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Encelado/TradingBot/Services/TradingStrategiesService.cs
Alberto Balbo 64f3511695 Nuove: multi-strategy, indicatori avanzati, posizioni
- Sidebar portfolio con metriche dettagliate (Totale, Investito, Disponibile, P&L, ROI) e aggiornamento real-time
- Sistema multi-strategia: 8 strategie assegnabili per asset, voting decisionale, pagina Trading Control
- Nuova pagina Posizioni: gestione, chiusura manuale, P&L non realizzato, notifiche
- Sistema indicatori tecnici: 7+ indicatori configurabili, segnali real-time, raccomandazioni, storico segnali
- Refactoring TradingBotService per capitale, P&L, ROI, eventi
- Nuovi modelli e servizi per strategie/indicatori, persistenza configurazioni
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- Aggiornamento README e CHANGELOG con tutte le novità
2026-01-06 17:49:07 +01:00

487 lines
18 KiB
C#

using TradingBot.Models;
using System.Text.Json;
namespace TradingBot.Services;
/// <summary>
/// Service for managing trading strategies and their assignments to assets
/// </summary>
public class TradingStrategiesService
{
private readonly Dictionary<string, StrategyInfo> _availableStrategies = new();
private readonly Dictionary<string, ITradingStrategy> _strategyInstances = new();
private readonly Dictionary<string, AssetStrategyMapping> _assetMappings = new();
private readonly Dictionary<string, TradingEngineStatus> _engineStatuses = new();
private readonly string _configPath;
public event Action? OnMappingsChanged;
public event Action<string, TradingDecision>? OnDecisionMade;
public TradingStrategiesService()
{
_configPath = Path.Combine(Directory.GetCurrentDirectory(), "data", "strategy-mappings.json");
InitializeStrategies();
LoadMappings();
}
private void InitializeStrategies()
{
// RSI Strategy
var rsiStrategy = new RSIStrategy();
_strategyInstances["rsi"] = rsiStrategy;
_availableStrategies["rsi"] = new StrategyInfo
{
Id = "rsi",
Name = "RSI Strategy",
Description = "Relative Strength Index - Compra in ipervenduto, vende in ipercomprato",
Category = "Oscillator",
RiskLevel = StrategyRisk.Medium,
RecommendedTimeFrame = TimeFrame.ShortTerm,
RequiredIndicators = new List<string> { "RSI" },
Parameters = new Dictionary<string, ParameterInfo>
{
["oversoldThreshold"] = new() { Name = "Oversold", Description = "Soglia ipervenduto", Type = ParameterType.Decimal, DefaultValue = 30m, MinValue = 10m, MaxValue = 40m },
["overboughtThreshold"] = new() { Name = "Overbought", Description = "Soglia ipercomprato", Type = ParameterType.Decimal, DefaultValue = 70m, MinValue = 60m, MaxValue = 90m },
["period"] = new() { Name = "Period", Description = "Periodo di calcolo", Type = ParameterType.Integer, DefaultValue = 14, MinValue = 5, MaxValue = 30 }
}
};
// MACD Strategy
var macdStrategy = new MACDStrategy();
_strategyInstances["macd"] = macdStrategy;
_availableStrategies["macd"] = new StrategyInfo
{
Id = "macd",
Name = "MACD Strategy",
Description = "Moving Average Convergence Divergence - Crossover rialzista/ribassista",
Category = "Momentum",
RiskLevel = StrategyRisk.Medium,
RecommendedTimeFrame = TimeFrame.MediumTerm,
RequiredIndicators = new List<string> { "MACD", "Signal", "Histogram" }
};
// Bollinger Bands Strategy
var bollingerStrategy = new BollingerBandsStrategy();
_strategyInstances["bollinger"] = bollingerStrategy;
_availableStrategies["bollinger"] = new StrategyInfo
{
Id = "bollinger",
Name = "Bollinger Bands",
Description = "Compra vicino banda inferiore, vende vicino banda superiore",
Category = "Volatility",
RiskLevel = StrategyRisk.Low,
