From f70aff1a1ee4e149d18427e2f99f2bc71949d397 Mon Sep 17 00:00:00 2001
From: kyh <1329522@naver.com>
Date: Fri, 23 May 2025 12:44:23 +0900
Subject: [PATCH] =?UTF-8?q?=EB=8D=B0=EC=9D=B4=ED=84=B0=20=EC=88=98?=
=?UTF-8?q?=EC=A0=95?=
MIME-Version: 1.0
Content-Type: text/plain; charset=UTF-8
Content-Transfer-Encoding: 8bit
---
BitgetApi/BitgetApi.csproj | 1 +
BitgetApi/CommonProperty.cs | 9 ++
.../IndicatorProcess.cs | 123 ++++++++----------
.../SMABandConditionSetup.cs | 108 +++++++++++++++
4 files changed, 173 insertions(+), 68 deletions(-)
create mode 100644 BitgetApi/IndicatorConditionSetup/SMABandConditionSetup.cs
diff --git a/BitgetApi/BitgetApi.csproj b/BitgetApi/BitgetApi.csproj
index 573d09d..7a4bcf9 100644
--- a/BitgetApi/BitgetApi.csproj
+++ b/BitgetApi/BitgetApi.csproj
@@ -112,6 +112,7 @@
+
diff --git a/BitgetApi/CommonProperty.cs b/BitgetApi/CommonProperty.cs
index 1c560e8..51eece9 100644
--- a/BitgetApi/CommonProperty.cs
+++ b/BitgetApi/CommonProperty.cs
@@ -48,6 +48,15 @@ namespace BitgetAPI
MARGIN_보류 = 2
}
+ // SMA Band Type
+ public enum SMABandType
+ {
+ LongBuy = 0,
+ LongSell = 1,
+ ShortBuy = 2,
+ ShortSell = 3
+ }
+
public ExchangePlace selectedChangePlace;
public PaymentType selectedPaymentType;
public BitgetProductType selectedBitgetProductType;
diff --git a/BitgetApi/IndicatorConditionSetup/IndicatorProcess.cs b/BitgetApi/IndicatorConditionSetup/IndicatorProcess.cs
index b12d444..0d921f5 100644
--- a/BitgetApi/IndicatorConditionSetup/IndicatorProcess.cs
+++ b/BitgetApi/IndicatorConditionSetup/IndicatorProcess.cs
@@ -30,7 +30,7 @@ namespace BitgetAPI.IndicatorConditionSetup
return options.SelectAPI.AccessKey;
}
}
- // = "bg_f93aa530288b6ec9d62095994c51972a";
+ // = "bg_f93aa55288b6ec9d62095994c51972a";
private string YHKIM_SecreteKey
{
get
@@ -133,6 +133,7 @@ namespace BitgetAPI.IndicatorConditionSetup
IchimokuConditionSetup ichimokuConditionSetup = new IchimokuConditionSetup();
MovingAverageConditionSetup movingAverageConditionSetup = new MovingAverageConditionSetup();
TradingViewConditionSetup tradingViewConditionSetup = new TradingViewConditionSetup();
+ SMABandConditionSetup sMABandConditionSetup = new SMABandConditionSetup();
signals_LU.Clear();
signals_SD.Clear();
signals_LD.Clear();
@@ -305,59 +306,59 @@ namespace BitgetAPI.IndicatorConditionSetup
BuyShortStep[market] = 0;
BuyLongStep[market] = 0;
}
- if (!(전저고점.ContainsKey(market + "30m")))
+ if (!(전저고점.ContainsKey(market + "5m")))
continue;
- #region 30분봉 처리
+ #region 5분봉 처리
- var candleDatas_30 = findedMarket.candleDataList[MCandleTimeType.M30];
- var candleDatas_30_정렬 = candleDatas_30.OrderBy(i => i.Argument).ToList();
- var candleDatas_30_TempList = candleDatas_30.OrderBy(i => i.Argument).ToList();
- var candleData_30 = candleDatas_30.Find(i => i.Argument == candleDatas_30_정렬.Last().Argument);
+ var candleDatas_5 = findedMarket.candleDataList[MCandleTimeType.M5];
+ var candleDatas_5_정렬 = candleDatas_5.OrderBy(i => i.Argument).ToList();
