Стратегия IsConnected

namespace StockSharp.Samples.Strategies;

using System;
using Ecng.Common;
using StockSharp.Algo.Indicators;
using StockSharp.Algo.Strategies;
using StockSharp.Messages;

/// <summary>
/// IsConnected strategy: Parabolic SAR trend following.
/// Buys when close above SAR, sells when close below SAR.
/// </summary>
public class IsConnectedStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<decimal> _acceleration;
	private readonly StrategyParam<decimal> _accelerationMax;

	private decimal _prevSar;
	private decimal _prevClose;
	private bool _hasPrev;

	public DataType CandleType { get => _candleType.Value; set => _candleType.Value = value; }
	public decimal Acceleration { get => _acceleration.Value; set => _acceleration.Value = value; }
	public decimal AccelerationMax { get => _accelerationMax.Value; set => _accelerationMax.Value = value; }

	public IsConnectedStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(60).TimeFrame())
			.SetDisplay("Candle Type", "Candle timeframe", "General");
		_acceleration = Param(nameof(Acceleration), 0.01m)
			.SetDisplay("Acceleration", "SAR acceleration factor", "Indicators");
		_accelerationMax = Param(nameof(AccelerationMax), 0.1m)
			.SetDisplay("Acceleration Max", "SAR max acceleration", "Indicators");
	}

	/// <inheritdoc />
	protected override void OnReseted()
	{
		base.OnReseted();
		_prevSar = 0;
		_prevClose = 0;
		_hasPrev = false;
	}

	/// <inheritdoc />
	protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);
		_prevSar = 0;
		_prevClose = 0;
		_hasPrev = false;
		var sar = new ParabolicSar { Acceleration = Acceleration, AccelerationMax = AccelerationMax };
		var subscription = SubscribeCandles(CandleType);
		subscription.Bind(sar, ProcessCandle).Start();
	}

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

		if (_hasPrev)
		{
			if (_prevClose <= _prevSar && candle.ClosePrice > sarValue && Position <= 0)
				BuyMarket();
			else if (_prevClose >= _prevSar && candle.ClosePrice < sarValue && Position >= 0)
				SellMarket();
		}

		_prevClose = candle.ClosePrice;
		_prevSar = sarValue;
		_hasPrev = true;
	}
}

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 ParabolicSar
from StockSharp.Algo.Strategies import Strategy

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

        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromMinutes(60)))
        self._acceleration = self.Param("Acceleration", 0.01)
        self._acceleration_max = self.Param("AccelerationMax", 0.1)

        self._prev_sar = 0.0
        self._prev_close = 0.0
        self._has_prev = False

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

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

    @property
    def Acceleration(self):
        return self._acceleration.Value

    @Acceleration.setter
    def Acceleration(self, value):
        self._acceleration.Value = value

    @property
    def AccelerationMax(self):
        return self._acceleration_max.Value

    @AccelerationMax.setter
    def AccelerationMax(self, value):
        self._acceleration_max.Value = value

    def OnReseted(self):
        super(is_connected_strategy, self).OnReseted()
        self._prev_sar = 0.0
        self._prev_close = 0.0
        self._has_prev = False

    def OnStarted2(self, time):
        super(is_connected_strategy, self).OnStarted2(time)
        self._prev_sar = 0.0
        self._prev_close = 0.0
        self._has_prev = False

        sar = ParabolicSar()
        sar.Acceleration = self.Acceleration
        sar.AccelerationMax = self.AccelerationMax

        subscription = self.SubscribeCandles(self.CandleType)
        subscription.Bind(sar, self._process_candle).Start()

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

        close = float(candle.ClosePrice)
        sar_val = float(sar_value)

        if self._has_prev:
            if self._prev_close <= self._prev_sar and close > sar_val and self.Position <= 0:
                self.BuyMarket()
            elif self._prev_close >= self._prev_sar and close < sar_val and self.Position >= 0:
                self.SellMarket()

        self._prev_close = close
        self._prev_sar = sar_val
        self._has_prev = True

    def CreateClone(self):
        return is_connected_strategy()