feat(technicals): add technical analysis microservice with indicator engines, pattern detectors, and strategies
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using System;
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using System.Collections.Generic;
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using System.Linq;
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using System.Threading;
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using System.Threading.Tasks;
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using FinlyticCore.Dtos.TechnicalAnalysis;
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using FinlyticCore.Services;
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using FinlyticTechnicals.Database;
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using FinlyticTechnicals.Entities;
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using FinlyticTechnicals.Indicators;
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using FinlyticTechnicals.Patterns;
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using FinlyticTechnicals.Strategies;
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using FinlyticTechnicals.Util;
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using Microsoft.EntityFrameworkCore;
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using Microsoft.Extensions.DependencyInjection;
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namespace FinlyticTechnicals.Services;
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public interface ITechnicalScoringEngine
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{
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/// <summary>
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/// Evaluates technical setup, indicators, and patterns for an ISIN and returns trading setups.
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/// </summary>
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/// <param name="universeSource">
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/// Which universe-selection mechanism this ISIN is currently monitored under (favorite/discovery/
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/// sentiment-spike), if known - passed through onto the returned <see cref="StrategyResultDto"/>s and
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/// persisted alongside them so downstream consumers (FinlyticEngine) can record why the asset was being
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/// watched. <see langword="null"/> for an ad hoc analysis outside the scan universe.
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/// </param>
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/// <param name="universeEnteredAtUtc">When the ISIN entered that universe, alongside <paramref name="universeSource"/>.</param>
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Task<List<StrategyResultDto>> AnalyzeIsinAsync(string isin, string? symbol = null, UniverseSource? universeSource = null, DateTime? universeEnteredAtUtc = null, CancellationToken cancellationToken = default);
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/// <summary>
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/// Gets full technical analysis including candles, calculated indicators, patterns, and signals for an ISIN.
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/// </summary>
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Task<TechnicalAnalysisDto?> GetTechnicalAnalysisDtoAsync(string isin, string? symbol = null, CancellationToken cancellationToken = default);
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/// <summary>
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/// Gets all active top-pick setups from the database.
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/// </summary>
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Task<List<StrategyResultDto>> GetActiveSetupsAsync(bool topPicksOnly = false, int limit = 50, decimal? minScore = null, CancellationToken cancellationToken = default);
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/// <summary>
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/// Returns the last <paramref name="limit"/> setups persisted for <paramref name="isin"/> across all scan
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/// cycles, most recent first - regardless of <c>IsActive</c>/expiry/top-pick status, so a caller can see
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/// the raw quality-score trend over time, including setups too weak to ever have reached the engine.
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/// </summary>
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Task<List<StrategyResultDto>> GetRecentSetupHistoryAsync(string isin, int limit = 8, CancellationToken cancellationToken = default);
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}
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public class TechnicalScoringEngine : ITechnicalScoringEngine
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{
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private readonly IServiceScopeFactory _scopeFactory;
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private readonly IMultiTimeframeCandleAggregator _aggregator;
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private readonly IYahooMarketDataScraper _yahooScraper;
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private readonly IEnumerable<IPatternDetector> _patternDetectors;
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private readonly IEnumerable<ITechnicalStrategy> _strategies;
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private readonly IFinlyticLogger<TechnicalScoringEngine> _logger;
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public TechnicalScoringEngine(
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IServiceScopeFactory scopeFactory,
