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refactor: save current workspace state including FinlyticAnalyzer fixes, FinlyticApp trade route alignment, and DTO audit documentation

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This commit is contained in:
Kleidukos
2026-08-12 18:30:42 +02:00
parent a9553e9fbf
commit 3d8af3940b
163 changed files with 3421 additions and 1751 deletions
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FinlyticTechnicalAnalysis/Services/TechnicalAnalysisCalculator.cs
+133 -112
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@@ -90,7 +90,7 @@ public class TechnicalAnalysisCalculator : ITechnicalAnalysisCalculator
DetectStrategySignals(sortedCandles, sma50Values, sma200Values, rsiValues, signals);
// 4. Detect Geometric Chart Patterns
DetectTrianglePatterns(sortedCandles, patterns, curSym);
DetectChartPatterns(sortedCandles, patterns, curSym);
return (indicators, patterns, signals);
}
@@ -114,7 +114,6 @@ public class TechnicalAnalysisCalculator : ITechnicalAnalysisCalculator
{
var candle = candles[i];
// Golden Cross / Death Cross
if (sma50[i - 1].HasValue && sma200[i - 1].HasValue && sma50[i].HasValue && sma200[i].HasValue)
{
if (sma50[i - 1]!.Value <= sma200[i - 1]!.Value && sma50[i]!.Value > sma200[i]!.Value)
@@ -139,7 +138,6 @@ public class TechnicalAnalysisCalculator : ITechnicalAnalysisCalculator
}
}
// RSI Oversold / Overbought Rebounds
if (rsi14[i].HasValue && rsi14[i - 1].HasValue)
{
if (rsi14[i - 1]!.Value < 30 && rsi14[i]!.Value >= 30)
@@ -166,7 +164,7 @@ public class TechnicalAnalysisCalculator : ITechnicalAnalysisCalculator
}
}
private static void DetectTrianglePatterns(List<MarketCandleEntity> sortedCandles, List<ChartPatternDto> patterns, string curSym)
private static void DetectChartPatterns(List<MarketCandleEntity> sortedCandles, List<ChartPatternDto> patterns, string curSym)
{
if (sortedCandles.Count < 20) return;
@@ -210,12 +208,20 @@ public class TechnicalAnalysisCalculator : ITechnicalAnalysisCalculator
return true;
}).ToList();
// Gruppierung nach Typ & Auswahl des Musters mit der höchsten Confidence
var distinctPatterns = filteredPatterns
.GroupBy(p => p.Type)
.Select(g => g.OrderByDescending(p => p.ConfidencePercent ?? 0m).First())
.OrderByDescending(p => p.ConfidencePercent ?? 0m)
.ToList();
// Wenn ein starkes Reversal-Muster (z.B. DoubleTop mit 90%+ Confidence) existiert,
// entfeuern wir konkurrierende generische Dreiecks-Formationen im selben Zeitfenster.
