feat(策略引擎): 实现技术指标库、Mock市场数据、吊灯止损/双均线策略、策略信号API

AssetManager.API/Controllers/PortfolioController.cs

@@ -1,3 +1,5 @@
+using AssetManager.Data;
+using AssetManager.Infrastructure.StrategyEngine;
 using AssetManager.Models.DTOs;
 using AssetManager.Models;
 using AssetManager.Services;
@@ -15,11 +17,22 @@ public class PortfolioController : ControllerBase
 {
     private readonly ILogger<PortfolioController> _logger;
     private readonly IPortfolioService _portfolioService;
+    private readonly IStrategyEngine _strategyEngine;
+    private readonly IStrategyService _strategyService;
+    private readonly DatabaseService _databaseService;
 
-    public PortfolioController(ILogger<PortfolioController> logger, IPortfolioService portfolioService)
+    public PortfolioController(
+        ILogger<PortfolioController> logger,
+        IPortfolioService portfolioService,
+        IStrategyEngine strategyEngine,
+        IStrategyService strategyService,
+        DatabaseService databaseService)
     {
         _logger = logger;
         _portfolioService = portfolioService;
+        _strategyEngine = strategyEngine;
+        _strategyService = strategyService;
+        _databaseService = databaseService;
     }
 
 
@@ -279,4 +292,79 @@ public class PortfolioController : ControllerBase
             });
         }
     }
+
+    /// <summary>
+    /// 获取投资组合策略信号
+    /// </summary>
+    /// <param name="id">投资组合ID</param>
+    /// <returns>策略信号</returns>
+    [HttpGet("{id}/signal")]
+    public async Task<ActionResult<ApiResponse<StrategySignal>>> GetPortfolioSignal(string id)
+    {
+        try
+        {
+            var userId = GetCurrentUserId();
+            if (string.IsNullOrEmpty(userId))
+            {
+                return Unauthorized(new ApiResponse<StrategySignal>
+                {
+                    code = AssetManager.Models.StatusCodes.Unauthorized,
+                    data = null,
+                    message = "用户未授权"
+                });
+            }
+
+            _logger.LogInformation("Request to get portfolio signal: {PortfolioId}", id);
+
+            // 1. 获取投资组合
+            var portfolio = _databaseService.GetPortfolioById(id, userId);
+            if (portfolio == null)
+            {
+                return NotFound(new ApiResponse<StrategySignal>
+                {
+                    code = AssetManager.Models.StatusCodes.NotFound,
+                    data = null,
+                    message = "投资组合不存在"
+                });
+            }
+
+            // 2. 获取策略
+            var strategy = _strategyService.GetStrategyById(portfolio.StrategyId, userId);
+            if (strategy == null)
+            {
+                return NotFound(new ApiResponse<StrategySignal>
+                {
+                    code = AssetManager.Models.StatusCodes.NotFound,
+                    data = null,
+                    message = "策略不存在"
+                });
+            }
+
+            // 3. 获取持仓
+            var positions = _databaseService.GetPositionsByPortfolioId(id);
+
+            // 4. 计算策略信号
+            var signal = await _strategyEngine.CalculateSignalAsync(strategy, positions);
+
+            _logger.LogInformation("Portfolio signal retrieved successfully: {PortfolioId}", id);
+
+            return Ok(new ApiResponse<StrategySignal>
+            {
+                code = AssetManager.Models.StatusCodes.Success,
+                data = signal,
+                message = "success"
+            });
+        }
+        catch (Exception ex)
+        {
+            _logger.LogError(ex, "Error getting portfolio signal: {PortfolioId}", id);
+
+            return StatusCode(AssetManager.Models.StatusCodes.InternalServerError, new ApiResponse<StrategySignal>
+            {
+                code = AssetManager.Models.StatusCodes.InternalServerError,
+                data = null,
+                message = ex.Message
+            });
+        }
+    }
 }