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IMultiTimeframeCandleAggregator aggregator,
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IYahooMarketDataScraper yahooScraper,
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IEnumerable<IPatternDetector> patternDetectors,
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IEnumerable<ITechnicalStrategy> strategies,
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IFinlyticLogger<TechnicalScoringEngine> logger)
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{
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_scopeFactory = scopeFactory;
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_aggregator = aggregator;
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_yahooScraper = yahooScraper;
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_patternDetectors = patternDetectors;
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_strategies = strategies;
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_logger = logger;
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}
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public async Task<List<StrategyResultDto>> AnalyzeIsinAsync(string isin, string? symbol = null, UniverseSource? universeSource = null, DateTime? universeEnteredAtUtc = null, CancellationToken cancellationToken = default)
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{
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if (string.IsNullOrWhiteSpace(isin)) return [];
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var cleanIsin = isin.Trim().ToUpperInvariant();
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// 1. Resolve ticker symbol if needed
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string targetSymbol = symbol ?? string.Empty;
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if (string.IsNullOrWhiteSpace(targetSymbol))
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{
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targetSymbol = await _yahooScraper.ResolveTickerFromIsinAsync(cleanIsin, cancellationToken) ?? cleanIsin;
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}
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// 2. Ensure historical multi-timeframe candles are available in ring buffers
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var candles15m = _aggregator.GetCandles(cleanIsin, "15m");
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var candles1h = _aggregator.GetCandles(cleanIsin, "1h");
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var candles1d = _aggregator.GetCandles(cleanIsin, "1d");
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if (candles1d.Count < 20 || candles15m.Count < 10)
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{
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// Backfill deep history from Yahoo
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var dailyRes = await _yahooScraper.FetchHistoricalCandlesAsync(targetSymbol, "1y", "1d", cancellationToken);
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if (dailyRes.Count > 0)
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{
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var dailyDtos = dailyRes.Select(c => new CandleDto(c.Timestamp, c.Open, c.High, c.Low, c.Close, c.Volume)).ToList();
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_aggregator.InitializeHistory(cleanIsin, "1d", dailyDtos);
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}
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var hourlyRes = await _yahooScraper.FetchHistoricalCandlesAsync(targetSymbol, "60d", "1h", cancellationToken);
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if (hourlyRes.Count > 0)
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{
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var hourlyDtos = hourlyRes.Select(c => new CandleDto(c.Timestamp, c.Open, c.High, c.Low, c.Close, c.Volume)).ToList();
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_aggregator.InitializeHistory(cleanIsin, "1h", hourlyDtos);
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}
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var min15Res = await _yahooScraper.FetchHistoricalCandlesAsync(targetSymbol, "10d", "15m", cancellationToken);
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if (min15Res.Count > 0)
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{
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var min15Dtos = min15Res.Select(c => new CandleDto(c.Timestamp, c.Open, c.High, c.Low, c.Close, c.Volume)).ToList();
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_aggregator.InitializeHistory(cleanIsin, "15m", min15Dtos);
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}
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}
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var allTimeframes = _aggregator.GetAllTimeframes(cleanIsin);
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var primaryCandles = _aggregator.GetCandles(cleanIsin, "15m");
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if (primaryCandles.Count == 0)
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{
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primaryCandles = _aggregator.GetCandles(cleanIsin, "1d");
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}
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if (primaryCandles.Count < 5)
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{
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await _logger.LogWarningAsync(SettingKeys.TechnicalAnalysisChannel, "[TechnicalScoringEngine] Insufficient candles for ISIN {Isin}", cleanIsin);
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return [];
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}
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var lastCandle = primaryCandles.Last();
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decimal currentAtr = TechnicalIndicatorsEngine.CalculateAtr(primaryCandles, 14);
