Konfigurierbare BTC-Saisonalitäts-Strategie

using System;
using System.Collections.Generic;

using Ecng.Common;

using StockSharp.Algo.Strategies;
using StockSharp.BusinessEntities;
using StockSharp.Messages;

namespace StockSharp.Samples.Strategies;

/// <summary>
/// Customizable BTC seasonality strategy.
/// Opens a long during the EntryHour UTC hour and closes it during the ExitHour UTC hour.
/// </summary>
public class CustomizableBtcSeasonalityStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _entryHour;
	private readonly StrategyParam<int> _exitHour;

	/// <summary>
	/// Candle type.
	/// </summary>
	public DataType CandleType
	{
		get => _candleType.Value;
		set => _candleType.Value = value;
	}

	/// <summary>
	/// UTC hour when the long is opened.
	/// </summary>
	public int EntryHour
	{
		get => _entryHour.Value;
		set => _entryHour.Value = value;
	}

	/// <summary>
	/// UTC hour when the long is closed.
	/// </summary>
	public int ExitHour
	{
		get => _exitHour.Value;
		set => _exitHour.Value = value;
	}

	/// <summary>
	/// Constructor.
	/// </summary>
	public CustomizableBtcSeasonalityStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(1).TimeFrame())
			.SetDisplay("Candle Type", "Type of candles to use", "General");

		_entryHour = Param(nameof(EntryHour), 21)
			.SetRange(0, 23)
			.SetDisplay("Entry Hour", "UTC hour when the long is opened", "Time");

		_exitHour = Param(nameof(ExitHour), 23)
			.SetRange(0, 23)
			.SetDisplay("Exit Hour", "UTC hour when the long is closed", "Time");
	}

	/// <inheritdoc />
	public override IEnumerable<(Security sec, DataType dt)> GetWorkingSecurities()
	{
		return [(Security, CandleType)];
	}

	/// <inheritdoc />
	protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);

		var subscription = SubscribeCandles(CandleType);
		subscription
			.Bind(ProcessCandle)
			.Start();

		var area = CreateChartArea();
		if (area != null)
		{
			DrawCandles(area, subscription);
			DrawOwnTrades(area);
		}
	}

	private void ProcessCandle(ICandleMessage candle)
	{
		if (candle.State != CandleStates.Finished)
			return;

		if (!IsFormedAndOnlineAndAllowTrading())
			return;

		var hour = candle.OpenTime.ToUniversalTime().Hour;

		if (hour == ExitHour && Position > 0)
			SellMarket(Position);
		else if (hour == EntryHour && Position == 0)
			BuyMarket();
	}
}

import clr

clr.AddReference("StockSharp.Messages")
clr.AddReference("StockSharp.Algo")
clr.AddReference("StockSharp.Algo.Strategies")

from System import TimeSpan
from StockSharp.Messages import DataType, CandleStates
from StockSharp.Algo.Strategies import Strategy


class customizable_btc_seasonality_strategy(Strategy):
    """
    Customizable BTC seasonality strategy.
    Opens a long during the EntryHour UTC hour and closes it during the ExitHour UTC hour.
    """

    def __init__(self):
        super(customizable_btc_seasonality_strategy, self).__init__()
        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromMinutes(1))) \
            .SetDisplay("Candle Type", "Type of candles to use", "General")
        self._entry_hour = self.Param("EntryHour", 21) \
            .SetRange(0, 23) \
            .SetDisplay("Entry Hour", "UTC hour when the long is opened", "Time")
        self._exit_hour = self.Param("ExitHour", 23) \
            .SetRange(0, 23) \
            .SetDisplay("Exit Hour", "UTC hour when the long is closed", "Time")

    @property
    def candle_type(self):
        return self._candle_type.Value

    def GetWorkingSecurities(self):
        return [(self.Security, self.candle_type)]

    def OnStarted2(self, time):
        super(customizable_btc_seasonality_strategy, self).OnStarted2(time)

        subscription = self.SubscribeCandles(self.candle_type)
        subscription.Bind(self._process_candle).Start()

        area = self.CreateChartArea()
        if area is not None:
            self.DrawCandles(area, subscription)
            self.DrawOwnTrades(area)

    def _process_candle(self, candle):
        if candle.State != CandleStates.Finished:
            return

        if not self.IsFormedAndOnlineAndAllowTrading():
            return

        hour = candle.OpenTime.ToUniversalTime().Hour

        if hour == self._exit_hour.Value and self.Position > 0:
            self.SellMarket(self.Position)
        elif hour == self._entry_hour.Value and self.Position == 0:
            self.BuyMarket()

    def CreateClone(self):
        return customizable_btc_seasonality_strategy()