public MacdStrategy(IOptions <MacdStrategyOptions> options, IIndicatorFactory indicatorFactory)
{
_options = options.Value;
_shortEmaIndicator = indicatorFactory.GetEmaIndicator(_options.ShortWeight);
_longEmaIndicator = indicatorFactory.GetEmaIndicator(_options.LongWeight);
_signalEmaIndicator = indicatorFactory.GetEmaIndicator(_options.Signal);
}
/// <summary>
/// Creates a new instance of <see cref="IndicatorsService"/>
/// </summary>
/// <param name="indicatorFactory"></param>
/// <param name="priceService"></param>
/// <param name="companyService"></param>
/// <param name="cache"></param>
public IndicatorsService(IIndicatorFactory indicatorFactory, IPriceService priceService,
ICompanyService companyService, ICache cache)
{
_indicatorFactory = indicatorFactory;
_priceService = priceService;
_companyService = companyService;
_cache = cache;
}
public IchimokuCloudBtcStrategy(IOptions <MacdStrategyOptions> options, IIndicatorFactory indicatorFactory)
{
_ichimokuCloudIndicator = indicatorFactory.GetIchimokuCloud();
_rsiIndicator = indicatorFactory.GetRsiIndicator(7);
_shortEmaIndicator = indicatorFactory.GetEmaIndicator(options.Value.ShortWeight);
_longEmaIndicator = indicatorFactory.GetEmaIndicator(options.Value.LongWeight);
_last5Macd = new FixedSizedQueue <decimal>(5);
}
public MacdIchimokuStrategy(IOptions <MacdStrategyOptions> options,
IIndicatorFactory indicatorFactory)
{
_shortEmaIndicator = indicatorFactory.GetEmaIndicator(options.Value.ShortWeight);
_longEmaIndicator = indicatorFactory.GetEmaIndicator(options.Value.LongWeight);
_ema200Indicator = indicatorFactory.GetEmaIndicator(200);
_ichimokuCloudIndicator = indicatorFactory.GetIchimokuCloud();
_last10Ema200ClosePriceRate = new FixedSizedQueue <decimal>(10);
}
public CustomBtcStrategy(IOptions <MacdStrategyOptions> options, IIndicatorFactory indicatorFactory, IExchangeProvider exchangeProvider)
{
_exchangeProvider = exchangeProvider;
_options = options.Value;
_shortEmaIndicator = indicatorFactory.GetEmaIndicator(_options.ShortWeight);
_longEmaIndicator = indicatorFactory.GetEmaIndicator(_options.LongWeight);
_signalEmaIndicator = indicatorFactory.GetEmaIndicator(_options.Signal);
_ichimokuCloudIndicator = indicatorFactory.GetIchimokuCloud();
_volumenQueue = new FixedSizedQueue <decimal>(100);
}
public EthMacdStrategy(IOptions <MacdStrategyOptions> options, IIndicatorFactory indicatorFactory, IExchangeProvider exchangeProvider)
{
_exchangeProvider = exchangeProvider;
_options = options.Value;
_shortEmaIndicator = indicatorFactory.GetEmaIndicator(_options.ShortWeight);
_longEmaIndicator = indicatorFactory.GetEmaIndicator(_options.LongWeight);
_signalEmaIndicator = indicatorFactory.GetEmaIndicator(_options.Signal);
_macdStatistcsQueue = new FixedSizedQueue <MacdStatistic>(6);
_macdTempStatisticsQueue = new FixedSizedQueue <MacdStatistic>(200);
_volumenQueue = new FixedSizedQueue <decimal>(100);
}
/// <summary>
/// Get List of Default Indicators
/// </summary>
public List <IIndicator> GetDefaultIndicators()
{
List <IIndicator> result = new List <IIndicator>();
foreach (Type indicatorType in IndicatorHelper.IndicatorTypes)
{
IIndicatorFactory factory = _factories[indicatorType];
IList <IIndicator> indicators = factory.Create();
result.AddRange(indicators);
}
return(result);
}
private List <IIndicator> BuildFromJson(string indicatorsJson)
{
JArray jArray = JsonConvert.DeserializeObject <JArray>(indicatorsJson);
List <IIndicator> result = new List <IIndicator>();
foreach (JObject jObject in jArray)
{
JToken typeToken = jObject["type"];
if (typeToken == null)
{
const string errorMessage = "Property 'type' is required for each indicator";
Logger.LogErrorAndThrow(errorMessage);
}
string typeValue = typeToken.Value <string>();
Type indicatorType = IndicatorHelper.IndicatorTypes.Single(m => m.Name.ToLower().Equals(typeValue.ToLower()));
if (indicatorType == null)
{
string errorMessage = string.Format(ErrorMessages.InvalidIndicator, typeValue);
Logger.Error(errorMessage);
throw new Exception(errorMessage);
}
IIndicatorFactory factory = _factories[indicatorType];
Dictionary <string, string> properties = new Dictionary <string, string>();
foreach (JProperty prop in jObject.Properties())
{
string propName = prop.Name.UppercaseFirstLetter();
properties.Add(propName, prop.Value.Value <string>());
}
result.AddRange(factory.Create(properties));
}
return(result);
}
/// <summary>
/// Add an indicator factory.
/// </summary>
/// <param name="ind">The factory to add.</param>
public void AddIndicatorFactory(IIndicatorFactory ind)
{
_factoryMap[ind.Name] = ind;
}
/// <summary>
/// Add an indicator factory.
/// </summary>
/// <param name="ind">The factory to add.</param>
public void AddIndicatorFactory(IIndicatorFactory ind)
{
_factoryMap[ind.Name] = ind;
}
public RsiStrategy(IIndicatorFactory indicatorFactory)
{
_rsiIndicator = indicatorFactory.GetRsiIndicator(14);
}
private void RegisterFactory(IIndicatorFactory factory)
{
_factories.Add(factory.IndicatorType, factory);
}
public MfiStrategy(IIndicatorFactory indicatorFactory, IOptions <MfiStrategyOptions> options)
{
_mfiIndicator = indicatorFactory.GetMfiIndicator(options.Value.MfiWeight);
}
public CustomStrategy(IIndicatorFactory indicatorFactory, IOptions <EmaStrategyOptions> emaOptions, IUserBalanceService userBalanceService)
{
_userBalanceService = userBalanceService;
_shortEmaIndicator = indicatorFactory.GetEmaIndicator(emaOptions.Value.ShortWeight);
_longEmaIndicator = indicatorFactory.GetEmaIndicator(emaOptions.Value.LongWeight);
}
public EmaStrategy(IIndicatorFactory emaIndicatorFactory, IOptions <EmaStrategyOptions> emaOptions)
{
_shortEmaIndicator = emaIndicatorFactory.GetEmaIndicator(emaOptions.Value.ShortWeight);
_longEmaIndicator = emaIndicatorFactory.GetEmaIndicator(emaOptions.Value.LongWeight);
}