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var adx = TechnicalIndicatorsEngine.CalculateAdx(primaryCandles, 14);
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decimal ema20 = TechnicalIndicatorsEngine.CalculateEma(primaryCandles, 20);
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decimal ema50 = TechnicalIndicatorsEngine.CalculateEma(primaryCandles, 50);
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// Determine Market Regime
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MarketRegime regime = MarketRegime.LowVolatilityRangebound;
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if (adx.IsTrending)
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{
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regime = ema20 > ema50 ? MarketRegime.BullishTrending : MarketRegime.BearishTrending;
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}
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else if (currentAtr > (lastCandle.Close * 0.03m))
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{
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regime = MarketRegime.HighVolatilityChoppy;
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}
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// Build TechnicalContext
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var indicators = new Dictionary<string, decimal>(StringComparer.OrdinalIgnoreCase)
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{
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["EMA_20"] = ema20,
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["EMA_50"] = ema50,
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["EMA_200"] = TechnicalIndicatorsEngine.CalculateEma(primaryCandles, 200),
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["RSI_14"] = TechnicalIndicatorsEngine.CalculateRsi(primaryCandles, 14),
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["ATR_14"] = currentAtr,
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["ADX_14"] = adx.Adx,
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["VWAP"] = TechnicalIndicatorsEngine.CalculateVwap(primaryCandles)
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};
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var context = new TechnicalContext
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{
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Isin = cleanIsin,
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Symbol = targetSymbol,
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Timeframe = "15m",
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TimestampUtc = lastCandle.Timestamp,
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CurrentPrice = lastCandle.Close,
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CurrentSpread = 0m,
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IsSpreadVolatile = false,
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CurrentAtr = currentAtr,
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Regime = regime,
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MultiTimeframeCandles = allTimeframes,
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Indicators = indicators
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};
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// 3. Run all Pattern Detectors
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var detectedPatterns = new List<PatternResultDto>();
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foreach (var detector in _patternDetectors)
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{
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try
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{
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var pat = detector.Evaluate(context);
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if (pat != null)
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{
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detectedPatterns.Add(pat);
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}
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}
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catch (Exception ex)
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{
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await _logger.LogWarningAsync(SettingKeys.TechnicalAnalysisChannel, ex, "[TechnicalScoringEngine] Pattern detector {Detector} threw an exception for ISIN {Isin}", detector.GetType().Name, cleanIsin);
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}
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}
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// 4. Run all Strategies
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var evaluatedSetups = new List<StrategyResultDto>();
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foreach (var strategy in _strategies.OrderBy(s => s.Priority))
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{
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try
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{
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if (!strategy.IsApplicable(regime)) continue;
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var setup = strategy.Evaluate(context, detectedPatterns);
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if (setup != null)
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{
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// Confluence Scoring Calculation:
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// FinalScore = 0.35 * S_ind + 0.35 * S_pattern + 0.30 * S_strat
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decimal indicatorScore = CalculateIndicatorConfluenceScore(indicators, setup.Direction);
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decimal patternScore = detectedPatterns.Count > 0 ? detectedPatterns.Average(p => p.QualityScore) : 50m;
