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impulse macd 추가(chatgpt 버전)

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kyh
2025-04-18 15:04:49 +09:00
parent b66dad0117
commit fcd3389938
5 changed files with 257 additions and 51 deletions
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134
BitgetApi/IndicatorConditionSetup/ImpulseMacdConditionSetup.cs Normal file
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@@ -0,0 +1,134 @@
using BitgetApi.IndicatorData;
using System;
using System.Collections.Generic;
using System.Linq;
namespace BitgetAPI.IndicatorConditionSetup
{
[Serializable]
public class ImpulseMacdConditionSetup
{
private int lengthMA;
private int lengthSignal;
private List<double> srcList = new List<double>();
private List<double> highList = new List<double>();
private List<double> lowList = new List<double>();
private List<double> smmaHighList = new List<double>();
private List<double> smmaLowList = new List<double>();
private List<double> zlemaList = new List<double>();
private List<double> mdList = new List<double>();
private List<double> sbList = new List<double>();
private List<double> shList = new List<double>();
public ImpulseMacdConditionSetup(int lengthMA = 26, int lengthSignal = 12)
{
this.lengthMA = lengthMA;
this.lengthSignal = lengthSignal;
}
public ImpulseMacdData AddDataPoint(double high, double low, double close, bool flag)
{
double src = (high + low + close) / 3.0;
if (flag)
{
srcList.Add(src);
highList.Add(high);
lowList.Add(low);
}
else
{
srcList[srcList.Count - 1] = src;
}
double smmaHigh = CalculateSMMA(highList, smmaHighList, lengthMA);
double smmaLow = CalculateSMMA(lowList, smmaLowList, lengthMA);
double zlema = CalculateZLEMA(srcList, zlemaList, lengthMA);
double md = 0.0;
if (zlema > smmaHigh)
md = zlema - smmaHigh;
else if (zlema < smmaLow)
md = zlema - smmaLow;
mdList.Add(md);
if (mdList.Count < lengthSignal)
return null;
double sb = mdList.Skip(mdList.Count - lengthSignal).Average();
double sh = md - sb;
sbList.Add(sb);
shList.Add(sh);
if (mdList.Count > 100)
{
mdList.RemoveRange(0, 50);
}
if (sbList.Count > 100)
{
sbList.RemoveRange(0, 50);
}
if (shList.Count > 100)
{
shList.RemoveRange(0, 50);
}
return new ImpulseMacdData()
{
MD = md,
SH = sh,
SB = sb
};
}
private double CalculateSMMA(List<double> src, List<double> smmaList, int len)
{
if (src.Count < len)
return src.Last();
double smma;
if (smmaList.Count == 0)
{
smma = src.Skip(src.Count - len).Average();
}
else
{
smma = (smmaList.Last() * (len - 1) + src.Last()) / len;
}
smmaList.Add(smma);
return smma;
}
private double CalculateZLEMA(List<double> src, List<double> zlemaList, int length)
{
if (src.Count < length * 2)
return src.Last();
var ema1 = CalculateEMA(src, length);
var ema2 = CalculateEMA(ema1, length);
double d = ema1.Last() - ema2.Last();
double zlema = ema1.Last() + d;
zlemaList.Add(zlema);
return zlema;
}
private List<double> CalculateEMA(List<double> src, int length)
{
List<double> ema = new List<double>();
double k = 2.0 / (length + 1);
ema.Add(src.Take(length).Average());
for (int i = length; i < src.Count; i++)
{
double value = src[i] * k + ema.Last() * (1 - k);
ema.Add(value);
}
return ema;
}
}
}

147
BitgetApi/IndicatorConditionSetup/IndicatorProcess.cs
View File

@@ -1,30 +1,16 @@
using BitgetApi.Data;
using BitgetApi.IndicatorData;
using BitgetAPI.Data;
using BitgetAPI.IndicatorConditionSetup;
using BitgetAPI.WebService;
using DevExpress.Internal.WinApi.Windows.UI.Notifications;
using DevExpress.Utils.DirectXPaint;
using DevExpress.Utils.Filtering.Internal;
using DevExpress.Utils.IoC;
using DevExpress.Xpo.Logger;
using DevExpress.XtraPrinting.Native;
using Newtonsoft.Json;
using Serilog;
