141 lines
4.3 KiB
C#
141 lines
4.3 KiB
C#
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);
|
|
}
|
|
} |