BitGet_API/BitgetApi/IndicatorConditionSetup/MovingAverageConditionSetup.cs

using BitgetApi.Data;
using BitgetAPI.Data;
using BitgetAPI.Data.IndicatorData;
using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Threading.Tasks;

namespace BitgetAPI.IndicatorConditionSetup
{
    [Serializable]
    public class MovingAverageConditionSetup
    {
        // 지표 기본 값 설정
        // 이동 평균선 종류
        public CommonProperty.MovingAverageType MovingAverageType { get; set; }
        // 기간
        public int CandleLength24 { get; set; } = 24;
        public int CandleLength48 { get; set; } = 48;
        // 기간
        public int CandleLength4 { get; set; } = 4;
        public int CandleLength5 { get; set; } = 5;
        public int CandleLength2 { get; set; } = 2;
        public int CandleLength3 { get; set; } = 3;
        public int CandleLength36 { get; set; } = 36;
        // 기간
        public int CandleLength72 { get; set; } = 72;
        // 기간
        public int CandleLength12 { get; set; } = 12;
        // 기간
        public int CandleLength8 { get; set; } = 8;
        public int CandleLength144 { get; set; } = 144;
        public int CandleLength40 { get; set; } = 40;
        public int CandleLength20 { get; set; } = 20;
        public int CandleLength120 { get; set; } = 120;
        public int CandleLength240 { get; set; } = 240;
        public int CandleLength480 { get; set; } = 480;
        public int CandleLength80 { get; set; } = 80;
        public int CandleLength160 { get; set; } = 160;

        // 가격
        public CommonProperty.CandlePriceType MACandlePriceType { get; set; }    
        
        // 추후 업데이트 된것을 계산 안하는거 고려 !!!!
        public void Cal_YHK_Downpublic(List<CandleData> candleDatas, CandleData candleData)
        {
            // 현재 종가 인덱스
            var endIndex = candleDatas.Count() - 1;

            if (candleData == null) return;

            // Moving 없으면 생성
            if (candleData.movingAverageDataList == null)
            {
                candleData.movingAverageDataList = new Dictionary<int, MovingAverageData>();
                candleData.movingAverageDataList.Add(CandleLength2, new MovingAverageData());
                candleData.movingAverageDataList.Add(CandleLength4, new MovingAverageData());
                candleData.movingAverageDataList.Add(CandleLength5, new MovingAverageData());
                candleData.movingAverageDataList.Add(CandleLength12, new MovingAverageData());
                candleData.movingAverageDataList.Add(CandleLength24, new MovingAverageData());
                candleData.movingAverageDataList.Add(CandleLength36, new MovingAverageData());
                candleData.movingAverageDataList.Add(CandleLength144, new MovingAverageData());
                candleData.movingAverageDataList.Add(CandleLength40, new MovingAverageData());
                candleData.movingAverageDataList.Add(CandleLength48, new MovingAverageData());
                candleData.movingAverageDataList.Add(CandleLength72, new MovingAverageData());
                candleData.movingAverageDataList.Add(CandleLength3, new MovingAverageData());
                candleData.movingAverageDataList.Add(CandleLength8, new MovingAverageData());
                candleData.movingAverageDataList.Add(CandleLength20, new MovingAverageData());
                candleData.movingAverageDataList.Add(CandleLength80, new MovingAverageData());
                candleData.movingAverageDataList.Add(CandleLength160, new MovingAverageData());
                candleData.movingAverageDataList.Add(CandleLength120, new MovingAverageData());
                candleData.movingAverageDataList.Add(CandleLength240, new MovingAverageData());
                candleData.movingAverageDataList.Add(CandleLength480, new MovingAverageData());
            }

            foreach(var item in candleData.movingAverageDataList.ToList())
            {
                // 전봉까지 만듬
                var datas = candleDatas.FindAll(i =>
                candleDatas.IndexOf(i) > endIndex - item.Key &&
                candleDatas.IndexOf(i) <= endIndex);

                candleData.movingAverageDataList[item.Key] = new MovingAverageData();
                candleData.movingAverageDataList[item.Key].Value = datas.Sum(i => i.Close) / item.Key;
                CalBolangerValue(datas, candleData.movingAverageDataList[item.Key], datas.Count - 1, item.Key);
                CalBolangerValue(datas, candleData.movingAverageDataList[item.Key], datas.Count - 1, item.Key);
            }
        }

        //볼랜저 계산
        public void CalBolangerValue(List<CandleData> data, MovingAverageData mvData, int i, int period)
        {     
            double total_average = 0;
            if (i < period - 1)
            {
                return;
            }
            for (int t = i - period + 1; t < i; t++)
            {
                total_average += data[t].Close;
            }
            
            total_average += data[i].Close;

            double average = total_average / period;            
            double t_Close = 0;

            //오버렙 값 구하기 위한 변수
            double sum = 0;
            double powSum = 0;

            int j;
            for (j = (i - period + 1); j < i; j++)
            {

                t_Close += Math.Pow(data[j].Close - average, 2);
                sum += data[j].Close;
                powSum += Math.Pow(data[j].Close, 2);
            }

            t_Close += Math.Pow(data[j].Close - average, 2);

            mvData.BolangerValue_Down = average - mvData.BolangerSquared * Math.Sqrt(t_Close / period);
            mvData.BolangerValue_Up = average + mvData.BolangerSquared * Math.Sqrt(t_Close / period);
            mvData.Average = average;            
        }
    }
}