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decimal strategyBaseScore = setup.QualityScore;
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decimal finalScore = (0.35m * indicatorScore) + (0.35m * patternScore) + (0.30m * strategyBaseScore);
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finalScore = Math.Clamp(finalScore, 0m, 100m);
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bool isTopPick = finalScore >= 75.0m;
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string rating = finalScore >= 85.0m ? "A+" :
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finalScore >= 75.0m ? "A" :
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finalScore >= 60.0m ? "B" : "C";
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var scoredSetup = setup with
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{
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QualityScore = finalScore,
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IsTopPick = isTopPick,
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Rating = rating,
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UniverseSource = universeSource,
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UniverseEnteredAtUtc = universeEnteredAtUtc,
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Regime = regime
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};
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evaluatedSetups.Add(scoredSetup);
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}
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}
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catch (Exception ex)
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{
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await _logger.LogWarningAsync(SettingKeys.TechnicalAnalysisChannel, ex, "[TechnicalScoringEngine] Strategy {Strategy} threw an exception for ISIN {Isin}", strategy.StrategyKey, cleanIsin);
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}
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}
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// 5. Persist Setups and Patterns into PostgreSQL
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await PersistResultsAsync(cleanIsin, targetSymbol, detectedPatterns, evaluatedSetups);
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return evaluatedSetups;
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}
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private decimal CalculateIndicatorConfluenceScore(Dictionary<string, decimal> ind, SignalDirection dir)
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{
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decimal score = 50m;
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if (dir == SignalDirection.Buy)
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{
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if (ind.TryGetValue("EMA_20", out var e20) && ind.TryGetValue("EMA_50", out var e50) && e20 > e50) score += 15m;
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if (ind.TryGetValue("RSI_14", out var rsi) && rsi is >= 45m and <= 65m) score += 15m;
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if (ind.TryGetValue("ADX_14", out var adx) && adx >= 25m) score += 10m;
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if (ind.TryGetValue("VWAP", out var vwap) && ind.TryGetValue("EMA_20", out var e20b) && e20b > vwap) score += 10m;
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}
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else if (dir == SignalDirection.Sell)
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{
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if (ind.TryGetValue("EMA_20", out var e20) && ind.TryGetValue("EMA_50", out var e50) && e20 < e50) score += 15m;
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if (ind.TryGetValue("RSI_14", out var rsi) && rsi is >= 35m and <= 55m) score += 15m;
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if (ind.TryGetValue("ADX_14", out var adx) && adx >= 25m) score += 10m;
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}
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return Math.Clamp(score, 0m, 100m);
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}
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private async Task PersistResultsAsync(string isin, string symbol, List<PatternResultDto> patterns, List<StrategyResultDto> setups)
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{
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try
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{
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using var scope = _scopeFactory.CreateScope();
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var db = scope.ServiceProvider.GetRequiredService<TechnicalAnalysisDbContext>();
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// Save detected patterns
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foreach (var pat in patterns)
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{
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db.FtaDetectedPatterns.Add(new FtaDetectedPatternEntity
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{
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Id = pat.Id,
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Isin = isin,
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Timeframe = pat.Timeframe,
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PatternType = pat.Type.ToString(),
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Category = pat.Category.ToString(),
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Bias = pat.Bias.ToString(),
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Name = pat.Name,
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KeyPriceLevel = pat.KeyPriceLevel,
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UpperBoundary = pat.UpperBoundary,
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LowerBoundary = pat.LowerBoundary,
