million/BitGet_API
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

마지막 수정 (코드 간결화)

Browse Source
This commit is contained in:
kyh
2025-05-27 14:20:54 +09:00
parent ba7b46f86d
commit 9a90554399
1 changed files with 82 additions and 94 deletions
Download Patch File Download Diff File Expand all files Collapse all files

176
BitgetApi/IndicatorConditionSetup/SMABandConditionSetup.cs
View File

@@ -15,7 +15,7 @@ namespace BitgetApi.IndicatorConditionSetup
private readonly double rangeThresholdPercent = 0.6;
private readonly int recentTouchLookback = 5;
private readonly int recentTouch2Lookback = 15;
public bool Calculate(List<CandleData> candles, SMABandType type)
{
@@ -31,87 +31,48 @@ namespace BitgetApi.IndicatorConditionSetup
var open = candles.Select(t => t.Open).ToList();
open.RemoveAt(open.Count - 1);
int i = close.Count - 1; // 최신 데이터 기준
int i = close.Count - 1;
if (close.Count < 20 || high.Count < 20 || low.Count < 20 || open.Count < 20)
return false;
double sma4 = Avg(close[i], close[i - 1], close[i - 2], close[i - 3]);
double prevSma4 = Avg(close[i - 4], close[i - 1], close[i - 2], close[i - 3]);
double prev2Sma4 = Avg(close[i - 4], close[i - 5], close[i - 2], close[i - 3]);
double prev3Sma4 = Avg(close[i - 4], close[i - 5], close[i - 6], close[i - 3]);
// SMA4 관련
double sma4 = Sma4(close, i);
double prevSma4 = Sma4(close, i - 1);
double prev2Sma4 = Sma4(close, i - 2);
double sma4High = Highest(close, i, 12, useSma4: true);
double sma4Middle = SMA(close, i, 12, useSma4: true);
double sma4Low = Lowest(close, i, 12, useSma4: true);
// 밴드 계산
double sma4High = Highest(close, i, 12);
double sma4Middle = SMA(close, i, 12);
double sma4Low = Lowest(close, i, 12);
double prevSma4High = Highest(close, i - 1, 12, useSma4: true);
double prevSma4Middle = SMA(close, i - 1, 12, useSma4: true);
double prevSma4Low = Lowest(close, i - 1, 12, useSma4: true);
double prevSma4High = Highest(close, i - 1, 12);
double prevSma4Middle = SMA(close, i - 1, 12);
double prevSma4Low = Lowest(close, i - 1, 12);
double prev2Sma4High = Highest(close, i - 2, 12, useSma4: true);
double prev2Sma4Middle = SMA(close, i - 2, 12, useSma4: true);
double prev2Sma4Low = Lowest(close, i - 2, 12, useSma4: true);
double prev2Sma4High = Highest(close, i - 2, 12);
double prev2Sma4Low = Lowest(close, i - 2, 12);
double highestHigh = high.Skip(i - rangeLookback).Take(rangeLookback).Max();
double lowestLow = low.Skip(i - rangeLookback).Take(rangeLookback).Min();
double priceRange = highestHigh - lowestLow;
bool isSideways = priceRange > (highestHigh * rangeThresholdPercent / 100.0);
bool isSideways = IsSideways(high, low, i);
bool isLongRecentTouch = false;
for (int j = i - recentTouchLookback + 1; j <= i; j++)
{
double sma4_j = Avg(close[j], close[j - 1], close[j - 2], close[j - 3]);
double sma4Low_j = Lowest(close, j, 12, useSma4: true);
double prevSma4_j = Avg(close[j - 4], close[j - 1], close[j - 2], close[j - 3]);
double prevSma4Low_j = Lowest(close, j - 1, 12, useSma4: true);
if (sma4_j >= sma4Low_j && prevSma4_j == prevSma4Low_j)
{
isLongRecentTouch = true;
break;
}
}
// 조건 판단
bool isLongRecentTouch = IsRecentTouch(close, i, recentTouchLookback, "low");
bool isShortRecentTouch = IsRecentTouch(close, i, recentTouchLookback, "high");
