managing-apps/src/Managing.Domain/Strategies/Signals/StcIndicator.cs

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

namespace Managing.Domain.Strategies.Signals;

public class StcIndicator : Indicator
{
    public List<Signal> Signals { get; set; }

    public StcIndicator(string name, int cyclePeriods, int fastPeriods, int slowPeriods) : base(name, IndicatorType.Stc)
    {
        Signals = new List<Signal>();
        FastPeriods = fastPeriods;
        SlowPeriods = slowPeriods;
        CyclePeriods = cyclePeriods;
    }

    public override List<Signal> Run()
    {
        if (Candles.Count <= 2 * (SlowPeriods + CyclePeriods))
        {
            return null;
        }

        try
        {
            if (FastPeriods != null)
            {
                var stc = Candles.GetStc(FastPeriods.Value, FastPeriods.Value, SlowPeriods.Value).ToList();
                if (CyclePeriods != null)
                {
                    var stcCandles = MapStcToCandle(stc, Candles.TakeLast(CyclePeriods.Value));

                    if (stc.Count == 0)
                        return null;

                    var previousCandle = stcCandles[0];
                    foreach (var currentCandle in stcCandles.Skip(1))
                    {
                        if (previousCandle.Stc > 75 && currentCandle.Stc <= 75)
                        {
                            AddSignal(currentCandle, TradeDirection.Short, Confidence.Medium);
                        }

                        if (previousCandle.Stc < 25 && currentCandle.Stc >= 25)
                        {
                            AddSignal(currentCandle, TradeDirection.Long, Confidence.Medium);
                        }

                        previousCandle = currentCandle;
                    }
                }
            }

            return Signals.Where(s => s.Confidence != Confidence.None).OrderBy(s => s.Date).ToList();
        }
        catch (RuleException)
        {
            return null;
        }
    }

    public override IndicatorsResultBase GetIndicatorValues()
    {
        if (FastPeriods != null && SlowPeriods != null)
        {
            var stc = Candles.GetStc(FastPeriods.Value, FastPeriods.Value, SlowPeriods.Value).ToList();
            return new IndicatorsResultBase
            {
                Stc = stc
            };
        }

        return null;
    }

    private List<CandleSct> MapStcToCandle(List<StcResult> stc, IEnumerable<Candle> candles)
    {
        var sctList = new List<CandleSct>();
        foreach (var candle in candles)
        {
            var currentSct = stc.Find(candle.Date);
            if (currentSct != null)
            {
                sctList.Add(new CandleSct()
                {
                    Close = candle.Close,
                    Open = candle.Open,
                    Date = candle.Date,
                    Ticker = candle.Ticker,
                    Exchange = candle.Exchange,
                    Stc = currentSct.Stc
                });
            }
        }

        return sctList;
    }

    private void AddSignal(CandleSct candleSignal, TradeDirection direction, Confidence confidence)
    {
        var signal = new Signal(
            MiscExtensions.ParseEnum<Ticker>(candleSignal.Ticker),
            direction,
            confidence,
            candleSignal,
            candleSignal.Date,
            candleSignal.Exchange,
            Type, SignalType,
            Name);
        if (!Signals.Any(s => s.Identifier == signal.Identifier))
        {
            Signals.AddItem(signal);
        }
    }

    private class CandleSct : Candle
    {
        public double? Stc { get; internal set; }
    }
}