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buy, sell 정규화

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This commit is contained in:
kyh
2025-05-27 11:40:01 +09:00
parent 3be354f879
commit a2c307b3d8
2 changed files with 125 additions and 60 deletions
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2
BitgetApi/IndicatorConditionSetup/IndicatorProcess.cs
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@@ -440,7 +440,7 @@ namespace BitgetAPI.IndicatorConditionSetup
{
var buyItem = UpBuyList[market];
var flag = (bool)buyItem["Flag"];
//var flag = (bool)buyItem["Flag"];
if (interval < MCandleTimeType.H1)
{
var buyTime = ((DateTime)buyItem["BuyDate"]).AddMinutes(5);

183
BitgetApi/IndicatorConditionSetup/SMABandConditionSetup.cs
View File

@@ -12,99 +12,164 @@ namespace BitgetApi.IndicatorConditionSetup
public class SMABandConditionSetup
{
private readonly int rangeLookback = 12;
private readonly double rangeThresholdPercent = 0.7;
private readonly int bandLength = 12;
private readonly int recentTouchLookbackTypeLong = 5;
private readonly int recentTouchLookbackTypeShort = 15;
private int? sma4LongTouchBar = null;
private int? sma4ShortTouchBar = null;
private readonly double rangeThresholdPercent = 0.4;
private readonly int recentTouchLookback = 5;
private readonly int recentTouch2Lookback = 15;
public bool Calculate(List<CandleData> candles, SMABandType type)
{
var currentIndex = candles.Count - 1;
{
var close = candles.Select(t => t.Close).ToList();
close.RemoveAt(close.Count - 1);
var high = candles.Select(t=>t.High).ToList();
high.RemoveAt(high.Count - 1);
var low = candles.Select(t => t.Low).ToList();
low.RemoveAt(low.Count - 1);
if (currentIndex < 72 || close.Count <= currentIndex || high.Count <= currentIndex || low.Count <= currentIndex)
return false;
var open = candles.Select(t => t.Open).ToList();
open.RemoveAt(open.Count - 1);
// === SMA(4) 계산 ===
double sma4 = close.GetRange(currentIndex - 3, 4).Average();
double prevSma4 = new[] { close[currentIndex - 4], close[currentIndex - 1], close[currentIndex - 2], close[currentIndex - 3] }.Average();
double prev2Sma4 = new[] { close[currentIndex - 4], close[currentIndex - 5], close[currentIndex - 2], close[currentIndex - 3] }.Average();
int i = close.Count - 1; // 최신 데이터 기준
// === SMA(4) 밴드 계산 ===
List<double> sma4Series = new List<double>();
for (int i = currentIndex - bandLength + 1; i <= currentIndex; i++)
{
var s = close.GetRange(i - 3, 4).Average();
sma4Series.Add(s);
}
double sma4High = sma4Series.Max();
double sma4Low = sma4Series.Min();
double sma4Middle = sma4Series.Average();
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]);
// 이전 SMA4 밴드
List<double> prevSma4Series = new List<double>();
for (int i = currentIndex - bandLength + 1; i <= currentIndex; i++)
{
var s = new[] { close[i - 4], close[i - 1], close[i - 2], close[i - 3] }.Average();
prevSma4Series.Add(s);
}
double prevSma4High = prevSma4Series.Max();
double prevSma4Low = prevSma4Series.Min();
double prevSma4Middle = prevSma4Series.Average();
double sma4High = Highest(close, i, 12, useSma4: true);
double sma4Middle = SMA(close, i, 12, useSma4: true);
double sma4Low = Lowest(close, i, 12, useSma4: true);
List<double> prev2Sma4Series = new List<double>();
for (int i = currentIndex - bandLength + 1; i <= currentIndex; i++)
{
var s = new[] { close[i - 4], close[i - 5], close[i - 2], close[i - 3] }.Average();
prev2Sma4Series.Add(s);
}
double prev2Sma4Middle = prev2Sma4Series.Average();