AssetManager.API/Program.cs

@@ -68,7 +68,24 @@ builder.Services.AddScoped<AssetManager.Services.Services.WechatService>();
 builder.Services.AddScoped<AssetManager.Services.Services.JwtService>();
 builder.Services.AddScoped<AssetManager.Services.IPortfolioService, AssetManager.Services.PortfolioService>();
 builder.Services.AddScoped<AssetManager.Services.IStrategyService, AssetManager.Services.StrategyService>();
+
+// 市场数据服务：开发环境用 Mock，生产环境用 Alpaca
+if (builder.Environment.IsDevelopment())
+{
+    builder.Services.AddScoped<AssetManager.Infrastructure.Services.IMarketDataService, AssetManager.Infrastructure.Services.MockMarketDataService>();
+}
+else
+{
     builder.Services.AddScoped<AssetManager.Infrastructure.Services.IMarketDataService, AssetManager.Infrastructure.Services.MarketDataService>();
+}
+
+// 策略引擎
+builder.Services.AddScoped<AssetManager.Infrastructure.StrategyEngine.IStrategyEngine, AssetManager.Infrastructure.StrategyEngine.StrategyEngine>();
+
+// 策略计算器
+builder.Services.AddScoped<AssetManager.Infrastructure.StrategyEngine.IStrategyCalculator, AssetManager.Infrastructure.StrategyEngine.Calculators.ChandelierExitCalculator>();
+builder.Services.AddScoped<AssetManager.Infrastructure.StrategyEngine.IStrategyCalculator, AssetManager.Infrastructure.StrategyEngine.Calculators.MaTrendCalculator>();
+builder.Services.AddScoped<AssetManager.Infrastructure.StrategyEngine.IStrategyCalculator, AssetManager.Infrastructure.StrategyEngine.Calculators.RiskParityCalculator>();
 
 builder.Logging.ClearProviders();
 builder.Logging.AddConsole();

AssetManager.Data/DatabaseService.cs

@@ -26,4 +26,23 @@ public class DatabaseService
     {
         return _db;
     }
+
+    /// <summary>
+    /// 根据ID获取投资组合（校验用户ID）
+    /// </summary>
+    public Portfolio? GetPortfolioById(string id, string userId)
+    {
+        return _db.Queryable<Portfolio>()
+            .First(p => p.Id == id && p.UserId == userId);
+    }
+
+    /// <summary>
+    /// 根据投资组合ID获取持仓列表
+    /// </summary>
+    public List<Position> GetPositionsByPortfolioId(string portfolioId)
+    {
+        return _db.Queryable<Position>()
+            .Where(p => p.PortfolioId == portfolioId)
+            .ToList();
+    }
 }