RecommendedTimeFrame = TimeFrame.MediumTerm,
RequiredIndicators = new List<string> { "Bollinger Bands" },
Parameters = new Dictionary<string, ParameterInfo>
{
["period"] = new() { Name = "Period", Description = "Periodo SMA", Type = ParameterType.Integer, DefaultValue = 20, MinValue = 10, MaxValue = 50 },
["standardDeviations"] = new() { Name = "Std Dev", Description = "Deviazioni standard", Type = ParameterType.Decimal, DefaultValue = 2m, MinValue = 1m, MaxValue = 3m }
}
};
// Mean Reversion Strategy
var meanReversionStrategy = new MeanReversionStrategy();
_strategyInstances["mean_reversion"] = meanReversionStrategy;
_availableStrategies["mean_reversion"] = new StrategyInfo
{
Id = "mean_reversion",
Name = "Mean Reversion",
Description = "Sfrutta il ritorno del prezzo verso la media",
Category = "Contrarian",
RiskLevel = StrategyRisk.High,
RecommendedTimeFrame = TimeFrame.ShortTerm,
RequiredIndicators = new List<string> { "SMA" },
Parameters = new Dictionary<string, ParameterInfo>
{
["period"] = new() { Name = "Period", Description = "Periodo media", Type = ParameterType.Integer, DefaultValue = 20, MinValue = 10, MaxValue = 50 },
["deviationThreshold"] = new() { Name = "Deviation %", Description = "Soglia deviazione", Type = ParameterType.Decimal, DefaultValue = 5m, MinValue = 2m, MaxValue = 10m }
}
};
// Momentum Strategy
var momentumStrategy = new MomentumStrategy();
_strategyInstances["momentum"] = momentumStrategy;
_availableStrategies["momentum"] = new StrategyInfo
{
Id = "momentum",
Name = "Momentum",
Description = "Segue i trend forti basati su momentum",
Category = "Trend",
RiskLevel = StrategyRisk.Medium,
RecommendedTimeFrame = TimeFrame.MediumTerm,
RequiredIndicators = new List<string> { "Price Change" },
Parameters = new Dictionary<string, ParameterInfo>
{
["period"] = new() { Name = "Period", Description = "Periodo momentum", Type = ParameterType.Integer, DefaultValue = 10, MinValue = 5, MaxValue = 20 }
}
};
// EMA Crossover Strategy
var emaCrossoverStrategy = new EMACrossoverStrategy();
_strategyInstances["ema_crossover"] = emaCrossoverStrategy;
_availableStrategies["ema_crossover"] = new StrategyInfo
{
Id = "ema_crossover",
Name = "EMA Crossover",
Description = "Golden Cross/Death Cross con EMA",
Category = "Trend",
RiskLevel = StrategyRisk.Low,
RecommendedTimeFrame = TimeFrame.LongTerm,
RequiredIndicators = new List<string> { "EMA12", "EMA26" },
Parameters = new Dictionary<string, ParameterInfo>
{
["fastPeriod"] = new() { Name = "Fast EMA", Description = "Periodo EMA veloce", Type = ParameterType.Integer, DefaultValue = 12, MinValue = 8, MaxValue = 20 },
["slowPeriod"] = new() { Name = "Slow EMA", Description = "Periodo EMA lenta", Type = ParameterType.Integer, DefaultValue = 26, MinValue = 20, MaxValue = 50 }
}
};
// Scalping Strategy
var scalpingStrategy = new ScalpingStrategy();
_strategyInstances["scalping"] = scalpingStrategy;
_availableStrategies["scalping"] = new StrategyInfo
{
Id = "scalping",
Name = "Scalping",
Description = "Guadagni rapidi a breve termine",
Category = "Short-term",
RiskLevel = StrategyRisk.VeryHigh,
RecommendedTimeFrame = TimeFrame.ShortTerm,
RequiredIndicators = new List<string> { "Short MA", "Volatility" }
};
// Breakout Strategy
var breakoutStrategy = new BreakoutStrategy();
_strategyInstances["breakout"] = breakoutStrategy;
_availableStrategies["breakout"] = new StrategyInfo
{
Id = "breakout",
Name = "Breakout",
Description = "Cattura rotture di resistenza/supporto",
Category = "Volatility",
RiskLevel = StrategyRisk.High,
RecommendedTimeFrame = TimeFrame.MediumTerm,
RequiredIndicators = new List<string> { "Resistance", "Support" },
