* 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
71 lines
2.1 KiB
C#
71 lines
2.1 KiB
C#
using System.Runtime.Serialization;
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using System.Text.Json.Serialization;
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using Managing.Core.FixedSizedQueue;
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using Managing.Domain.Candles;
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using Managing.Domain.Scenarios;
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using Managing.Domain.Strategies.Base;
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using Managing.Domain.Users;
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using static Managing.Common.Enums;
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namespace Managing.Domain.Strategies
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{
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public class Indicator : IIndicator
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{
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public Indicator(string name, IndicatorType type)
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{
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Name = name;
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Type = type;
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SignalType = ScenarioHelpers.GetSignalType(type);
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Candles = new FixedSizeQueue<Candle>(500);
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}
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public string Name { get; set; }
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[JsonIgnore] [IgnoreDataMember] public FixedSizeQueue<Candle> Candles { get; set; }
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public IndicatorType Type { get; set; }
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public SignalType SignalType { get; set; }
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public int MinimumHistory { get; set; }
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public int? Period { get; set; }
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public int? FastPeriods { get; set; }
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public int? SlowPeriods { get; set; }
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public int? SignalPeriods { get; set; }
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public double? Multiplier { get; set; }
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public int? SmoothPeriods { get; set; }
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public int? StochPeriods { get; set; }
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public int? CyclePeriods { get; set; }
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public User User { get; set; }
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public virtual List<Signal> Run()
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{
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return new List<Signal>();
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}
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public virtual IndicatorsResultBase GetIndicatorValues()
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{
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return new IndicatorsResultBase();
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}
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public void UpdateCandles(HashSet<Candle> newCandles)
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{
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if (newCandles == null || newCandles.Count == 0)
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{
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return;
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}
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lock (Candles)
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{
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foreach (var item in newCandles.ToList())
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{
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if (Candles.All(c => c.Date != item.Date))
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{
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Candles.Enqueue(item);
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}
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}
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}
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}
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public string GetName()
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{
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return Name;
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}
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}
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} |