if (distinctPatterns.Any(p => p.Type == "DoubleTop" && (p.ConfidencePercent ?? 0) > 90m))
{
distinctPatterns.RemoveAll(p => p.Type == "SymmetricalTriangle");
}
patterns.Clear();
patterns.AddRange(distinctPatterns);
}
@@ -316,12 +322,6 @@ public class TechnicalAnalysisCalculator : ITechnicalAnalysisCalculator
DateTime futureTime = slice.Last().Timestamp.AddDays(14);
double daysBetweenTiefs = (slice[idx2].Timestamp - slice[idx1].Timestamp).TotalDays;
if (daysBetweenTiefs <= 0) daysBetweenTiefs = 1;
double lowerSlope = (double)(low2 - low1) / daysBetweenTiefs;
double daysToFuture = (futureTime - slice[idx1].Timestamp).TotalDays;
decimal projectedLowerPrice = low1 + (decimal)(lowerSlope * daysToFuture);
patterns.Add(new ChartPatternDto(
Type: "DoubleBottom",
Description: $"Doppel-Tief (W-Muster): Bullische Bodenformation. Zwei Tiefs bei ~{avgLow:F2} {curSym} getestet. {status}",
@@ -333,8 +333,7 @@ public class TechnicalAnalysisCalculator : ITechnicalAnalysisCalculator
LowerLine: new List<PatternPointDto>
{
new(slice[idx1].Timestamp, low1),
new(slice[idx2].Timestamp, low2),
new(futureTime, projectedLowerPrice)
new(slice[idx2].Timestamp, low2)
},
ApexTime: null,
BreakoutSignal: new BreakoutSignalDto(
@@ -411,20 +410,13 @@ public class TechnicalAnalysisCalculator : ITechnicalAnalysisCalculator
DateTime futureTime = slice.Last().Timestamp.AddDays(14);
double daysBetweenHighs = (slice[idx2].Timestamp - slice[idx1].Timestamp).TotalDays;
if (daysBetweenHighs <= 0) daysBetweenHighs = 1;
double upperSlope = (double)(high2 - high1) / daysBetweenHighs;
double daysToFuture = (futureTime - slice[idx1].Timestamp).TotalDays;
decimal projectedUpperPrice = high1 + (decimal)(upperSlope * daysToFuture);
patterns.Add(new ChartPatternDto(
Type: "DoubleTop",
Description: $"Doppel-Top (M-Muster): Bearische Umkehrformation. Widerstand bei ~{avgHigh:F2} {curSym} zweimal abgeprallt. {status}",
UpperLine: new List<PatternPointDto>
{
new(slice[idx1].Timestamp, high1),
new(slice[idx2].Timestamp, high2),
new(futureTime, projectedUpperPrice)
new(slice[idx2].Timestamp, high2)
},
LowerLine: new List<PatternPointDto>
{
@@ -502,20 +494,14 @@ public class TechnicalAnalysisCalculator : ITechnicalAnalysisCalculator
DateTime futureTime = slice.Last().Timestamp.AddDays(14);
double daysBetweenShoulders = (slice[rsIdx].Timestamp - slice[lsIdx].Timestamp).TotalDays;
if (daysBetweenShoulders <= 0) daysBetweenShoulders = 1;
double upperSlope = (double)(rs - ls) / daysBetweenShoulders;
double daysToFuture = (futureTime - slice[lsIdx].Timestamp).TotalDays;
decimal projectedUpperPrice = ls + (decimal)(upperSlope * daysToFuture);
patterns.Add(new ChartPatternDto(
Type: "HeadAndShoulders",
Description: $"Kopf-Schulter-Formation: Bearische Trendumkehr. Kopf bei {head:F2} {curSym}, Nackenlinie bei {neckline:F2} {curSym} (Trigger). {status}",
UpperLine: new List<PatternPointDto>
{
new(slice[lsIdx].Timestamp, ls),
new(slice[rsIdx].Timestamp, rs),
new(futureTime, projectedUpperPrice)
new(slice[headIdx].Timestamp, head),
new(slice[rsIdx].Timestamp, rs)
},
LowerLine: new List<PatternPointDto>
{
@@ -536,114 +522,149 @@ public class TechnicalAnalysisCalculator : ITechnicalAnalysisCalculator
private static void DetectTrianglesInSlice(List<MarketCandleEntity> slice, List<ChartPatternDto> patterns, string curSym)
{
if (slice.Count < 10) return;
if (slice.Count < 15) return;
var startTime = slice[0].Timestamp;
var endTime = slice[^1].Timestamp;
var lastPrice = slice[^1].Close;
var maxRecentHigh = slice.Max(c => c.High);
