Encelado/TradingBot/Services/TradingStrategies.cs

using TradingBot.Models;

namespace TradingBot.Services;

/// <summary>
/// RSI-based trading strategy
/// Buy when RSI < oversold threshold, Sell when RSI > overbought threshold
/// </summary>
public class RSIStrategy : ITradingStrategy
{
    public string Name => "RSI Strategy";
    public string Description => "Strategia basata su Relative Strength Index. Compra in zona ipervenduto, vende in zona ipercomprato.";
    
    private readonly decimal _oversoldThreshold;
    private readonly decimal _overboughtThreshold;
    private readonly int _period;

    public RSIStrategy(decimal oversoldThreshold = 30, decimal overboughtThreshold = 70, int period = 14)
    {
        _oversoldThreshold = oversoldThreshold;
        _overboughtThreshold = overboughtThreshold;
        _period = period;
    }

    public Task<TradingSignal> AnalyzeAsync(string symbol, List<MarketPrice> priceHistory)
    {
        if (priceHistory == null || priceHistory.Count < _period + 1)
        {
            return Task.FromResult(new TradingSignal
            {
                Symbol = symbol,
                Type = SignalType.Hold,
                Confidence = 0,
                Reason = "Dati insufficienti per RSI"
            });
        }

        var prices = priceHistory.Select(p => p.Price).ToList();
        var rsi = TechnicalAnalysis.CalculateRSI(prices, _period);

        if (rsi < _oversoldThreshold)
        {
            return Task.FromResult(new TradingSignal
            {
                Symbol = symbol,
                Type = SignalType.Buy,
                Confidence = (decimal)(((_oversoldThreshold - rsi) / _oversoldThreshold) * 100),
                Reason = $"RSI in zona ipervenduto: {rsi:F2}"
            });
        }
        else if (rsi > _overboughtThreshold)
        {
            return Task.FromResult(new TradingSignal
            {
                Symbol = symbol,
                Type = SignalType.Sell,
                Confidence = (decimal)(((rsi - _overboughtThreshold) / (100 - _overboughtThreshold)) * 100),
                Reason = $"RSI in zona ipercomprato: {rsi:F2}"
            });
        }

        return Task.FromResult(new TradingSignal
        {
            Symbol = symbol,
            Type = SignalType.Hold,
            Confidence = 50,
            Reason = $"RSI neutro: {rsi:F2}"
        });
    }
}

/// <summary>
/// MACD-based trading strategy
/// Buy on bullish crossover, Sell on bearish crossover
/// </summary>
public class MACDStrategy : ITradingStrategy
{
    public string Name => "MACD Strategy";
    public string Description => "Strategia basata su MACD crossover. Compra su incrocio rialzista, vende su incrocio ribassista.";

    public Task<TradingSignal> AnalyzeAsync(string symbol, List<MarketPrice> priceHistory)
    {
        if (priceHistory == null || priceHistory.Count < 26)
        {
            return Task.FromResult(new TradingSignal
            {
                Symbol = symbol,
                Type = SignalType.Hold,
                Confidence = 0,
                Reason = "Dati insufficienti per MACD"
            });
        }

        var prices = priceHistory.Select(p => p.Price).ToList();
        var (macd, signal, histogram) = TechnicalAnalysis.CalculateMACD(prices);

        if (histogram > 0 && Math.Abs(histogram) > 0.1m)
        {
            var confidence = Math.Min((decimal)(Math.Abs((double)histogram) * 10), 100);
            return Task.FromResult(new TradingSignal
            {
                Symbol = symbol,
                Type = SignalType.Buy,
                Confidence = confidence,
                Reason = $"MACD crossover rialzista, histogram: {histogram:F2}"
            });
        }
        else if (histogram < 0 && Math.Abs(histogram) > 0.1m)
        {
            var confidence = Math.Min((decimal)(Math.Abs((double)histogram) * 10), 100);
            return Task.FromResult(new TradingSignal
            {
                Symbol = symbol,
                Type = SignalType.Sell,
                Confidence = confidence,
                Reason = $"MACD crossover ribassista, histogram: {histogram:F2}"
            });
        }

        return Task.FromResult(new TradingSignal
        {
            Symbol = symbol,
            Type = SignalType.Hold,
            Confidence = 30,
            Reason = "MACD vicino a equilibrio"
        });
    }
}