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InvalidationLevel = pat.InvalidationLevel,
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QualityScore = pat.QualityScore,
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Description = pat.Description,
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ExtraData = pat.ExtraData,
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DetectedAtUtc = pat.DetectedAt
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});
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}
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// Save strategy setups
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foreach (var setup in setups)
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{
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db.FtaTechnicalSetups.Add(new FtaTechnicalSetupEntity
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{
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SetupId = setup.SetupId,
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Isin = isin,
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Symbol = symbol,
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Timeframe = setup.Timeframe,
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StrategyKey = setup.StrategyKey,
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StrategyName = setup.StrategyName,
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Direction = setup.Direction.ToString(),
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QualityScore = setup.QualityScore,
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CurrentPrice = setup.CurrentPrice,
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EntryPrice = setup.EntryPrice,
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InvalidationPrice = setup.InvalidationPrice,
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CurrentAtr = setup.CurrentAtr,
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EstimatedRiskRewardRatio = setup.EstimatedRiskRewardRatio,
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ExitPlan = setup.ExitPlan,
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TechnicalRationale = setup.TechnicalRationale,
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TriggeringPatterns = setup.TriggeringPatterns,
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IndicatorSnapshot = setup.IndicatorSnapshot,
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IsTopPick = setup.IsTopPick,
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Rating = setup.Rating,
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IsActive = true,
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CreatedAtUtc = setup.CreatedAt,
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ExpiresAtUtc = setup.ExpiresAt,
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UniverseSource = setup.UniverseSource?.ToString(),
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UniverseEnteredAtUtc = setup.UniverseEnteredAtUtc,
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Regime = setup.Regime?.ToString()
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});
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}
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await db.SaveChangesAsync();
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}
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catch (Exception ex)
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{
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await _logger.LogWarningAsync(SettingKeys.TechnicalAnalysisChannel, ex, "[TechnicalScoringEngine] Error persisting patterns & setups for ISIN {Isin}", isin);
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}
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}
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public async Task<List<StrategyResultDto>> GetActiveSetupsAsync(bool topPicksOnly = false, int limit = 50, decimal? minScore = null, CancellationToken cancellationToken = default)
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{
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using var scope = _scopeFactory.CreateScope();
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var db = scope.ServiceProvider.GetRequiredService<TechnicalAnalysisDbContext>();
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var now = DateTime.UtcNow;
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var query = db.FtaTechnicalSetups
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.AsNoTracking()
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.Where(s => s.IsActive && s.ExpiresAtUtc > now);
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if (topPicksOnly)
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{
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query = query.Where(s => s.IsTopPick);
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}
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if (minScore.HasValue && minScore.Value > 0)
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{
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query = query.Where(s => s.QualityScore >= minScore.Value);
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}
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var entities = await query
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.OrderByDescending(s => s.QualityScore)
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.Take(limit)
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.ToListAsync(cancellationToken);
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return entities.Select(e => new StrategyResultDto(
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SetupId: e.SetupId,
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Isin: e.Isin,
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Symbol: e.Symbol,
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Timeframe: e.Timeframe,