using Serilog.Debugging;
using System;
using System.Collections.Generic;
using System.Collections.Specialized;
using System.ComponentModel;
using System.Linq;
using System.Security.Cryptography;
using System.Text;
using System.Threading.Tasks;
using System.Windows.Forms;
using static BitgetAPI.CommonProperty;
using static DevExpress.Utils.Drawing.Helpers.NativeMethods;
using static System.Windows.Forms.VisualStyles.VisualStyleElement.TextBox;
namespace BitgetAPI.IndicatorConditionSetup
{
public class IndicatorProcess
@@ -136,10 +122,10 @@ namespace BitgetAPI.IndicatorConditionSetup
public void calProcess()
{
var range = 34;
IchimokuConditionSetup ichimokuConditionSetup = new IchimokuConditionSetup();
MovingAverageConditionSetup movingAverageConditionSetup = new MovingAverageConditionSetup();
ImpulseMacdConditionSetup impulseMacdConditionSetup = new ImpulseMacdConditionSetup();
signals_LU.Clear();
signals_SD.Clear();
signals_LD.Clear();
@@ -155,10 +141,10 @@ namespace BitgetAPI.IndicatorConditionSetup
//var orderValue = new Dictionary<string, object>();
//orderValue.Add("orderId", orderDic["orderId"]);
//var sellData = FutureOrder("XRPUSDT", FutureMarginMode.isolated, 10, 0, FutureSide.SellShort, OrderType.market, 10, orderDic["orderId"]);
//var sellData = FutureOrder("XRPUSDT", FutureMarginMode.isolated, 10, 0, FutureSide.SellShort, OrderType.market, 10, orderDic["orderId"]);
var totalImperseMACDData = new Dictionary<string, Dictionary<DateTime, ImpulseMacdData>>();
var 전저고점Flag = true;
// 추후 공통화 및 소스정리 필요
while (true)
{
@@ -236,28 +222,35 @@ namespace BitgetAPI.IndicatorConditionSetup
var strInterval = Utils.Convertor.GetEnumDescription((Enum)interval);
if (!intervalList.Contains(strInterval)) continue;
if (!전저고점.ContainsKey(market + strInterval) || (nowTime.Minute == 0 && nowTime.Hour == 24))
if (nowTime.Minute == 0 && nowTime.Hour == 24 && 전저고점Flag)
{
전저고점.Clear();
var dic = new Dictionary<string, double>();
dic.Add("전고가", 0);
dic.Add("전저가", 0);
dic.Add("전전고가", 0);
dic.Add("전전저가", 0);
dic.Add("전전전저가", 0);
dic.Add("전전전고가", 0);
dic.Add("전전전전저가", 0);
dic.Add("전전전전고가", 0);
dic.Add("tempHighVal", 0);
dic.Add("tempLowVal", 0);
dic.Add("tempHigh2Val", 0);
dic.Add("tempLow2Val", 0);
dic.Add("tempHigh3Val", 0);
dic.Add("tempLow3Val", 0);
dic.Add("tempHigh4Val", 0);
dic.Add("tempLow4Val", 0);
dic.Add("switchLowVal", 0);
dic.Add("switchHighVal", 0);
전저고점Flag = false;
}
if (!전저고점.ContainsKey(market + strInterval))
{
var dic = new Dictionary<string, double>
{
{ "전고가", 0 },
{ "전저가", 0 },
{ "전전고가", 0 },
{ "전전저가", 0 },
{ "전전전저가", 0 },
{ "전전전고가", 0 },
{ "전전전전저가", 0 },
{ "전전전전고가", 0 },
{ "tempHighVal", 0 },
{ "tempLowVal", 0 },
{ "tempHigh2Val", 0 },
{ "tempLow2Val", 0 },
{ "tempHigh3Val", 0 },
{ "tempLow3Val", 0 },
{ "tempHigh4Val", 0 },
{ "tempLow4Val", 0 },
{ "switchLowVal", 0 },
{ "switchHighVal", 0 }
};
전저고점.Add(market + strInterval, dic);
@@ -265,20 +258,27 @@ namespace BitgetAPI.IndicatorConditionSetup
var candleDatas_정렬_Temp = candleDatas_Temp.OrderBy(i => i.Argument).ToList();
var candleDatas_Temp_List = new List<CandleData>();
totalImperseMACDData[market + strInterval] = new Dictionary<DateTime, ImpulseMacdData>();
for (var i = 0; i < 199; i++)
candleDatas_Temp_List.Add(candleDatas_정렬_Temp[i]);
for (var i = 199; i < candleDatas_정렬_Temp.Count; i++)
{
var candleData_Main = candleDatas_정렬_Temp[i];
if (candleData_Main == null) continue;
candleDatas_Temp_List.Add(candleData_Main);
if(interval == MCandleTimeType.M30)
totalImperseMACDData[market + strInterval].Add(candleData_Main.Argument, impulseMacdConditionSetup.AddDataPoint(candleData_Main.High, candleData_Main.Low, candleData_Main.Close, true));
candleDatas_Temp_List.Add(candleData_Main);