+ var candleDatas_5_TempList = candleDatas_5.OrderBy(i => i.Argument).ToList();
+ var candleData_5 = candleDatas_5.Find(i => i.Argument == candleDatas_5_정렬.Last().Argument);
- if (candleData_30 == null) continue;
+ if (candleData_5 == null) continue;
- ichimokuConditionSetup.calIchimokuData(candleDatas_30_정렬, candleData_30);
- movingAverageConditionSetup.Cal_YHK_Downpublic(candleDatas_30_정렬, candleData_30);
+ ichimokuConditionSetup.calIchimokuData(candleDatas_5_정렬, candleData_5);
+ movingAverageConditionSetup.Cal_YHK_Downpublic(candleDatas_5_정렬, candleData_5);
- candleDatas_30_정렬.RemoveAt(candleDatas_30_정렬.Count - 1);
- var candleData_30_전봉 = candleDatas_30.Find(i => i.Argument == candleDatas_30_정렬.Last().Argument);
+ candleDatas_5_정렬.RemoveAt(candleDatas_5_정렬.Count - 1);
+ var candleData_5_전봉 = candleDatas_5.Find(i => i.Argument == candleDatas_5_정렬.Last().Argument);
- if (candleData_30_전봉 == null) continue;
- ichimokuConditionSetup.calIchimokuData(candleDatas_30_정렬, candleData_30_전봉);
- movingAverageConditionSetup.Cal_YHK_Downpublic(candleDatas_30_정렬, candleData_30_전봉);
+ if (candleData_5_전봉 == null) continue;
+ ichimokuConditionSetup.calIchimokuData(candleDatas_5_정렬, candleData_5_전봉);
+ movingAverageConditionSetup.Cal_YHK_Downpublic(candleDatas_5_정렬, candleData_5_전봉);
- candleDatas_30_정렬.RemoveAt(candleDatas_30_정렬.Count - 1);
- var candleData_30_전전봉 = candleDatas_30.Find(i => i.Argument == candleDatas_30_정렬.Last().Argument);
+ candleDatas_5_정렬.RemoveAt(candleDatas_5_정렬.Count - 1);
+ var candleData_5_전전봉 = candleDatas_5.Find(i => i.Argument == candleDatas_5_정렬.Last().Argument);
- if (candleData_30_전전봉 == null) continue;
- ichimokuConditionSetup.calIchimokuData(candleDatas_30_정렬, candleData_30_전전봉);
- movingAverageConditionSetup.Cal_YHK_Downpublic(candleDatas_30_정렬, candleData_30_전전봉);
+ if (candleData_5_전전봉 == null) continue;
+ ichimokuConditionSetup.calIchimokuData(candleDatas_5_정렬, candleData_5_전전봉);
+ movingAverageConditionSetup.Cal_YHK_Downpublic(candleDatas_5_정렬, candleData_5_전전봉);
- candleDatas_30_정렬.RemoveAt(candleDatas_30_정렬.Count - 1);
- var candleData_30_전전전봉 = candleDatas_30.Find(i => i.Argument == candleDatas_30_정렬.Last().Argument);
+ candleDatas_5_정렬.RemoveAt(candleDatas_5_정렬.Count - 1);
+ var candleData_5_전전전봉 = candleDatas_5.Find(i => i.Argument == candleDatas_5_정렬.Last().Argument);
- if (candleData_30_전전전봉 == null) continue;
- ichimokuConditionSetup.calIchimokuData(candleDatas_30_정렬, candleData_30_전전전봉);
- movingAverageConditionSetup.Cal_YHK_Downpublic(candleDatas_30_정렬, candleData_30_전전전봉);
+ if (candleData_5_전전전봉 == null) continue;
+ ichimokuConditionSetup.calIchimokuData(candleDatas_5_정렬, candleData_5_전전전봉);
+ movingAverageConditionSetup.Cal_YHK_Downpublic(candleDatas_5_정렬, candleData_5_전전전봉);
- candleDatas_30_정렬.RemoveAt(candleDatas_30_정렬.Count - 1);
- var candleData_30_전전전전봉 = candleDatas_30.Find(i => i.Argument == candleDatas_30_정렬.Last().Argument);
+ candleDatas_5_정렬.RemoveAt(candleDatas_5_정렬.Count - 1);
