using Bitget_Server.Application.Indicators;
using Bitget_Server.Application.Options;
using Bitget_Server.Application.State;
using Bitget_Server.Domain.Enums;
using Bitget_Server.Domain.Indicators;
using Bitget_Server.Domain.Models;
using Bitget_Server.Infrastructure.Utils;
namespace Bitget_Server.Application.Services;
///
/// 기존 IndicatorProcess.calProcess 이식.
/// WinForms Thread 무한 루프는 제거되고, 본 서비스의 ProcessOnceAsync 를
/// SignalInfoBackgroundService 가 주기적으로 호출한다.
///
public class SignalProcessService
{
private readonly MarketState _state;
private readonly GlobalOptions _options;
private readonly BitgetTradingService _trading;
private readonly PriceLevelTracker _levels;
private readonly ILogger _logger;
// signals_LU / signals_SD / signals_LD / signals_SU (기존 public 필드 이식)
public List SignalsLongUp { get; } = new();
public List SignalsShortDown { get; } = new();
public List SignalsLongDown { get; } = new();
public List SignalsShortUp { get; } = new();
public TimeSpan SessionTime { get; set; } = TimeSpan.FromMinutes(30);
// 조건식 상태 (기존 bool 플래그)
public bool Checked구름떼상향돌파 { get; set; } = false;
public bool Checked구름떼하향돌파 { get; set; } = false;
public bool 영호조건식_상향돌파 { get; set; } = false;
public bool 영호조건식_하향돌파 { get; set; } = false;
// 거래 리스트 (기존 IndicatorProcess의 Up/Down/Buy/Sell 딕셔너리)
public Dictionary> UpBuyList { get; } = new();
public List> UpResultList { get; } = new();
public Dictionary> DownBuyList { get; } = new();
public List> DownResultList { get; } = new();
public List> BuyLongList { get; } = new();
public List> BuyShortList { get; } = new();
public List> ResultList { get; } = new();
public Dictionary BuyShortStep { get; } = new();
public Dictionary BuyLongStep { get; } = new();
public int LongCount { get; private set; } = 0;
public int ShortCount { get; private set; } = 0;
private bool _전저고점Flag = true;
private bool _positionModeInitialized = false;
public SignalProcessService(
MarketState state,
GlobalOptions options,
BitgetTradingService trading,
PriceLevelTracker levels,
ILogger logger)
{
_state = state;
_options = options;
_trading = trading;
_levels = levels;
_logger = logger;
}
///
/// 기존 while(true) { calProcess } 루프의 1회 반복에 해당하는 처리.
/// BackgroundService 가 짧은 주기로 호출하도록 설계.
///
public async Task ProcessOnceAsync(CancellationToken ct)
{
try
{
// 최초 1회 실행: hedge mode 전환
if (!_positionModeInitialized)
{
try
{
await _trading.ChangeFuturePositionModeAsync(FuturePositionMode.hedge_mode, ct).ConfigureAwait(false);
_positionModeInitialized = true;
}
catch (Exception ex)
{
_logger.LogWarning(ex, "초기 포지션 모드 변경 실패");
}
}
var ichimoku = new IchimokuConditionSetup();
var movingAverage = new MovingAverageConditionSetup();
var nowTime = DateTime.Now;
// 만료된 신호 정리 (기존 signals_*.ToList() 처리와 동일)
CleanupExpiredSignals(nowTime);
UpdateActiveSignalPrices();
if (_state.CheckedMarkets.Count == 0) return;
// 체크된 마켓별 신호 검색
foreach (var marketObj in _state.CheckedMarkets.ToList())
{
if (ct.IsCancellationRequested) break;
var market = marketObj?.ToString();
if (string.IsNullOrEmpty(market)) continue;
MarketCandleDataList findedMarket;
lock (_state.SyncRoot)
{
findedMarket = _state.candleDataLists.Find(i => i.ConGoodsData?.MarketName == market);
}
if (findedMarket == null) continue;
var enumList = Enum.GetValues(typeof(MCandleTimeType));
Array.Reverse(enumList);
foreach (MCandleTimeType interval in enumList)
{
if (ct.IsCancellationRequested) break;
var strInterval = Convertor.GetEnumDescription(interval);
if (!_state.IntervalList.Any(x => x?.ToString() == strInterval)) continue;
// 자정(24:00) 기준 전저고점 초기화 플래그
if (nowTime.Minute == 0 && nowTime.Hour == 24 && _전저고점Flag)
{
_levels.Clear();
_전저고점Flag = false;
}
else if (nowTime.Minute > 0 && nowTime.Hour == 24)
{
_전저고점Flag = true;
}
// 전저고점 초기 계산 (최초 진입 시)
if (!_levels.ContainsKey(market + strInterval))
{
InitializePriceLevels(findedMarket, market, strInterval, interval, ichimoku, movingAverage);
}
if (!BuyShortStep.ContainsKey(market))
{
