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test

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This commit is contained in:
kyh
2025-05-29 11:42:52 +09:00
parent 07085f88c7
commit d11c703670
1 changed files with 31 additions and 49 deletions
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80
BitgetApi/IndicatorConditionSetup/SMABandConditionSetup.cs
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@@ -1,4 +1,5 @@
using BitgetAPI.Data;
using DevExpress.XtraBars.ViewInfo;
using System;
using System.Collections.Generic;
using System.Linq;
@@ -13,32 +14,27 @@ namespace BitgetApi.IndicatorConditionSetup
{
private readonly int rangeLookback = 12;
private readonly double rangeThresholdPercent = 0.6;
private readonly int recentTouchLookback = 5;
private readonly int recentTouch2Lookback = 15;
public bool Calculate(List<CandleData> candles, SMABandType type)
{
var close = candles.Select(t => t.Close).ToList();
close.RemoveAt(close.Count - 1);
var close = candles.Select(t => t.Close).ToList();
var high = candles.Select(t=>t.High).ToList();
high.RemoveAt(high.Count - 1);
var high = candles.Select(t=>t.High).ToList();
var low = candles.Select(t => t.Low).ToList();
low.RemoveAt(low.Count - 1);
var low = candles.Select(t => t.Low).ToList();
var open = candles.Select(t => t.Open).ToList();
open.RemoveAt(open.Count - 1);
var open = candles.Select(t => t.Open).ToList();
int i = close.Count - 1;
if (close.Count < 20 || high.Count < 20 || low.Count < 20 || open.Count < 20)
if (close.Count < 100 || high.Count < 100 || low.Count < 100 || open.Count < 100)
return false;
// SMA4 관련
double sma4 = Sma4(close, i);
double prevSma4 = Sma4(close, i - 1);
double prev2Sma4 = Sma4(close, i - 2);
double prev3Sma4 = Sma4(close, i - 2);
// 밴드 계산
double sma4High = Highest(close, i, 12);
@@ -52,26 +48,39 @@ namespace BitgetApi.IndicatorConditionSetup
double prev2Sma4High = Highest(close, i - 2, 12);
double prev2Sma4Low = Lowest(close, i - 2, 12);
double prev2Sma4Middle = SMA(close, i - 2, 12);
double prev3Sma4High = Highest(close, i - 3, 12);
double prev3Sma4Low = Lowest(close, i - 3, 12);
double prev3Sma4Middle = SMA(close, i - 3, 12);
bool isSideways = IsSideways(high, low, i);
// 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);
//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;
double cloudTopNow = Math.Max(leadingSpan1, leadingSpan2);
double cloudBottomNow = Math.Min(leadingSpan1, leadingSpan2);
bool isSma4BelowCloud = sma4 < cloudBottomNow;
bool isSma4AboveCloud = sma4 > cloudTopNow;
bool greenCandle = open[i] < close[i];
bool redCandle = open[i] > close[i];
// 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 rawNewLong = isSideways && isSma4AboveCloud && (sma4 == sma4High && prevSma4 <= prevSma4High && prev2Sma4 <= prev2Sma4High) && (sma4 >= prevSma4 && prevSma4 >= prev2Sma4 && prev2Sma4 >= prev3Sma4);
bool rawLongSell = close[i] < sma4Middle || (prevSma4High == prevSma4 && sma4High > sma4);
bool rawLongSell = (sma4 <= prevSma4 && prevSma4 <= prev2Sma4 && prev2Sma4 <= prev3Sma4 && sma4 == sma4Low);
bool rawNewShort = (sma4 == sma4Low && prevSma4 > sma4 && prevSma4 > prevSma4Low && open[i] > close[i] && ((sma4Middle - prevSma4Middle) < (prevSma4Middle - prev2Sma4Middle)));
bool rawShortSell = close[i] > sma4Middle || (sma4High == sma4 && prevSma4High > prevSma4) || (prev2Sma4Low == prev2Sma4 && prevSma4Low < prevSma4);
bool rawNewShort = isSideways && isSma4BelowCloud && (sma4 == sma4Low && prevSma4 >= prevSma4Low && prev2Sma4 >= prev2Sma4Low) && (sma4 <= prevSma4 && prevSma4 <= prev2Sma4 && prev2Sma4 <= prev3Sma4);
bool rawShortSell = (sma4 >= prevSma4 && prevSma4 >= prev2Sma4 && prev2Sma4 >= prev3Sma4 && sma4 == sma4High);
// === 시그널 계산 ===
if (type == SMABandType.LongBuy)
@@ -129,32 +138,5 @@ namespace BitgetApi.IndicatorConditionSetup
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 = 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 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;
}
}
}