+ var candleData_5_전전전전봉 = candleDatas_5.Find(i => i.Argument == candleDatas_5_정렬.Last().Argument);
- if (candleData_30_전전전전봉 == null) continue;
- ichimokuConditionSetup.calIchimokuData(candleDatas_30_정렬, candleData_30_전전전전봉);
- movingAverageConditionSetup.Cal_YHK_Downpublic(candleDatas_30_정렬, candleData_30_전전전전봉);
+ if (candleData_5_전전전전봉 == null) continue;
+ ichimokuConditionSetup.calIchimokuData(candleDatas_5_정렬, candleData_5_전전전전봉);
+ movingAverageConditionSetup.Cal_YHK_Downpublic(candleDatas_5_정렬, candleData_5_전전전전봉);
#endregion
if (영호조건식_상향돌파 || 영호조건식_하향돌파)
{
if (영호조건식_상향돌파)
{
- var price = candleData_30.Close;
- var rate = (candleData_30.Close / candleData_30.Open) * 100 - 100;
- var indicatorPrice = candleData_30.Open;
- var indicatorRate = (candleData_30.Close / indicatorPrice) * 100 - 100;
+ var price = candleData_5.Close;
+ var rate = (candleData_5.Close / candleData_5.Open) * 100 - 100;
+ var indicatorPrice = candleData_5.Open;
+ var indicatorRate = (candleData_5.Close / indicatorPrice) * 100 - 100;
var description = string.Format("{0} 72,24,4 상승", strInterval);
var signalData = signals_SD.Find(i => i.MarketName.Equals(market) && i.Description.Equals(description));
@@ -369,12 +370,7 @@ namespace BitgetAPI.IndicatorConditionSetup
//사는 시점
if (!UpBuyList.ContainsKey(market))
{
-
- var buyFlag = false;
-
-
-
- if (buyFlag)
+ if (sMABandConditionSetup.Calculate(candleDatas_5_TempList, SMABandType.LongBuy))
{
BuyLongStep[market] = 0;
// 없으면 생성
@@ -399,8 +395,8 @@ namespace BitgetAPI.IndicatorConditionSetup
{ "BuyDate", nowTime },
{ "Price", price },
{ "MCandleTimeType", (int)interval },
- { "CandleTime", candleData_30.Argument },
- { "Candle", candleData_30 }
+ { "CandleTime", candleData_5.Argument },
+ { "Candle", candleData_5 }
};
UpBuyList.Add(market, buyDic);
@@ -428,7 +424,7 @@ namespace BitgetAPI.IndicatorConditionSetup
{ "BuyDate", nowTime },
{ "Price", price },
{ "MCandleTimeType", (int)interval },
- { "Candle", candleData_30 },
+ { "Candle", candleData_5 },
{ "Size", size },
{ "orderId", orderDic["orderId"] }
};
@@ -447,7 +443,7 @@ namespace BitgetAPI.IndicatorConditionSetup
var flag = (bool)buyItem["Flag"];
if (interval < MCandleTimeType.H1)
{
- var buyTime = ((DateTime)buyItem["BuyDate"]).AddMinutes(30);
+ var buyTime = ((DateTime)buyItem["BuyDate"]).AddMinutes(5);
if (nowTime < buyTime)
continue;
}
@@ -459,10 +455,7 @@ namespace BitgetAPI.IndicatorConditionSetup
continue;
}
- var sellFlag = false;
-
-
- if (sellFlag)
+ if (sMABandConditionSetup.Calculate(candleDatas_5_TempList, SMABandType.LongSell))
{
double.TryParse(buyItem["Price"].ToString(), out var buyPrice);
var resultRate = ((price - buyPrice) / buyPrice) * 100;
@@ -477,7 +470,7 @@ namespace BitgetAPI.IndicatorConditionSetup
{ "BuyCandle", buyItem["Candle"] },
{ "SellDate", nowTime},
{ "SellPrice", price },
- { "SellCandle", candleData_30 },
+ { "SellCandle", candleData_5 },
{ "Rate", resultRate }
};
@@ -518,7 +511,7 @@ namespace BitgetAPI.IndicatorConditionSetup
{ "BuyCandle", buyItem["Candle"] },
{ "SellDate", nowTime},
