BitGet_API/BitgetApi/IndicatorConditionSetup/SMABandConditionSetup.cs

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 = 12;
        private readonly double rangeThresholdPercent = 0.6;
        private readonly int recentTouchLookback = 5;
        private readonly int recentTouch2Lookback = 15;
        

        public bool Calculate(List<CandleData> candles, SMABandType type)
        {            
            var close = candles.Select(t => t.Close).ToList();
            close.RemoveAt(close.Count - 1);

            var high = candles.Select(t=>t.High).ToList();
            high.RemoveAt(high.Count - 1);

            var low = candles.Select(t => t.Low).ToList();
            low.RemoveAt(low.Count - 1);

            var open = candles.Select(t => t.Open).ToList();
            open.RemoveAt(open.Count - 1);

            int i = close.Count - 1; // 최신 데이터 기준

            double sma4 = Avg(close[i], close[i - 1], close[i - 2], close[i - 3]);
            double prevSma4 = Avg(close[i - 4], close[i - 1], close[i - 2], close[i - 3]);
            double prev2Sma4 = Avg(close[i - 4], close[i - 5], close[i - 2], close[i - 3]);
            double prev3Sma4 = Avg(close[i - 4], close[i - 5], close[i - 6], close[i - 3]);

            double sma4High = Highest(close, i, 12, useSma4: true);
            double sma4Middle = SMA(close, i, 12, useSma4: true);
            double sma4Low = Lowest(close, i, 12, useSma4: true);

            double prevSma4High = Highest(close, i - 1, 12, useSma4: true);
            double prevSma4Middle = SMA(close, i - 1, 12, useSma4: true);
            double prevSma4Low = Lowest(close, i - 1, 12, useSma4: true);

            double prev2Sma4High = Highest(close, i - 2, 12, useSma4: true);
            double prev2Sma4Middle = SMA(close, i - 2, 12, useSma4: true);
            double prev2Sma4Low = Lowest(close, i - 2, 12, useSma4: true);

            double highestHigh = high.Skip(i - rangeLookback).Take(rangeLookback).Max();
            double lowestLow = low.Skip(i - rangeLookback).Take(rangeLookback).Min();
            double priceRange = highestHigh - lowestLow;
            bool isSideways = priceRange > (highestHigh * rangeThresholdPercent / 100.0);

            bool isLongRecentTouch = false;
            for (int j = i - recentTouchLookback + 1; j <= i; j++)
            {
                double sma4_j = Avg(close[j], close[j - 1], close[j - 2], close[j - 3]);
                double sma4Low_j = Lowest(close, j, 12, useSma4: true);
                double prevSma4_j = Avg(close[j - 4], close[j - 1], close[j - 2], close[j - 3]);
                double prevSma4Low_j = Lowest(close, j - 1, 12, useSma4: true);
                if (sma4_j >= sma4Low_j && prevSma4_j == prevSma4Low_j)
                {
                    isLongRecentTouch = true;
                    break;
                }
            }

            bool isShortRecentTouch = false;
            for (int j = i - recentTouchLookback + 1; j <= i; j++)
            {
                double sma4_j = Avg(close[j], close[j - 1], close[j - 2], close[j - 3]);
                double sma4High_j = Highest(close, j, 12, useSma4: true);
                double prevSma4_j = Avg(close[j - 4], close[j - 1], close[j - 2], close[j - 3]);
                double prevSma4High_j = Highest(close, j - 1, 12, useSma4: true);
                if (sma4_j <= sma4High_j && prevSma4_j == prevSma4High_j)
                {
                    isShortRecentTouch = true;
                    break;
                }
            }

            bool isShort2RecentTouch = false;
            for (int j = i - recentTouch2Lookback + 1; j <= i; j++)
            {
                double sma4_j = Avg(close[j], close[j - 1], close[j - 2], close[j - 3]);
                double sma4Middle_j = SMA(close, j, 12, useSma4: true);
                if (sma4_j > sma4Middle_j)
                {
                    isShort2RecentTouch = true;
                    break;
                }
            }

            bool isLong2RecentTouch = false;
            for (int j = i - recentTouch2Lookback + 1; j <= i; j++)
            {
                double sma4_j = Avg(close[j], close[j - 1], close[j - 2], close[j - 3]);
                double sma4Middle_j = SMA(close, j, 12, useSma4: true);
                if (sma4_j < sma4Middle_j)
                {
                    isLong2RecentTouch = true;
                    break;
                }
            }

            bool rawNewLong = (isSideways && ! isLongRecentTouch && isLong2RecentTouch && sma4 == sma4High && prevSma4<sma4 && prevSma4 < prevSma4High && open[open.Count - 1]<close[close.Count - 1] && ((sma4Middle -prevSma4Middle) > (prevSma4Middle - prev2Sma4Middle))) &&(isSideways && isLong2RecentTouch && sma4 > sma4Middle && prevSma4 < prevSma4Middle && prevSma4 < sma4 &&((sma4Middle - prevSma4Middle) > (prevSma4Middle - prev2Sma4Middle) && open[open.Count - 1] < close[close.Count - 1]));
            bool rawLongSell = close[close.Count - 1] < sma4Middle || prevSma4High == prevSma4 && sma4High > sma4;

            bool rawNewShort = (! isShortRecentTouch && isShort2RecentTouch && sma4 == sma4Low && prevSma4 > sma4 && prevSma4 > prevSma4Low && open[open.Count - 1] > close[close.Count - 1] &&((sma4Middle - prevSma4Middle) < (prevSma4Middle - prev2Sma4Middle))) || (isShort2RecentTouch && sma4 == sma4Low && prevSma4 == prevSma4Low && prevSma4 > sma4 &&  open[open.Count - 1] > close[close.Count - 1] &&((sma4Middle - prevSma4Middle) < (prevSma4Middle - prev2Sma4Middle)));
            bool rawShortSell = rawShortSell = close[close.Count - 1] > sma4Middle || (sma4High == sma4 && prevSma4High > prevSma4) || (prev2Sma4Low == prev2Sma4 && prevSma4Low < prevSma4);

            // === 시그널 계산 ===
            if (type == SMABandType.LongBuy)
            {
                return rawNewLong;
            }
            else if (type == SMABandType.ShortBuy)
            {
                return rawNewShort;
            }

            else if (type == SMABandType.LongSell)
            {
                return rawLongSell;
            }
            else if (type == SMABandType.ShortSell)
            {
                return rawShortSell;

            }
            return false;
        }

        private double Avg(params double[] values) => values.Average();

        private double SMA(List<double> source, int currentIndex, int period, bool useSma4)
        {
            var values = new List<double>();
            for (int i = currentIndex - period + 1; i <= currentIndex; i++)
            {
                double sma4 = Avg(source[i], source[i - 1], source[i - 2], source[i - 3]);
                values.Add(sma4);
            }
            return values.Average();
        }

        private double Highest(List<double> source, int currentIndex, int period, bool useSma4)
        {
            var values = new List<double>();
            for (int i = currentIndex - period + 1; i <= currentIndex; i++)
            {
                double sma4 = Avg(source[i], source[i - 1], source[i - 2], source[i - 3]);
                values.Add(sma4);
            }
            return values.Max();
        }

        private double Lowest(List<double> source, int currentIndex, int period, bool useSma4)
        {
            var values = new List<double>();
            for (int i = currentIndex - period + 1; i <= currentIndex; i++)
            {
                double sma4 = Avg(source[i], source[i - 1], source[i - 2], source[i - 3]);
                values.Add(sma4);
            }
            return values.Min();
        }
    }
}