count == 0)
                return null;

            ProcessEmaTrendSignals(ema, candles);

            return Signals.ToList();
        }
        catch (RuleException)
        {
            return null;
        }
    }

    /// <summary>
    /// Runs the indicator using pre-calculated EMA values for performance optimization.
    /// </summary>
    public override List<LightSignal> Run(HashSet<Candle> candles, IndicatorsResultBase preCalculatedValues)
    {
        if (candles.Count <= 2 * Period)
        {
            return null;
        }

        try
        {
            // Use pre-calculated EMA values if available
            List<EmaResult> ema = null;
            if (preCalculatedValues?.Ema != null && preCalculatedValues.Ema.Any())
            {
                // Filter pre-calculated EMA values to match the candles we're processing
                ema = preCalculatedValues.Ema
                    .Where(e => candles.Any(c => c.Date == e.Date))
                    .ToList();
            }

            // If no pre-calculated values or they don't match, fall back to regular calculation
            if (ema == null || !ema.Any())
            {
                return Run(candles);
            }

            ProcessEmaTrendSignals(ema, candles);

            return Signals.ToList();
        }
        catch (RuleException)
        {
            return null;
        }
    }

    /// <summary>
    /// Processes EMA trend signals based on price position relative to EMA line.
    /// This method is shared between the regular Run() and optimized Run() methods.
    /// </summary>
    /// <param name="ema">List of EMA calculation results</param>
    /// <param name="candles">Candles to process</param>
    private void ProcessEmaTrendSignals(List<EmaResult> ema, HashSet<Candle> candles)
    {
        var emaCandles = MapEmaToCandle(ema, candles.TakeLast(Period.Value));

        if (emaCandles.Count == 0)
            return;

        var previousCandle = emaCandles[0];
        foreach (var currentCandle in emaCandles.Skip(1))
        {
            if (currentCandle.Close > (decimal)currentCandle.Ema)
            {
                AddSignal(currentCandle, TradeDirection.Long, Confidence.None);
            }
            else
            {
                AddSignal(currentCandle, TradeDirection.Short, Confidence.None);
            }

            previousCandle = currentCandle;
        }
    }

    public override IndicatorsResultBase GetIndicatorValues(HashSet<Candle> candles)
    {
        return new IndicatorsResultBase()
        {
            Ema = candles.GetEma(Period.Value).ToList()
        };
    }

    public void AddSignal(CandleEma candleSignal, TradeDirection direction, Confidence confidence)
    {
        var signal = new LightSignal(candleSignal.Ticker, direction, confidence,
            candleSignal, candleSignal.Date, candleSignal.Exchange, Type, SignalType, Name);
        if (!Signals.Any(s => s.Identifier == signal.Identifier))
        {
            Signals.AddItem(signal);
        }
    }
}