/// <summary>
/// Calculates a buy signal based on several technical analysis indicators.
/// </summary>
/// <param name="market">The market we're going to check against.</param>
/// <returns></returns>
private async Task <TradeSignal> GetStrategySignal(string market)
{
try
{
var minimumDate = _strategy.GetMinimumDateTime();
var candleDate = _strategy.GetCurrentCandleDateTime();
var candles = await _api.GetTickerHistory(market, _strategy.IdealPeriod, minimumDate);
// We eliminate all candles that aren't needed for the dataset incl. the last one (if it's the current running candle).
candles = candles.Where(x => x.Timestamp >= minimumDate && x.Timestamp < candleDate).ToList();
// Not enough candles to perform what we need to do.
if (candles.Count < _strategy.MinimumAmountOfCandles)
{
_logger.LogWarning("Not enough candle data for {Market}...", market);
return(new TradeSignal
{
TradeAdvice = TradeAdvice.Hold,
MarketName = market
});
}
// Get the date for the last candle.
var signalDate = candles[candles.Count - 1].Timestamp;
// This is an outdated candle...
if (signalDate < _strategy.GetSignalDate())
{
_logger.LogInformation("Outdated candle for {Market}...", market);
return(null);
}
// This calculates an advice for the next timestamp.
var advice = _strategy.Forecast(candles);
return(new TradeSignal
{
TradeAdvice = advice,
MarketName = market,
SignalCandle = _strategy.GetSignalCandle(candles)
});
}
catch (Exception ex)
{
// Couldn't get a buy signal for this market, no problem. Let's skip it.
_logger.LogError(ex, "Couldn't get buy signal for {Market}...", market);
return(null);
}
}
/// <summary>
/// Retrieves a trend list for the given market.
/// </summary>
/// <param name="tradeMarket"></param>
/// <returns></returns>
private async Task <List <ITradeAdvice> > GetTrend(string tradeMarket)
{
var minimumDate = DateTime.UtcNow.AddHours(-120);
var candles = await _api.GetTickerHistory(tradeMarket, minimumDate, Period.Hour);
var signalDate = candles[candles.Count - 1].Timestamp;
// This is an outdated candle...
if (signalDate < DateTime.UtcNow.AddMinutes(-120))
{
return new List <ITradeAdvice>()
{
}
}
;
// This calculates a buy signal for each candle.
var trend = _strategy.Prepare(candles.Where(x => x.Timestamp > minimumDate).ToList());
return(trend);
}
/// <summary>
/// Calculates a buy signal based on several technical analysis indicators.
/// </summary>
/// <param name="market">The market we're going to check against.</param>
/// <returns></returns>
private async Task <ITradeAdvice> GetStrategySignal(string market)
{
try
{
_log($"Checking market {market}...");
var minimumDate = _strategy.GetMinimumDateTime();
var candleDate = _strategy.GetCurrentCandleDateTime();
var candles = await _api.GetTickerHistory(market, minimumDate, _strategy.IdealPeriod);
// We eliminate all candles that aren't needed for the dataset incl. the last one (if it's the current running candle).
candles = candles.Where(x => x.Timestamp >= minimumDate && x.Timestamp < candleDate).ToList();
// Not enough candles to perform what we need to do.
if (candles.Count < _strategy.MinimumAmountOfCandles)
{
return(new SimpleTradeAdvice(TradeAdvice.Hold));
}
// Get the date for the last candle.
var signalDate = candles[candles.Count - 1].Timestamp;
// This is an outdated candle...
if (signalDate < _strategy.GetSignalDate())
{
return(null);
}
// This calculates an advice for the next timestamp.
var advice = _strategy.Forecast(candles);
return(advice);
}
catch (Exception)
{
// Couldn't get a buy signal for this market, no problem. Let's skip it.
_log($"Couldn't get buy signal for {market}...");
return(null);
}
}