BitGet_API/Bitget_Server/Application/Indicators/TradingViewConditionSetup.cs

namespace Bitget_Server.Application.Indicators;

/// <summary>
/// TradingView 스타일 복합 시그널 (Impulse MACD + MACD + SMA + ADX).
/// 기존 WinForms 구현을 그대로 이식하였으며 WinForms using 만 제거.
/// </summary>
public class TradingViewConditionSetup
{
    public int LengthMA = 34;
    public int LengthSignal = 12;
    public int AdxLength = 12;
    public double AdxThreshold = 24;
    public double RangeThreshold = 1;
    public double RangeThresholdSell = 1;

    public List<double> High;
    public List<double> Low;
    public List<double> Close;

    private double[] Sma4;

    public void SetData(List<double> high, List<double> low, List<double> close)
    {
        High = high;
        Low = low;
        Close = close;
        Sma4 = ComputeSma4();
    }

    private double CalcSmma(List<double> src, int len)
    {
        double smma = src.Take(len).Average();
        for (int i = len; i < src.Count; i++)
            smma = (smma * (len - 1) + src[i]) / len;
        return smma;
    }

    private double CalcZlema(List<double> src, int length)
    {
        double ema1 = Ema(src, length);
        double ema2 = Ema(Enumerable.Repeat(ema1, src.Count).ToList(), length);
        double d = ema1 - ema2;
        return ema1 + d;
    }

    private double Ema(List<double> src, int length)
    {
        double alpha = 2.0 / (length + 1);
        double ema = src[0];
        for (int i = 1; i < src.Count; i++)
            ema = alpha * src[i] + (1 - alpha) * ema;
        return ema;
    }

    private double[] ComputeSma4()
    {
        double[] sma4 = new double[Close.Count];
        for (int i = 3; i < Close.Count; i++)
            sma4[i] = (Close[i] + Close[i - 1] + Close[i - 2] + Close[i - 3]) / 4.0;
        return sma4;
    }

    private double ComputeAdx()
    {
        // 원본에서도 더미값 사용. 필요 시 실제 ADX 구현 추가 가능.
        return 25.0;
    }

    public double ComputeMd(bool flag = true)
    {
        if (flag)
        {
            double hi = CalcSmma(High, LengthMA);
            double lo = CalcSmma(Low, LengthMA);
            var hlc3 = High.Zip(Low, (h, l) => (h + l + Close.Last()) / 3).ToList();
            double mi = CalcZlema(hlc3, LengthMA);
            if (mi > hi) return mi - hi;
            if (mi < lo) return mi - lo;
            return 0;
        }
        else
        {
            var highTemp = new List<double>(High);
            var lowTemp = new List<double>(Low);
            var closeTemp = new List<double>(Close);

            highTemp.RemoveAt(highTemp.Count - 1);
            lowTemp.RemoveAt(lowTemp.Count - 1);
            closeTemp.RemoveAt(closeTemp.Count - 1);

            double hi = CalcSmma(highTemp, LengthMA);
            double lo = CalcSmma(lowTemp, LengthMA);
            var hlc3 = highTemp.Zip(lowTemp, (h, l) => (h + l + closeTemp.Last()) / 3).ToList();
            double mi = CalcZlema(hlc3, LengthMA);
            if (mi > hi) return mi - hi;
            if (mi < lo) return mi - lo;
            return 0;
        }
    }

    public (double macdLine, double signalLine) ComputeMacd()
    {
        double macdLine = Ema(Close, 34) - Ema(Close, 12);
        double signalLine = Ema(Enumerable.Repeat(macdLine, Close.Count).ToList(), 12);
        return (macdLine, signalLine);
    }

    public (double macdLine, double signalLine) PrevComputeMacd()
    {
        var temp = new List<double>(Close);
        temp.RemoveAt(temp.Count - 1);
        double macdLine = Ema(temp, 34) - Ema(temp, 12);
        double signalLine = Ema(Enumerable.Repeat(macdLine, temp.Count).ToList(), 12);
        return (macdLine, signalLine);
    }

    public bool IsRangeBound()
    {
        double highestHigh = High.Skip(High.Count - 12).Max();
        double lowestLow = Low.Skip(Low.Count - 12).Min();
        double range = highestHigh - lowestLow;
        return range < (highestHigh * RangeThreshold / 100.0);
    }

    public bool IsRangeBoundSell()
    {
        double highestHigh = High.Skip(High.Count - 12).Max();
        double lowestLow = Low.Skip(Low.Count - 12).Min();
        double range = highestHigh - lowestLow;
        return range < (highestHigh * RangeThresholdSell / 100.0);
    }

    public bool IsTrending() => ComputeAdx() > AdxThreshold;

    public double GetAvgData(int range)
    {
        var sma = 0.0;
        for (var i = 0; i < range; i++)
            sma += Close[Close.Count - (i + 1)];
        return sma / range;
    }

    public double GetAvgData(int range, int prev)
    {
        var sma = 0.0;
        for (var i = 0; i < range; i++)
            sma += Close[Close.Count - (i + 1 + prev)];
        return sma / range;
    }

    public bool IsLongSignal()
    {
        double md = ComputeMd();
        double prevMd = ComputeMd(false);
        var (macd, signal) = ComputeMacd();
        var (prevMacd, prevSignal) = PrevComputeMacd();

        return ((prevMd == 0 && md > 0) || (prevMacd < prevSignal && macd > prevMacd && macd > signal && md > 0)) &&
               IsTrending() && IsSmaMiddle(4, 12, true, GetAvgData(72)) && GetAvgData(4) > GetAvgData(4, 1);
    }

    public bool IsShortSignal()
    {
        double md = ComputeMd();
        double prevMd = ComputeMd(false);
        var (macd, signal) = ComputeMacd();
        var (prevMacd, prevSignal) = PrevComputeMacd();

        return ((prevMd == 0 && md < 0) || (prevMacd > prevSignal && macd < prevMacd && macd < signal && md < 0)) &&
               IsTrending() && IsSmaMiddle(4, 12, false, GetAvgData(72)) && GetAvgData(4) < GetAvgData(4, 1);
    }

    public bool IsSmaHigh(int range, int count)
    {
        var list = new List<double>();
        for (int i = Close.Count - count - 1; i < count; i++)
        {
            var sum = 0.0;
            for (int j = 0; j < range; j++) sum += Close[i - j];
            list.Add(sum / range);
        }
        return list.Max() == list[list.Count - 1];
    }

    public bool IsSmaLow(int range, int count)
    {
        var list = new List<double>();
        for (int i = Close.Count - count - 1; i < count; i++)
        {
            var sum = 0.0;
            for (int j = 0; j < range; j++) sum += Close[i - j];
            list.Add(sum / range);
        }
        return list.Min() == list[list.Count - 1];
    }

    public bool IsSmaMiddle(int range, int count, bool longFlag, double value)
    {
        var list = new List<double>();
        for (int i = Close.Count - count - 1; i < count; i++)
        {
            var sum = 0.0;
            for (int j = 0; j < range; j++) sum += Close[i - j];
            list.Add(sum / range);
        }
        if (longFlag) return value < list.Average();
        return value > list.Average();
    }
}