231 lines
9.0 KiB
C#
231 lines
9.0 KiB
C#
using BitgetAPI.Data;
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using BitgetAPI.Data.IndicatorData;
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using DevExpress.XtraBars.Ribbon.Gallery;
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using DevExpress.XtraBars.ViewInfo;
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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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using static BitgetAPI.CommonProperty;
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using static DevExpress.Utils.Diagnostics.GUIResources;
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using static System.Windows.Forms.VisualStyles.VisualStyleElement.ToolTip;
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namespace BitgetApi.IndicatorConditionSetup
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{
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public class IchimokuResult
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{
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public DateTime Time { get; set; }
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public double TenkanSen { get; set; } // 전환선
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public double KijunSen { get; set; } // 기준선
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public double SenkouSpanA { get; set; } // 선행스팬1
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public double SenkouSpanB { get; set; } // 선행스팬2
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public double ChikouSpan { get; set; } // 후행스팬
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}
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public class SMABandConditionSetup
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{
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private readonly int rangeLookback = 12;
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private readonly double rangeThresholdPercent = 0.7;
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/// <summary>
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/// false 는 구매 전, true는 판매 후
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/// </summary>
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private bool firstCloudFlag = true;
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public bool Calculate(List<CandleData> candles, SMABandType type)
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{
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var close = candles.Select(t => t.Close).ToList();
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var high = candles.Select(t => t.High).ToList();
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var low = candles.Select(t => t.Low).ToList();
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var open = candles.Select(t => t.Open).ToList();
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int i = close.Count - 1;
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if (close.Count < 100 || high.Count < 100 || low.Count < 100 || open.Count < 100)
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return false;
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// SMA4 관련
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double sma4 = Sma4(close, i);
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double prevSma4 = Sma4(close, i - 1);
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double prev2Sma4 = Sma4(close, i - 2);
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double prev3Sma4 = Sma4(close, i - 3);
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// 밴드 계산
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double sma4High = Highest(close, i, 12);
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double sma4Middle = SMA(close, i, 12);
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double sma4Low = Lowest(close, i, 12);
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double prevSma4High = Highest(close, i - 1, 12);
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double prevSma4Middle = SMA(close, i - 1, 12);
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double prevSma4Low = Lowest(close, i - 1, 12);
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double prev2Sma4High = Highest(close, i - 2, 12);
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double prev2Sma4Low = Lowest(close, i - 2, 12);
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double prev2Sma4Middle = SMA(close, i - 2, 12);
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double prev3Sma4High = Highest(close, i - 3, 12);
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double prev3Sma4Low = Lowest(close, i - 3, 12);
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double prev3Sma4Middle = SMA(close, i - 3, 12);
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bool isSideways = IsSideways(high, low, i);
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var ichmok = GetIchimokuCloud(candles, i);
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var cloudTopNow = Math.Max(ichmok.SenkouSpanA, ichmok.SenkouSpanB);
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var cloudBottomNow = Math.Min(ichmok.SenkouSpanA, ichmok.SenkouSpanB);
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bool isSma4BelowCloud = sma4 < cloudBottomNow;
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bool isSma4AboveCloud = sma4 > cloudTopNow;
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bool cloudFlag = false;
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if (!firstCloudFlag)
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{
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if(isSma4BelowCloud)
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cloudFlag = true;
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}
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else
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{
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if (!isSma4BelowCloud)
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firstCloudFlag = false;
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}
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bool greenCandle = open[i] < close[i];
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bool redCandle = open[i] > close[i];
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// 진입/청산 조건
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bool rawNewLong = isSideways && isSma4AboveCloud && (sma4 == sma4High && prevSma4 <= prevSma4High && prev2Sma4 <= prev2Sma4High) && (sma4 >= prevSma4 && prevSma4 >= prev2Sma4 && prev2Sma4 >= prev3Sma4);
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bool rawLongSell = (sma4 <= prevSma4 && prevSma4 <= prev2Sma4 && sma4 < sma4High);
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bool rawNewShort = cloudFlag && isSideways && isSma4BelowCloud && (sma4 == sma4Low && prevSma4 >= prevSma4Low && prev2Sma4 >= prev2Sma4Low) && (sma4 <= prevSma4 && prevSma4 <= prev2Sma4 && prev2Sma4 <= prev3Sma4);
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bool rawShortSell = (sma4 >= prevSma4 && prevSma4 >= prev2Sma4 && sma4 > sma4Middle);
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// === 시그널 계산 ===
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if (type == SMABandType.LongBuy)
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{
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return rawNewLong;
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}
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else if (type == SMABandType.ShortBuy)
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{
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return rawNewShort;
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}
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else if (type == SMABandType.LongSell)
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{
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return rawLongSell;