var minRecentLow = slice.Min(c => c.Low);
int lookback = 2;
var pHighs = FindPivotHighs(slice, lookback);
var pLows = FindPivotLows(slice, lookback);
int third = slice.Count / 3;
var first = slice.Take(third).ToList();
var last = slice.TakeLast(third).ToList();
if (pHighs.Count < 2 || pLows.Count < 2) return;
decimal high1 = first.Max(c => c.High);
decimal high2 = last.Max(c => c.High);
decimal low1 = first.Min(c => c.Low);
decimal low2 = last.Min(c => c.Low);
// Nutze die letzten beiden Pivot-Highs und Pivot-Lows für exakte Geradengleichungen
int hIdx1 = pHighs[^2];
int hIdx2 = pHighs[^1];
int lIdx1 = pLows[^2];
int lIdx2 = pLows[^1];
decimal triangleBaseHeight = Math.Max(0.5m, high1 - low1);
// Verhindere zu nahe beieinander liegende Pivots
if (hIdx2 - hIdx1 < 3 || lIdx2 - lIdx1 < 3) return;
double totalDays = (endTime - startTime).TotalDays;
if (totalDays <= 0) totalDays = 10;
DateTime tH1 = slice[hIdx1].Timestamp;
DateTime tH2 = slice[hIdx2].Timestamp;
DateTime tL1 = slice[lIdx1].Timestamp;
DateTime tL2 = slice[lIdx2].Timestamp;
DateTime apexTime = endTime.AddDays(10);
double mUpper = (double)(high2 - high1) / totalDays;
double mLower = (double)(low2 - low1) / totalDays;
decimal yH1 = slice[hIdx1].High;
decimal yH2 = slice[hIdx2].High;
decimal yL1 = slice[lIdx1].Low;
decimal yL2 = slice[lIdx2].Low;
if (Math.Abs(mUpper - mLower) > 0.00001)
double daysH = (tH2 - tH1).TotalDays;
double daysL = (tL2 - tL1).TotalDays;
if (daysH <= 0 || daysL <= 0) return;
// Steigungen in €/Tag
double mUpper = (double)(yH2 - yH1) / daysH;
double mLower = (double)(yL2 - yL1) / daysL;
var lastCandle = slice.Last();
var lastClose = lastCandle.Close;
// --- 1. Steigendes Dreieck (Ascending Triangle) ---
// Obere Linie ist nahezu flach (Widerstand), Untere Linie steigt
if (Math.Abs(mUpper) < 0.05 && mLower > 0.01)
{
double daysToApex = (double)(low1 - high1) / (mUpper - mLower);
if (daysToApex > 0 && daysToApex < 120)
if (!patterns.Any(p => p.Type == "AscendingTriangle"))
{
apexTime = startTime.AddDays(daysToApex);
decimal resistance = (yH1 + yH2) / 2m;
decimal baseHeight = resistance - yL1;
decimal targetPrice = resistance + baseHeight;
// Schnittpunkt (Apex) berechnen: y = mLower * x + yL1
double daysToApex = (double)(resistance - yL1) / mLower;
DateTime apexTime = tL1.AddDays(daysToApex);
if (apexTime > lastCandle.Timestamp)
{
var pct = lastClose > 0m ? ((targetPrice - lastClose) / lastClose) * 100m : 0m;
var conf = Math.Round(Math.Max(70m, 93m - (Math.Abs(yH1 - yH2) / yH1) * 600m), 1);
patterns.Add(new ChartPatternDto(
Type: "AscendingTriangle",
Description: $"Steigendes Dreieck: Flacher Widerstand bei {resistance:F2} {curSym} (Trigger) mit steigenden Tiefs — bullisches Konsolidierungsmuster.",
UpperLine: new List<PatternPointDto> { new(tH1, resistance), new(apexTime, resistance) },
LowerLine: new List<PatternPointDto> { new(tL1, yL1), new(tL2, yL2), new(apexTime, resistance) },
ApexTime: apexTime,
BreakoutSignal: new BreakoutSignalDto(Time: lastCandle.Timestamp, Direction: "BUY", TriggerPrice: resistance, TargetPrice: targetPrice, PotentialPercent: pct),
ConfidencePercent: conf));
}
}
}
if (high2 >= high1 * 0.97m && high2 <= high1 * 1.03m && low2 > low1 * 1.01m)
// --- 2. Fallendes Dreieck (Descending Triangle) ---
// Untere Linie ist nahezu flach (Unterstützung), Obere Linie fällt
if (Math.Abs(mLower) < 0.05 && mUpper < -0.01)
{
var resistance = (high1 + high2) / 2m;
var targetPrice = resistance + triangleBaseHeight;
bool breakoutConfirmed = maxRecentHigh >= resistance * 1.01m;
