Encelado/TradingBot/Services/TechnicalAnalysis.cs

namespace TradingBot.Services;

public static class TechnicalAnalysis
{
    public static decimal CalculateEMA(List<decimal> prices, int period)
    {
        if (prices.Count == 0) return 0;
        
        decimal k = 2m / (period + 1);
        decimal ema = prices[0];
        
        for (int i = 1; i < prices.Count; i++)
        {
            ema = prices[i] * k + ema * (1 - k);
        }
        
        return ema;
    }

    public static List<decimal> CalculateEMAArray(List<decimal> prices, int period)
    {
        if (prices.Count == 0) return new List<decimal>();
        
        decimal k = 2m / (period + 1);
        var emaArray = new List<decimal> { prices[0] };
        
        for (int i = 1; i < prices.Count; i++)
        {
            emaArray.Add(prices[i] * k + emaArray[i - 1] * (1 - k));
        }
        
        return emaArray;
    }

    public static decimal CalculateRSI(List<decimal> prices, int period = 14)
    {
        if (prices.Count < period + 1) return 50;
        
        decimal gains = 0;
        decimal losses = 0;
        
        for (int i = prices.Count - period; i < prices.Count; i++)
        {
            decimal diff = prices[i] - prices[i - 1];
            if (diff >= 0)
                gains += diff;
            else
                losses -= diff;
        }
        
        decimal avgGain = gains / period;
        decimal avgLoss = losses / period;
        
        if (avgLoss == 0) return 100;
        
        decimal rs = avgGain / avgLoss;
        return 100 - (100 / (1 + rs));
    }

    public static (decimal macd, decimal signal, decimal histogram) CalculateMACD(List<decimal> prices)
    {
        if (prices.Count < 26) return (0, 0, 0);
        
        var ema12Array = CalculateEMAArray(prices, 12);
        var ema26Array = CalculateEMAArray(prices, 26);
        
        var macdLine = ema12Array[^1] - ema26Array[^1];
        var signalLine = macdLine * 0.9m; // Simplified signal
        var histogram = macdLine - signalLine;
        
        return (macdLine, signalLine, histogram);
    }

    public static (decimal upper, decimal middle, decimal lower) CalculateBollingerBands(List<decimal> prices, int period = 20, decimal standardDeviations = 2)
    {
        if (prices.Count < period) return (0, 0, 0);
        
        var recentPrices = prices.TakeLast(period).ToList();
        var sma = recentPrices.Average();
        
        // Calculate standard deviation
        var squaredDifferences = recentPrices.Select(p => (double)Math.Pow((double)(p - sma), 2));
        var variance = squaredDifferences.Average();
        var stdDev = (decimal)Math.Sqrt(variance);
        
        var upper = sma + (standardDeviations * stdDev);
        var lower = sma - (standardDeviations * stdDev);
        
        return (upper, sma, lower);
    }
}