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This commit is contained in:
Sik Yoon 2024-01-07 17:55:22 +09:00
parent bbc30cd242
commit 0b8b8bce04
1 changed files with 11 additions and 11 deletions
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22
src/strategy_team/strategy_003.rs
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@ -1,7 +1,7 @@
use crate::value_estimation_team::indicators::bollingerband::bollingerband; use crate::value_estimation_team::indicators::bollingerband::bollingerband;
use super::{ use super::{
dec, decimal_add, decimal_sub, decimal_div, ema, ema_opclo, sma_opclo, exists_record, insert_pre_suggested_coins, dec, decimal_add, decimal_sub, decimal_div, ema, ema_opclo, sma, sma_opclo, exists_record, insert_pre_suggested_coins,
limit_order_sell, rsi, select_filled_buy_orders, stoch_rsi, supertrend, try_join_all, AllData, limit_order_sell, rsi, select_filled_buy_orders, stoch_rsi, supertrend, try_join_all, AllData,
Arc, Client, ClientBuilder, Decimal, EmaData, ExchangeInfo, FilteredData, Mutex, SmaData, Arc, Client, ClientBuilder, Decimal, EmaData, ExchangeInfo, FilteredData, Mutex, SmaData,
RealtimePriceData, RoundingStrategy, RsiData, StochRsiData, SupertrendData, TradeFee, update_record3, adx, AdxData, server_epoch, MacdData, ema_macd, RealtimePriceData, RoundingStrategy, RsiData, StochRsiData, SupertrendData, TradeFee, update_record3, adx, AdxData, server_epoch, MacdData, ema_macd,
@ -76,15 +76,15 @@ pub async fn list_up_for_buy(
Arc::new(Mutex::new(filtered_data_2nd)); Arc::new(Mutex::new(filtered_data_2nd));
let mut task_vec = Vec::new(); let mut task_vec = Vec::new();
let sma_opclos = sma_opclo(5, &alldata.rt_price_30m_vec, &filtered_data_1st).await?; let sma_close = sma(5, &alldata.rt_price_30m_vec, &filtered_data_1st).await?;
let ema_opclos = ema_opclo(3, &alldata.rt_price_30m_vec, &filtered_data_1st).await?; let ema_close = ema(3, &alldata.rt_price_30m_vec, &filtered_data_1st).await?;
for element in filtered_data_1st { for element in filtered_data_1st {
let mut rt_30m_vec: Vec<RealtimePriceData> = Vec::new(); let mut rt_30m_vec: Vec<RealtimePriceData> = Vec::new();
let mut sma_vec: Vec<SmaData> = Vec::new(); let mut sma_vec: Vec<SmaData> = Vec::new();
let mut ema_vec: Vec<EmaData> = Vec::new(); let mut ema_vec: Vec<EmaData> = Vec::new();
let rt_price_30m_vec_c: Vec<(String, Vec<RealtimePriceData>)> = alldata.rt_price_30m_vec.clone(); let rt_price_30m_vec_c: Vec<(String, Vec<RealtimePriceData>)> = alldata.rt_price_30m_vec.clone();
let sma_opclos_c = sma_opclos.clone(); let sma_opclos_c = sma_close.clone();
let ema_opclos_c = ema_opclos.clone(); let ema_opclos_c = ema_close.clone();
let filtered_data_2nd_arc_c = Arc::clone(&filtered_data_2nd_arc); let filtered_data_2nd_arc_c = Arc::clone(&filtered_data_2nd_arc);
task_vec.push(tokio::spawn(async move { task_vec.push(tokio::spawn(async move {
@ -206,11 +206,11 @@ pub async fn list_up_for_sell(
}; };
filtered_symbol_vec.push(filltered_data); filtered_symbol_vec.push(filltered_data);
} }
let sma_opclos = sma_opclo(5, &all_data.rt_price_30m_vec, &filtered_symbol_vec).await?; let sma_close = sma(5, &all_data.rt_price_30m_vec, &filtered_symbol_vec).await?;
let ema_opclos = ema_opclo(3, &all_data.rt_price_30m_vec, &filtered_symbol_vec).await?; let ema_close = ema(3, &all_data.rt_price_30m_vec, &filtered_symbol_vec).await?;
for element in filled_buy_orders { for element in filled_buy_orders {
let sma_result = sma_opclos.iter().position(|x| x.0 == element.symbol); let sma_result = sma_close.iter().position(|x| x.0 == element.symbol);
let ema_result = ema_opclos.iter().position(|x| x.0 == element.symbol); let ema_result = ema_close.iter().position(|x| x.0 == element.symbol);
if sma_result.is_some() && ema_result.is_some() && element.used_usdt >= dec!(10.0) { if sma_result.is_some() && ema_result.is_some() && element.used_usdt >= dec!(10.0) {
let lot_step_size_option = exchange_info_vec let lot_step_size_option = exchange_info_vec
.iter() .iter()
@ -235,8 +235,8 @@ pub async fn list_up_for_sell(
if (element.is_long == 0 || element.is_long == 1) if (element.is_long == 0 || element.is_long == 1)
&& !element.current_price.is_zero() && !element.current_price.is_zero()
{ {
if sma_opclos[sma_result.unwrap()].1.last().unwrap().sma_value > ema_opclos[ema_result.unwrap()].1.last().unwrap().ema_value && if sma_close[sma_result.unwrap()].1.last().unwrap().sma_value > ema_close[ema_result.unwrap()].1.last().unwrap().ema_value &&
sma_opclos[sma_result.unwrap()].1[sma_opclos.len()-2].sma_value < ema_opclos[ema_result.unwrap()].1[ema_opclos.len()-2].ema_value sma_close[sma_result.unwrap()].1[sma_close.len()-2].sma_value < ema_close[ema_result.unwrap()].1[ema_close.len()-2].ema_value
{ {
limit_order_sell( limit_order_sell(
&element, &element,