AssetManager.Infrastructure/Services/MockMarketDataService.cs

@@ -0,0 +1,115 @@
+using AssetManager.Models.DTOs;
+using Microsoft.Extensions.Logging;
+
+namespace AssetManager.Infrastructure.Services;
+
+/// <summary>
+/// Mock 市场数据服务（用于开发测试）
+/// </summary>
+public class MockMarketDataService : IMarketDataService
+{
+    private readonly ILogger<MockMarketDataService> _logger;
+
+    public MockMarketDataService(ILogger<MockMarketDataService> logger)
+    {
+        _logger = logger;
+    }
+
+    public Task<MarketPriceResponse> GetStockPriceAsync(string symbol)
+    {
+        _logger.LogInformation("Mock 获取股票价格: {Symbol}", symbol);
+
+        // Mock 价格：基于标的代码生成一个稳定的价格
+        decimal basePrice = symbol.GetHashCode() % 1000 + 50;
+        return Task.FromResult(new MarketPriceResponse
+        {
+            Symbol = symbol,
+            Price = basePrice,
+            Timestamp = DateTime.UtcNow,
+            AssetType = "Stock"
+        });
+    }
+
+    public Task<MarketPriceResponse> GetCryptoPriceAsync(string symbol)
+    {
+        _logger.LogInformation("Mock 获取加密货币价格: {Symbol}", symbol);
+
+        decimal basePrice = symbol.GetHashCode() % 50000 + 10000;
+        return Task.FromResult(new MarketPriceResponse
+        {
+            Symbol = symbol,
+            Price = basePrice,
+            Timestamp = DateTime.UtcNow,
+            AssetType = "Crypto"
+        });
+    }
+
+    public Task<List<MarketDataResponse>> GetStockHistoricalDataAsync(string symbol, string timeframe, int limit)
+    {
+        _logger.LogInformation("Mock 获取股票历史数据: {Symbol}, {Timeframe}, {Limit}", symbol, timeframe, limit);
+        return Task.FromResult(GenerateMockData(symbol, "Stock", timeframe, limit));
+    }
+
+    public Task<List<MarketDataResponse>> GetCryptoHistoricalDataAsync(string symbol, string timeframe, int limit)
+    {
+        _logger.LogInformation("Mock 获取加密货币历史数据: {Symbol}, {Timeframe}, {Limit}", symbol, timeframe, limit);
+        return Task.FromResult(GenerateMockData(symbol, "Crypto", timeframe, limit));
+    }
+
+    /// <summary>
+    /// 生成 Mock K 线数据（模拟一个上升趋势 + 随机波动）
+    /// </summary>
+    private List<MarketDataResponse> GenerateMockData(string symbol, string assetType, string timeframe, int limit)
+    {
+        var data = new List<MarketDataResponse>();
+        var random = new Random(symbol.GetHashCode()); // 基于 symbol 的稳定随机数
+
+        // 基础价格：基于 symbol 生成
+        decimal basePrice = symbol.GetHashCode() % 500 + 100;
+        DateTime currentTime = DateTime.UtcNow;
+
+        // 根据 timeframe 转换为时间增量
+        TimeSpan increment = timeframe.ToLower() switch
+        {
+            "1min" => TimeSpan.FromMinutes(1),
+            "5min" => TimeSpan.FromMinutes(5),
+            "15min" => TimeSpan.FromMinutes(15),
+            "1h" => TimeSpan.FromHours(1),
+            "1d" => TimeSpan.FromDays(1),
+            "1w" => TimeSpan.FromDays(7),
+            "1m" => TimeSpan.FromDays(30),
+            _ => TimeSpan.FromDays(1)
+        };
+
+        // 倒序生成（从过去到现在）
+        for (int i = limit - 1; i >= 0; i--)
+        {
+            DateTime timestamp = currentTime - increment * i;
+
+            // 模拟上升趋势 + 随机波动
+            decimal trend = (limit - i) * 0.1m; // 上升趋势
+            decimal noise = (decimal)(random.NextDouble() - 0.5) * 2; // ±1 的随机波动
+            decimal close = basePrice + trend + noise;
+
+            // 生成 OHLC
+            decimal open = close + (decimal)(random.NextDouble() - 0.5) * 1;
+            decimal high = Math.Max(open, close) + (decimal)random.NextDouble() * 0.5m;
+            decimal low = Math.Min(open, close) - (decimal)random.NextDouble() * 0.5m;
+            decimal volume = (decimal)(random.NextDouble() * 1000000 + 100000);
+
+            data.Add(new MarketDataResponse
+            {
+                Symbol = symbol,
+                Timestamp = timestamp,
+                Open = open,
+                High = high,
+                Low = low,
+                Close = close,
+                Volume = volume,
+                AssetType = assetType
+            });
+        }
+
+        return data;
+    }
+}

AssetManager.Infrastructure/StrategyEngine/Calculators/ChandelierExitCalculator.cs

@@ -1,6 +1,8 @@
 using AssetManager.Data;
+using AssetManager.Infrastructure.Services;
 using AssetManager.Models.DTOs;
 using Microsoft.Extensions.Logging;
+using System.Text.Json;
 
 namespace AssetManager.Infrastructure.StrategyEngine.Calculators;
 
