621 lines
21 KiB
C#
621 lines
21 KiB
C#
using System;
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using System.Collections.Generic;
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using System.IO;
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using System.Text;
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using Core.Main;
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using Core.Helper;
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using Core.Main.DataObjects.PTMagicData;
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using System.Text.RegularExpressions;
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namespace Core.ProfitTrailer
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{
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public static class StrategyHelper
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{
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public static string GetStrategyShortcut(string strategyName, bool onlyValidStrategies)
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{
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string result = strategyName;
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string time = "";
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string leverage = "";
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string strategyLetter = "";
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string strategyNameOnly = strategyName;
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// PT allows for "advanced_stats" to show details of the trailing logic and dynamic formulas.
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if (result.Contains("STATS") || result.Contains("DYN"))
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{
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if (result.Contains("STATS-TSL") && (!result.Contains("TSL-STRAT")))
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{
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result = "TSL";
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}
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else
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{
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result = "";
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}
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}
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// strategy labels with variable values
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if (result.Contains("BUY TIMEOUT AS"))
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{
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time = strategyName.Remove(0, 15);
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result = "REBUY " + time;
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}
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if (result.Contains("BUY TIMEOUT"))
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{
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time = strategyName.Remove(0, 12);
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result = "REBUY " + time;
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}
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if (result.Contains("CHANGE PERC"))
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{
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result = "CHANGE";
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}
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if (result.Contains("CROSSED"))
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{
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leverage = strategyName.Remove(0, 9);
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leverage = leverage.Remove(leverage.Length - 1, 1);
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result = "CROSS " + leverage + "X";
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}
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if (result.Contains("ISOLATED"))
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{
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leverage = strategyName.Remove(0, 10);
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leverage = leverage.Remove(leverage.Length - 1, 1);
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result = "ISOL " + leverage + "X";
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}
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// remove the letter and colon, change to shortcut, then reapply the letter and colon
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if (strategyName.Contains(":"))
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{
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int strategyLength = strategyName.Length - 3;
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strategyLetter = strategyName.Remove(3, strategyLength);
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strategyNameOnly = strategyName.Remove(0, 3);
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}
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switch (strategyNameOnly.ToLower())
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{
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case "lowbb":
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result = String.Concat(strategyLetter, "LBB");
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break;
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case "highbb":
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result = String.Concat(strategyLetter, "HBB");
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break;
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case "gain":
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result = String.Concat(strategyLetter, "GAIN");
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break;
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case "loss":
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result = String.Concat(strategyLetter, "LOSS");
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break;
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case "smagain":
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result = String.Concat(strategyLetter, "SMA-G");
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break;
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case "emagain":
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result = String.Concat(strategyLetter, "EMA-G");
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break;
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case "hmagain":
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result = String.Concat(strategyLetter, "HMA-G");
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break;
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case "dmagain":
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result = String.Concat(strategyLetter, "DMA-G");
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break;
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case "smaspread":
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result = String.Concat(strategyLetter, "SMA-S");
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break;
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case "emaspread":
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result = String.Concat(strategyLetter, "EMA-S");
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break;
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case "hmaspread":
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result = String.Concat(strategyLetter, "HMA-S");
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break;
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case "dmaspread":
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result = String.Concat(strategyLetter, "DMA-S");
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break;
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case "smacross":
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result = String.Concat(strategyLetter, "SMA-C");
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break;
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case "emacross":
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result = String.Concat(strategyLetter, "EMA-C");
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break;
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case "hmacross":
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result = String.Concat(strategyLetter, "HMA-C");
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break;
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case "dmacross":
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result = String.Concat(strategyLetter, "DMA-C");
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break;
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case "rsi":
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result = String.Concat(strategyLetter, "RSI");
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break;
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case "stoch":
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result = String.Concat(strategyLetter, "STOCH");
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break;
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case "stochrsi":
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result = String.Concat(strategyLetter, "SRSI");
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break;
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case "stochrsik":
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result = String.Concat(strategyLetter, "SRSI-K");
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break;
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case "stochrsid":
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result = String.Concat(strategyLetter, "SRSI-D");
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break;
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case "stochrsicross":
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result = String.Concat(strategyLetter, "SRSI-C");
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break;
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case "macd":
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result = String.Concat(strategyLetter, "MACD");
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break;
