Análisis de Hora del Día de Mateo LE

using System;
using System.Collections.Generic;

using Ecng.Common;

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

namespace StockSharp.Samples.Strategies;

public class MateosTimeOfDayAnalysisLeStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _startHour;
	private readonly StrategyParam<int> _endHour;
	private DateTime _entryDate;

	public DataType CandleType { get => _candleType.Value; set => _candleType.Value = value; }
	public int StartHour { get => _startHour.Value; set => _startHour.Value = value; }
	public int EndHour { get => _endHour.Value; set => _endHour.Value = value; }

	public MateosTimeOfDayAnalysisLeStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(15).TimeFrame());
		_startHour = Param(nameof(StartHour), 9);
		_endHour = Param(nameof(EndHour), 16);
	}

	/// <inheritdoc />
	protected override void OnReseted()
	{
		base.OnReseted();
		_entryDate = default;
	}

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

		var dummyEma1 = new ExponentialMovingAverage { Length = 10 };
		var dummyEma2 = new ExponentialMovingAverage { Length = 20 };

		var subscription = SubscribeCandles(CandleType);
		subscription
			.Bind(dummyEma1, dummyEma2, ProcessCandle)
			.Start();
	}

	private void ProcessCandle(ICandleMessage candle, decimal d1, decimal d2)
	{
		if (candle.State != CandleStates.Finished)
			return;

		var hour = candle.ServerTime.Hour;
		var date = candle.ServerTime.Date;

		if (hour >= StartHour && hour < EndHour)
		{
			if (Position <= 0 && _entryDate != date)
			{
				BuyMarket();
				_entryDate = date;
			}
		}
		else if (hour >= EndHour || hour < StartHour)
		{
			if (Position > 0)
			{
				SellMarket();
				_entryDate = default;
			}
		}
	}
}

import clr

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

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


class mateos_time_of_day_analysis_le_strategy(Strategy):
    def __init__(self):
        super(mateos_time_of_day_analysis_le_strategy, self).__init__()
        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromMinutes(15))) \
            .SetDisplay("Candle Type", "Type of candles", "General")
        self._start_hour = self.Param("StartHour", 9) \
            .SetDisplay("Start Hour", "Hour to enter", "General")
        self._end_hour = self.Param("EndHour", 16) \
            .SetDisplay("End Hour", "Hour to exit", "General")
        self._entry_date = None

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

    @candle_type.setter
    def candle_type(self, value):
        self._candle_type.Value = value

    def OnReseted(self):
        super(mateos_time_of_day_analysis_le_strategy, self).OnReseted()
        self._entry_date = None

    def OnStarted2(self, time):
        super(mateos_time_of_day_analysis_le_strategy, self).OnStarted2(time)
        self._entry_date = None
        dummy1 = ExponentialMovingAverage()
        dummy1.Length = 10
        dummy2 = ExponentialMovingAverage()
        dummy2.Length = 20
        subscription = self.SubscribeCandles(self.candle_type)
        subscription.Bind(dummy1, dummy2, self.OnProcess).Start()

    def OnProcess(self, candle, d1, d2):
        if candle.State != CandleStates.Finished:
            return
        hour = candle.ServerTime.Hour
        date = candle.ServerTime.Date
        start = self._start_hour.Value
        end = self._end_hour.Value
        if hour >= start and hour < end:
            if self.Position <= 0 and self._entry_date != date:
                self.BuyMarket()
                self._entry_date = date
        elif hour >= end or hour < start:
            if self.Position > 0:
                self.SellMarket()
                self._entry_date = None

    def CreateClone(self):
        return mateos_time_of_day_analysis_le_strategy()