BitGet_API/BitgetApi/IndicatorConditionSetup/SMABandConditionSetup.cs

using BitgetAPI.Data;
using DevExpress.XtraBars.ViewInfo;
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;


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

            var high = candles.Select(t=>t.High).ToList();            

            var low = candles.Select(t => t.Low).ToList();            

            var open = candles.Select(t => t.Open).ToList();            

            int i = close.Count - 1;
            if (close.Count < 100 || high.Count < 100 || low.Count < 100 || open.Count < 100)
                return false;

            // SMA4 관련
            double sma4 = Sma4(close, i);
            double prevSma4 = Sma4(close, i - 1);
            double prev2Sma4 = Sma4(close, i - 2);
            double prev3Sma4 = Sma4(close, i - 2);

            // 밴드 계산
            double sma4High = Highest(close, i, 12);
            double sma4Middle = SMA(close, i, 12);
            double sma4Low = Lowest(close, i, 12);

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

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

            double prev3Sma4High = Highest(close, i - 3, 12);
            double prev3Sma4Low = Lowest(close, i - 3, 12);
            double prev3Sma4Middle = SMA(close, i - 3, 12);

            bool isSideways = IsSideways(high, low, i);

            //구름떼
            double conversionLine = (high.Skip(i - 8).Take(9).Max() + low.Skip(i - 8).Take(9).Min()) / 2.0;
            double baseLine = (high.Skip(i - 25).Take(26).Max() + low.Skip(i - 25).Take(26).Min()) / 2.0;
            double leadingSpan1 = (conversionLine + baseLine) / 2.0;
            double leadingSpan2 = (high.Skip(i - 51).Take(52).Max() + low.Skip(i - 51).Take(52).Min()) / 2.0;

            double cloudTopNow = Math.Max(leadingSpan1, leadingSpan2);
            double cloudBottomNow = Math.Min(leadingSpan1, leadingSpan2);

            bool isSma4BelowCloud = sma4 < cloudBottomNow;
            bool isSma4AboveCloud = sma4 > cloudTopNow;


            bool greenCandle = open[i] < close[i];
            bool redCandle = open[i] > close[i];

            // 진입/청산 조건
            bool rawNewLong = isSideways && isSma4AboveCloud && (sma4 == sma4High && prevSma4 <= prevSma4High && prev2Sma4 <= prev2Sma4High) && (sma4 >= prevSma4 && prevSma4 >= prev2Sma4 && prev2Sma4 >= prev3Sma4);

            bool rawLongSell = (sma4 <= prevSma4 && prevSma4 <= prev2Sma4 && prev2Sma4 <= prev3Sma4 && sma4 == sma4Low);


            bool rawNewShort = isSideways && isSma4BelowCloud && (sma4 == sma4Low && prevSma4 >= prevSma4Low && prev2Sma4 >= prev2Sma4Low) && (sma4 <= prevSma4 && prevSma4 <= prev2Sma4 && prev2Sma4 <= prev3Sma4);


            bool rawShortSell = (sma4 >= prevSma4 && prevSma4 >= prev2Sma4 && prev2Sma4 >= prev3Sma4 && sma4 == sma4High);

            // === 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 Sma4(List<double> list, int index) =>
             Avg(list[index], list[index - 1], list[index - 2], list[index - 3]);

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

        private double SMA(List<double> source, int currentIndex, int period)
        {
            return Enumerable.Range(currentIndex - period + 1, period)
                             .Select(i => Sma4(source, i))
                             .Average();
        }

        private double Highest(List<double> source, int currentIndex, int period)
        {
            return Enumerable.Range(currentIndex - period + 1, period)
                             .Select(i => Sma4(source, i))
                             .Max();
        }

        private double Lowest(List<double> source, int currentIndex, int period)
        {
            return Enumerable.Range(currentIndex - period + 1, period)
                             .Select(i => Sma4(source, i))
                             .Min();
        }

        private bool IsSideways(List<double> high, List<double> low, int index)
        {
            double highestHigh = high.Skip(index - rangeLookback).Take(rangeLookback).Max();
            double lowestLow = low.Skip(index - rangeLookback).Take(rangeLookback).Min();
            double range = highestHigh - lowestLow;
            return range > (highestHigh * rangeThresholdPercent / 100.0);
        }
    }
}