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case "obv":
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result = String.Concat(strategyLetter, "OBV");
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break;
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case "bbwidth":
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result = String.Concat(strategyLetter, "BBW");
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break;
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case "pdhigh":
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result = String.Concat(strategyLetter, "PDH");
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break;
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case "anderson":
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result = String.Concat(strategyLetter, "AND");
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break;
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case "pdlow":
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result = String.Concat(strategyLetter, "PDL");
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break;
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case "pdclose":
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result = String.Concat(strategyLetter, "PDC");
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break;
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case "signal":
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result = String.Concat(strategyLetter, "SIG");
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break;
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case "changepercentage":
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result = String.Concat(strategyLetter, "CHGPCT");
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break;
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case "profitpercentage":
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result = String.Concat(strategyLetter, "PPCT");
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break;
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case "lastdcabuy":
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result = String.Concat(strategyLetter, "LASTDCA");
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break;
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case "fixedprice":
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result = String.Concat(strategyLetter, "FIXED");
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break;
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case "lowatrband":
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result = String.Concat(strategyLetter, "L-ATR");
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break;
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case "highatrband":
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result = String.Concat(strategyLetter, "H-ATR");
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break;
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case "atrpercentage":
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result = String.Concat(strategyLetter, "ATR-PCT");
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break;
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case "vwappercentage":
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result = String.Concat(strategyLetter, "VWAP");
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break;
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case "mvwappercentage":
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result = String.Concat(strategyLetter, "M-VWAP");
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break;
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case "btcdominance":
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result = String.Concat(strategyLetter, "BTCDOM");
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break;
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case "config som enabled":
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result = String.Concat(strategyLetter, "SOM");
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break;
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case "max buy times":
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result = String.Concat(strategyLetter, "DCAMAX");
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break;
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case "max pairs":
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result = String.Concat(strategyLetter, "PAIRS");
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break;
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case "max spread":
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result = String.Concat(strategyLetter, "SPREAD");
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break;
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case "price increase":
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result = String.Concat(strategyLetter, "INC");
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break;
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case "min buy volume":
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result = String.Concat(strategyLetter, "VOL");
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break;
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case "min buy balance":
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result = String.Concat(strategyLetter, "MIN");
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break;
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case "coin age":
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result = String.Concat(strategyLetter, "AGE");
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break;
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case "too new":
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result = String.Concat(strategyLetter, "NEW");
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break;
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case "blacklisted":
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result = String.Concat(strategyLetter, "BLACK");
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break;
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case "insufficient balance":
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result = String.Concat(strategyLetter, "BAL");
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break;
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case "max cost reached":
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result = String.Concat(strategyLetter, "COST");
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break;
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case "buy value below dust":
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result = String.Concat(strategyLetter, "DUST");
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break;
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case "sell wall detected":
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result = String.Concat(strategyLetter, "WALL");
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break;
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case "ignoring buy trigger":
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result = String.Concat(strategyLetter, "TRIG");
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break;
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case "no dca buy logic":
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result = String.Concat(strategyLetter, "NODCA");
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break;
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case "combimagain":
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result = String.Concat(strategyLetter, "COMBI-G");
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break;
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case "combimaspread":
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result = String.Concat(strategyLetter, "COMBI-S");
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break;
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case "combimacross":
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result = String.Concat(strategyLetter, "COMBI-C");
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break;
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case "macdpercentage":
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result = String.Concat(strategyLetter, "MACDPERC");
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break;
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default:
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break;
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}
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if (onlyValidStrategies)
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{
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if (strategyName.IndexOf("SOM") > -1 || strategyName.IndexOf("MAX") > -1 || strategyName.IndexOf("MIN") > -1 || strategyName.IndexOf("PRICE") > -1 || strategyName.IndexOf("BLACK") > -1 || strategyName.IndexOf("INSUFFICIENT") > -1 || strategyName.IndexOf("COST") > -1)
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{
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result = "";
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}
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}
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return result;
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}
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public static bool IsValidStrategy(string strategyName)
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{
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return StrategyHelper.IsValidStrategy(strategyName, false);
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}
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public static bool IsValidStrategy(string strategyName, bool checkForAnyInvalid)
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{
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bool result = false;
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if (!string.IsNullOrEmpty(strategyName))
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{
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// buy/sell strategies beginning with PT 2.3.3 contain the letter followed by a colon and space.