bool isShort2RecentTouch = IsMiddleBreakout(close, i, recentTouch2Lookback, true);
bool isLong2RecentTouch = IsMiddleBreakout(close, i, recentTouch2Lookback, false);
bool isShortRecentTouch = false;
for (int j = i - recentTouchLookback + 1; j <= i; j++)
{
double sma4_j = Avg(close[j], close[j - 1], close[j - 2], close[j - 3]);
double sma4High_j = Highest(close, j, 12, useSma4: true);
double prevSma4_j = Avg(close[j - 4], close[j - 1], close[j - 2], close[j - 3]);
double prevSma4High_j = Highest(close, j - 1, 12, useSma4: true);
if (sma4_j <= sma4High_j && prevSma4_j == prevSma4High_j)
{
isShortRecentTouch = true;
break;
}
}
bool greenCandle = open[i] < close[i];
bool redCandle = open[i] > close[i];
bool isShort2RecentTouch = false;
for (int j = i - recentTouch2Lookback + 1; j <= i; j++)
{
double sma4_j = Avg(close[j], close[j - 1], close[j - 2], close[j - 3]);
double sma4Middle_j = SMA(close, j, 12, useSma4: true);
if (sma4_j > sma4Middle_j)
{
isShort2RecentTouch = true;
break;
}
}
// 진입/청산 조건
bool rawNewLong = (isSideways && !isLongRecentTouch && isLong2RecentTouch && sma4 == sma4High && prevSma4 < sma4 && prevSma4 == prevSma4High && prev2Sma4 < prev2Sma4High && greenCandle)
|| (isSideways && isLong2RecentTouch && sma4 > sma4Middle && prevSma4 < prevSma4Middle && prevSma4 < sma4 && (sma4Middle - prevSma4Middle) > (prevSma4Middle - SMA(close, i - 2, 12)) && greenCandle);
bool isLong2RecentTouch = false;
for (int j = i - recentTouch2Lookback + 1; j <= i; j++)
{
double sma4_j = Avg(close[j], close[j - 1], close[j - 2], close[j - 3]);
double sma4Middle_j = SMA(close, j, 12, useSma4: true);
if (sma4_j < sma4Middle_j)
{
isLong2RecentTouch = true;
break;
}
}
bool rawLongSell = close[i] < sma4Middle || (prevSma4High == prevSma4 && sma4High > sma4);
bool rawNewLong = (isSideways && ! isLongRecentTouch && isLong2RecentTouch && sma4 == sma4High && prevSma4<sma4 && prevSma4 < prevSma4High && open[open.Count - 1]<close[close.Count - 1] && ((sma4Middle -prevSma4Middle) > (prevSma4Middle - prev2Sma4Middle))) &&(isSideways && isLong2RecentTouch && sma4 > sma4Middle && prevSma4 < prevSma4Middle && prevSma4 < sma4 &&((sma4Middle - prevSma4Middle) > (prevSma4Middle - prev2Sma4Middle) && open[open.Count - 1] < close[close.Count - 1]));
bool rawLongSell = close[close.Count - 1] < sma4Middle || prevSma4High == prevSma4 && sma4High > sma4;
bool rawNewShort = (!isShortRecentTouch && isShort2RecentTouch && sma4 == sma4Low && prevSma4 == prevSma4Low && prevSma4 > sma4 && prev2Sma4 > prev2Sma4Low && redCandle && (sma4Middle - prevSma4Middle) < (prevSma4Middle - SMA(close, i - 2, 12)))
|| (isShort2RecentTouch && sma4 == sma4Low && prevSma4 == prevSma4Low && prevSma4 > sma4 && redCandle && (sma4Middle - prevSma4Middle) < (prevSma4Middle - SMA(close, i - 2, 12)));
bool rawNewShort = (! isShortRecentTouch && isShort2RecentTouch && sma4 == sma4Low && prevSma4 > sma4 && prevSma4 > prevSma4Low && open[open.Count - 1] > close[close.Count - 1] &&((sma4Middle - prevSma4Middle) < (prevSma4Middle - prev2Sma4Middle))) || (isShort2RecentTouch && sma4 == sma4Low && prevSma4 == prevSma4Low && prevSma4 > sma4 && open[open.Count - 1] > close[close.Count - 1] &&((sma4Middle - prevSma4Middle) < (prevSma4Middle - prev2Sma4Middle)));
