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