@@ -10,12 +12,16 @@ namespace AssetManager.Infrastructure.StrategyEngine.Calculators;
 public class ChandelierExitCalculator : IStrategyCalculator
 {
     private readonly ILogger<ChandelierExitCalculator> _logger;
+    private readonly IMarketDataService _marketDataService;
 
     public string StrategyType => AssetManager.Models.DTOs.StrategyType.ChandelierExit;
 
-    public ChandelierExitCalculator(ILogger<ChandelierExitCalculator> logger)
+    public ChandelierExitCalculator(
+        ILogger<ChandelierExitCalculator> logger,
+        IMarketDataService marketDataService)
     {
         _logger = logger;
+        _marketDataService = marketDataService;
     }
 
     public async Task<StrategySignal> CalculateAsync(
@@ -25,7 +31,7 @@ public class ChandelierExitCalculator : IStrategyCalculator
     {
         _logger.LogInformation("计算吊灯止损策略信号");
 
-        var config = System.Text.Json.JsonSerializer.Deserialize<ChandelierExitConfig>(configJson, new System.Text.Json.JsonSerializerOptions
+        var config = JsonSerializer.Deserialize<ChandelierExitConfig>(configJson, new JsonSerializerOptions
         {
             PropertyNameCaseInsensitive = true
         }) ?? new ChandelierExitConfig();
@@ -41,14 +47,94 @@ public class ChandelierExitCalculator : IStrategyCalculator
             };
         }
 
-        // 简单实现：返回持有信号
-        await Task.Delay(1, cancellationToken);
+        var positionSignals = new List<PositionSignal>();
+        bool shouldSell = false;
+        var reasons = new List<string>();
+
+        foreach (var position in positions)
+        {
+            cancellationToken.ThrowIfCancellationRequested();
+
+            try
+            {
+                // 获取历史 K 线数据（需要 period + 1 根来计算 ATR）
+                var historicalData = position.AssetType?.ToLower() == "crypto"
+                    ? await _marketDataService.GetCryptoHistoricalDataAsync(position.StockCode, "1d", config.Period + 1)
+                    : await _marketDataService.GetStockHistoricalDataAsync(position.StockCode, "1d", config.Period + 1);
+
+                if (historicalData.Count < config.Period)
+                {
+                    positionSignals.Add(new PositionSignal
+                    {
+                        Symbol = position.StockCode,
+                        Signal = "HOLD",
+                        Reason = $"历史数据不足（需要 {config.Period} 根，实际 {historicalData.Count} 根）"
+                    });
+                    continue;
+                }
+
+                // 按时间排序（确保从旧到新）
+                var sortedData = historicalData.OrderBy(d => d.Timestamp).ToList();
+                var highs = sortedData.Select(d => d.High).ToList();
+                var lows = sortedData.Select(d => d.Low).ToList();
+                var closes = sortedData.Select(d => d.Close).ToList();
+
+                // 计算 ATR
+                var atrList = TechnicalIndicators.CalculateATR(highs, lows, closes, config.Period);
+                var latestAtr = atrList.Last();
+
+                // 计算最高价（最近 period 根）
+                var priceSeries = config.UseClose ? closes : highs;
+                var highestHighList = TechnicalIndicators.CalculateHighestHigh(priceSeries, config.Period);
+                var latestHighestHigh = highestHighList.Last();
+
+                if (!latestAtr.HasValue || !latestHighestHigh.HasValue)
+                {
+                    positionSignals.Add(new PositionSignal
+                    {
+                        Symbol = position.StockCode,
+                        Signal = "HOLD",
+                        Reason = "无法计算指标（数据不足）"
+                    });
+                    continue;
+                }
+
+                // 计算吊灯止损价
+                decimal stopLossPrice = latestHighestHigh.Value - latestAtr.Value * config.Multiplier;
+                decimal currentPrice = closes.Last();
+
+                // 判断信号：如果当前价格跌破止损价，卖出
+                string signal = currentPrice < stopLossPrice ? "SELL" : "HOLD";
+                if (signal == "SELL") shouldSell = true;
+
+                reasons.Add($"{position.StockCode}: 止损价 {stopLossPrice:F2}, 当前价 {currentPrice:F2}, 信号 {signal}");
+
+                positionSignals.Add(new PositionSignal
+                {
+                    Symbol = position.StockCode,
+                    Signal = signal,
+                    Reason = $"止损价: {stopLossPrice:F2}, 当前价: {currentPrice:F2}, ATR({config.Period}): {latestAtr.Value:F2}",
+                    SuggestedQuantity = signal == "SELL" ? position.Shares : null
+                });
+            }
+            catch (Exception ex)
+            {
+                _logger.LogError(ex, "计算 {Symbol} 的吊灯止损信号失败", position.StockCode);
+                positionSignals.Add(new PositionSignal
+                {
+                    Symbol = position.StockCode,
+                    Signal = "HOLD",
+                    Reason = $"计算失败: {ex.Message}"
+                });
+            }
+        }
 