bool isValid = maxRecentHigh < targetPrice && lastPrice >= low1 * 0.97m;
if (breakoutConfirmed && lastPrice < resistance) isValid = false;
if (isValid && !patterns.Any(p => p.Type == "AscendingTriangle"))
if (!patterns.Any(p => p.Type == "DescendingTriangle"))
{
var pct = lastPrice > 0m ? ((targetPrice - lastPrice) / lastPrice) * 100m : 0m;
var conf = Math.Round(Math.Max(70m, 93m - (Math.Abs(high1 - high2) / high1) * 600m), 1);
decimal support = (yL1 + yL2) / 2m;
decimal baseHeight = yH1 - support;
decimal targetPrice = Math.Max(0.01m, support - baseHeight);
patterns.Add(new ChartPatternDto(
Type: "AscendingTriangle",
Description: $"Steigendes Dreieck: Flacher Widerstand bei {resistance:F2} {curSym} (Trigger) mit steigenden Tiefs — bullisches Konsolidierungsmuster.",
UpperLine: new List<PatternPointDto> { new(startTime, resistance), new(apexTime, resistance) },
LowerLine: new List<PatternPointDto> { new(startTime, low1), new(apexTime, resistance) },
ApexTime: apexTime,
BreakoutSignal: new BreakoutSignalDto(Time: endTime, Direction: "BUY", TriggerPrice: resistance, TargetPrice: targetPrice, PotentialPercent: pct),
ConfidencePercent: conf));
// Schnittpunkt (Apex) berechnen: y = mUpper * x + yH1
double daysToApex = (double)(support - yH1) / mUpper;
DateTime apexTime = tH1.AddDays(daysToApex);
if (apexTime > lastCandle.Timestamp)
{
var pct = lastClose > 0m ? ((lastClose - targetPrice) / lastClose) * 100m : 0m;
var conf = Math.Round(Math.Max(70m, 93m - (Math.Abs(yL1 - yL2) / yL1) * 600m), 1);
patterns.Add(new ChartPatternDto(
Type: "DescendingTriangle",
Description: $"Fallendes Dreieck: Flache Unterstützung bei {support:F2} {curSym} (Trigger) mit fallenden Hochs — bearisches Konsolidierungsmuster.",
UpperLine: new List<PatternPointDto> { new(tH1, yH1), new(tH2, yH2), new(apexTime, support) },
LowerLine: new List<PatternPointDto> { new(tL1, support), new(apexTime, support) },
ApexTime: apexTime,
BreakoutSignal: new BreakoutSignalDto(Time: lastCandle.Timestamp, Direction: "SELL", TriggerPrice: support, TargetPrice: targetPrice, PotentialPercent: pct),
ConfidencePercent: conf));
}
}
}
if (low2 >= low1 * 0.97m && low2 <= low1 * 1.03m && high2 < high1 * 0.99m)
{
var support = (low1 + low2) / 2m;
var targetPrice = Math.Max(0.01m, support - triangleBaseHeight);
bool breakdownConfirmed = minRecentLow <= support * 0.99m;
bool isValid = minRecentLow > targetPrice && lastPrice <= high1 * 1.03m;
if (breakdownConfirmed && lastPrice > support) isValid = false;
if (isValid && !patterns.Any(p => p.Type == "DescendingTriangle"))
{
var pct = lastPrice > 0m ? ((lastPrice - targetPrice) / lastPrice) * 100m : 0m;
var conf = Math.Round(Math.Max(70m, 93m - (Math.Abs(low1 - low2) / low1) * 600m), 1);
patterns.Add(new ChartPatternDto(
Type: "DescendingTriangle",
Description: $"Fallendes Dreieck: Flache Unterstützung bei {support:F2} {curSym} (Trigger) mit fallenden Hochs — bearisches Konsolidierungsmuster.",
UpperLine: new List<PatternPointDto> { new(startTime, high1), new(apexTime, support) },
LowerLine: new List<PatternPointDto> { new(startTime, support), new(apexTime, support) },
ApexTime: apexTime,
BreakoutSignal: new BreakoutSignalDto(Time: endTime, Direction: "SELL", TriggerPrice: support, TargetPrice: targetPrice, PotentialPercent: pct),
ConfidencePercent: conf));
}
}
if (high2 < high1 * 0.99m && low2 > low1 * 1.01m)
// --- 3. Symmetrisches Dreieck (Symmetrical Triangle) ---
// Obere Linie fällt (mUpper < 0) UND Untere Linie steigt (mLower > 0) -> Konvergieren!
