public void AddStrategy(Strategy strategy, ITimeService timeService, int weight = 50)
{
if (this._traceStatusId != TraceStatus.Prepare.Id)
{
throw new TrendAnalysisDomainException("Adding Strategy can only happened in prepare status.");
}
if (timeService == null)
{
throw new TrendAnalysisDomainException("Time service is not provided when operating on trace.");
}
if (this._tradeStrategies.Where(t => t.Strategy == strategy).SingleOrDefault() != null)
{
throw new TrendAnalysisDomainException("Could not at the same strategy twice.");
}
var currentCandleDateTime = strategy.GetCurrentCandleDateTime(timeService);
var signal = new TradeSignal(this.TraceId, currentCandleDateTime, 1, TradingSignalType.Hold.Id);;
var strategyToAdd = new TradeStrategy(
this.TraceId,
Guid.NewGuid().ToString(),
strategy ?? throw new TrendAnalysisDomainException("The strategy is not provided when create new trade strategy."),
weight,
signal
);
this._tradeStrategies.Add(strategyToAdd);
}
public TradeStrategy(string traceId, string strategyId, Strategy strategy, int weight, TradeSignal tradeSignal) : this()
{
this.TraceId = traceId ?? throw new TrendAnalysisDomainException("The trace Id is not provided when create new trade strategy.");
this.StrategyId = strategyId ?? throw new TrendAnalysisDomainException("The strategy Id is not provided when create new trade strategy.");
this.Strategy = strategy ?? throw new TrendAnalysisDomainException("The strategy is not provided when create new trade strategy.");
this.Weight = weight > 0 && weight <= 100 ? weight : throw new TrendAnalysisDomainException("The weight must be larger than 0 and smaller than 100 for trade strategy.");
this.WarmUp = strategy.MinimumAmountOfCandles >= 0 ? strategy.MinimumAmountOfCandles : throw new TrendAnalysisDomainException("The warm up must be equal or larger than 0 for trade strategy.");
this.TradeSignal = tradeSignal ?? throw new TrendAnalysisDomainException("The trade signal is not provided.");
}
public void Analysis(IEnumerable <Candle> candles, IIndicatorService indicatorService)
{
var lastCandle = candles.Last();
if (lastCandle.Timestamp == this.TradeSignal.SignalCandleDateTime)
{
return;
}
var signalType = this.Strategy.Analysis(candles, indicatorService);
this.TradeSignal = new TradeSignal(this.TraceId, lastCandle.Timestamp, lastCandle.Close, signalType.Id);
}