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Update filtering

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This commit is contained in:
Sik Yoon 2024-06-06 02:19:10 +09:00
parent 0ba0d3702d
commit 0c1e8d1949
1 changed files with 24 additions and 2 deletions
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26
src/strategy_team/future_strategy_short.rs
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@ -9,7 +9,7 @@ use super::{
FilteredDataValue, HashMap, HashSet, HeatMapLevel, HeatmapVolumeData, MacdData, Mutex, FilteredDataValue, HashMap, HashSet, HeatMapLevel, HeatmapVolumeData, MacdData, Mutex,
RealtimePriceData, RoundingStrategy, RsiData, StochRsiData, SuperTrendArea, SuperTrendSignal, RealtimePriceData, RoundingStrategy, RsiData, StochRsiData, SuperTrendArea, SuperTrendSignal,
SupertrendData, TemaData, ToPrimitive, TradeFee, WiliamsPercentR, future_duplicate_filter, insert_future_coins, get_current_price_decimal, 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}; use crate::future::{Position, FuturesExchangeInfo};
@ -31,12 +31,34 @@ pub async fn list_up_for_buy(
filtered_data.insert(symbol.clone(), FilteredDataValue::new()); 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<String> = 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) // sma3_close(current) > sma3_open (current), sma3_close(prev) < sma3_open (prev)
let mut keys_to_remove: HashSet<String> = HashSet::new(); let mut keys_to_remove: HashSet<String> = HashSet::new();
let ema10_open = ema_open(5, &alldata.rt_price_30m_vec, &filtered_data).await?; 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 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 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 { for (symbol, values) in &mut filtered_data {
let mut do_buy = false; let mut do_buy = false;
let price_and_closetime = get_current_price_decimal(&symbol, &alldata.rt_price_30m_vec).await; let price_and_closetime = get_current_price_decimal(&symbol, &alldata.rt_price_30m_vec).await;