/// <summary>
/// Bollinger Bands strategy
/// Buy when price touches lower band, Sell when price touches upper band
/// </summary>
public class BollingerBandsStrategy : ITradingStrategy
{
    public string Name => "Bollinger Bands";
    public string Description => "Compra quando il prezzo tocca la banda inferiore, vende alla banda superiore.";

    private readonly int _period;
    private readonly decimal _standardDeviations;

    public BollingerBandsStrategy(int period = 20, decimal standardDeviations = 2)
    {
        _period = period;
        _standardDeviations = standardDeviations;
    }

    public Task<TradingSignal> AnalyzeAsync(string symbol, List<MarketPrice> priceHistory)
    {
        if (priceHistory == null || priceHistory.Count < _period)
        {
            return Task.FromResult(new TradingSignal
            {
                Symbol = symbol,
                Type = SignalType.Hold,
                Confidence = 0,
                Reason = "Dati insufficienti per Bollinger Bands"
            });
        }

        var prices = priceHistory.Select(p => p.Price).ToList();
        var (upper, middle, lower) = TechnicalAnalysis.CalculateBollingerBands(prices, _period, _standardDeviations);
        var currentPrice = prices.Last();

        var distanceToLower = ((currentPrice - lower) / lower) * 100;
        var distanceToUpper = ((upper - currentPrice) / upper) * 100;

        if (distanceToLower < 2) // Within 2% of lower band
        {
            return Task.FromResult(new TradingSignal
            {
                Symbol = symbol,
                Type = SignalType.Buy,
                Confidence = 80,
                Reason = $"Prezzo vicino banda inferiore: ${currentPrice:F2} vs ${lower:F2}"
            });
        }
        else if (distanceToUpper < 2) // Within 2% of upper band
        {
            return Task.FromResult(new TradingSignal
            {
                Symbol = symbol,
                Type = SignalType.Sell,
                Confidence = 80,
                Reason = $"Prezzo vicino banda superiore: ${currentPrice:F2} vs ${upper:F2}"
            });
        }

        return Task.FromResult(new TradingSignal
        {
            Symbol = symbol,
            Type = SignalType.Hold,
            Confidence = 40,
            Reason = "Prezzo tra le bande"
        });
    }
}

/// <summary>
/// Mean Reversion strategy
/// Assumes price will return to average
/// </summary>
public class MeanReversionStrategy : ITradingStrategy
{
    public string Name => "Mean Reversion";
    public string Description => "Sfrutta il ritorno del prezzo verso la media. Compra sotto media, vende sopra media.";

    private readonly int _period;
    private readonly decimal _deviationThreshold;

    public MeanReversionStrategy(int period = 20, decimal deviationThreshold = 5)
    {
        _period = period;
        _deviationThreshold = deviationThreshold;
    }

    public Task<TradingSignal> AnalyzeAsync(string symbol, List<MarketPrice> priceHistory)
    {
        if (priceHistory == null || priceHistory.Count < _period)
        {
            return Task.FromResult(new TradingSignal
            {
                Symbol = symbol,
                Type = SignalType.Hold,
                Confidence = 0,
                Reason = "Dati insufficienti"
            });
        }

        var prices = priceHistory.Select(p => p.Price).TakeLast(_period).ToList();
        var mean = prices.Average();
        var currentPrice = prices.Last();
        var deviation = ((currentPrice - mean) / mean) * 100;

        if (deviation < -_deviationThreshold)
        {
            return Task.FromResult(new TradingSignal
            {
                Symbol = symbol,
                Type = SignalType.Buy,
                Confidence = Math.Min((decimal)Math.Abs((double)deviation) * 10, 100),
                Reason = $"Prezzo {deviation:F2}% sotto media, probabile rimbalzo"
            });
        }
        else if (deviation > _deviationThreshold)
        {
            return Task.FromResult(new TradingSignal
            {
                Symbol = symbol,
                Type = SignalType.Sell,
                Confidence = Math.Min((decimal)Math.Abs((double)deviation) * 10, 100),
                Reason = $"Prezzo {deviation:F2}% sopra media, probabile correzione"
            });
        }

        return Task.FromResult(new TradingSignal
        {
            Symbol = symbol,
            Type = SignalType.Hold,
            Confidence = 50,
            Reason = "Prezzo vicino alla media"
        });
    }
}