double prev2Sma4High = prev2Sma4Series.Max();
double prev2Sma4Low = prev2Sma4Series.Min();
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 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);
// === 횡보 구간 ===
double highestHigh = high.Skip(currentIndex - rangeLookback + 1).Take(rangeLookback).Max();
double lowestLow = low.Skip(currentIndex - rangeLookback + 1).Take(rangeLookback).Min();
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);
// === 최근 터치 ===
if (sma4 == sma4Low)
sma4LongTouchBar = currentIndex;
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;
}
}
bool isLongRecentTouch = sma4LongTouchBar.HasValue && currentIndex - sma4LongTouchBar.Value >= recentTouchLookbackTypeLong;
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;
}
}
if (sma4 < sma4Middle)
sma4ShortTouchBar = currentIndex;
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;
}
}
bool isShortRecentTouch = sma4ShortTouchBar.HasValue && currentIndex - sma4ShortTouchBar.Value >= recentTouchLookbackTypeShort;
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)
{
isShort2RecentTouch = true;
break;
}
}
bool rawNewLong = (isSideways && ! isLongRecentTouch && isLong2RecentTouch && sma4 == sma4High && prevSma4<sma4 && prevSma4 < prevSma4High &&((sma4Middle - prevSma4Middle) > (prevSma4Middle - prev2Sma4Middle))) ||
(isSideways && isLong2RecentTouch && sma4 == sma4High && prevSma4 == prevSma4High && prevSma4 < sma4 && ((sma4Middle - prevSma4Middle) > (prevSma4Middle - prev2Sma4Middle)));
bool rawLongSell = prevSma4High == prevSma4 && sma4High > sma4;
bool rawNewShort = (!isShortRecentTouch && isShort2RecentTouch && sma4 == sma4Low && prevSma4 > sma4 && prevSma4 > prevSma4Low && ((sma4Middle - prevSma4Middle) < (prevSma4Middle - prev2Sma4Middle))) ||
(isShort2RecentTouch && sma4 == sma4Low && prevSma4 == prevSma4Low && prevSma4 > sma4 && ((sma4Middle - prevSma4Middle) < (prevSma4Middle - prev2Sma4Middle)));
bool rawShortSell = open[open.Count - 1] > sma4Middle || (sma4High == sma4 && prevSma4High > prevSma4) ||(prev2Sma4Low == prev2Sma4 && prevSma4Low < prevSma4); ;
// === 시그널 계산 ===
if (type == SMABandType.LongBuy)
{
return isLongRecentTouch && isSideways && prevSma4 < sma4 && sma4High == sma4 &&
prevSma4High > prevSma4 && (prev2Sma4Middle - prevSma4Middle) > (prevSma4Middle - sma4Middle);
return rawNewLong;
}
else if (type == SMABandType.ShortBuy)
{
return isShortRecentTouch && prevSma4High > prevSma4 && prev2Sma4High == prev2Sma4 &&
prevSma4 > sma4;
return rawNewShort;
}
else if (type == SMABandType.LongSell)
{
return (!isSideways && prevSma4High > prevSma4) || (isSideways && prev2Sma4High > prev2Sma4 && prevSma4High > prevSma4);
return rawLongSell;
}
else if (type == SMABandType.ShortSell)
{
return (sma4High == sma4 && prevSma4High > prevSma4) || (!isSideways && prevSma4Low == prevSma4 && sma4Low < sma4) || (isSideways && prev2Sma4Low == prev2Sma4 && prevSma4Low < prevSma4 && sma4Low < sma4);
return rawShortSell;
}
return false;
}
private double Avg(params double[] values) => values.Average();
private double SMA(List<double> source, int currentIndex, int period, bool useSma4)
{
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();
}
private double Highest(List<double> source, int currentIndex, int period, bool useSma4)
{
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();
}
private double Lowest(List<double> source, int currentIndex, int period, bool useSma4)
{
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.Min();
}
}
}