         return new StrategySignal
         {
             StrategyType = StrategyType,
-            Signal = "HOLD",
-            Reason = "吊灯止损策略暂未实现",
+            Signal = shouldSell ? "SELL" : "HOLD",
+            PositionSignals = positionSignals,
+            Reason = string.Join("; ", reasons),
             GeneratedAt = DateTime.UtcNow
         };
     }

AssetManager.Infrastructure/StrategyEngine/Calculators/MaTrendCalculator.cs

@@ -1,6 +1,8 @@
 using AssetManager.Data;
+using AssetManager.Infrastructure.Services;
 using AssetManager.Models.DTOs;
 using Microsoft.Extensions.Logging;
+using System.Text.Json;
 
 namespace AssetManager.Infrastructure.StrategyEngine.Calculators;
 
@@ -10,12 +12,16 @@ namespace AssetManager.Infrastructure.StrategyEngine.Calculators;
 public class MaTrendCalculator : IStrategyCalculator
 {
     private readonly ILogger<MaTrendCalculator> _logger;
+    private readonly IMarketDataService _marketDataService;
 
     public string StrategyType => AssetManager.Models.DTOs.StrategyType.MaTrend;
 
-    public MaTrendCalculator(ILogger<MaTrendCalculator> logger)
+    public MaTrendCalculator(
+        ILogger<MaTrendCalculator> logger,
+        IMarketDataService marketDataService)
     {
         _logger = logger;
+        _marketDataService = marketDataService;
     }
 
     public async Task<StrategySignal> CalculateAsync(
@@ -25,7 +31,7 @@ public class MaTrendCalculator : IStrategyCalculator
     {
         _logger.LogInformation("计算均线趋势策略信号");
 
-        var config = System.Text.Json.JsonSerializer.Deserialize<MaTrendConfig>(configJson, new System.Text.Json.JsonSerializerOptions
+        var config = JsonSerializer.Deserialize<MaTrendConfig>(configJson, new JsonSerializerOptions
         {
             PropertyNameCaseInsensitive = true
         }) ?? new MaTrendConfig();
@@ -41,14 +47,111 @@ public class MaTrendCalculator : IStrategyCalculator
             };
         }
 
