Update filtering

src/strategy_team/future_strategy_long.rs

@@ -134,7 +134,7 @@ pub async fn list_up_for_buy(
     Ok(())
 }
 
-pub async fn list_up_for_sell() -> Result<(), Box<dyn std::error::Error + Send + Sync>> {
+pub async fn list_up_for_sell(alldata: &AllData) -> Result<(), Box<dyn std::error::Error + Send + Sync>> {
     let filled_positions = select_filled_positions().await?;
 
     let client = ClientBuilder::new()
@@ -142,9 +142,21 @@ pub async fn list_up_for_sell() -> Result<(), Box<dyn std::error::Error + Send +
         .build()
         .unwrap();
     let server_epoch = get_server_epoch().await;
+    let mut filtered_symbols: HashMap<String, FilteredDataValue> = HashMap::new();
+    for element in &filled_positions {
+        filtered_symbols.insert(element.symbol.clone(), FilteredDataValue::new());
+    }
+    let server_epoch = get_server_epoch().await;
+    let stoch_rsis = stoch_rsi(30, 30, 2, 2, &alldata.rt_price_1m_vec, &filtered_symbols).await?;
     
     for element in filled_positions {
+        if let Some(stoch_rsis_vec) = stoch_rsis.get(&element.symbol) {
+            let mut over_turned = false;
             let mut is_sell = false;
+            if stoch_rsis_vec.last().unwrap().close_time > server_epoch 
+            && stoch_rsis_vec.last().unwrap().k < stoch_rsis_vec.last().unwrap().d {
+                over_turned = true;
+            }
 
             // TODO: BNB 코인이 있으면
             // let base_qty_to_be_ordered =
@@ -162,6 +174,8 @@ pub async fn list_up_for_sell() -> Result<(), Box<dyn std::error::Error + Send +
                 } else if server_epoch - element.transact_time >= (300_000) * 1 {
                     // time up selling
                     is_sell = true;
+                } else if over_turned == true {
+                    is_sell = true;
                 }
             
                 if is_sell == true {
@@ -176,6 +190,7 @@ pub async fn list_up_for_sell() -> Result<(), Box<dyn std::error::Error + Send +
                 }
             }
         }
+    }
 
     Ok(())
 }

src/strategy_team/future_strategy_short.rs

@@ -133,17 +133,29 @@ pub async fn list_up_for_buy(
     Ok(())
 }
 
-pub async fn list_up_for_sell() -> Result<(), Box<dyn std::error::Error + Send + Sync>> {
+pub async fn list_up_for_sell(alldata: &AllData) -> Result<(), Box<dyn std::error::Error + Send + Sync>> {
     let filled_positions = select_filled_positions().await?;
 
     let client = ClientBuilder::new()
         .timeout(tokio::time::Duration::from_millis(5000))
         .build()
         .unwrap();
+
+    let mut filtered_symbols: HashMap<String, FilteredDataValue> = HashMap::new();
+    for element in &filled_positions {
+        filtered_symbols.insert(element.symbol.clone(), FilteredDataValue::new());
+    }
     let server_epoch = get_server_epoch().await;
+    let stoch_rsis = stoch_rsi(30, 30, 2, 2, &alldata.rt_price_1m_vec, &filtered_symbols).await?;
     
     for element in filled_positions {
+        if let Some(stoch_rsis_vec) = stoch_rsis.get(&element.symbol) {
+            let mut over_turned = false;
             let mut is_sell = false;
+            if stoch_rsis_vec.last().unwrap().close_time > server_epoch 
+            && stoch_rsis_vec.last().unwrap().k > stoch_rsis_vec.last().unwrap().d {
+                over_turned = true;
+            }
 
             // TODO: BNB 코인이 있으면
             // let base_qty_to_be_ordered =
@@ -161,6 +173,8 @@ pub async fn list_up_for_sell() -> Result<(), Box<dyn std::error::Error + Send +
                 } else if server_epoch - element.transact_time >= (300_000) * 1 {
                     // time up selling
                     is_sell = true;
+                } else if over_turned == true {
+                    is_sell = true;
                 }
             
                 if is_sell == true {
@@ -175,6 +189,7 @@ pub async fn list_up_for_sell() -> Result<(), Box<dyn std::error::Error + Send +
                 }
             }
         }
+    }
 
     Ok(())
 }

src/strategy_team/strategy_manager.rs

@@ -84,8 +84,8 @@ pub async fn execute_list_up_for_sell(
     //     &trade_fee_map,
     // )
     // .await;
-    crate::strategy_team::future_strategy_long::list_up_for_sell().await;
+    crate::strategy_team::future_strategy_long::list_up_for_sell(&all_data).await;
-    crate::strategy_team::future_strategy_short::list_up_for_sell().await;
+    crate::strategy_team::future_strategy_short::list_up_for_sell(&all_data).await;
     Ok(())
 }