public async Task Execute(IReadOnlyList <Candle> candles)
{
var buy = BuySignal.BuildExpression();
var sell = SellSignal.BuildExpression();
// TODO: Add live and backtest modes, backtests run the full collection, live only calculates the last candle
for (int i = 24; i < candles.Count; i++)
{
try
{
var candle = candles[i];
if (buy.Invoke(candles, i) &&
await _shouldBuy.Invoke(Trades, candle))
{
//How to get buy amount from user?
var v = Trades.Any() && Trades.Last().Direction == TradeDirection.Sell ? Trades.Last().VolumeEur : InitialInvestment;
Trades.Add(new Trade()
{
TradeDate = candle.CloseDate,
Direction = TradeDirection.Buy,
Price = candle.Close,
Volume = Trades.Any() ? Trades.Last().VolumeEur / candle.Close : InitialInvestment / candle.Close,
VolumeEur = Trades.Any() ? Trades.Last().VolumeEur : InitialInvestment
});
}
//TODO: Add sell signal object with perc
//TODO: support 2 types of api, one with delegate and other with expression
if (sell.Invoke(candles, i) &&
await _shouldSell.Invoke(Trades, candle))
{
//How to get sell amount from user?
var v = Trades.Any() && Trades.Last().Direction == TradeDirection.Buy ? Trades.Last().Volume : InitialInvestment;
Trades.Add(new Trade()
{
TradeDate = candle.CloseDate,
Direction = TradeDirection.Sell,
Price = candle.Close,
Volume = v,
VolumeEur = v * candle.Close,
});
}
}
catch (Exception ex)
{
Console.WriteLine(ex.Message + ex.StackTrace);
throw;
}
}
if (Trades.Any())
{
ProfitEur = Trades.Last().Direction == TradeDirection.Sell ? Trades.Last().VolumeEur : Trades.Last().Volume *candles[candles.Count - 1].Close;
ProfitCoin = Trades.Last().Direction == TradeDirection.Buy ? Trades.Last().Volume : Trades.Last().VolumeEur / candles[candles.Count - 1].Close;
}
}
public DateTime GetEndTime()
{
DateTime end = DateTime.MaxValue;
if (SimulationData != null)
{
return(SimulationData[SimulationData.Count - 1].Time);
}
if (CaptureDataHistory != null)
{
end = MinTime(end, CaptureDataHistory.Items.Last().Time);
}
if (CandleStickData != null)
{
end = MinTime(end, CandleStickData.Last().Time);
}
if (Trades != null && Trades.Count > 0)
{
end = MinTime(end, Trades.Last().Time);
}
return(end);
}
