106 lines
4.3 KiB
C#
106 lines
4.3 KiB
C#
using Bitget_Server.Domain.Enums;
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using Bitget_Server.Domain.Indicators;
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using Bitget_Server.Domain.Models;
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namespace Bitget_Server.Application.Indicators;
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[Serializable]
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public class MovingAverageConditionSetup
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{
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public MovingAverageType MovingAverageType { get; set; }
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// 기간 파라미터 (기존 WinForms와 동일)
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public int CandleLength24 { get; set; } = 24;
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public int CandleLength48 { get; set; } = 48;
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public int CandleLength4 { get; set; } = 4;
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public int CandleLength5 { get; set; } = 5;
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public int CandleLength2 { get; set; } = 2;
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public int CandleLength3 { get; set; } = 3;
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public int CandleLength36 { get; set; } = 36;
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public int CandleLength72 { get; set; } = 72;
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public int CandleLength12 { get; set; } = 12;
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public int CandleLength8 { get; set; } = 8;
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public int CandleLength144 { get; set; } = 144;
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public int CandleLength40 { get; set; } = 40;
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public int CandleLength20 { get; set; } = 20;
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public int CandleLength120 { get; set; } = 120;
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public int CandleLength240 { get; set; } = 240;
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public int CandleLength480 { get; set; } = 480;
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public int CandleLength80 { get; set; } = 80;
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public int CandleLength160 { get; set; } = 160;
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public CandlePriceType MACandlePriceType { get; set; }
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public void Cal_YHK_Downpublic(List<CandleData> candleDatas, CandleData candleData)
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{
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var endIndex = candleDatas.Count() - 1;
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if (candleData == null) return;
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if (candleData.movingAverageDataList == null)
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{
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candleData.movingAverageDataList = new Dictionary<int, MovingAverageData>
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{
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{ CandleLength2, new MovingAverageData() },
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{ CandleLength4, new MovingAverageData() },
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{ CandleLength5, new MovingAverageData() },
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{ CandleLength12, new MovingAverageData() },
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{ CandleLength24, new MovingAverageData() },
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{ CandleLength36, new MovingAverageData() },
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{ CandleLength144, new MovingAverageData() },
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{ CandleLength40, new MovingAverageData() },
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{ CandleLength48, new MovingAverageData() },
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{ CandleLength72, new MovingAverageData() },
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{ CandleLength3, new MovingAverageData() },
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{ CandleLength8, new MovingAverageData() },
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{ CandleLength20, new MovingAverageData() },
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{ CandleLength80, new MovingAverageData() },
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{ CandleLength160, new MovingAverageData() },
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{ CandleLength120, new MovingAverageData() },
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{ CandleLength240, new MovingAverageData() },
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{ CandleLength480, new MovingAverageData() }
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};
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}
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foreach (var item in candleData.movingAverageDataList.ToList())
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{
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var datas = candleDatas.FindAll(i =>
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candleDatas.IndexOf(i) > endIndex - item.Key &&
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candleDatas.IndexOf(i) <= endIndex);
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candleData.movingAverageDataList[item.Key] = new MovingAverageData();
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candleData.movingAverageDataList[item.Key].Value = datas.Sum(i => i.Close) / item.Key;
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CalBolangerValue(datas, candleData.movingAverageDataList[item.Key], datas.Count - 1, item.Key);
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CalBolangerValue(datas, candleData.movingAverageDataList[item.Key], datas.Count - 1, item.Key);
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}
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}
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// 볼린저 밴드 계산
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public void CalBolangerValue(List<CandleData> data, MovingAverageData mvData, int i, int period)
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{
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double total_average = 0;
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if (i < period - 1) return;
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for (int t = i - period + 1; t < i; t++)
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total_average += data[t].Close;
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total_average += data[i].Close;
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double average = total_average / period;
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double t_Close = 0;
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double sum = 0;
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double powSum = 0;
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int j;
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for (j = (i - period + 1); j < i; j++)
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{
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t_Close += Math.Pow(data[j].Close - average, 2);
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sum += data[j].Close;
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powSum += Math.Pow(data[j].Close, 2);
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}
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t_Close += Math.Pow(data[j].Close - average, 2);
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mvData.BolangerValue_Down = average - mvData.BolangerSquared * Math.Sqrt(t_Close / period);
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mvData.BolangerValue_Up = average + mvData.BolangerSquared * Math.Sqrt(t_Close / period);
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mvData.Average = average;
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}
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}
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