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if (strategyName.Contains(":") && !strategyName.Contains("FORMULA"))
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{
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result = true;
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}
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if (!checkForAnyInvalid)
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{
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switch (strategyName.ToLower())
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{
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case "lowbb":
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case "highbb":
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case "gain":
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case "loss":
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case "smagain":
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case "emagain":
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case "hmagain":
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case "dmagain":
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case "smaspread":
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case "emaspread":
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case "hmaspread":
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case "dmaspread":
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case "smacross":
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case "emacross":
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case "hmacross":
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case "dmacross":
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case "rsi":
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case "stoch":
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case "stochrsi":
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case "stochrsik":
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case "stochrsid":
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case "stochrsicross":
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case "macd":
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case "obv":
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case "bbwidth":
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case "anderson":
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case "dema":
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case "hma":
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case "pdhigh":
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case "pdlow":
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case "pdclose":
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case "signal":
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case "changepercentage":
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case "profitpercentage":
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case "lastdcabuy":
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case "fixedprice":
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case "lowatrband":
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case "highatrband":
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case "atrpercentage":
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case "vwappercentage":
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case "mvwappercentage":
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case "btcdominance":
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case "combimagain":
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case "combimaspread":
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case "combimacross":
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case "macdpercentage":
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result = true;
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break;
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default:
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break;
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}
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}
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else
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{
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if (strategyName.IndexOf("max", StringComparison.InvariantCultureIgnoreCase) == -1
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&& strategyName.IndexOf("min", StringComparison.InvariantCultureIgnoreCase) == -1
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&& strategyName.IndexOf("som", StringComparison.InvariantCultureIgnoreCase) == -1
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&& strategyName.IndexOf("price", StringComparison.InvariantCultureIgnoreCase) == -1
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&& strategyName.IndexOf("black", StringComparison.InvariantCultureIgnoreCase) == -1
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&& strategyName.IndexOf("new", StringComparison.InvariantCultureIgnoreCase) == -1
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&& strategyName.IndexOf("insufficient", StringComparison.InvariantCultureIgnoreCase) == -1
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&& strategyName.IndexOf("timeout", StringComparison.InvariantCultureIgnoreCase) == -1
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&& strategyName.IndexOf("spread", StringComparison.InvariantCultureIgnoreCase) == -1
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&& strategyName.IndexOf("pairs", StringComparison.InvariantCultureIgnoreCase) == -1)
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{
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result = true;
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}
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}
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}
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return result;
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}
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public static int GetStrategyValueDecimals(string strategyName)
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{
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int result = 0;
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switch (strategyName.ToLower())
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{
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case "lowbb":
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case "highbb":
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result = 8;
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break;
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case "gain":
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case "loss":
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case "smagain":
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case "emagain":
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case "hmagain":
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case "dmagain":
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case "smaspread":
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case "emaspread":
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case "hmaspread":
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case "dmaspread":