{ "SellPrice", price},
- { "SellCandle", candleData_30 },
+ { "SellCandle", candleData_5 },
{ "Rate", resultRateData }
};
ResultList.Add(orderResult);
@@ -538,10 +531,10 @@ namespace BitgetAPI.IndicatorConditionSetup
}
if (영호조건식_하향돌파)
{
- var price = candleData_30.Close;
- var rate = (candleData_30.Close / candleData_30.Open) * 100 - 100;
- var indicatorPrice = candleData_30.Open;
- var indicatorRate = (candleData_30.Close / indicatorPrice) * 100 - 100;
+ var price = candleData_5.Close;
+ var rate = (candleData_5.Close / candleData_5.Open) * 100 - 100;
+ var indicatorPrice = candleData_5.Open;
+ var indicatorRate = (candleData_5.Close / indicatorPrice) * 100 - 100;
var description = string.Format("{0} 72,24,4 하락", strInterval);
var signalData = signals_SD.Find(i => i.MarketName.Equals(market) && i.Description.Equals(description));
@@ -551,11 +544,7 @@ namespace BitgetAPI.IndicatorConditionSetup
//사는 시점
if (!DownBuyList.ContainsKey(market))
{
-
- var buyFlag = false;
-
-
- if (buyFlag)
+ if (sMABandConditionSetup.Calculate(candleDatas_5_TempList, SMABandType.ShortBuy))
{
BuyShortStep[market] = 0;
// 없으면 생성
@@ -579,8 +568,8 @@ namespace BitgetAPI.IndicatorConditionSetup
{ "BuyDate", nowTime },
{ "Price", price },
{ "MCandleTimeType", (int)interval },
- { "CandleTime", candleData_30.Argument },
- { "Candle", candleData_30 }
+ { "CandleTime", candleData_5.Argument },
+ { "Candle", candleData_5 }
};
DownBuyList.Add(market, buyDic);
@@ -608,7 +597,7 @@ namespace BitgetAPI.IndicatorConditionSetup
{ "BuyDate", nowTime },
{ "Price", price },
{ "MCandleTimeType", (int)interval },
- { "Candle", candleData_30 },
+ { "Candle", candleData_5 },
{ "Size", size },
{ "orderId", orderDic["orderId"] }
};
@@ -627,7 +616,7 @@ namespace BitgetAPI.IndicatorConditionSetup
var flag = (bool)buyItem["Flag"];
if (interval < MCandleTimeType.H1)
{
- var buyTime = ((DateTime)buyItem["BuyDate"]).AddMinutes(30);
+ var buyTime = ((DateTime)buyItem["BuyDate"]).AddMinutes(5);
if (nowTime < buyTime)
continue;
}
@@ -638,10 +627,8 @@ namespace BitgetAPI.IndicatorConditionSetup
if (nowTime < buyTime)
continue;
}
- var sellFlag = false;
-
- if (sellFlag)
+ if (sMABandConditionSetup.Calculate(candleDatas_5_TempList, SMABandType.ShortSell))
{
BuyShortStep[market] = 0;
double.TryParse(buyItem["Price"].ToString(), out var buyPrice);
@@ -657,7 +644,7 @@ namespace BitgetAPI.IndicatorConditionSetup
{ "BuyCandle", buyItem["Candle"] },
{ "SellDate", nowTime},
{ "SellPrice", price },
- { "SellCandle", candleData_30 },
+ { "SellCandle", candleData_5 },
{ "Rate", resultRate }
};
@@ -699,7 +686,7 @@ namespace BitgetAPI.IndicatorConditionSetup
{ "BuyCandle", buyItem["Candle"] },
{ "SellDate", nowTime},
{ "SellPrice", price },
- { "SellCandle", candleData_30 },
+ { "SellCandle", candleData_5 },
{ "Rate", resultRateData }
};
ResultList.Add(orderResult);
diff --git a/BitgetApi/IndicatorConditionSetup/SMABandConditionSetup.cs b/BitgetApi/IndicatorConditionSetup/SMABandConditionSetup.cs
new file mode 100644
