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Update filtering

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This commit is contained in:
Sik Yoon 2024-06-01 20:29:44 +09:00
parent a3a61f24c6
commit 33221f253a
2 changed files with 43 additions and 42 deletions
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51
src/strategy_team/future_strategy_long.rs
View File

@ -141,23 +141,23 @@ pub async fn list_up_for_buy(
remove_keys(&mut filtered_data, keys_to_remove).await;
// Wiliams -50.0 > %R(100)
// let mut keys_to_remove: HashSet<String> = HashSet::new();
// let mut wpr100_map = wiliams_percent_r(100, &alldata.rt_price_1m_vec, &filtered_data).await?;
// let server_epoch = get_server_epoch().await;
// for (symbol, values) in &mut filtered_data {
// let mut do_buy = false;
// if let Some(wpr100_vec) = wpr100_map.get(symbol) {
// if wpr100_vec.len() > 15
// && wpr100_vec.last().unwrap().close_time > server_epoch
// && wpr100_vec.last().unwrap().r_value < -50.0 {
// do_buy = true;
// }
// }
// if do_buy == false {
// keys_to_remove.insert(symbol.clone());
// }
// }
// remove_keys(&mut filtered_data, keys_to_remove).await;
let mut keys_to_remove: HashSet<String> = HashSet::new();
let mut wpr100_map = wiliams_percent_r(100, &alldata.rt_price_1m_vec, &filtered_data).await?;
let server_epoch = get_server_epoch().await;
for (symbol, values) in &mut filtered_data {
let mut do_buy = false;
if let Some(wpr100_vec) = wpr100_map.get(symbol) {
if wpr100_vec.len() > 15
&& wpr100_vec.last().unwrap().close_time > server_epoch
&& wpr100_vec.last().unwrap().r_value < -50.0 {
do_buy = true;
}
}
if do_buy == false {
keys_to_remove.insert(symbol.clone());
}
}
remove_keys(&mut filtered_data, keys_to_remove).await;
// current Tema(15) > current Tema(30)
// let mut keys_to_remove: HashSet<String> = HashSet::new();
@ -349,15 +349,16 @@ pub async fn list_up_for_sell(all_data: &AllData, futures_exchange_info_map: &Ha
.build()
.unwrap();
let mut supertrend_vec: Vec<SupertrendData> = Vec::new();
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 supertrend_1m_map =
supertrend(30, 2.0, true, &all_data.rt_price_1m_vec, &filtered_symbols).await?;
let adx_vec = adx(15, 15, &all_data.rt_price_1m_vec, &filtered_symbols).await?;
// let mut supertrend_vec: Vec<SupertrendData> = Vec::new();
// let mut filtered_symbols: HashMap<String, FilteredDataValue> = HashMap::new();
// for element in &filled_positions {
// filtered_symbols.insert(element.symbol.clone(), FilteredDataValue::new());
// }
// let supertrend_1m_map =
// supertrend(30, 2.0, true, &all_data.rt_price_1m_vec, &filtered_symbols).await?;
// let adx_vec = adx(15, 15, &all_data.rt_price_1m_vec, &filtered_symbols).await?;
for element in filled_positions {
let mut is_sell = false;

34
src/strategy_team/future_strategy_short.rs
View File

@ -141,23 +141,23 @@ pub async fn list_up_for_buy(
remove_keys(&mut filtered_data, keys_to_remove).await;
// Wiliams -50.0 < %R(100)
// let mut keys_to_remove: HashSet<String> = HashSet::new();
// let mut wpr100_map = wiliams_percent_r(100, &alldata.rt_price_1m_vec, &filtered_data).await?;
// let server_epoch = get_server_epoch().await;
// for (symbol, values) in &mut filtered_data {
// let mut do_buy = false;
// if let Some(wpr100_vec) = wpr100_map.get(symbol) {
// if wpr100_vec.len() > 15
// && wpr100_vec.last().unwrap().close_time > server_epoch
// && wpr100_vec.last().unwrap().r_value > -50.0 {
// do_buy = true;
// }
// }
// if do_buy == false {
// keys_to_remove.insert(symbol.clone());
// }
// }
// remove_keys(&mut filtered_data, keys_to_remove).await;
let mut keys_to_remove: HashSet<String> = HashSet::new();
let mut wpr100_map = wiliams_percent_r(100, &alldata.rt_price_1m_vec, &filtered_data).await?;
let server_epoch = get_server_epoch().await;
for (symbol, values) in &mut filtered_data {
let mut do_buy = false;
if let Some(wpr100_vec) = wpr100_map.get(symbol) {
if wpr100_vec.len() > 15
&& wpr100_vec.last().unwrap().close_time > server_epoch
&& wpr100_vec.last().unwrap().r_value > -50.0 {
do_buy = true;
}
}
if do_buy == false {
keys_to_remove.insert(symbol.clone());
}
}
remove_keys(&mut filtered_data, keys_to_remove).await;
// current Tema(15) < current Tema(30)
// let mut keys_to_remove: HashSet<String> = HashSet::new();