AssetManager.API/AssetManager.Infrastructure/StrategyEngine/Calculators/MaTrendCalculator.cs

using AssetManager.Data;
using AssetManager.Infrastructure.Services;
using AssetManager.Models.DTOs;
using Microsoft.Extensions.Logging;
using System.Text.Json;

namespace AssetManager.Infrastructure.StrategyEngine.Calculators;

/// <summary>
/// 均线趋势策略计算器
/// </summary>
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,
        IMarketDataService marketDataService)
    {
        _logger = logger;
        _marketDataService = marketDataService;
    }

    public async Task<StrategySignal> CalculateAsync(
        string configJson,
        List<Position> positions,
        CancellationToken cancellationToken = default)
    {
        _logger.LogInformation("计算均线趋势策略信号");

        var config = JsonSerializer.Deserialize<MaTrendConfig>(configJson, new JsonSerializerOptions
        {
            PropertyNameCaseInsensitive = true
        }) ?? new MaTrendConfig();

        if (positions.Count == 0)
        {
            return new StrategySignal
            {
                StrategyType = StrategyType,
                Signal = "HOLD",
                Reason = "无持仓",
                GeneratedAt = DateTime.UtcNow
            };
        }

        var positionSignals = new List<PositionSignal>();
        string overallSignal = "HOLD";
        var reasons = new List<string>();

        foreach (var position in positions)
        {
            cancellationToken.ThrowIfCancellationRequested();

            if (position.StockCode == null)
            {
                continue;
            }

            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 = overallSignal,
            PositionSignals = positionSignals,
            Reason = string.Join("; ", reasons),
            GeneratedAt = DateTime.UtcNow
        };
    }
}