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Change filtering method

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This commit is contained in:
Sik Yoon 2024-03-24 22:42:29 +09:00
parent a556d90f71
commit 1da5e57e94
1 changed files with 21 additions and 23 deletions
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44
src/strategy_team/strategy_006.rs
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@ -51,29 +51,6 @@ pub async fn list_up_for_buy(
}
remove_keys(&mut filtered_data, keys_to_remove).await;
// Dema(5) > Tema(30)
let mut keys_to_remove: HashSet<String> = HashSet::new();
let dema_5 = dema(5, &alldata.rt_price_1d_vec, &filtered_data).await?;
let tema_30 = tema(30, &alldata.rt_price_1d_vec, &filtered_data).await?;
let server_epoch = get_server_epoch().await;
for (symbol, values) in &mut filtered_data {
if let (Some(dema_vec), Some(tema_vec)) = (dema_5.get(symbol), tema_30.get(symbol)) {
if dema_vec.last().unwrap().close_time == tema_vec.last().unwrap().close_time &&
dema_vec.last().unwrap().close_time > server_epoch &&
tema_vec.last().unwrap().close_time > server_epoch {
if dema_vec.last().unwrap().dema_value > tema_vec.last().unwrap().tema_value {
} else {
keys_to_remove.insert(symbol.clone());
}
} else {
keys_to_remove.insert(symbol.clone());
}
} else {
keys_to_remove.insert(symbol.clone());
}
}
remove_keys(&mut filtered_data, keys_to_remove).await;
// 1d StochRSI (RSI_len: 30, StochRSI_len: 30, K: 3, D: 3) K_prev < 10, K_prev < K_current
let mut keys_to_remove: HashSet<String> = HashSet::new();
let stoch_rsis = stoch_rsi(30, 30, 3, 3, &alldata.rt_price_1d_vec, &filtered_data).await?;
@ -97,6 +74,27 @@ pub async fn list_up_for_buy(
}
remove_keys(&mut filtered_data, keys_to_remove).await;
// 2nd filtering: supertrend(ATR period 30, multiplier: 2.0, 1d close price) UP area
let mut keys_to_remove: HashSet<String> = HashSet::new();
let server_epoch = get_server_epoch().await;
let supertrend_1d_map = supertrend(30, 2.0, true, &alldata.rt_price_1d_vec, &filtered_data).await?;
for (symbol, values) in &mut filtered_data {
if let (Some(supertrend_vec), Some(rt_price_vec)) = (supertrend_1d_map.get(symbol), alldata.rt_price_1d_vec.get(symbol)) {
if supertrend_vec.last().unwrap().close_time == rt_price_vec.last().unwrap().close_time &&
rt_price_vec.last().unwrap().close_time > server_epoch {
if supertrend_vec.last().unwrap().area == SuperTrendArea::UP {
} else {
keys_to_remove.insert(symbol.clone());
}
} else {
keys_to_remove.insert(symbol.clone());
}
} else {
keys_to_remove.insert(symbol.clone());
}
}
remove_keys(&mut filtered_data, keys_to_remove).await;
// 2nd filtering: supertrend(ATR period 14, multiplier: 1.2, 1d close price)
let mut keys_to_remove: HashSet<String> = HashSet::new();
let server_epoch = get_server_epoch().await;