데이터 수정

This commit is contained in:
kyh
2025-05-23 12:44:23 +09:00
parent b7cf26b8fc
commit f70aff1a1e
4 changed files with 173 additions and 68 deletions

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@@ -112,6 +112,7 @@
<Compile Include="IndicatorConditionSetup\IchimokuConditionSetup.cs" />
<Compile Include="IndicatorConditionSetup\ImpulseMacdConditionSetup.cs" />
<Compile Include="IndicatorConditionSetup\MovingAverageConditionSetup.cs" />
<Compile Include="IndicatorConditionSetup\SMABandConditionSetup.cs" />
<Compile Include="IndicatorConditionSetup\TradingViewConditionSetup.cs" />
<Compile Include="IndicatorData\IchimokData.cs" />
<Compile Include="IndicatorConditionSetup\IndicatorProcess.cs" />

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@@ -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;

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@@ -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);

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@@ -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<CandleData> 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<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();
// 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();
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();
// === 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;
}
}
}