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}
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else if (type == SMABandType.ShortSell)
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{
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if (rawLongSell)
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firstCloudFlag = true;
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return rawShortSell;
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}
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return false;
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}
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private double Sma4(List<double> list, int index) =>
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Avg(list[index], list[index - 1], list[index - 2], list[index - 3]);
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private double Avg(params double[] values) =>
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values.Average();
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private double SMA(List<double> source, int currentIndex, int period)
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{
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return Enumerable.Range(currentIndex - period + 1, period)
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.Select(i => Sma4(source, i))
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.Average();
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}
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private double Highest(List<double> source, int currentIndex, int period)
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{
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return Enumerable.Range(currentIndex - period + 1, period)
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.Select(i => Sma4(source, i))
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.Max();
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}
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private double Lowest(List<double> source, int currentIndex, int period)
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{
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return Enumerable.Range(currentIndex - period + 1, period)
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.Select(i => Sma4(source, i))
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.Min();
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}
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private bool IsSideways(List<double> high, List<double> low, int index)
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{
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double highestHigh = high.Skip(index - rangeLookback).Take(rangeLookback).Max();
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double lowestLow = low.Skip(index - rangeLookback).Take(rangeLookback).Min();
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double range = highestHigh - lowestLow;
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return range > (highestHigh * rangeThresholdPercent / 100.0);
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}
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private IchimokuResult GetIchimokuCloud(List<CandleData> candles, int i)
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{
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int lastIndex = i;
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int tenkanPeriod = 9;
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int kijunPeriod = 26;
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int senkouBPeriod = 52;
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int displacement = 26;
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var result = new IchimokuResult();
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// 전환선 계산 (현재봉 기준 9봉 범위)
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if (lastIndex + 1 >= tenkanPeriod)
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{
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var tenkanHigh = candles.GetRange(lastIndex + 1 - tenkanPeriod, tenkanPeriod).Max(c => c.High);
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var tenkanLow = candles.GetRange(lastIndex + 1 - tenkanPeriod, tenkanPeriod).Min(c => c.Low);
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result.TenkanSen = (tenkanHigh + tenkanLow) / 2;
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}
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// 기준선 계산 (현재봉 기준 26봉 범위)
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if (lastIndex + 1 >= kijunPeriod)
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{
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var kijunHigh = candles.GetRange(lastIndex + 1 - kijunPeriod, kijunPeriod).Max(c => c.High);
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var kijunLow = candles.GetRange(lastIndex + 1 - kijunPeriod, kijunPeriod).Min(c => c.Low);
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result.KijunSen = (kijunHigh + kijunLow) / 2;
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}
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// 선행스팬 A 계산: '현재봉 시점'에 표시하려면 26봉 전 값(미래 26봉이 아니라)으로 계산
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if (lastIndex + 1 >= kijunPeriod && lastIndex + 1 >= tenkanPeriod && lastIndex - displacement >= 0)
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{
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// 26봉 전(과거) 봉 기준으로 전환선과 기준선 다시 계산
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var spanIndex = lastIndex - displacement;
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var spanTenkanHigh = candles.GetRange(spanIndex + 1 - tenkanPeriod, tenkanPeriod).Max(c => c.High);
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var spanTenkanLow = candles.GetRange(spanIndex + 1 - tenkanPeriod, tenkanPeriod).Min(c => c.Low);
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var spanTenkan = (spanTenkanHigh + spanTenkanLow) / 2;
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var spanKijunHigh = candles.GetRange(spanIndex + 1 - kijunPeriod, kijunPeriod).Max(c => c.High);
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var spanKijunLow = candles.GetRange(spanIndex + 1 - kijunPeriod, kijunPeriod).Min(c => c.Low);
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var spanKijun = (spanKijunHigh + spanKijunLow) / 2;
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result.SenkouSpanA = (spanTenkan + spanKijun) / 2;
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}
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// 선행스팬 B 계산 (26봉 전 기준 52봉 범위)
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if (lastIndex + 1 >= senkouBPeriod && lastIndex - displacement >= senkouBPeriod - 1)
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{
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int spanIndex = lastIndex - displacement;
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var spanBHigh = candles.GetRange(spanIndex + 1 - senkouBPeriod, senkouBPeriod).Max(c => c.High);
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var spanBLow = candles.GetRange(spanIndex + 1 - senkouBPeriod, senkouBPeriod).Min(c => c.Low);
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result.SenkouSpanB = (spanBHigh + spanBLow) / 2;
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}
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// 후행스팬은 26봉 전 종가 (시간 그대로)
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if (lastIndex - displacement >= 0)
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{
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result.ChikouSpan = candles[lastIndex - displacement].Close;
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}
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return result;
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}
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}
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}
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