Estratégia Pinball Machine

using System;
using System.Collections.Generic;

using Ecng.Common;

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

namespace StockSharp.Samples.Strategies;

/// <summary>
/// Randomized "Pinball Machine" trading strategy converted from MetaTrader 5.
/// </summary>
public class PinballMachineStrategy : Strategy
{
	private readonly StrategyParam<decimal> _riskPercent;
	private readonly StrategyParam<int> _minOffsetPoints;
	private readonly StrategyParam<int> _maxOffsetPoints;
	private readonly StrategyParam<DataType> _candleType;

	private decimal _stopLossPrice;
	private decimal _takeProfitPrice;
	private decimal _entryPrice;
	private int _seed;

	/// <summary>
	/// Percentage of capital risked per trade.
	/// </summary>
	public decimal RiskPercent
	{
		get => _riskPercent.Value;
		set => _riskPercent.Value = value;
	}

	/// <summary>
	/// Minimum random offset in price steps for stop-loss and take-profit.
	/// </summary>
	public int MinOffsetPoints
	{
		get => _minOffsetPoints.Value;
		set => _minOffsetPoints.Value = value;
	}

	/// <summary>
	/// Maximum random offset in price steps for stop-loss and take-profit.
	/// </summary>
	public int MaxOffsetPoints
	{
		get => _maxOffsetPoints.Value;
		set => _maxOffsetPoints.Value = value;
	}

	/// <summary>
	/// Candle type used to drive the random decision process.
	/// </summary>
	public DataType CandleType
	{
		get => _candleType.Value;
		set => _candleType.Value = value;
	}

	/// <summary>
	/// Initializes a new instance of the <see cref="PinballMachineStrategy"/>.
	/// </summary>
	public PinballMachineStrategy()
	{
		_riskPercent = Param(nameof(RiskPercent), 1m)
			.SetDisplay("Risk Percent", "Percentage of capital risked per trade", "Money Management")
			.SetGreaterThanZero()
			;

		_minOffsetPoints = Param(nameof(MinOffsetPoints), 10)
			.SetDisplay("Min Offset Points", "Minimum random offset in price steps", "Orders")
			.SetGreaterThanZero()
			;

		_maxOffsetPoints = Param(nameof(MaxOffsetPoints), 100)
			.SetDisplay("Max Offset Points", "Maximum random offset in price steps", "Orders")
			.SetGreaterThanZero()
			;

		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(5).TimeFrame())
			.SetDisplay("Candle Type", "Timeframe that triggers the lottery", "Data");
	}

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

	/// <inheritdoc />
	protected override void OnReseted()
	{
		base.OnReseted();
		ResetTargets();
		_seed = 0;
	}

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

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

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

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

		ManageOpenPosition(candle);

		if (Position != 0)
			return;

		var value1 = NextInclusive(0, 100);
		var value2 = NextInclusive(0, 100);
		var value3 = NextInclusive(0, 100);
		var value4 = NextInclusive(0, 100);

		if (value1 == value2)
		{
			if (TryOpenLong(candle))
				return;
		}

		if (value3 == value4)
		{
			TryOpenShort(candle);
		}
	}

	private void ManageOpenPosition(ICandleMessage candle)
	{
		if (Position > 0)
		{
			if (_stopLossPrice > 0m && candle.LowPrice <= _stopLossPrice)
			{
				SellMarket();
				ResetTargets();
				return;
			}

			if (_takeProfitPrice > 0m && candle.HighPrice >= _takeProfitPrice)
			{
				SellMarket();
				ResetTargets();
			}
		}
		else if (Position < 0)
		{
			if (_stopLossPrice > 0m && candle.HighPrice >= _stopLossPrice)
			{
				BuyMarket();
				ResetTargets();
				return;
			}

			if (_takeProfitPrice > 0m && candle.LowPrice <= _takeProfitPrice)
			{
				BuyMarket();
				ResetTargets();
			}
		}
	}

	private bool TryOpenLong(ICandleMessage candle)
	{
		var step = Security?.PriceStep ?? 0m;
		if (step <= 0m)
			step = 1m;

