Merge pull request 'Add ADX indicator' (#2) from strategy-test into master

Reviewed-on: http://192.168.1.100:3000/Sik/tradingbot/pulls/2

src/strategy_team/mod.rs

@@ -4,6 +4,7 @@ pub mod strategy_003;
 pub mod strategy_004;
 pub mod strategy_005;
 pub mod strategy_006;
+pub mod strategy_test;
 pub mod strategy_manager;
 
 use crate::coex::order_team::{limit_order_sell, select_filled_buy_orders};
@@ -21,6 +22,7 @@ use crate::value_estimation_team::indicators::rsi::{rsi, RsiData};
 use crate::value_estimation_team::indicators::sma::{sma, SmaData};
 use crate::value_estimation_team::indicators::stoch_rsi::{stoch_rsi, StochRsiData};
 use crate::value_estimation_team::indicators::supertrend::{supertrend, SupertrendData};
+use crate::value_estimation_team::indicators::adx::{AdxData, adx};
 use futures::future::try_join_all;
 use reqwest::{Client, ClientBuilder};
 use rust_decimal::{prelude::FromPrimitive, prelude::ToPrimitive, Decimal, RoundingStrategy};

src/strategy_team/strategy_manager.rs

@@ -6,6 +6,7 @@ use rust_decimal::prelude::ToPrimitive;
 use rust_decimal::Decimal;
 use serde::Deserialize;
 
+use super::strategy_test;
 use super::{
     exists_record, insert_one_record, try_join_all, try_select_record, AllData, ExchangeInfo,
     FilteredData, FromRow, RealtimePriceData, TradeFee,
@@ -31,7 +32,7 @@ struct Record {
 pub async fn execute_list_up_for_buy(
     all_data: &AllData,
 ) -> Result<(), Box<dyn std::error::Error + Send + Sync>> {
-    let mut task_vec = Vec::new();
+    // let mut task_vec = Vec::new();
     // let all_data_c3 = all_data.clone();
     let all_data_c4 = all_data.clone();
     // strategist_001(all_data).await?;
@@ -39,14 +40,15 @@ pub async fn execute_list_up_for_buy(
     // task_vec.push(tokio::spawn(async move {
     //     crate::strategy_team::strategy_003::list_up_for_buy(all_data_c3).await;
     // }));
-    task_vec.push(tokio::spawn(async move {
-        crate::strategy_team::strategy_004::list_up_for_buy(all_data_c4).await;
-    }));
+    // task_vec.push(tokio::spawn(async move {
+    //     crate::strategy_team::strategy_004::list_up_for_buy(all_data_c4).await;
+    // }));
     // strategist_004(all_data).await?;
     // strategist_005(all_data).await?;
     // strategist_006(all_data).await?;
+    crate::strategy_team::strategy_test::strategist_test(all_data_c4).await;
 
-    try_join_all(task_vec).await?;
+    // try_join_all(task_vec).await?;
     Ok(())
 }
 

src/strategy_team/strategy_test.rs

@@ -0,0 +1,32 @@
+use super::{
+    dec, decimal_add, decimal_sub, ema, exists_record, insert_pre_suggested_coins,
+    limit_order_sell, rsi, select_filled_buy_orders, stoch_rsi, supertrend, try_join_all, AllData,
+    Arc, Client, ClientBuilder, Decimal, EmaData, ExchangeInfo, FilteredData, Mutex,
+    RealtimePriceData, RoundingStrategy, RsiData, StochRsiData, SupertrendData, TradeFee, update_record3, adx, AdxData
+};
+
+
+pub async fn strategist_test(
+    alldata: AllData,
+) -> Result<(), Box<dyn std::error::Error + Send + Sync>> {
+    // print rt_price for debugging
+    // let a = alldata.rt_price_30m_vec.iter().position(|a| a.0 == "BTCUSDT");
+    // println!("BTCUSDT: {:?}", alldata.rt_price_30m_vec[a.unwrap()].1.last().unwrap());
+
+     // 1st filtering: lookup tables if the tradepair is already there
+    let mut symbol_1 = FilteredData::new();
+    // let mut symbol_2 = FilteredData::new();
+    // let mut symbol_3 = FilteredData::new();
+    symbol_1.symbol = String::from("BTCUSDT");
+    // symbol_2.symbol = String::from("XRPUSDT");
+    // symbol_3.symbol = String::from("ETHUSDT");
+    let mut test_symbols: Vec<FilteredData> = Vec::new();
+    test_symbols.push(symbol_1);
+    // test_symbols.push(symbol_2);
+    // test_symbols.push(symbol_3);
+
+    let a = adx(10, 10, &alldata.rt_price_30m_vec, &test_symbols).await?;
+    println!("{:?}", a);
+    
+    Ok(())
+}

src/value_estimation_team/indicators/adx.rs

@@ -1,8 +1,6 @@
-// use std::thread::current;
-
 use super::{FilteredData, RealtimePriceData, try_join_all, Arc, Mutex};
 
-#[derive(Clone)]
+#[derive(Clone, Debug)]
 pub struct AdxData {
     pub adx: f64,
     pub close_time: i64
@@ -96,13 +94,14 @@ filtered_symbols: &Vec<FilteredData>,) -> Result<Vec<(String, Vec<AdxData>)>, Bo
                 // step 4: calculate ADX
                 let mut initial_adx_vec: Vec<AdxData> = Vec::new();
                 for di_data in di_data_vec {
-                    let sum = di_data.di_plus - di_data.di_minus;
+                    let sum = di_data.di_plus + di_data.di_minus;
+                    let difference = (di_data.di_plus - di_data.di_minus).abs();
                     let divisor = if sum <= 0.00000001 { 1.0 } else { sum };
-                    let adx_data = AdxData { adx: sum.abs()/divisor, close_time: di_data.close_time };
+                    let adx_data = AdxData { adx: difference.abs()/divisor, close_time: di_data.close_time };
                     initial_adx_vec.push(adx_data);
                 }
                 let partial_vec1 = initial_adx_vec.get(..adx_len).unwrap(); // for calculation of initial value
-                let partial_vec2 = initial_adx_vec.get(di_len..).unwrap(); // for calculation of the rest
+                let partial_vec2 = initial_adx_vec.get(adx_len..).unwrap(); // for calculation of the rest
 
                 let mut smoothed_adx_vec: Vec<AdxData> = Vec::new();
                 let mut adx_calculated = 0.0;