Parameters = new Dictionary<string, ParameterInfo>
{
["lookbackPeriod"] = new() { Name = "Lookback", Description = "Periodo lookback", Type = ParameterType.Integer, DefaultValue = 20, MinValue = 10, MaxValue = 50 }
}
};
}
/// <summary>
/// Get all available strategies
/// </summary>
public IReadOnlyDictionary<string, StrategyInfo> GetAvailableStrategies()
{
return _availableStrategies;
}
/// <summary>
/// Get strategies by category
/// </summary>
public IEnumerable<StrategyInfo> GetStrategiesByCategory(string category)
{
return _availableStrategies.Values.Where(s => s.Category == category);
}
/// <summary>
/// Get asset mapping
/// </summary>
public AssetStrategyMapping? GetAssetMapping(string symbol)
{
_assetMappings.TryGetValue(symbol, out var mapping);
return mapping;
}
/// <summary>
/// Get all asset mappings
/// </summary>
public IReadOnlyDictionary<string, AssetStrategyMapping> GetAllMappings()
{
return _assetMappings;
}
/// <summary>
/// Assign strategies to an asset
/// </summary>
public void AssignStrategiesToAsset(string symbol, string assetName, List<string> strategyIds)
{
var mapping = new AssetStrategyMapping
{
Symbol = symbol,
AssetName = assetName,
StrategyIds = strategyIds,
IsActive = false,
ActivatedAt = DateTime.UtcNow
};
_assetMappings[symbol] = mapping;
// Initialize engine status
if (!_engineStatuses.ContainsKey(symbol))
{
_engineStatuses[symbol] = new TradingEngineStatus
{
Symbol = symbol,
IsRunning = false,
ActiveStrategies = 0
};
}
SaveMappings();
OnMappingsChanged?.Invoke();
}
/// <summary>
/// Remove strategy from asset
/// </summary>
public void RemoveStrategyFromAsset(string symbol, string strategyId)
{
if (_assetMappings.TryGetValue(symbol, out var mapping))
{
mapping.StrategyIds.Remove(strategyId);
if (mapping.StrategyIds.Count == 0)
{
mapping.IsActive = false;
}
SaveMappings();
OnMappingsChanged?.Invoke();
}
}
/// <summary>
/// Activate trading for an asset
/// </summary>
public void ActivateAsset(string symbol)
{
if (_assetMappings.TryGetValue(symbol, out var mapping) && mapping.StrategyIds.Count > 0)
{
mapping.IsActive = true;
mapping.ActivatedAt = DateTime.UtcNow;
mapping.DeactivatedAt = null;
if (_engineStatuses.TryGetValue(symbol, out var status))
{
status.IsRunning = true;
status.ActiveStrategies = mapping.StrategyIds.Count;
}
SaveMappings();
OnMappingsChanged?.Invoke();
}
}
/// <summary>
/// Deactivate trading for an asset
/// </summary>
public void DeactivateAsset(string symbol)
{
if (_assetMappings.TryGetValue(symbol, out var mapping))
{
mapping.IsActive = false;
mapping.DeactivatedAt = DateTime.UtcNow;
if (_engineStatuses.TryGetValue(symbol, out var status))
{
status.IsRunning = false;
}
SaveMappings();
OnMappingsChanged?.Invoke();
}
}
/// <summary>
/// Analyze market with assigned strategies
/// </summary>
public async Task<TradingDecision> AnalyzeAsync(string symbol, List<MarketPrice> priceHistory)
{
if (!_assetMappings.TryGetValue(symbol, out var mapping) || !mapping.IsActive)
{
return new TradingDecision
{
Symbol = symbol,
Decision = SignalType.Hold,
Confidence = 0,
Reason = "Trading non attivo per questo asset"
};
}
var signals = new List<StrategySignal>();
int buyVotes = 0, sellVotes = 0, holdVotes = 0;
decimal totalConfidence = 0;
// Execute all assigned strategies
foreach (var strategyId in mapping.StrategyIds)
{
if (_strategyInstances.TryGetValue(strategyId, out var strategy))
{
var signal = await strategy.AnalyzeAsync(symbol, priceHistory);
var strategySignal = new StrategySignal
{
StrategyId = strategyId,
StrategyName = _availableStrategies[strategyId].Name,
Signal = signal,