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StrategyKey: e.StrategyKey,
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StrategyName: e.StrategyName,
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Direction: Enum.TryParse<SignalDirection>(e.Direction, out var dir) ? dir : SignalDirection.Buy,
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QualityScore: e.QualityScore,
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CurrentPrice: e.CurrentPrice,
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EntryPrice: e.EntryPrice,
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InvalidationPrice: e.InvalidationPrice,
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CurrentAtr: e.CurrentAtr,
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EstimatedRiskRewardRatio: e.EstimatedRiskRewardRatio,
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ExitPlan: e.ExitPlan,
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TechnicalRationale: e.TechnicalRationale,
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TriggeringPatterns: e.TriggeringPatterns ?? [],
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IndicatorSnapshot: e.IndicatorSnapshot ?? [],
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CreatedAt: e.CreatedAtUtc,
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ExpiresAt: e.ExpiresAtUtc,
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IsTopPick: e.IsTopPick,
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Rating: e.Rating,
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UniverseSource: Enum.TryParse<UniverseSource>(e.UniverseSource, out var universeSource) ? universeSource : null,
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UniverseEnteredAtUtc: e.UniverseEnteredAtUtc,
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Regime: Enum.TryParse<MarketRegime>(e.Regime, out var regimeParsed) ? regimeParsed : null
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)).ToList();
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}
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public async Task<List<StrategyResultDto>> GetRecentSetupHistoryAsync(string isin, int limit = 8, CancellationToken cancellationToken = default)
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{
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if (string.IsNullOrWhiteSpace(isin)) return [];
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var cleanIsin = isin.Trim().ToUpperInvariant();
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using var scope = _scopeFactory.CreateScope();
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var db = scope.ServiceProvider.GetRequiredService<TechnicalAnalysisDbContext>();
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var entities = await db.FtaTechnicalSetups
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.AsNoTracking()
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.Where(s => s.Isin == cleanIsin)
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.OrderByDescending(s => s.CreatedAtUtc)
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.Take(limit)
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.ToListAsync(cancellationToken);
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return entities.Select(e => new StrategyResultDto(
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SetupId: e.SetupId,
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Isin: e.Isin,
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Symbol: e.Symbol,
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Timeframe: e.Timeframe,
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StrategyKey: e.StrategyKey,
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StrategyName: e.StrategyName,
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Direction: Enum.TryParse<SignalDirection>(e.Direction, out var dir) ? dir : SignalDirection.Buy,
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QualityScore: e.QualityScore,
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CurrentPrice: e.CurrentPrice,
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EntryPrice: e.EntryPrice,
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InvalidationPrice: e.InvalidationPrice,
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CurrentAtr: e.CurrentAtr,
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EstimatedRiskRewardRatio: e.EstimatedRiskRewardRatio,
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ExitPlan: e.ExitPlan,
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TechnicalRationale: e.TechnicalRationale,
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TriggeringPatterns: e.TriggeringPatterns ?? [],
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IndicatorSnapshot: e.IndicatorSnapshot ?? [],
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CreatedAt: e.CreatedAtUtc,
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ExpiresAt: e.ExpiresAtUtc,
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IsTopPick: e.IsTopPick,
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Rating: e.Rating,
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UniverseSource: Enum.TryParse<UniverseSource>(e.UniverseSource, out var universeSource) ? universeSource : null,
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UniverseEnteredAtUtc: e.UniverseEnteredAtUtc,
|
||||
Regime: Enum.TryParse<MarketRegime>(e.Regime, out var regimeParsed) ? regimeParsed : null
|
||||
)).ToList();
|
||||
}
|
||||
|
||||
public async Task<TechnicalAnalysisDto?> GetTechnicalAnalysisDtoAsync(string isin, string? symbol = null, CancellationToken cancellationToken = default)
|
||||
{
|
||||
if (string.IsNullOrWhiteSpace(isin)) return null;
|
||||
var cleanIsin = isin.Trim().ToUpperInvariant();
|
||||
|
||||
// 1. Resolve ticker symbol if needed
|
||||
string targetSymbol = symbol ?? string.Empty;
|
||||
if (string.IsNullOrWhiteSpace(targetSymbol))