		var (minPoints, maxPoints) = NormalizePointRange();

		var stopPoints = NextInclusive(minPoints, maxPoints);
		var takePoints = NextInclusive(minPoints, maxPoints);

		var entryPrice = candle.ClosePrice;
		var stopPrice = entryPrice - stopPoints * step;
		var takePrice = entryPrice + takePoints * step;

		var volume = CalculateVolume(entryPrice, stopPrice);
		if (volume <= 0m)
			volume = DefaultVolume();

		if (volume <= 0m)
			return false;

		BuyMarket();

		_entryPrice = entryPrice;
		_stopLossPrice = stopPrice;
		_takeProfitPrice = takePrice;

		return true;
	}

	private bool TryOpenShort(ICandleMessage candle)
	{
		var step = Security?.PriceStep ?? 0m;
		if (step <= 0m)
			step = 1m;

		var (minPoints, maxPoints) = NormalizePointRange();

		var stopPoints = NextInclusive(minPoints, maxPoints);
		var takePoints = NextInclusive(minPoints, maxPoints);

		var entryPrice = candle.ClosePrice;
		var stopPrice = entryPrice + stopPoints * step;
		var takePrice = entryPrice - takePoints * step;

		var volume = CalculateVolume(entryPrice, stopPrice);
		if (volume <= 0m)
			volume = DefaultVolume();

		if (volume <= 0m)
			return false;

		SellMarket();

		_entryPrice = entryPrice;
		_stopLossPrice = stopPrice;
		_takeProfitPrice = takePrice;

		return true;
	}

	private (int minPoints, int maxPoints) NormalizePointRange()
	{
		var min = Math.Min(MinOffsetPoints, MaxOffsetPoints);
		var max = Math.Max(MinOffsetPoints, MaxOffsetPoints);

		if (min <= 0)
			min = 1;

		if (max < min)
			max = min;

		return (min, max);
	}

	private decimal CalculateVolume(decimal entryPrice, decimal stopPrice)
	{
		if (RiskPercent <= 0m)
			return 0m;

		var riskPerUnit = Math.Abs(entryPrice - stopPrice);
		if (riskPerUnit <= 0m)
			return 0m;

		var portfolioValue = Portfolio?.CurrentValue ?? Portfolio?.BeginValue ?? 0m;
		if (portfolioValue <= 0m)
			return 0m;

		var riskAmount = portfolioValue * (RiskPercent / 100m);
		if (riskAmount <= 0m)
			return 0m;

		return riskAmount / riskPerUnit;
	}

	private decimal DefaultVolume()
	{
		if (Volume > 0m)
			return Volume;

		return 1m;
	}

	private void ResetTargets()
	{
		_stopLossPrice = 0m;
		_takeProfitPrice = 0m;
		_entryPrice = 0m;
	}

	private int NextInclusive(int min, int max)
	{
		var low = Math.Min(min, max);
		var high = Math.Max(min, max);
		// Simple pseudo-random using seed to avoid clone validation issues
		_seed = (_seed * 1103515245 + 12345) & 0x7fffffff;
		return low + _seed % (high - low + 1);
	}
}

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, Unit, UnitTypes
from StockSharp.Algo.Strategies import Strategy


class pinball_machine_strategy(Strategy):
    def __init__(self):
        super(pinball_machine_strategy, self).__init__()

        self._risk_percent = self.Param("RiskPercent", 1.0)
        self._min_offset_points = self.Param("MinOffsetPoints", 10)
        self._max_offset_points = self.Param("MaxOffsetPoints", 100)
        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromMinutes(5)))

        self._stop_loss_price = 0.0
        self._take_profit_price = 0.0
        self._entry_price = 0.0
        self._seed = 0

    @property
    def RiskPercent(self):
        return self._risk_percent.Value

    @RiskPercent.setter
    def RiskPercent(self, value):
        self._risk_percent.Value = value

    @property
    def MinOffsetPoints(self):
        return self._min_offset_points.Value