/// <summary>
/// Momentum strategy
/// Follows strong trends
/// </summary>
public class MomentumStrategy : ITradingStrategy
{
    public string Name => "Momentum";
    public string Description => "Segue i trend forti. Compra su momentum positivo, vende su momentum negativo.";

    private readonly int _period;

    public MomentumStrategy(int period = 10)
    {
        _period = period;
    }

    public Task<TradingSignal> AnalyzeAsync(string symbol, List<MarketPrice> priceHistory)
    {
        if (priceHistory == null || priceHistory.Count < _period + 5)
        {
            return Task.FromResult(new TradingSignal
            {
                Symbol = symbol,
                Type = SignalType.Hold,
                Confidence = 0,
                Reason = "Dati insufficienti"
            });
        }

        var prices = priceHistory.Select(p => p.Price).ToList();
        var currentPrice = prices.Last();
        var pastPrice = prices[^_period];
        var momentum = ((currentPrice - pastPrice) / pastPrice) * 100;

        // Calculate rate of change
        var recentPrices = prices.TakeLast(5).ToList();
        var priceChanges = new List<decimal>();
        for (int i = 1; i < recentPrices.Count; i++)
        {
            priceChanges.Add(((recentPrices[i] - recentPrices[i - 1]) / recentPrices[i - 1]) * 100);
        }
        var avgChange = priceChanges.Average();

        if (momentum > 3 && avgChange > 0)
        {
            return Task.FromResult(new TradingSignal
            {
                Symbol = symbol,
                Type = SignalType.Buy,
                Confidence = Math.Min((decimal)Math.Abs((double)momentum) * 15, 100),
                Reason = $"Forte momentum positivo: {momentum:F2}%"
            });
        }
        else if (momentum < -3 && avgChange < 0)
        {
            return Task.FromResult(new TradingSignal
            {
                Symbol = symbol,
                Type = SignalType.Sell,
                Confidence = Math.Min((decimal)Math.Abs((double)momentum) * 15, 100),
                Reason = $"Forte momentum negativo: {momentum:F2}%"
            });
        }

        return Task.FromResult(new TradingSignal
        {
            Symbol = symbol,
            Type = SignalType.Hold,
            Confidence = 30,
            Reason = "Momentum debole o neutro"
        });
    }
}

/// <summary>
/// EMA Crossover strategy (Golden Cross / Death Cross)
/// Buy when fast EMA crosses above slow EMA, Sell on opposite
/// </summary>
public class EMACrossoverStrategy : ITradingStrategy
{
    public string Name => "EMA Crossover";
    public string Description => "Golden Cross/Death Cross. Compra quando EMA veloce supera EMA lenta.";

    private readonly int _fastPeriod;
    private readonly int _slowPeriod;

    public EMACrossoverStrategy(int fastPeriod = 12, int slowPeriod = 26)
    {
        _fastPeriod = fastPeriod;
        _slowPeriod = slowPeriod;
    }

    public Task<TradingSignal> AnalyzeAsync(string symbol, List<MarketPrice> priceHistory)
    {
        if (priceHistory == null || priceHistory.Count < _slowPeriod + 5)
        {
            return Task.FromResult(new TradingSignal
            {
                Symbol = symbol,
                Type = SignalType.Hold,
                Confidence = 0,
                Reason = "Dati insufficienti"
            });
        }

        var prices = priceHistory.Select(p => p.Price).ToList();
        var fastEMA = TechnicalAnalysis.CalculateEMA(prices, _fastPeriod);
        var slowEMA = TechnicalAnalysis.CalculateEMA(prices, _slowPeriod);

        // Calculate previous EMAs to detect crossover
        var prevPrices = prices.Take(prices.Count - 1).ToList();
        var prevFastEMA = TechnicalAnalysis.CalculateEMA(prevPrices, _fastPeriod);
        var prevSlowEMA = TechnicalAnalysis.CalculateEMA(prevPrices, _slowPeriod);

        var currentDiff = fastEMA - slowEMA;
        var prevDiff = prevFastEMA - prevSlowEMA;

        // Golden Cross (bullish)
        if (currentDiff > 0 && prevDiff <= 0)
        {
            return Task.FromResult(new TradingSignal
            {
                Symbol = symbol,
                Type = SignalType.Buy,
                Confidence = 85,
                Reason = $"Golden Cross! EMA{_fastPeriod} crossed above EMA{_slowPeriod}"
            });
        }
        // Death Cross (bearish)
        else if (currentDiff < 0 && prevDiff >= 0)
        {
            return Task.FromResult(new TradingSignal
            {
                Symbol = symbol,
                Type = SignalType.Sell,
                Confidence = 85,
                Reason = $"Death Cross! EMA{_fastPeriod} crossed below EMA{_slowPeriod}"
            });
        }
        // Trend continuation
        else if (currentDiff > 0)
        {
            return Task.FromResult(new TradingSignal
            {
                Symbol = symbol,
                Type = SignalType.Hold,
                Confidence = 60,
                Reason = "EMA fast sopra slow - trend rialzista confermato"
            });
        }
        else
        {
            return Task.FromResult(new TradingSignal
            {
                Symbol = symbol,
                Type = SignalType.Hold,
                Confidence = 40,
                Reason = "EMA fast sotto slow - trend ribassista confermato"
            });
        }
    }
}