-        // 简单实现：返回持有信号
-        await Task.Delay(1, cancellationToken);
+        var positionSignals = new List<PositionSignal>();
+        string overallSignal = "HOLD";
+        var reasons = new List<string>();
+
+        foreach (var position in positions)
+        {
+            cancellationToken.ThrowIfCancellationRequested();
+
+            try
+            {
+                // 获取历史 K 线数据（需要 longPeriod + 1 根）
+                var historicalData = position.AssetType?.ToLower() == "crypto"
+                    ? await _marketDataService.GetCryptoHistoricalDataAsync(position.StockCode, "1d", config.LongPeriod + 1)
+                    : await _marketDataService.GetStockHistoricalDataAsync(position.StockCode, "1d", config.LongPeriod + 1);
+
+                if (historicalData.Count < config.LongPeriod)
+                {
+                    positionSignals.Add(new PositionSignal
+                    {
+                        Symbol = position.StockCode,
+                        Signal = "HOLD",
+                        Reason = $"历史数据不足（需要 {config.LongPeriod} 根，实际 {historicalData.Count} 根）"
+                    });
+                    continue;
+                }
+
+                // 按时间排序
+                var sortedData = historicalData.OrderBy(d => d.Timestamp).ToList();
+                var closes = sortedData.Select(d => d.Close).ToList();
+
+                // 计算均线
+                List<decimal?> shortMaList, longMaList;
+                if (config.MaType?.ToUpper() == "EMA")
+                {
+                    shortMaList = TechnicalIndicators.CalculateEMA(closes, config.ShortPeriod);
+                    longMaList = TechnicalIndicators.CalculateEMA(closes, config.LongPeriod);
+                }
+                else
+                {
+                    shortMaList = TechnicalIndicators.CalculateSMA(closes, config.ShortPeriod);
+                    longMaList = TechnicalIndicators.CalculateSMA(closes, config.LongPeriod);
+                }
+
+                // 获取最新和前一个值
+                var latestShortMa = shortMaList.Last();
+                var latestLongMa = longMaList.Last();
+                var prevShortMa = shortMaList.Count >= 2 ? shortMaList[^2] : null;
+                var prevLongMa = longMaList.Count >= 2 ? longMaList[^2] : null;
+
+                if (!latestShortMa.HasValue || !latestLongMa.HasValue || !prevShortMa.HasValue || !prevLongMa.HasValue)
+                {
+                    positionSignals.Add(new PositionSignal
+                    {
+                        Symbol = position.StockCode,
+                        Signal = "HOLD",
+                        Reason = "无法计算均线（数据不足）"
+                    });
+                    continue;
+                }
+
+                // 判断金叉/死叉
+                string signal = "HOLD";
+                // 金叉：短期均线上穿长期均线（前一个短期 < 长期，现在短期 > 长期）
+                bool goldenCross = prevShortMa < prevLongMa && latestShortMa > latestLongMa;
+                // 死叉：短期均线下穿长期均线（前一个短期 > 长期，现在短期 < 长期）
+                bool deathCross = prevShortMa > prevLongMa && latestShortMa < latestLongMa;
+
+                if (goldenCross)
+                {
+                    signal = "BUY";
+                    overallSignal = "BUY";
+                }
+                else if (deathCross)
+                {
+                    signal = "SELL";
+                    if (overallSignal != "BUY") overallSignal = "SELL";
+                }
+
+                reasons.Add($"{position.StockCode}: 短均线({config.ShortPeriod}) {latestShortMa.Value:F2}, 长均线({config.LongPeriod}) {latestLongMa.Value:F2}, 信号 {signal}");
+
+                positionSignals.Add(new PositionSignal
+                {
+                    Symbol = position.StockCode,
+                    Signal = signal,
+                    Reason = $"{config.MaType?.ToUpper() ?? "SMA"}({config.ShortPeriod}): {latestShortMa.Value:F2}, {config.MaType?.ToUpper() ?? "SMA"}({config.LongPeriod}): {latestLongMa.Value:F2}"
+                });
+            }
+            catch (Exception ex)
+            {
+                _logger.LogError(ex, "计算 {Symbol} 的均线趋势信号失败", position.StockCode);
+                positionSignals.Add(new PositionSignal
+                {
+                    Symbol = position.StockCode,
+                    Signal = "HOLD",
+                    Reason = $"计算失败: {ex.Message}"
+                });
+            }
+        }
 
         return new StrategySignal
         {
             StrategyType = StrategyType,
-            Signal = "HOLD",
-            Reason = "均线趋势策略暂未实现",
+            Signal = overallSignal,
+            PositionSignals = positionSignals,
+            Reason = string.Join("; ", reasons),
             GeneratedAt = DateTime.UtcNow
         };
     }

