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구름떼 오류 수정

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kyh
2025-05-29 13:40:56 +09:00
parent b698428681
commit 5c797e2b11
1 changed files with 81 additions and 9 deletions
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90
BitgetApi/IndicatorConditionSetup/SMABandConditionSetup.cs
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@@ -1,4 +1,6 @@
using BitgetAPI.Data;
using BitgetAPI.Data.IndicatorData;
using DevExpress.XtraBars.Ribbon.Gallery;
using DevExpress.XtraBars.ViewInfo;
using System;
using System.Collections.Generic;
@@ -6,10 +8,22 @@ using System.Linq;
using System.Text;
using System.Threading.Tasks;
using static BitgetAPI.CommonProperty;
using static DevExpress.Utils.Diagnostics.GUIResources;
using static System.Windows.Forms.VisualStyles.VisualStyleElement.ToolTip;
namespace BitgetApi.IndicatorConditionSetup
{
public class IchimokuResult
{
public DateTime Time { get; set; }
public double TenkanSen { get; set; } // 전환선
public double KijunSen { get; set; } // 기준선
public double SenkouSpanA { get; set; } // 선행스팬1
public double SenkouSpanB { get; set; } // 선행스팬2
public double ChikouSpan { get; set; } // 후행스팬
}
public class SMABandConditionSetup
{
private readonly int rangeLookback = 12;
@@ -56,14 +70,10 @@ namespace BitgetApi.IndicatorConditionSetup
bool isSideways = IsSideways(high, low, i);
//구름떼
double conversionLine = (high.Skip(i - 8).Take(9).Max() + low.Skip(i - 8).Take(9).Min()) / 2.0;
double baseLine = (high.Skip(i - 25).Take(26).Max() + low.Skip(i - 25).Take(26).Min()) / 2.0;
double leadingSpan1 = (conversionLine + baseLine) / 2.0;
double leadingSpan2 = (high.Skip(i - 51).Take(52).Max() + low.Skip(i - 51).Take(52).Min()) / 2.0;
var ichmok = GetIchimokuCloud(candles, i);
double cloudTopNow = Math.Max(leadingSpan1, leadingSpan2);
double cloudBottomNow = Math.Min(leadingSpan1, leadingSpan2);
var cloudTopNow = Math.Max(ichmok.SenkouSpanA, ichmok.SenkouSpanB);
var cloudBottomNow = Math.Min(ichmok.SenkouSpanA, ichmok.SenkouSpanB);
bool isSma4BelowCloud = sma4 < cloudBottomNow;
bool isSma4AboveCloud = sma4 > cloudTopNow;
@@ -86,12 +96,12 @@ namespace BitgetApi.IndicatorConditionSetup
// 진입/청산 조건
bool rawNewLong = isSideways && isSma4AboveCloud && (sma4 == sma4High && prevSma4 <= prevSma4High && prev2Sma4 <= prev2Sma4High) && (sma4 >= prevSma4 && prevSma4 >= prev2Sma4 && prev2Sma4 >= prev3Sma4);
bool rawLongSell = (sma4 <= prevSma4 && prevSma4 <= prev2Sma4 && prev2Sma4 <= prev3Sma4 && sma4 == sma4Low);
bool rawLongSell = (sma4 <= prevSma4 && prevSma4 <= prev2Sma4 && sma4 < sma4Middle);
bool rawNewShort = allowNewShortEntry && isSideways && isSma4BelowCloud && (sma4 == sma4Low && prevSma4 >= prevSma4Low && prev2Sma4 >= prev2Sma4Low) && (sma4 <= prevSma4 && prevSma4 <= prev2Sma4 && prev2Sma4 <= prev3Sma4);
bool rawShortSell = (sma4 >= prevSma4 && prevSma4 >= prev2Sma4 && prev2Sma4 >= prev3Sma4 && sma4 == sma4High);
bool rawShortSell = (sma4 >= prevSma4 && prevSma4 >= prev2Sma4 && sma4 > sma4Middle);
// === 시그널 계산 ===
if (type == SMABandType.LongBuy)
@@ -149,5 +159,67 @@ namespace BitgetApi.IndicatorConditionSetup
double range = highestHigh - lowestLow;
return range > (highestHigh * rangeThresholdPercent / 100.0);
}
private IchimokuResult GetIchimokuCloud(List<CandleData> candles, int i)
{
int lastIndex = i;
int tenkanPeriod = 9;
int kijunPeriod = 26;
int senkouBPeriod = 52;
int displacement = 26;
var result = new IchimokuResult();
// 전환선 계산 (현재봉 기준 9봉 범위)
if (lastIndex + 1 >= tenkanPeriod)
{
var tenkanHigh = candles.GetRange(lastIndex + 1 - tenkanPeriod, tenkanPeriod).Max(c => c.High);
var tenkanLow = candles.GetRange(lastIndex + 1 - tenkanPeriod, tenkanPeriod).Min(c => c.Low);
result.TenkanSen = (tenkanHigh + tenkanLow) / 2;
}
// 기준선 계산 (현재봉 기준 26봉 범위)
if (lastIndex + 1 >= kijunPeriod)
{
var kijunHigh = candles.GetRange(lastIndex + 1 - kijunPeriod, kijunPeriod).Max(c => c.High);
var kijunLow = candles.GetRange(lastIndex + 1 - kijunPeriod, kijunPeriod).Min(c => c.Low);
result.KijunSen = (kijunHigh + kijunLow) / 2;
}
// 선행스팬 A 계산: '현재봉 시점'에 표시하려면 26봉 전 값(미래 26봉이 아니라)으로 계산
if (lastIndex + 1 >= kijunPeriod && lastIndex + 1 >= tenkanPeriod && lastIndex - displacement >= 0)
{
// 26봉 전(과거) 봉 기준으로 전환선과 기준선 다시 계산
var spanIndex = lastIndex - displacement;
var spanTenkanHigh = candles.GetRange(spanIndex + 1 - tenkanPeriod, tenkanPeriod).Max(c => c.High);
var spanTenkanLow = candles.GetRange(spanIndex + 1 - tenkanPeriod, tenkanPeriod).Min(c => c.Low);
var spanTenkan = (spanTenkanHigh + spanTenkanLow) / 2;
var spanKijunHigh = candles.GetRange(spanIndex + 1 - kijunPeriod, kijunPeriod).Max(c => c.High);
var spanKijunLow = candles.GetRange(spanIndex + 1 - kijunPeriod, kijunPeriod).Min(c => c.Low);
var spanKijun = (spanKijunHigh + spanKijunLow) / 2;
result.SenkouSpanA = (spanTenkan + spanKijun) / 2;
}
// 선행스팬 B 계산 (26봉 전 기준 52봉 범위)
if (lastIndex + 1 >= senkouBPeriod && lastIndex - displacement >= senkouBPeriod - 1)
{
int spanIndex = lastIndex - displacement;
var spanBHigh = candles.GetRange(spanIndex + 1 - senkouBPeriod, senkouBPeriod).Max(c => c.High);
var spanBLow = candles.GetRange(spanIndex + 1 - senkouBPeriod, senkouBPeriod).Min(c => c.Low);
result.SenkouSpanB = (spanBHigh + spanBLow) / 2;
}
// 후행스팬은 26봉 전 종가 (시간 그대로)
if (lastIndex - displacement >= 0)
{
result.ChikouSpan = candles[lastIndex - displacement].Close;
}
return result;
}
}
}