public void PreLoadCandles(List <Candle> candles)
{
if (candles.First().PeriodSeconds < (int)_bot.CandleSize * 60)
{
foreach (Candle candle in candles)
{
Candle newCandle = BuildCandle(candle);
if (newCandle != null)
{
_candles.Add(newCandle);
}
}
}
else
{
_candles = candles;
}
}
private Candle BuildCandle(Candle candle)
{
int candleSize = (int)_bot.CandleSize;
if (candle.PeriodSeconds < candleSize * 60)
{
if (_ticks.All(x => x.Timestamp != candle.Timestamp))
{
/*
* IMPORTANT - TO MATCH CANDLES ACROSS DIFFERENT TIMESPANS
*
* After much testing a candle is constructed in the following way..
* Example:
* Building a 30 min candle from 1 min candles
* Staring candle - 12:00:00
* Ending candle - 12:29:00
*/
// skip the first, we will start from :00
if (!_ticks.Any() && candle.Timestamp.Minute != 0)
{
return(null);
}
_ticks.Add(candle);
// once we get the first candle set the start & end times
if (_ticks.Any() && _ticks.Count == 1)
{
_candleStarTime = new DateTime(candle.Timestamp.Year, candle.Timestamp.Month, candle.Timestamp.Day, candle.Timestamp.Hour, 0, 0);
_candleEndTime = new DateTime(_candleStarTime.AddMinutes(candleSize - 1).Year, _candleStarTime.AddMinutes(candleSize - 1).Month,
_candleStarTime.AddMinutes(candleSize - 1).Day, _candleStarTime.AddMinutes(candleSize - 1).Hour,
_candleStarTime.AddMinutes(candleSize - 1).Minute, 0);
}
//if(_ticks.Sum(x => x.PeriodSeconds) < candleSize * 60)
// return null;
}
if (candle.Timestamp > _candleEndTime)
{
_ticks.RemoveAt(_ticks.Count - 1);
Candle newCandle = new Candle()
{
Timestamp = _candleStarTime,
ClosePrice = _ticks.Last().ClosePrice,
OpenPrice = _ticks.First().OpenPrice,
HighPrice = _ticks.Max(x => x.HighPrice),
LowPrice = _ticks.Min(x => x.LowPrice),
PeriodSeconds = candleSize * 60,
VolumePrice = _ticks.Sum(x => x.VolumePrice),
VolumeQuantity = _ticks.Sum(x => x.VolumeQuantity),
WeightedAverage = _ticks.Sum(x => x.WeightedAverage) / _ticks.Count // not sure on this
};
// clear the ticks list
_ticks = new List <Candle>();
_candleStarTime = new DateTime(_candleEndTime.AddMinutes(1).Year, _candleEndTime.AddMinutes(1).Month, _candleEndTime.AddMinutes(1).Day, _candleEndTime.AddMinutes(1).Hour, _candleEndTime.AddMinutes(1).Minute, 0);
_candleEndTime = new DateTime(_candleStarTime.AddMinutes(candleSize - 1).Year, _candleStarTime.AddMinutes(candleSize - 1).Month,
_candleStarTime.AddMinutes(candleSize - 1).Day, _candleStarTime.AddMinutes(candleSize - 1).Hour,
_candleStarTime.AddMinutes(candleSize - 1).Minute, 0);
_ticks.Add(candle);
return(newCandle);
}
}
return(null);
}
/// <summary>
/// When a Candle has closed
/// </summary>
public bool OnCandle(Candle candle)
{
// is this the right size candle
int candleSize = (int)_bot.CandleSize;
if (candle.PeriodSeconds > candleSize * 60)
{
Log($"Larger candle size passed in for {_bot.Name}, required size {_bot.CandleSize}, actual size {candle.PeriodSeconds / 60}");
return(false);
}
if (candle.PeriodSeconds < candleSize * 60)
{
candle = BuildCandle(candle);
if (candle == null)
{
return(false);
}
}
else
{
var a = "yes";
}
Log($"*** Adding Candle for Exchange {_bot.Exchange.Name} Coin {_bot.Coin.Code} TimeStamp {candle.Timestamp:F}, OpenPrice {candle.OpenPrice} ClosePrice {candle.ClosePrice}");
_candles.Add(candle);
Enumerations.IndicatorSignalEnum indicatorSignal;
// if there is no current position open, look for a buy
if (_bot.CurrentPosition == null)
{
indicatorSignal = GetIndicatorSignals(Enumerations.IndicatorSignalEnum.Buy);
switch (indicatorSignal)
{
case Enumerations.IndicatorSignalEnum.Buy:
Log($"Bot - {_bot.Name}, no position open, recommended BUY at Candle - {candle.Timestamp}, Closing Price - {candle.ClosePrice}, Volume {candle.VolumeQuantity}");
return(true);
default:
Log($"Bot - {_bot.Name}, no buy signals yet");
break;
}
}
else // we have an open position, look for a sell
{
indicatorSignal = GetIndicatorSignals(Enumerations.IndicatorSignalEnum.Sell);
switch (indicatorSignal)
{
case Enumerations.IndicatorSignalEnum.Sell:
switch (_bot.CurrentPosition?.Status)
{
case Enumerations.PositionStatusEnum.Bought:
Log($"Bot - {_bot.Name}, recommended SELL at Candle - {candle.Timestamp}, Closing Price - {candle.ClosePrice}, Volume {candle.VolumeQuantity}");
return(true);
// If somehow, it is in a sold position then it needs to be cleared from the _bot
case Enumerations.PositionStatusEnum.Sold:
_bot.CurrentPosition = null;
_bot.CurrentPositionId = null;
return(false);
}
break;
default:
Log($"Bot - {_bot.Name}, no sell signals yet");
break;
}
}
return(false);
}
