From 0c1e8d1949583671132cd9c6eb8cc03839e8b8e8 Mon Sep 17 00:00:00 2001 From: Sik Yoon Date: Thu, 6 Jun 2024 02:19:10 +0900 Subject: [PATCH] Update filtering --- src/strategy_team/future_strategy_short.rs | 26 ++++++++++++++++++++-- 1 file changed, 24 insertions(+), 2 deletions(-) diff --git a/src/strategy_team/future_strategy_short.rs b/src/strategy_team/future_strategy_short.rs index 3a40e83..6a2b262 100644 --- a/src/strategy_team/future_strategy_short.rs +++ b/src/strategy_team/future_strategy_short.rs @@ -9,7 +9,7 @@ use super::{ FilteredDataValue, HashMap, HashSet, HeatMapLevel, HeatmapVolumeData, MacdData, Mutex, RealtimePriceData, RoundingStrategy, RsiData, StochRsiData, SuperTrendArea, SuperTrendSignal, SupertrendData, TemaData, ToPrimitive, TradeFee, WiliamsPercentR, future_duplicate_filter, insert_future_coins, get_current_price_decimal, - sma, sma_open + sma, sma_open, LrData, linear_regression }; use crate::future::{Position, FuturesExchangeInfo}; @@ -31,12 +31,34 @@ pub async fn list_up_for_buy( filtered_data.insert(symbol.clone(), FilteredDataValue::new()); } + let server_epoch = get_server_epoch().await; + + // current ADX(3, 3), current ADX > prev ADX + let mut keys_to_remove: HashSet = HashSet::new(); + let lr_map = linear_regression(3, 0, &alldata.rt_price_30m_vec, &filtered_data).await?; + for (symbol, values) in &mut filtered_data { + let mut do_buy = false; + if let Some(lr_vec) = lr_map.get(symbol) { + println!("{}: {:?}", symbol, lr_vec); + // if let Some(last_idx) = lr_vec.iter().position(|elem| elem.close_time == values.closetime) { + // if lr_vec.len() > 10 + // && lr_vec[last_idx].adx > lr_vec[last_idx-1].adx + // { + // do_buy = true; + // } + // } + } + if do_buy == false { + keys_to_remove.insert(symbol.clone()); + } + } + remove_keys(&mut filtered_data, keys_to_remove).await; + // sma3_close(current) > sma3_open (current), sma3_close(prev) < sma3_open (prev) let mut keys_to_remove: HashSet = HashSet::new(); let ema10_open = ema_open(5, &alldata.rt_price_30m_vec, &filtered_data).await?; let ema10_close = ema(5, &alldata.rt_price_30m_vec, &filtered_data).await?; let ema200_close = ema(200, &alldata.rt_price_30m_vec, &filtered_data).await?; - let server_epoch = get_server_epoch().await; for (symbol, values) in &mut filtered_data { let mut do_buy = false; let price_and_closetime = get_current_price_decimal(&symbol, &alldata.rt_price_30m_vec).await;