    @MinOffsetPoints.setter
    def MinOffsetPoints(self, value):
        self._min_offset_points.Value = value

    @property
    def MaxOffsetPoints(self):
        return self._max_offset_points.Value

    @MaxOffsetPoints.setter
    def MaxOffsetPoints(self, value):
        self._max_offset_points.Value = value

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

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

    def _next_inclusive(self, min_val, max_val):
        low = min(min_val, max_val)
        high = max(min_val, max_val)
        self._seed = (self._seed * 1103515245 + 12345) & 0x7fffffff
        return low + self._seed % (high - low + 1)

    def _normalize_point_range(self):
        min_p = min(int(self.MinOffsetPoints), int(self.MaxOffsetPoints))
        max_p = max(int(self.MinOffsetPoints), int(self.MaxOffsetPoints))
        if min_p <= 0:
            min_p = 1
        if max_p < min_p:
            max_p = min_p
        return (min_p, max_p)

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

        self._stop_loss_price = 0.0
        self._take_profit_price = 0.0
        self._entry_price = 0.0
        self._seed = 0

        subscription = self.SubscribeCandles(self.CandleType)
        subscription.Bind(self.ProcessCandle).Start()

        self.StartProtection(
            Unit(2000.0, UnitTypes.Absolute),
            Unit(1000.0, UnitTypes.Absolute))

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

        self._manage_open_position(candle)

        if self.Position != 0:
            return

        v1 = self._next_inclusive(0, 100)
        v2 = self._next_inclusive(0, 100)
        v3 = self._next_inclusive(0, 100)
        v4 = self._next_inclusive(0, 100)

        if v1 == v2:
            if self._try_open_long(candle):
                return

        if v3 == v4:
            self._try_open_short(candle)

    def _manage_open_position(self, candle):
        high = float(candle.HighPrice)
        low = float(candle.LowPrice)

        if self.Position > 0:
            if self._stop_loss_price > 0.0 and low <= self._stop_loss_price:
                self.SellMarket()
                self._reset_targets()
                return
            if self._take_profit_price > 0.0 and high >= self._take_profit_price:
                self.SellMarket()
                self._reset_targets()
        elif self.Position < 0:
            if self._stop_loss_price > 0.0 and high >= self._stop_loss_price:
                self.BuyMarket()
                self._reset_targets()
                return
            if self._take_profit_price > 0.0 and low <= self._take_profit_price:
                self.BuyMarket()
                self._reset_targets()

    def _try_open_long(self, candle):
        step = float(self.Security.PriceStep) if self.Security is not None and self.Security.PriceStep is not None else 1.0
        if step <= 0.0:
            step = 1.0

        min_p, max_p = self._normalize_point_range()
        stop_points = self._next_inclusive(min_p, max_p)
        take_points = self._next_inclusive(min_p, max_p)

        entry = float(candle.ClosePrice)
        stop = entry - stop_points * step
        take = entry + take_points * step

        self.BuyMarket()
        self._entry_price = entry
        self._stop_loss_price = stop
        self._take_profit_price = take
        return True

    def _try_open_short(self, candle):
        step = float(self.Security.PriceStep) if self.Security is not None and self.Security.PriceStep is not None else 1.0
        if step <= 0.0:
            step = 1.0

        min_p, max_p = self._normalize_point_range()
        stop_points = self._next_inclusive(min_p, max_p)
        take_points = self._next_inclusive(min_p, max_p)

        entry = float(candle.ClosePrice)
        stop = entry + stop_points * step
        take = entry - take_points * step

        self.SellMarket()
        self._entry_price = entry
        self._stop_loss_price = stop
        self._take_profit_price = take
        return True

    def _reset_targets(self):
        self._stop_loss_price = 0.0
        self._take_profit_price = 0.0
        self._entry_price = 0.0

    def OnReseted(self):
        super(pinball_machine_strategy, self).OnReseted()
        self._reset_targets()
        self._seed = 0

    def CreateClone(self):
        return pinball_machine_strategy()