Rnd Trade戦略

using System;
using System.Linq;
using System.Collections.Generic;

using Ecng.Common;
using Ecng.Collections;
using Ecng.Serialization;

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

namespace StockSharp.Samples.Strategies;

/// <summary>
/// Random direction trading strategy converted from the MetaTrader RndTrade EA.
/// The strategy closes any open position on each interval and immediately opens a new random position.
/// </summary>
public class RndTradeStrategy : Strategy
{
	private readonly StrategyParam<int> _intervalMinutes;

	/// <summary>
	/// Interval in minutes between closing the current position and opening a new random one.
	/// </summary>
	public int IntervalMinutes
	{
		get => _intervalMinutes.Value;
		set => _intervalMinutes.Value = value;
	}

	/// <summary>
	/// Initializes a new instance of the <see cref="RndTradeStrategy"/> class.
	/// </summary>
	public RndTradeStrategy()
	{
		_intervalMinutes = Param(nameof(IntervalMinutes), 360)
			.SetGreaterThanZero()
			.SetDisplay("Interval Minutes", "Minutes between closing and opening positions", "General");

		Volume = 1;
	}

	/// <inheritdoc />
	public override IEnumerable<(Security sec, DataType dt)> GetWorkingSecurities()
	{
		return [(Security, TimeSpan.FromMinutes(IntervalMinutes).TimeFrame())];
	}

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

		// Use time-based candles as a deterministic timer replacement.
		var timeFrame = TimeSpan.FromMinutes(IntervalMinutes).TimeFrame();

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

	}

	private void ProcessCandle(ICandleMessage candle)
	{
		// Process only final candles to execute logic exactly once per interval.
		if (candle.State != CandleStates.Finished)
			return;

		// Always close the existing position before selecting a new random direction.
		if (Position > 0)
			SellMarket(Position);
		else if (Position < 0)
			BuyMarket(Math.Abs(Position));

		// Derive a deterministic pseudo-random direction from the candle data.
		if (ShouldBuy(candle))
		{
			// Enter long after flattening the previous position.
			if (Position <= 0)
				BuyMarket(Volume);
		}
		else
		{
			// Enter short after flattening the previous position.
			if (Position >= 0)
				SellMarket(Volume);
		}
	}

	private static bool ShouldBuy(ICandleMessage candle)
	{
		var hash = HashCode.Combine(candle.OpenTime.Ticks, candle.ClosePrice, candle.TotalVolume);
		return (hash & 1) == 0;
	}
}

import clr

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

from System import TimeSpan, Math
from StockSharp.Messages import DataType, CandleStates
from StockSharp.Algo.Strategies import Strategy
from datatype_extensions import *
from indicator_extensions import *

class rnd_trade_strategy(Strategy):
    def __init__(self):
        super(rnd_trade_strategy, self).__init__()
        self._interval_minutes = self.Param("IntervalMinutes", 360).SetGreaterThanZero().SetDisplay("Interval Minutes", "Minutes between trades", "General")

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

        tf = DataType.TimeFrame(TimeSpan.FromMinutes(self._interval_minutes.Value))
        sub = self.SubscribeCandles(tf)
        sub.Bind(self.OnProcess).Start()

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

        if self.Position > 0:
            self.SellMarket()
        elif self.Position < 0:
            self.BuyMarket()

        h = int(float(candle.ClosePrice) * 1000) ^ int(candle.TotalVolume)
        if (h & 1) == 0:
            if self.Position <= 0:
                self.BuyMarket()
        else:
            if self.Position >= 0:
                self.SellMarket()

    def CreateClone(self):
        return rnd_trade_strategy()