kjh2064
2ba8def9bb
WBS-9.3 - NULL Policy CI Gate / NULL Policy Validation (push) Has been cancelled
Quant Engine CI/CD Pipeline / validate-core (pull_request) Has been cancelled
Quant Engine CI/CD Pipeline / validate-ui-and-storage (pull_request) Has been cancelled
WBS-9.3 - NULL Policy CI Gate / NULL Policy Validation (pull_request) Has been cancelled
43 lines
1.3 KiB
C#
43 lines
1.3 KiB
C#
using System;
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namespace QuantEngine.Core.Domain
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{
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public class PullbackTriggerResult
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{
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public string PullbackEntryVerdict { get; set; } = "ABOVE_PULLBACK_ZONE";
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public string PullbackState { get; set; } = "BLOCKED";
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public double PullbackEntryTriggerPrice { get; set; }
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public double PullbackUpperBand { get; set; }
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}
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public static class PullbackTriggerCalculator
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{
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public static PullbackTriggerResult ComputePullbackTrigger(double close, double ma20, double atr20)
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{
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double triggerPrice = KrxTickNormalizer.NormalizeTick(ma20 - 0.5 * atr20);
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double upperBand = ma20 * 1.03;
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string verdict;
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string state;
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if (close <= upperBand)
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{
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verdict = "PULLBACK_ZONE";
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state = "PASS";
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}
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else
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{
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verdict = "ABOVE_PULLBACK_ZONE";
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state = "BLOCKED";
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}
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return new PullbackTriggerResult
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{
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PullbackEntryVerdict = verdict,
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PullbackState = state,
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PullbackEntryTriggerPrice = triggerPrice,
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PullbackUpperBand = KrxTickNormalizer.NormalizeTick(upperBand)
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};
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}
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}
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}
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