if (mUpper < -0.005 && mLower > 0.01)
{
if (!patterns.Any(p => p.Type == "SymmetricalTriangle"))
{
var direction = lastPrice >= (high1 + low1) / 2m ? "BUY" : "SELL";
var targetPrice = direction == "BUY"
? lastPrice + triangleBaseHeight
: Math.Max(0.01m, lastPrice - triangleBaseHeight);
// Präzise Berechnung des Schnittpunkts zweier Geraden in der Ebene (t, y)
// y = mUpper * (t - tH1) + yH1
// y = mLower * (t - tL1) + yL1
double deltaDaysT1 = (tH1 - tL1).TotalDays;
double denominator = mUpper - mLower;
var pct = lastPrice > 0m
? (direction == "BUY" ? ((targetPrice - lastPrice) / lastPrice) : ((lastPrice - targetPrice) / lastPrice)) * 100m
: 0m;
if (Math.Abs(denominator) > 0.0001)
{
double daysFromT1ToApex = ((double)(yL1 - yH1) + (mLower * deltaDaysT1)) / denominator;
DateTime apexTime = tH1.AddDays(daysFromT1ToApex);
decimal apexPrice = (high2 + low2) / 2m;
// Apex muss in der Zukunft liegen!
if (apexTime > lastCandle.Timestamp)
{
decimal apexPrice = yH1 + (decimal)(mUpper * daysFromT1ToApex);
decimal baseHeight = Math.Abs(yH1 - yL1);
patterns.Add(new ChartPatternDto(
Type: "SymmetricalTriangle",
Description: $"Symmetrisches Dreieck: Konvergierende Hochs und Tiefs — dynamischer Ausbruch in Trendrichtung erwartet.",
UpperLine: new List<PatternPointDto> { new(startTime, high1), new(apexTime, apexPrice) },
LowerLine: new List<PatternPointDto> { new(startTime, low1), new(apexTime, apexPrice) },
ApexTime: apexTime,
BreakoutSignal: new BreakoutSignalDto(Time: endTime, Direction: direction, TriggerPrice: lastPrice, TargetPrice: targetPrice, PotentialPercent: pct),
ConfidencePercent: 85m));
var direction = lastClose >= (yH1 + yL1) / 2m ? "BUY" : "SELL";
var targetPrice = direction == "BUY"
? lastClose + baseHeight
: Math.Max(0.01m, lastClose - baseHeight);
var pct = lastClose > 0m
? (direction == "BUY" ? ((targetPrice - lastClose) / lastClose) : ((lastClose - targetPrice) / lastClose)) * 100m
: 0m;
patterns.Add(new ChartPatternDto(
Type: "SymmetricalTriangle",
Description: $"Symmetrisches Dreieck: Konvergierende Hochs und Tiefs — dynamischer Ausbruch in Trendrichtung erwartet.",
UpperLine: new List<PatternPointDto> { new(tH1, yH1), new(tH2, yH2), new(apexTime, apexPrice) },
LowerLine: new List<PatternPointDto> { new(tL1, yL1), new(tL2, yL2), new(apexTime, apexPrice) },
ApexTime: apexTime,
BreakoutSignal: new BreakoutSignalDto(Time: lastCandle.Timestamp, Direction: direction, TriggerPrice: lastClose, TargetPrice: targetPrice, PotentialPercent: pct),
ConfidencePercent: 85m));
}
}
}
}
}