/// <summary>
/// Scalping strategy for short-term gains
/// </summary>
public class ScalpingStrategy : ITradingStrategy
{
    public string Name => "Scalping";
    public string Description => "Strategia per guadagni rapidi a breve termine. Alta frequenza, piccoli profitti.";

    public Task<TradingSignal> AnalyzeAsync(string symbol, List<MarketPrice> priceHistory)
    {
        if (priceHistory == null || priceHistory.Count < 10)
        {
            return Task.FromResult(new TradingSignal
            {
                Symbol = symbol,
                Type = SignalType.Hold,
                Confidence = 0,
                Reason = "Dati insufficienti"
            });
        }

        var recentPrices = priceHistory.Select(p => p.Price).TakeLast(10).ToList();
        var currentPrice = recentPrices.Last();
        var shortMA = recentPrices.TakeLast(3).Average();
        var mediumMA = recentPrices.TakeLast(7).Average();

        // Calculate short-term volatility
        var priceChanges = new List<decimal>();
        for (int i = 1; i < recentPrices.Count; i++)
        {
            priceChanges.Add(Math.Abs(recentPrices[i] - recentPrices[i - 1]));
        }
        var avgVolatility = priceChanges.Average();
        var recentChange = Math.Abs(currentPrice - recentPrices[^2]);

        // Quick reversal detection
        if (currentPrice < shortMA && shortMA < mediumMA && recentChange > avgVolatility * 1.5m)
        {
            return Task.FromResult(new TradingSignal
            {
                Symbol = symbol,
                Type = SignalType.Buy,
                Confidence = 70,
                Reason = "Possibile rimbalzo rapido"
            });
        }
        else if (currentPrice > shortMA && shortMA > mediumMA && recentChange > avgVolatility * 1.5m)
        {
            return Task.FromResult(new TradingSignal
            {
                Symbol = symbol,
                Type = SignalType.Sell,
                Confidence = 70,
                Reason = "Possibile correzione rapida"
            });
        }

        return Task.FromResult(new TradingSignal
        {
            Symbol = symbol,
            Type = SignalType.Hold,
            Confidence = 30,
            Reason = "Attesa opportunit<69> scalping"
        });
    }
}

/// <summary>
/// Breakout strategy
/// Trades on price breaking resistance/support levels
/// </summary>
public class BreakoutStrategy : ITradingStrategy
{
    public string Name => "Breakout";
    public string Description => "Compra su rottura resistenza, vende su rottura supporto. Cattura breakout significativi.";

    private readonly int _lookbackPeriod;

    public BreakoutStrategy(int lookbackPeriod = 20)
    {
        _lookbackPeriod = lookbackPeriod;
    }

    public Task<TradingSignal> AnalyzeAsync(string symbol, List<MarketPrice> priceHistory)
    {
        if (priceHistory == null || priceHistory.Count < _lookbackPeriod)
        {
            return Task.FromResult(new TradingSignal
            {
                Symbol = symbol,
                Type = SignalType.Hold,
                Confidence = 0,
                Reason = "Dati insufficienti"
            });
        }

        var prices = priceHistory.Select(p => p.Price).ToList();
        var recentPrices = prices.TakeLast(_lookbackPeriod).ToList();
        var currentPrice = prices.Last();

        var resistance = recentPrices.Max();
        var support = recentPrices.Min();
        var range = resistance - support;

        // Breakout above resistance
        if (currentPrice > resistance * 1.01m) // 1% above previous high
        {
            return Task.FromResult(new TradingSignal
            {
                Symbol = symbol,
                Type = SignalType.Buy,
                Confidence = 80,
                Reason = $"Breakout sopra resistenza: ${resistance:F2}"
            });
        }
        // Breakdown below support
        else if (currentPrice < support * 0.99m) // 1% below previous low
        {
            return Task.FromResult(new TradingSignal
            {
                Symbol = symbol,
                Type = SignalType.Sell,
                Confidence = 80,
                Reason = $"Breakdown sotto supporto: ${support:F2}"
            });
        }

        return Task.FromResult(new TradingSignal
        {
            Symbol = symbol,
            Type = SignalType.Hold,
            Confidence = 40,
            Reason = $"Prezzo in range ${support:F2} - ${resistance:F2}"
        });
    }
}