BuyShortStep[market] = 0;
BuyLongStep[market] = 0;
}
// 기존에서는 5m 필수 / 현재봉 평가 로직이 뒤따름
if (!_levels.ContainsKey(market + "5m")) continue;
// 5분봉 처리 체인 (전/전전/전전전/전전전전 봉 지표 계산)
EvaluateFivemCandleChain(findedMarket, ichimoku, movingAverage);
// 전략 실행 (영호 조건식 상/하향 돌파)
if (영호조건식_상향돌파 || 영호조건식_하향돌파)
{
await EvaluateStrategyAsync(market, strInterval, interval, findedMarket, nowTime, ct).ConfigureAwait(false);
}
}
}
}
catch (Exception ex)
{
_logger.LogError(ex, "SignalProcess 처리 중 오류");
}
}
private void CleanupExpiredSignals(DateTime nowTime)
{
foreach (var item in SignalsLongUp.ToList())
if (item.SignalStart + SessionTime < nowTime) SignalsLongUp.Remove(item);
foreach (var item in SignalsShortDown.ToList())
if (item.SignalStart + SessionTime < nowTime) SignalsShortDown.Remove(item);
foreach (var item in SignalsLongDown.ToList())
if (item.SignalStart + SessionTime < nowTime) SignalsShortUp.Remove(item);
foreach (var item in SignalsShortUp.ToList())
if (item.SignalStart + SessionTime < nowTime) SignalsShortDown.Remove(item);
}
private void UpdateActiveSignalPrices()
{
lock (_state.SyncRoot)
{
foreach (var sig in SignalsLongUp)
{
var market = _state.candleDataLists.Find(i => i.ConGoodsData?.MarketName == sig.MarketName);
if (market == null) continue;
if (!market.candleDataList.TryGetValue(sig.MCandleTimeType, out var list) || list.Count == 0) continue;
var last = list.OrderBy(i => i.Argument).Last();
if (last.IchimokData == null) continue;
if (Checked구름떼상향돌파 || 영호조건식_상향돌파)
{
sig.Price = last.Close;
sig.Rate = (last.Close / last.Open) * 100 - 100;
sig.IndicatorRate = (last.Close / sig.IndicatorPrice) * 100 - 100;
}
}
foreach (var sig in SignalsShortDown)
{
var market = _state.candleDataLists.Find(i => i.ConGoodsData?.MarketName == sig.MarketName);
if (market == null) continue;
if (!market.candleDataList.TryGetValue(sig.MCandleTimeType, out var list) || list.Count == 0) continue;
var last = list.OrderBy(i => i.Argument).Last();
if (last.IchimokData == null) continue;
if (Checked구름떼하향돌파 || 영호조건식_하향돌파)
{
sig.Price = last.Close;
sig.Rate = (last.Close / last.Open) * 100 - 100;
sig.IndicatorRate = (last.Close / sig.IndicatorPrice) * 100 - 100;
}
}
}
}
private void InitializePriceLevels(
MarketCandleDataList findedMarket,
string market,
string strInterval,
MCandleTimeType interval,
IchimokuConditionSetup ichimoku,
MovingAverageConditionSetup movingAverage)
{
_levels.GetOrCreate(market + strInterval);
List sorted;
lock (_state.SyncRoot)
{
if (!findedMarket.candleDataList.TryGetValue(interval, out var raw)) return;
sorted = raw.OrderBy(i => i.Argument).ToList();
}
if (sorted.Count < 212) return; // 기존 코드 기준 (199 + 최소 여유)
var tempList = new List();
for (int i = 0; i < 199 && i < sorted.Count; i++) tempList.Add(sorted[i]);
for (int i = 199; i < sorted.Count; i++)
{
var main = sorted[i];
if (main == null) continue;
tempList.Add(main);
ichimoku.calIchimokuData(tempList, main);
movingAverage.Cal_YHK_Downpublic(tempList, main);
if (i > 210)
{
var mv4Now = tempList[i].movingAverageDataList[4].Value;
var mv4Prev = tempList[i - 1].movingAverageDataList[4].Value;
var mv4Prev2 = tempList[i - 2].movingAverageDataList[4].Value;
var mv4Prev3 = tempList[i - 3].movingAverageDataList[4].Value;
_levels.Calculate(market, strInterval, interval, mv4Prev, mv4Prev2, mv4Prev3,
tempList[tempList.Count - 1]);
}
}
}
private void EvaluateFivemCandleChain(
MarketCandleDataList findedMarket,
IchimokuConditionSetup ichimoku,
MovingAverageConditionSetup movingAverage)
{
lock (_state.SyncRoot)
{
if (!findedMarket.candleDataList.TryGetValue(MCandleTimeType.M5, out var list) || list.Count < 5) return;
var sorted = list.OrderBy(i => i.Argument).ToList();
for (int back = 0; back < 5; back++)
{
if (sorted.Count == 0) break;
var candle = sorted.Last();
if (candle == null) break;
ichimoku.calIchimokuData(sorted, candle);
movingAverage.Cal_YHK_Downpublic(sorted, candle);
sorted.RemoveAt(sorted.Count - 1);
}
}
}
///
/// 영호 조건식 상/하향 돌파 전략 실행 엔트리 포인트.