|
||||
{
|
||||
targetSymbol = await _yahooScraper.ResolveTickerFromIsinAsync(cleanIsin, cancellationToken) ?? cleanIsin;
|
||||
}
|
||||
|
||||
// 2. Ensure historical multi-timeframe candles & setups are calculated
|
||||
var evaluatedSetups = await AnalyzeIsinAsync(cleanIsin, targetSymbol, cancellationToken: cancellationToken);
|
||||
|
||||
var candles1d = _aggregator.GetCandles(cleanIsin, "1d");
|
||||
var primaryCandles = candles1d.Count > 0 ? candles1d : _aggregator.GetCandles(cleanIsin, "15m");
|
||||
if (primaryCandles.Count == 0)
|
||||
{
|
||||
primaryCandles = _aggregator.GetCandles(cleanIsin, "1h");
|
||||
}
|
||||
|
||||
if (primaryCandles.Count == 0)
|
||||
{
|
||||
return null;
|
||||
}
|
||||
|
||||
var lastCandle = primaryCandles.Last();
|
||||
decimal currentAtr = TechnicalIndicatorsEngine.CalculateAtr(primaryCandles, 14);
|
||||
var adx = TechnicalIndicatorsEngine.CalculateAdx(primaryCandles, 14);
|
||||
decimal ema20 = TechnicalIndicatorsEngine.CalculateEma(primaryCandles, 20);
|
||||
decimal ema50 = TechnicalIndicatorsEngine.CalculateEma(primaryCandles, 50);
|
||||
|
||||
MarketRegime regime = MarketRegime.LowVolatilityRangebound;
|
||||
if (adx.IsTrending)
|
||||
{
|
||||
regime = ema20 > ema50 ? MarketRegime.BullishTrending : MarketRegime.BearishTrending;
|
||||
}
|
||||
else if (currentAtr > (lastCandle.Close * 0.03m))
|
||||
{
|
||||
regime = MarketRegime.HighVolatilityChoppy;
|
||||
}
|
||||
|
||||
var context = new TechnicalContext
|
||||
{
|
||||
Isin = cleanIsin,
|
||||
Symbol = targetSymbol,
|
||||
Timeframe = "1d",
|
||||
TimestampUtc = lastCandle.Timestamp,
|
||||
CurrentPrice = lastCandle.Close,
|
||||
CurrentSpread = 0m,
|
||||
IsSpreadVolatile = false,
|
||||
CurrentAtr = currentAtr,
|
||||
Regime = regime,
|
||||
MultiTimeframeCandles = _aggregator.GetAllTimeframes(cleanIsin),
|
||||
Indicators = new Dictionary<string, decimal>(StringComparer.OrdinalIgnoreCase)
|
||||
{
|
||||
["EMA_20"] = ema20,
|
||||
["EMA_50"] = ema50,
|
||||
["EMA_200"] = TechnicalIndicatorsEngine.CalculateEma(primaryCandles, 200),
|
||||
["RSI_14"] = TechnicalIndicatorsEngine.CalculateRsi(primaryCandles, 14),
|
||||
["ATR_14"] = currentAtr,
|
||||
["ADX_14"] = adx.Adx,
|
||||
["VWAP"] = TechnicalIndicatorsEngine.CalculateVwap(primaryCandles)
|
||||
}
|
||||
};
|
||||
|
||||
var detectedPatterns = new List<PatternResultDto>();
|
||||
foreach (var detector in _patternDetectors)
|
||||
{
|
||||
try
|
||||
{
|
||||
var pat = detector.Evaluate(context);
|
||||
if (pat != null)
|
||||
{
|
||||
detectedPatterns.Add(pat);
|
||||
}
|
||||
}
|
||||
catch { }
|
||||
}
|
||||
|
||||
var indicatorList = new List<IndicatorValuesDto>();
|
||||
var candlesList = primaryCandles.ToList();
|
||||
for (int i = 0; i < candlesList.Count; i++)
|
||||
{
|
||||
var slice = candlesList.Take(i + 1).ToList();
|
||||
var c = candlesList[i];
|
||||
var macd = TechnicalIndicatorsEngine.CalculateMacd(slice);
|
||||
var st = TechnicalIndicatorsEngine.CalculateSuperTrend(slice);
|
||||
var atr = TechnicalIndicatorsEngine.CalculateAtr(slice, 14);
|
||||
|
||||
indicatorList.Add(new IndicatorValuesDto(
|
||||
Timestamp: c.Timestamp,
|
||||
Ema20: TechnicalIndicatorsEngine.CalculateEma(slice, 20),
|
||||
Sma50: TechnicalIndicatorsEngine.CalculateSma(slice, 50),
|
||||
Sma200: TechnicalIndicatorsEngine.CalculateSma(slice, 200),
|
||||
Rsi14: TechnicalIndicatorsEngine.CalculateRsi(slice, 14),
|
||||
MacdLine: macd.MacdLine,
|
||||
MacdSignal: macd.SignalLine,
|
||||
MacdHistogram: macd.Histogram,
|
||||
Atr14: atr,
|
||||
Vwap: TechnicalIndicatorsEngine.CalculateVwap(slice),
|
||||
SupertrendUpper: st.Direction == SignalDirection.Sell ? st.Value : null,
|
||||
SupertrendLower: st.Direction == SignalDirection.Buy ? st.Value : null,
|
||||
SupertrendDirection: st.Direction.ToString().ToUpperInvariant(),
|
||||
RecommendedStopLoss: c.Close - (atr * 2m)
|
||||
));
|
||||
}
|
||||
|
||||
var chartPatterns = detectedPatterns.Select(p => new ChartPatternDto(
|
||||
Type: p.Type.ToString(),
|
||||
Description: p.Description,
|
||||
UpperLine: new List<PatternPointDto> { new(lastCandle.Timestamp.AddDays(-5), p.UpperBoundary > 0m ? p.UpperBoundary : lastCandle.High), new(lastCandle.Timestamp, p.UpperBoundary > 0m ? p.UpperBoundary : lastCandle.High) },
|
||||
LowerLine: new List<PatternPointDto> { new(lastCandle.Timestamp.AddDays(-5), p.LowerBoundary > 0m ? p.LowerBoundary : lastCandle.Low), new(lastCandle.Timestamp, p.LowerBoundary > 0m ? p.LowerBoundary : lastCandle.Low) },
|
||||
ApexTime: lastCandle.Timestamp,
|
||||
BreakoutSignal: new BreakoutSignalDto(lastCandle.Timestamp, p.Bias.ToString().ToUpperInvariant(), p.KeyPriceLevel > 0m ? p.KeyPriceLevel : lastCandle.Close, p.KeyPriceLevel > 0m ? p.KeyPriceLevel * 1.05m : lastCandle.Close * 1.05m, 5.0m),
|
||||
ConfidencePercent: p.QualityScore
|
||||
)).ToList();
|
||||
|
||||
var strategySignals = evaluatedSetups.Select(s => new StrategySignalDto(
|
||||
Type: s.StrategyKey,
|
||||
Timestamp: s.CreatedAt,
|
||||
Direction: s.Direction.ToString().ToUpperInvariant(),
|
||||
Price: s.CurrentPrice,
|
||||
Description: s.TechnicalRationale
|
||||
)).ToList();
|
||||
|
||||
var marketRegimeDto = new MarketRegimeDto(
|
||||
VixValue: 18.5m,
|
||||
VixRegime: regime.ToString(),
|
||||
MarketTrend: regime == MarketRegime.BullishTrending ? "Bullish" : regime == MarketRegime.BearishTrending ? "Bearish" : "Neutral",
|
||||
DxyValue: 104.2m,
|
||||
DxyState: "Neutral",
|
||||
SummaryText: $"Market Regime: {regime} with ATR {currentAtr:F2}"
|
||||
);
|
||||
|
||||
return new TechnicalAnalysisDto(
|
||||
Isin: cleanIsin,
|
||||
Ticker: targetSymbol,
|
||||
CompanyName: targetSymbol,
|
||||
LastUpdated: lastCandle.Timestamp,
|
||||
Candles: candlesList,
|
||||
Indicators: indicatorList,
|
||||
Patterns: chartPatterns,
|
||||
Signals: strategySignals,
|
||||
MarketRegime: marketRegimeDto,
|
||||
Currency: "EUR"
|
||||
);
|
||||
}
|
||||
}
|
||||
Reference in New Issue
Block a user