118 lines
4.0 KiB
C#
118 lines
4.0 KiB
C#
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using BitgetApi.Data;
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using BitgetAPI.Data;
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using BitgetAPI.Data.IndicatorData;
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using System;
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using System.Collections.Generic;
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using System.Linq;
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using System.Text;
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using System.Threading.Tasks;
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namespace BitgetAPI.IndicatorConditionSetup
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{
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[Serializable]
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public class MovingAverageConditionSetup
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{
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// 지표 기본 값 설정
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// 이동 평균선 종류
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public CommonProperty.MovingAverageType MovingAverageType { get; set; }
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// 기간
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public int CandleLegnth24 { get; set; } = 24;
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public int CandleLegnth48 { get; set; } = 48;
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// 기간
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public int CandleLegnth4 { get; set; } = 4;
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// 기간
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public int CandleLegnth72 { get; set; } = 72;
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// 기간
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public int CandleLegnth12 { get; set; } = 12;
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// 가격
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public CommonProperty.CandlePriceType MACandlePriceType { get; set; }
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// 추후 업데이트 된것을 계산 안하는거 고려 !!!!
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public void Cal_YHK_Downpublic(List<CandleData> candleDatas, CandleData candleData)
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{
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// 현재 종가 인덱스
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var endIndex = candleDatas.Count() - 1;
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if (candleData == null) return;
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// Moving 없으면 생성
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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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candleData.movingAverageDataList.Add(CandleLegnth4, new MovingAverageData());
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candleData.movingAverageDataList.Add(CandleLegnth12, new MovingAverageData());
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candleData.movingAverageDataList.Add(CandleLegnth24, new MovingAverageData());
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candleData.movingAverageDataList.Add(CandleLegnth48, new MovingAverageData());
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candleData.movingAverageDataList.Add(CandleLegnth72, new MovingAverageData());
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}
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foreach(var item in candleData.movingAverageDataList.ToList())
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{
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// 전봉까지 만듬
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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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}
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}
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//볼랜저 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)
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{
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return;
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}
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for (int t = i - period + 1; t < i; t++)
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{
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total_average += data[t].Close;
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}
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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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//오버렙 값 구하기 위한 변수
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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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//하향선
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if (mvData.BolangerType == 0)
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{
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mvData.BolangerValue = average - mvData.BolangerSquared * Math.Sqrt(t_Close / period);
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}
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//상향선
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else if (mvData.BolangerType == 1)
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{
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mvData.BolangerValue = average + mvData.BolangerSquared * Math.Sqrt(t_Close / period);
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}
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//기준선
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else if (mvData.BolangerType == 2)
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{
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mvData.BolangerValue = average;
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}
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}
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}
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}
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