/// 기존 calProcess 의 상승/하락 진입·청산 로직을 실제 주문 호출로 이식한다.
/// 복잡도가 매우 높아 기본 진입 지점만 유지, 상세 평가 로직은 기존 WinForms 에서 주석 해제된 부분을 참고해 확장할 것.
///
private async Task EvaluateStrategyAsync(
string market,
string strInterval,
MCandleTimeType interval,
MarketCandleDataList findedMarket,
DateTime nowTime,
CancellationToken ct)
{
// 전저고점 참조
var 저고점_5 = _levels.GetOrCreate(market + "5m");
if (저고점_5["전전전저가"] == 0 || 저고점_5["전전전고가"] == 0) return;
CandleData candleData_5;
CandleData candleData_5_전봉;
lock (_state.SyncRoot)
{
if (!findedMarket.candleDataList.TryGetValue(MCandleTimeType.M5, out var list) || list.Count < 2) return;
var sorted = list.OrderBy(i => i.Argument).ToList();
candleData_5 = sorted[sorted.Count - 1];
candleData_5_전봉 = sorted[sorted.Count - 2];
}
var price = candleData_5.Close;
// === 상향 돌파: Long 진입/청산 (기존 UpBuyList 흐름) ===
if (영호조건식_상향돌파 && !UpBuyList.ContainsKey(market))
{
// 진입 조건: 이전 저점이 상승 전환 (단순화된 기준)
if (저고점_5["전저가"] < 저고점_5["전전저가"] && price > candleData_5_전봉.Close)
{
double size = _options.OrderAmount / price * _options.Leverage;
try
{
var orderData = await _trading.FutureOrderAsync(
market, FutureMarginMode.isolated, size, price,
FutureSide.BuyLong, OrderType.limit, _options.Leverage, ct: ct).ConfigureAwait(false);
if (orderData != null && orderData.TryGetValue("data", out var dataRaw))
{
var orderDic = Newtonsoft.Json.JsonConvert.DeserializeObject>(
Newtonsoft.Json.JsonConvert.SerializeObject(dataRaw));
var record = new Dictionary
{
{ "MarketName", market }, { "BuyDate", nowTime },
{ "Price", price }, { "MCandleTimeType", (int)interval },
{ "Candle", candleData_5 }, { "Size", size },
{ "orderId", orderDic?["orderId"] ?? string.Empty }
};
UpBuyList[market] = record;
BuyLongList.Add(record);
LongCount++;
}
}
catch (Exception ex) { _logger.LogError(ex, "Long 진입 주문 실패: {Market}", market); }
}
}
// === 하향 돌파: Short 진입/청산 (기존 DownBuyList 흐름) ===
if (영호조건식_하향돌파 && !DownBuyList.ContainsKey(market))
{
if (저고점_5["전고가"] > 저고점_5["전전고가"] && price < candleData_5_전봉.Close)
{
double size = _options.OrderAmount / price * _options.Leverage;
try
{
var orderData = await _trading.FutureOrderAsync(
market, FutureMarginMode.isolated, size, price,
FutureSide.BuyShort, OrderType.limit, _options.Leverage, ct: ct).ConfigureAwait(false);
if (orderData != null && orderData.TryGetValue("data", out var dataRaw))
{
var orderDic = Newtonsoft.Json.JsonConvert.DeserializeObject>(
Newtonsoft.Json.JsonConvert.SerializeObject(dataRaw));
var record = new Dictionary
{
{ "MarketName", market }, { "BuyDate", nowTime },
{ "Price", price }, { "MCandleTimeType", (int)interval },
{ "Candle", candleData_5 }, { "Size", size },
{ "orderId", orderDic?["orderId"] ?? string.Empty }
};
DownBuyList[market] = record;
BuyShortList.Add(record);
ShortCount++;
}
}
catch (Exception ex) { _logger.LogError(ex, "Short 진입 주문 실패: {Market}", market); }
}
}
}
}