246 lines
9.1 KiB
C#
246 lines
9.1 KiB
C#
using BitgetAPI.Data;
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using BitgetAPI.Data.IndicatorData;
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using DevExpress.Utils.Extensions;
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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 System.Windows.Media.Media3D;
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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 double rangeThresholdPercent = 1.5;
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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, string market, bool flag = false)
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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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if (flag)
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{
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close.RemoveAt(close.Count - 1);
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high.RemoveAt(high.Count - 1);
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low.RemoveAt(low.Count - 1);
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open.RemoveAt(open.Count - 1);
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}
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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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double sma72 = CalculateSMA(close, i);
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double prevSma72 = CalculateSMA(close, i - 1);
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// SMA4 관련
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double sma4 = CalculateSMA(close, i, 4);
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double prevSma4 = CalculateSMA(close, i - 1, 4);
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double prev2Sma4 = CalculateSMA(close, i - 2, 4);
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double prev3Sma4 = CalculateSMA(close, i - 3, 4);
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// 밴드 계산
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double sma4High = Highest(close, i, 12, 4);
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double sma4Middle = CalculateSMA(close, i, 12);
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double sma4Low = Lowest(close, i, 12, 4);
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double prevSma4High = Highest(close, i - 1, 12, 4);
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double prevSma4Middle = CalculateSMA(close, i - 1, 12);
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double prevSma4Low = Lowest(close, i - 1, 12, 4);
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double prev2Sma4High = Highest(close, i - 2, 12, 4);
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double prev2Sma4Low = Lowest(close, i - 2, 12, 4);
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double prev2Sma4Middle = CalculateSMA(close, i - 2, 12);
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double prev3Sma4High = Highest(close, i - 3, 12, 4);
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double prev3Sma4Low = Lowest(close, i - 3, 12, 4);
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double prev3Sma4Middle = CalculateSMA(close, i - 3, 12);
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var ichmok = GetIchimokuCloud(candles, i - 25);
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var ichmokCurrent = 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 = low[i] < cloudBottomNow;
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bool isSma4AboveCloud = high[i] > cloudTopNow;
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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 = greenCandle && sma4Low < sma72 && IsSideways(high, low, i, true) && sma4 > cloudTopNow && prevSma4 <= prevSma4High && sma4 == sma4High && prevSma4 < sma4 && sma4Middle > sma72 && sma4 > cloudTopNow && ichmok.SenkouSpanA >= ichmok.SenkouSpanB && ichmokCurrent.SenkouSpanA >= ichmokCurrent.SenkouSpanB;
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//sma4 == sma4High && prevSma4 < sma4High && sma4Middle > sma72 && sma4 > cloudTopNow && ichmokCurrent.SenkouSpanA > ichmokCurrent.SenkouSpanB && ichmok.SenkouSpanA >= ichmok.SenkouSpanB; // sma4 > cloudBottomNow && IsSideways(high, low, i, true) && isSma4AboveCloud && (sma4 == sma4High && prevSma4 <= prevSma4High && prev2Sma4 <= prev2Sma4High) && (sma4 >= prevSma4 && prevSma4 >= prev2Sma4 && prev2Sma4 >= prev3Sma4);
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bool rawLongSell = (sma4Middle < sma72 && prevSma4Middle > prevSma72) || (sma4 == sma4Low);
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//(sma4Middle < sma72 && prevSma4Middle > prevSma72) || (sma4 < cloudBottomNow);// (sma4 <= prevSma4 && prevSma4 <= prev2Sma4 && sma4 < sma4Middle);
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//cloudFlag &&
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bool rawNewShort = sma4 == sma4Low && prevSma4 > sma4Low && sma4Middle < sma72 && sma4 < cloudBottomNow;// sma4High < sma72 && prevSma4High > prevSma72;//sma4 < cloudTopNow && IsSideways(high, low, i, false) && isSma4BelowCloud && (sma4 == sma4Low && prevSma4 >= prevSma4Low && prev2Sma4 >= prev2Sma4Low) && (sma4 <= prevSma4 && prevSma4 <= prev2Sma4 && prev2Sma4 <= prev3Sma4);
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bool rawShortSell = (sma4Middle > sma72 && prevSma4Middle < prevSma72) || (sma4 > cloudTopNow);//(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 (rawShortSell)
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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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public static double CalculateSMA(List<double> data, int index, int period = 72)
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{
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var result = 0.0;
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for (var i = 0; i < period; i++)
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result += data[index - i];
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return result / period;
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}
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private List<double> GetAvgList(List<double> source, int index, int period, int num)
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{
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var list = new List<double>();
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for (var i = 0; i < period; i++)
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{
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list.Add(CalculateSMA(source, index - i, num));
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}
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return list;
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}
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private double Highest(List<double> source, int index, int period, int num)
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{
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return GetAvgList(source, index, period, 4).Max();
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}
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private double Lowest(List<double> source, int index, int period, int num)
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{
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return GetAvgList(source, index, period, 4).Min();
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}
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private bool IsSideways(List<double> high, List<double> low, int index, bool type)
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{
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double highestHigh = Highest(high, index, rangeLookback, 1);
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double lowestLow = Lowest(low, index, rangeLookback, 1);
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// long
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if (type)
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{
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double range = high[index] - lowestLow;
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return range > (highestHigh * rangeThresholdPercent / 100.0);
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}
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//short
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else
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{
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double range = highestHigh - low[index];
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return range > (lowestLow * rangeThresholdPercent / 100.0);
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}
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}
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private IchimokuResult GetIchimokuCloud(List<CandleData> candles, int i)
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{
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var highs = candles.Select(t => t.High).ToList();
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var lows = candles.Select(t => t.Low).ToList();
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var closes = candles.Select(t => t.Close).ToList();
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var result = new IchimokuResult();
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double tenkan = 0;
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double kijun = 0;
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double senkouA = 0;
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double senkouB = 0;
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double chikou = 0;
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// Tenkan-sen (9)
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if (i >= 8)
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{
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double max9 = highs.GetRange(i - 8, 9).Max();
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double min9 = lows.GetRange(i - 8, 9).Min();
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tenkan = (max9 + min9) / 2.0;
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}
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// Kijun-sen (26)
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if (i >= 25)
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{
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double max26 = highs.GetRange(i - 25, 26).Max();
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double min26 = lows.GetRange(i - 25, 26).Min();
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kijun = (max26 + min26) / 2.0;
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}
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// Senkou Span A (현재 시점에서 계산만, 시프트는 X)
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if (tenkan != 0 && kijun != 0)
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{
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senkouA = (tenkan + kijun) / 2.0;
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}
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// Senkou Span B (52)
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if (i >= 51)
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{
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double max52 = highs.GetRange(i - 51, 52).Max();
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double min52 = lows.GetRange(i - 51, 52).Min();
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senkouB = (max52 + min52) / 2.0;
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}
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return new IchimokuResult
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{
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TenkanSen = tenkan,
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KijunSen = kijun,
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SenkouSpanA = senkouA,
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SenkouSpanB = senkouB,
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ChikouSpan = chikou
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};
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}
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}
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}
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