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case "smacross":
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case "emacross":
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case "hmacross":
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case "dmacross":
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case "anderson":
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case "pdhigh":
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result = 2;
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break;
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case "rsi":
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case "stochrsi":
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case "stochrsik":
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case "stochrsid":
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case "stochrsicross":
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case "stoch":
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case "macd":
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case "obv":
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case "bbwidth":
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result = 0;
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break;
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default:
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break;
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}
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return result;
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}
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public static string GetStrategyText(Summary summary, List<Strategy> strategies, string strategyText, bool isTrue, bool isTrailingBuyActive)
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{
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bool isValidStrategy = false;
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Regex regx = new Regex(@"[ABCDEFGHIJKLMNOPQRSTUVWXYZ]", RegexOptions.Compiled);
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if (strategies.Count > 0)
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{
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foreach (Strategy strategy in strategies)
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{
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string textClass = (strategy.IsTrue) ? "label-success" : "label-danger";
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isValidStrategy = StrategyHelper.IsValidStrategy(strategy.Name);
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if (!isValidStrategy)
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{
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if (strategy.Name.Contains("TRIGGERED"))
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// remove levels already triggered, to show only currently waiting trigger
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{
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strategyText += "";
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}
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else if (strategy.Name.Contains("STATS"))
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// Avoid displaying advanced buy stats and completed level formulas
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{
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if (strategy.Name.Contains("STATS-TSL") && (!strategy.Name.Contains("TSL-STRAT")))
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{
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strategyText += "<span class=\"label label-warn\" data-toggle=\"tooltip\" data-placement=\"top\" title=\"" + strategy.Name + "\" >" + StrategyHelper.GetStrategyShortcut(strategy.Name, false) + "<i class=\"fa fa-flag text-success\"></i></span> ";
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}
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else
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{
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strategy.Name = "";
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}
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}
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else if (strategy.Name.Contains("FORMULA"))
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// Avoid displaying formula details
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{
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if (strategy.Name.Contains("LEVEL"))
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{
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string level = strategy.Name.Substring(5, 1);
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strategyText += "<span class=\"label label-warning\" data-toggle=\"tooltip\" data-placement=\"top\" title=\"LEVEL FORMULA\">L " + level + "</span> ";
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}
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else
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{
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strategyText += "";
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}
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}
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else
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{
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strategyText += "<span class=\"label label-warning\" data-toggle=\"tooltip\" data-placement=\"top\" title=\"" + strategy.Name + "\">" + StrategyHelper.GetStrategyShortcut(strategy.Name, false) + "</span> ";
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}
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}
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else
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{
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strategyText += "<span class=\"label " + textClass + "\" data-toggle=\"tooltip\" data-placement=\"top\" title=\"" + strategy.Name + "\">" + StrategyHelper.GetStrategyShortcut(strategy.Name, false) + "</span> ";
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}
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}
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if (isTrailingBuyActive)
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{
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strategyText += " <i class=\"fa fa-flag text-success\" data-toggle=\"tooltip\" data-placement=\"top\" title=\"Trailing active!\"></i>";
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}
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}
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else
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{
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if (isTrue)
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{
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strategyText = "<span class=\"label label-success\" data-toggle=\"tooltip\" data-placement=\"top\" title=\"" + strategyText + "\">" + StrategyHelper.GetStrategyShortcut(strategyText, true) + "</span> ";
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if (isTrailingBuyActive)
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{
