sync

2025-01-05 18:53:32 +08:00
parent 0bb4c5a486
commit 5cd509161b
50 changed files with 8732 additions and 0 deletions
--- a/SignalsTestCmd/TAReport.cs
+++ b/SignalsTestCmd/TAReport.cs
@@ -0,0 +1,141 @@
+using BinanceExchange.API.Models.Response;
+using Newtonsoft.Json;
+using SignalsTest;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+
+namespace SignalsTest
+{
+    public class TAReport
+    {
+        public string pair;
+        public int interval;
+        [JsonIgnore]
+        public KlineCandleStickResponse candle;
+        public decimal Close;
+        public decimal Open;
+        public decimal High;
+        public decimal Low;
+        public DateTime CloseTime;
+        public decimal SMA7;
+        public decimal SMA25;
+        public decimal SMA99;
+
+        public decimal EMA7,EMA25, EMA99;
+
+        public decimal MACD = 0;
+        public decimal EMACD = 0;
+
+        public decimal ATR14;
+        public decimal ATR10;
+        public decimal AVGDiff = 0;
+
+        public decimal STHigh;
+        public decimal STLow;
+        public decimal ST;
+
+        public decimal RSI=0;
+
+        public bool STUp => STHigh > Close;
+
+        public static TAReport Generate(string _pair, int _interval,List<KlineCandleStickResponse> response, int index, List<TAReport> history)
+        {
+            TAReport report = new TAReport();
+            report.pair = _pair;
+            report.interval = _interval;
+            report.candle = response[index];
+            report.Open = response[index].Open;
+            report.Close = response[index].Close;
+            report.High = response[index].High;
+            report.Low = response[index].Low;
+            report.CloseTime = response[index].CloseTime;
+            // foreach(int sma in m_SMA)
+            // {
+            //     report.SMAs.Add(sma, Indicators.getSMA(response, index, sma));
+            // }
+
+            // foreach (int ema in m_EMA)
+            // {
+            //     report.SMAs.Add(ema, Indicators.getEMA(response, index, 0, ema));
+            // }
+            report.SMA7 = Indicators.getSMA(response, index,7);
+            report.SMA25 = Indicators.getSMA(response, index,25);
+            report.SMA99 = Indicators.getSMA(response, index,99);
+
+            report.EMA7 = Indicators.getEMA(response, index,0, 7);
+            report.EMA25 = Indicators.getEMA(response, index,0,25);
+            report.EMA99 = Indicators.getEMA(response, index,0,99);
+            report.MACD = Indicators.getMACD(response, 12, 26, index);
+
+            report.RSI = Indicators.getRSI(response,index);
+
+            if(history == null){
+                return report;
+            }
+            //MACD Signal
+            List<decimal> MACDHistory = new List<decimal>();
+            List<decimal> ATR10History = new List<decimal>();
+            List<decimal> ATR14History = new List<decimal>();
+
+            foreach(TAReport item in history){
+                MACDHistory.Add(item.MACD);
+                ATR10History.Add(item.ATR10);
+                ATR14History.Add(item.ATR14);
+            }
+            report.EMACD = Indicators.getEMA(MACDHistory, index,0,9);
+            
+            report.ATR10 = Indicators.getATR(response, 10,index, ATR10History);
+            report.ATR14 = Indicators.getATR(response, 14,index, ATR14History);
+
+
+            //SuperTrend
+            decimal SuperTrendUpper = (response[index].High + response[index].Low) / 2 + 3 * report.ATR10;
+            decimal SuperTrendLower = (response[index].High + response[index].Low) / 2 - 3 * report.ATR10;
+            decimal SuperTrendFinal = 0;
+
+
+
+            if (index > 0)
+            {
+                if (history[index - 1].STHigh > SuperTrendUpper || history[index - 1].Close > history[index - 1].STHigh)
+                {
+
+                }
+                else
+                {
+                    SuperTrendUpper = history[index - 1].STHigh;
+                }
+
+                if (history[index - 1].STLow < SuperTrendLower || history[index - 1].Close < history[index - 1].STLow)
+                {
+
+                }
+                else
+                {
+                    SuperTrendLower = history[index - 1].STLow;
+                }
+            }
+
+
+            SuperTrendFinal = report.STUp ? SuperTrendLower : SuperTrendUpper;
+            report.ST = SuperTrendFinal;
+
+            return report;
+        }
+
+
+    }
+}
+
+
+public static class CustomExtensions
+{
+
+    public static string toJson(this TAReport report)
+    {
+        return JsonConvert.SerializeObject(report, Formatting.Indented);
+    }
+}