bool rawShortSell = rawShortSell = close[close.Count - 1] > sma4Middle || (sma4High == sma4 && prevSma4High > prevSma4) || (prev2Sma4Low == prev2Sma4 && prevSma4Low < prevSma4);
bool rawShortSell = close[i] > sma4Middle || (sma4High == sma4 && prevSma4High > prevSma4) || (prev2Sma4Low == prev2Sma4 && prevSma4Low < prevSma4);
// === 시그널 계산 ===
if (type == SMABandType.LongBuy)
@@ -135,39 +96,66 @@ namespace BitgetApi.IndicatorConditionSetup
return false;
}
private double Avg(params double[] values) => values.Average();
private double Sma4(List<double> list, int index) =>
Avg(list[index], list[index - 1], list[index - 2], list[index - 3]);
private double SMA(List<double> source, int currentIndex, int period, bool useSma4)
private double Avg(params double[] values) =>
values.Average();
private double SMA(List<double> source, int currentIndex, int period)
{
var values = new List<double>();
for (int i = currentIndex - period + 1; i <= currentIndex; i++)
{
double sma4 = Avg(source[i], source[i - 1], source[i - 2], source[i - 3]);
values.Add(sma4);
}
return values.Average();
return Enumerable.Range(currentIndex - period + 1, period)
.Select(i => Sma4(source, i))
.Average();
}
private double Highest(List<double> source, int currentIndex, int period, bool useSma4)
private double Highest(List<double> source, int currentIndex, int period)
{
var values = new List<double>();
for (int i = currentIndex - period + 1; i <= currentIndex; i++)
{
double sma4 = Avg(source[i], source[i - 1], source[i - 2], source[i - 3]);
values.Add(sma4);
}
return values.Max();
return Enumerable.Range(currentIndex - period + 1, period)
.Select(i => Sma4(source, i))
.Max();
}
private double Lowest(List<double> source, int currentIndex, int period, bool useSma4)
private double Lowest(List<double> source, int currentIndex, int period)
{
var values = new List<double>();
for (int i = currentIndex - period + 1; i <= currentIndex; i++)
return Enumerable.Range(currentIndex - period + 1, period)
.Select(i => Sma4(source, i))
.Min();
}
private bool IsSideways(List<double> high, List<double> low, int index)
{
double highestHigh = high.Skip(index - rangeLookback).Take(rangeLookback).Max();
double lowestLow = low.Skip(index - rangeLookback).Take(rangeLookback).Min();
double range = highestHigh - lowestLow;
return range > (highestHigh * rangeThresholdPercent / 100.0);
}
private bool IsRecentTouch(List<double> close, int currentIndex, int lookback, string type)
{
for (int j = currentIndex - lookback + 1; j <= currentIndex; j++)
{
double sma4 = Avg(source[i], source[i - 1], source[i - 2], source[i - 3]);
values.Add(sma4);
double sma4 = Sma4(close, j);
double band = (type == "low") ? Lowest(close, j, 12) : Highest(close, j, 12);
double prevSma4 = Sma4(close, j - 1);
double prevBand = (type == "low") ? Lowest(close, j - 1, 12) : Highest(close, j - 1, 12);
if (sma4 >= band && prevSma4 == prevBand)
return true;
}
return values.Min();
return false;
}
private bool IsMiddleBreakout(List<double> close, int currentIndex, int lookback, bool above)
{
for (int j = currentIndex - lookback + 1; j <= currentIndex; j++)
{
double sma4 = Sma4(close, j);
double middle = SMA(close, j, 12);
if (above && sma4 > middle) return true;
if (!above && sma4 < middle) return true;
}
return false;
}
}
}