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strategyText += " <i class=\"fa fa-flag text-success\" data-toggle=\"tooltip\" data-placement=\"top\" title=\"Trailing active!\"></i>";
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}
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}
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else
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{
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isValidStrategy = StrategyHelper.IsValidStrategy(strategyText);
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if (isValidStrategy)
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{
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strategyText = "<span class=\"label label-danger\" data-toggle=\"tooltip\" data-placement=\"top\" title=\"" + strategyText + "\">" + StrategyHelper.GetStrategyShortcut(strategyText, true) + "</span> ";
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}
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else if (strategyText.Equals("") && isValidStrategy == false)
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{
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strategyText = "<span class=\"label label-muted\" data-toggle=\"tooltip\" data-placement=\"top\" title=\"Not Applicable: Not using DCA!\"></span>";
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}
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else
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{
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strategyText = "<span class=\"label label-warning\" data-toggle=\"tooltip\" data-placement=\"top\" title=\"" + strategyText + "\">" + StrategyHelper.GetStrategyShortcut(strategyText, false) + "</span> ";
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}
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}
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}
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return strategyText;
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}
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public static string GetCurrentValueText(List<Strategy> strategies, string strategyText, double bbValue, double simpleValue, bool includeShortcut)
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{
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string result = "";
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if (strategies.Count > 0)
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{
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foreach (Strategy strategy in strategies)
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{
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if (StrategyHelper.IsValidStrategy(strategy.Name))
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{
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if (!result.Equals("")) result += "<br />";
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string decimalFormat = "";
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int decimals = StrategyHelper.GetStrategyValueDecimals(strategy.Name);
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for (int d = 1; d <= decimals; d++)
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{
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decimalFormat += "0";
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}
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if (includeShortcut)
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{
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result += "<span class=\"text-muted\">" + StrategyHelper.GetStrategyShortcut(strategy.Name, true) + "</span> ";
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}
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if (StrategyHelper.GetStrategyShortcut(strategy.Name, true).IndexOf("and", StringComparison.InvariantCultureIgnoreCase) > -1)
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{
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result += simpleValue.ToString("#,#0.00", new System.Globalization.CultureInfo("en-US"));
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}
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else
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{
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if (decimals == 0)
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{
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if (!SystemHelper.IsInteger(strategy.CurrentValue))
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{
|
|
result += strategy.CurrentValue.ToString("#,#", new System.Globalization.CultureInfo("en-US"));
|
|
}
|
|
else
|
|
{
|
|
result += strategy.CurrentValue.ToString("#,#0", new System.Globalization.CultureInfo("en-US"));
|
|
}
|
|
}
|
|
else
|
|
{
|
|
result += strategy.CurrentValue.ToString("#,#0." + decimalFormat, new System.Globalization.CultureInfo("en-US"));
|
|
}
|
|
}
|
|
}
|
|
}
|
|
}
|
|
else
|
|
{
|
|
if (StrategyHelper.GetStrategyShortcut(strategyText, true).IndexOf("bb", StringComparison.InvariantCultureIgnoreCase) > -1)
|
|
{
|
|
result = bbValue.ToString("#,#0.00000000", new System.Globalization.CultureInfo("en-US"));
|
|
}
|
|
else
|
|
{
|
|
result = simpleValue.ToString("#,#0.00", new System.Globalization.CultureInfo("en-US")) + "%";
|
|
}
|
|
}
|
|
return result;
|
|
}
|
|
|
|
public static string GetTriggerValueText(Summary summary, List<Strategy> strategies, string strategyText, double bbValue, double simpleValue, int buyLevel, bool includeShortcut)
|
|
{
|
|
string result = "";
|
|
if (strategies.Count > 0)
|
|
{
|
|
foreach (Strategy strategy in strategies)
|
|
{
|
|
if (StrategyHelper.IsValidStrategy(strategy.Name))
|
|
{
|
|
if (!result.Equals("")) result += "<br />";
|
|
|
|
string decimalFormat = "";
|
|
int decimals = StrategyHelper.GetStrategyValueDecimals(strategy.Name);
|
|
for (int d = 1; d <= decimals; d++)
|
|
{
|
|
decimalFormat += "0";
|
|
}
|
|
if (includeShortcut)
|
|
{
|
|
result += "<span class=\"text-muted\">" + StrategyHelper.GetStrategyShortcut(strategy.Name, true) + "</span> ";
|
|
}
|
|
if (StrategyHelper.GetStrategyShortcut(strategy.Name, true).IndexOf("and", StringComparison.InvariantCultureIgnoreCase) > -1)
|
|
{
|
|
result += strategy.TriggerValue.ToString("#,#0.00", new System.Globalization.CultureInfo("en-US"));
|
|
}
|
|
else
|
|
{
|
|
if (decimals == 0)
|
|
{
|
|
if (!SystemHelper.IsInteger(strategy.EntryValue))
|
|
{
|
|
result += strategy.EntryValue.ToString(new System.Globalization.CultureInfo("en-US"));
|
|
}
|
|
else
|
|
{
|
|
result += strategy.EntryValue.ToString("#,#0", new System.Globalization.CultureInfo("en-US"));
|
|
}
|
|
}
|
|
else
|
|
{
|
|
result += strategy.EntryValue.ToString("#,#0." + decimalFormat, new System.Globalization.CultureInfo("en-US"));
|
|
}
|
|
}
|
|
}
|
|
}
|
|
}
|
|
else
|
|
{
|
|
if (StrategyHelper.GetStrategyShortcut(strategyText, true).IndexOf("bb", StringComparison.InvariantCultureIgnoreCase) > -1)
|
|
{
|
|
result = bbValue.ToString("#,#0.00000000", new System.Globalization.CultureInfo("en-US"));
|
|
}
|
|
else
|
|
{
|
|
if (simpleValue == Constants.MinTrendChange)
|
|
{
|
|
if (summary.DCATriggers.ContainsKey(buyLevel + 1))
|
|
{
|
|
simpleValue = summary.DCATriggers[buyLevel + 1];
|
|
}
|
|
}
|
|
result = simpleValue.ToString("#,#0.00", new System.Globalization.CultureInfo("en-US")) + "%";
|
|
}
|
|
}
|
|
return result;
|
|
}
|
|
}
|
|
}
|