AssetManager.Infrastructure/StrategyEngine/TechnicalIndicators.cs

@@ -0,0 +1,232 @@
+namespace AssetManager.Infrastructure.StrategyEngine;
+
+/// <summary>
+/// 技术指标计算库
+/// </summary>
+public static class TechnicalIndicators
+{
+    /// <summary>
+    /// 计算简单移动平均 (SMA)
+    /// </summary>
+    /// <param name="values">值列表</param>
+    /// <param name="period">周期</param>
+    /// <returns>SMA 列表（长度与输入一致，前 period-1 个为 null）</returns>
+    public static List<decimal?> CalculateSMA(List<decimal> values, int period)
+    {
+        var result = new List<decimal?>();
+        if (values.Count < period)
+        {
+            result.AddRange(values.Select(_ => (decimal?)null));
+            return result;
+        }
+
+        // 前 period-1 个为 null
+        for (int i = 0; i < period - 1; i++)
+        {
+            result.Add(null);
+        }
+
+        // 计算第一个 SMA
+        decimal sum = 0;
+        for (int i = 0; i < period; i++)
+        {
+            sum += values[i];
+        }
+        result.Add(sum / period);
+
+        // 滑动窗口计算后续 SMA
+        for (int i = period; i < values.Count; i++)
+        {
+            sum = sum - values[i - period] + values[i];
+            result.Add(sum / period);
+        }
+
+        return result;
+    }
+
+    /// <summary>
+    /// 计算指数移动平均 (EMA)
+    /// </summary>
+    /// <param name="values">值列表</param>
+    /// <param name="period">周期</param>
+    /// <returns>EMA 列表（长度与输入一致，前 period-1 个为 null）</returns>
+    public static List<decimal?> CalculateEMA(List<decimal> values, int period)
+    {
+        var result = new List<decimal?>();
+        if (values.Count < period)
+        {
+            result.AddRange(values.Select(_ => (decimal?)null));
+            return result;
+        }
+
+        // 前 period-1 个为 null
+        for (int i = 0; i < period - 1; i++)
+        {
+            result.Add(null);
+        }
+
+        // 第一个 EMA 使用 SMA
+        decimal sma = 0;
+        for (int i = 0; i < period; i++)
+        {
+            sma += values[i];
+        }
+        sma /= period;
+        result.Add(sma);
+
+        // 计算后续 EMA：EMA = (当前值 - 前一个 EMA) * 乘数 + 前一个 EMA
+        decimal multiplier = 2.0m / (period + 1);
+        decimal prevEma = sma;
+
+        for (int i = period; i < values.Count; i++)
+        {
+            decimal ema = (values[i] - prevEma) * multiplier + prevEma;
+            result.Add(ema);
+            prevEma = ema;
+        }
+
+        return result;
+    }
+
+    /// <summary>
+    /// 计算真实波幅 (TR)
+    /// </summary>
+    /// <param name="highs">最高价列表</param>
+    /// <param name="lows">最低价列表</param>
+    /// <param name="closes">收盘价列表</param>
+    /// <returns>TR 列表</returns>
+    public static List<decimal> CalculateTR(List<decimal> highs, List<decimal> lows, List<decimal> closes)
+    {
+        var trList = new List<decimal>();
+        if (highs.Count == 0) return trList;
+
+        // 第一个 TR：High - Low
+        trList.Add(highs[0] - lows[0]);
+
+        // 后续 TR：Max(High-Low, High-PrevClose, PrevClose-Low)
+        for (int i = 1; i < highs.Count; i++)
+        {
+            decimal prevClose = closes[i - 1];
+            decimal tr1 = highs[i] - lows[i];
+            decimal tr2 = Math.Abs(highs[i] - prevClose);
+            decimal tr3 = Math.Abs(prevClose - lows[i]);