ichimokuConditionSetup.calIchimokuData(candleDatas_Temp_List, candleData_Main);
movingAverageConditionSetup.Cal_YHK_Downpublic(candleDatas_Temp_List, candleData_Main);
if (i > 210)
{
var 현재봉4_Temp = candleDatas_Temp_List[i].movingAverageDataList[4].Value;
@@ -286,10 +286,23 @@ namespace BitgetAPI.IndicatorConditionSetup
var 전전봉4_Temp = candleDatas_Temp_List[i - 2].movingAverageDataList[4].Value;
var 전전전봉4_Temp = candleDatas_Temp_List[i - 3].movingAverageDataList[4].Value;
var returnVal = Calculate전고점(market, strInterval, interval, 전봉4_Temp, 전전봉4_Temp, 전전전봉4_Temp, candleDatas_Temp_List[candleDatas_Temp_List.Count - 1]);
var returnVal = Calculate전고점(market, strInterval, interval, 전봉4_Temp, 전전봉4_Temp, 전전전봉4_Temp, candleDatas_Temp_List[candleDatas_Temp_List.Count - 1]);
}
}
}
else {
if(nowTime.Minute > 0 && nowTime.Hour == 24)
전저고점Flag = true;
}
var keys = totalImperseMACDData[market + strInterval].Keys.OrderBy(t => t).ToList();
if (keys.Count > 500)
{
for (var i = 0; i < 250; i++)
totalImperseMACDData[market + strInterval].Remove(keys[i]);
}
if (!BuyShortStep.ContainsKey(market + strInterval))
{
BuyShortStep[market + strInterval] = false;
@@ -304,12 +317,16 @@ namespace BitgetAPI.IndicatorConditionSetup
var candleDatas = findedMarket.candleDataList[MCandleTimeType.M1];
var candleDatas_정렬 = candleDatas.OrderBy(i => i.Argument).ToList();
var calMacdCandleDatas_정렬 = candleDatas.OrderBy(i => i.Argument).ToList();
var candleData = candleDatas.Find(i => i.Argument == candleDatas_정렬.Last().Argument);
if (candleData == null) continue;
ichimokuConditionSetup.calIchimokuData(candleDatas_정렬, candleData);
movingAverageConditionSetup.Cal_YHK_Downpublic(candleDatas_정렬, candleData);
candleDatas_정렬.RemoveAt(candleDatas_정렬.Count - 1);
var candleData_전봉 = candleDatas.Find(i => i.Argument == candleDatas_정렬.Last().Argument);
@@ -392,9 +409,23 @@ namespace BitgetAPI.IndicatorConditionSetup
if (candleData_30 == null) continue;
ichimokuConditionSetup.calIchimokuData(candleDatas_30_정렬, candleData_30);
movingAverageConditionSetup.Cal_YHK_Downpublic(candleDatas_30_정렬, candleData_30);
var macdData = new ImpulseMacdData();
if (keys.LastOrDefault() < candleData_30.Argument)
{
macdData = impulseMacdConditionSetup.AddDataPoint(candleData_30.High, candleData_30.Low, candleData_30.Close, true);
totalImperseMACDData[market + "30m"].Add(candleData_30.Argument, macdData);
}
else
{
macdData = impulseMacdConditionSetup.AddDataPoint(candleData_30.High, candleData_30.Low, candleData_30.Close, false);
totalImperseMACDData[market + "30m"][candleData_30.Argument] = macdData;
}
candleDatas_30_정렬.RemoveAt(candleDatas_30_정렬.Count - 1);
var candleData_30_전봉 = candleDatas_30.Find(i => i.Argument == candleDatas_30_정렬.Last().Argument);
@@ -655,7 +686,22 @@ namespace BitgetAPI.IndicatorConditionSetup
var flag_1 = 현재봉4 > 현재봉72 && 전봉4 > 전봉72;
if (flag_30 && flag_5 && flag_1)
//추가
//
var macdFlag = false;
if ((macdData.SH > 0 && macdData.MD < 0 && macdData.MD < -50)
|| (totalImperseMACDData[market + "30m"][keys[keys.Count - 2]].MD == 0 &&
totalImperseMACDData[market + "30m"][keys[keys.Count - 3]].MD == 0 &&
macdData.MD > 0 && macdData.SH > 0))
{
macdFlag = true;
}
if (flag_30 && flag_5 && flag_1 && macdFlag)
{
buyFlag = true;
}
@@ -875,7 +921,18 @@ namespace BitgetAPI.IndicatorConditionSetup
var flag_1 = 현재봉4 < 현재봉72 && 전봉4 < 전봉72;
if (flag_30 && flag_5 && flag_1)
var macdFlag = false;
if ((macdData.SH < 0 && macdData.MD > 0 && macdData.MD > 50)
|| (totalImperseMACDData[market + "30m"][keys[keys.Count - 2]].MD == 0 &&
totalImperseMACDData[market + "30m"][keys[keys.Count - 3]].MD == 0 &&
macdData.MD < 0 && macdData.SH < 0))
{
macdFlag = true;
}
if (flag_30 && flag_5 && flag_1 && macdFlag)
{
buyFlag = true;
}