index 0000000..f7b4723
--- /dev/null
+++ b/BitgetApi/IndicatorConditionSetup/SMABandConditionSetup.cs
@@ -0,0 +1,108 @@
+using BitgetAPI.Data;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+using static BitgetAPI.CommonProperty;
+using static System.Windows.Forms.VisualStyles.VisualStyleElement.ToolTip;
+
+namespace BitgetApi.IndicatorConditionSetup
+{
+ public class SMABandConditionSetup
+ {
+ private readonly int rangeLookback = 10;
+ private readonly double rangeThresholdPercent = 1.0;
+ private readonly int bandLength = 12;
+ private readonly int recentTouchLookback = 5;
+ private int? sma4LongTouchBar = null;
+ private int? sma4ShortTouchBar = null;
+
+ public bool Calculate(List candles, SMABandType type)
+ {
+ var currentIndex = candles.Count - 1;
+ var close = candles.Select(t => t.Close).ToList();
+ var high = candles.Select(t=>t.High).ToList();
+ var low = candles.Select(t => t.Low).ToList();
+
+ if (currentIndex < 72 || close.Count <= currentIndex || high.Count <= currentIndex || low.Count <= currentIndex)
+ return false;
+
+ // === 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();
+
+ // === SMA(4) 밴드 계산 ===
+ List sma4Series = new List();
+ 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();
+
+ // 이전 SMA4 밴드
+ List prevSma4Series = new List();
+ 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();
+
+ List prev2Sma4Series = new List();
+ 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();
+
+
+ // === 횡보 구간 ===
+ double highestHigh = high.Skip(currentIndex - rangeLookback + 1).Take(rangeLookback).Max();
+ double lowestLow = low.Skip(currentIndex - rangeLookback + 1).Take(rangeLookback).Min();
+ double priceRange = highestHigh - lowestLow;
+ bool isSideways = priceRange > (highestHigh * rangeThresholdPercent / 100.0);
+
+ // === 최근 터치 ===
+ if (sma4 == sma4Low)
+ sma4LongTouchBar = currentIndex;
+
+ bool isLongRecentTouch = sma4LongTouchBar.HasValue && currentIndex - sma4LongTouchBar.Value >= recentTouchLookback;
+
+ if (sma4 == sma4High)
+ sma4ShortTouchBar = currentIndex;
+
+ bool isShortRecentTouch = sma4ShortTouchBar.HasValue && currentIndex - sma4ShortTouchBar.Value >= recentTouchLookback;
+
+ // === 시그널 계산 ===
+ if (type == SMABandType.LongBuy)
+ {
+ return isLongRecentTouch && isSideways && prevSma4 < sma4 && sma4High == sma4 &&
+ prevSma4High > prevSma4 && (prev2Sma4Middle - prevSma4Middle) > (prevSma4Middle - sma4Middle);
+ }
+ else if(type == SMABandType.ShortBuy)
+ {
+ return isShortRecentTouch && prevSma4 < sma4 && sma4High == sma4 &&
+ prevSma4High > prevSma4 && (prev2Sma4Middle - prevSma4Middle) > (prevSma4Middle - sma4Middle);
+ }
+ else if(type == SMABandType.LongSell)
+ {
+ return (!isSideways && prevSma4High > prevSma4) || (isSideways && prev2Sma4High > prev2Sma4 && prevSma4High > prevSma4);
+ }
+ else if(type == SMABandType.ShortSell)
+ {
+ return (!isSideways && prevSma4Low < prevSma4) || (isSideways && prev2Sma4Low < prev2Sma4 && prevSma4Low < prevSma4);
+ }
+ return false;
+ }
+ }
+}