+            trList.Add(Math.Max(Math.Max(tr1, tr2), tr3));
+        }
+
+        return trList;
+    }
+
+    /// <summary>
+    /// 计算平均真实波幅 (ATR)
+    /// </summary>
+    /// <param name="highs">最高价列表</param>
+    /// <param name="lows">最低价列表</param>
+    /// <param name="closes">收盘价列表</param>
+    /// <param name="period">周期（默认 14）</param>
+    /// <returns>ATR 列表（长度与输入一致，前 period-1 个为 null）</returns>
+    public static List<decimal?> CalculateATR(List<decimal> highs, List<decimal> lows, List<decimal> closes, int period = 14)
+    {
+        var result = new List<decimal?>();
+        var trList = CalculateTR(highs, lows, closes);
+
+        if (trList.Count < period)
+        {
+            result.AddRange(trList.Select(_ => (decimal?)null));
+            return result;
+        }
+
+        // 前 period-1 个为 null
+        for (int i = 0; i < period - 1; i++)
+        {
+            result.Add(null);
+        }
+
+        // 第一个 ATR：TR 的简单平均
+        decimal sum = 0;
+        for (int i = 0; i < period; i++)
+        {
+            sum += trList[i];
+        }
+        decimal atr = sum / period;
+        result.Add(atr);
+
+        // 后续 ATR：(前一个 ATR * (period-1) + 当前 TR) / period
+        for (int i = period; i < trList.Count; i++)
+        {
+            atr = (atr * (period - 1) + trList[i]) / period;
+            result.Add(atr);
+        }
+
+        return result;
+    }
+
+    /// <summary>
+    /// 计算滚动窗口最高价
+    /// </summary>
+    /// <param name="values">值列表</param>
+    /// <param name="period">周期</param>
+    /// <returns>滚动最高价列表（长度与输入一致，前 period-1 个为 null）</returns>
+    public static List<decimal?> CalculateHighestHigh(List<decimal> values, int period)
+    {
+        var result = new List<decimal?>();
+        if (values.Count < period)
+        {
+            result.AddRange(values.Select(_ => (decimal?)null));
+            return result;
+        }
+
+        // 前 period-1 个为 null
+        for (int i = 0; i < period - 1; i++)
+        {
+            result.Add(null);
+        }
+
+        // 滑动窗口计算
+        for (int i = period - 1; i < values.Count; i++)
+        {
+            decimal max = decimal.MinValue;
+            for (int j = i - period + 1; j <= i; j++)
+            {
+                if (values[j] > max) max = values[j];
+            }
+            result.Add(max);
+        }
+
+        return result;
+    }
+
+    /// <summary>
+    /// 计算滚动窗口最低价
+    /// </summary>
+    /// <param name="values">值列表</param>
+    /// <param name="period">周期</param>
+    /// <returns>滚动最低价列表（长度与输入一致，前 period-1 个为 null）</returns>
+    public static List<decimal?> CalculateLowestLow(List<decimal> values, int period)
+    {
+        var result = new List<decimal?>();
+        if (values.Count < period)
+        {
+            result.AddRange(values.Select(_ => (decimal?)null));
+            return result;
+        }
+
+        // 前 period-1 个为 null
+        for (int i = 0; i < period - 1; i++)
+        {
+            result.Add(null);
+        }
+
+        // 滑动窗口计算
+        for (int i = period - 1; i < values.Count; i++)
+        {
+            decimal min = decimal.MaxValue;
+            for (int j = i - period + 1; j <= i; j++)
+            {
+                if (values[j] < min) min = values[j];
+            }
+            result.Add(min);
+        }
+
+        return result;
+    }
+}