GeneratedAt = DateTime.UtcNow
};
signals.Add(strategySignal);
switch (signal.Type)
{
case SignalType.Buy:
buyVotes++;
break;
case SignalType.Sell:
sellVotes++;
break;
case SignalType.Hold:
holdVotes++;
break;
}
totalConfidence += signal.Confidence;
}
}
// Update engine status
if (_engineStatuses.TryGetValue(symbol, out var status))
{
status.RecentSignals = signals;
status.LastSignalTime = DateTime.UtcNow;
}
// Aggregate decision
var decision = MakeDecision(symbol, signals, buyVotes, sellVotes, holdVotes, totalConfidence);
if (status != null)
{
status.LastDecision = decision;
}
OnDecisionMade?.Invoke(symbol, decision);
return decision;
}
private TradingDecision MakeDecision(string symbol, List<StrategySignal> signals, int buyVotes, int sellVotes, int holdVotes, decimal totalConfidence)
{
var totalVotes = buyVotes + sellVotes + holdVotes;
if (totalVotes == 0)
{
return new TradingDecision
{
Symbol = symbol,
Decision = SignalType.Hold,
Confidence = 0,
Reason = "Nessuna strategia attiva"
};
}
var avgConfidence = totalConfidence / totalVotes;
SignalType finalDecision;
string reason;
List<string> supporting = new();
List<string> opposing = new();
// Decision logic: majority voting with confidence threshold
if (buyVotes > sellVotes && buyVotes >= totalVotes * 0.6m)
{
finalDecision = SignalType.Buy;
reason = $"{buyVotes}/{totalVotes} strategie suggeriscono acquisto";
supporting = signals.Where(s => s.Signal.Type == SignalType.Buy).Select(s => s.StrategyName).ToList();
opposing = signals.Where(s => s.Signal.Type != SignalType.Buy).Select(s => s.StrategyName).ToList();
}
else if (sellVotes > buyVotes && sellVotes >= totalVotes * 0.6m)
{
finalDecision = SignalType.Sell;
reason = $"{sellVotes}/{totalVotes} strategie suggeriscono vendita";
supporting = signals.Where(s => s.Signal.Type == SignalType.Sell).Select(s => s.StrategyName).ToList();
opposing = signals.Where(s => s.Signal.Type != SignalType.Sell).Select(s => s.StrategyName).ToList();
}
else
{
finalDecision = SignalType.Hold;
reason = "Segnali contrastanti - attendi conferma";
supporting = signals.Where(s => s.Signal.Type == SignalType.Hold).Select(s => s.StrategyName).ToList();
}
return new TradingDecision
{
Symbol = symbol,
Decision = finalDecision,
Confidence = avgConfidence,
Reason = reason,
BuyVotes = buyVotes,
SellVotes = sellVotes,
HoldVotes = holdVotes,
SupportingStrategies = supporting,
OpposingStrategies = opposing
};
}
/// <summary>
/// Get trading engine status for asset
/// </summary>
public TradingEngineStatus? GetEngineStatus(string symbol)
{
_engineStatuses.TryGetValue(symbol, out var status);
return status;
}
private void SaveMappings()
{
try
{
var directory = Path.GetDirectoryName(_configPath);
if (directory != null && !Directory.Exists(directory))
{
Directory.CreateDirectory(directory);
}
var json = JsonSerializer.Serialize(_assetMappings, new JsonSerializerOptions
{
WriteIndented = true
});
File.WriteAllText(_configPath, json);
}
catch (Exception ex)
{
Console.WriteLine($"Error saving strategy mappings: {ex.Message}");
}
}
private void LoadMappings()
{
try
{
if (File.Exists(_configPath))
{
var json = File.ReadAllText(_configPath);
var loaded = JsonSerializer.Deserialize<Dictionary<string, AssetStrategyMapping>>(json);
if (loaded != null)
{
foreach (var kvp in loaded)
{
_assetMappings[kvp.Key] = kvp.Value;
// Initialize engine status
_engineStatuses[kvp.Key] = new TradingEngineStatus
{
Symbol = kvp.Key,
IsRunning = kvp.Value.IsActive,
ActiveStrategies = kvp.Value.StrategyIds.Count
};
}
}
}
}
catch (Exception ex)
{
Console.WriteLine($"Error loading strategy mappings: {ex.Message}");
}
}
}